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Albion Capital Corp. 01329XBG3 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-02-16 2022-02-16 2022-02-16 N N Y Bank of Tokyo- Mitsubishi UFJ Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0012 14956195.61 14956195.61 0.0027 N N N N Albion Capital Corp. Albion Capital Corp. 01329XCP2 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-03-23 2022-03-23 2022-03-23 N Y Mitsubishi UFJ 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Y Mitsubishi URJ Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 0.0018 45988270.00 45988270.00 0.0083 N N N N Albion Capital Corp. Albion Capital Corp. 01329XDL0 Asset Backed Commercial Paper Y Fitch, Inc. 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P1 Standard and Poor's Ratings Services A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0009 220999447.50 220999447.50 0.0398 N Y Y N Erste Finance LLC Erste Finance LLC 2960E3B26 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-02-02 2022-02-02 2022-02-02 N N N 0.0008 104999533.80 104999533.80 0.0189 N N Y N J.P. Morgan Securities Tri Party Repo J.P. Morgan Securities Tri Party Repo 0.400000% 0001325347 299992008_0.40_0307 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AIRBNB INC SR GLBL COCO 26 2026-03-15 0.00 33000.00 30574.50 Corporate Debt Securities AIR TRANSPORT SERVICES GRP INC SR GLBL COCO 24 2024-10-15 1.125000 20000.00 21296.25 Corporate Debt Securities AMERICAN EAGLE OUTFITTERS INC GLBL COCO 25 2025-04-15 3.750000 7000.00 18998.29 Corporate Debt Securities BILIBILI INC SR GLBL CV NT 26 2026-04-01 1.375000 2000.00 2872.29 Corporate Debt Securities CENTERPOINT ENERGY INC NT EX SUB 2029 2029-09-15 4.565600 776396.00 431081.32 Corporate Debt Securities DEXCOM INC SR GLBL COCO 23 2023-12-01 0.750000 1000.00 2514.38 Corporate Debt Securities AFFIRM HLDGS INC SR GLBL COCO 26 2026-11-15 0.00 6000.00 4596.00 Corporate Debt Securities BILIBILI INC SR CV 144A NT 26 2026-12-01 0.500000 1000.00 745.93 Corporate Debt Securities HALOZYME THERAPEUTICS INC SR CV 144A NT 27 2027-03-01 0.250000 1000.00 841.04 Corporate Debt Securities PAR TECHNOLOGY CORP SR GLBL COCO 27 2027-10-15 1.500000 1000.00 851.58 Corporate Debt Securities VROOM INC SR GLBL COCO 26 2026-07-01 0.750000 1000.00 540.62 Corporate Debt Securities WAYFAIR INC SR GLBL COCO 25 2025-10-01 0.625000 1000.00 866.08 Corporate Debt Securities FORTIVE CORP SR GLBL COCO 22 2022-02-15 0.875000 1000.00 1003.03 Corporate Debt Securities JAZZ INVESTMENTS I LTD SR GLBL EXC NT24 2024-08-15 1.500000 30426000.00 31034672.13 Corporate Debt Securities MICROSTRATEGY INC SR GLBL COCO 27 2027-02-15 0.00 33000.00 21349.02 Corporate Debt Securities PEGASYSTEMS INC SR GLBL COCO 25 2025-03-01 0.750000 1000.00 1009.42 Corporate Debt Securities REPLIGEN CORP SR GLBL COCO 24 2024-07-15 0.375000 1000.00 1730.17 Corporate Debt Securities SABRE GLBL INC SR GLBL COCO 25 2025-04-15 4.000000 1000.00 1385.28 Corporate Debt Securities SPLUNK INC SR GLBL COCO 25 2025-09-15 1.125000 1000.00 1077.35 Corporate Debt Securities UNITED STATES STL CORP SR GLBL COCO 26 2026-11-01 5.000000 9930000.00 17039880.00 Corporate Debt Securities JOYY INC SR COCO 26 2026-06-15 1.375000 1000.00 899.85 Corporate Debt Securities ARRIVAL GROUP SR SEC GLBL 2026-12-01 3.500000 1000.00 619.11 Corporate Debt Securities AVALARA INC SR GLBL COCO 26 2026-08-01 0.250000 1000.00 866.75 Corporate Debt Securities EPR PPTYS PFD C CV 5.75% 0.00 259434.00 6384670.74 Equities Y 2022-02-01 2022-03-07 2022-03-07 N N N 0.0040 50000000.00 50000000.00 0.0090 N N N Y Fairway Finance Co. LLC Fairway Finance Co. LLC 30601WB24 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-02-02 2022-02-02 2022-02-02 N Y Bank of Montreal 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF MONTREAL Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0007 14999941.65 14999941.65 0.0027 N N Y N Fairway Finance Co. LLC Fairway Finance Co. LLC 30601WBQ1 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-02-24 2022-02-24 2022-02-24 N Y Bank of Montreal 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF MONTREAL Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0011 25998145.42 25998145.42 0.0047 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 30601WC49 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-03-04 2022-03-04 2022-03-04 N N N 0.0015 43994250.52 43994250.52 0.0079 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 30601WDC0 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-04-12 2022-04-12 2022-04-12 N Y Bank of Montreal 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF MONTREAL Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0026 35481866.25 35481866.25 0.0064 N N N N LMA Americas LLC LMA Americas LLC 53944RB49 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-02-04 2022-02-04 2022-02-04 N Y Credit Agricole 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Credit Agricole Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0008 35999679.96 35999679.96 0.0065 N N Y N LMA Americas LLC LMA Americas LLC 53944RBA5 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-02-10 2022-02-10 2022-02-10 N Y Credit Agricole 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Credit Agricole Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0008 22999463.41 22999463.41 0.0041 N N N N LMA Americas LLC LMA Americas LLC 53944RBE7 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-02-14 2022-02-14 2022-02-14 N Y Credit Agricole 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Credit Agricole Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0009 20299297.42 20299297.42 0.0037 N N N N LMA Americas LLC LMA Americas LLC 53944RD70 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-04-07 2022-04-07 2022-04-07 N Y Credit Agricole 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P1 Standard and Poor's Ratings Services A-1 2022-03-21 2022-03-21 2022-03-21 N N N 0.0013 32994250.74 32994250.74 0.0059 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 60689QBJ2 RB0PEZSDGCO3JS6CEU02 0000812291 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-02-18 2022-02-18 2022-02-18 N N N 0.0011 19998860.00 19998860.00 0.0036 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 60689QC77 RB0PEZSDGCO3JS6CEU02 0000812291 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-03-07 2022-03-07 2022-03-07 N N N 0.0014 30995871.11 30995871.11 0.0056 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 60689QEA8 RB0PEZSDGCO3JS6CEU02 0000812291 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-05-10 2022-05-10 2022-05-10 N N N 0.0032 14986635.00 14986635.00 0.0027 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 60689QEJ9 RB0PEZSDGCO3JS6CEU02 0000812291 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-05-18 2022-05-18 2022-05-18 N N N 0.0035 29969237.40 29969237.40 0.0054 N N N N NRW Bank NRW Bank 62939MB14 52990002O5KK6XOGJ020 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 189999682.70 189999682.70 0.0342 N Y Y N National Australia Bank Ltd. National Australia Bank Ltd. 0.135000% 63254GRN7 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P1 Standard and Poor's Ratings Services A-1 2022-03-25 2022-03-25 2022-03-25 N N N 0.0014 38991904.38 38991904.38 0.0070 N N N N National Bank of Canada National Bank of Canada 63307MEL9 BSGEFEIOM18Y80CKCV46 0000926171 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-05-20 2022-05-20 2022-05-20 N N N 0.0033 20978954.01 20978954.01 0.0038 N N N N Nieuw Amsterdam Receivables Corp. BV Nieuw Amsterdam Receivables Corp. BV 65409SB49 724500BM7HQ28ZIB2058 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-02-04 2022-02-04 2022-02-04 N Y RABOBANK 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Rabobank Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0008 32999706.63 32999706.63 0.0059 N N Y N Nordea Bank Abp Nordea Bank Abp 65558KB11 529900ODI3047E2LIV03 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0007 24999951.50 24999951.50 0.0045 N Y Y N Nordea Bank Abp Nordea Bank Abp 65558KG81 529900ODI3047E2LIV03 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2022-07-08 2022-07-08 2022-07-08 N N N 0.0043 29943778.20 29943778.20 0.0054 N N N N Norinchukin BK NY BR Norinchukin BK NY BR 0.150000% 65602YNE6 549300KQZJBM38M51L16 Certificate of Deposit Y Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0025 14992547.85 14992547.85 0.0027 N N N N Old Line Funding LLC Old Line Funding LLC 67985ADZ5 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2022-04-04 2022-04-04 2022-04-04 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0022 68973676.50 68973676.50 0.0124 N N N N Old Line Funding LLC Old Line Funding LLC 67985AE35 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2022-04-12 2022-04-12 2022-04-12 N Y Royal Bank of Canada 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ Y Royal Bank of Canada Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ Royal Bank of Canada LOC 0.0700 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ 0.0024 29985859.20 29985859.20 0.0054 N N N N Old Line Funding LLC Old Line Funding LLC 67985EGR2 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2022-03-30 2022-03-30 2022-03-30 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.0800 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0020 49983647.00 49983647.00 0.0090 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 0.240000% 69033MF44 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2022-03-08 2022-03-08 2022-03-08 N N N 0.0010 30004138.50 30004138.50 0.0054 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 69034BD49 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P1 Morningstar Credit Ratings, LLC A-1 Standard and Poor's Ratings Services A-1 2022-03-18 2022-03-18 2022-03-18 N N N 0.0011 25996445.28 25996445.28 0.0047 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 83050UD13 F3JS33DEI6XQ4ZBPTN86 0000917311 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0013 34992416.55 34992416.55 0.0063 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 83050UDJ4 F3JS33DEI6XQ4ZBPTN86 0000917311 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-04-18 2022-04-18 2022-04-18 N N N 0.0021 29986589.10 29986589.10 0.0054 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 86562LD74 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Morningstar Credit Ratings, LLC A-1 Standard and Poor's Ratings Services A-1 2022-04-07 2022-04-07 2022-04-07 N N N 0.0015 50985601.17 50985601.17 0.0092 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 0.220000% 86564G5R8 5493006GGLR4BTEL8O61 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-03-07 2022-03-07 2022-03-07 N N N 0.0012 35003570.70 35003570.70 0.0063 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 86564XB78 5493006GGLR4BTEL8O61 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-02-07 2022-02-07 2022-02-07 N N N 0.0007 62999142.57 62999142.57 0.0114 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 86564XDE1 5493006GGLR4BTEL8O61 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. 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P1 Standard and Poor's Ratings Services A-1 2022-04-27 2022-04-27 2022-04-27 N N N 0.0024 31996627.84 31996627.84 0.0058 N N N N Svenska Handelsbanken Svenska Handelsbanken 0.130000% 86959RTG5 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2022-02-01 2022-03-23 2022-03-23 N N N 0.0010 16000679.84 16000679.84 0.0029 N N N N Svenska Handelsbanken Svenska Handelsbanken 86960KBJ0 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2022-02-18 2022-02-18 2022-02-18 N N N 0.0007 35998740.00 35998740.00 0.0065 N N N N Svenska Handelsbanken Svenska Handelsbanken 86960KG55 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2022-07-05 2022-07-05 2022-07-05 N N N 0.0045 29942520.90 29942520.90 0.0054 N N N N Svenska Handelsbanken Svenska Handelsbanken 86960KGB2 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2022-07-11 2022-07-11 2022-07-11 N N N 0.0046 29937880.80 29937880.80 0.0054 N N N N Swedbank AB Swedbank AB 87019SBP8 M312WZV08Y7LYUC71685 0001367624 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-02-23 2022-02-23 2022-02-23 N N N 0.0009 32998081.38 32998081.38 0.0059 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 88604FDR9 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-04-25 2022-04-25 2022-04-25 N Y Royal Bank of Canada 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ Y Royal Bank of Canada Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ Royal Bank of Canada LOC 0.0700 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ 0.0026 47970432.00 47970432.00 0.0086 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 89119BB47 PT3QB789TSUIDF371261 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2022-02-04 2022-02-04 2022-02-04 N N N 0.0007 59999533.20 59999533.20 0.0108 N N Y N Toronto-Dominion Bank Toronto-Dominion Bank 89119BCM6 PT3QB789TSUIDF371261 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2022-03-21 2022-03-21 2022-03-21 N N N 0.0011 24996325.00 24996325.00 0.0045 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 89119BE51 PT3QB789TSUIDF371261 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2022-05-05 2022-05-05 2022-05-05 N N N 0.0024 44971564.95 44971564.95 0.0081 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 91127QB73 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2022-02-07 2022-02-07 2022-02-07 N N N 0.0008 42999330.92 42999330.92 0.0077 N N Y N United Overseas Bank Ltd. United Overseas Bank Ltd. 91127QDR7 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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Tri Party Repo 0.050000% 8NAV47T0Y26Q87Y0QP81 0000065100 922URC004_0.05_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2042-09-20 3.500000 1313307912.00 204000000.06 Agency Mortgage-Backed Securities Y 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 200000000.00 200000000.00 0.0360 N Y Y N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 92512MBE8 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-02-14 2022-02-14 2022-02-14 N Y Natixis 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Natixis Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Natixis LOC 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0010 35998614.00 35998614.00 0.0065 N N N N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 0.210000% 92513HCF4 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-02-01 2022-08-05 2022-08-05 N Y Natixis 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Y Natixis Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Natixis LOC 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 0.0021 32000000.00 32000000.00 0.0058 N N N N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 0.170000% 92513HSN0 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-02-01 2022-03-01 2022-03-01 N Y Natixis 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Natixis Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Natixis LOC 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0012 43001832.66 43001832.66 0.0077 N N N N J.P. Morgan Securities Tri Party Repo J.P. Morgan Securities Tri Party Repo 0.300000% 0001325347 930TTD003_0.30_0207 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BATH & BODY WORKS INC SR DEB 6.95%33 2033-03-01 6.950000 689000.00 770934.73 Corporate Debt Securities UNITED PARCEL SVCS INC SR GLBL FL NT 53 2053-02-28 0.00 666000.00 661744.26 Corporate Debt Securities PETRORIO LUXEMBOURG S.A.R.L SR SEC GLBL 26 2026-06-09 6.125000 4610000.00 4567067.45 Corporate Debt Securities SIMPAR EUROPE SR GLBL REGS 31 2031-01-26 5.200000 200000.00 177115.56 Corporate Debt Securities BANCO DO ESTADO DO RIO GRANDE LW TIER II 31 2031-01-28 5.375000 1198000.00 1123686.40 Corporate Debt Securities ITAU UNIBANCO HLDG SA CY FR 6.125% 2099-12-31 6.125000 800000.00 794533.33 Corporate Debt Securities AZUL INVTS LLP SR GLBL REGS 26 2026-06-15 7.250000 274000.00 250455.86 Corporate Debt Securities CVR ENERGY INC SR GLBL REGS 25 2025-02-15 5.250000 20000.00 19872.77 Corporate Debt Securities AQUA AMERICA INC SR AMRTZ NT 3%22 2022-04-30 3.000000 9.00 0.78 Corporate Debt Securities CENTRUS ENERGY CORP SR 144A NT 27 2027-02-28 8.250000 5631.00 5829.40 Corporate Debt Securities CLEAR CHANNEL INTL B V SR SEC GLBL 25 2025-08-01 6.625000 200000.00 210939.86 Corporate Debt Securities MICROSTRATEGY INC EXTND SR SEC 28 2028-06-15 6.125000 12000.00 11649.92 Corporate Debt Securities VALEANT PHARMACEUTICALS INTL I SR SEC GLBL 25 2025-11-01 5.500000 1683000.00 1717198.56 Corporate Debt Securities CORNERSTONE CHEM CO SR SEC GLBL 24 2024-08-15 6.750000 165000.00 149202.08 Corporate Debt Securities HILTON DOMESTIC OPER CO INC SR GLBL REGS 29 2029-05-01 3.750000 15000.00 14650.42 Corporate Debt Securities VISTRA OPERATIONS CO LLC SR GLBL REGS 27 2027-07-31 5.000000 20000.00 20100.00 Corporate Debt Securities MERCER INTL INC SR GLBL NT5.5%26 2026-01-15 5.500000 607000.00 608483.78 Corporate Debt Securities PROG HOLDINGS INC SR GLBL 144A 29 2029-11-15 6.000000 10892000.00 10758391.47 Corporate Debt Securities SCIENTIFIC GAMES INTL INC SR SEC GLBL 25 2025-10-15 5.000000 12226000.00 12655282.03 Corporate Debt Securities SIX FLAGS THEME PKS INC SR SEC GLBL 25 2025-07-01 7.000000 17349000.00 18187535.00 Corporate Debt Securities TELECOM ITALIA S P A NEW SR 144A NT 24 2024-05-30 5.303000 9739000.00 10126985.53 Corporate Debt Securities WORLD ACCEP CORPORATION SR GLBL 144A 26 2026-11-01 7.000000 9449000.00 9393355.89 Corporate Debt Securities INDUSTRIAL SR TR SR SEC GLBL 22 2022-11-01 5.500000 400000.00 409442.89 Corporate Debt Securities VEDANTA RES PLC SR GLBL REGS 22 2022-07-30 6.375000 200000.00 197900.00 Corporate Debt Securities GOL FINANCE SR REGS NT 8%26 2026-06-30 8.000000 5600000.00 5210389.33 Corporate Debt Securities MC BRAZIL DOWNSTREAM TRADING S SR SEC GLBL 31 2031-06-30 7.250000 1070000.00 1032594.58 Corporate Debt Securities LIGHT SERVICOS DE ELECTRICIDAD SR GLBL REGS 26 2026-06-18 4.375000 1950000.00 1924658.12 Corporate Debt Securities Y 2022-02-01 2022-02-07 2022-02-07 N N N 0.0030 75000000.00 75000000.00 0.0135 N N Y N Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 96122HF16 549300W0N3O6Q4RCKE25 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0029 30970304.48 30970304.48 0.0056 N N N N Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 96122HGB3 549300W0N3O6Q4RCKE25 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2022-07-11 2022-07-11 2022-07-11 N N N 0.0045 25948140.14 25948140.14 0.0047 N N N N Westpac Banking Corp. Westpac Banking Corp. 9612C1J99 EN5TNI6CI43VEPAMHL14 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2022-09-09 2022-09-09 2022-09-09 N N N 0.0058 33879776.00 33879776.00 0.0061 N N N N Westpac Banking Corp. Westpac Banking Corp. 9612C1KC0 EN5TNI6CI43VEPAMHL14 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2022-10-12 2022-10-12 2022-10-12 N N N 0.0065 32849589.63 32849589.63 0.0059 N N N N Credit Agricole CIB Credit Agricole CIB 0.070000% Non-Negotiable Time Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0007 59000000.00 59000000.00 0.0106 N Y Y N J.P. Morgan Securities Tri Party Repo J.P. 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P1 Standard and Poor's Ratings Services A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0007 100000000.00 100000000.00 0.0180 N Y Y N Federal Reserve Bank of New York Tri Party Repo Federal Reserve Bank of New York Tri Party Repo 0.050000% 98599G006_0.05_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2023-02-15 2.000000 195770700.00 200000283.41 U.S. Treasuries (including strips) Y 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 200000000.00 200000000.00 0.0360 N Y Y N BNP Paribas SA Tri Party Repo BNP Paribas SA Tri Party Repo 0.200000% R0MUWSFPU8MPRO8K5P83 0001197610 99VDDX004_0.20_0201 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BARCLAYS BANK PLC ADR PFD SER 1 2034-12-15 6.278000 3000000.00 4080000.00 Corporate Debt Securities COINSTAR FUNDING LLC 2018-1 A-2 20470425 5.08200 2047-04-25 5.082000 2943000.00 2830549.18 Corporate Debt Securities SITKA HLDGS LLC SR SEC GLBL 26 2026-07-06 5.250000 3229000.00 3291561.88 Corporate Debt Securities AMERIQUEST MTG SECS 2006-R1 M-3 20360325 FLT 2036-03-25 0.767710 5745000.00 5495092.22 Corporate Debt Securities 2.625 ADBB 27 2027-01-12 2.625000 400000.00 418270.17 Corporate Debt Securities 2.75 ADBB 28 2028-01-19 2.750000 20000.00 21104.33 Corporate Debt Securities BK OF AMERICA CORP ALT TIER I PERP 2024-09-05 6.250000 82000.00 86940.50 Corporate Debt Securities BANK AMER CORP -AA 6.1% 2025-03-17 6.100000 28000.00 30181.48 Corporate Debt Securities BANK AMER CORP ALT TIER I PERP 2028-03-15 5.875000 7842000.00 8278328.88 Corporate Debt Securities BK OF AMERICA CORP ALT TIER I PERP 2024-06-20 5.125000 61000.00 62830.00 Corporate Debt Securities BANK NEW YORK MELLON CORP PERP JR D NT4.5% 2023-06-20 4.500000 54000.00 53730.00 Corporate Debt Securities CWABS INC 2005-AB4 1-A 20360325 FLT 2036-03-25 0.587710 401755000.00 18121278.49 Corporate Debt Securities CWABS INC 2006-12 1-A 20361225 FLT 2036-12-25 0.367710 90730000.00 10343925.32 Corporate Debt Securities CWABS INC 2007-BC2 1-A 20370625 FLT 2037-06-25 0.307710 90939900.00 17717848.32 Corporate Debt Securities DISH NETWORK CORPORATION COCO 26 2026-08-15 3.375000 3700000.00 3480081.25 Corporate Debt Securities HSI ASSET SEC TR 2007-HE1 I-A 20370125 FLT 2037-01-25 0.247710 19000000.00 3480559.44 Corporate Debt Securities HSI ASSET SEC TR 2007-HE1 II-A-3 20370125 FLT 2037-01-25 0.297710 53557269.00 30421374.64 Corporate Debt Securities 1.750 IABD 04/14/22 2022-04-14 1.750000 185000.00 186496.91 Corporate Debt Securities 2.375 IABD 07/07/27 2027-07-07 2.375000 102000.00 105381.64 Corporate Debt Securities JPMORGAN CHASE & CO PERP BD 7.9% 2022-04-30 3.769000 1064000.00 1066394.00 Corporate Debt Securities JPMORGAN CHASE & CO PERP SUB GLBL -S 2024-02-01 6.750000 71000.00 76183.00 Corporate Debt Securities JPMORGAN CHASE & CO PERP SUB GLBL -Z 2099-12-31 3.931630 941000.00 941000.00 Corporate Debt Securities JPMORGAN CHASE & CO PERP SR -Q NT 2023-05-01 5.150000 30000.00 30675.00 Corporate Debt Securities JPMORGAN CHASE & CO PERP SUB GLBL -R 2023-08-01 6.000000 29000.00 30105.77 Corporate Debt Securities JPMORGAN CHASE & CO 6.1% 2024-10-01 6.100000 1000.00 1058.36 Corporate Debt Securities JPMORGAN CHASE & CO 5% 2022-04-01 3.534380 28000.00 27999.72 Corporate Debt Securities JPMORGAN CHASE & CO ALT TIER I PERP 2024-08-01 5.000000 35000.00 35612.50 Corporate Debt Securities JPMORGAN CHASE & CO PERP SUB GLBL HH 2025-02-01 4.600000 264000.00 264052.80 Corporate Debt Securities PARK PLACE SECS 2005-WHQ3 M-6 20350625 FLT 2035-06-25 1.157710 3730000.00 3723834.13 Corporate Debt Securities PREFERRED TERM SECS 2003 B1 144 20331224 FLT 2033-12-24 1.835630 5000000.00 3809688.05 Corporate Debt Securities USB REALTY CORP -A 6.091% 2027-01-15 1.386140 4500000.00 3837420.00 Corporate Debt Securities WELLS FARGO CO NEW PERP SB GLBL-A S 2024-06-15 5.900000 322000.00 331331.56 Corporate Debt 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20351125 FLT 2035-11-25 1.247710 5000000.00 4986759.76 Corporate Debt Securities CWABS INC 2005-BC4 M-8 20350425 FLT 2035-04-25 2.057710 3000000.00 3029114.85 Corporate Debt Securities CWABS INC 2007-12 2-A-4 20370525 FLT 2037-05-25 1.457710 4282973.00 4318268.77 Corporate Debt Securities CENTEX HEQ LN TR 2005-B M-5 20350325 FLT 2035-03-25 1.127710 4000000.00 2465293.76 Corporate Debt Securities FREMONT HM LN TR 2005-C M4 20350725 FLT 2035-07-25 1.037710 2575609.00 2460973.67 Corporate Debt Securities FREMONT HM LN TR 2005-E M1 20360125 FLT 2036-01-25 0.782710 5000000.00 4556132.26 Corporate Debt Securities LEHMAN ABS MTG LN TR 2007-1 2-A3 20370625 FLT 2037-06-25 0.337710 12386000.00 3797094.98 Corporate Debt Securities ML MTG INVESTORS 2004-WMC4 M-3 20350425 FLT 2035-04-25 2.252710 11443000.00 2127602.44 Corporate Debt Securities MORGAN STANLEY CAP 2005-WMC5 M-5 20350725 FLT 2035-07-25 1.082710 2500000.00 2465091.13 Corporate Debt Securities MORGAN STANLEY CAP 2006-NC4 A-2C 20360625 FLT 2036-06-25 0.407710 20000000.00 493711.25 Corporate Debt Securities NATIONAL COLL ST LN TR 2005-1 B 20350325 FLT 2035-03-25 0.487710 6069084.00 5478029.78 Corporate Debt Securities PARK PLACE SECS 2004-WCW2 M-5 20341025 FLT 2034-10-25 1.982710 11605000.00 2776547.80 Corporate Debt Securities RAMP SERIES TRUST 2006-RS4 M-1 20360725 FLT 2036-07-25 0.632710 4027000.00 3928376.56 Corporate Debt Securities RENAISSANCE HEQ 2005-3 M-1 20351125 FLT 2035-11-25 5.256000 4050000.00 1875761.62 Corporate Debt Securities RENAISSANCE HEQ 2004-3 M-3 20341125 5.38400 2034-11-25 5.884000 9880941.00 2657833.25 Corporate Debt Securities SANTANDER RETAIL AUTO 2020-A A-4 20240320 1.76000 2024-03-20 1.760000 623000.00 627653.05 Corporate Debt Securities SAXON ASSET SEC TR 2006-3 A-4 20361125 FLT 2036-11-25 0.347710 5045000.00 4660177.25 Corporate Debt Securities SECURITIZED ASSET REC 2005-FR4 M-2 20360125 FLT 2036-01-25 1.067710 6398400.00 1345603.28 Corporate Debt Securities SECURITIZED ASSET REC 2006-OP1 M-6 20351025 FLT 2035-10-25 1.112710 4000000.00 3772401.81 Corporate Debt Securities SECURITIZED ASSET REC 2007-BR3 A-2A 20370425 FLT 2037-04-25 0.177710 83748399.00 7291174.26 Corporate Debt Securities STRUCTURED ASSET SECS 2006-WF1 M6 20360225 FLT 2036-02-25 0.902710 901000.00 878139.33 Corporate Debt Securities STRUCTURED ASSET SECS 2005-NC2 M7 20350525 FLT 2035-05-25 1.157710 4500000.00 3894279.28 Corporate Debt Securities STRUCTURED ASSET SEC 2006-OPT1 M1 20360425 FLT 2036-04-25 0.407710 22270000.00 19988687.10 Corporate Debt Securities WELLS FARGO HEQ 2004-2 M-7 20341025 FLT 2034-10-25 4.607710 17671000.00 1589772.07 Corporate Debt Securities Y 2022-02-01 2022-02-01 2022-02-01 N N N 0.0020 225000000.00 225000000.00 0.0405 N Y Y N UBS Master Trust 2022-02-07 /s/Rose Ann Bubloski Rose Ann Bubloski Vice President