N-MFP2 0000759667 XXXXXXXX 2022-01-31 0000759667 S000000018 4 N N 002-94930 BNY Mellon Investment Adviser, Inc. 801-08147 Ernst and Young New York NY none BNY Mellon Transfer Inc 0001285911 084-06102 N N N Prime N 30 77 4102220919.62 4087773136.29 4456443203.09 3800372863.45 3677868948.23 4977220919.62 4987773136.29 5656441945.09 4975371818.75 4277868226.23 0.4747 0.4631 0.4693 0.4203 0.4407 0.5760 0.5650 0.5957 0.5502 0.5125 926987.38 8343347701.50 8343347701.50 2164732.17 2137954.58 8344301466.47 8337522805.69 1.0000 0.0016 1.0009 1.0009 1.0009 1.0008 1.0008 C000000025 10000000.00 5416537307.54 5412104506.43 1.0008 1.0008 1.0008 1.0007 1.0007 630033422.19 418767016.72 808286994.64 731530187.01 395355941.85 367290051.04 631910437.22 709821831.62 165601263.80 353112111.78 2631188059.70 2580521198.17 0.0006 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 11 points of expenses. (522,547.59) C000000026 10000000.00 52125068.13 52084231.01 1.0008 1.0008 1.0008 1.0007 1.0007 3801454.77 11612792.99 5261796.78 5451776.42 5895881.03 8192943.90 11022170.35 3954073.05 1034767.85 4263258.86 27016070.78 33474845.22 0.0001 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 9 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (14,166.33) C000000027 10000000.00 125738797.94 125629936.43 1.0008 1.0008 1.0008 1.0007 1.0007 14966198.29 18478717.37 6272137.55 10674583.96 18751695.94 21001539.87 2253861.96 45200502.20 5774.41 8166881.72 42249668.15 103522225.12 0.0001 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 9 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (23,843.15) C000223373 500000000.00 2749900292.86 2747704131.83 1.0008 1.0008 1.0008 1.0007 1.0007 540676848.08 90777438.93 595415925.55 329716448.45 288509571.45 36308414.28 134056760.39 79743550.94 673859481.44 1558659105.47 1210405334.04 0.0006 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 10 points of expenses. (82,147.14) ALPINE SECURITIZATION LLC ALPINE SECURITIZATION LLC 02088XC97 Asset Backed Commercial Paper Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2022-03-09 2022-03-09 2022-03-09 N N Y CREDIT SUISSE AG Fully Supported 1.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 0.0016 99982733.00 99982733.00 0.0120 N N N N - N/A - ALPINE SECURITIZATION LLC ALPINE SECURITIZATION LLC 02088XEJ3 Asset Backed Commercial Paper Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2022-05-18 2022-05-18 2022-05-18 N N Y CREDIT SUISSE AG Fully Supported 1.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 0.0028 99906375.00 99906375.00 0.0120 N N N N - N/A - ASB FINANCE LTD/LONDON ASB FINANCE LTD/LONDON 0020P3F66 Financial Company Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1+ 2022-06-06 2022-06-06 2022-06-06 N N N 0.0022 82303005.98 82303005.98 0.0099 N N N N - N/A - AUSTRALIA & NEW ZEALAND BANKING GROU AUSTRALIA & NEW ZEALAND BANKING GROU 36797 0000859994 Non-Negotiable Time Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0007 220000000.00 220000000.00 0.0264 N Y Y N - N/A - BANCO SANTANDER SA/NY BANCO SANTANDER SA/NY 37904 0001096975 Non-Negotiable Time Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0007 400000000.00 400000000.00 0.0479 N Y Y N - N/A - BANK OF MONTREAL CHICAGO BANK OF MONTREAL CHICAGO 06367CDB0 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-04-18 2022-04-18 N N N 0.0022 100025449.00 100025449.00 0.0120 N N N N - N/A - BANK OF MONTREAL CHICAGO BANK OF MONTREAL CHICAGO 06367CG68 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-07-08 2022-07-08 N N N 0.0021 80010172.80 80010172.80 0.0096 N N N N - N/A - BANK OF MONTREAL CHICAGO BANK OF MONTREAL CHICAGO 06367CBQ9 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-03-25 2022-03-25 N N N 0.0021 100017665.00 100017665.00 0.0120 N N N N - N/A - BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 06417LQR1 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-09-02 2022-09-02 N N N 0.0020 151972006.16 151972006.16 0.0182 N N N N - N/A - BANK OF NOVA SCOTIA HOUS BANK OF NOVA SCOTIA HOUS 06417MUU7 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2023-01-04 2023-01-04 N N N 0.0025 49984998.00 49984998.00 0.0060 N N N N - N/A - BANK OF NOVA SCOTIA HOUS BANK OF NOVA SCOTIA HOUS 06417MQW8 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-07-21 2022-07-21 2022-07-21 N N N 0.0020 17594807.32 17594807.32 0.0021 N N N N - N/A - BANK OF NOVA SCOTIA HOUS BANK OF NOVA SCOTIA HOUS 06417MPX7 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-05-25 2022-05-25 N N N 0.0023 100030385.00 100030385.00 0.0120 N N N N - N/A - BMO ASSET MANAGEMENT LTD BMO ASSET MANAGEMENT LTD 15993 0000927971 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N AT+T BROADBAND CORP 9.455 15NOV22-Corporate Debt Securities 2022-11-15 9.455 500.00 543.08 Corporate Debt Securities AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 26-Corporate Debt Securities 2026-04-20 5.500 1180.00 1200.62 Corporate Debt Securities ALGONQUIN POWER & UTILITIES CO JR SB GLBL-Corporate Debt Securities 2082-01-18 4.750 5875000.00 5808643.50 Corporate Debt Securities ASCENT RES UTICA HLDGS LLC / A 144A NT 9%27-Corporate Debt Securities 2027-11-01 9.000 2500000.00 3368750.00 Corporate Debt Securities AVIATION CAP GROUP LLC SR GLBL 144A 24-Corporate Debt Securities 2024-01-30 4.375 1000.00 1035.70 Corporate Debt Securities BANCO SANTANDER S.A. ALT TIER I PERP-Corporate Debt Securities 2499-01-01 4.750 3400000.00 3305016.27 Corporate Debt Securities BANCO MERCANTIL DEL NORTE S A ALT TIER I PERP-Corporate Debt Securities 2499-01-01 6.625 2950000.00 2860332.29 Corporate Debt Securities CEC ENTERTAINMENT INC SR SEC 144A NT26-Corporate Debt Securities 2026-05-01 6.750 3784000.00 3713523.00 Corporate Debt Securities CANADIAN PAC RY CO NEW GLBL NT 1.35%24-Corporate Debt Securities 2024-12-02 1.350 335500.00 332498.11 Corporate Debt Securities CITGO HLDG INC 9.25 01AUG24 144A-Corporate Debt Securities 2024-08-01 9.250 3253500.00 3400558.20 Corporate Debt Securities DEL MONTE FOODS INC SR SEC GLBL 25-Corporate Debt Securities 2025-05-15 11.875 90000.00 101920.44 Corporate Debt Securities DEVON ENERGY CORP NEW 4.5 15JAN30-Corporate Debt Securities 2030-01-15 4.500 24500.00 26094.21 Corporate Debt Securities DIGICEL GROUP 0.5 LIMITED SR SEC GLBL 24-Corporate Debt Securities 2024-04-01 10.000 102.50 106.27 Corporate Debt Securities FS KKR CAP CORP SR GLBL NT 27-Corporate Debt Securities 2027-07-15 3.250 500000.00 492756.80 Corporate Debt Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2022-04-25 0.148 4822879.00 11.57 Corporate Debt Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-25 5.000 291227.00 22523.92 Corporate Debt Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-25 4.500 382185.50 39969.62 Corporate Debt Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 0.086 13297512.50 6683.27 Corporate Debt Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-25 3.272 8416979.00 875.21 Corporate Debt Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-25 2.000 346875.00 22112.28 Corporate Debt Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-04-15 3.500 50536.00 962.02 Corporate Debt Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 2.500 299996.00 20821.30 Corporate Debt Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 2.500 50007.50 4099.84 Corporate Debt Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-03-25 3.000 412232.00 44340.89 Corporate Debt Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-10-25 3.000 105615.00 12477.66 Corporate Debt Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2045-12-25 2.086 9075299.50 13896.85 Corporate Debt Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-05-25 4.000 134697.50 17318.95 Corporate Debt Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-07-25 3.500 50000.00 8636.11 Corporate Debt Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-06-25 1.500 162212.50 8388.91 Corporate Debt Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-03-25 1.189 2060906.00 236.69 Corporate Debt Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-01-25 0.801 55.50 13.52 Corporate Debt Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-16 0.000 76060.50 0.04 Corporate Debt Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-02-20 1.105 3217888.00 21372.91 Corporate Debt Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-20 3.000 817613.50 1177.14 Corporate Debt Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 6.196 405665.50 36540.70 Corporate Debt Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-20 3.000 4019582.00 757.53 Corporate Debt Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-20 4.000 50000.00 5682.36 Corporate Debt Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.500 111298.00 15904.04 Corporate Debt Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 2.000 177151.50 10819.10 Corporate Debt Securities International Bank for Reconstruction and Development (World Bank)-Other Instrument (international debt) 2037-12-28 2.700 549000.00 545368.36 Corporate Debt Securities JACOBS ENTMT INC 7.875 01FEB24 144A-Corporate Debt Securities 2024-02-01 7.875 3762500.00 3999067.18 Corporate Debt Securities LIGADO NETWORKS LLC SR SEC GLBL 23-Corporate Debt Securities 2023-11-01 15.500 232.00 180.66 Corporate Debt Securities LLOYDS TSB GROUP PLC SB GLBL NT4.5%24-Corporate Debt Securities 2024-11-04 4.500 5000000.00 5348575.00 Corporate Debt Securities MOODYS CORP 3.1 29NOV61-Corporate Debt Securities 2061-11-29 3.100 720000.00 656624.79 Corporate Debt Securities MOZART DEBT MERGER SUB INC SR 144A NT 29-Corporate Debt Securities 2029-10-01 5.250 30000.00 29341.44 Corporate Debt Securities NCL CORP LTD SR GLBL 144A 26-Corporate Debt Securities 2026-03-15 5.875 1301500.00 1265749.42 Corporate Debt Securities NESTLE HLDGS INC SR GLBL 144A 48-Corporate Debt Securities 2048-09-24 4.000 4163000.00 4854187.51 Corporate Debt Securities PRINCIPAL FINANCIAL GROUP INC SR GLBL NT4.3%46-Corporate Debt Securities 2046-11-15 4.299 1000.00 1180.03 Corporate Debt Securities SHELF DRILLING HLDGS LTD SR SEC 144A NT24-Corporate Debt Securities 2024-11-15 8.875 2860000.00 2955780.20 Corporate Debt Securities SHELL INTERNATIONAL FIN BV SR GLBL NT 29-Corporate Debt Securities 2029-11-07 2.375 6489500.00 6479257.40 Corporate Debt Securities TRUIST FINL CORP ALT TIER I PERP-Corporate Debt Securities 2499-01-01 5.125 1730000.00 1767279.09 Corporate Debt Securities VICI PPTYS INC SR GLBL 144A 27-Corporate Debt Securities 2027-02-15 3.750 2425500.00 2428050.81 Corporate Debt Securities BROADCOM INC SR GLBL REGS 34-Corporate Debt Securities 2034-04-15 3.468 1000.00 995.25 Corporate Debt Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0017 50000000.00 50000000.00 0.0060 N Y Y N - N/A - BNP PARIBAS SA/PARIS BNP PARIBAS SA/PARIS 36030 0000872786 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y Y FRESH MKT INC FLT 144A NT 25-Corporate Debt Securities 2025-03-13 10.750 18672000.00 18404486.25 Corporate Debt Securities SITKA HLDGS LLC SR SEC GLBL 26-Corporate Debt Securities 2026-07-06 5.250 487000.00 496435.62 Corporate Debt Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-03-07 2022-03-07 2050-12-31 N N N 0.0031 18000000.00 18000000.00 0.0022 N N N Y - N/A - BNP PARIBAS SA/PARIS BNP PARIBAS SA/PARIS 36030 0000872786 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N ADAMS OUTDOOR LP 2018-1 A 20481115 4.81000-Asset-Backed Securities 2048-11-15 4.809 15767000.00 14849700.00 Private Label Collateralized Mortgage Obligations CWALT INC 2006-OA11 A-1C 20460925 FLT-Private Label Collateralized Mortgage Obligations 2046-09-25 0.607 54763.00 41444.85 Private Label Collateralized Mortgage Obligations ALTERNATIVE LN TR 2007 6.0 25SEP37-Private Label Collateralized Mortgage Obligations 2037-09-25 6.000 37904.00 3399.74 Private Label Collateralized Mortgage Obligations AMERICAN TOWER CORP NEW 3.8 15AUG29-Corporate Debt Securities 2029-08-15 3.799 2000.00 2142.08 Private Label Collateralized Mortgage Obligations AMERICREDIT AUTO RECV 2017-3 D 20230718 3.18000-Asset-Backed Securities 2023-07-18 3.180 14000.00 13421.62 Private Label Collateralized Mortgage Obligations ANTHEM INC SR GLBL NT1.5%26-Corporate Debt Securities 2026-03-15 1.500 1000.00 982.69 Private Label Collateralized Mortgage Obligations APEX CREDIT CLO LTD 2019-2R A-2-R 20321025 FLT-Asset-Backed Securities 2032-10-25 1.707 388917.00 392620.89 Private Label Collateralized Mortgage Obligations APOLLO MGMT HLDGS LP SUB GLBL 144A 50-Corporate Debt Securities 2050-01-14 4.950 1541000.00 1555439.16 Private Label Collateralized Mortgage Obligations APPALACHIAN PWR CO SR GLBL AA NT 31-Corporate Debt Securities 2031-04-01 2.700 43000.00 42932.05 Private Label Collateralized Mortgage Obligations AVIS BUDGT RENL FD LC 2020-2 A 20270220 2.02000-Asset-Backed Securities 2027-02-20 2.020 1740000.00 1736040.14 Private Label Collateralized Mortgage Obligations BCRED MML CLO LTD 2021-1 A 20350116 FLT-Asset-Backed Securities 2035-01-16 1.809 8998566.00 9021714.28 Private Label Collateralized Mortgage Obligations BK OF AMERICA CORP PERP GLBL -RR NT-Corporate Debt Securities 2499-01-01 4.375 2000.00 1978.95 Private Label Collateralized Mortgage Obligations BEAR STEARNS ALT-A 2007-1 I-A-1 20470125 FLT-Private Label Collateralized Mortgage Obligations 2047-01-25 0.427 610103.00 42700.15 Private Label Collateralized Mortgage Obligations BEAR STEARNS ALT-A 2006-8 I-A-1 20460625 FLT-Private Label Collateralized Mortgage Obligations 2046-06-25 0.427 22031914.00 1357315.18 Private Label Collateralized Mortgage Obligations BEAR STRNS MTG FDG 2006-AR1 I-A-2 20360725 FLT-Private Label Collateralized Mortgage Obligations 2036-07-25 0.357 76527000.00 8794101.75 Private Label Collateralized Mortgage Obligations BEAR STRNS MTG FDG 2006-AR5 II-A-2 20370126 FLT-Private Label Collateralized Mortgage Obligations 2037-01-26 0.337 6344835.00 784161.23 Private Label Collateralized Mortgage Obligations BEAR STEARNS MTG FDG 2007-AR4 IIA-2A 20370625 FLT-Private Label Collateralized Mortgage Obligations 2037-06-25 0.347 8194699.00 1170822.25 Private Label Collateralized Mortgage Obligations BELLEMEADE RE LTD 2019-4 M-1B 20291025 FLT-Asset-Backed Securities 2029-10-25 2.107 150000.00 128329.47 Private Label Collateralized Mortgage Obligations CFIP CLO LTD 2013-1R C-R 20290420 FLT-Asset-Backed Securities 2029-04-20 2.954 2000000.00 2000785.22 Private Label Collateralized Mortgage Obligations CNH INDL N V FR 3.85%111527-Corporate Debt Securities 2027-11-15 3.850 75000.00 80348.83 Private Label Collateralized Mortgage Obligations CNH EQUIPMENT TRUST 2020-A A-3 20250615 1.16000-Asset-Backed Securities 2025-06-15 1.159 997334.00 819532.35 Private Label Collateralized Mortgage Obligations CSMC 2020-NQM1 B-1 20650525 FLT-Private Label Collateralized Mortgage Obligations 2065-05-25 4.461 448708.00 449710.11 Private Label Collateralized Mortgage Obligations CWMBS INC 2005-1 2-A-1 20350325 FLT-Private Label Collateralized Mortgage Obligations 2035-03-25 0.687 18504000.00 543646.06 Private Label Collateralized Mortgage Obligations CARVANA AUTO REC TR 2021-P4 A-2 20250410 0.82000-Asset-Backed Securities 2025-04-10 0.820 870000.00 867889.66 Private Label Collateralized Mortgage Obligations CATERPILLAR FINL SVCS MTNS BE FR 1.1%091427-Corporate Debt Securities 2027-09-14 1.100 3000.00 2855.29 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2019-RP1 B-1 20660125 FLT-Private Label Collateralized Mortgage Obligations 2066-01-25 4.000 1242542.00 1261986.95 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2019-RP1 B-3 20660125 FLT-Private Label Collateralized Mortgage Obligations 2066-01-25 4.000 408627.00 366933.69 Private Label Collateralized Mortgage Obligations Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-25 6.249 24126.00 23743.54 Private Label Collateralized Mortgage Obligations CREDIT ACC AUTO LN 2021-3 TR A 20300515 1.00000-Asset-Backed Securities 2030-05-15 1.000 275000.00 271422.92 Private Label Collateralized Mortgage Obligations DELL INTL LLC/EMC CORP SR GLBL 144A 51-Corporate Debt Securities 2051-12-15 3.450 312000.00 277427.28 Private Label Collateralized Mortgage Obligations DOMINION ENERGY INC JR SB GLBL -A 54-Corporate Debt Securities 2054-10-01 5.750 6473000.00 6937739.82 Private Label Collateralized Mortgage Obligations DT AUTO OWNER TR 2020-3 C 20260615 1.47000-Asset-Backed Securities 2026-06-15 1.470 30000.00 29943.24 Private Label Collateralized Mortgage Obligations DUKE ENERGY CORP NEW GLBL NT 2.55%31-Corporate Debt Securities 2031-06-15 2.549 37000.00 35852.93 Private Label Collateralized Mortgage Obligations ENBRIDGE INC MTN CDS- SUB GLBL COCO 80-Corporate Debt Securities 2080-07-15 5.750 5788000.00 6323711.55 Private Label Collateralized Mortgage Obligations ENTERPRISE FLEET FNC 2018-2 A-3 20240220 3.34000-Asset-Backed Securities 2024-02-20 3.339 2308000.00 1320220.55 Private Label Collateralized Mortgage Obligations EXETER AUTO RECV TR 2021-2 B 20250915 0.57000-Asset-Backed Securities 2025-09-15 0.570 75000.00 74650.22 Private Label Collateralized Mortgage Obligations F&G GLOBAL FUNDING SR SEC GLBL 28-Corporate Debt Securities 2028-09-20 2.000 561000.00 537868.09 Private Label Collateralized Mortgage Obligations FLAGSHIP CR AUTO TR 2020-2 C 20260415 3.80000-Asset-Backed Securities 2026-04-15 3.799 150000.00 153474.13 Private Label Collateralized Mortgage Obligations FLAGSTAR MTG TR 2020-2 A-2 20500825 FLT-Private Label Collateralized Mortgage Obligations 2050-08-25 3.000 234.00 77.54 Private Label Collateralized Mortgage Obligations FLAGSTAR MTG TR 2020-2 A-2 20500825 FLT-Private Label Collateralized Mortgage Obligations 2050-08-25 3.000 438.00 145.15 Private Label Collateralized Mortgage Obligations GCAT 2019-RPL1 TRUST B-3 20681125 FLT-Private Label Collateralized Mortgage Obligations 2068-11-25 3.750 601127.00 353813.73 Private Label Collateralized Mortgage Obligations GSAA HEQ TR 2006-16 A-1 20361027 FLT-Private Label Collateralized Mortgage Obligations 2036-10-27 0.227 251930.00 7086.37 Private Label Collateralized Mortgage Obligations GOLDTREE LN MGT US CLO 2021-9 A 20330121 FLT-Asset-Backed Securities 2033-01-21 1.324 6062627.00 6070293.52 Private Label Collateralized Mortgage Obligations GOLDTREE LN MGT US CLO 2021-9 A 20330121 FLT-Asset-Backed Securities 2033-01-21 1.324 5381000.00 5387804.57 Private Label Collateralized Mortgage Obligations GOLDEN TREE LN MGMT US 2021-11 A 20341020 FLT-Asset-Backed Securities 2034-10-20 1.383 7994427.00 8023814.51 Private Label Collateralized Mortgage Obligations GOLUB CAP PA 2.23975 05FEB31 144A F-Asset-Backed Securities 2031-02-05 2.239 405624.00 403098.06 Private Label Collateralized Mortgage Obligations GREAT LAKES CLO LTD 2014-1R C-R 20291015 FLT-Asset-Backed Securities 2029-10-15 2.941 250000.00 250138.03 Private Label Collateralized Mortgage Obligations HCA INC. SR SEC GLBL NT47-Corporate Debt Securities 2047-06-15 5.500 159000.00 193612.35 Private Label Collateralized Mortgage Obligations HSBC HLDGS PLC ALT TIER I COCO-Corporate Debt Securities 2099-12-31 6.000 1962000.00 2082335.99 Private Label Collateralized Mortgage Obligations HSBC HLDGS PLC ALT TIER I COCO-Corporate Debt Securities 2099-12-31 6.000 1563000.00 1658863.99 Private Label Collateralized Mortgage Obligations HOME EQUITY ASSET TR 2005-8 M-3 20360225 FLT-Private Label Collateralized Mortgage Obligations 2036-02-25 0.812 13300000.00 11248644.37 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2019-INV3 B-6 20500525 FLT-Private Label Collateralized Mortgage Obligations 2050-05-25 4.333 3040361.00 2143154.52 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2019-LTV3 B-5 20500325 FLT-Private Label Collateralized Mortgage Obligations 2050-03-25 4.363 590295.00 562840.97 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2019-LTV3 B-6 20500325 FLT-Private Label Collateralized Mortgage Obligations 2050-03-25 4.128 1713792.00 1230064.70 Private Label Collateralized Mortgage Obligations JOHNSON & JOHNSON SR GLBL NT 47-Corporate Debt Securities 2047-03-03 3.750 2000.00 2277.25 Private Label Collateralized Mortgage Obligations LEHMAN XS TRUST 2007-6 3-A4 20370525 FLT-Private Label Collateralized Mortgage Obligations 2037-05-25 4.451 1338181.00 743111.44 Private Label Collateralized Mortgage Obligations MFA 2021-AEINV2 TRUST A-X-1 20511025 FLT-Private Label Collateralized Mortgage Obligations 2051-10-25 0.176 29164652.00 179523.85 Private Label Collateralized Mortgage Obligations MASTR ADJ MTG 2005-1 B-1 20350325 FLT-Private Label Collateralized Mortgage Obligations 2035-03-25 2.495 11650000.00 2476513.06 Private Label Collateralized Mortgage Obligations MELLO WAREHOUSE SEC 2021-2 TR F 20550426 FLT-Private Label Collateralized Mortgage Obligations 2055-04-26 4.857 1051952.00 1050346.31 Private Label Collateralized Mortgage Obligations METLIFE INC EXT JR SB GLBL69-Corporate Debt Securities 2069-08-01 10.750 172000.00 289993.71 Private Label Collateralized Mortgage Obligations MINERA MEXICO S A DE C V SR GLBL 144A 50-Corporate Debt Securities 2050-01-26 4.500 980000.00 1018474.80 Private Label Collateralized Mortgage Obligations MMAF EQUIP FIN 2019-A A-3 20231113 2.84000-Asset-Backed Securities 2023-11-13 2.839 2262000.00 872686.85 Private Label Collateralized Mortgage Obligations MMAF EQUIP FIN 2019-A A-4 20260310 2.93000-Asset-Backed Securities 2026-03-10 2.930 205000.00 209458.16 Private Label Collateralized Mortgage Obligations MOTOROLA SOLUTIONS INC 7.5 15MAY25-Corporate Debt Securities 2025-05-15 7.500 18000.00 21259.67 Private Label Collateralized Mortgage Obligations NATIONAL FUEL GAS CO SR GLBL NT5.2%25-Corporate Debt Securities 2025-07-15 5.200 4000.00 4334.80 Private Label Collateralized Mortgage Obligations NATIONWIDE FINL SVCS INC EXT JR SB GLBL87-Corporate Debt Securities 2087-05-15 6.750 1213000.00 1457722.75 Private Label Collateralized Mortgage Obligations NELNET ED LN FDG 2005-2 B 20370322 FLT-Asset-Backed Securities 2037-03-22 0.384 16045000.00 5193517.88 Private Label Collateralized Mortgage Obligations NEW RESI MTG TR 2020- NQM1 B-2 20600125 FLT-Private Label Collateralized Mortgage Obligations 2060-01-25 4.524 2109958.00 2113526.80 Private Label Collateralized Mortgage Obligations NOMURA ASSET ALT LN 2007-1 II-A-1 20370425 FLT-Private Label Collateralized Mortgage Obligations 2037-04-25 0.367 9321688.00 721160.65 Private Label Collateralized Mortgage Obligations ONEMAIN FINL TR 2019-1 A 20310214 3.48000-Asset-Backed Securities 2031-02-14 3.480 241000.00 36527.87 Private Label Collateralized Mortgage Obligations PRUDENTIAL FINL INC JR SB GLBL NT 42-Corporate Debt Securities 2042-09-15 5.875 115000.00 118939.26 Private Label Collateralized Mortgage Obligations RESIDENTIAL ACCREDIT 2005-QO1 A-1 20350827 FLT-Private Label Collateralized Mortgage Obligations 2035-08-27 0.407 8583373.00 493226.45 Private Label Collateralized Mortgage Obligations SANTANDER RENG AT LN TR 2019-A B 20320126 2.80000-Asset-Backed Securities 2032-01-26 2.799 1000.00 1020.04 Private Label Collateralized Mortgage Obligations STARWOOD MTG RES TR 2020-3 B-2 20650425 FLT-Private Label Collateralized Mortgage Obligations 2065-04-25 4.750 10094132.00 10000118.61 Private Label Collateralized Mortgage Obligations STRUCTURED ASSET INV 2006-1 M1 20360125 FLT-Private Label Collateralized Mortgage Obligations 2036-01-25 0.722 852956.00 173494.17 Private Label Collateralized Mortgage Obligations STRUCTURED ASSET SECS 2004-4 B1 20340425 FLT-Private Label Collateralized Mortgage Obligations 2034-04-25 2.622 6500000.00 2040933.45 Private Label Collateralized Mortgage Obligations TIDEWATER AUTO RECV TR 2020-A B 20250315 1.61000-Asset-Backed Securities 2025-03-15 1.610 1867000.00 1872010.19 Private Label Collateralized Mortgage Obligations UNITED AUTO CR SEC TR 2021-1 B 20240311 0.68000-Asset-Backed Securities 2024-03-11 0.680 650000.00 649886.68 Private Label Collateralized Mortgage Obligations VENTURE 32 CLO 2018-32 B 20310718 FLT-Asset-Backed Securities 2031-07-18 1.891 1373198.00 1374767.51 Private Label Collateralized Mortgage Obligations VERISK ANALYTICS INC SR NT 4%25-Corporate Debt Securities 2025-06-15 4.000 21000.00 22263.17 Private Label Collateralized Mortgage Obligations VERUS SEC TR 2019-INV2 B-1 20590725 FLT-Private Label Collateralized Mortgage Obligations 2059-07-25 4.451 287856.00 290521.83 Private Label Collateralized Mortgage Obligations VERUS SECUR TR 2021-R1 B-1 20631025 FLT-Private Label Collateralized Mortgage Obligations 2063-10-25 3.194 600089.00 597364.29 Private Label Collateralized Mortgage Obligations VINCI S A 3.75 10APR29 144A-Corporate Debt Securities 2029-04-10 3.750 351000.00 378749.47 Private Label Collateralized Mortgage Obligations VOYA CLO 2015-1R A-2-R 20290118 FLT-Asset-Backed Securities 2029-01-18 1.491 2484784.00 2476978.10 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2005-AR6 B-1 20450425 FLT-Private Label Collateralized Mortgage Obligations 2045-04-25 1.007 360807.00 123638.90 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2005-5 CB-1 20350725 FLT-Private Label Collateralized Mortgage Obligations 2035-07-25 0.507 1158704.00 40611.73 Private Label Collateralized Mortgage Obligations WESTINGHOUSE ELEC COR 7.875 01SEP23-Corporate Debt Securities 2023-09-01 7.875 62000.00 70029.77 Private Label Collateralized Mortgage Obligations Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0015 135000000.00 135000000.00 0.0162 N Y Y N - N/A - BOFA FINANCE LLC BOFA FINANCE LLC 29815 0001682472 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y Y ARROW ELECTRS INC-Money Market 2022-02-09 0.000 2900000.00 2899628.79 Money Market BANK NOVA SCOTIA HOUSTON TEX CD FLT 22-Money Market 2022-02-25 0.210 151000.00 151073.23 Money Market BANK NOVA SCOTIA HOUSTON TEX CD FLT 22-Money Market 2022-10-27 0.240 15000000.00 14999199.99 Money Market BAYERISCHE LANDESBANK NEW YORK CD FLT 22-Money Market 2022-02-03 0.610 6750000.00 6760396.55 Money Market BAYERISCHE LANDESBANK CD 0.9%23-Money Market 2023-06-27 0.900 400000.00 401772.00 Money Market BRAVO RES FDG TR 2020-RPL2 B-3 20590525 FLT-Asset-Backed Securities 2059-05-25 3.126 18309919.00 17187638.24 Money Market COOPERATIEVE CENTRALE RAIFFEIS CD FLT 22-Money Market 2022-03-25 0.229 7756000.00 7759494.88 Money Market DNB BK ASA NEW YORK BRH INSTL CTF DEP PROGRAM 3/A2 BOOK-Money Market 2022-02-07 0.000 8500000.00 8500000.00 Money Market ENERBANK USA UT CD 0.4%25-Money Market 2025-10-30 0.400 129000.00 124366.09 Money Market FIRST FINL BK CD 0.05%22-Money Market 2022-02-18 0.050 484000.00 484214.88 Money Market GENERAL MTRS FINL CO INC-Money Market 2022-02-01 0.000 5500000.00 5499835.00 Money Market HUMANA INC-Money Market 2022-02-17 0.000 800000.00 799878.40 Money Market JABIL INC DISC COML PAPER-Money Market 2022-02-01 0.000 28000000.00 27998488.00 Money Market JPMORGAN CHASE BK N A CD CLL 0.5%25-Money Market 2025-11-14 0.500 100000.00 96715.84 Money Market LCA BK CORP PK CITY UTAH CD 0.6%24-Money Market 2024-01-24 0.600 358000.00 356809.67 Money Market MUFG BK LTD N Y BRH CD 0.76%23-Money Market 2023-01-17 0.000 1380000.00 1377543.60 Money Market MUFG BK LTD N Y BRH 0.23%22-Money Market 2022-07-26 0.230 181000.00 180741.17 Money Market MERRICK BK SOUTH JORDAN UTAH CD 0.1%22-Money Market 2022-12-12 0.100 253000.00 252184.71 Money Market MOLSON COORS BREWING CO DISC C-Money Market 2022-02-01 0.000 8100000.00 8099862.29 Money Market NORDEA BK ABP NEW YORK BRH CD 0.3%23-Money Market 2023-01-27 0.300 100000.00 99752.50 Money Market PREFERRED TE 0.58275 22MAR37 144A F-Other Instrument (collateralized debt obligation) 2037-03-22 0.582 23650000.00 18715919.12 Money Market REGATTA 2021-21 FDG LTD SUB 20341020 FLT-Asset-Backed Securities 2034-10-20 0.000 10120702.00 10434271.71 Money Market STEARNS BK NA ST CLOUD MINN CD 1.55%22-Money Market 2022-02-18 1.550 242000.00 242992.79 Money Market STERLING BK TR CO MICH CD 1.6%22-Money Market 2022-02-18 1.600 200000.00 201631.34 Money Market SUMITOMO MITSUI TR BK LTD NY 0.25%22-Money Market 2022-05-11 0.250 4000000.00 3999520.00 Money Market SVENSKA HANDELSBANKEN AB CD 0.245%22-Money Market 2022-03-16 0.000 384000.00 384065.28 Money Market SVENSKA HANDELSBANKEN AB CD FLT 22-Money Market 2022-10-27 0.230 8000000.00 7999564.44 Money Market TORONTO DOMINION BK N Y BRH CD FLT 22-Money Market 2022-10-07 0.000 2000000.00 1999440.00 Money Market UNITED OVERSEAS BK LTD IAM COML PAPER NTS FLTG 4/2-Money Market 2022-09-26 0.000 28000000.00 27967324.00 Money Market Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2022-03-07 2022-03-07 2050-12-31 N N N 0.0047 170000000.00 170000000.00 0.0204 N N N Y - N/A - BOFA FINANCE LLC BOFA FINANCE LLC 29815 0001682472 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y United States Treasury-U.S. Treasuries (including strips) 2049-02-15 3.000 34000000.00 34680000.00 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2022-03-07 2022-03-07 2050-12-31 N N N 0.0035 34000000.00 34000000.00 0.0041 N N N Y - N/A - BOFA FINANCE LLC BOFA FINANCE LLC 29815 0001682472 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y United States Treasury-U.S. Treasuries (including strips) 2023-06-15 0.250 18530100.00 18360064.13 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2022-03-07 2022-03-07 2050-12-31 N N N 0.0047 18000000.00 18000000.00 0.0022 N N N Y - N/A - BOFA FINANCE LLC BOFA FINANCE LLC 29815 0001682472 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y Y United States Treasury-U.S. Treasuries (including strips) 2028-09-30 1.250 2687100.00 2614048.23 Equities US ECOLOGY INC COM-Equities 2499-01-01 0.000 50.00 1368.50 Equities VAREX IMAGING CORP COM-Equities 2499-01-01 0.000 10400.00 270296.00 Equities WHOLE EARTH BRANDS INC COM CL A-Equities 2499-01-01 0.000 27091.00 247340.82 Equities YORK WTR CO NPV-Equities 2499-01-01 0.000 80.00 3603.19 Equities ACCENTURE PLC USD 0.000023-Equities 2499-01-01 0.000 97.00 33256.44 Equities FRESH DEL MONTE PRODUCE IN USD 0.01-Equities 2499-01-01 0.000 4400.00 121484.00 Equities ALTA EQUIPMENT GROUP INC COMMON STOCK-Equities 2499-01-01 0.000 400.00 5532.00 Equities CASTLE BIOSCIENCES INC COM-Equities 2499-01-01 0.000 1077.00 41367.57 Equities COSTCO WHOLESALE CORP NEW USD 0.005-Equities 2499-01-01 0.000 7570.00 3727695.10 Equities DOCUSIGN INC COM-Equities 2499-01-01 0.000 20.00 2345.80 Equities DYCOM INDS INC USD 0.333-Equities 2499-01-01 0.000 2700.00 228231.00 Equities ESCALADE INC NPV-Equities 2499-01-01 0.000 84.00 1170.11 Equities FORESTAR GROUP INC COM-Equities 2499-01-01 0.000 96.00 1905.59 Equities HF FOODS GROUP INC COM-Equities 2499-01-01 0.000 14948.00 102393.79 Equities INTEL CORP USD 0.001-Equities 2499-01-01 0.000 46.00 2195.57 Equities KIMBALL INTL INC USD 0.05-Equities 2499-01-01 0.000 11661.00 112761.87 Equities MANTECH INTL CORP USD 0.01-Equities 2499-01-01 0.000 76.00 5407.39 Equities OPTIMIZERX CORP COM NEW-Equities 2499-01-01 0.000 43.00 1746.23 Equities PJT PARTNERS INC COM CL A-Equities 2499-01-01 0.000 49.00 3296.71 Equities PENNYMAC FINL SVCS INC NEW COM-Equities 2499-01-01 0.000 1996.00 123173.16 Equities POSTAL RLTY TR INC USD 0.01-Equities 2499-01-01 0.000 15599.00 270174.67 Equities SUPERIOR GROUP OF COMPANIES INC-Equities 2499-01-01 0.000 62.00 1226.98 Equities United States Treasury-U.S. Treasuries (including strips) 2049-02-15 3.000 20108200.00 30265703.11 Equities United States Treasury-U.S. Treasuries (including strips) 2027-07-31 0.375 1280000.00 1194241.28 Equities United States Treasury-U.S. Treasuries (including strips) 2022-11-30 0.125 401700.00 400010.01 Equities United States Treasury-U.S. Treasuries (including strips) 2022-12-31 0.125 2186500.00 2174303.79 Equities United States Treasury-U.S. Treasuries (including strips) 2024-08-15 0.375 255200.00 249756.87 Equities Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2022-03-07 2022-03-07 2050-12-31 N N N 0.0035 41000000.00 41000000.00 0.0049 N N N Y - N/A - CANADIAN IMP BK COMM NY CANADIAN IMP BK COMM NY 13606KCH7 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2023-02-24 2023-02-24 N N N 0.0030 50001078.00 50001078.00 0.0060 N N N N - N/A - CANADIAN IMP BK COMM NY CANADIAN IMP BK COMM NY 13606KBW5 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2023-02-10 2023-02-10 N N N 0.0030 175012736.50 175012736.50 0.0210 N N N N - N/A - CANADIAN IMP BK COMM NY CANADIAN IMP BK COMM NY 13606CYM0 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-11-08 2022-11-08 2022-11-08 N N N 0.0035 49807424.50 49807424.50 0.0060 N N N N - N/A - CANADIAN IMP BK COMM NY CANADIAN IMP BK COMM NY 13606CYR9 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-11-09 2022-11-09 2022-11-09 N N N 0.0035 49805971.00 49805971.00 0.0060 N N N N - N/A - CANADIAN IMP BK COMM NY CANADIAN IMP BK COMM NY 13606CR63 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-04-26 2022-04-26 N N N 0.0023 100029037.00 100029037.00 0.0120 N N N N - N/A - CASH MGMT BILL CASH MGMT BILL 912796S91 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-03-22 2022-03-22 2022-03-22 N N N 0.0008 399963248.00 399963248.00 0.0479 N Y Y N - N/A - CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 36027 0000091154 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-02-15 7.000 10000000.00 3556.68 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-03-15 0.000 290666667.00 329.61 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-03-15 0.000 7300.00 14.80 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-12-25 6.000 213509.00 5494.45 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-12-25 6.442 29249333.00 38114.74 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-07-25 4.000 3053845.00 38039.33 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-06-25 3.500 3855428.00 18253.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2051-09-25 4.000 7500000.00 16835.22 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-09-25 4.000 100000.00 14494.53 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2051-10-25 1.250 10000.00 6467.73 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2052-01-25 3.000 28750000.00 4463687.62 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2050-03-25 2.500 12765816.00 1171446.59 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2052-02-25 2.500 10195127.00 10432421.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2052-02-25 5.500 49189571.00 9308945.94 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-11-25 2.500 20000000.00 1733586.66 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-11-25 2.500 10000000.00 870603.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-01-15 0.000 119039665.00 12.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2036-12-15 0.790 8485519.00 20442.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2036-08-15 0.000 46808000.00 572.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2035-12-15 0.000 20993268.00 527.23 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2030-05-15 3.000 8333333.00 935.06 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2036-05-15 0.000 194045.00 70.69 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-02-15 0.000 803998.00 544.51 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2037-11-15 6.000 829429.00 45709.70 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2036-11-15 0.000 8049430.00 364.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2036-12-15 0.000 2449506.00 232.51 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2036-12-15 0.000 78920.00 10.04 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-05-15 6.000 218750.00 18721.14 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-11-25 4.000 28000000.00 3352895.78 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-12-25 3.550 30232137.00 2739935.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-07-25 4.000 49981277.00 5521883.71 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-01-25 2.000 6375000.00 584958.53 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2048-10-25 4.500 19770356.00 2229321.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-02-25 2.500 20380505.00 2792799.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-02-25 2.000 27521147.00 3808070.19 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-02-25 2.000 77221.00 69519.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-01-25 1.500 29151948.00 3127528.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-02-25 1.500 219650.00 165085.58 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-03-25 2.500 37671580.00 4860220.09 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-03-25 1.500 3333333.00 300698.22 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-03-25 2.000 8333333.00 796809.36 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-03-25 1.500 27500000.00 2161060.97 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-04-15 4.500 4716444.00 33965.30 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-01-15 4.500 9127777.00 9471.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-12-15 4.500 4000000.00 3627.40 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2049-08-25 5.992 28275000.00 2020285.22 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2049-09-25 3.000 125000.00 141843.53 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2045-06-25 4.000 17880356.00 1285314.82 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2049-11-25 3.500 4304585.00 109993.07 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2049-12-25 5.942 23284218.00 1558595.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2042-08-25 3.000 4166667.00 27.67 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2049-12-25 3.000 24456639.00 26513849.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-02-25 5.892 14487492.00 1284672.74 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2040-05-25 4.000 37068687.00 2294901.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-06-25 4.000 24399175.00 2049285.53 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-06-25 5.000 85107129.00 6034229.31 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-06-25 4.500 58728863.00 4316312.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-02-25 3.500 14469142.00 1152966.05 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-07-25 4.000 56760105.00 2842111.24 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-08-25 1.850 6614696.00 384349.78 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-09-25 3.500 707479.00 81512.95 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-09-25 2.000 8110500.00 648934.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-09-25 3.000 1079309.00 109896.09 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2041-03-25 2.000 16545067.00 1487361.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-03-25 1.500 34822701.00 2822002.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2047-01-25 4.000 19669149.00 2541969.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2036-04-25 3.500 8828571.00 655002.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-04-25 3.000 32269540.00 4012866.12 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-04-25 3.000 32889583.00 2850235.62 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2049-06-25 4.500 17830279.00 2619617.04 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-05-25 4.000 33481740.00 4450794.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2049-11-25 5.942 29775463.00 3028456.11 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-05-25 3.050 83936714.00 4531357.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-05-25 2.500 11295785.00 1649368.63 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-01-25 4.000 17500000.00 2327803.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2041-06-25 3.500 28182144.00 2511072.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-05-25 3.500 23000000.00 2479377.53 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-07-25 2.500 39115161.00 5421059.41 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-02-25 2.500 12346857.00 1273330.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-01-25 2.500 7352011.00 743360.29 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-09-25 3.000 15648385.00 2313466.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-02-25 3.000 42941887.00 4718279.94 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-02-25 3.000 33227446.00 5878120.46 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2049-12-25 3.000 55208162.00 6147768.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-10-25 2.500 21630882.00 2282914.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2049-12-25 3.000 16424023.00 6562810.74 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2035-05-25 3.000 46102443.00 4312645.97 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2033-09-25 3.000 48880752.00 4641728.62 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-11-25 3.000 24362107.00 10245013.96 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-09-25 3.000 18075121.00 8314575.47 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-11-25 2.500 816570.00 566637.77 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-09-25 3.000 48730845.00 6305440.70 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2051-12-25 2.500 20487878.00 2080424.87 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2050-09-25 3.000 13557710.00 8329480.60 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2052-01-25 1.750 25000000.00 913542.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2052-02-25 2.500 21208672.00 21684177.49 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2052-02-25 3.049 25000000.00 1633608.33 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-10-25 5.500 832000.00 46965.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-10-25 0.757 329817561.00 5018.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-05-15 0.000 250000000.00 346.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-03-15 0.000 104000000.00 123.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2033-07-25 0.000 600000.00 0.08 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2037-01-25 14.444 7843196.00 43541.46 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2037-07-25 5.500 137737.00 42607.13 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2037-07-25 0.000 237000.00 962.68 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2037-09-25 0.250 139872366.00 26538.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2037-11-15 5.893 2500000.00 835.10 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-12-25 4.500 410000.00 30558.32 Agency Debentures and Agency Strips United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-05-15 3.375 77464400.00 94699056.76 Agency Debentures and Agency Strips Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0016 330000000.00 330000000.00 0.0395 N Y Y N - N/A - COLLATERALIZED COMMERCIAL PAPER FLEX COLLATERALIZED COMMERCIAL PAPER FLEX 19423KEP5 Asset Backed Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-05-23 2022-05-23 2022-05-23 N N Y JP MORGAN SECURITIES LLC Fully Supported 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 0.0021 59943626.40 59943626.40 0.0072 N N N N - N/A - COLLATERALIZED COMMERCIAL PAPER FLEX COLLATERALIZED COMMERCIAL PAPER FLEX 19423KHC1 Asset Backed Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-08-12 2022-08-12 2022-08-12 N N Y JP MORGAN SECURITIES LLC Fully Supported 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 0.0024 49855250.00 49855250.00 0.0060 N N N N - N/A - COLLATERALIZED COMMERCIAL PAPER FLEX COLLATERALIZED COMMERCIAL PAPER FLEX 19423MCX6 Asset Backed Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2023-01-03 2023-01-03 N Y JP MORGAN SECURITIES LLC 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 N 0.0027 100000000.00 100000000.00 0.0120 N N N N - N/A - COLLATERALIZED COMMERCIAL PAPER FLEX COLLATERALIZED COMMERCIAL PAPER FLEX 19423MDA5 Asset Backed Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2023-01-26 2023-01-26 N Y JP MORGAN SECURITIES LLC 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 N 0.0031 170000000.00 170000000.00 0.0204 N N N N - N/A - CREDIT AGRICOLE CIB NY CREDIT AGRICOLE CIB NY 36696 0001330437 Non-Negotiable Time Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0007 392000000.00 392000000.00 0.0470 N Y Y N - N/A - DBS BANK LTD DBS BANK LTD 40850 0001501323 Non-Negotiable Time Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-02-04 2022-02-04 2022-02-04 N N N 0.0008 200000000.00 200000000.00 0.0240 N N Y N - N/A - DNB BANK ASA DNB BANK ASA 2332K1KU3 Financial Company Commercial Paper Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-28 2022-10-28 2022-10-28 N N N 0.0034 99478750.00 99478750.00 0.0120 N N N N - N/A - ING BANK NV/BUCURESTI ING BANK NV/BUCURESTI 36947 0001017255 Non-Negotiable Time Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0008 400000000.00 400000000.00 0.0479 N Y Y N - N/A - MERRILL LYNCH PIERCE FENNER & SMITH MERRILL LYNCH PIERCE FENNER & SMITH 8NAV47T0Y26Q87Y0QP81 36022 0000914246 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N BROOKFIELD INFRASTRUCTURE HLDG-Money Market 8NAV47T0Y26Q87Y0QP81 2022-02-09 0.000 935847.00 935779.61 Money Market BROOKFIELD RENEWABLE PART-Money Market 8NAV47T0Y26Q87Y0QP81 2022-02-07 0.000 25000000.00 24998750.00 Money Market DISNEY WALT CO NEW-Money Market 8NAV47T0Y26Q87Y0QP81 2022-09-23 0.000 7807196.00 7773593.82 Money Market PEOPLES GAS LT & COKE CO-Money Market 8NAV47T0Y26Q87Y0QP81 2022-02-07 0.000 26000000.00 25999063.99 Money Market SOUTHERN CO FDG CORP-Money Market 8NAV47T0Y26Q87Y0QP81 2022-02-04 0.000 28600000.00 28599113.39 Money Market UNION ELEC CO-Money Market 8NAV47T0Y26Q87Y0QP81 2022-02-01 0.000 39700000.00 39699325.10 Money Market VENTAS RLTY LTD PRTNSHP 4/2-Money Market 8NAV47T0Y26Q87Y0QP81 2022-03-01 0.000 25000000.00 24994375.00 Money Market Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0010 150000000.00 150000000.00 0.0180 N Y Y N - N/A - MITSUBISHI UFJ TR&BK NY MITSUBISHI UFJ TR&BK NY 60683B3G6 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-05-06 2022-05-06 2022-05-06 N N N 0.0021 49990091.00 49990091.00 0.0060 N N N N - N/A - MITSUBISHI UFJ TR&BK NY MITSUBISHI UFJ TR&BK NY 60683B4B6 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-07-27 2022-07-27 N N N 0.0024 39998820.40 39998820.40 0.0048 N N N N - N/A - MITSUBISHI UFJ TR&BK NY MITSUBISHI UFJ TR&BK NY 60683B2F9 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-03-03 2022-03-03 2022-03-03 N N N 0.0015 50000986.50 50000986.50 0.0060 N N N N - N/A - MIZUHO BANK LTD/NY MIZUHO BANK LTD/NY 60710RLF0 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0032 25000072.75 25000072.75 0.0030 N N N N - N/A - MIZUHO BANK LTD/SG MIZUHO BANK LTD/SG 60689QE91 Financial Company Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-05-09 2022-05-09 2022-05-09 N N N 0.0026 199827956.00 199827956.00 0.0240 N N N N - N/A - NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA BANK LTD 63254GQL2 Financial Company Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1+ 2022-02-01 2022-03-25 2022-03-25 N N N 0.0022 50009568.50 50009568.50 0.0060 N N N N - N/A - NORDEA BANK ABP NORDEA BANK ABP 65558KG57 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-07-05 2022-07-05 2022-07-05 N N N 0.0033 149733916.50 149733916.50 0.0180 N N N N - N/A - NORDEA BANK ABP NEW YORK NORDEA BANK ABP NEW YORK 36707 0001141330 Non-Negotiable Time Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 275000000.00 275000000.00 0.0330 N Y Y N - N/A - NORINCHUKIN BANK NY NORINCHUKIN BANK NY 65602YUB4 Certificate of Deposit Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0007 120000046.80 120000046.80 0.0144 N Y Y N - N/A - SKANDINAV ENSKILDA BK NY SKANDINAV ENSKILDA BK NY 27145 0000917311 Non-Negotiable Time Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 425000000.00 425000000.00 0.0509 N Y Y N - N/A - SOCIETE GENERALE SOCIETE GENERALE 754 0001145665 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N AMC ENTMT HLDGS INC SR SEC GLBL 25-Corporate Debt Securities 2025-04-15 10.500 2000.00 2167.33 Corporate Debt Securities AMC ENTMT HLDGS INC SR SEC GLBL 26-Corporate Debt Securities 2026-04-24 10.500 57000.00 61042.24 Corporate Debt Securities ADAPTHEALTH LLC SR GLBL 144A 30-Corporate Debt Securities 2030-03-01 5.125 1034000.00 1029411.62 Corporate Debt Securities AIMCO CLO 2018-A E 20310417 FLT-Asset-Backed Securities 2031-04-17 5.391 1069810.00 999948.04 Corporate Debt Securities AKUMIN INC SR SEC GLBL 28-Corporate Debt Securities 2028-08-01 7.500 1988000.00 1888600.00 Corporate Debt Securities ALTICE FINANCING S.A. SR SEC GLBL 29-Corporate Debt Securities 2029-08-15 5.750 3712000.00 3551022.93 Corporate Debt Securities AMER AIRLINES PT TR 2017-2 AA 20310415 3.35000-Asset-Backed Securities 2031-04-15 3.350 459000.00 379451.21 Corporate Debt Securities AMERICAN AIRLS 2013-1A 4.0 15JAN27-Asset-Backed Securities 2027-01-15 4.000 814000.00 354609.73 Corporate Debt Securities AMERICAN AIRLS INC CL 3.15 15AUG33-Asset-Backed Securities 2033-08-15 3.149 2000.00 1856.11 Corporate Debt Securities AMERICAN EXPRESS CO ALT TIER I PERP-Corporate Debt Securities 2499-01-01 3.549 588000.00 569028.01 Corporate Debt Securities APOLLO COML REAL ESTATE FIN SR SEC GLBL 29-Corporate Debt Securities 2029-06-15 4.625 145000.00 138999.85 Corporate Debt Securities APPLE INC SR GLBL NT1.7%31-Corporate Debt Securities 2031-08-05 1.700 152000.00 143728.32 Corporate Debt Securities ASHLAND INC SR GLBL NT 43-Corporate Debt Securities 2043-05-15 6.875 2000.00 2544.02 Corporate Debt Securities ASTEROID PRIVATE MERGER SUB IN SR 144A NT8.5%29-Corporate Debt Securities 2029-11-15 8.500 123000.00 127338.75 Corporate Debt Securities ATHABASCA OIL COR 9.75 01NOV26 144A-Corporate Debt Securities 2026-11-01 9.750 1008000.00 1057140.00 Corporate Debt Securities ATKORE INC SR GLBL 144A 31-Corporate Debt Securities 2031-06-01 4.250 1208000.00 1189376.66 Corporate Debt Securities AVIANCA MIDCO 2 LT 9.0 01DEC28 144A-Corporate Debt Securities 2028-12-01 9.000 1855900.00 1873586.72 Corporate Debt Securities AVON PRODS INC CR SEN SR NT 43-Corporate Debt Securities 2043-03-15 8.449 115000.00 142246.05 Corporate Debt Securities BK OF AMERICA CORP FR 1.486%051924-Corporate Debt Securities 2024-05-19 1.486 331000.00 332010.21 Corporate Debt Securities BARCLAYS BK PLC GL 0.2 28JUN22 144A-Corporate Debt Securities 2022-06-28 0.200 250000.00 249745.83 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL 144A 30-Corporate Debt Securities 2030-01-30 5.250 2000.00 1612.59 Corporate Debt Securities BAYVIEW FINL SE 2.13414 28FEB41 FRN-Asset-Backed Securities 2041-02-28 2.126 1529820.00 1542654.02 Corporate Debt Securities BEAR STEARNS 5.94833 11JUN50 144A F-Private Label Collateralized Mortgage Obligations 2050-06-13 5.948 107191.00 47476.80 Corporate Debt Securities BEAR STEARNS CMBS 2007-TOP26 A-J 20450112 FLT-Private Label Collateralized Mortgage Obligations 2045-01-12 5.418 53253.00 1680.26 Corporate Debt Securities BLUE RACER MIDSTREAM LLC/ BLUE SR GLBL 144A 25-Corporate Debt Securities 2025-12-15 7.625 2243000.00 2365788.67 Corporate Debt Securities BLUELINX HLDGS INC 6.0 15NOV29 144A-Corporate Debt Securities 2029-11-15 6.000 5021000.00 5026021.00 Corporate Debt Securities BROOKFIELD PPTY REIT INC / BPR SR SEC GLBL 26-Corporate Debt Securities 2026-05-15 5.750 156000.00 157503.66 Corporate Debt Securities CGG SR 144A NT 27-Corporate Debt Securities 2027-04-01 8.750 850000.00 880192.70 Corporate Debt Securities CTR PARTNERSHIP 3.875 30JUN28 144A-Corporate Debt Securities 2028-06-30 3.875 3000.00 2979.68 Corporate Debt Securities CWABS INC 0.73771 25JUN36 FRN-Asset-Backed Securities 2036-04-25 0.737 1170000.00 946493.35 Corporate Debt Securities CWABS INC 1.75771 25OCT34 FRN-Asset-Backed Securities 2034-07-25 1.757 2494000.00 836736.66 Corporate Debt Securities CENTENE CORP DEL SR GLBL NT 31-Corporate Debt Securities 2031-08-01 2.625 6000.00 5672.67 Corporate Debt Securities LUMEN TECHNOLOGIES INC SR NT-T 5.8%22-Corporate Debt Securities 2022-03-15 5.799 213000.00 217922.66 Corporate Debt Securities CITIGROUP MTG LN TR 2007-AMC1 A-2B 20361226 FLT-Asset-Backed Securities 2036-12-26 0.257 5910588.00 1584376.96 Corporate Debt Securities CITIGROUP MTG LN TR 2007-FS1 II-A1A 20371025 FLT-Asset-Backed Securities 2037-10-25 1.101 4324489.00 705950.21 Corporate Debt Securities CLEVELAND-CLIFFS INC NEW SR GLBL 144A 31-Corporate Debt Securities 2031-03-01 4.875 3000.00 2980.86 Corporate Debt Securities COCA COLA CO SR GLBL NT 27-Corporate Debt Securities 2027-06-01 1.449 20000.00 19492.53 Corporate Debt Securities COINBASE GLOBAL INC SR GLBL 144A 31-Corporate Debt Securities 2031-10-01 3.625 436000.00 384657.97 Corporate Debt Securities COMCAST CORP NEW SR GLBL 144A 51-Corporate Debt Securities 2051-11-01 2.887 3000.00 2749.19 Corporate Debt Securities COMM 2019-52 2.106 15JUN34 144A FRN-Private Label Collateralized Mortgage Obligations 2034-06-15 2.105 438767.00 419394.55 Corporate Debt Securities CONTINENTAL RES INC SR GLBL 144A 26-Corporate Debt Securities 2026-11-15 2.267 20000.00 19379.13 Corporate Debt Securities COOPER-STANDARD AUTOMOTIVE INC SR GLBL 144A 26-Corporate Debt Securities 2026-11-15 5.625 2000.00 1543.75 Corporate Debt Securities COTY INC 5.0 15APR26 144A-Corporate Debt Securities 2026-04-15 5.000 2882000.00 2917224.44 Corporate Debt Securities DIRECTV FING LLC / DIRECTV SR SEC 144A NT27-Corporate Debt Securities 2027-08-15 5.875 3000.00 3087.78 Corporate Debt Securities DISH DBS C 5.75 01DEC28 144A-Corporate Debt Securities 2028-12-01 5.750 5326000.00 5193286.43 Corporate Debt Securities ECOLAB INC GLBL NT 2.7%51-Corporate Debt Securities 2051-12-15 2.700 2000.00 1819.92 Corporate Debt Securities ENOVA INTL INC SR GLBL 144A 24-Corporate Debt Securities 2024-09-01 8.500 690000.00 719460.69 Corporate Debt Securities FIRSTENERGY TRANS 4.55 01APR49 144A-Corporate Debt Securities 2049-04-01 4.549 1005000.00 1082894.19 Corporate Debt Securities FIRSTENERGY CORP -C 4.85%47-Corporate Debt Securities 2047-07-15 5.099 2000.00 2189.75 Corporate Debt Securities FIRSTENERGY CORP SR GLBL -B NT 30-Corporate Debt Securities 2030-03-01 2.649 725000.00 691259.70 Corporate Debt Securities FIRSTENERGY CORP GLBL B NT2.25%30-Corporate Debt Securities 2030-09-01 2.250 608000.00 564622.23 Corporate Debt Securities FIVE POINT OPERATING COMPANY SR GLBL 144A 25-Corporate Debt Securities 2025-11-15 7.875 180000.00 187985.70 Corporate Debt Securities FORD MOTOR CREDIT COMPANY SR NT 4.25%22-Corporate Debt Securities 2022-09-20 4.250 1081000.00 1109879.21 Corporate Debt Securities FREEDOM MORTGAGE CORPORATION SR 144A NT 24-Corporate Debt Securities 2024-11-15 8.125 2000.00 2039.30 Corporate Debt Securities FRESH MKT INC 1PRI SR 144A 23-Corporate Debt Securities 2023-05-01 9.750 766000.00 802136.05 Corporate Debt Securities GAC HOLDCO INC SR SEC GLBL 25-Corporate Debt Securities 2025-08-15 12.000 1365000.00 1547682.49 Corporate Debt Securities GE CAPITAL INTERNATIONAL FDG FR 4.418%111535-Corporate Debt Securities 2035-11-15 4.418 255000.00 291387.70 Corporate Debt Securities GXO LOGISTICS INCORPORATED GLBL 144A NT 26-Corporate Debt Securities 2026-07-15 1.649 231000.00 222818.74 Corporate Debt Securities GENESIS ENERGY LP SR GLBL NT 8%27-Corporate Debt Securities 2027-01-15 8.000 851000.00 858280.77 Corporate Debt Securities HCA INC. SR NT 5.875%23-Corporate Debt Securities 2023-05-01 5.875 31000.00 32811.56 Corporate Debt Securities HARBORVIEW MTG 1.07871 20JUN35 FRN-Private Label Collateralized Mortgage Obligations 2035-06-20 1.078 3211757.00 696834.42 Corporate Debt Securities HAWAIIAN BRAND INTELLECTUAL PP SR SEC GLBL 26-Corporate Debt Securities 2026-01-20 5.750 104.00 105.57 Corporate Debt Securities HOMEWARD OPT FUND I 2020-2 B-1 20650525 FLT-Private Label Collateralized Mortgage Obligations 2065-05-25 5.450 4091293.00 4153675.67 Corporate Debt Securities HONEYWELL INTL INC SR GLBL NT1.1%27-Corporate Debt Securities 2027-03-01 1.100 747000.00 716247.25 Corporate Debt Securities HOSPITALITY PPTYS TR 4.75 01OCT26-Corporate Debt Securities 2026-10-01 4.750 1323000.00 1251337.49 Corporate Debt Securities HUNTINGTON INGALLS INDS INC SR GLBL 144A 23-Corporate Debt Securities 2023-08-16 0.670 708000.00 699667.42 Corporate Debt Securities HYUNDAI CAP AMER MEDIUM 3.5 02NOV26-Corporate Debt Securities 2026-11-02 3.500 872000.00 912759.70 Corporate Debt Securities INTERNATIONAL BUSINESS 3.5 15MAY29-Corporate Debt Securities 2029-05-15 3.500 266000.00 283233.84 Corporate Debt Securities INTESA SANPAOLO S P A FR 7.7%-Corporate Debt Securities 2099-12-31 7.700 3009000.00 3384857.53 Corporate Debt Securities JACKSON PK T 3.2424 14OCT39 144A FR-Private Label Collateralized Mortgage Obligations 2039-10-14 3.242 9698000.00 8184355.55 Corporate Debt Securities JETBLUE AIRWAYS CORP 2020-1 1A 20340515 4.00000-Asset-Backed Securities 2034-05-15 4.000 356000.00 356939.44 Corporate Debt Securities KB HOME SR NT 7.5%22-Corporate Debt Securities 2022-09-15 7.500 68000.00 72136.66 Corporate Debt Securities M D C HLDGS INC CR SEN SR GLBL30-Corporate Debt Securities 2030-01-15 3.850 503000.00 520630.70 Corporate Debt Securities MPH ACQUISITION HLDGS LLC SR SEC GLBL 28-Corporate Debt Securities 2028-09-01 5.500 1258000.00 1234457.92 Corporate Debt Securities MAGNETITE XV 5.24129 18JAN28 144A F-Asset-Backed Securities 2028-01-18 5.241 250000.00 247133.17 Corporate Debt Securities MATTEL INC SR GLBL NT6.2%40-Corporate Debt Securities 2040-10-01 6.200 944000.00 1182989.33 Corporate Debt Securities MATTEL INC 5.875 15DEC27 144A-Corporate Debt Securities 2027-12-15 5.875 8000.00 8500.05 Corporate Debt Securities NMG FINCO PLC (MCLAREN) SR SEC 144A BD26-Corporate Debt Securities 2026-08-01 7.500 294000.00 311858.04 Corporate Debt Securities MELCO RESORTS FIN 5.75 21JUL28 144A-Corporate Debt Securities 2028-07-21 5.750 232000.00 222844.70 Corporate Debt Securities MOODYS CORP SR GLBL NT 29-Corporate Debt Securities 2029-02-01 4.250 3000.00 3362.36 Corporate Debt Securities MORGAN STANL 0.30771 25MAY37 144A F-Asset-Backed Securities 2037-05-25 0.307 28797.00 5737.43 Corporate Debt Securities MUELLER WTR PRODS INC SR GLBL 144A 29-Corporate Debt Securities 2029-06-15 4.000 2000.00 1970.22 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 24-Corporate Debt Securities 2024-05-15 12.250 2726000.00 3242333.93 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 26-Corporate Debt Securities 2026-02-01 10.250 268000.00 317168.69 Corporate Debt Securities NRG ENERGY INC 5.25 15JUN29 144A-Corporate Debt Securities 2029-06-15 5.250 547000.00 564705.47 Corporate Debt Securities NATIONAL RETAIL PROPERTIES INC SR GLBL NT 4%25-Corporate Debt Securities 2025-11-15 4.000 3853000.00 4140489.45 Corporate Debt Securities NETAPP INC SR GLBL NT 27-Corporate Debt Securities 2027-06-22 2.375 174000.00 174242.36 Corporate Debt Securities NETFLIX INC 5.875 15NOV28-Corporate Debt Securities 2028-11-15 5.875 1446000.00 1695294.41 Corporate Debt Securities NOVANT HEALTH INC SR GLBL 2021A 51-Corporate Debt Securities 2051-11-01 3.168 34000.00 33975.86 Corporate Debt Securities ORACLE CORP SR GLBL NT 26-Corporate Debt Securities 2026-03-25 1.649 2000.00 1947.19 Corporate Debt Securities PECO ENERGY CO 3.0 15SEP49-Corporate Debt Securities 2049-09-15 3.000 775000.00 744886.08 Corporate Debt Securities PHH MORTGAGE CORPORATION SR SEC GLBL 26-Corporate Debt Securities 2026-03-15 7.875 2000.00 2089.50 Corporate Debt Securities PENN VA ESCROW LLC SR GLBL 144A 26-Corporate Debt Securities 2026-08-15 9.250 2000.00 2138.87 Corporate Debt Securities PETROBRAS GLOBAL FINANCE BV SR GLBL NT 30-Corporate Debt Securities 2030-01-15 5.093 80000.00 81220.16 Corporate Debt Securities PETROBRAS GLOBAL FINANCE BV SR GLBL NT5.6%31-Corporate Debt Securities 2031-01-03 5.599 196000.00 203389.20 Corporate Debt Securities PHILIP MORRIS INTL IN 3.375 15AUG29-Corporate Debt Securities 2029-08-15 3.375 668000.00 706010.87 Corporate Debt Securities NATWEST GROUP PLC ALT TIER I COCO-Corporate Debt Securities 2099-12-31 8.000 200000.00 226833.33 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR SEC GLBL 23-Corporate Debt Securities 2023-06-01 10.875 2000.00 2148.46 Corporate Debt Securities RWJ BARNABAS HEALTH I 3.477 01JUL49-Corporate Debt Securities 2049-07-01 3.476 1409000.00 1498383.43 Corporate Debt Securities SEAGATE HDD CAYMAN SR GLBL NT 29-Corporate Debt Securities 2029-06-01 4.091 635000.00 620207.48 Corporate Debt Securities SECURITY NATL 6.6 25OCT36 144A FRN-Asset-Backed Securities 2036-10-25 6.599 9575839.00 7452915.45 Corporate Debt Securities DIVERSIFIED HEALTHCARE TR SR GLBL NT 28-Corporate Debt Securities 2028-02-15 4.750 32000.00 30300.88 Corporate Debt Securities SINOPEC GRP OVERSEAS DEV 2017 SR 144A NT 4%47-Corporate Debt Securities 2047-09-13 4.000 788000.00 836708.03 Corporate Debt Securities SPIRIT AIRLINES INC 2015-1 A 20291001 4.10000-Asset-Backed Securities 2029-10-01 4.099 3000.00 2038.11 Corporate Debt Securities T-MOBILE US INC SR GLBL NT 24-Corporate Debt Securities 2024-06-15 7.125 72000.00 79080.77 Corporate Debt Securities STARWOOD PPTY TR INC SR GLBL 144A 27-Corporate Debt Securities 2027-01-15 4.375 2000.00 1989.43 Corporate Debt Securities SWISS RE FIN LUXEMBOURG S A SUB GLBL 144A 49-Corporate Debt Securities 2049-04-02 5.000 1600000.00 1782222.22 Corporate Debt Securities NORTONLIFELOCK INC SR GLBL 144A 25-Corporate Debt Securities 2025-04-15 5.000 2172000.00 2211600.38 Corporate Debt Securities TASEKO MINES LTD 7.0 15FEB26 144A-Corporate Debt Securities 2026-02-15 7.000 2000.00 2099.55 Corporate Debt Securities TEACHERS INS & ANNUITY ASSN AM SB 144A NT4.9%44-Corporate Debt Securities 2044-09-15 4.900 2000.00 2481.80 Corporate Debt Securities TOPAZ SOLAR FARMS 5.75 30SEP39 144A-Corporate Debt Securities 2039-09-30 5.750 1720961.00 2025806.29 Corporate Debt Securities TRANSOCEAN PROTEUS LIMITED SR SEC GLBL 24-Corporate Debt Securities 2024-12-01 6.250 41000.00 20504.98 Corporate Debt Securities TYCO INTL FINANCE S A SR GLBL NT 45-Corporate Debt Securities 2045-09-14 5.125 2000.00 2565.84 Corporate Debt Securities US AIRWAYS PT TRUST 2011-1 A 20250422 7.12500-Asset-Backed Securities 2025-04-22 7.125 1000.00 398.95 Corporate Debt Securities US AIRWAYS PT TRUST 2013-1 A 20270515 3.95000-Asset-Backed Securities 2027-05-15 3.950 957000.00 491433.62 Corporate Debt Securities UNITED AIR LINES PASS 6.636 02JAN24-Asset-Backed Securities 2024-01-02 6.636 20000.00 4882.48 Corporate Debt Securities UNITED PARCEL SVCS INC SR GLBL NT5.3%50-Corporate Debt Securities 2050-04-01 5.299 4000.00 5663.86 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25-Corporate Debt Securities 2025-02-15 7.875 1096000.00 1178827.46 Corporate Debt Securities VOC ESCROW LTD SR SEC GLBL 28-Corporate Debt Securities 2028-02-15 5.000 11000.00 10842.44 Corporate Debt Securities VIKING CRUISES LT 13.0 15MAY25 144A-Corporate Debt Securities 2025-05-15 13.000 179000.00 204969.91 Corporate Debt Securities VODAFONE GROUP PLC SUB GLBL NT 81-Corporate Debt Securities 2081-06-04 4.125 146000.00 141113.56 Corporate Debt Securities WELLFLEET CL 7.304 20JUL29 144A FRN-Asset-Backed Securities 2029-07-20 7.304 4075188.00 4050784.86 Corporate Debt Securities WYNN MACAU LTD SR GLBL 144A 28-Corporate Debt Securities 2028-08-26 5.625 373000.00 351389.31 Corporate Debt Securities XILINX INC SR GLBL NT 30-Corporate Debt Securities 2030-06-01 2.375 2000.00 1951.49 Corporate Debt Securities ODEBRECHT OFFSHORE DRILLING FR 6.72%120122-Corporate Debt Securities 2022-12-01 6.719 4260.00 799.59 Corporate Debt Securities MILLICOM INTL CELLULAR S A 6.25%29-Corporate Debt Securities 2029-03-25 6.250 322000.00 311335.44 Corporate Debt Securities TURKIYE GARANTI BANKASI A S SR GLBL REGS 22-Corporate Debt Securities 2022-09-13 5.250 200000.00 206067.83 Corporate Debt Securities BRASKEM IDESA S A P I SR SEC GLBL 29-Corporate Debt Securities 2029-11-15 7.450 451000.00 469559.02 Corporate Debt Securities CENTRAIS ELETRICAS BRASILEIRAS SR GLBL REGS 25-Corporate Debt Securities 2025-02-04 3.625 1129000.00 1150148.67 Corporate Debt Securities UNIFIN FIN S A B DE C V SOFOM SR GLBL REGS 29-Corporate Debt Securities 2029-01-28 9.875 559000.00 345981.09 Corporate Debt Securities SHINHAN FINANCIAL 2.875 31DEC49 FRN-Corporate Debt Securities 2499-01-01 2.875 1900000.00 1876210.41 Corporate Debt Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-02-02 2022-02-02 2022-02-02 N N N 0.0020 100000000.00 100000000.00 0.0120 N N Y N - N/A - SUMITOMO MITSUI BANK NY SUMITOMO MITSUI BANK NY 86565C2K4 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0017 55000160.05 55000160.05 0.0066 N Y Y N - N/A - SUMITOMO MITSUI BANK NY SUMITOMO MITSUI BANK NY 86565C6G9 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-03-11 2022-03-11 N N N 0.0015 60004159.80 60004159.80 0.0072 N N N N - N/A - SUMITOMO MITSUI BANK NY SUMITOMO MITSUI BANK NY 86565C5W5 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-03-08 2022-03-08 2022-03-08 N N N 0.0015 100003893.00 100003893.00 0.0120 N N N N - N/A - SUMITOMO MITSUI BANK NY SUMITOMO MITSUI BANK NY 86565C5X3 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-03-09 2022-03-09 2022-03-09 N N N 0.0024 100003898.00 100003898.00 0.0120 N N N N - N/A - SUMITOMO MITSUI BANKING SUMITOMO MITSUI BANKING 86565FEM0 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-06-28 2022-06-28 2022-06-28 N N N 0.0032 24989927.25 24989927.25 0.0030 N N N N - N/A - SUMITOMO MITSUI TRUST NY SUMITOMO MITSUI TRUST NY 86564GU25 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-03-14 2022-03-14 2022-03-14 N N N 0.0015 50001921.00 50001921.00 0.0060 N N N N - N/A - SUMITOMO MITSUI TRUST NY SUMITOMO MITSUI TRUST NY 86564GW49 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-04-04 2022-04-04 2022-04-04 N N N 0.0016 75001694.25 75001694.25 0.0090 N N N N - N/A - SUMITOMO MITSUI TRUST NY SUMITOMO MITSUI TRUST NY 86564MBD9 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-07-25 2022-07-25 N N N 0.0021 74995263.00 74995263.00 0.0090 N N N N - N/A - SUMITOMO MITSUI TRUST NY SUMITOMO MITSUI TRUST NY 86564MBL1 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-07-28 2022-07-28 N N N 0.0021 74993700.00 74993700.00 0.0090 N N N N - N/A - SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 86960KG55 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-07-05 2022-07-05 2022-07-05 N N N 0.0033 99810556.00 99810556.00 0.0120 N N N N - N/A - SVENSKA HANDELSBANKEN NY SVENSKA HANDELSBANKEN NY 86959RVQ0 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-02-01 2022-07-07 2022-07-07 N N N 0.0025 100036170.00 100036170.00 0.0120 N N N N - N/A - SVENSKA HANDELSBANKEN NY SVENSKA HANDELSBANKEN NY 425 0001643792 Non-Negotiable Time Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 225000000.00 225000000.00 0.0270 N Y Y N - N/A - SWEDBANK AB SWEDBANK AB 87019SDJ0 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-18 2022-04-18 2022-04-18 N N N 0.0018 71497156.75 71497156.75 0.0086 N N N N - N/A - SWEDBANK AB SWEDBANK AB 87019SDL5 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-20 2022-04-20 2022-04-20 N N N 0.0018 69971120.80 69971120.80 0.0084 N N N N - N/A - SWEDBANK AB SWEDBANK AB 87019SB29 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-02-02 2022-02-02 2022-02-02 N N N 0.0007 199999278.00 199999278.00 0.0240 N N Y N - N/A - TORONTO DOMINION BANK NY TORONTO DOMINION BANK NY 89114WB87 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-02-01 2022-06-20 2022-06-20 N N N 0.0024 123025917.33 123025917.33 0.0147 N N N N - N/A - TORONTO-DOMINION BANK TORONTO-DOMINION BANK 89120DT66 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-02-01 2022-05-25 2022-05-25 N N N 0.0021 159908332.80 159908332.80 0.0192 N N N N - N/A - TORONTO-DOMINION BANK TORONTO-DOMINION BANK 610 0000947263 Non-Negotiable Time Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-02-04 2022-02-04 2022-02-04 N N N 0.0007 100000000.00 100000000.00 0.0120 N N Y N - N/A - UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 91127RAT4 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-02-01 2022-11-17 2022-11-17 N N N 0.0025 100000000.00 100000000.00 0.0120 N N N N - N/A - US TREASURY N/B US TREASURY N/B 912828ZM5 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-05-02 2022-04-30 2022-04-30 N N N 0.0006 99980546.00 99980546.00 0.0120 N Y Y N - N/A - WESTPAC BANKING CORP WESTPAC BANKING CORP 9612C1D12 Financial Company Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0023 99979167.00 99979167.00 0.0120 N N N N - N/A - WESTPAC SECURITIES NZ LT WESTPAC SECURITIES NZ LT 96122HFD0 Financial Company Commercial Paper Y FITCH'S RATING A+ MOODY'S RATING P-1 S&P RATING NR 2022-06-13 2022-06-13 2022-06-13 N Y WESTPAC NEW ZEALAND LTD 1.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1+ N 0.0034 49937933.50 49937933.50 0.0060 N N N N - N/A - Dreyfus Cash Management 2022-02-03 /S/Robert Svagna Robert Svagna Treasury Manager