BlackRock Liquidity Funds

06/07/2021 | Press release | Distributed by Public on 06/07/2021 12:43

Monthly Schedule of Portfolio Holdings by Money Market Fund (SEC Filing - N-MFP2)

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549

FORM N-MFP
MONTHLY SCHEDULE OF PORTFOLIO HOLDINGS
OF MONEY MARKET FUNDS

N-MFP: Filer Information

Submission Type N-MFP2 N-MFP2/A
CIK
0000097098
CCC
xxxxxxxx
Test or Live LIVE TEST
Contact Information - Name
Contact Information - Phone Number
Notification Email Address
Notification Email Address
Is this an electronic copy of an official filing submitted in paper format? Yes No

N-MFP: Filing Information

General Information

Item 1. Report for [YYYY-MM-DD]:
2021-05-31
Item 2. CIK Number of Registrant.
0000097098
Item 3. LEI of Registrant (if available) (See General Instructions E.)
5493007YVNX55LTRQ706
Item 4. EDGAR Series Identifier.
S000001476
Item 5. Total number of share classes in the series.
10
Item 6. Do you anticipate that this will be the fund's final filing on Form N-MFP? If Yes, answer Items 6.a - 6.c. Yes No
Item 7. Has the fund acquired or merged with another fund since the last filing? Yes No
If Yes, answer Item 7.a.
Item 8. 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

Part A: Series-Level Information about the Fund

Item A.1 Securities Act File Number.
002-47015
Item A.2 Investment Adviser
BlackRock Advisors, LLC
a. SEC file number of investment adviser
801-47710
Item A.4 Independent Public Accountant.
Deloitte & Touche LLP
a. City and state of independent public accountant.
City of independent public accountant
Boston
State/Province/Country of independent public accountant
MASSACHUSETTS
Item A.5 Administrator. If a fund has one or more administrators, disclose the name of each administrator.
BlackRock Advisors, LLC
Item A.5 Administrator. If a fund has one or more administrators, disclose the name of each administrator.
JPMorgan Chase Bank, N.A.
Item A.6 Transfer Agent.
BNY Mellon Investment Servicing (US) Inc.
a. CIK Number
0000849542
b. SEC file number of transfer agent.
084-01761
Item A.7 Master-Feeder Funds. Is this a Feeder Fund? If Yes, answer Items A.7.a - 7.c. Yes No
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
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: Treasury
Government/Agency
Exempt Government
Prime
Single State
Other Tax Exempt
a. Is this fund an exempt retail fund as defined in 270.2a-7(a)(25)? Yes No
Item A.11 Dollar-weighted average portfolio maturity ('WAM' as defined in rule 2a-7(d)(1)(ii)).
25
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(d) regarding interest rate readjustments.
75
Item A.13 Liquidity. Provide the following, as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the daily or weekly liquidity, provide the value as of the close of business on the date in that week last calculated):
a. Total Value of Daily Liquid Assets to the nearest cent:
i. Friday, day 1:
$131,998,808,039.71
ii. Friday, day 2:
$118,807,849,084.61
iii. Friday, day 3:
$128,813,861,464.19
iv. Friday, day 4:
$123,922,265,803.75
v. Friday, day 5 (if applicable):
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
i. Friday, week 1:
$138,308,895,720.27
ii. Friday, week 2:
$124,317,936,770.76
iii. Friday, week 3:
$133,423,948,093.39
iv. Friday, week 4:
$128,482,352,377.40
v. Friday, week 5 (if applicable):
c. Percentage of Total Assets invested in Daily Liquid Assets:
i. Friday, day 1:
94.75%
ii. Friday, day 2:
95.57%
iii. Friday, day 3:
96.54%
iv. Friday, day 4:
96.45%
v. Friday, day 5 (if applicable):
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
i. Friday, week 1:
99.28%
ii. Friday, week 2:
100.00%
iii. Friday, week 3:
100.00%
iv. Friday, week 4:
100.00%
v. Friday, week 5 (if applicable):
Item A.14 Provide the following, to the nearest cent:
a. Cash. (See General Instructions E.)
$5,240,362,107.33
b. Total Value of portfolio securities. (See General Instructions E.)
$123,233,454,691.95
i. If any portfolio securities are valued using amortized cost, the total value of the portfolio securities valued at amortized cost.
$123,218,651,878.49
c. Total Value of other assets (excluding amounts provided in A.14.a-c.)
$21,295,470.39
Item A.15 Total value of liabilities, to the nearest cent.
$19,704,315.34
Item A.16 Net assets of the series, to the nearest cent.
$128,460,605,140.87
Item A.17 Number of shares outstanding, to the nearest hundredth.
$128,460,463,790.61
Item A.18 If the fund seeks to maintain a stable price per share, state the price the fund seeks to maintain.
$1.0000
Item A.19 7-day gross yield. Based on the 7 days ended on the last day of the prior month, 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 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.
0.05%
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 Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):
i. Friday, week 1:
$1.0001
ii. Friday, week 2:
$1.0001
iii. Friday, week 3:
$1.0001
iv. Friday, week 4:
$1.0001
v. Friday, week 5 (if applicable):

Part B: Class-Level Information about the Fund

For each Class of the Series (regardless of the number of shares outstanding in the Class), disclose the following:

Item B.1 EDGAR Class identifier.
C000003933
Item B.2 Minimum initial investment.
$5,000.00
Item B.3 Net assets of the Class, to the nearest cent.
$0.00
Item B.4 Number of shares outstanding, to the nearest hundredth.
$0.00
Item B.5 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 Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):
i. Friday, week 1:
$0.0000
ii. Friday, week 2:
$0.0000
iii. Friday, week 3:
$0.0000
iv. Friday, week 4:
$0.0000
v. Friday, week 5 (if applicable):
Item B.6 Net shareholder flow. Provide the aggregate weekly gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the gross subscriptions or gross redemptions, provide the value as of the close of business on the date in that week last calculated):
a. Friday, week 1:
i. Weekly gross subscriptions (including dividend reinvestments):
$0.00
ii. Weekly gross redemptions:
$0.00
b. Friday, week 2:
i. Weekly gross subscriptions (including dividend reinvestments):
$0.00
ii. Weekly gross redemptions:
$0.00
c. Friday, week 3:
i. Weekly gross subscriptions (including dividend reinvestments):
$0.00
ii. Weekly gross redemptions:
$0.00
d. Friday, week 4:
i. Weekly gross subscriptions (including dividend reinvestments):
$0.00
ii. Weekly gross redemptions:
$0.00
e. Friday, week 5:
i. Weekly gross subscriptions (including dividend reinvestments):
ii. Weekly gross redemptions:
f. Total for the month reported:
i. Monthly gross subscriptions (including dividend reinvestments):
$0.00
ii. Monthly gross redemptions:
$0.00
Item B.7 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter).
0.00%
Item B.8 During the reporting period, did any Person pay for, or waive all or part of the fund's operating expenses or management fees? If Yes, answer Item B.8.a. Yes No

Part B: Class-Level Information about the Fund

For each Class of the Series (regardless of the number of shares outstanding in the Class), disclose the following:

Item B.1 EDGAR Class identifier.
C000003936
Item B.2 Minimum initial investment.
$50,000.00
Item B.3 Net assets of the Class, to the nearest cent.
$24,479,471,715.92
Item B.4 Number of shares outstanding, to the nearest hundredth.
$24,479,444,780.19
Item B.5 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 Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):
i. Friday, week 1:
$1.0001
ii. Friday, week 2:
$1.0001
iii. Friday, week 3:
$1.0001
iv. Friday, week 4:
$1.0001
v. Friday, week 5 (if applicable):
Item B.6 Net shareholder flow. Provide the aggregate weekly gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the gross subscriptions or gross redemptions, provide the value as of the close of business on the date in that week last calculated):
a. Friday, week 1:
i. Weekly gross subscriptions (including dividend reinvestments):
$326,006,550.86
ii. Weekly gross redemptions:
$115,683,350.48
b. Friday, week 2:
i. Weekly gross subscriptions (including dividend reinvestments):
$447,566,312.75
ii. Weekly gross redemptions:
$712,778,463.42
c. Friday, week 3:
i. Weekly gross subscriptions (including dividend reinvestments):
$1,688,708,085.44
ii. Weekly gross redemptions:
$475,874,861.98
d. Friday, week 4:
i. Weekly gross subscriptions (including dividend reinvestments):
$520,381,235.55
ii. Weekly gross redemptions:
$319,439,670.58
e. Friday, week 5:
i. Weekly gross subscriptions (including dividend reinvestments):
ii. Weekly gross redemptions:
f. Total for the month reported:
i. Monthly gross subscriptions (including dividend reinvestments):
$2,982,662,184.60
ii. Monthly gross redemptions:
$1,623,776,346.46
Item B.7 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter).
0.01%
Item B.8 During the reporting period, did any Person pay for, or waive all or part of the fund's operating expenses or management fees? If Yes, answer Item B.8.a. Yes No
a. Provide the name of the Person and describe the nature and amount of the expense payment or fee waiver, or both (reported in dollars).
BlackRock Advisors, LLC, Management Fees, 3094573.51; BlackRock Investments, LLC, Service/Distribution Fees, 1004954.12;

Part B: Class-Level Information about the Fund

For each Class of the Series (regardless of the number of shares outstanding in the Class), disclose the following:

Item B.1 EDGAR Class identifier.
C000003940
Item B.2 Minimum initial investment.
$5,000.00
Item B.3 Net assets of the Class, to the nearest cent.
$564,493,623.41
Item B.4 Number of shares outstanding, to the nearest hundredth.
$564,493,002.28
Item B.5 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 Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):
i. Friday, week 1:
$1.0001
ii. Friday, week 2:
$1.0001
iii. Friday, week 3:
$1.0001
iv. Friday, week 4:
$1.0001
v. Friday, week 5 (if applicable):
Item B.6 Net shareholder flow. Provide the aggregate weekly gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the gross subscriptions or gross redemptions, provide the value as of the close of business on the date in that week last calculated):
a. Friday, week 1:
i. Weekly gross subscriptions (including dividend reinvestments):
$15,327,268.46
ii. Weekly gross redemptions:
$776,442.46
b. Friday, week 2:
i. Weekly gross subscriptions (including dividend reinvestments):
$1,283,757.49
ii. Weekly gross redemptions:
$1,603,082.43
c. Friday, week 3:
i. Weekly gross subscriptions (including dividend reinvestments):
$516,797.04
ii. Weekly gross redemptions:
$931,287.44
d. Friday, week 4:
i. Weekly gross subscriptions (including dividend reinvestments):
$3,556,487.14
ii. Weekly gross redemptions:
$3,058,822.45
e. Friday, week 5:
i. Weekly gross subscriptions (including dividend reinvestments):
ii. Weekly gross redemptions:
f. Total for the month reported:
i. Monthly gross subscriptions (including dividend reinvestments):
$20,684,310.13
ii. Monthly gross redemptions:
$6,369,634.78
Item B.7 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter).
0.01%
Item B.8 During the reporting period, did any Person pay for, or waive all or part of the fund's operating expenses or management fees? If Yes, answer Item B.8.a. Yes No
a. Provide the name of the Person and describe the nature and amount of the expense payment or fee waiver, or both (reported in dollars).
BlackRock Advisors, LLC, Management Fees, 73628.02; BlackRock Investments, LLC, Service/Distribution Fees, 47805.24;

Part B: Class-Level Information about the Fund

For each Class of the Series (regardless of the number of shares outstanding in the Class), disclose the following:

Item B.1 EDGAR Class identifier.
C000003941
Item B.2 Minimum initial investment.
$5,000.00
Item B.3 Net assets of the Class, to the nearest cent.
$903,540,557.31
Item B.4 Number of shares outstanding, to the nearest hundredth.
$903,539,563.11
Item B.5 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 Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):
i. Friday, week 1:
$1.0001
ii. Friday, week 2:
$1.0001
iii. Friday, week 3:
$1.0001
iv. Friday, week 4:
$1.0001
v. Friday, week 5 (if applicable):
Item B.6 Net shareholder flow. Provide the aggregate weekly gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the gross subscriptions or gross redemptions, provide the value as of the close of business on the date in that week last calculated):
a. Friday, week 1:
i. Weekly gross subscriptions (including dividend reinvestments):
$49,023,720.31
ii. Weekly gross redemptions:
$74,051,623.66
b. Friday, week 2:
i. Weekly gross subscriptions (including dividend reinvestments):
$53,044,466.59
ii. Weekly gross redemptions:
$58,172,308.94
c. Friday, week 3:
i. Weekly gross subscriptions (including dividend reinvestments):
$57,459,779.42
ii. Weekly gross redemptions:
$47,340,921.90
d. Friday, week 4:
i. Weekly gross subscriptions (including dividend reinvestments):
$72,647,240.28
ii. Weekly gross redemptions:
$55,857,214.67
e. Friday, week 5:
i. Weekly gross subscriptions (including dividend reinvestments):
ii. Weekly gross redemptions:
f. Total for the month reported:
i. Monthly gross subscriptions (including dividend reinvestments):
$232,175,206.60
ii. Monthly gross redemptions:
$235,422,069.17
Item B.7 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter).
0.01%
Item B.8 During the reporting period, did any Person pay for, or waive all or part of the fund's operating expenses or management fees? If Yes, answer Item B.8.a. Yes No
a. Provide the name of the Person and describe the nature and amount of the expense payment or fee waiver, or both (reported in dollars).
BlackRock Advisors, LLC, Management Fees, 116643.37; BlackRock Investments, LLC, Service/Distribution Fees, 378724.22;

Part B: Class-Level Information about the Fund

For each Class of the Series (regardless of the number of shares outstanding in the Class), disclose the following:

Item B.1 EDGAR Class identifier.
C000003937
Item B.2 Minimum initial investment.
$5,000.00
Item B.3 Net assets of the Class, to the nearest cent.
$718,852,001.20
Item B.4 Number of shares outstanding, to the nearest hundredth.
$718,851,210.22
Item B.5 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 Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):
i. Friday, week 1:
$1.0001
ii. Friday, week 2:
$1.0001
iii. Friday, week 3:
$1.0001
iv. Friday, week 4:
$1.0001
v. Friday, week 5 (if applicable):
Item B.6 Net shareholder flow. Provide the aggregate weekly gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the gross subscriptions or gross redemptions, provide the value as of the close of business on the date in that week last calculated):
a. Friday, week 1:
i. Weekly gross subscriptions (including dividend reinvestments):
$2,461,339.26
ii. Weekly gross redemptions:
$702,267.72
b. Friday, week 2:
i. Weekly gross subscriptions (including dividend reinvestments):
$11,038,202.54
ii. Weekly gross redemptions:
$25,391,393.55
c. Friday, week 3:
i. Weekly gross subscriptions (including dividend reinvestments):
$1,086,846.82
ii. Weekly gross redemptions:
$1,720,652.70
d. Friday, week 4:
i. Weekly gross subscriptions (including dividend reinvestments):
$205,488,712.45
ii. Weekly gross redemptions:
$505.76
e. Friday, week 5:
i. Weekly gross subscriptions (including dividend reinvestments):
ii. Weekly gross redemptions:
f. Total for the month reported:
i. Monthly gross subscriptions (including dividend reinvestments):
$220,075,101.07
ii. Monthly gross redemptions:
$27,814,819.73
Item B.7 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter).
0.01%
Item B.8 During the reporting period, did any Person pay for, or waive all or part of the fund's operating expenses or management fees? If Yes, answer Item B.8.a. Yes No
a. Provide the name of the Person and describe the nature and amount of the expense payment or fee waiver, or both (reported in dollars).
BlackRock Advisors, LLC, Management Fees, 71076.36; BlackRock Investments, LLC, Service/Distribution Fees, 184762.30;

Part B: Class-Level Information about the Fund

For each Class of the Series (regardless of the number of shares outstanding in the Class), disclose the following:

Item B.1 EDGAR Class identifier.
C000003939
Item B.2 Minimum initial investment.
$5,000.00
Item B.3 Net assets of the Class, to the nearest cent.
$962,463,686.73
Item B.4 Number of shares outstanding, to the nearest hundredth.
$962,462,627.69
Item B.5 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 Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):
i. Friday, week 1:
$1.0001
ii. Friday, week 2:
$1.0001
iii. Friday, week 3:
$1.0001
iv. Friday, week 4:
$1.0001
v. Friday, week 5 (if applicable):
Item B.6 Net shareholder flow. Provide the aggregate weekly gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the gross subscriptions or gross redemptions, provide the value as of the close of business on the date in that week last calculated):
a. Friday, week 1:
i. Weekly gross subscriptions (including dividend reinvestments):
$175,835,726.97
ii. Weekly gross redemptions:
$107,878,445.17
b. Friday, week 2:
i. Weekly gross subscriptions (including dividend reinvestments):
$71,326,996.17
ii. Weekly gross redemptions:
$77,668,418.42
c. Friday, week 3:
i. Weekly gross subscriptions (including dividend reinvestments):
$142,957,080.18
ii. Weekly gross redemptions:
$147,089,183.96
d. Friday, week 4:
i. Weekly gross subscriptions (including dividend reinvestments):
$88,619,476.13
ii. Weekly gross redemptions:
$72,509,505.84
e. Friday, week 5:
i. Weekly gross subscriptions (including dividend reinvestments):
ii. Weekly gross redemptions:
f. Total for the month reported:
i. Monthly gross subscriptions (including dividend reinvestments):
$478,739,279.45
ii. Monthly gross redemptions:
$405,145,553.39
Item B.7 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter).
0.01%
Item B.8 During the reporting period, did any Person pay for, or waive all or part of the fund's operating expenses or management fees? If Yes, answer Item B.8.a. Yes No
a. Provide the name of the Person and describe the nature and amount of the expense payment or fee waiver, or both (reported in dollars).
BlackRock Advisors, LLC, Management Fees, 123439.37; BlackRock Investments, LLC, Service/Distribution Fees, 200375.46;

Part B: Class-Level Information about the Fund

For each Class of the Series (regardless of the number of shares outstanding in the Class), disclose the following:

Item B.1 EDGAR Class identifier.
C000003938
Item B.2 Minimum initial investment.
$3,000,000.00
Item B.3 Net assets of the Class, to the nearest cent.
$100,769,536,123.39
Item B.4 Number of shares outstanding, to the nearest hundredth.
$100,769,425,242.70
Item B.5 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 Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):
i. Friday, week 1:
$1.0001
ii. Friday, week 2:
$1.0001
iii. Friday, week 3:
$1.0001
iv. Friday, week 4:
$1.0001
v. Friday, week 5 (if applicable):
Item B.6 Net shareholder flow. Provide the aggregate weekly gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the gross subscriptions or gross redemptions, provide the value as of the close of business on the date in that week last calculated):
a. Friday, week 1:
i. Weekly gross subscriptions (including dividend reinvestments):
$11,982,236,661.59
ii. Weekly gross redemptions:
$17,991,030,974.83
b. Friday, week 2:
i. Weekly gross subscriptions (including dividend reinvestments):
$20,163,764,893.82
ii. Weekly gross redemptions:
$25,101,316,579.92
c. Friday, week 3:
i. Weekly gross subscriptions (including dividend reinvestments):
$25,111,039,450.51
ii. Weekly gross redemptions:
$17,576,409,845.00
d. Friday, week 4:
i. Weekly gross subscriptions (including dividend reinvestments):
$19,412,591,922.29
ii. Weekly gross redemptions:
$24,436,216,458.70
e. Friday, week 5:
i. Weekly gross subscriptions (including dividend reinvestments):
ii. Weekly gross redemptions:
f. Total for the month reported:
i. Monthly gross subscriptions (including dividend reinvestments):
$76,669,632,928.21
ii. Monthly gross redemptions:
$85,104,973,858.45
Item B.7 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter).
0.01%
Item B.8 During the reporting period, did any Person pay for, or waive all or part of the fund's operating expenses or management fees? If Yes, answer Item B.8.a. Yes No
a. Provide the name of the Person and describe the nature and amount of the expense payment or fee waiver, or both (reported in dollars).
BlackRock Advisors, LLC, Management Fees, 13486333.45;

Part B: Class-Level Information about the Fund

For each Class of the Series (regardless of the number of shares outstanding in the Class), disclose the following:

Item B.1 EDGAR Class identifier.
C000003934
Item B.2 Minimum initial investment.
$1.00
Item B.3 Net assets of the Class, to the nearest cent.
$0.00
Item B.4 Number of shares outstanding, to the nearest hundredth.
$0.00
Item B.5 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 Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):
i. Friday, week 1:
$0.0000
ii. Friday, week 2:
$0.0000
iii. Friday, week 3:
$0.0000
iv. Friday, week 4:
$0.0000
v. Friday, week 5 (if applicable):
Item B.6 Net shareholder flow. Provide the aggregate weekly gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the gross subscriptions or gross redemptions, provide the value as of the close of business on the date in that week last calculated):
a. Friday, week 1:
i. Weekly gross subscriptions (including dividend reinvestments):
$0.00
ii. Weekly gross redemptions:
$0.00
b. Friday, week 2:
i. Weekly gross subscriptions (including dividend reinvestments):
$0.00
ii. Weekly gross redemptions:
$0.00
c. Friday, week 3:
i. Weekly gross subscriptions (including dividend reinvestments):
$0.00
ii. Weekly gross redemptions:
$0.00
d. Friday, week 4:
i. Weekly gross subscriptions (including dividend reinvestments):
$0.00
ii. Weekly gross redemptions:
$0.00
e. Friday, week 5:
i. Weekly gross subscriptions (including dividend reinvestments):
ii. Weekly gross redemptions:
f. Total for the month reported:
i. Monthly gross subscriptions (including dividend reinvestments):
$0.00
ii. Monthly gross redemptions:
$0.00
Item B.7 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter).
0.00%
Item B.8 During the reporting period, did any Person pay for, or waive all or part of the fund's operating expenses or management fees? If Yes, answer Item B.8.a. Yes No

Part B: Class-Level Information about the Fund

For each Class of the Series (regardless of the number of shares outstanding in the Class), disclose the following:

Item B.1 EDGAR Class identifier.
C000060557
Item B.2 Minimum initial investment.
$1.00
Item B.3 Net assets of the Class, to the nearest cent.
$49,405,400.22
Item B.4 Number of shares outstanding, to the nearest hundredth.
$49,405,345.86
Item B.5 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 Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):
i. Friday, week 1:
$1.0001
ii. Friday, week 2:
$1.0001
iii. Friday, week 3:
$1.0001
iv. Friday, week 4:
$1.0001
v. Friday, week 5 (if applicable):
Item B.6 Net shareholder flow. Provide the aggregate weekly gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the gross subscriptions or gross redemptions, provide the value as of the close of business on the date in that week last calculated):
a. Friday, week 1:
i. Weekly gross subscriptions (including dividend reinvestments):
$4,844,630.31
ii. Weekly gross redemptions:
$66,435.05
b. Friday, week 2:
i. Weekly gross subscriptions (including dividend reinvestments):
$664,532.75
ii. Weekly gross redemptions:
$42,450,748.81
c. Friday, week 3:
i. Weekly gross subscriptions (including dividend reinvestments):
$12,188.02
ii. Weekly gross redemptions:
$8,980,020.17
d. Friday, week 4:
i. Weekly gross subscriptions (including dividend reinvestments):
$3,728,137.80
ii. Weekly gross redemptions:
$39,227.97
e. Friday, week 5:
i. Weekly gross subscriptions (including dividend reinvestments):
ii. Weekly gross redemptions:
f. Total for the month reported:
i. Monthly gross subscriptions (including dividend reinvestments):
$9,249,488.88
ii. Monthly gross redemptions:
$51,536,432.00
Item B.7 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter).
0.01%
Item B.8 During the reporting period, did any Person pay for, or waive all or part of the fund's operating expenses or management fees? If Yes, answer Item B.8.a. Yes No
a. Provide the name of the Person and describe the nature and amount of the expense payment or fee waiver, or both (reported in dollars).
BlackRock Advisors, LLC, Management Fees, 8196.78; BlackRock Investments, LLC, Service/Distribution Fees, 45192.37;

Part B: Class-Level Information about the Fund

For each Class of the Series (regardless of the number of shares outstanding in the Class), disclose the following:

Item B.1 EDGAR Class identifier.
C000003935
Item B.2 Minimum initial investment.
$3,000,000.00
Item B.3 Net assets of the Class, to the nearest cent.
$12,842,032.69
Item B.4 Number of shares outstanding, to the nearest hundredth.
$12,842,018.56
Item B.5 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 Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):
i. Friday, week 1:
$1.0002
ii. Friday, week 2:
$1.0001
iii. Friday, week 3:
$1.0001
iv. Friday, week 4:
$1.0001
v. Friday, week 5 (if applicable):
Item B.6 Net shareholder flow. Provide the aggregate weekly gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the gross subscriptions or gross redemptions, provide the value as of the close of business on the date in that week last calculated):
a. Friday, week 1:
i. Weekly gross subscriptions (including dividend reinvestments):
$97,730.71
ii. Weekly gross redemptions:
$4,373,122.79
b. Friday, week 2:
i. Weekly gross subscriptions (including dividend reinvestments):
$23,351.81
ii. Weekly gross redemptions:
$0.22
c. Friday, week 3:
i. Weekly gross subscriptions (including dividend reinvestments):
$168,667.06
ii. Weekly gross redemptions:
$319,593.14
d. Friday, week 4:
i. Weekly gross subscriptions (including dividend reinvestments):
$19,671.60
ii. Weekly gross redemptions:
$311,315.42
e. Friday, week 5:
i. Weekly gross subscriptions (including dividend reinvestments):
ii. Weekly gross redemptions:
f. Total for the month reported:
i. Monthly gross subscriptions (including dividend reinvestments):
$309,421.18
ii. Monthly gross redemptions:
$5,004,031.57
Item B.7 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter).
0.01%
Item B.8 During the reporting period, did any Person pay for, or waive all or part of the fund's operating expenses or management fees? If Yes, answer Item B.8.a. Yes No
a. Provide the name of the Person and describe the nature and amount of the expense payment or fee waiver, or both (reported in dollars).
BlackRock Advisors, LLC, Management Fees, 1891.56;

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.025
Item C.3 The CUSIP.
912796C31
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912796C318
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2022-01-27
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)).
2022-01-27
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).
2022-01-27
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.
Item C.17 The yield of the security as of the reporting date.
0.02%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,511,919,588.88
b. Excluding the value of any sponsor support:
$1,511,919,588.88
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
1.18%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Notes
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Notes 0.064
Item C.3 The CUSIP.
91282CBK6
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US91282CBK62
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
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)).
2021-06-01
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)).
2023-01-31
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).
2023-01-31
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.
Item C.17 The yield of the security as of the reporting date.
0.04%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$3,854,490,206.64
b. Excluding the value of any sponsor support:
$3,854,490,206.64
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
3.00%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.005
Item C.3 The CUSIP.
912796H93
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912796H937
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-07-13
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)).
2021-07-13
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).
2021-07-13
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.
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:
$3,793,522,883.63
b. Excluding the value of any sponsor support:
$3,793,522,883.63
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.012
Item C.3 The CUSIP.
912796C64
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912796C649
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-08-05
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)).
2021-08-05
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).
2021-08-05
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$4,145,702,698.07
b. Excluding the value of any sponsor support:
$4,145,702,698.07
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
3.23%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.010
Item C.3 The CUSIP.
912796D48
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912796D480
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-08-19
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)).
2021-08-19
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).
2021-08-19
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$760,158,312.06
b. Excluding the value of any sponsor support:
$760,158,312.06
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.59%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
JP Morgan Securities LLC
Item C.2 The title of the issue (including coupon, if applicable).
JP Morgan Securities LLC 0.010
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWHVHNW1
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-12-30
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$567,300.00
g. Value of collateral, to the nearest cent.
$567,164.42
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-11-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$26,890,000.00
g. Value of collateral, to the nearest cent.
$28,590,509.28
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-01-31
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$58,906,000.00
g. Value of collateral, to the nearest cent.
$62,927,872.57
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-02-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$210,657,200.00
g. Value of collateral, to the nearest cent.
$226,538,776.66
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-05-15
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$396,221,600.00
g. Value of collateral, to the nearest cent.
$404,284,978.73
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-10-31
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$56,460,000.00
g. Value of collateral, to the nearest cent.
$60,063,726.43
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-10-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$163,058,400.00
g. Value of collateral, to the nearest cent.
$162,829,605.90
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-06-08
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$239,935,200.00
g. Value of collateral, to the nearest cent.
$239,934,720.13
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-10-31
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$521,600.00
g. Value of collateral, to the nearest cent.
$526,629.13
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-06-03
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$15,572,200.00
g. Value of collateral, to the nearest cent.
$15,572,184.43
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-08-15
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$215,666,000.00
g. Value of collateral, to the nearest cent.
$275,984,663.17
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-04-30
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$654,880,000.00
g. Value of collateral, to the nearest cent.
$655,295,265.10
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-09-30
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,141,600.00
g. Value of collateral, to the nearest cent.
$2,368,346.40
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-06-10
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$45,094,800.00
g. Value of collateral, to the nearest cent.
$45,094,709.81
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-10-31
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$116,533,400.00
g. Value of collateral, to the nearest cent.
$114,420,907.86
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-04
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).
2021-06-04
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
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.
4
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 - BR
Rating
AA
Name of NRSRO
Moody's - BR
Rating
Aa3
Name of NRSRO
Standard & Poor's - BR
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$2,250,000,000.00
b. Excluding the value of any sponsor support:
$2,250,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
1.75%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Natixis SA
Item C.2 The title of the issue (including coupon, if applicable).
Natixis SA 0.010
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
KX1WK48MPD4Y2NCUIZ63
Item 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; or
c. Other unique identifier.
BRWHVHQB4
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2046-02-15
e. Coupon or yield.
1.000000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$282.33
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-08-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$300.00
g. Value of collateral, to the nearest cent.
$321.30
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2048-02-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,300.00
g. Value of collateral, to the nearest cent.
$1,497.10
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-11-30
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$1,400.00
g. Value of collateral, to the nearest cent.
$1,461.74
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-05-19
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$3,998.40
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-09-09
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$24,462,700.00
g. Value of collateral, to the nearest cent.
$24,461,354.55
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-06-30
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$84,252,100.00
g. Value of collateral, to the nearest cent.
$89,491,067.81
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2048-08-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$115.32
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-06-15
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$400.00
g. Value of collateral, to the nearest cent.
$405.24
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-06-15
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$400.00
g. Value of collateral, to the nearest cent.
$401.19
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-02-15
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$500.00
g. Value of collateral, to the nearest cent.
$902.08
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-09-30
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$990,900.00
g. Value of collateral, to the nearest cent.
$1,051,094.68
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-11-30
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$4,337,500.00
g. Value of collateral, to the nearest cent.
$4,589,725.03
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-12-31
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$101.59
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-06-24
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$200.00
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-03-15
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$700.00
g. Value of collateral, to the nearest cent.
$700.19
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-09-30
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$900.00
g. Value of collateral, to the nearest cent.
$960.46
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2047-08-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$1,400.00
g. Value of collateral, to the nearest cent.
$1,538.67
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-08-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$15,596,600.00
g. Value of collateral, to the nearest cent.
$17,138,271.18
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-02-29
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$21,765,200.00
g. Value of collateral, to the nearest cent.
$22,989,911.84
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2050-05-15
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$40,356,200.00
g. Value of collateral, to the nearest cent.
$31,254,528.04
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-02-15
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$116.60
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-08-31
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$102.30
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-09-21
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$300.00
g. Value of collateral, to the nearest cent.
$299.99
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-08-15
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$300.00
g. Value of collateral, to the nearest cent.
$306.39
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-02-29
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$400.00
g. Value of collateral, to the nearest cent.
$425.50
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-09-30
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$400.00
g. Value of collateral, to the nearest cent.
$400.16
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-01-31
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$600.00
g. Value of collateral, to the nearest cent.
$590.51
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-10-31
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,918.66
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-10-07
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$5,400.00
g. Value of collateral, to the nearest cent.
$5,399.51
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2047-05-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,998,400.00
g. Value of collateral, to the nearest cent.
$2,283,918.97
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-02-15
e. Coupon or yield.
7.625000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$6,425,339.03
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-05-15
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$16,000,000.00
g. Value of collateral, to the nearest cent.
$16,998,890.87
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-04-15
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$161,115,700.00
g. Value of collateral, to the nearest cent.
$161,589,472.60
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-07-31
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$300.00
g. Value of collateral, to the nearest cent.
$300.23
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-12-31
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$400.00
g. Value of collateral, to the nearest cent.
$420.33
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-11-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$2,700.00
g. Value of collateral, to the nearest cent.
$2,945.91
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-11-04
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$11,300.00
g. Value of collateral, to the nearest cent.
$11,298.81
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2045-02-15
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$3,511,600.00
g. Value of collateral, to the nearest cent.
$4,709,393.11
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-01-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$113.02
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2039-02-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$244.96
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-12-31
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$300.00
g. Value of collateral, to the nearest cent.
$321.74
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2047-02-15
e. Coupon or yield.
0.875000
f. The principal amount, to the nearest cent.
$800.00
g. Value of collateral, to the nearest cent.
$1,087.36
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-06-10
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,000.00
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2050-08-15
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$1,400.00
g. Value of collateral, to the nearest cent.
$1,125.21
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-01-31
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$23,754,000.00
g. Value of collateral, to the nearest cent.
$23,761,696.43
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-03-31
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$75,000,600.00
g. Value of collateral, to the nearest cent.
$75,172,416.95
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-02-15
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$116.57
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-04-30
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$105.85
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-02-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$99.72
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-06-08
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$500.00
g. Value of collateral, to the nearest cent.
$500.00
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-02-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$700.00
g. Value of collateral, to the nearest cent.
$752.78
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2044-05-15
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$900.00
g. Value of collateral, to the nearest cent.
$1,085.39
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2046-05-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$8,696,800.00
g. Value of collateral, to the nearest cent.
$9,054,692.04
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-07-31
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$18,774,000.00
g. Value of collateral, to the nearest cent.
$18,984,308.22
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-04
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).
2021-06-04
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
a. The identity of the Demand Feature issuer(s).
NATIXIS 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.
4
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 - BR
Rating
A+
Name of NRSRO
Moody's - BR
Rating
A1
Name of NRSRO
Standard & Poor's - BR
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value 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.
0.39%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.012
Item C.3 The CUSIP.
912796D63
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912796D639
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-09-02
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)).
2021-09-02
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).
2021-09-02
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$491,899,243.96
b. Excluding the value of any sponsor support:
$491,899,243.96
Item 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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.012
Item C.3 The CUSIP.
912796J34
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912796J347
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-07-27
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)).
2021-07-27
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).
2021-07-27
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$2,051,439,039.68
b. Excluding the value of any sponsor support:
$2,051,439,039.68
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
1.60%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.014
Item C.3 The CUSIP.
912796J91
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912796J917
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-08-10
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)).
2021-08-10
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).
2021-08-10
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$526,976,677.69
b. Excluding the value of any sponsor support:
$526,976,677.69
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.41%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.020
Item C.3 The CUSIP.
912796H51
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912796H515
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-11-12
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)).
2021-11-12
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).
2021-11-12
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.
Item C.17 The yield of the security as of the reporting date.
0.02%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$830,966,855.13
b. Excluding the value of any sponsor support:
$830,966,855.13
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.65%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Credit Agricole Corporate and Investment Bank SA
Item C.2 The title of the issue (including coupon, if applicable).
Credit Agricole Corporate and Investment Bank SA 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSZ9U4
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-02-15
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$107,072,800.00
g. Value of collateral, to the nearest cent.
$102,000,027.92
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value 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.
0.08%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Citigroup Global Markets, Inc.
Item C.2 The title of the issue (including coupon, if applicable).
Citigroup Global Markets, Inc. 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSZA57
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-08-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$17,200.00
g. Value of collateral, to the nearest cent.
$19,209.07
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-11-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$38,964,900.00
g. Value of collateral, to the nearest cent.
$49,947,337.07
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-07-15
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$400.00
g. Value of collateral, to the nearest cent.
$487.67
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-08-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$750,300.00
g. Value of collateral, to the nearest cent.
$980,332.41
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-05-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$110.92
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-10-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$46,800.00
g. Value of collateral, to the nearest cent.
$52,536.76
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$50,000,000.00
b. Excluding the value of any sponsor support:
$50,000,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BNP Paribas SA
Item C.2 The title of the issue (including coupon, if applicable).
BNP Paribas SA 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSZ9H3
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-08-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$184.26
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-08-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$8,181,000.00
g. Value of collateral, to the nearest cent.
$8,989,664.19
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$48,859.11
g. Value of collateral, to the nearest cent.
$47,680.63
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-11-15
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$81,333,700.00
g. Value of collateral, to the nearest cent.
$91,752,054.10
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2049-11-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$1,189,900.00
g. Value of collateral, to the nearest cent.
$1,210,417.44
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value 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.
0.08%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
HSBC Securities USA, Inc.
Item C.2 The title of the issue (including coupon, if applicable).
HSBC Securities USA, Inc. 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
CYYGQCGNHMHPSMRL3R97
Item 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; or
c. Other unique identifier.
BRWMSZ9C4
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$14,907,719.67
g. Value of collateral, to the nearest cent.
$9,221,080.56
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-08-31
e. Coupon or yield.
1.125000
f. The principal amount, to the nearest cent.
$24,886,600.00
g. Value of collateral, to the nearest cent.
$25,021,380.55
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$37,833,273.34
g. Value of collateral, to the nearest cent.
$37,757,606.79
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-09-30
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$757,200.00
g. Value of collateral, to the nearest cent.
$777,277.40
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-02-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$727,300.00
g. Value of collateral, to the nearest cent.
$783,699.04
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-02-15
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$14,102,900.00
g. Value of collateral, to the nearest cent.
$14,746,397.41
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-09-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$21,698,200.00
g. Value of collateral, to the nearest cent.
$21,988,476.16
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$28,052,316.16
g. Value of collateral, to the nearest cent.
$28,046,312.96
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-04-30
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$352,300.00
g. Value of collateral, to the nearest cent.
$385,232.13
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$11,454,425.60
g. Value of collateral, to the nearest cent.
$10,756,301.27
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$15,430,676.48
g. Value of collateral, to the nearest cent.
$13,716,235.74
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
NR
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$160,000,000.00
b. Excluding the value of any sponsor support:
$160,000,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXQF3
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2041-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$15,000,000.00
g. Value of collateral, to the nearest cent.
$9,543,481.19
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$9,356,250.00
b. Excluding the value of any sponsor support:
$9,356,250.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Fixed Income Clearing Corporation - JPM
Item C.2 The title of the issue (including coupon, if applicable).
Fixed Income Clearing Corporation - JPM 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSY6A4
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2050-05-15
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$140,000,000.00
g. Value of collateral, to the nearest cent.
$108,500,059.10
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$106,372,549.02
b. Excluding the value of any sponsor support:
$106,372,549.02
Item 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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Fixed Income Clearing Corporation - JPM
Item C.2 The title of the issue (including coupon, if applicable).
Fixed Income Clearing Corporation - JPM 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSY697
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2049-08-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$80,000,000.00
g. Value of collateral, to the nearest cent.
$79,700,043.41
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$78,137,254.90
b. Excluding the value of any sponsor support:
$78,137,254.90
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.06%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Fixed Income Clearing Corporation - JPM
Item C.2 The title of the issue (including coupon, if applicable).
Fixed Income Clearing Corporation - JPM 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSY671
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2048-11-15
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$682,900,000.00
g. Value of collateral, to the nearest cent.
$838,260,206.57
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$821,823,284.31
b. Excluding the value of any sponsor support:
$821,823,284.31
Item 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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Fixed Income Clearing Corporation - JPM
Item C.2 The title of the issue (including coupon, if applicable).
Fixed Income Clearing Corporation - JPM 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSY6C0
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2049-05-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$250,000,000.00
g. Value of collateral, to the nearest cent.
$280,937,653.02
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$275,428,921.57
b. Excluding the value of any sponsor support:
$275,428,921.57
Item 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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Fixed Income Clearing Corporation - JPM
Item C.2 The title of the issue (including coupon, if applicable).
Fixed Income Clearing Corporation - JPM 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSY663
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2048-08-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$208,009,000.00
g. Value of collateral, to the nearest cent.
$239,990,514.46
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$235,284,689.95
b. Excluding the value of any sponsor support:
$235,284,689.95
Item 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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Fixed Income Clearing Corporation - JPM
Item C.2 The title of the issue (including coupon, if applicable).
Fixed Income Clearing Corporation - JPM 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSY6D8
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2049-11-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$233,240,000.00
g. Value of collateral, to the nearest cent.
$237,613,379.42
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$232,954,166.67
b. Excluding the value of any sponsor support:
$232,954,166.67
Item 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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXPM9
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2041-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$40,000,000.00
g. Value of collateral, to the nearest cent.
$24,582,080.33
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$24,100,000.00
b. Excluding the value of any sponsor support:
$24,100,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXPL1
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2039-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$100,000,000.00
g. Value of collateral, to the nearest cent.
$65,280,213.33
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$64,000,000.00
b. Excluding the value of any sponsor support:
$64,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXPJ6
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2038-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$110,000,000.00
g. Value of collateral, to the nearest cent.
$75,315,046.13
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$73,837,500.00
b. Excluding the value of any sponsor support:
$73,837,500.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXPH0
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2043-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$123,000,000.00
g. Value of collateral, to the nearest cent.
$73,865,431.39
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$72,416,250.00
b. Excluding the value of any sponsor support:
$72,416,250.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.06%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXQN6
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2030-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$100,000,000.00
g. Value of collateral, to the nearest cent.
$86,063,281.25
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$84,375,000.00
b. Excluding the value of any sponsor support:
$84,375,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXQ63
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2047-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$150,000,000.00
g. Value of collateral, to the nearest cent.
$80,898,264.38
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$79,312,500.00
b. Excluding the value of any sponsor support:
$79,312,500.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXPU1
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2040-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$70,000,000.00
g. Value of collateral, to the nearest cent.
$45,339,148.17
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$44,450,000.00
b. Excluding the value of any sponsor support:
$44,450,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.03%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXPT4
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2031-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$19,000,000.00
g. Value of collateral, to the nearest cent.
$15,891,651.93
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$15,580,000.00
b. Excluding the value of any sponsor support:
$15,580,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXPN7
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2047-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$50,000,000.00
g. Value of collateral, to the nearest cent.
$26,775,087.50
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$26,250,000.00
b. Excluding the value of any sponsor support:
$26,250,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXPW7
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2039-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$28,000,000.00
g. Value of collateral, to the nearest cent.
$18,813,821.48
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$18,445,000.00
b. Excluding the value of any sponsor support:
$18,445,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXQH9
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2039-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$12,000,000.00
g. Value of collateral, to the nearest cent.
$7,925,425.90
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$7,770,000.00
b. Excluding the value of any sponsor support:
$7,770,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXQ71
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2040-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$22,000,000.00
g. Value of collateral, to the nearest cent.
$14,165,406.29
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$13,887,500.00
b. Excluding the value of any sponsor support:
$13,887,500.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXPK3
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2038-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$24,000,000.00
g. Value of collateral, to the nearest cent.
$16,554,774.10
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$16,230,000.00
b. Excluding the value of any sponsor support:
$16,230,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXPQ0
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2037-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$80,000,000.00
g. Value of collateral, to the nearest cent.
$56,712,185.33
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$55,600,000.00
b. Excluding the value of any sponsor support:
$55,600,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXQB2
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2034-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$20,000,000.00
g. Value of collateral, to the nearest cent.
$15,376,450.25
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$15,075,000.00
b. Excluding the value of any sponsor support:
$15,075,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXPG2
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2035-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$72,000,000.00
g. Value of collateral, to the nearest cent.
$52,876,972.80
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$51,840,000.00
b. Excluding the value of any sponsor support:
$51,840,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXQ22
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2044-05-15
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$18,000,000.00
g. Value of collateral, to the nearest cent.
$21,733,811.03
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$21,307,500.00
b. Excluding the value of any sponsor support:
$21,307,500.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXQP1
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2033-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$35,000,000.00
g. Value of collateral, to the nearest cent.
$27,489,089.83
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$26,950,000.00
b. Excluding the value of any sponsor support:
$26,950,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXPP2
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2046-11-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$45,000,000.00
g. Value of collateral, to the nearest cent.
$50,318,264.44
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$49,331,250.00
b. Excluding the value of any sponsor support:
$49,331,250.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Prudential Insurance Co. of America
Item C.2 The title of the issue (including coupon, if applicable).
Prudential Insurance Co. of America 0.030
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
X574KRZ6V5A7UBU45C31
Item 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; or
c. Other unique identifier.
BRWMSXQE6
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
d. Maturity date.
2049-11-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$50,000,000.00
g. Value of collateral, to the nearest cent.
$50,936,666.46
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$49,937,500.00
b. Excluding the value of any sponsor support:
$49,937,500.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ING Financial Markets LLC
Item C.2 The title of the issue (including coupon, if applicable).
ING Financial Markets LLC 0.010
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
KBVRJ5K57JZ3E2AVWX40
Item 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; or
c. Other unique identifier.
BRWMQCT19
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
0 3/8 NOTE U 26
d. Maturity date.
2026-01-31
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$500.00
g. Value of collateral, to the nearest cent.
$492.09
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 7/8 NOTE E 28
d. Maturity date.
2028-08-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$45,404,400.00
g. Value of collateral, to the nearest cent.
$50,707,943.97
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 7/8 NOTE N 26
d. Maturity date.
2026-07-31
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$105.77
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 3/4 NOTE B 24
d. Maturity date.
2024-02-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$112,000.00
g. Value of collateral, to the nearest cent.
$120,445.77
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 1/2 NOTE BG 21
d. Maturity date.
2021-09-30
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$100.74
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 1/8 NOTE B 31
d. Maturity date.
2031-02-15
e. Coupon or yield.
1.125000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$96.02
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
4 3/8 BOND 40
d. Maturity date.
2040-05-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$91,874.00
g. Value of collateral, to the nearest cent.
$124,956.59
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/2 TRIN A 28
d. Maturity date.
2028-01-15
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$1,211,400.00
g. Value of collateral, to the nearest cent.
$1,469,610.99
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 5/8 TRIB 43
d. Maturity date.
2043-02-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$3,268,100.00
g. Value of collateral, to the nearest cent.
$4,369,225.45
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 7/8 NOTE L 25
d. Maturity date.
2025-05-31
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$110.59
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 3/8 TRIN D 25
d. Maturity date.
2025-07-15
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$492,800.00
g. Value of collateral, to the nearest cent.
$611,559.66
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 TRIB 51
d. Maturity date.
2051-02-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$18,433,000.00
g. Value of collateral, to the nearest cent.
$19,588,081.72
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 NOTE BH 22
d. Maturity date.
2022-10-31
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$24,999,200.00
g. Value of collateral, to the nearest cent.
$25,007,327.46
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
NR
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-03
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)).
2021-06-03
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).
2021-06-03
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value 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.
0.08%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Citigroup Global Markets, Inc.
Item C.2 The title of the issue (including coupon, if applicable).
Citigroup Global Markets, Inc. 0.010
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMJP6D7
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-05-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$6,048,900.00
g. Value of collateral, to the nearest cent.
$8,263,520.34
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-02-15
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$11,387,900.00
g. Value of collateral, to the nearest cent.
$20,450,184.97
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-11-15
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$89,479,900.00
g. Value of collateral, to the nearest cent.
$120,048,234.50
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-08-15
e. Coupon or yield.
1.125000
f. The principal amount, to the nearest cent.
$548,766,000.00
g. Value of collateral, to the nearest cent.
$457,363,474.40
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-02-15
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$2,400.00
g. Value of collateral, to the nearest cent.
$3,381.71
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-02-15
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$80,801,900.00
g. Value of collateral, to the nearest cent.
$76,973,760.44
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-08-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$132,599,300.00
g. Value of collateral, to the nearest cent.
$170,828,408.59
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-02-15
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$180.41
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-10-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$314,800.00
g. Value of collateral, to the nearest cent.
$353,388.28
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-02-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$8,636,700.00
g. Value of collateral, to the nearest cent.
$12,428,401.11
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2039-11-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$135.45
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-05-15
e. Coupon or yield.
1.125000
f. The principal amount, to the nearest cent.
$210,800.00
g. Value of collateral, to the nearest cent.
$175,772.93
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-05-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$6,593,659.00
g. Value of collateral, to the nearest cent.
$8,967,946.70
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-11-15
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$20,361,400.00
g. Value of collateral, to the nearest cent.
$17,673,099.30
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-08-15
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$99,470,200.00
g. Value of collateral, to the nearest cent.
$126,470,122.35
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value 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.
0.78%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Bank of America Securities, Inc.
Item C.2 The title of the issue (including coupon, if applicable).
Bank of America Securities, Inc. 0.010
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSZA99
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-08-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$98,353,310.00
g. Value of collateral, to the nearest cent.
$104,086,737.42
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-05-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$417,955,670.00
g. Value of collateral, to the nearest cent.
$448,641,555.07
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-02-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$7,691,695.00
g. Value of collateral, to the nearest cent.
$8,271,715.09
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
NR
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value 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.
0.43%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Citigroup Global Markets, Inc.
Item C.2 The title of the issue (including coupon, if applicable).
Citigroup Global Markets, Inc. 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSZAV0
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2036-02-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$30,822,053.00
g. Value of collateral, to the nearest cent.
$41,674,792.19
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2037-05-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$54,640,986.00
g. Value of collateral, to the nearest cent.
$77,780,914.36
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-05-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$21,314.00
g. Value of collateral, to the nearest cent.
$19,683.13
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2032-04-15
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$326,973.00
g. Value of collateral, to the nearest cent.
$721,674.56
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2037-02-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$106,781,629.00
g. Value of collateral, to the nearest cent.
$149,237,254.58
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2031-01-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$229,891.00
g. Value of collateral, to the nearest cent.
$256,180.98
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-05-15
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$713,882.00
g. Value of collateral, to the nearest cent.
$1,002,619.91
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2031-02-15
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$3,468,696.00
g. Value of collateral, to the nearest cent.
$4,720,236.30
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-11-15
e. Coupon or yield.
0.875000
f. The principal amount, to the nearest cent.
$991,883.00
g. Value of collateral, to the nearest cent.
$931,022.35
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-08-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$20,360,586.00
g. Value of collateral, to the nearest cent.
$18,758,840.43
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-10-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$51,252,555.00
g. Value of collateral, to the nearest cent.
$51,169,877.54
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2031-05-15
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$46,034,481.00
g. Value of collateral, to the nearest cent.
$46,123,928.04
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-02-15
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$432.00
g. Value of collateral, to the nearest cent.
$432.92
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2031-02-15
e. Coupon or yield.
1.125000
f. The principal amount, to the nearest cent.
$315,146.00
g. Value of collateral, to the nearest cent.
$302,587.65
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$385,000,000.00
b. Excluding the value of any sponsor support:
$385,000,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Credit Agricole Corporate and Investment Bank SA
Item C.2 The title of the issue (including coupon, if applicable).
Credit Agricole Corporate and Investment Bank SA 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSZ991
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$169,499,900.00
g. Value of collateral, to the nearest cent.
$102,784,908.86
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-04-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$11,505,100.00
g. Value of collateral, to the nearest cent.
$25,658,629.02
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-02-15
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$82,976,850.00
g. Value of collateral, to the nearest cent.
$149,703,519.27
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-08-31
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$120,316,550.00
g. Value of collateral, to the nearest cent.
$124,082,830.73
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$45,000,000.00
g. Value of collateral, to the nearest cent.
$40,261,950.00
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2048-02-15
e. Coupon or yield.
1.000000
f. The principal amount, to the nearest cent.
$97,904,950.00
g. Value of collateral, to the nearest cent.
$134,955,057.77
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2050-02-15
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$122,662,250.00
g. Value of collateral, to the nearest cent.
$136,554,247.26
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-11-15
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$104,578,550.00
g. Value of collateral, to the nearest cent.
$117,974,428.52
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2032-04-15
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$129,141,750.00
g. Value of collateral, to the nearest cent.
$285,033,846.32
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-02-15
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$76,723,400.00
g. Value of collateral, to the nearest cent.
$106,990,605.59
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,200,000,000.00
b. Excluding the value of any sponsor support:
$1,200,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.93%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Bank of America Securities, Inc.
Item C.2 The title of the issue (including coupon, if applicable).
Bank of America Securities, Inc. 0.010
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSZ9K6
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-10-31
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$33,794,100.00
g. Value of collateral, to the nearest cent.
$35,088,630.76
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-11-30
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$15,642,400.00
g. Value of collateral, to the nearest cent.
$15,911,383.10
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
NR
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$50,000,000.00
b. Excluding the value of any sponsor support:
$50,000,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BNP Paribas SA
Item C.2 The title of the issue (including coupon, if applicable).
BNP Paribas SA 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSZ934
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-08-15
e. Coupon or yield.
8.125000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$208.11
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-04-30
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$999.71
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-05-15
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$10,472,900.00
g. Value of collateral, to the nearest cent.
$14,708,778.35
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-02-15
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$49,998,900.00
g. Value of collateral, to the nearest cent.
$58,282,680.19
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-07-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$100.00
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2048-02-15
e. Coupon or yield.
1.000000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$137.84
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-11-30
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$98.74
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-03-31
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$900.00
g. Value of collateral, to the nearest cent.
$975.67
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2038-05-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,559,400.00
g. Value of collateral, to the nearest cent.
$3,484,622.26
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2047-02-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$42,650,800.00
g. Value of collateral, to the nearest cent.
$49,040,019.44
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2044-02-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$126.05
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-07-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$122.22
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-10-31
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$212.77
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2047-02-15
e. Coupon or yield.
0.875000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$135.92
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-01-15
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$1,993,300.00
g. Value of collateral, to the nearest cent.
$2,436,351.20
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2031-05-15
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$32,884,800.00
g. Value of collateral, to the nearest cent.
$32,948,696.77
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-11-26
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$349,153,000.00
g. Value of collateral, to the nearest cent.
$349,095,738.91
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value 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.
0.39%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Barclays Bank plc
Item C.2 The title of the issue (including coupon, if applicable).
Barclays Bank plc 0.010
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSZ9F7
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-08-31
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$53,662,100.00
g. Value of collateral, to the nearest cent.
$56,502,791.63
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-09-30
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$54,445,800.00
g. Value of collateral, to the nearest cent.
$54,476,784.42
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-06-30
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$56,239,000.00
g. Value of collateral, to the nearest cent.
$61,825,168.91
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-05-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$59,419,400.00
g. Value of collateral, to the nearest cent.
$63,876,508.29
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2048-02-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$59,995,000.00
g. Value of collateral, to the nearest cent.
$69,349,722.70
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-01-31
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$61,129,800.00
g. Value of collateral, to the nearest cent.
$63,888,838.81
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-03-31
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$74,587,700.00
g. Value of collateral, to the nearest cent.
$78,109,563.27
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-03-31
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$79,165,300.00
g. Value of collateral, to the nearest cent.
$79,419,045.55
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-11-12
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$83,182,000.00
g. Value of collateral, to the nearest cent.
$83,171,602.25
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2044-05-15
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$45,363,800.00
g. Value of collateral, to the nearest cent.
$54,880,274.92
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-11-15
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$60,209,200.00
g. Value of collateral, to the nearest cent.
$68,000,808.77
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2046-02-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$66,915,600.00
g. Value of collateral, to the nearest cent.
$70,325,899.95
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-03-15
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$68,886,900.00
g. Value of collateral, to the nearest cent.
$68,914,848.61
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-11-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$59,229,800.00
g. Value of collateral, to the nearest cent.
$63,394,533.73
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-12-31
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$59,954,600.00
g. Value of collateral, to the nearest cent.
$63,630,110.46
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-11-15
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$81,695,500.00
g. Value of collateral, to the nearest cent.
$83,782,428.42
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2047-02-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$55,693,200.00
g. Value of collateral, to the nearest cent.
$64,282,708.69
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-10-31
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$58,442,400.00
g. Value of collateral, to the nearest cent.
$60,743,126.10
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-02-15
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$59,477,700.00
g. Value of collateral, to the nearest cent.
$63,143,272.53
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-04-30
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$78,031,100.00
g. Value of collateral, to the nearest cent.
$79,332,465.37
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-10-31
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$79,818,400.00
g. Value of collateral, to the nearest cent.
$76,671,354.83
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-08-31
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$83,348,600.00
g. Value of collateral, to the nearest cent.
$82,066,333.42
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-05-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$51,163,900.00
g. Value of collateral, to the nearest cent.
$55,208,201.36
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-08-15
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$53,925,200.00
g. Value of collateral, to the nearest cent.
$74,831,745.90
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2047-05-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$67,557,600.00
g. Value of collateral, to the nearest cent.
$77,494,024.68
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-11-30
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$70,170,100.00
g. Value of collateral, to the nearest cent.
$70,228,951.51
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-03-31
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$23,386,900.00
g. Value of collateral, to the nearest cent.
$23,394,536.40
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-11-30
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$59,998,300.00
g. Value of collateral, to the nearest cent.
$59,267,106.32
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-11-30
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$65,756,700.00
g. Value of collateral, to the nearest cent.
$68,263,224.73
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-01-31
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$51,261,800.00
g. Value of collateral, to the nearest cent.
$54,761,756.32
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2045-08-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$54,413,400.00
g. Value of collateral, to the nearest cent.
$61,209,025.79
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-02-28
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$55,958,400.00
g. Value of collateral, to the nearest cent.
$58,748,737.94
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-01-31
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$68,103,900.00
g. Value of collateral, to the nearest cent.
$72,237,745.40
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2044-11-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$73,576,300.00
g. Value of collateral, to the nearest cent.
$83,902,349.83
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-03-31
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$78,247,000.00
g. Value of collateral, to the nearest cent.
$76,664,488.64
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value 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.
1.79%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Citigroup Global Markets, Inc.
Item C.2 The title of the issue (including coupon, if applicable).
Citigroup Global Markets, Inc. 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSZ9A8
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
2 7/8 NOTE AD 23
d. Maturity date.
2023-09-30
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$2,355,000.00
g. Value of collateral, to the nearest cent.
$2,513,199.51
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 TRIN AE 24
d. Maturity date.
2024-10-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$1,200.00
g. Value of collateral, to the nearest cent.
$1,347.10
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 3/4 NOTE AC 23
d. Maturity date.
2023-08-31
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$106.44
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 3/4 NOTE F 23
d. Maturity date.
2023-11-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$34,034,500.00
g. Value of collateral, to the nearest cent.
$36,185,530.34
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 NOTE AS 23
d. Maturity date.
2023-10-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$128,382,900.00
g. Value of collateral, to the nearest cent.
$128,175,800.14
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 3/8 NOTE P 23
d. Maturity date.
2023-08-31
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$900.00
g. Value of collateral, to the nearest cent.
$927.18
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 7/8 NOTE AE 23
d. Maturity date.
2023-10-31
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$82,562,200.00
g. Value of collateral, to the nearest cent.
$88,073,846.07
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 NOTE AR 23
d. Maturity date.
2023-09-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$49,400.00
g. Value of collateral, to the nearest cent.
$49,338.96
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value 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.
0.19%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Bank of America Securities, Inc.
Item C.2 The title of the issue (including coupon, if applicable).
Bank of America Securities, Inc. 0.010
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSZ967
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-04-30
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$64,238,800.00
g. Value of collateral, to the nearest cent.
$64,260,068.62
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
NR
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$63,000,000.00
b. Excluding the value of any sponsor support:
$63,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Bank of Nova Scotia (The)
Item C.2 The title of the issue (including coupon, if applicable).
Bank of Nova Scotia (The) 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item 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; or
c. Other unique identifier.
BRWMSZ900
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-02-28
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$100.01
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-03-31
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$2,600.00
g. Value of collateral, to the nearest cent.
$2,599.45
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-01-31
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$4,430,000.00
g. Value of collateral, to the nearest cent.
$4,431,435.34
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-07-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$18,559,100.00
g. Value of collateral, to the nearest cent.
$18,550,177.79
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-07-31
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$627,000.00
g. Value of collateral, to the nearest cent.
$627,472.76
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-01-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$4,167,400.00
g. Value of collateral, to the nearest cent.
$4,156,770.03
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-05-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$6,899,800.00
g. Value of collateral, to the nearest cent.
$7,679,895.70
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-04-30
e. Coupon or yield.
0.129000
f. The principal amount, to the nearest cent.
$92,621,000.00
g. Value of collateral, to the nearest cent.
$92,717,037.74
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-02-15
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$2,236,500.00
g. Value of collateral, to the nearest cent.
$2,130,541.67
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-11-30
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$4,309,900.00
g. Value of collateral, to the nearest cent.
$4,384,012.04
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-10-31
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$14,936,900.00
g. Value of collateral, to the nearest cent.
$14,941,756.12
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2050-05-15
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$154.90
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-12-31
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$177,900.00
g. Value of collateral, to the nearest cent.
$177,990.92
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-05-19
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$999.60
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-12-31
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$227,700.00
g. Value of collateral, to the nearest cent.
$236,900.86
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-11-30
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,962,182.28
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-07-01
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$100.00
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value 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.
0.12%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Societe Generale SA
Item C.2 The title of the issue (including coupon, if applicable).
Societe Generale SA 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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;
b. The CIK; or
c. Other unique identifier.
BRWMSZA24
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-11-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$38,558,000.00
g. Value of collateral, to the nearest cent.
$41,221,387.56
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$4,634,900.00
g. Value of collateral, to the nearest cent.
$3,090,736.72
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2047-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$31,072,200.00
g. Value of collateral, to the nearest cent.
$16,577,329.42
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-03-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$91,447,400.00
g. Value of collateral, to the nearest cent.
$93,577,741.73
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2048-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$990,200.00
g. Value of collateral, to the nearest cent.
$519,696.57
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-02-15
e. Coupon or yield.
6.625000
f. The principal amount, to the nearest cent.
$3,544,000.00
g. Value of collateral, to the nearest cent.
$4,727,476.72
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-02-15
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$4,689,900.00
g. Value of collateral, to the nearest cent.
$8,461,330.29
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2046-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$294,500.00
g. Value of collateral, to the nearest cent.
$161,191.63
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2037-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$23,900.00
g. Value of collateral, to the nearest cent.
$17,328.50
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-01-31
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$690,000.00
g. Value of collateral, to the nearest cent.
$700,086.47
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-07-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$3,359,000.00
g. Value of collateral, to the nearest cent.
$4,029,507.73
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-08-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$48,190,900.00
g. Value of collateral, to the nearest cent.
$51,000,149.91
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-11-18
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$300.00
g. Value of collateral, to the nearest cent.
$299.96
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$413,036.80
g. Value of collateral, to the nearest cent.
$372,280.39
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-01-15
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,881,000.00
g. Value of collateral, to the nearest cent.
$3,003,995.91
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$3,760,100.00
g. Value of collateral, to the nearest cent.
$3,277,265.56
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2036-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$12,299,583.44
g. Value of collateral, to the nearest cent.
$8,962,275.97
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$235,000,000.00
b. Excluding the value of any sponsor support:
$235,000,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TD Securities USA LLC
Item C.2 The title of the issue (including coupon, if applicable).
TD Securities USA LLC 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSZ9T7
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
0 1/8 NOTE BG 22
d. Maturity date.
2022-09-30
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$271,575,800.00
g. Value of collateral, to the nearest cent.
$271,683,910.91
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/2 NOTE U 24
d. Maturity date.
2024-01-31
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$175,350,200.00
g. Value of collateral, to the nearest cent.
$187,316,117.02
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
NR
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$450,000,000.00
b. Excluding the value of any sponsor support:
$450,000,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Nomura Securities International, Inc.
Item C.2 The title of the issue (including coupon, if applicable).
Nomura Securities International, Inc. 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSZAD0
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
3 3/4 BOND 41
d. Maturity date.
2041-08-15
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$39,900.00
g. Value of collateral, to the nearest cent.
$50,730.34
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/2 BOND 45
d. Maturity date.
2045-02-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$48,953,700.00
g. Value of collateral, to the nearest cent.
$51,325,614.41
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 TRIN A 30
d. Maturity date.
2030-01-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$471,984,100.00
g. Value of collateral, to the nearest cent.
$533,439,875.54
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 NOTE AQ 23
d. Maturity date.
2023-08-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$499,621.60
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/4 NOTE R 24
d. Maturity date.
2024-10-31
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$7,217,800.00
g. Value of collateral, to the nearest cent.
$7,678,620.13
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 5/8 NOTE AA 23
d. Maturity date.
2023-06-30
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$150,619,800.00
g. Value of collateral, to the nearest cent.
$159,985,647.06
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 7/8 NOTE M 26
d. Maturity date.
2026-06-30
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$476,000.00
g. Value of collateral, to the nearest cent.
$504,248.58
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 TRIN AE 25
d. Maturity date.
2025-10-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$26,302,400.00
g. Value of collateral, to the nearest cent.
$29,519,919.51
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 NOTE BL 22
d. Maturity date.
2022-12-31
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$9,608,400.00
g. Value of collateral, to the nearest cent.
$9,613,310.37
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
TINT 02/15/23
d. Maturity date.
2023-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$7,174,653.00
g. Value of collateral, to the nearest cent.
$7,157,936.06
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
BILL 12/30/21
d. Maturity date.
2021-12-30
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$958,900.00
g. Value of collateral, to the nearest cent.
$958,673.70
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
7 1/4 TPRN 22
d. Maturity date.
2022-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$685,000.00
g. Value of collateral, to the nearest cent.
$684,101.96
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 3/8 NOTE V 24
d. Maturity date.
2024-02-29
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$2,420,300.00
g. Value of collateral, to the nearest cent.
$2,574,603.53
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/8 NOTE T 22
d. Maturity date.
2022-12-31
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$186,040,000.00
g. Value of collateral, to the nearest cent.
$193,557,475.54
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 TRIN AE 24
d. Maturity date.
2024-10-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$19,550,200.00
g. Value of collateral, to the nearest cent.
$21,946,670.00
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
TINT 02/15/24
d. Maturity date.
2024-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$41,835,970.00
g. Value of collateral, to the nearest cent.
$41,490,321.22
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
TINT 08/15/29
d. Maturity date.
2029-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$6,536,369.00
g. Value of collateral, to the nearest cent.
$5,727,754.79
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 3/4 TPRN B 28
d. Maturity date.
2028-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$918,125.00
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/2 NOTE W 23
d. Maturity date.
2023-03-31
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$11,750,800.00
g. Value of collateral, to the nearest cent.
$12,304,165.72
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 NOTE BG 22
d. Maturity date.
2022-09-30
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$2,422,000.00
g. Value of collateral, to the nearest cent.
$2,422,964.17
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
TRFR BJ 10/31/22
d. Maturity date.
2022-10-31
e. Coupon or yield.
0.070000
f. The principal amount, to the nearest cent.
$1,736,900.00
g. Value of collateral, to the nearest cent.
$1,737,837.93
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
TINT 05/15/32
d. Maturity date.
2032-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$580,760.59
g. Value of collateral, to the nearest cent.
$470,714.59
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
BILL 11/26/21
d. Maturity date.
2021-11-26
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$150,000,000.00
g. Value of collateral, to the nearest cent.
$149,975,400.00
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 3/8 TRIB 25
d. Maturity date.
2025-01-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$122,810,300.00
g. Value of collateral, to the nearest cent.
$204,059,562.26
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
3 5/8 BOND 43
d. Maturity date.
2043-08-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$90,280,900.00
g. Value of collateral, to the nearest cent.
$113,541,691.58
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 3/8 TRIN A 27
d. Maturity date.
2027-01-15
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$63,257,400.00
g. Value of collateral, to the nearest cent.
$77,554,923.81
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 3/4 NOTE AH 24
d. Maturity date.
2024-12-31
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$2,100,000.00
g. Value of collateral, to the nearest cent.
$2,210,994.86
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 NOTE AP 23
d. Maturity date.
2023-07-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$985,600.00
g. Value of collateral, to the nearest cent.
$985,126.18
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
TINT 08/15/42
d. Maturity date.
2042-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$23,057,660.00
g. Value of collateral, to the nearest cent.
$13,834,803.52
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
BILL 08/26/21
d. Maturity date.
2021-08-26
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$245,600.00
g. Value of collateral, to the nearest cent.
$245,591.65
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
6 1/4 TPRN 30
d. Maturity date.
2030-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$670,000.00
g. Value of collateral, to the nearest cent.
$583,965.30
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 5/8 TRIN A 26
d. Maturity date.
2026-01-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$843,000.00
g. Value of collateral, to the nearest cent.
$1,056,472.75
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 1/2 NOTE AF 24
d. Maturity date.
2024-10-31
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$13,186,200.00
g. Value of collateral, to the nearest cent.
$13,683,864.39
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
TINT 02/15/26
d. Maturity date.
2026-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$1,164,538.25
g. Value of collateral, to the nearest cent.
$1,117,549.13
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
TINT 02/15/38
d. Maturity date.
2038-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$1.10
g. Value of collateral, to the nearest cent.
$0.75
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 3/4 BOND 42
d. Maturity date.
2042-08-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$8,363,500.00
g. Value of collateral, to the nearest cent.
$9,190,203.70
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
3 BOND 48
d. Maturity date.
2048-08-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$21,623,800.00
g. Value of collateral, to the nearest cent.
$24,935,399.31
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/8 NOTE S 24
d. Maturity date.
2024-11-30
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$28,971,300.00
g. Value of collateral, to the nearest cent.
$30,973,792.28
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/2 NOTE U 24
d. Maturity date.
2024-01-31
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$22,201,900.00
g. Value of collateral, to the nearest cent.
$23,716,960.11
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 5/8 TRIN A 24
d. Maturity date.
2024-01-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$10,161,000.00
g. Value of collateral, to the nearest cent.
$12,547,885.32
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 NOTE AZ 22
d. Maturity date.
2022-04-30
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$1,771,700.00
g. Value of collateral, to the nearest cent.
$1,772,842.94
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 NOTE AR 23
d. Maturity date.
2023-09-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$2,967,700.00
g. Value of collateral, to the nearest cent.
$2,964,032.99
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 NOTE BH 22
d. Maturity date.
2022-10-31
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$100.03
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
TINT 08/15/32
d. Maturity date.
2032-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$436,770.00
g. Value of collateral, to the nearest cent.
$351,420.77
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
TINT 05/15/23
d. Maturity date.
2023-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$2,190,322.00
g. Value of collateral, to the nearest cent.
$2,183,448.77
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
TINT 02/15/27
d. Maturity date.
2027-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$13,798,480.00
g. Value of collateral, to the nearest cent.
$12,945,044.01
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
NR
Name of NRSRO
Standard & Poor's - BR
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)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,750,000,000.00
b. Excluding the value of any sponsor support:
$1,750,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
1.36%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Barclays Bank plc
Item C.2 The title of the issue (including coupon, if applicable).
Barclays Bank plc 0.010
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSZ942
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2049-08-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$93,224,300.00
g. Value of collateral, to the nearest cent.
$93,180,836.87
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-10-15
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$94,316,300.00
g. Value of collateral, to the nearest cent.
$96,105,238.50
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-06-30
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$18,305,300.00
g. Value of collateral, to the nearest cent.
$18,322,379.76
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-03-31
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$93,494,900.00
g. Value of collateral, to the nearest cent.
$96,047,595.86
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2050-05-15
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$122,693,800.00
g. Value of collateral, to the nearest cent.
$95,495,354.49
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-06-30
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$83,596,900.00
g. Value of collateral, to the nearest cent.
$80,988,108.17
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-09-15
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$94,177,500.00
g. Value of collateral, to the nearest cent.
$96,160,530.10
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$565,000,000.00
b. Excluding the value of any sponsor support:
$565,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.44%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
JP Morgan Securities LLC
Item C.2 The title of the issue (including coupon, if applicable).
JP Morgan Securities LLC 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSZ9N0
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
0 1/2 NOTE AK 23
d. Maturity date.
2023-03-15
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$14,274,800.00
g. Value of collateral, to the nearest cent.
$14,382,666.60
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 5/8 NOTE C 26
d. Maturity date.
2026-05-15
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$93,410,400.00
g. Value of collateral, to the nearest cent.
$97,240,230.97
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 7/8 NOTE AT 21
d. Maturity date.
2021-11-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$10,629,400.00
g. Value of collateral, to the nearest cent.
$10,777,134.04
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$120,000,000.00
b. Excluding the value of any sponsor support:
$120,000,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Natixis SA
Item C.2 The title of the issue (including coupon, if applicable).
Natixis SA 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
KX1WK48MPD4Y2NCUIZ63
Item 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; or
c. Other unique identifier.
BRWMSZ9J9
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-04-15
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$76,227,800.00
g. Value of collateral, to the nearest cent.
$76,451,953.47
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-03-31
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$140,544,300.00
g. Value of collateral, to the nearest cent.
$140,866,269.32
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-05-15
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$49,999,700.00
g. Value of collateral, to the nearest cent.
$49,921,816.22
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value 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.
0.20%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
JP Morgan Securities LLC
Item C.2 The title of the issue (including coupon, if applicable).
JP Morgan Securities LLC 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSZA32
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-04-30
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$0.60
g. Value of collateral, to the nearest cent.
$0.60
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2044-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$8.00
g. Value of collateral, to the nearest cent.
$4.58
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-11-15
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$20,451,200.00
g. Value of collateral, to the nearest cent.
$25,499,281.29
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-07-08
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$300.00
g. Value of collateral, to the nearest cent.
$300.00
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$6.40
g. Value of collateral, to the nearest cent.
$6.39
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-04-30
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$400.00
g. Value of collateral, to the nearest cent.
$407.18
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$25,000,000.00
b. Excluding the value of any sponsor support:
$25,000,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
HSBC Securities USA, Inc.
Item C.2 The title of the issue (including coupon, if applicable).
HSBC Securities USA, Inc. 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
CYYGQCGNHMHPSMRL3R97
Item 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; or
c. Other unique identifier.
BRWMSZ9V2
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
1 7/8 TPRN 41
d. Maturity date.
2041-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$51,000.00
g. Value of collateral, to the nearest cent.
$32,620.88
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 1/2 TPRN B 30
d. Maturity date.
2030-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$325,000.00
g. Value of collateral, to the nearest cent.
$284,804.00
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
TINT 05/15/24
d. Maturity date.
2024-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$19,884,304.25
g. Value of collateral, to the nearest cent.
$19,669,732.72
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
3 5/8 TPRN 44
d. Maturity date.
2044-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$70,505,300.00
g. Value of collateral, to the nearest cent.
$41,827,198.72
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 TRIN D 26
d. Maturity date.
2026-07-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$45,301,900.00
g. Value of collateral, to the nearest cent.
$55,348,449.98
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
TINT 08/15/24
d. Maturity date.
2024-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$14,301,450.24
g. Value of collateral, to the nearest cent.
$14,106,335.55
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
3 TPRN 47
d. Maturity date.
2047-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$12,631,100.00
g. Value of collateral, to the nearest cent.
$6,881,069.61
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/4 BOND 46
d. Maturity date.
2046-08-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$21,372,200.00
g. Value of collateral, to the nearest cent.
$21,409,297.42
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
3 3/8 TPRN 48
d. Maturity date.
2048-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$784,300.00
g. Value of collateral, to the nearest cent.
$413,170.81
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 7/8 TPRN E 28
d. Maturity date.
2028-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$125,000.00
g. Value of collateral, to the nearest cent.
$113,363.38
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
TINT 02/15/35
d. Maturity date.
2035-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$24,488,468.48
g. Value of collateral, to the nearest cent.
$18,413,956.94
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
NR
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$175,000,000.00
b. Excluding the value of any sponsor support:
$175,000,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Barclays Capital, Inc.
Item C.2 The title of the issue (including coupon, if applicable).
Barclays Capital, Inc. 0.010
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSZAP3
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
BILL 07/01/21
d. Maturity date.
2021-07-01
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$25,500,300.00
g. Value of collateral, to the nearest cent.
$25,500,096.00
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
NR
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$25,000,000.00
b. Excluding the value of any sponsor support:
$25,000,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Credit Suisse AG
Item C.2 The title of the issue (including coupon, if applicable).
Credit Suisse AG 0.010
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
549300D0YARF5HYP1809
Item 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; or
c. Other unique identifier.
BRWMSZA16
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-03-15
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$69,682,000.00
g. Value of collateral, to the nearest cent.
$69,710,271.20
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-10-15
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$2,037.93
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-06-30
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$1,100.00
g. Value of collateral, to the nearest cent.
$1,086.47
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2047-11-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$648,171,900.00
g. Value of collateral, to the nearest cent.
$710,586,619.71
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$765,000,000.00
b. Excluding the value of any sponsor support:
$765,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.60%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Deutsche Bank AG
Item C.2 The title of the issue (including coupon, if applicable).
Deutsche Bank AG 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSZAQ1
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-02-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$9,499,200.00
g. Value of collateral, to the nearest cent.
$12,699,778.58
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2049-02-15
e. Coupon or yield.
1.000000
f. The principal amount, to the nearest cent.
$12,347,500.00
g. Value of collateral, to the nearest cent.
$16,791,836.31
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2046-02-15
e. Coupon or yield.
1.000000
f. The principal amount, to the nearest cent.
$14,656,500.00
g. Value of collateral, to the nearest cent.
$20,690,022.80
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-07-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$2,849,900.00
g. Value of collateral, to the nearest cent.
$3,418,783.59
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-07-15
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$5,913,700.00
g. Value of collateral, to the nearest cent.
$6,827,597.93
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-01-15
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$27,498,700.00
g. Value of collateral, to the nearest cent.
$42,524,670.96
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2045-02-15
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$51,034,400.00
g. Value of collateral, to the nearest cent.
$68,442,035.52
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2031-01-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$202,299,400.00
g. Value of collateral, to the nearest cent.
$225,433,848.30
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-01-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$13,102,900.00
g. Value of collateral, to the nearest cent.
$15,779,757.67
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-07-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$17,283,700.00
g. Value of collateral, to the nearest cent.
$20,586,120.27
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-01-15
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$4,972,700.00
g. Value of collateral, to the nearest cent.
$6,096,636.43
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-07-15
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$6,515,500.00
g. Value of collateral, to the nearest cent.
$7,943,500.03
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-01-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$10,989,900.00
g. Value of collateral, to the nearest cent.
$13,571,499.35
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-01-15
e. Coupon or yield.
0.875000
f. The principal amount, to the nearest cent.
$51,947,500.00
g. Value of collateral, to the nearest cent.
$63,456,109.43
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-07-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$85,000.00
g. Value of collateral, to the nearest cent.
$96,760.81
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-02-15
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$608,600.00
g. Value of collateral, to the nearest cent.
$1,098,011.81
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-02-15
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$18,800,000.00
g. Value of collateral, to the nearest cent.
$26,216,556.95
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-07-15
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$23,589,300.00
g. Value of collateral, to the nearest cent.
$28,772,623.83
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-07-15
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$32,015,000.00
g. Value of collateral, to the nearest cent.
$39,004,931.11
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-01-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$124,000.00
g. Value of collateral, to the nearest cent.
$206,036.35
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-01-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$2,455,200.00
g. Value of collateral, to the nearest cent.
$3,076,929.89
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-04-15
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$5,016,600.00
g. Value of collateral, to the nearest cent.
$5,727,457.78
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-01-15
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$20,715,900.00
g. Value of collateral, to the nearest cent.
$25,320,427.32
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-01-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$23,677,400.00
g. Value of collateral, to the nearest cent.
$26,760,370.34
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-04-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$33,220,600.00
g. Value of collateral, to the nearest cent.
$37,118,266.04
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-04-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$481,800.00
g. Value of collateral, to the nearest cent.
$1,099,949.67
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-07-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$9,354,400.00
g. Value of collateral, to the nearest cent.
$11,335,915.58
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-07-15
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$12,088,200.00
g. Value of collateral, to the nearest cent.
$15,001,330.07
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2047-02-15
e. Coupon or yield.
0.875000
f. The principal amount, to the nearest cent.
$13,851,900.00
g. Value of collateral, to the nearest cent.
$18,827,574.49
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-02-15
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$17,456,900.00
g. Value of collateral, to the nearest cent.
$31,348,785.46
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2048-02-15
e. Coupon or yield.
1.000000
f. The principal amount, to the nearest cent.
$21,808,900.00
g. Value of collateral, to the nearest cent.
$30,062,028.12
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-10-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$82,564,000.00
g. Value of collateral, to the nearest cent.
$92,663,887.48
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F2
Name of NRSRO
Moody's - BR
Rating
P-2
Name of NRSRO
Standard & Poor's - BR
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)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$900,000,000.00
b. Excluding the value of any sponsor support:
$900,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.70%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Bank of Nova Scotia (The)
Item C.2 The title of the issue (including coupon, if applicable).
Bank of Nova Scotia (The) 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item 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; or
c. Other unique identifier.
BRWMSZAA6
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-11-30
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$7,121,000.00
g. Value of collateral, to the nearest cent.
$7,126,516.62
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-08-15
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$16,709,500.00
g. Value of collateral, to the nearest cent.
$17,025,622.51
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-08-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$109.88
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-08-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$8,900.00
g. Value of collateral, to the nearest cent.
$8,199.84
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2050-05-15
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$1,700.00
g. Value of collateral, to the nearest cent.
$1,316.59
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2048-05-15
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$1,752,200.00
g. Value of collateral, to the nearest cent.
$2,052,053.88
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2031-01-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$11,999,800.00
g. Value of collateral, to the nearest cent.
$13,372,066.81
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-01-15
e. Coupon or yield.
0.875000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$122.16
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2048-08-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$61,100.00
g. Value of collateral, to the nearest cent.
$70,457.22
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-02-28
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$11,469,100.00
g. Value of collateral, to the nearest cent.
$11,343,596.38
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$50,000,000.00
b. Excluding the value of any sponsor support:
$50,000,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Federal Reserve Bank of New York
Item C.2 The title of the issue (including coupon, if applicable).
Federal Reserve Bank of New York 0.000
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
254900Y8NKGV541U8Q32
Item 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; or
c. Other unique identifier.
BRWMTS8A4
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-08-31
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$770,593,900.00
g. Value of collateral, to the nearest cent.
$794,715,876.23
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-10-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$1,581,999,100.00
g. Value of collateral, to the nearest cent.
$1,579,447,110.68
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-08-31
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$1,192,800.00
g. Value of collateral, to the nearest cent.
$1,269,641.15
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-02-15
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$115,189,000.00
g. Value of collateral, to the nearest cent.
$126,583,082.22
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-05-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$1,711,800.00
g. Value of collateral, to the nearest cent.
$1,837,478.63
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-08-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$296,306,000.00
g. Value of collateral, to the nearest cent.
$318,635,554.68
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-08-31
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$2,006,455,200.00
g. Value of collateral, to the nearest cent.
$1,933,097,671.24
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-02-15
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$1,053,391,800.00
g. Value of collateral, to the nearest cent.
$1,057,590,113.39
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-01-31
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$1,647,951,000.00
g. Value of collateral, to the nearest cent.
$1,708,635,247.78
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-10-31
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$2,603,741,300.00
g. Value of collateral, to the nearest cent.
$2,703,481,289.70
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-09-30
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$51,391,200.00
g. Value of collateral, to the nearest cent.
$56,810,612.66
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-08-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$401,312,500.00
g. Value of collateral, to the nearest cent.
$504,710,299.79
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-08-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,396,852,900.00
g. Value of collateral, to the nearest cent.
$1,478,281,320.78
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-09-30
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$1,699,799,800.00
g. Value of collateral, to the nearest cent.
$1,803,058,365.13
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-09-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$2,635,102,400.00
g. Value of collateral, to the nearest cent.
$2,631,846,358.63
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
NR
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
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:
$16,700,000,000.00
b. Excluding the value of any sponsor support:
$16,700,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
13.00%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Goldman Sachs & Co. LLC
Item C.2 The title of the issue (including coupon, if applicable).
Goldman Sachs & Co. LLC 0.010
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSZAM0
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2049-02-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$30,180,000.00
g. Value of collateral, to the nearest cent.
$34,872,538.47
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-06-03
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$95,421,800.00
g. Value of collateral, to the nearest cent.
$95,421,800.00
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$832,300.00
g. Value of collateral, to the nearest cent.
$528,014.45
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2050-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$62,655,000.00
g. Value of collateral, to the nearest cent.
$31,241,036.10
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-05-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$759,979.00
g. Value of collateral, to the nearest cent.
$1,033,637.19
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-08-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$31,305,200.00
g. Value of collateral, to the nearest cent.
$40,902,974.79
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
NR
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value 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.
0.16%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Bank of Montreal
Item C.2 The title of the issue (including coupon, if applicable).
Bank of Montreal 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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;
b. The CIK; or
c. Other unique identifier.
BRWMSZAR9
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2046-02-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,700.00
g. Value of collateral, to the nearest cent.
$2,827.63
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$1,907,208.78
g. Value of collateral, to the nearest cent.
$1,695,472.37
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,665,000.00
b. Excluding the value of any sponsor support:
$1,665,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MUFG Securities Americas, Inc.
Item C.2 The title of the issue (including coupon, if applicable).
MUFG Securities Americas, Inc. 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
K5HU16E3LMSVCCJJJ255
Item 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; or
c. Other unique identifier.
BRWMSZ9Y6
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-07-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$22,027,300.00
g. Value of collateral, to the nearest cent.
$25,075,052.09
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$6,214,922.39
g. Value of collateral, to the nearest cent.
$5,524,947.92
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
NR
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$30,000,000.00
b. Excluding the value of any sponsor support:
$30,000,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Fixed Income Clearing Corporation - SSB
Item C.2 The title of the issue (including coupon, if applicable).
Fixed Income Clearing Corporation - SSB 0.010
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSWPP4
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
T Bond 2.875 05/15/2049
d. Maturity date.
2021-06-01
e. Coupon or yield.
0.010000
f. The principal amount, to the nearest cent.
$431,078,800.00
g. Value of collateral, to the nearest cent.
$484,862,618.06
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
T US GOV Bond 4.625 02/15/4
d. Maturity date.
2021-06-01
e. Coupon or yield.
0.010000
f. The principal amount, to the nearest cent.
$596,925,300.00
g. Value of collateral, to the nearest cent.
$834,902,703.20
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
TII Note 1.375 02/15/2044
d. Maturity date.
2021-06-01
e. Coupon or yield.
0.010000
f. The principal amount, to the nearest cent.
$50,000,000.00
g. Value of collateral, to the nearest cent.
$76,268,883.50
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
T US GOV Bond 4.375 05/15/4
d. Maturity date.
2021-06-01
e. Coupon or yield.
0.010000
f. The principal amount, to the nearest cent.
$350,000,000.00
g. Value of collateral, to the nearest cent.
$476,369,250.00
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
TII Note .75 02/15/2045
d. Maturity date.
2021-06-01
e. Coupon or yield.
0.010000
f. The principal amount, to the nearest cent.
$125,000,000.00
g. Value of collateral, to the nearest cent.
$167,596,650.00
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$2,000,000,000.00
b. Excluding the value of any sponsor support:
$2,000,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
1.56%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Citibank NA
Item C.2 The title of the issue (including coupon, if applicable).
Citibank NA 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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;
b. The CIK; or
c. Other unique identifier.
BRWMSZAE8
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
7 1/4 BOND 22
d. Maturity date.
2022-08-15
e. Coupon or yield.
7.250000
f. The principal amount, to the nearest cent.
$4,200.00
g. Value of collateral, to the nearest cent.
$4,651.83
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
3 5/8 TRIB 28
d. Maturity date.
2028-04-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$1,930,900.00
g. Value of collateral, to the nearest cent.
$4,306,285.63
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
3 7/8 TRIB 29
d. Maturity date.
2029-04-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$3,168,000.00
g. Value of collateral, to the nearest cent.
$7,232,545.73
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 TRIB 48
d. Maturity date.
2048-02-15
e. Coupon or yield.
1.000000
f. The principal amount, to the nearest cent.
$599,900.00
g. Value of collateral, to the nearest cent.
$826,919.77
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 1/8 BOND 40
d. Maturity date.
2040-05-15
e. Coupon or yield.
1.125000
f. The principal amount, to the nearest cent.
$3,200.00
g. Value of collateral, to the nearest cent.
$2,668.28
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 5/8 NOTE G 26
d. Maturity date.
2026-01-31
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$400.00
g. Value of collateral, to the nearest cent.
$438.21
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 3/8 NOTE K 26
d. Maturity date.
2026-04-30
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$107.83
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/8 NOTE Q 21
d. Maturity date.
2021-09-30
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$101.05
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 3/8 TRIN D 25
d. Maturity date.
2025-07-15
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$124.10
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 7/8 NOTE N 26
d. Maturity date.
2026-07-31
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$105.77
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 5/8 NOTE S 26
d. Maturity date.
2026-11-30
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$300.00
g. Value of collateral, to the nearest cent.
$313.50
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 3/8 NOTE AM 24
d. Maturity date.
2024-04-15
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$600.00
g. Value of collateral, to the nearest cent.
$601.76
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
BILL 10/07/21
d. Maturity date.
2021-10-07
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$99.99
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
BILL 06/29/21
d. Maturity date.
2021-06-29
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$206,100.00
g. Value of collateral, to the nearest cent.
$206,098.56
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
4 3/8 BOND 41
d. Maturity date.
2041-05-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$700.00
g. Value of collateral, to the nearest cent.
$956.28
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
3 3/8 BOND 44
d. Maturity date.
2044-05-15
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$42,800.00
g. Value of collateral, to the nearest cent.
$51,616.43
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/4 BOND 46
d. Maturity date.
2046-08-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$900.00
g. Value of collateral, to the nearest cent.
$898.08
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/2 NOTE G 25
d. Maturity date.
2025-01-31
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$108.18
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 5/8 NOTE J 25
d. Maturity date.
2025-03-31
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$400.00
g. Value of collateral, to the nearest cent.
$433.63
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 3/4 NOTE AR 21
d. Maturity date.
2021-09-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$13,802,000.00
g. Value of collateral, to the nearest cent.
$13,990,257.78
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/8 NOTE S 23
d. Maturity date.
2023-11-30
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$8,416,500.00
g. Value of collateral, to the nearest cent.
$8,905,918.32
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 NOTE K 24
d. Maturity date.
2024-04-30
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$105.11
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/4 NOTE AB 25
d. Maturity date.
2025-07-31
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$7,050,000.00
g. Value of collateral, to the nearest cent.
$6,950,510.48
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/4 NOTE AC 25
d. Maturity date.
2025-08-31
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$1,459,100.00
g. Value of collateral, to the nearest cent.
$1,435,877.87
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 3/8 NOTE AG 25
d. Maturity date.
2025-11-30
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$98.74
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
BILL 07/15/21
d. Maturity date.
2021-07-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$100.00
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
BILL 11/04/21
d. Maturity date.
2021-11-04
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$10,390,400.00
g. Value of collateral, to the nearest cent.
$10,389,309.01
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
BILL 05/19/22
d. Maturity date.
2022-05-19
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$7,168,400.00
g. Value of collateral, to the nearest cent.
$7,165,532.64
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
6 7/8 BOND 25
d. Maturity date.
2025-08-15
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$300.00
g. Value of collateral, to the nearest cent.
$383.92
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
3 3/8 TRIB 32
d. Maturity date.
2032-04-15
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$4,414.28
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
4 3/8 BOND 40
d. Maturity date.
2040-05-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$22.00
g. Value of collateral, to the nearest cent.
$29.92
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
3 1/8 BOND 42
d. Maturity date.
2042-02-15
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,165.98
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/2 BOND 45
d. Maturity date.
2045-02-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$104.85
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 7/8 BOND 46
d. Maturity date.
2046-11-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$4,695,000.00
g. Value of collateral, to the nearest cent.
$5,239,242.64
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 7/8 NOTE AB 22
d. Maturity date.
2022-07-31
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$102.70
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/4 NOTE R 24
d. Maturity date.
2024-10-31
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$300.00
g. Value of collateral, to the nearest cent.
$319.15
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 3/4 NOTE H 25
d. Maturity date.
2025-02-28
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$109.05
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 5/8 TRIN X 23
d. Maturity date.
2023-04-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$113.49
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 7/8 NOTE AD 23
d. Maturity date.
2023-09-30
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$448,300.00
g. Value of collateral, to the nearest cent.
$478,415.01
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 5/8 NOTE B 29
d. Maturity date.
2029-02-15
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$1,400.00
g. Value of collateral, to the nearest cent.
$1,538.48
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 1/2 NOTE H 23
d. Maturity date.
2023-02-28
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$102.75
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 NOTE B 22
d. Maturity date.
2022-02-15
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$11,577,700.00
g. Value of collateral, to the nearest cent.
$11,804,800.74
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 NOTE AG 21
d. Maturity date.
2021-12-31
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$101.97
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/8 NOTE C 25
d. Maturity date.
2025-05-15
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$4,054,800.00
g. Value of collateral, to the nearest cent.
$4,307,943.92
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 5/8 NOTE AP 21
d. Maturity date.
2021-07-15
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$800.00
g. Value of collateral, to the nearest cent.
$810.48
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 TRIN X 25
d. Maturity date.
2025-04-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$111.73
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 5/8 NOTE C 30
d. Maturity date.
2030-05-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$124,400.00
g. Value of collateral, to the nearest cent.
$114,883.49
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 3/8 NOTE N 27
d. Maturity date.
2027-07-31
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$191.52
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/4 NOTE AD 25
d. Maturity date.
2025-09-30
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$300.00
g. Value of collateral, to the nearest cent.
$294.90
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 NOTE AJ 24
d. Maturity date.
2024-01-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$199.49
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
5 1/2 BOND 28
d. Maturity date.
2028-08-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$130.66
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
6 1/4 BOND 30
d. Maturity date.
2030-05-15
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$500.00
g. Value of collateral, to the nearest cent.
$702.23
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
4 3/4 BOND 37
d. Maturity date.
2037-02-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$2,400.00
g. Value of collateral, to the nearest cent.
$3,354.22
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 7/8 BOND 49
d. Maturity date.
2049-05-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$18,000.00
g. Value of collateral, to the nearest cent.
$20,206.47
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 1/8 NOTE AC 21
d. Maturity date.
2021-08-31
e. Coupon or yield.
1.125000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$201.11
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/8 NOTE Q 24
d. Maturity date.
2024-09-30
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$1,400.00
g. Value of collateral, to the nearest cent.
$1,485.05
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 7/8 NOTE M 26
d. Maturity date.
2026-06-30
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,059.35
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 7/8 NOTE S 21
d. Maturity date.
2021-11-30
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$203.70
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 1/4 NOTE AC 24
d. Maturity date.
2024-08-31
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$400.00
g. Value of collateral, to the nearest cent.
$412.52
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 1/2 NOTE G 27
d. Maturity date.
2027-01-31
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$103.38
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
BILL 09/09/21
d. Maturity date.
2021-09-09
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$800.00
g. Value of collateral, to the nearest cent.
$799.96
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
BILL 06/08/21
d. Maturity date.
2021-06-08
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$400.00
g. Value of collateral, to the nearest cent.
$400.00
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
4 3/4 BOND 41
d. Maturity date.
2041-02-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$900.00
g. Value of collateral, to the nearest cent.
$1,295.12
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 3/8 TRIB 44
d. Maturity date.
2044-02-15
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$4,167,100.00
g. Value of collateral, to the nearest cent.
$6,357,576.90
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/4 NOTE T 24
d. Maturity date.
2024-12-31
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$107.30
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/2 NOTE W 23
d. Maturity date.
2023-03-31
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$919,900.00
g. Value of collateral, to the nearest cent.
$963,219.70
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 5/8 NOTE K 23
d. Maturity date.
2023-04-30
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$300.00
g. Value of collateral, to the nearest cent.
$308.88
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 3/8 NOTE Q 23
d. Maturity date.
2023-09-30
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$205.94
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 NOTE B 23
d. Maturity date.
2023-02-15
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,200.00
g. Value of collateral, to the nearest cent.
$1,244.92
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 3/8 NOTE Y 25
d. Maturity date.
2025-04-30
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$800.00
g. Value of collateral, to the nearest cent.
$794.85
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 NOTE AP 23
d. Maturity date.
2023-07-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$300.00
g. Value of collateral, to the nearest cent.
$299.86
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 5/8 NOTE E 30
d. Maturity date.
2030-08-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$700.00
g. Value of collateral, to the nearest cent.
$644.93
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
8 BOND 21
d. Maturity date.
2021-11-15
e. Coupon or yield.
8.000000
f. The principal amount, to the nearest cent.
$600.00
g. Value of collateral, to the nearest cent.
$623.89
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
6 1/2 BOND 26
d. Maturity date.
2026-11-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$129.99
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
5 1/4 BOND 28
d. Maturity date.
2028-11-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$6,889,300.00
g. Value of collateral, to the nearest cent.
$8,831,081.03
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 TRIB 46
d. Maturity date.
2046-02-15
e. Coupon or yield.
1.000000
f. The principal amount, to the nearest cent.
$690,000.00
g. Value of collateral, to the nearest cent.
$974,046.72
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
3 BOND 47
d. Maturity date.
2047-02-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$114.98
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/4 BOND 49
d. Maturity date.
2049-08-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$400.00
g. Value of collateral, to the nearest cent.
$398.16
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 3/4 NOTE P 25
d. Maturity date.
2025-08-31
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$109.57
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 7/8 NOTE S 25
d. Maturity date.
2025-11-30
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$2,222.10
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/2 TRIN X 24
d. Maturity date.
2024-04-15
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$800.00
g. Value of collateral, to the nearest cent.
$913.36
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/8 NOTE M 22
d. Maturity date.
2022-06-30
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$972,400.00
g. Value of collateral, to the nearest cent.
$1,002,347.82
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 3/4 NOTE AB 24
d. Maturity date.
2024-07-31
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$104.99
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/2 NOTE R 27
d. Maturity date.
2027-10-31
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$1,400.00
g. Value of collateral, to the nearest cent.
$1,343.06
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 3/8 NOTE U 26
d. Maturity date.
2026-01-31
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$1,200.00
g. Value of collateral, to the nearest cent.
$1,181.02
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
BILL 06/17/21
d. Maturity date.
2021-06-17
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$2,500.00
g. Value of collateral, to the nearest cent.
$2,499.99
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
5 3/8 BOND 31
d. Maturity date.
2031-02-15
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$136.08
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 3/4 TRIB 28
d. Maturity date.
2028-01-15
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$1,100.00
g. Value of collateral, to the nearest cent.
$1,701.07
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/8 NOTE N 24
d. Maturity date.
2024-07-31
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$106.27
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 NOTE AE 22
d. Maturity date.
2022-10-31
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$205.65
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 5/8 TRIN A 24
d. Maturity date.
2024-01-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$2,469.81
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 3/4 NOTE G 23
d. Maturity date.
2023-01-31
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$381,500.00
g. Value of collateral, to the nearest cent.
$393,969.74
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 1/8 NOTE AA 21
d. Maturity date.
2021-06-30
e. Coupon or yield.
1.125000
f. The principal amount, to the nearest cent.
$600.00
g. Value of collateral, to the nearest cent.
$603.36
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 3/4 NOTE F 29
d. Maturity date.
2029-11-15
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$500.00
g. Value of collateral, to the nearest cent.
$511.99
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/2 NOTE W 25
d. Maturity date.
2025-03-31
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$199.94
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 NOTE AZ 22
d. Maturity date.
2022-04-30
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$100.06
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value 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.
0.08%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Fixed Income Clearing Corporation - BNYM
Item C.2 The title of the issue (including coupon, if applicable).
Fixed Income Clearing Corporation - BNYM 0.010
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMSWL94
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
0 1/4 NOTE AT 23
d. Maturity date.
2023-11-15
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$121,824,300.00
g. Value of collateral, to the nearest cent.
$121,967,847.43
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/4 TRIN A 25
d. Maturity date.
2025-01-15
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$384,000,000.00
g. Value of collateral, to the nearest cent.
$469,351,758.31
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 7/8 BOND 41
d. Maturity date.
2041-02-15
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$450,000,000.00
g. Value of collateral, to the nearest cent.
$428,680,417.13
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value 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.
0.78%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ING Financial Markets LLC
Item C.2 The title of the issue (including coupon, if applicable).
ING Financial Markets LLC 0.010
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
KBVRJ5K57JZ3E2AVWX40
Item 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; or
c. Other unique identifier.
BRWMN6RX7
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
1 3/8 TRIB 44
d. Maturity date.
2044-02-15
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$30,887,000.00
g. Value of collateral, to the nearest cent.
$47,123,053.87
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 TRIB 51
d. Maturity date.
2051-02-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$17,817,400.00
g. Value of collateral, to the nearest cent.
$18,933,905.89
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/2 NOTE C 24
d. Maturity date.
2024-05-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,866,900.00
g. Value of collateral, to the nearest cent.
$3,055,895.08
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 1/8 NOTE AX 22
d. Maturity date.
2022-02-28
e. Coupon or yield.
1.125000
f. The principal amount, to the nearest cent.
$2,383,800.00
g. Value of collateral, to the nearest cent.
$2,409,649.42
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/8 NOTE AY 23
d. Maturity date.
2023-03-31
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$458,400.00
g. Value of collateral, to the nearest cent.
$458,330.36
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
4 3/8 BOND 40
d. Maturity date.
2040-05-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$209,641.00
g. Value of collateral, to the nearest cent.
$285,129.90
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/2 TRIN A 28
d. Maturity date.
2028-01-15
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$498,800.00
g. Value of collateral, to the nearest cent.
$605,119.66
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 3/8 TRIN D 25
d. Maturity date.
2025-07-15
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$15,245,000.00
g. Value of collateral, to the nearest cent.
$18,918,885.93
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
BILL 10/07/21
d. Maturity date.
2021-10-07
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$6,800.00
g. Value of collateral, to the nearest cent.
$6,799.38
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 1/8 TRIB 41
d. Maturity date.
2041-02-15
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$359.16
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/4 TRIB 50
d. Maturity date.
2050-02-15
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$7,906,600.00
g. Value of collateral, to the nearest cent.
$8,802,054.52
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
3 3/4 BOND 41
d. Maturity date.
2041-08-15
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$39,800.00
g. Value of collateral, to the nearest cent.
$50,603.20
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 3/8 BOND 40
d. Maturity date.
2040-11-15
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$377,400.00
g. Value of collateral, to the nearest cent.
$327,572.15
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 3/4 NOTE B 24
d. Maturity date.
2024-02-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$107.54
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
2 3/4 NOTE AB 23
d. Maturity date.
2023-07-31
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$960,000.00
g. Value of collateral, to the nearest cent.
$1,022,273.40
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
1 1/8 NOTE B 31
d. Maturity date.
2031-02-15
e. Coupon or yield.
1.125000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$96.02
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
BILL 05/19/22
d. Maturity date.
2022-05-19
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$99.96
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
0 1/4 NOTE AF 25
d. Maturity date.
2025-10-31
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$98.13
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
NR
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-02
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)).
2021-06-02
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).
2021-06-02
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value 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.
0.08%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BNP Paribas SA
Item C.2 The title of the issue (including coupon, if applicable).
BNP Paribas SA 0.010
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWML6U31
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-01-31
e. Coupon or yield.
0.064000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$200.08
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-03-31
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$350,000.00
g. Value of collateral, to the nearest cent.
$356,398.46
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2048-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$7,023,666.41
g. Value of collateral, to the nearest cent.
$3,655,713.01
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-06-15
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$33,600.00
g. Value of collateral, to the nearest cent.
$34,452.92
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$243,661.71
g. Value of collateral, to the nearest cent.
$235,335.79
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2039-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$69,701,600.00
g. Value of collateral, to the nearest cent.
$46,717,915.61
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$50,000,000.00
b. Excluding the value of any sponsor support:
$50,000,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BNP Paribas SA
Item C.2 The title of the issue (including coupon, if applicable).
BNP Paribas SA 0.010
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRWMJNJ63
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2031-02-15
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$136.08
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-11-30
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$106.91
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-05-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$99.95
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-08-31
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,052.93
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2031-01-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$420,000.00
g. Value of collateral, to the nearest cent.
$468,030.13
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$5,679,000.00
g. Value of collateral, to the nearest cent.
$5,259,009.55
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-06-30
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$20,799,900.00
g. Value of collateral, to the nearest cent.
$22,034,285.58
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-11-15
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$45,775,000.00
g. Value of collateral, to the nearest cent.
$46,809,700.34
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-07-15
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$95,810,000.00
g. Value of collateral, to the nearest cent.
$116,808,646.75
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-08-15
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$500.00
g. Value of collateral, to the nearest cent.
$510.65
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$9,000.00
g. Value of collateral, to the nearest cent.
$8,330.15
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-01-15
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$121,315.09
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2047-02-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$155,282,000.00
g. Value of collateral, to the nearest cent.
$178,543,715.45
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-08-31
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$102.30
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-10-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$112.26
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2048-02-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$9,869,500.00
g. Value of collateral, to the nearest cent.
$11,365,854.76
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-07-15
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$40,352,600.00
g. Value of collateral, to the nearest cent.
$49,219,357.10
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-01-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$61,289,700.00
g. Value of collateral, to the nearest cent.
$69,270,066.38
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-08-15
e. Coupon or yield.
8.125000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$104.06
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$348,000.00
g. Value of collateral, to the nearest cent.
$328,508.52
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2045-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$3,665,900.00
g. Value of collateral, to the nearest cent.
$2,073,762.97
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-04-30
e. Coupon or yield.
0.129000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$200.21
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-02-15
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,003.99
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$49,000.00
g. Value of collateral, to the nearest cent.
$42,007.75
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-07-15
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$55,650,000.00
g. Value of collateral, to the nearest cent.
$67,800,231.65
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-08-31
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$122,097,100.00
g. Value of collateral, to the nearest cent.
$133,783,112.98
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$49,000.00
g. Value of collateral, to the nearest cent.
$45,685.05
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$288,000.00
g. Value of collateral, to the nearest cent.
$278,159.04
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-01-15
e. Coupon or yield.
0.875000
f. The principal amount, to the nearest cent.
$2,400,000.00
g. Value of collateral, to the nearest cent.
$2,931,703.40
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-10-07
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$99.99
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2039-11-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$135.45
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-05-15
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$104.03
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-07-31
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$8,604,200.00
g. Value of collateral, to the nearest cent.
$8,852,724.47
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2048-02-15
e. Coupon or yield.
1.000000
f. The principal amount, to the nearest cent.
$35,512,900.00
g. Value of collateral, to the nearest cent.
$48,952,024.09
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value 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.
0.58%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Notes
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Notes 2.000
Item C.3 The CUSIP.
912828RR3
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912828RR30
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
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)).
2021-11-15
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)).
2021-11-15
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).
2021-11-15
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.
Item C.17 The yield of the security as of the reporting date.
0.11%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$40,300,760.16
b. Excluding the value of any sponsor support:
$40,300,760.16
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.03%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Notes
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Notes 2.000
Item C.3 The CUSIP.
912828F96
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912828F965
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
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)).
2021-10-31
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)).
2021-10-31
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).
2021-10-31
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.
Item C.17 The yield of the security as of the reporting date.
0.10%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$327,582,566.63
b. Excluding the value of any sponsor support:
$327,582,566.63
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.25%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Notes
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Notes 1.750
Item C.3 The CUSIP.
912828J43
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912828J439
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
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)).
2022-02-28
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)).
2022-02-28
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).
2022-02-28
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.
Item C.17 The yield of the security as of the reporting date.
0.08%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$28,916,399.22
b. Excluding the value of any sponsor support:
$28,916,399.22
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Notes
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Notes 1.750
Item C.3 The CUSIP.
912828U65
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912828U659
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
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)).
2021-11-30
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)).
2021-11-30
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).
2021-11-30
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.
Item C.17 The yield of the security as of the reporting date.
0.09%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$162,040,779.69
b. Excluding the value of any sponsor support:
$162,040,779.69
Item 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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
JP Morgan Securities LLC
Item C.2 The title of the issue (including coupon, if applicable).
JP Morgan Securities LLC 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
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; or
c. Other unique identifier.
BRSHJ5R10
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-05-15
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$249,914,400.00
g. Value of collateral, to the nearest cent.
$255,000,327.82
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1+
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value 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.
0.19%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
HSBC Securities USA, Inc.
Item C.2 The title of the issue (including coupon, if applicable).
HSBC Securities USA, Inc. 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
CYYGQCGNHMHPSMRL3R97
Item 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; or
0000853784
c. Other unique identifier.
BRSM2LJW3
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-02-28
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$24,839,500.00
g. Value of collateral, to the nearest cent.
$25,520,492.72
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$31,472,219.63
g. Value of collateral, to the nearest cent.
$31,328,234.23
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-09-30
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$241,700.00
g. Value of collateral, to the nearest cent.
$230,789.48
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$6,631,000.00
g. Value of collateral, to the nearest cent.
$5,791,482.25
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2045-11-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$17,484,400.00
g. Value of collateral, to the nearest cent.
$19,991,571.73
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2044-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$22,229,400.00
g. Value of collateral, to the nearest cent.
$12,885,449.55
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2046-11-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$27,212,500.00
g. Value of collateral, to the nearest cent.
$30,474,152.84
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-10-31
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$144,800.00
g. Value of collateral, to the nearest cent.
$146,196.13
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2037-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$1,230,400.00
g. Value of collateral, to the nearest cent.
$895,704.13
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2047-05-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$10,983,200.00
g. Value of collateral, to the nearest cent.
$12,598,617.65
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-12-31
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$20,038,000.00
g. Value of collateral, to the nearest cent.
$21,490,415.24
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-02-15
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$53,500,900.00
g. Value of collateral, to the nearest cent.
$62,511,374.38
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-08-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$23,699,500.00
g. Value of collateral, to the nearest cent.
$26,496,487.23
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-09-30
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$28,684,600.00
g. Value of collateral, to the nearest cent.
$31,721,642.22
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$432,500.00
g. Value of collateral, to the nearest cent.
$277,971.64
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-08-31
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$8,771,100.00
g. Value of collateral, to the nearest cent.
$8,636,162.06
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2048-11-15
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$19,551,900.00
g. Value of collateral, to the nearest cent.
$24,068,569.86
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-08-31
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$21,100.00
g. Value of collateral, to the nearest cent.
$21,762.86
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$52,903,400.00
g. Value of collateral, to the nearest cent.
$47,012,923.83
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
NR
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$355,000,000.00
b. Excluding the value of any sponsor support:
$355,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.28%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Natixis SA
Item C.2 The title of the issue (including coupon, if applicable).
Natixis SA 0.005
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
KX1WK48MPD4Y2NCUIZ63
Item 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; or
c. Other unique identifier.
BRTAJB2S9
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2050-08-15
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$80.37
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-07-31
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$24,999,900.00
g. Value of collateral, to the nearest cent.
$26,621,596.55
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-09-30
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$600.00
g. Value of collateral, to the nearest cent.
$636.45
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2031-05-15
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$113,998,400.00
g. Value of collateral, to the nearest cent.
$114,219,904.47
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2039-02-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$921,000.00
g. Value of collateral, to the nearest cent.
$1,128,057.27
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-12-31
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$15,998,800.00
g. Value of collateral, to the nearest cent.
$16,844,411.71
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-03-31
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$400.00
g. Value of collateral, to the nearest cent.
$399.94
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-09-09
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$800.00
g. Value of collateral, to the nearest cent.
$799.96
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-02-15
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$42,714,700.00
g. Value of collateral, to the nearest cent.
$49,791,639.40
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-03-31
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$314,334,000.00
g. Value of collateral, to the nearest cent.
$331,835,326.99
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-02-15
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$5,020,900.00
g. Value of collateral, to the nearest cent.
$5,854,260.19
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-12-31
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$106.13
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-02-15
e. Coupon or yield.
7.625000
f. The principal amount, to the nearest cent.
$700.00
g. Value of collateral, to the nearest cent.
$899.55
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-04-15
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$40,980,800.00
g. Value of collateral, to the nearest cent.
$41,101,307.07
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2049-11-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$161,072,000.00
g. Value of collateral, to the nearest cent.
$163,849,363.62
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-11-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$15,407,900.00
g. Value of collateral, to the nearest cent.
$16,811,258.73
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
F1
Name of NRSRO
Moody's - BR
Rating
P-1
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$753,000,000.00
b. Excluding the value of any sponsor support:
$753,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.59%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Notes
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Notes 2.875
Item C.3 The CUSIP.
9128285F3
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US9128285F31
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
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)).
2021-10-15
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)).
2021-10-15
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).
2021-10-15
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.
Item C.17 The yield of the security as of the reporting date.
0.12%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$48,989,418.63
b. Excluding the value of any sponsor support:
$48,989,418.63
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Notes
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Notes 2.875
Item C.3 The CUSIP.
9128285L0
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US9128285L09
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
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)).
2021-11-15
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)).
2021-11-15
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).
2021-11-15
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.
Item C.17 The yield of the security as of the reporting date.
0.12%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$138,492,535.84
b. Excluding the value of any sponsor support:
$138,492,535.84
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Notes
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Notes 2.500
Item C.3 The CUSIP.
9128286C9
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US9128286C90
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
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)).
2022-02-15
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)).
2022-02-15
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).
2022-02-15
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.
Item C.17 The yield of the security as of the reporting date.
0.09%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$28,806,088.28
b. Excluding the value of any sponsor support:
$28,806,088.28
Item 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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
HSBC Securities USA, Inc.
Item C.2 The title of the issue (including coupon, if applicable).
HSBC Securities USA, Inc. 0.015
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
CYYGQCGNHMHPSMRL3R97
Item 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; or
c. Other unique identifier.
BRTT4RAM3
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$243,000.00
g. Value of collateral, to the nearest cent.
$221,848.07
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2046-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$902,100.00
g. Value of collateral, to the nearest cent.
$502,394.83
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$11,122,931.20
g. Value of collateral, to the nearest cent.
$6,484,435.31
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-10-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$13,557,400.00
g. Value of collateral, to the nearest cent.
$13,538,377.04
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-08-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$16,132,300.00
g. Value of collateral, to the nearest cent.
$21,293,431.51
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-02-28
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$54,789,200.00
g. Value of collateral, to the nearest cent.
$54,803,462.16
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-01-31
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$80,819,500.00
g. Value of collateral, to the nearest cent.
$85,725,170.87
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-01-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$962,000.00
g. Value of collateral, to the nearest cent.
$1,088,262.55
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-04-30
e. Coupon or yield.
0.049000
f. The principal amount, to the nearest cent.
$2,263,900.00
g. Value of collateral, to the nearest cent.
$2,264,093.94
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$3,272,729.60
g. Value of collateral, to the nearest cent.
$2,103,416.04
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$22,185,574.40
g. Value of collateral, to the nearest cent.
$13,246,784.62
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2039-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$24,588,165.12
g. Value of collateral, to the nearest cent.
$16,013,386.77
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2044-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$12,000.00
g. Value of collateral, to the nearest cent.
$7,011.66
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2048-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$110,100.00
g. Value of collateral, to the nearest cent.
$58,576.61
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-02-28
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$4,809,200.00
g. Value of collateral, to the nearest cent.
$4,890,606.94
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$7,478,548.48
g. Value of collateral, to the nearest cent.
$7,150,038.28
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$11,548,098.56
g. Value of collateral, to the nearest cent.
$9,781,447.35
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2038-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$33,069,670.40
g. Value of collateral, to the nearest cent.
$22,602,954.37
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-08-15
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$42,171,500.00
g. Value of collateral, to the nearest cent.
$44,869,057.32
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$64,088,600.00
g. Value of collateral, to the nearest cent.
$40,444,969.60
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$70,000.00
g. Value of collateral, to the nearest cent.
$67,522.42
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$922,000.00
g. Value of collateral, to the nearest cent.
$586,940.59
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2046-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$1,534,700.00
g. Value of collateral, to the nearest cent.
$859,973.75
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-02-15
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$11,365,000.00
g. Value of collateral, to the nearest cent.
$11,428,422.60
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2033-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$4,275,174.40
g. Value of collateral, to the nearest cent.
$3,329,394.67
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2034-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$7,380,674.56
g. Value of collateral, to the nearest cent.
$5,668,985.42
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2037-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$15,509,667.84
g. Value of collateral, to the nearest cent.
$10,758,839.45
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-11-15
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$20,645,500.00
g. Value of collateral, to the nearest cent.
$21,852,818.32
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-04-30
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$24,214,300.00
g. Value of collateral, to the nearest cent.
$24,229,654.50
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2034-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$31,445,647.35
g. Value of collateral, to the nearest cent.
$23,817,593.66
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-05-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$39,549,900.00
g. Value of collateral, to the nearest cent.
$36,587,564.56
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$19,200.00
g. Value of collateral, to the nearest cent.
$19,114.68
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2038-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$138,000.00
g. Value of collateral, to the nearest cent.
$97,279.51
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-08-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$892,500.00
g. Value of collateral, to the nearest cent.
$891,896.86
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2045-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$10,752,100.00
g. Value of collateral, to the nearest cent.
$6,108,418.54
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-07-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$11,896,800.00
g. Value of collateral, to the nearest cent.
$14,259,976.08
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-05-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$50,042,800.00
g. Value of collateral, to the nearest cent.
$53,998,482.90
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-04-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$80,619,400.00
g. Value of collateral, to the nearest cent.
$91,412,309.70
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2047-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$2,585,800.00
g. Value of collateral, to the nearest cent.
$1,417,887.23
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$3,530,874.28
g. Value of collateral, to the nearest cent.
$3,473,123.30
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2032-11-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$7,180,666.88
g. Value of collateral, to the nearest cent.
$5,756,245.17
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$22,413,100.00
g. Value of collateral, to the nearest cent.
$14,534,514.33
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2047-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$28,290,535.83
g. Value of collateral, to the nearest cent.
$15,097,753.68
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$37,587,886.08
g. Value of collateral, to the nearest cent.
$32,515,288.09
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$624,400.00
g. Value of collateral, to the nearest cent.
$624,346.93
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-08-31
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$913,700.00
g. Value of collateral, to the nearest cent.
$962,068.22
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-05-31
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$991,700.00
g. Value of collateral, to the nearest cent.
$1,066,471.07
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-04-30
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$14,581,500.00
g. Value of collateral, to the nearest cent.
$15,010,989.53
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-11-15
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$19,429,000.00
g. Value of collateral, to the nearest cent.
$19,867,630.06
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-04-30
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$142,600,400.00
g. Value of collateral, to the nearest cent.
$142,455,468.40
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
NR
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-04
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).
2021-06-04
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
a. The identity of the Demand Feature issuer(s).
HSBC SECURITIES (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.
4
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
NR
Name of NRSRO
Standard & Poor's - BR
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.
Item C.17 The yield of the security as of the reporting date.
0.02%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$888,085,000.00
b. Excluding the value of any sponsor support:
$888,085,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.69%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
HSBC Securities USA, Inc.
Item C.2 The title of the issue (including coupon, if applicable).
HSBC Securities USA, Inc. 0.015
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
CYYGQCGNHMHPSMRL3R97
Item 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; or
c. Other unique identifier.
BRTT87X89
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (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. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-07-15
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$36,800.00
g. Value of collateral, to the nearest cent.
$42,529.06
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-10-31
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$55,300.00
g. Value of collateral, to the nearest cent.
$58,829.68
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-11-30
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$8,750,000.00
g. Value of collateral, to the nearest cent.
$9,355,315.05
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$15,356,231.68
g. Value of collateral, to the nearest cent.
$15,355,479.22
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-08-31
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$22,262,100.00
g. Value of collateral, to the nearest cent.
$22,776,087.97
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-09-30
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$372,900.00
g. Value of collateral, to the nearest cent.
$376,738.45
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-01-31
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$1,796,200.00
g. Value of collateral, to the nearest cent.
$1,877,269.88
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-01-31
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$25,025,000.00
g. Value of collateral, to the nearest cent.
$25,357,133.32
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-06-30
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$47,859,200.00
g. Value of collateral, to the nearest cent.
$49,328,422.18
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-04-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$3,335,700.00
g. Value of collateral, to the nearest cent.
$7,621,347.86
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-01-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$7,835,300.00
g. Value of collateral, to the nearest cent.
$9,429,016.74
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-07-31
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$8,786,200.00
g. Value of collateral, to the nearest cent.
$9,354,334.33
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-11-30
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$75,179,700.00
g. Value of collateral, to the nearest cent.
$72,896,905.17
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-02-29
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$8,900.00
g. Value of collateral, to the nearest cent.
$9,401.06
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2051-05-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$51,188.80
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-05-31
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$240,100.00
g. Value of collateral, to the nearest cent.
$246,170.40
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-03-31
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$420,800.00
g. Value of collateral, to the nearest cent.
$428,393.47
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$1,988,300.00
g. Value of collateral, to the nearest cent.
$1,876,543.62
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-07-31
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$3,646,500.00
g. Value of collateral, to the nearest cent.
$3,496,432.00
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-05-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$17,660,057.60
g. Value of collateral, to the nearest cent.
$10,686,189.15
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-04-30
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$23,393,300.00
g. Value of collateral, to the nearest cent.
$22,694,435.33
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-07-31
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$29,939,400.00
g. Value of collateral, to the nearest cent.
$30,802,705.25
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-09-30
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$50,000,000.00
g. Value of collateral, to the nearest cent.
$51,951,202.46
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-03-15
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$113,341,600.00
g. Value of collateral, to the nearest cent.
$113,387,584.65
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-11-30
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$2,104,000.00
g. Value of collateral, to the nearest cent.
$2,197,616.16
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-12-31
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$4,146,500.00
g. Value of collateral, to the nearest cent.
$4,360,810.59
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-08-31
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$54,009,800.00
g. Value of collateral, to the nearest cent.
$59,200,671.90
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-03-31
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$123,905,000.00
g. Value of collateral, to the nearest cent.
$123,920,407.55
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2037-02-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$51,900.00
g. Value of collateral, to the nearest cent.
$38,068.91
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-11-30
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$338,600.00
g. Value of collateral, to the nearest cent.
$334,473.51
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-07-31
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$872,000.00
g. Value of collateral, to the nearest cent.
$895,491.75
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2022-09-15
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$17,805,500.00
g. Value of collateral, to the nearest cent.
$18,180,418.03
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2021-07-15
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$24,994,500.00
g. Value of collateral, to the nearest cent.
$25,315,137.87
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2038-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$34,280,611.84
g. Value of collateral, to the nearest cent.
$23,235,912.91
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$31,000.00
g. Value of collateral, to the nearest cent.
$19,133.26
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-08-15
e. Coupon or yield.
0.000000
f. The principal amount, to the nearest cent.
$7,856,035.34
g. Value of collateral, to the nearest cent.
$7,466,336.71
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
b. The name of the collateral issuer.
UNITED STATES TREASURY
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2048-02-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$10,222,000.00
g. Value of collateral, to the nearest cent.
$11,815,865.74
h. The category of investments that most closely represents the collateral, selected from among the following: Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
NR
Name of NRSRO
Standard & Poor's - BR
Rating
A-1
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-04
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).
2021-06-04
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
a. The identity of the Demand Feature issuer(s).
HSBC SECURITIES (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.
4
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 - BR
Rating
NR
Name of NRSRO
Moody's - BR
Rating
NR
Name of NRSRO
Standard & Poor's - BR
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.
Item C.17 The yield of the security as of the reporting date.
0.02%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$722,000,000.00
b. Excluding the value of any sponsor support:
$722,000,000.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Notes
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Notes 0.235
Item C.3 The CUSIP.
9128287G9
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US9128287G95
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
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)).
2021-06-01
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)).
2021-07-31
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).
2021-07-31
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$3,675,608,528.46
b. Excluding the value of any sponsor support:
$3,675,608,528.46
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
2.86%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Notes
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Notes 0.315
Item C.3 The CUSIP.
912828YN4
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912828YN43
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
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)).
2021-06-01
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)).
2021-10-31
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).
2021-10-31
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$3,114,237,845.60
b. Excluding the value of any sponsor support:
$3,114,237,845.60
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
2.42%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Notes
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Notes 1.500
Item C.3 The CUSIP.
912828YT1
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912828YT13
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
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)).
2021-11-30
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)).
2021-11-30
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).
2021-11-30
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.
Item C.17 The yield of the security as of the reporting date.
0.08%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$231,381,184.38
b. Excluding the value of any sponsor support:
$231,381,184.38
Item 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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Notes
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Notes 0.169
Item C.3 The CUSIP.
912828Z45
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912828Z450
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
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)).
2021-06-01
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)).
2022-01-31
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).
2022-01-31
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,133,050,117.90
b. Excluding the value of any sponsor support:
$1,133,050,117.90
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.88%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Notes
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Notes 0.375
Item C.3 The CUSIP.
912828ZG8
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912828ZG82
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
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)).
2022-03-31
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)).
2022-03-31
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).
2022-03-31
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.
Item C.17 The yield of the security as of the reporting date.
0.07%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$28,626,387.50
b. Excluding the value of any sponsor support:
$28,626,387.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Notes
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Notes 0.129
Item C.3 The CUSIP.
912828ZK9
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912828ZK94
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
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)).
2021-06-01
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)).
2022-04-30
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).
2022-04-30
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,758,714,889.62
b. Excluding the value of any sponsor support:
$1,758,714,889.62
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
1.37%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.002
Item C.3 The CUSIP.
9127963H0
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US9127963H06
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-17
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2021-06-17
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).
2021-06-17
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.
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:
$5,539,362,702.59
b. Excluding the value of any sponsor support:
$5,539,362,702.59
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
4.31%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Notes
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Notes 0.070
Item C.3 The CUSIP.
91282CAA9
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US91282CAA99
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
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)).
2021-06-01
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)).
2022-07-31
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).
2022-07-31
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$2,062,973,513.55
b. Excluding the value of any sponsor support:
$2,062,973,513.55
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
1.61%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.013
Item C.3 The CUSIP.
9127964B2
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US9127964B27
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-08-12
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)).
2021-08-12
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).
2021-08-12
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$349,487,418.00
b. Excluding the value of any sponsor support:
$349,487,418.00
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.012
Item C.3 The CUSIP.
9127964L0
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US9127964L09
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-09-09
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)).
2021-09-09
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).
2021-09-09
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$755,762,210.00
b. Excluding the value of any sponsor support:
$755,762,210.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.59%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.016
Item C.3 The CUSIP.
9127964V8
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US9127964V80
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-10-07
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)).
2021-10-07
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).
2021-10-07
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.
Item C.17 The yield of the security as of the reporting date.
0.02%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$536,969,450.07
b. Excluding the value of any sponsor support:
$536,969,450.07
Item 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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Notes
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Notes 0.070
Item C.3 The CUSIP.
91282CAS0
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US91282CAS08
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
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)).
2021-06-01
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)).
2022-10-31
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).
2022-10-31
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$3,271,789,376.70
b. Excluding the value of any sponsor support:
$3,271,789,376.70
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
2.55%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.020
Item C.3 The CUSIP.
9127964W6
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US9127964W63
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-11-04
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)).
2021-11-04
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).
2021-11-04
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.
Item C.17 The yield of the security as of the reporting date.
0.02%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$838,283,208.81
b. Excluding the value of any sponsor support:
$838,283,208.81
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.65%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.025
Item C.3 The CUSIP.
9127965G0
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US9127965G05
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-12-02
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)).
2021-12-02
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).
2021-12-02
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.
Item C.17 The yield of the security as of the reporting date.
0.02%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,501,316,519.74
b. Excluding the value of any sponsor support:
$1,501,316,519.74
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
1.17%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.002
Item C.3 The CUSIP.
912796A41
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912796A411
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-03
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)).
2021-06-03
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).
2021-06-03
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.
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:
$2,720,255,203.09
b. Excluding the value of any sponsor support:
$2,720,255,203.09
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
2.12%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.023
Item C.3 The CUSIP.
912796B24
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912796B245
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-10
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)).
2021-06-10
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).
2021-06-10
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.
Item C.17 The yield of the security as of the reporting date.
0.02%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$3,278,982,540.76
b. Excluding the value of any sponsor support:
$3,278,982,540.76
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
2.55%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.053
Item C.3 The CUSIP.
912796G37
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912796G376
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-01
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)).
2021-06-01
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).
2021-06-01
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.
Item C.17 The yield of the security as of the reporting date.
0.05%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$8,889,950,000.00
b. Excluding the value of any sponsor support:
$8,889,950,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
6.92%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.027
Item C.3 The CUSIP.
912796A90
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912796A908
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-12-30
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)).
2021-12-30
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).
2021-12-30
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.
Item C.17 The yield of the security as of the reporting date.
0.03%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$295,409,984.25
b. Excluding the value of any sponsor support:
$295,409,984.25
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.002
Item C.3 The CUSIP.
912796B32
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912796B328
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-24
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)).
2021-06-24
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).
2021-06-24
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.
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:
$4,989,887,082.21
b. Excluding the value of any sponsor support:
$4,989,887,082.21
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
3.88%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.009
Item C.3 The CUSIP.
912796B57
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912796B575
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-07-08
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)).
2021-07-08
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).
2021-07-08
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.
Item C.17 The yield of the security as of the reporting date.
0.01%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$2,199,988,692.00
b. Excluding the value of any sponsor support:
$2,199,988,692.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
1.71%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.002
Item C.3 The CUSIP.
912796C49
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912796C490
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-07-22
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)).
2021-07-22
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).
2021-07-22
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.
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:
$1,565,000,000.00
b. Excluding the value of any sponsor support:
$1,565,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
1.22%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.004
Item C.3 The CUSIP.
912796H28
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912796H283
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-22
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)).
2021-06-22
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).
2021-06-22
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.
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:
$361,999,576.46
b. Excluding the value of any sponsor support:
$361,999,576.46
Item 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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.015
Item C.3 The CUSIP.
912796H36
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912796H366
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-29
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)).
2021-06-29
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).
2021-06-29
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.
Item C.17 The yield of the security as of the reporting date.
0.02%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,175,992,685.28
b. Excluding the value of any sponsor support:
$1,175,992,685.28
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.92%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? Yes No
Item C.21 Is the security a Daily Liquid Asset? Yes No
Item C.22 Is the security a Weekly Liquid Asset? Yes No
Item C.23 Is the security an Illiquid Security? Yes No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.002
Item C.3 The CUSIP.
912796H85
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912796H853
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-07-06
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)).
2021-07-06
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).
2021-07-06
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.
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:
$6,046,632,343.78
b. Excluding the value of any sponsor support:
$6,046,632,343.78
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
4.71%
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.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
U.S. Treasury Bills
Item C.2 The title of the issue (including coupon, if applicable).
U.S. Treasury Bills 0.003
Item C.3 The CUSIP.
912796G86
Item C.4 The LEI (if available). (See General Instruction E.)
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;
US912796G863
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Yes No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is 'open' (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or 'rolled' each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Yes No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch - BR
Rating
Govt
Name of NRSRO
Moody's - BR
Rating
Govt
Name of NRSRO
Standard & Poor's - BR
Rating
A-1+
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2021-06-08
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)).
2021-06-08
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).
2021-06-08
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.
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:
$6,669,787,060.59
b. Excluding the value of any sponsor support:
$6,669,787,060.59
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
5.19%
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.

N-MFP: Signatures

Pursuant to the requirements of the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

(Registrant)
BlackRock Liquidity Funds
Date
2021-06-07
(Signature)*
/s/Ann Frechette
Name of Signing Officer
Ann Frechette
Title of Signing Officer
Assistant Treasurer