N-MFP2 0000097098 XXXXXXXX 2022-05-31 0000097098 5493007YVNX55LTRQ706 S000001472 8 N N 002-47015 BlackRock Advisors, LLC 801-47710 BlackRock International Limited 801-51087 Deloitte & Touche LLP Boston MA BlackRock Advisors, LLC JPMorgan Chase Bank, N.A. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Prime N 20 66 2047492835.06 1758513307.48 2295812619.22 2218849747.30 3582198878.57 3603473480.40 4072587457.45 3996892408.06 0.2625 0.2260 0.2793 0.2794 0.4593 0.4631 0.4954 0.5033 360351137.96 7178857435.53 2545400000.00 8713845.37 12129513.70 7535792905.16 7535543248.27 0.0095 0.9999 1.0000 1.0000 1.0000 C000231603 3000000.00 50003.12 49999.15 1.0000 1.0000 1.0000 1.0001 11.98 0.00 0.00 0.00 0.00 0.00 0.00 0.00 11.98 0.00 0.0077 Y BlackRock Advisors, LLC, Management Fees, 3.98; C000003894 50000.00 1255438.27 1255361.45 1.0000 1.0000 1.0000 1.0000 460.17 136257.65 0.00 255000.00 45.36 1092082.99 65263.86 0.00 65769.39 1483340.64 0.0072 Y BlackRock Advisors, LLC, Management Fees, 135.68; C000003898 5000.00 10423206.09 10422382.27 1.0000 1.0000 1.0000 1.0001 528934.90 104847.40 87492.18 195226.93 85028.86 79899.54 45210.45 24255.00 841147.86 404364.41 0.0067 Y BlackRock Advisors, LLC, Management Fees, 758.30; C000003899 5000.00 570805594.64 570778487.19 0.9999 1.0000 1.0000 1.0000 384920.64 2193558.83 1386031.19 3446764.60 11235194.51 3104896.70 928686.94 5521212.36 14239054.36 15237050.15 0.0027 Y BlackRock Advisors, LLC, Management Fees, 41916.90; BlackRock Investments, LLC, Service/Distribution Fees, 10760.47; C000003900 5000.00 14936390.98 14935131.32 1.0000 1.0000 1.0000 1.0001 45206.67 365837.37 1708525.69 321577.60 321856.35 0.00 104330.64 62317.00 2179919.35 1126472.52 0.0039 Y BlackRock Advisors, LLC, Management Fees, 1074.40; BlackRock Investments, LLC, Service/Distribution Fees, 230.84; C000003897 5000.00 113519152.28 113513095.05 1.0000 1.0000 1.0000 1.0000 2456793.86 772738.86 4310162.69 1188724.48 1513725.66 2818195.68 1097374.99 806229.74 9378057.20 6068001.58 0.0052 Y BlackRock Advisors, LLC, Management Fees, 8293.53; BlackRock Investments, LLC, Service/Distribution Fees, 96.39; C000003896 3000000.00 6823683053.10 6823468812.73 0.9999 1.0000 1.0000 1.0000 549262037.25 563989012.46 469631513.52 491493825.57 942134917.19 533627251.24 390078992.50 642696062.48 2552792102.40 2832401626.71 0.0077 Y BlackRock Advisors, LLC, Management Fees, 529606.50; C000003903 1.00 1120066.68 1119979.11 1.0000 1.0000 1.0000 1.0001 4.20 0.00 0.00 0.00 0.00 0.01 0.00 0.00 4.19 0.00 0.0027 Y BlackRock Advisors, LLC, Management Fees, 82.23; BlackRock Investments, LLC, Service/Distribution Fees, 354.02; UBS AG UBS AG 0.950 90276JNF9 BFM8T61CT2L1QCEMIK50 US90276JNF92 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-09-22 2022-09-22 N N N 0.0109 34984941.60 34984941.60 0.0046 N N N N Goldman Sachs International Goldman Sachs International 1.672 38150UJP7 W22LROWP2IHZNBB6K528 US38150UJP75 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-23 2022-09-23 2022-09-23 N N N 0.0167 31832355.52 31832355.52 0.0042 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.930 06367CLF2 NQQ6HPCNCCU6TUTQYE16 US06367CLF22 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-09-21 2022-09-21 N N N 0.0112 47471569.83 47471569.83 0.0063 N N N N Series 2021-XFT1253, Tender Option Bond Trust Receipts/Certificates Series 2021-XFT1253, Tender Option Bond Trust Receipts/Certificates 1.020 88034YVM9 US88034YVM91 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2043-11-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 17955000.00 17955000.00 0.0024 N N Y N Series 2021-XMT0955, Tender Option Bond Trust Receipts/Certificates Series 2021-XMT0955, Tender Option Bond Trust Receipts/Certificates 1.020 88034YUZ1 US88034YUZ14 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2034-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 N Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 10885000.00 10885000.00 0.0014 N N Y N State of New York Mortgage Agency State of New York Mortgage Agency 0.880 64988YLQ8 549300ZQWNLLIG564027 US64988YLQ88 Variable Rate Demand Note Y Fitch - BR NR Moody's - BR VMIG1 Standard & Poor's - BR NR 2022-06-07 2022-06-07 2045-10-01 Y BARCLAYS BANK PLC 1.0000 7 Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0088 27000000.00 27000000.00 0.0036 N N Y N Taxable Series 2021-BTMFT-007, Tender Option Bond Trust Receipts/Certificates Taxable Series 2021-BTMFT-007, Tender Option Bond Trust Receipts/Certificates 1.200 62630WKA4 US62630WKA44 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-07-22 2022-07-22 2035-07-01 Y BARCLAYS BANK PLC 1.0000 52 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 9000000.00 9000000.00 0.0012 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 1.090 60700HJN0 549300K10X7VPG6JVX38 US60700HJN08 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-01 2022-07-05 2023-05-01 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 1025000.00 1025000.00 0.0001 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 0.300 22845AZU7 549300LXH4KLRKIKII81 US22845AZU77 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-10-04 2022-10-04 2022-10-04 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0179 39792996.00 39792996.00 0.0053 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.300 55380TXV7 C3GTMMZIHMY46P4OIX74 US55380TXV78 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-10-31 2022-10-31 2022-10-31 N N N 0.0194 16882146.99 16882146.99 0.0023 N N N N Westpac Banking Corp. Westpac Banking Corp. 1.707 9612C1KE6 EN5TNI6CI43VEPAMHL14 US9612C1KE62 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-10-14 2022-10-14 2022-10-14 N N N 0.0171 21860955.16 21860955.16 0.0029 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.300 89114WJG1 PT3QB789TSUIDF371261 US89114WJG15 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-10-25 2022-10-25 2022-10-25 N N N 0.0175 35787607.56 35787607.56 0.0048 N N N N Nordea Bank Abp Nordea Bank Abp 1.789 65558KKM5 529900ODI3047E2LIV03 US65558KKM52 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-10-21 2022-10-21 2022-10-21 N N N 0.0179 24826016.75 24826016.75 0.0033 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.330 55380TYN4 C3GTMMZIHMY46P4OIX74 US55380TYN44 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-11-01 2022-11-01 2022-11-01 N N N 0.0195 34759183.90 34759183.90 0.0046 N N N N Collateralized Commercial Paper V Co. LLC Collateralized Commercial Paper V Co. LLC 0.893 19424JFH4 549300ZLXI3T111CH173 US19424JFH41 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-17 2022-06-17 2022-06-17 N Y JP MORGAN SECURITIES LLC 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0089 19991688.80 19991688.80 0.0027 N N N N Natixis SA, New York Natixis SA, New York 0.300 63873QQY3 2549003L5ZG5M2ZSE107 US63873QQY34 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-10-20 2022-10-20 2022-10-20 N N N 0.0185 17890506.00 17890506.00 0.0024 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 1.090 60700HJS9 US60700HJS94 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-07-05 2022-07-05 2061-10-01 Y MIZUHO CAPITAL MARKETS LLC 1.0000 35 Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N N 0.0079 5600000.00 5600000.00 0.0007 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.320 55380TYJ3 C3GTMMZIHMY46P4OIX74 US55380TYJ32 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-10-24 2022-10-24 2022-10-24 N N N 0.0189 21860928.32 21860928.32 0.0029 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 0.900 ZBUT11V806EZRVTWT807 BRWV7F444 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2040-01-11 6.050000 38000.00 40904.71 Corporate Debt Securities SWEDISH EXPORT CREDIT CORP 1FOLRR5RWTWWI397R131 2023-04-06 0.750000 9995000.00 9890010.85 Corporate Debt Securities EXPORT-IMPORT BANK OF KOREA 549300APVP4R32PI3Y06 2025-01-18 1.250000 6064000.00 5819641.01 Corporate Debt Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0090 15000000.00 15000000.00 0.0020 N Y Y N Westpac Banking Corp. Westpac Banking Corp. 0.180 96130AKE7 EN5TNI6CI43VEPAMHL14 US96130AKE72 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-07-13 2022-07-13 2022-07-13 N N N 0.0104 21327951.43 21327951.43 0.0028 N N N N Westpac Banking Corp. Westpac Banking Corp. 1.803 9612C1L21 EN5TNI6CI43VEPAMHL14 US9612C1L219 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-11-02 2022-11-02 2022-11-02 N N N 0.0180 39199827.26 39199827.26 0.0052 N N N N Societe Generale SA Societe Generale SA 1.673 83369CHX5 O2RNE8IBXP4R0TD8PU41 US83369CHX56 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-08-31 2022-08-31 2022-08-31 N N N 0.0167 34853042.70 34853042.70 0.0046 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 1.487 55607LH23 4ZHCHI4KYZG2WVRT8631 US55607LH230 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-08-02 2022-08-02 2022-08-02 N N N 0.0149 23938554.00 23938554.00 0.0032 N N N N Lloyds Bank Corporate Markets plc, New York Lloyds Bank Corporate Markets plc, New York 0.400 53947CQ27 213800MBWEIJDM5CU638 US53947CQ273 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2022-12-01 2022-12-01 N N N 0.0204 20230485.79 20230485.79 0.0027 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.350 13606CYC2 549300H8L46OOZOFHU82 US13606CYC27 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-11-03 2022-11-03 2022-11-03 N N N 0.0191 29301727.26 29301727.26 0.0039 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 0.300 22552G5G1 549300D0YARF5HYP1809 US22552G5G17 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 39999428.40 39999428.40 0.0053 N Y Y N Bedford Row Funding Corp. Bedford Row Funding Corp. 1.423 07644BHG0 5493000JWH1Z48FX0180 US07644BHG05 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-08-16 2022-08-16 2022-08-16 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0142 39880307.60 39880307.60 0.0053 N N N N Series 2021-XMT0962, Tender Option Bond Trust Receipts/Certificates Series 2021-XMT0962, Tender Option Bond Trust Receipts/Certificates 1.020 88034YE22 US88034YE220 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2034-03-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 4245000.00 4245000.00 0.0006 N N Y N BNZ International Funding Ltd. BNZ International Funding Ltd. 1.380 0556X1HJ4 549300HVMZ89HDMELW08 US0556X1HJ41 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-08-18 2022-08-18 2022-08-18 N N N 0.0138 20189698.34 20189698.34 0.0027 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 1.130 55607NJZ4 4ZHCHI4KYZG2WVRT8631 US55607NJZ42 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2023-01-04 2023-01-04 N N N 0.0151 22983910.81 22983910.81 0.0031 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 1.280 ZBUT11V806EZRVTWT807 BRWWP0PL4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GSMS_20-TWN3 2037-11-15 4.574710 6369000.00 6238201.97 Private Label Collateralized Mortgage Obligations JPMMT_20-LTV2 2050-11-25 0.900000 12936800.00 51338.14 Private Label Collateralized Mortgage Obligations JPMMT_21-8 2022-06-01 4.251000 37683000.00 3187501.15 Private Label Collateralized Mortgage Obligations JPMMT_21-INV6 2052-04-25 0.000000 163000000.00 3917400.54 Private Label Collateralized Mortgage Obligations MELLO_18-MTG2 2048-10-26 4.318800 1907000.00 1911039.86 Private Label Collateralized Mortgage Obligations PFMLT_21-INV1 2051-08-25 2.785120 3374400.00 2749446.24 Private Label Collateralized Mortgage Obligations WFCM_18-C44 2051-05-15 1.832540 11696000.00 1039120.77 Private Label Collateralized Mortgage Obligations MSRM_21-1 2051-03-27 0.460960 265507000.00 4557152.81 Private Label Collateralized Mortgage Obligations UWM_21-INV5 2052-01-25 0.000000 1578950.00 1413082.29 Private Label Collateralized Mortgage Obligations CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_18-B2 2051-03-10 3.170440 2500000.00 2002680.08 Private Label Collateralized Mortgage Obligations UWM MORTGAGE TRUST UWM_21-INV1 2051-08-25 2.500000 8129088.00 6638093.01 Private Label Collateralized Mortgage Obligations GSMBS_22-MM1 2052-07-25 2.500000 17500000.00 15151107.24 Private Label Collateralized Mortgage Obligations ACE_07-SL2 2037-05-25 2.055710 40914000.00 262830.98 Asset-Backed Securities ARES CLO LTD ARES_15-4A 2030-10-15 3.694290 1550000.00 1391559.75 Asset-Backed Securities DBGS MORTGAGE TRUST DBGS_18-BIOD 2035-05-15 1.729910 2000000.00 1790006.01 Private Label Collateralized Mortgage Obligations BX_22-MVRK 2039-03-15 2.864000 17512000.00 16790552.06 Private Label Collateralized Mortgage Obligations RCKT_21-6 2051-11-27 0.000000 49986320.00 458887.25 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-08-29 2022-08-29 Y JP MORGAN SECURITIES LLC 1.0000 90 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0128 65000000.00 65000000.00 0.0086 N N N Y UBS AG UBS AG 1.080 90276JNP7 BFM8T61CT2L1QCEMIK50 US90276JNP74 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-12-08 2022-12-08 N N N 0.0123 24980400.25 24980400.25 0.0033 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 1.060 89236TJR7 Z2VZBHUMB7PWWJ63I008 US89236TJR77 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ 2022-06-01 2022-12-14 2022-12-14 N N N 0.0122 16698428.48 16698428.48 0.0022 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 1.200 62630WMB0 US62630WMB09 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-07-05 2022-07-05 2025-12-15 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 45000000.00 45000000.00 0.0060 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 1.080 06367CPV3 NQQ6HPCNCCU6TUTQYE16 US06367CPV36 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2023-01-09 2023-01-09 N N N 0.0124 19980752.40 19980752.40 0.0027 N N N N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.270 7TK5RJIZDFROZCA6XF66 BRWWQM5E3 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR 2033-05-15 5.000000 155000.00 183518.79 Other Instrument MUNI LOS ANGELES CALIF DEPARTMENT OF WATER & POWER 549300S8NXV6YU61GG95 2049-07-01 5.000000 5000000.00 5855966.67 Other Instrument MUNI UNIVERSITY OF CALIFORNIA 2047-05-15 4.000000 2435000.00 2520584.84 Other Instrument MUNI Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-07-05 2022-07-05 Y MIZUHO SECURITIES USA LLC 1.0000 35 N Fitch - BR NR Moody's - BR A1 Standard & Poor's - BR A N N 0.0127 8000000.00 8000000.00 0.0011 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 1.270 ZBUT11V806EZRVTWT807 BRWXGGT82 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UWM_21-INV1 2022-06-01 0.000000 229758.00 203039.96 Private Label Collateralized Mortgage Obligations TPMT_17-4 2057-06-25 3.250000 337000.00 318727.64 Asset-Backed Securities MELLO_21-INV1 2051-06-26 0.350000 1218000.00 19802.70 Private Label Collateralized Mortgage Obligations BENCHMARK MORTGAGE TRUST BMARK_21-B25 2054-04-15 1.107020 2060000.00 149408.02 Private Label Collateralized Mortgage Obligations TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 2027-05-09 4.750000 4646000.00 4319808.21 Corporate Debt Securities FIRSTENERGY CORP 549300SVYJS666PQJH88 2030-09-01 2.250000 120000.00 101232.60 Corporate Debt Securities TPMT_16-2 2055-08-25 3.409750 211000.00 202827.65 Private Label Collateralized Mortgage Obligations QVC INC 549300WBLU5NKPX5X472 2034-08-15 5.450000 286000.00 231150.13 Corporate Debt Securities REGIONS FINANCIAL CORPORATION CW05CS5KW59QTC0DG824 2049-12-31 5.750000 3026000.00 3077710.98 Corporate Debt Securities GFMT_19-2 2059-06-25 3.500000 5000000.00 416613.20 Private Label Collateralized Mortgage Obligations DOMTAR CORP XYSIJOU3HNVROZWNA008 2042-09-01 6.250000 53000.00 35278.13 Corporate Debt Securities BCMK_20-B20 2053-10-15 2.526600 199999.00 169331.66 Private Label Collateralized Mortgage Obligations SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 2023-04-24 4.441000 272000.00 275038.51 Corporate Debt Securities SM ENERGY CO 84BUTVXV5ODI6BXNMH43 2025-01-15 10.000000 636000.00 709952.67 Corporate Debt Securities CREDIT SUISSE MORTGAGE TRUST CSMC_20-FACT 2037-10-15 2.555000 1790000.00 1761484.90 Private Label Collateralized Mortgage Obligations SCRIPPS ESCROW II INC 2029-01-15 3.875000 48000.00 43662.67 Corporate Debt Securities TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 2037-05-01 6.550000 147000.00 157019.27 Corporate Debt Securities MELLO_21-INV1 2051-06-26 2.500000 1218000.00 938969.70 Private Label Collateralized Mortgage Obligations GOCAP_50-BR 2035-04-20 0.000000 2000000.00 1883351.17 Asset-Backed Securities CREDIT SUISSE MORTGAGE TRUST CSMC_20-FACT 2037-10-15 3.475000 3454000.00 3392938.27 Private Label Collateralized Mortgage Obligations EQT CORP 4NT01YGM4X7ZX86ISY52 2030-02-01 7.500000 7761000.00 8827516.62 Corporate Debt Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-08-29 2022-08-29 Y JP MORGAN SECURITIES LLC 1.0000 90 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0127 25000000.00 25000000.00 0.0033 N N N Y Credit Suisse AG, New York Credit Suisse AG, New York 1.060 22552G6B1 549300D0YARF5HYP1809 US22552G6B11 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2023-02-10 2023-02-10 N N N 0.0127 61906040.24 61906040.24 0.0082 N N N N Bank of Montreal Bank of Montreal 1.050 06373LAP4 NQQ6HPCNCCU6TUTQYE16 US06373LAP40 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2023-02-13 2023-02-13 N N N 0.0125 36947946.55 36947946.55 0.0049 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 0.970 65558UML3 529900ODI3047E2LIV03 US65558UML34 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-10-27 2022-10-27 N N N 0.0114 29479543.52 29479543.52 0.0039 N N N N National Bank of Canada National Bank of Canada 0.940 63307NFL6 BSGEFEIOM18Y80CKCV46 US63307NFL64 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-07-28 2022-07-28 N N N 0.0107 36992317.69 36992317.69 0.0049 N N N N Lloyds Bank Corporate Markets plc, New York Lloyds Bank Corporate Markets plc, New York 1.050 53947BF62 213800MBWEIJDM5CU638 US53947BF625 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2023-01-24 2023-01-24 N N N 0.0127 20370863.29 20370863.29 0.0027 N N N N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 0.970 86959RWS5 NHBDILHZTYCNBV5UYZ31 US86959RWS56 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-10-27 2022-10-27 N N N 0.0115 29977834.80 29977834.80 0.0040 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 1.050 86565FFQ0 549300MS3WYYVQ4HXM15 US86565FFQ00 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2023-01-19 2023-01-19 N N N 0.0128 24962791.00 24962791.00 0.0033 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 1.060 55380TG53 C3GTMMZIHMY46P4OIX74 US55380TG536 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2023-01-23 2023-01-23 N N N 0.0124 31962443.52 31962443.52 0.0042 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 0.980 22552G6E5 549300D0YARF5HYP1809 US22552G6E59 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-07-15 2022-07-15 N N N 0.0104 49996245.50 49996245.50 0.0066 N N N N Taxable Series 2022-XF2967TX, Tender Option Bond Trust Receipts/Certificates Taxable Series 2022-XF2967TX, Tender Option Bond Trust Receipts/Certificates 1.070 88034Y3C2 US88034Y3C24 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2060-01-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 36990000.00 36990000.00 0.0049 N N Y N Standard Chartered Bank, New York Standard Chartered Bank, New York 1.080 85325VX54 RILFO74KP1CM8P6PCT96 US85325VX544 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2023-03-13 2023-03-13 N N N 0.0130 29946680.40 29946680.40 0.0040 N N N N Natixis SA, New York Natixis SA, New York 1.060 63873QSM7 2549003L5ZG5M2ZSE107 US63873QSM77 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2023-02-07 2023-02-07 N N N 0.0124 24967952.00 24967952.00 0.0033 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 1.080 55380TK90 C3GTMMZIHMY46P4OIX74 US55380TK900 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2023-03-10 2023-03-10 N N N 0.0125 21970068.56 21970068.56 0.0029 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 0.980 91127RBA4 IO66REGK3RCBAMA8HR66 US91127RBA41 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-11-07 2022-11-07 N N N 0.0115 17986689.72 17986689.72 0.0024 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.950 83050WAY0 F3JS33DEI6XQ4ZBPTN86 US83050WAY03 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-09-09 2022-09-09 N N N 0.0107 29989830.90 29989830.90 0.0040 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 0.930 63254GSM8 F8SB4JFBSYQFRQEH3Z21 US63254GSM86 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-08-10 2022-08-10 N N N 0.0023 20244196.15 20244196.15 0.0027 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 2.560 63254FPQ4 F8SB4JFBSYQFRQEH3Z21 US63254FPQ45 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-02-24 2023-02-24 2023-02-24 N N N 0.0256 16683954.87 16683954.87 0.0022 N N N N BPCE SA BPCE SA 2.600 05571CPN5 9695005MSX1OYEMGDF46 US05571CPN55 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-02-22 2023-02-22 2023-02-22 N N N 0.0260 30173685.96 30173685.96 0.0040 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 0.960 20272AV78 MSFSBD3QN1GSN7Q6C537 US20272AV783 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-09-01 2022-09-01 N N N 0.0109 24991361.50 24991361.50 0.0033 N N N N BNP Paribas SA BNP Paribas SA 0.892 09660KFF9 R0MUWSFPU8MPRO8K5P83 US09660KFF93 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-15 2022-06-15 2022-06-15 N N N 0.0089 64976193.75 64976193.75 0.0086 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 0.929 55607LFE9 4ZHCHI4KYZG2WVRT8631 US55607LFE92 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-14 2022-06-14 2022-06-14 N N N 0.0093 66976133.26 66976133.26 0.0089 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.300 VYVVCKR63DVZZN70PB21 BRY0AHY31 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 2029-02-15 7.750000 1403000.00 1293774.11 Corporate Debt Securities JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 2029-01-15 4.375000 2629000.00 2593262.03 Corporate Debt Securities TOLL ROAD INVESTORS PARTNERSHIP II LP 2043-02-15 0.000000 26200000.00 6603448.00 Corporate Debt Securities GLP CAPITAL LP 2549005PXW31DRW8EC44 2023-11-01 5.375000 2542000.00 2579187.34 Corporate Debt Securities SANDS CHINA LTD 549300EVO6UZDGY05787 2025-08-08 5.125000 2038000.00 1912610.92 Corporate Debt Securities NGL ENERGY PARTNERS LP 5299005YSRP46BE8Z459 2025-03-01 6.125000 4505000.00 3650457.81 Corporate Debt Securities SANDS CHINA LTD 549300EVO6UZDGY05787 2031-08-08 3.250000 5064000.00 3582734.99 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-16 2022-06-16 2022-06-16 N N N 0.0130 20000000.00 20000000.00 0.0027 N N N Y Wells Fargo Securities LLC Wells Fargo Securities LLC 1.100 VYVVCKR63DVZZN70PB21 BRY08JBE1 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CANADIAN IMPERIAL BANK OF COMMER NY 549300H8L46OOZOFHU82 2023-05-31 1.330000 24127000.00 24150436.70 Money Market Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-15 2022-06-15 2022-06-15 N N N 0.0110 23000000.00 23000000.00 0.0031 N N N Y CDP Financial, Inc. CDP Financial, Inc. 0.815 12509TF28 549300OXMGVYFCBFV096 US12509TF286 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-02 2022-06-02 2022-06-02 N N N 0.0081 23998929.36 23998929.36 0.0032 N N Y N Bedford Row Funding Corp. Bedford Row Funding Corp. 0.841 07644BF15 5493000JWH1Z48FX0180 US07644BF153 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0084 80998132.14 80998132.14 0.0107 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.810 ZBUT11V806EZRVTWT807 BRWZCAQ20 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA_22-63B 2052-04-20 5.100570 18199616.00 2948109.13 Agency Collateralized Mortgage Obligation GNMA_20-101A 2050-07-20 5.272710 90372000.00 10126912.38 Agency Collateralized Mortgage Obligation FNMA_21-82C 2051-12-25 1.683920 294081536.00 12175096.69 Agency Collateralized Mortgage Obligation GNMA_22-63T 2052-03-20 4.500000 7226336.00 6376910.88 Agency Collateralized Mortgage Obligation FHLMC_5070D 2051-02-25 3.500000 51428544.00 7631594.82 Agency Collateralized Mortgage Obligation GNMA_21-193C 2051-11-20 0.050000 99997000.00 128178.59 Agency Collateralized Mortgage Obligation FHLMC_5010N 2050-09-25 2.500000 12500000.00 1175377.06 Agency Collateralized Mortgage Obligation FNMA_20-27F 2050-05-25 4.500000 67166208.00 6366611.86 Agency Collateralized Mortgage Obligation FHLMC_5157 2051-10-25 3.000000 124345280.00 15021208.74 Agency Collateralized Mortgage Obligation Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-07 2022-06-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0081 59000000.00 59000000.00 0.0078 N N Y N CDP Financial, Inc. CDP Financial, Inc. 0.880 12509TFG7 549300OXMGVYFCBFV096 US12509TFG76 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-16 2022-06-16 2022-06-16 N N N 0.0088 24490548.39 24490548.39 0.0032 N N N N Westpac Banking Corp. Westpac Banking Corp. 1.260 9612C4U41 EN5TNI6CI43VEPAMHL14 US9612C4U412 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2023-03-24 2023-03-24 N N N 0.0125 23001879.10 23001879.10 0.0031 N N N N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 1.280 89120DUE7 PT3QB789TSUIDF371261 US89120DUE74 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2023-03-31 2023-03-31 N N N 0.0130 29994161.40 29994161.40 0.0040 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 1.230 86565FHR6 549300MS3WYYVQ4HXM15 US86565FHR64 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-07-22 2022-07-22 N N N 0.0104 80022261.60 80022261.60 0.0106 N N N N Starbird Funding Corp. Starbird Funding Corp. 1.230 85520PCX2 549300A8DDPP6QJBB522 US85520PCX24 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-07-08 2022-07-08 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0112 40004446.80 40004446.80 0.0053 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 1.250 63254GTD7 F8SB4JFBSYQFRQEH3Z21 US63254GTD78 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-10-25 2022-10-25 N N N 0.0114 25011243.25 25011243.25 0.0033 N N N N Korea Development Bank, New York Korea Development Bank, New York 1.290 50066BWX5 549300ML2LNRZUCS7149 US50066BWX53 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-09-26 2022-09-26 N N N 0.0115 17692293.44 17692293.44 0.0023 N N N N Oversea-Chinese Banking Corp. Ltd., New York Oversea-Chinese Banking Corp. Ltd., New York 1.100 69033ML88 5493007O3QFXCPOGWK22 US69033ML886 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-07-28 2022-07-28 N N N 0.0107 155007443.10 155007443.10 0.0206 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 1.150 63254GTQ8 F8SB4JFBSYQFRQEH3Z21 US63254GTQ81 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-11-14 2022-11-14 N N N 0.0117 20998088.37 20998088.37 0.0028 N N N N Barton Capital SA Barton Capital SA 1.140 06945PLF4 549300KOFKIMD0C37W24 US06945PLF44 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-08-10 2022-08-10 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0114 14999999.55 14999999.55 0.0020 N N N N Barton Capital SA Barton Capital SA 1.130 06945PLE7 549300KOFKIMD0C37W24 US06945PLE78 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-08-12 2022-08-12 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0114 29999410.20 29999410.20 0.0040 N N N N Barclays Bank plc, New York Barclays Bank plc, New York 1.400 06742TM78 G5GSEF7VJP5I7OUK5573 US06742TM782 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2023-04-05 2023-04-05 N N N 0.0136 20007450.80 20007450.80 0.0027 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 1.280 06417MXE0 L3I9ZG2KFGXZ61BMYR72 US06417MXE01 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2023-05-05 2023-05-05 N N N 0.0130 64987718.25 64987718.25 0.0086 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 1.100 86564MGU6 5493006GGLR4BTEL8O61 US86564MGU62 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-07-29 2022-07-29 N N N 0.0107 80003256.80 80003256.80 0.0106 N N N N Old Line Funding LLC Old Line Funding LLC 1.150 67984RJT7 5493004QSN8OZAIU2J90 US67984RJT77 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-10-24 2022-10-24 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0115 30000000.30 30000000.30 0.0040 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 1.110 20272AX27 MSFSBD3QN1GSN7Q6C537 US20272AX276 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-10-12 2022-10-12 N N N 0.0111 30500000.31 30500000.31 0.0040 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 1.140 88603AEE9 549300D7DHGDB5EMW139 US88603AEE91 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-10-21 2022-10-21 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0115 38098512.96 38098512.96 0.0051 N N N N Swedbank AB Swedbank AB 1.130 87019YAB7 M312WZV08Y7LYUC71685 US87019YAB74 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-10-13 2022-10-13 N N N 0.0113 23750002.38 23750002.38 0.0032 N N N N Korea Development Bank, New York Korea Development Bank, New York 1.120 50066BXC0 549300ML2LNRZUCS7149 US50066BXC08 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-08-18 2022-08-18 N N N 0.0109 38702821.23 38702821.23 0.0051 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 1.280 06367CTU1 NQQ6HPCNCCU6TUTQYE16 US06367CTU17 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2023-05-05 2023-05-05 N N N 0.0130 29992930.20 29992930.20 0.0040 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 1.150 88603AEG4 549300D7DHGDB5EMW139 US88603AEG40 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-10-24 2022-10-24 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0115 40000000.40 40000000.40 0.0053 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 1.150 86565FJR4 549300MS3WYYVQ4HXM15 US86565FJR47 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-10-19 2022-10-19 N N N 0.0116 44497903.61 44497903.61 0.0059 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 1.221 86564XGR9 5493006GGLR4BTEL8O61 US86564XGR98 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-07-25 2022-07-25 2022-07-25 N N N 0.0122 41922871.62 41922871.62 0.0056 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 1.130 63254GTT2 F8SB4JFBSYQFRQEH3Z21 US63254GTT21 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-10-25 2022-10-25 N N N 0.0115 39996792.80 39996792.80 0.0053 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 1.150 55380TW48 C3GTMMZIHMY46P4OIX74 US55380TW483 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-10-21 2022-10-21 N N N 0.0113 25001441.50 25001441.50 0.0033 N N N N Old Line Funding LLC Old Line Funding LLC 1.150 67984RJV2 5493004QSN8OZAIU2J90 US67984RJV24 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-11-02 2022-11-02 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0115 33000000.00 33000000.00 0.0044 N N N N Norinchukin Bank, New York Norinchukin Bank, New York 1.100 65602YXV7 549300KQZJBM38M51L16 US65602YXV72 Certificate of Deposit Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-08-22 2022-08-22 N N N 0.0107 45002830.05 45002830.05 0.0060 N N N N Banco Santander SA,New York Banco Santander SA,New York 1.230 05966DH88 5493006QMFDDMYWIAM13 US05966DH881 Certificate of Deposit Y Fitch - BR F2 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-10-28 2022-10-28 N N N 0.0117 35508773.83 35508773.83 0.0047 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 1.150 07644DLS5 5493000JWH1Z48FX0180 US07644DLS52 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-11-02 2022-11-02 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0115 30000000.00 30000000.00 0.0040 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 1.160 89114WVG7 PT3QB789TSUIDF371261 US89114WVG76 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-11-21 2022-11-21 N N N 0.0119 19997267.80 19997267.80 0.0027 N N N N Swedbank AB Swedbank AB 1.150 87019YAH4 M312WZV08Y7LYUC71685 US87019YAH45 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-11-23 2022-11-23 N N N 0.0115 25999999.74 25999999.74 0.0035 N N N N BNP Paribas SA BNP Paribas SA 1.180 09660YGA9 R0MUWSFPU8MPRO8K5P83 US09660YGA91 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-11-04 2022-11-04 N N N 0.0120 29997437.10 29997437.10 0.0040 N N N N Barclays Bank plc Barclays Bank plc 1.050 G5GSEF7VJP5I7OUK5573 BRY2FQ708 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HAMPTON ROADS VA TRANSPRTN ACCOUNTABILITY COMMISSION 2052-07-01 4.000000 7075000.00 7238668.33 Other Instrument MUNI CALIFORNIA (STATE OF) 2034-04-01 7.500000 5800000.00 7742768.00 Other Instrument MUNI Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-07-05 2022-07-05 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A N N 0.0105 14000000.00 14000000.00 0.0019 N N N Y Bank of Montreal Bank of Montreal 1.330 06373L2T5 NQQ6HPCNCCU6TUTQYE16 US06373L2T57 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2023-06-06 2023-06-06 N N N 0.0132 35003535.70 35003535.70 0.0046 N N N N Britannia Funding Co. LLC Britannia Funding Co. LLC 0.862 11042MF60 549300X2ZBE7GS6QP587 US11042MF607 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-06 2022-06-06 2022-06-06 N Y BARCLAYS BANK PLC 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0086 24996458.25 24996458.25 0.0033 N N Y N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.800 89114WWC5 PT3QB789TSUIDF371261 US89114WWC53 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-08 2023-05-08 2023-05-08 N N N 0.0280 22997849.04 22997849.04 0.0031 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 1.330 89114WWA9 PT3QB789TSUIDF371261 US89114WWA97 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2023-06-02 2023-06-02 N N N 0.0133 24999981.25 24999981.25 0.0033 N N N N Matchpoint Finance plc Matchpoint Finance plc 1.130 57666DBA3 635400YCKMVA7GIA6Q33 US57666DBA37 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-09-02 2022-09-02 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0114 38499936.86 38499936.86 0.0051 N N N N Lloyds Bank plc Lloyds Bank plc 0.884 53943HFF3 H7FNTJ4851HG0EXQ1Z70 US53943HFF38 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-15 2022-06-15 2022-06-15 N N N 0.0088 24990916.75 24990916.75 0.0033 N N N N Bank of Montreal Bank of Montreal 2.800 06373L2V0 NQQ6HPCNCCU6TUTQYE16 US06373L2V04 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-05-12 2023-05-12 2023-05-12 N N N 0.0277 30007270.80 30007270.80 0.0040 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.500 VYVVCKR63DVZZN70PB21 BRY1WKWX4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BENCHMARK MORTGAGE TRUST BMARK_19-B9 2052-03-15 1.035820 42857143.00 2366064.25 Private Label Collateralized Mortgage Obligations JPMMT_21-1 2051-06-15 5.251000 50399155.00 7537226.27 Private Label Collateralized Mortgage Obligations BX_17-CQHP 2034-11-15 1.725000 7087000.00 6943372.50 Private Label Collateralized Mortgage Obligations BENCHMARK MORTGAGE TRUST BMARK_21-B30 2054-11-15 2.576000 9794216.00 8720365.10 Private Label Collateralized Mortgage Obligations JPMBB COMMERCIAL MORTGAGE SECURI 2046-08-15 0.373290 87299910.00 112971.88 Private Label Collateralized Mortgage Obligations Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-07-27 2022-07-27 2022-07-27 N N N 0.0150 24000000.00 24000000.00 0.0032 N N N Y Barclays Bank plc Barclays Bank plc 0.940 G5GSEF7VJP5I7OUK5573 BRY2FR185 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y PHOENIX ARIZ INDL DEV AUTH 2057-11-15 3.750000 4385000.00 4299510.77 Other Instrument MUNI CALIFORNIA (STATE OF) 2034-04-01 7.500000 6400000.00 8543744.00 Other Instrument MUNI Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0094 12000000.00 12000000.00 0.0016 N Y Y N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 1.380 86565FLD2 549300MS3WYYVQ4HXM15 US86565FLD23 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2023-05-03 2023-05-03 N N N 0.0138 40001482.40 40001482.40 0.0053 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 1.330 85325VZR4 RILFO74KP1CM8P6PCT96 US85325VZR40 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2023-05-04 2023-05-04 N N N 0.0134 33997703.30 33997703.30 0.0045 N N N N DZ Bank AG Deutsche Zentral-Genossenschaftsbank DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.833 26821JF13 529900HNOAA1KXQJUQ27 US26821JF132 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0083 49998859.50 49998859.50 0.0066 N Y Y N DZ Bank AG Deutsche Zentral-Genossenschaftsbank DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.820 23344J4M4 US23344J4M49 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2022-06-07 N N N 0.0082 45000000.00 45000000.00 0.0060 N N Y N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 0.810 86564MKY3 5493006GGLR4BTEL8O61 US86564MKY39 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2022-06-07 N N N 0.0081 46000000.00 46000000.00 0.0061 N N Y N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 0.860 08224MF17 549300PGDCWK6DU9QM65 US08224MF176 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0086 76998182.03 76998182.03 0.0102 N Y Y N Commonwealth Bank of Australia Commonwealth Bank of Australia 1.230 20272AX84 MSFSBD3QN1GSN7Q6C537 US20272AX847 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2023-02-21 2023-02-21 N N N 0.0123 23249999.07 23249999.07 0.0031 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 0.800 ZBUT11V806EZRVTWT807 BRY2X6ES3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2058-12-15 3.170000 21383936.00 21420005.30 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 21000000.00 21000000.00 0.0028 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.810 MBNUM2BPBDO7JBLYG310 BRY2X6EB0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNRA CL133JS R12F133 2042-12-25 5.144300 2107789.00 73818.68 Agency Collateralized Mortgage Obligation FNRA CL128SL R12F128 2042-11-25 5.144300 100000.00 3124.71 Agency Collateralized Mortgage Obligation FNRA CL122LS R12F122 2042-11-25 5.094300 141164.00 4829.25 Agency Collateralized Mortgage Obligation FNRA CL084SI R15F084 2043-02-25 6.986700 12360298.00 991014.01 Agency Collateralized Mortgage Obligation Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 1000000.00 1000000.00 0.0001 N Y Y N Svenska Handelsbanken AB Svenska Handelsbanken AB 0.810 BRY2WVRF3 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 51400000.00 51400000.00 0.0068 N Y Y N Erste Group Bank AG Erste Group Bank AG 0.820 BRY2WVRD8 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0082 8000000.00 8000000.00 0.0011 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.780 254900BN8XS34XZDJ223 BRY2X6EY0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 2 1/2 BOND 46 2046-05-15 2.500000 57991000.00 51000008.46 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0078 50000000.00 50000000.00 0.0066 N Y Y N Swedbank AB Swedbank AB 0.820 BRY2WVQR8 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0082 150000000.00 150000000.00 0.0199 N Y Y N Nordea Bank Abp Nordea Bank Abp 0.810 529900ODI3047E2LIV03 BRY2WVQM9 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 25000000.00 25000000.00 0.0033 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV 0.830 BFXS5XCH7N0Y05NIXW11 BRY2WVR30 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0083 50000000.00 50000000.00 0.0066 N Y Y N Landesbank Hessen-Thueringen Girozentrale Landesbank Hessen-Thueringen Girozentrale 0.870 MK13839SGLMX6JEXRB54 BRY2X0EK3 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2022-06-07 N N N 0.0087 100000000.00 100000000.00 0.0133 N N Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.850 1VUV7VQFKUOQSJ21A208 BRY2SR3A4 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-02 2022-06-02 2022-06-02 N N N 0.0085 53000000.00 53000000.00 0.0070 N N Y N Landesbank Hessen-Thueringen Girozentrale Landesbank Hessen-Thueringen Girozentrale 0.870 MK13839SGLMX6JEXRB54 BRY2SQTF7 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0087 100000000.00 100000000.00 0.0133 N Y Y N Landesbank Hessen-Thueringen Girozentrale Landesbank Hessen-Thueringen Girozentrale 0.870 MK13839SGLMX6JEXRB54 BRY2R26T6 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0087 100000000.00 100000000.00 0.0133 N Y Y N ING Bank NV ING Bank NV 0.840 BRY2QWV30 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0084 200000000.00 200000000.00 0.0265 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.800 254900BN8XS34XZDJ223 BRY2X6DE5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF MA7135 M 2051-01-20 2.000000 67391459.00 51000000.33 Agency Mortgage-Backed Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 50000000.00 50000000.00 0.0066 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.970 VYVVCKR63DVZZN70PB21 BRY2SMD97 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 2022-06-01 0.000000 3403094.00 3383713.38 Money Market UDR INC P3CH2EG5X6Z1XWU1OO74 2022-07-07 0.000000 7127078.00 7116287.60 Money Market Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-02 2022-06-02 2022-06-02 N N N 0.0097 10000000.00 10000000.00 0.0013 N N Y N Bank of Montreal Bank of Montreal 0.900 NQQ6HPCNCCU6TUTQYE16 BRY2R6Z65 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA_21-96L 2051-06-20 0.749430 317055.00 277462.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2072-04-20 0.000000 420815.00 448731.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-11-20 2.500000 597819.00 370527.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-03-01 5.757000 1000000.00 35475.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-03-01 2.000000 2990057.00 2673168.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-07-01 1.815000 6000000.00 32676.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2057-05-15 3.350000 34975.00 35438.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2072-04-20 0.000000 940408.00 968548.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2042-04-01 3.000000 1240823.00 1203314.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2039-01-20 2.625000 3300000.00 11304.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-11-01 2.120000 16610742.00 14753871.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2052-06-01 3.500000 19331099.00 19092682.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2061-09-15 3.560000 50000.00 51207.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-05-01 4.000000 318029.00 321097.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2035-01-20 2.625000 500000.00 7528.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-11-01 3.000000 737892.00 693953.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-03-01 2.342000 1097000.00 26208.24 Agency Mortgage-Backed Securities GNMA_20-53D 2045-11-20 5.272710 16616034.00 1031996.79 Agency Collateralized Mortgage Obligation GNMA_21-23J 2051-02-20 4.000000 26951969.00 2716536.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2064-01-15 2.890000 25000.00 24147.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-05-01 3.345000 64417.00 1480.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2072-04-20 0.000000 381188.00 399903.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2039-08-20 1.625000 500000.00 5323.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-08-01 2.090000 3144000.00 34587.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-03-01 2.664000 10000000.00 163605.79 Agency Mortgage-Backed Securities GNMA_21-H13B 2071-07-20 1.169060 18256114.00 630872.69 Agency Collateralized Mortgage Obligation GNMA_21-H13C 2071-07-20 1.095790 74679076.00 2512127.38 Agency Collateralized Mortgage Obligation Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0090 47000000.00 47000000.00 0.0062 N Y Y N Natixis SA Natixis SA 1.010 549300L8G1E7ZHVEOG75 BRY2N4P81 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CHARTER COMMUNICATIONS OPER SR SEC NT3.85%61 2061-04-01 3.850000 65000.00 46957.08 Corporate Debt Securities OLYMPUS WTR US HLDG CORP SR SEC 144A NT28 2028-10-01 4.250000 200000.00 185456.67 Corporate Debt Securities CHESAPEAKE ENERGY CORP SR GLBL 144A 26 2026-02-01 5.500000 2000.00 2064.45 Corporate Debt Securities ARES XXXIR CLO LTD 2018-31 C 20300524 FLT 2030-05-24 3.406430 18081654.00 16869502.61 Asset-Backed Securities DISH DBS CORPORATION SR SEC GLBL 28 2028-12-01 5.750000 39000.00 32613.75 Corporate Debt Securities Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR NR 2022-06-01 2022-06-07 2022-06-07 Y NATIXIS SECURITIES AMERICAS LLC 1.0000 7 N Fitch - BR NR Moody's - BR A1 Standard & Poor's - BR NR N N 0.0101 16000000.00 16000000.00 0.0021 N N Y N Natixis SA Natixis SA 0.930 549300L8G1E7ZHVEOG75 BRY2N3MS2 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SOUTHERN CO GAS CAP SR GLBL NT 25 2025-11-15 3.875000 456000.00 460583.81 Corporate Debt Securities OWL ROCK CAP CORP II SR GLBL 144A 24 2024-11-26 4.625000 7000.00 6895.86 Corporate Debt Securities BOEING CO CR SEN SR GLBL30 2030-05-01 5.150000 93000.00 93068.97 Corporate Debt Securities ARCHER DANIELS MIDLAND CO SR DEB 4.535%42 2042-03-26 4.535000 14342000.00 14839498.08 Corporate Debt Securities SAMMONS FINANCIAL GROUP INC SR GLBL 144A 27 2027-05-12 4.450000 1403000.00 1400360.41 Corporate Debt Securities Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR NR 2022-06-01 2022-06-07 2022-06-07 Y NATIXIS SECURITIES AMERICAS LLC 1.0000 7 N Fitch - BR NR Moody's - BR A1 Standard & Poor's - BR NR N N 0.0093 16000000.00 16000000.00 0.0021 N N Y N BNP Paribas SA BNP Paribas SA 1.180 09660YGW1 R0MUWSFPU8MPRO8K5P83 US09660YGW12 Financial Company Commercial Paper Y Fitch - BR NA Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-10-24 2022-10-24 N N N 0.0118 44999999.10 44999999.10 0.0060 N N N N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.780 549300HN4UKV1E2R3U73 BRY2X6EC8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 1.375000 8232270.00 6068103.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-08-15 3.000000 20910105.00 20326789.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 15606045.00 14294023.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 3.125000 19276695.00 18902316.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 1.750000 26450700.00 20751948.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 10487415.00 9994447.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 2.750000 16105530.00 14799605.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-02-15 1.875000 19688310.00 15142112.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-05-15 5.000000 13586115.00 16998823.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2052-05-15 2.875000 16273605.00 15721832.15 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0078 150000000.00 150000000.00 0.0199 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.800 MBNUM2BPBDO7JBLYG310 BRY2X6F29 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 4.250000 2701151.00 3168431.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-02-15 4.375000 21872727.00 26313719.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-02-15 4.750000 187696.00 234138.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-05-15 4.500000 13577964.00 16405364.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-04-15 3.375000 93.00 198.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-02-15 3.500000 7339839.00 7938152.35 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 53000000.00 53000000.00 0.0070 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.750 254900BN8XS34XZDJ223 BRY2X6F45 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-04-15 3.875000 1785459.00 3936098.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.125000 12436541.00 15668895.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-05-15 1.625000 19744257.00 18009892.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 1.125000 8646975.00 7600908.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-31 2.750000 16643706.00 16617708.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-05-15 2.375000 50630301.00 44346757.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-04-30 2.875000 4311617.00 4347670.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 15623911.00 15324967.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-15 2.750000 21964175.00 22047103.94 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0075 145000000.00 145000000.00 0.0192 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 0.800 254900Y8NKGV541U8Q32 BRY2XW0B8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-30 1.750000 75592800.00 75001643.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-05-15 1.625000 27408200.00 25000623.20 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 100000000.00 100000000.00 0.0133 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 0.780 549300H47WTHXPU08X20 BRY2X6RQ3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N T Note 2.375 03/31/2029 2022-06-01 0.780000 37649500.00 36720009.14 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0078 36000000.00 36000000.00 0.0048 N Y Y N Bay Area Toll Authority Bay Area Toll Authority 0.620 072024KR2 5493001FUZGUQMIP5D78 US072024KR24 Variable Rate Demand Note Y Fitch - BR F1 Moody's - BR VMIG1 Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2047-04-01 Y MUFG BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0062 16200000.00 16200000.00 0.0021 N N Y N Nuveen California Quality Municipal Income Fund Nuveen California Quality Municipal Income Fund 0.550 67066Y865 549300ZT6V9X5U9BHR46 US67066Y8654 Investment Company Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2040-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 N Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0088 40800000.00 40800000.00 0.0054 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.000 ZBUT11V806EZRVTWT807 BRT7ER652 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y BX_21-LGCY 2023-10-15 1.104000 830000.00 772937.59 Private Label Collateralized Mortgage Obligations JPC_19-ICN 2034-01-05 1.510200 3380000.00 76849.38 Private Label Collateralized Mortgage Obligations JPMBB_14-C19 2047-04-15 0.257540 43233000.00 273648.21 Private Label Collateralized Mortgage Obligations JPMCC_21-HTL5 2038-11-15 0.019150 191600000.00 43207.84 Private Label Collateralized Mortgage Obligations CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_18-RPL9 2057-09-25 3.850000 260000.00 113772.99 Private Label Collateralized Mortgage Obligations JPMMT_14-2 2029-06-25 0.500000 858400.00 238.56 Private Label Collateralized Mortgage Obligations DBGS_18-C1 2051-10-15 0.195980 5694000.00 57089.41 Private Label Collateralized Mortgage Obligations JPMMT_20-INV2 2050-10-25 0.500000 22000000.00 94560.50 Private Label Collateralized Mortgage Obligations WFMBS_19-4 2049-09-27 0.018550 576481000.00 5090.06 Private Label Collateralized Mortgage Obligations WFMBS_20-2 2049-12-25 3.000000 852000.00 64126.68 Private Label Collateralized Mortgage Obligations JPMMT_16-3 2046-10-25 0.500000 5520990.00 7792.42 Private Label Collateralized Mortgage Obligations MELLO_21-INV2 2051-08-25 0.134480 18992000.00 111286.32 Private Label Collateralized Mortgage Obligations JPMMT_22-INV1 2022-06-01 0.000000 35168000.00 255032.40 Private Label Collateralized Mortgage Obligations BX_19-XL 2024-10-15 0.082560 141900000.00 12627.59 Private Label Collateralized Mortgage Obligations JPMMT_16-3 2046-10-25 3.280190 98900.00 80976.00 Private Label Collateralized Mortgage Obligations JPMMT_21-1 2051-06-26 0.500000 14999888.00 105761.33 Private Label Collateralized Mortgage Obligations JPMMT_21-11 2052-01-25 0.000000 30000000.00 484875.96 Private Label Collateralized Mortgage Obligations IHPT_18-STAY 2033-01-15 0.300150 108798400.00 15601.64 Private Label Collateralized Mortgage Obligations CHASE_19-ATR2 2049-08-25 0.085000 543682000.00 99525.11 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0100 2500000.00 2500000.00 0.0003 N Y Y N BNP Paribas SA BNP Paribas SA 0.920 R0MUWSFPU8MPRO8K5P83 BRT5BLP44 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y KENTUCKY UTILITIES COMPANY AGX0G2MXE54NFNNICD28 2040-11-01 5.125000 306000.00 320584.21 Corporate Debt Securities SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V. TAFO772JB70PDRN5VS48 2045-05-27 4.400000 374000.00 373478.89 Corporate Debt Securities PPL ELECTRIC UTILITIES CORPORATION 549300GCZLSGYEYPIR35 2048-06-15 4.150000 394000.00 381465.33 Corporate Debt Securities UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 2049-09-01 3.400000 415000.00 370702.90 Corporate Debt Securities INTEL CORP KNX4USFCNGPY45LOCE31 2060-02-15 3.100000 473000.00 364790.74 Corporate Debt Securities BURLINGTON NORTHERN SANTA FE LLC 2051-02-15 3.050000 600000.00 488646.33 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 2050-11-13 2.550000 712000.00 532636.52 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 2039-06-15 4.125000 765000.00 775052.74 Corporate Debt Securities HOME DEPOT INC QEKMOTMBBKA8I816DO57 2047-06-15 3.900000 850000.00 815654.33 Corporate Debt Securities MARS INC 54930073HKEO6GZBSS03 2050-07-16 2.450000 1000000.00 715667.50 Corporate Debt Securities MCDONALDS CORP UE2136O97NLB5BYP9H04 2028-04-01 3.800000 1000.00 1003.17 Corporate Debt Securities T-MOBILE USA INC 549300V2JRLO5DIFGE82 2030-04-15 3.875000 109000.00 105765.03 Corporate Debt Securities NXP BV 724500RKKW4NOJ9YQF60 2029-06-18 4.300000 200000.00 201826.00 Corporate Debt Securities LOUISVILLE GAS & ELEC CO KO3GRIB3RPH1XDX50U72 2040-11-15 5.125000 370000.00 381728.18 Corporate Debt Securities EAST OHIO GAS CO BC95Y6MXLT75BGO7UM71 2030-06-15 2.000000 427000.00 368480.60 Corporate Debt Securities SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 2044-03-15 4.450000 485000.00 452240.41 Corporate Debt Securities TOYOTA MTR CORP 5493006W3QUS5LMH6R84 2029-07-02 2.760000 500000.00 473441.67 Corporate Debt Securities AIR PRODUCTS AND CHEMICALS INC 7QEON6Y1RL5XR3R1W237 2050-05-15 2.800000 577000.00 451130.01 Corporate Debt Securities SALESFORCE INC RCGZFPDMRW58VJ54VR07 2041-07-15 2.700000 705000.00 574906.35 Corporate Debt Securities PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 2052-06-01 4.500000 1118000.00 1150779.76 Corporate Debt Securities AT&T INC 549300Z40J86GGSTL398 2037-03-01 5.250000 11000.00 12040.44 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2041-11-19 2.525000 195000.00 147426.17 Corporate Debt Securities BHP BILLITON FINANCE (USA) LTD 5493003NUVITP3TMY274 2042-02-24 4.125000 319000.00 312289.70 Corporate Debt Securities PFIZER INC 765LHXWGK1KXCLTFYQ30 2039-03-15 3.900000 375000.00 370632.50 Corporate Debt Securities CANADIAN NTL RAIL CO 3SU7BEP7TH9YEQOZCS77 2026-03-01 2.750000 400000.00 393826.00 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2041-04-22 3.109000 500000.00 417174.04 Corporate Debt Securities PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 2050-01-01 3.150000 550000.00 459802.75 Corporate Debt Securities DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 2043-07-15 4.900000 648000.00 674627.04 Corporate Debt Securities ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 2050-04-01 4.200000 716000.00 693446.00 Corporate Debt Securities ARCHER DANIELS MIDLAND CO 549300LO13MQ9HYSTR83 2051-09-15 2.700000 835000.00 657061.50 Corporate Debt Securities HOME DEPOT INC QEKMOTMBBKA8I816DO57 2051-09-15 2.750000 906000.00 704066.69 Corporate Debt Securities DEERE & CO PWFTNG3EI0Y73OXWDH08 2050-04-15 3.750000 2000.00 1908.56 Corporate Debt Securities HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 2050-06-01 2.800000 110000.00 90456.30 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP 353800V2V8PUY9TK3E06 2023-03-02 3.455000 390000.00 396462.90 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 2049-08-15 3.200000 406000.00 338604.90 Corporate Debt Securities WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 2032-03-15 4.279000 437000.00 414299.36 Corporate Debt Securities WW GRAINGER INC 549300TWZSP6O1IH2V34 2047-05-15 4.200000 500000.00 478018.33 Corporate Debt Securities HOME DEPOT INC QEKMOTMBBKA8I816DO57 2049-12-15 3.125000 535000.00 446831.85 Corporate Debt Securities INTEL CORP KNX4USFCNGPY45LOCE31 2047-12-08 3.734000 722000.00 663614.71 Corporate Debt Securities AMAZON.COM INC ZXTILKJKG63JELOEG630 2051-05-12 3.100000 847000.00 710409.49 Corporate Debt Securities CUMMINS INC ZUNI8PYC725B6H8JU438 2050-09-01 2.600000 954000.00 697889.16 Corporate Debt Securities NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 2032-07-15 2.600000 2986000.00 2619282.70 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0092 20000000.00 20000000.00 0.0027 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 0.970 7TK5RJIZDFROZCA6XF66 BRTC49TA6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y NEW YORK CITY TRANSITIONAL FIN AUTH 5493003476LG35QAKM08 2051-02-01 5.000000 210000.00 240437.40 Other Instrument MUNI CALIFORNIA (STATE OF) 2049-04-01 4.000000 8550000.00 8837128.00 Other Instrument MUNI NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY 549300Q2EHQ6RJPQKP05 2049-06-15 4.000000 9535000.00 9982138.53 Other Instrument MUNI LOS ANGELES CALIF DEPARTMENT OF WATER & POWER 549300S8NXV6YU61GG95 2051-07-01 5.000000 7595000.00 8885567.72 Other Instrument MUNI CALIFORNIA (STATE OF) 2041-10-01 4.000000 9355000.00 9833009.32 Other Instrument MUNI MARYLAND ST STAD AUTH 2047-06-01 4.000000 10000000.00 10151200.00 Other Instrument MUNI CALIFORNIA STATE PUBLIC WORKS BOARD 2047-05-01 4.000000 8550000.00 8810480.50 Other Instrument MUNI DALLAS AREA RAPID TRANSIT 75YWM81F2R6UQGJIEW47 2051-12-01 4.000000 10000000.00 10457300.00 Other Instrument MUNI IDAHO HOUSING AND FINANCE ASSOCIATION 5493002WM3NYB1LQB744 2047-08-15 5.000000 7500000.00 8778266.67 Other Instrument MUNI Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0097 71000000.00 71000000.00 0.0094 N Y Y N Antalis SA Antalis SA 0.852 03664BF76 549300G2LM2ZKZ0X4Y50 US03664BF767 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2022-06-07 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0085 24995916.75 24995916.75 0.0033 N N Y N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 0.852 2284K1F16 549300LXH4KLRKIKII81 US2284K1F163 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0085 44998950.15 44998950.15 0.0060 N Y Y N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 0.862 08224MF66 549300PGDCWK6DU9QM65 US08224MF663 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-06 2022-06-06 2022-06-06 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0086 19997166.60 19997166.60 0.0027 N N Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.940 CYYGQCGNHMHPSMRL3R97 BRTK3MYH9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y AT&T INC SR GLBL NT4.5%48 2048-03-09 4.500000 499000.00 487019.01 Corporate Debt Securities BP CAP MKTS P L C NT 2.5%22 2022-11-06 2.500000 145000.00 145363.39 Corporate Debt Securities ENTERGY LA LLC SR SEC GLBL BD24 2024-10-01 0.950000 3235000.00 3072516.73 Corporate Debt Securities ASTRAZENECA PLC SR GLBL NT3.5%23 2023-08-17 3.500000 292000.00 297660.10 Corporate Debt Securities COLUMBIA PIPELINE GROUP INC SR GLBL NT5.8%45 2045-06-01 5.800000 250000.00 275967.50 Corporate Debt Securities MERCK & CO INC SR GLBL NT3.4%29 2029-03-07 3.400000 872000.00 872622.03 Corporate Debt Securities NATWEST GROUP PLC SR GLBL COCO 30 2030-01-27 5.076000 6100000.00 6314378.40 Corporate Debt Securities NATIONWIDE BLDG SOC GLOBAL COV FR 3.9%072125 2025-07-21 3.900000 3584000.00 3656163.84 Corporate Debt Securities SKANDINAVISKA ENSKILDA BANKEN FR 0.65%090924 2024-09-09 0.650000 200000.00 189010.50 Corporate Debt Securities ACUITY BRANDS LIGHTING INC SR GLBL NT 30 2030-12-15 2.150000 1272000.00 1059987.99 Corporate Debt Securities BK OF AMERICA CORP SR GLBL NT 28 2028-12-20 3.419000 557000.00 542657.54 Corporate Debt Securities GILEAD SCIENCES INC SR GLBL NT2.5%23 2023-09-01 2.500000 419000.00 420231.86 Corporate Debt Securities RELX CAPITAL INC SR GLBL NT 4%29 2029-03-18 4.000000 310000.00 312027.74 Corporate Debt Securities WELLS FARGO & CO FR 4.1%060326 2026-06-03 4.100000 200000.00 204870.44 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0094 17000000.00 17000000.00 0.0023 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.020 CYYGQCGNHMHPSMRL3R97 BRTK3N6N5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y ALEXANDRIA REAL EST EQ INC MGCJBT4MKTQBVLNUIS88 2052-03-15 3.550000 20000.00 16336.08 Corporate Debt Securities KINDER MORGAN INC 549300WR7IX8XE0TBO16 2028-03-01 4.300000 76000.00 77127.84 Corporate Debt Securities NORTHERN STATES POWER COMPANY (MINNESOTA) 3S1GHB0TEH85KX44SB51 2050-03-01 2.900000 184000.00 147350.88 Corporate Debt Securities ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 2026-02-15 3.700000 327000.00 330297.61 Corporate Debt Securities NISSAN MTR CO LTD 353800DRBDH1LUTNAY26 2023-09-15 3.043000 950000.00 948736.10 Corporate Debt Securities QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 2026-06-01 3.450000 60000.00 60720.00 Corporate Debt Securities ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 2028-03-15 4.500000 200000.00 202599.00 Corporate Debt Securities MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 2032-06-23 2.691000 250000.00 213558.94 Corporate Debt Securities ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 2048-08-17 4.375000 484000.00 505541.56 Corporate Debt Securities BARCLAYS PLC 213800LBQA1Y9L22JB70 2024-05-16 4.338000 1459000.00 1476183.37 Corporate Debt Securities TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2024-03-11 3.250000 85000.00 86015.09 Corporate Debt Securities AERCAP IRELAND CAPITAL DAC 549300TI38531ODB1G63 2026-10-29 2.450000 195000.00 175448.87 Corporate Debt Securities HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 2027-03-01 1.100000 220000.00 200195.60 Corporate Debt Securities NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 2027-02-14 2.000000 314000.00 299595.08 Corporate Debt Securities NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 2028-08-01 3.800000 500000.00 501448.33 Corporate Debt Securities DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 2045-06-15 5.000000 7000.00 7134.37 Corporate Debt Securities PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 2029-10-01 2.850000 62000.00 57844.14 Corporate Debt Securities AT&T INC 549300Z40J86GGSTL398 2047-02-15 5.650000 124000.00 140016.60 Corporate Debt Securities AERCAP IRELAND CAPITAL DAC 549300TI38531ODB1G63 2041-10-29 3.850000 197000.00 154550.88 Corporate Debt Securities ALPHABET INC 5493006MHB84DD0ZWV18 2060-08-15 2.250000 247000.00 174837.72 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0102 5500000.00 5500000.00 0.0007 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.170 ZBUT11V806EZRVTWT807 BRW2XJPL0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TERRAFORM GLOBAL OPERATING LP 549300LC7QMVR79H5O86 2026-03-01 6.125000 9000.00 8957.81 Corporate Debt Securities NORDSTROM INC 549300S3IZB5P35KNV16 2038-01-15 7.000000 62000.00 58771.32 Corporate Debt Securities PARKLAND FUEL CORP 2030-05-01 4.625000 87000.00 76460.31 Corporate Debt Securities UWM_21-INV2 2051-09-25 3.259790 285000.00 247081.17 Private Label Collateralized Mortgage Obligations OBX_20-INV1 2049-12-27 1.905710 1000000.00 193720.51 Private Label Collateralized Mortgage Obligations EQM MIDSTREAM PARTNERS LP 549300NELT611CL6XM83 2029-01-15 4.500000 4526000.00 4139479.60 Corporate Debt Securities AHT1_18-KEYS 2035-05-15 3.624710 11080000.00 10541712.67 Private Label Collateralized Mortgage Obligations COMM MORTGAGE TRUST COMM_15-CR25 2048-08-10 0.816190 82770000.00 1521133.34 Private Label Collateralized Mortgage Obligations PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 2057-02-28 6.250000 71000.00 67516.90 Corporate Debt Securities BANC OF AMERICA MERRILL LYNCH BA 2033-04-14 3.490000 140000.00 135137.57 Private Label Collateralized Mortgage Obligations JPMMT_14-IVR6 2044-08-25 2.403060 900000.00 805313.17 Private Label Collateralized Mortgage Obligations EQT CORP 4NT01YGM4X7ZX86ISY52 2030-02-01 7.500000 1392000.00 1583288.64 Corporate Debt Securities MORGAN STANLEY CAPITAL I TRUST MSC_18-BOP 2033-08-15 1.724710 2825000.00 2261002.80 Private Label Collateralized Mortgage Obligations KEYCORP CAP I 2028-07-01 1.706860 30000.00 28254.44 Corporate Debt Securities UWM_21-INV3 2051-11-25 2.500000 800360.00 634550.49 Private Label Collateralized Mortgage Obligations BENCHMARK MORTGAGE TRUST BMARK_21-B26 2054-06-15 2.391000 1136000.00 1043967.53 Private Label Collateralized Mortgage Obligations DTAOT_19-3A 2025-04-15 2.960000 2100000.00 2094562.17 Asset-Backed Securities T-MOBILE USA INC 549300V2JRLO5DIFGE82 2026-02-15 2.250000 4367000.00 4133911.38 Corporate Debt Securities CHARTER COMMUNICATIONS OPERATING 549300TPZNMN50BJ3745 2055-10-23 6.834000 8019000.00 8578434.84 Corporate Debt Securities WELLS FARGO COMMERCIAL MORTGAGE 2050-09-15 1.082170 15656368.00 619315.16 Private Label Collateralized Mortgage Obligations AIR CANADA PASS THROUGH CERTIFICATES SERIES 2017-1 2031-07-15 3.300000 26000.00 20295.82 Corporate Debt Securities JBS USA LUX SA P77IMDGVZE8EFBTF2M92 2031-12-01 3.750000 64000.00 56553.33 Corporate Debt Securities JPMMT_16-2 2046-06-25 2.461630 128500.00 93629.55 Private Label Collateralized Mortgage Obligations ACAR_21-1 2027-11-15 4.010000 2050000.00 1998016.10 Asset-Backed Securities WFCM_19-C54 2052-12-15 1.365150 3450000.00 290606.00 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES CORPORATION II GSMS_12-GCJ9 2045-11-10 1.885120 5799910.00 9148.53 Private Label Collateralized Mortgage Obligations HAWT_21-INV3 2051-01-12 0.000000 14141840.00 12663940.48 Private Label Collateralized Mortgage Obligations JP MORGAN MORTGAGE TRUST JPMMT_18-4 2048-10-26 0.218940 347490000.00 106100.99 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-07 2022-06-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0117 50000000.00 50000000.00 0.0066 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.120 ZBUT11V806EZRVTWT807 BRW4JJTB0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CVR ENERGY INC SR GLBL 144A 25 2025-02-15 5.250000 2044000.00 2025948.07 Corporate Debt Securities GILEAD SCIENCES INC SR GLBL NT3.5%25 2025-02-01 3.500000 291000.00 294362.99 Corporate Debt Securities MERCK & CO INC VR 021803-021843 2043-02-18 1.005000 2967000.00 2953360.45 Corporate Debt Securities HUNT J B TRANS SVCS INC SR NT 3.85%24 2024-03-15 3.850000 5000.00 5094.14 Corporate Debt Securities SEAGATE HDD CAYMAN SR GLBL NT 31 2031-07-15 3.375000 5775000.00 5043711.75 Corporate Debt Securities WELLS FARGO & CO FR 3.75%012424 2024-01-24 3.750000 92000.00 94505.08 Corporate Debt Securities SEALED AIR CORPORATION SR REGS NT 22 2022-12-01 4.875000 364000.00 373278.21 Corporate Debt Securities ATHENE GLOBAL FUNDING SR 144A NT 28 2028-08-19 1.985000 319000.00 272538.98 Corporate Debt Securities CLEVELAND-CLIFFS INC NEW SR SEC GLBL 26 2026-03-15 6.750000 563000.00 593542.75 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL -R NT 26 2026-06-15 3.125000 866000.00 854135.56 Corporate Debt Securities VENTAS RLTY LTD PARTNERSHIP SR GLBL NT 26 2026-01-15 4.125000 35000.00 35764.52 Corporate Debt Securities DIGICEL HLDGS BERMUDA LTD / D SR SEC GLBL 24 2024-05-25 8.750000 349702.00 336114.62 Corporate Debt Securities AMGEN INC SR GLBL NT 24 2024-05-22 3.625000 318000.00 322266.37 Corporate Debt Securities CISCO SYS INC SR GLBL NT5.9%39 2039-02-15 5.900000 239000.00 286881.79 Corporate Debt Securities VENTURE GLOBAL CALCASIEU PASS SR SEC 144A NT29 2029-08-15 3.875000 79161000.00 75343042.98 Corporate Debt Securities GRUPO AVAL LTD SR GLBL REGS 30 2030-02-04 4.375000 1475000.00 1224393.40 Corporate Debt Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-07 2022-06-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0112 82000000.00 82000000.00 0.0109 N N Y N United States International Development Finance Corp. Variable Rate Notes United States International Development Finance Corp. Variable Rate Notes 1.032 90376PAU5 254900QI8QTIK0FY6E92 US90376PAU57 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR AA+ 2022-06-07 2022-06-07 2030-03-15 Y US INTERNATIONAL DEVELOPMENT FINANCE CORP 1.0000 7 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR Y UNITED STATES OF AMERICA 1.0000 Fitch - BR F1+ Moody's - BR Govt Standard & Poor's - BR A-1+ N 0.0103 5500000.00 5500000.00 0.0007 N N Y N Barclays Bank plc Barclays Bank plc 0.920 G5GSEF7VJP5I7OUK5573 BRW767N78 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y AT&T INC 549300Z40J86GGSTL398 2048-03-09 4.500000 3671000.00 3582859.29 Corporate Debt Securities AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 2033-05-26 4.989000 11880000.00 12385053.45 Corporate Debt Securities WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 2024-03-15 3.528000 12300000.00 12334661.40 Corporate Debt Securities HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 2034-11-01 5.875000 11191000.00 12200157.75 Corporate Debt Securities LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 2026-03-24 4.650000 12050000.00 12220678.21 Corporate Debt Securities NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 2026-09-14 4.000000 12500000.00 12298430.56 Corporate Debt Securities INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 2052-06-15 4.950000 2734000.00 2871192.12 Corporate Debt Securities NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 2044-05-06 4.400000 11874000.00 12381679.47 Corporate Debt Securities WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 2024-03-15 3.428000 12100000.00 12126219.36 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0092 88000000.00 88000000.00 0.0117 N Y Y N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 1.240 60700HEL9 US60700HEL96 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-08-29 2022-08-29 2031-03-01 Y MIZUHO BANK LTD 1.0000 90 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 19890000.00 19890000.00 0.0026 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 1.200 62630WEL7 US62630WEL72 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-07-05 2022-07-05 2030-09-01 Y BARCLAYS BANK PLC 1.0000 35 Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 20740000.00 20740000.00 0.0028 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 1.070 60700HFG9 US60700HFG92 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2049-11-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 31095000.00 31095000.00 0.0041 N N Y N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 1.070 60700HFE4 US60700HFE45 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2038-10-15 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 3155000.00 3155000.00 0.0004 N N Y N Taxable Series 2020-XF2907, Tender Option Bond Trust Receipts/Certificates Taxable Series 2020-XF2907, Tender Option Bond Trust Receipts/Certificates 1.070 88034W6F6 US88034W6F63 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2023-09-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 53910000.00 53910000.00 0.0072 N N Y N Taxable Series 2020-XF2908, Tender Option Bond Trust Receipts/Certificates Taxable Series 2020-XF2908, Tender Option Bond Trust Receipts/Certificates 1.070 88034W6K5 US88034W6K58 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2023-09-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 34590000.00 34590000.00 0.0046 N N Y N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 1.060 62630WET0 US62630WET09 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2030-09-01 Y BARCLAYS BANK PLC 1.0000 7 Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 3000000.00 3000000.00 0.0004 N N Y N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 1.230 60700HFU8 US60700HFU86 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-08-29 2022-08-29 2050-10-01 Y MIZUHO BANK LTD 1.0000 90 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 4727084.00 4727084.00 0.0006 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 1.090 60700HGH6 US60700HGH66 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-07-05 2022-07-05 2025-12-01 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 3915000.00 3915000.00 0.0005 N N N N San Francisco California Bay Area Rapid Transit District, Tender Option Bond Trust Receipts/Certificates San Francisco California Bay Area Rapid Transit District, Tender Option Bond Trust Receipts/Certificates 1.070 88034XTR3 US88034XTR34 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2039-01-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 86515000.00 86515000.00 0.0115 N N Y N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 1.200 62630WFM4 US62630WFM47 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-07-05 2022-07-05 2031-02-01 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 43710000.00 43710000.00 0.0058 N N N N Bank of America Securities, Inc. Bank of America Securities, Inc. 1.140 549300HN4UKV1E2R3U73 BRWHFRU25 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PERU (REPUBLIC OF) 254900STKLK2DBJJZ530 2027-08-25 4.125000 99000.00 99732.15 Corporate Debt Securities PERU (REPUBLIC OF) 254900STKLK2DBJJZ530 2032-12-01 1.862000 127000.00 102291.93 Corporate Debt Securities HUNGARY (GOVERNMENT) 5299003F3UFKGCCMAP43 2031-09-22 2.125000 200000.00 161980.78 Corporate Debt Securities HUNGARY (GOVERNMENT) 5299003F3UFKGCCMAP43 2023-02-21 5.375000 202000.00 207947.13 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2030-04-16 3.250000 260000.00 240269.18 Corporate Debt Securities PERU (REPUBLIC OF) 254900STKLK2DBJJZ530 2041-03-11 3.300000 431000.00 352507.00 Corporate Debt Securities INDONESIA (REPUBLIC OF) 529900FWX0GRR7WG5W79 2070-04-15 4.450000 565000.00 515066.71 Corporate Debt Securities PERU (REPUBLIC OF) 254900STKLK2DBJJZ530 2034-01-15 3.000000 4200000.00 3716300.00 Corporate Debt Securities SPARC EM SPC 549300O63S5PUZ7RKX82 2022-12-05 0.000000 9077000.00 1106062.27 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2022-09-24 8.000000 100000.00 103175.67 Corporate Debt Securities INDONESIA (REPUBLIC OF) 529900FWX0GRR7WG5W79 2038-01-17 7.750000 150000.00 189790.79 Corporate Debt Securities URUGUAY (ORIENTAL REPUBLIC OF) 549300RDR012H2V82H43 2036-03-21 7.625000 193508.00 253095.81 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2051-04-27 5.000000 253000.00 231963.89 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2034-09-27 6.750000 398000.00 462564.56 Corporate Debt Securities CHILE (REPUBLIC OF) 549300FLZTJM5YJF8D34 2026-01-21 3.125000 550000.00 548904.35 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2032-04-27 4.750000 1740000.00 1764088.85 Corporate Debt Securities CHILE (REPUBLIC OF) 549300FLZTJM5YJF8D34 2028-02-06 3.240000 1941000.00 1895910.57 Corporate Debt Securities INDONESIA (REPUBLIC OF) 529900FWX0GRR7WG5W79 2035-10-12 8.500000 100000.00 133442.33 Corporate Debt Securities PERU (REPUBLIC OF) 254900STKLK2DBJJZ530 2033-11-21 8.750000 141000.00 186982.57 Corporate Debt Securities PERU (REPUBLIC OF) 254900STKLK2DBJJZ530 2031-01-23 2.783000 168000.00 150289.07 Corporate Debt Securities CHILE (REPUBLIC OF) 549300FLZTJM5YJF8D34 2042-10-30 3.625000 200000.00 170748.17 Corporate Debt Securities KAZAKHSTAN (REPUBLIC OF) 5493007OEK8EF02UO833 2025-07-21 5.125000 200000.00 212936.92 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2029-04-22 4.500000 474000.00 479351.46 Corporate Debt Securities PERTAMINA PERSERO PT 254900NDAKGNZ2IBBL45 2029-07-30 3.650000 1500000.00 1436185.00 Corporate Debt Securities CHILE (REPUBLIC OF) 549300FLZTJM5YJF8D34 2052-01-31 4.000000 1885000.00 1681595.93 Corporate Debt Securities CHILE (REPUBLIC OF) 549300FLZTJM5YJF8D34 2033-07-27 2.550000 3557000.00 3077560.86 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2027-03-28 4.150000 8525000.00 8680642.82 Corporate Debt Securities ROMANIA (REPUBLIC OF) 315700IASY927EDWBK92 2051-02-14 4.000000 150000.00 118021.17 Corporate Debt Securities INDONESIA (REPUBLIC OF) 529900FWX0GRR7WG5W79 2035-10-12 8.500000 200000.00 266884.67 Corporate Debt Securities INDONESIA (REPUBLIC OF) 529900FWX0GRR7WG5W79 2049-10-30 3.700000 200000.00 170210.67 Corporate Debt Securities ROMANIA (REPUBLIC OF) 315700IASY927EDWBK92 2023-08-22 4.375000 250000.00 254227.43 Corporate Debt Securities PERU (REPUBLIC OF) 254900STKLK2DBJJZ530 2025-07-21 7.350000 315000.00 353224.46 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2052-02-12 4.400000 1824000.00 1534348.80 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2031-05-24 2.659000 2253000.00 1950113.81 Corporate Debt Securities GSMBS_22-PJ1 2052-05-25 0.949000 7593451.00 6955739.06 Private Label Collateralized Mortgage Obligations NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_22-INV1 2052-03-25 3.000000 12061647.00 10970921.59 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-06-01 2022-07-05 2022-07-05 Y BOFA SECURITIES INC 1.0000 35 N Fitch - BR AA Moody's - BR NR Standard & Poor's - BR A+ N N 0.0114 48000000.00 48000000.00 0.0064 N N N Y Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 1.090 60700HGX1 US60700HGX17 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-07-05 2022-07-05 2041-02-15 Y MIZUHO CAPITAL MARKETS LLC 1.0000 35 Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N N 0.0079 34619749.00 34619749.00 0.0046 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 1.090 60700HHK8 US60700HHK86 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-07-05 2022-07-05 2056-11-01 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 500000.00 500000.00 0.0001 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 1.060 62630WAS6 US62630WAS61 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2047-06-01 Y TXBL MUNI FUNDING TRUST VARIOUS STATES 1.0000 7 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N N 0.0079 8925000.00 8925000.00 0.0012 N N Y N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 1.090 60700HHM4 US60700HHM43 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-07-05 2022-07-05 2056-06-15 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 2750000.00 2750000.00 0.0004 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 1.090 60700HHP7 US60700HHP73 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-01 2022-07-05 2022-12-17 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 2340000.00 2340000.00 0.0003 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 1.090 60700HHR3 US60700HHR30 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-07-05 2022-07-05 2056-06-15 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 10870000.00 10870000.00 0.0014 N N N N Barclays Capital, Inc. Barclays Capital, Inc. 1.050 AC28XWWI3WIBK2824319 BRWL2H6D5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FHMS_K159 2033-11-25 0.000000 11392539.00 3109440.76 Agency Collateralized Mortgage Obligation FHMS_K734 2046-02-25 2.170240 37203000.00 2788421.90 Agency Collateralized Mortgage Obligation FHMS_K054 2043-04-25 1.599310 54705000.00 2849132.36 Agency Collateralized Mortgage Obligation FHLMC_KHG2 2030-02-25 0.303460 196655545.00 3699263.85 Agency Collateralized Mortgage Obligation FHMS_K-126 2049-01-25 2.628500 15000000.00 2674026.29 Agency Collateralized Mortgage Obligation FREMF_K-082 2028-10-25 2.213240 23425000.00 2739023.52 Agency Collateralized Mortgage Obligation FHMS_K062 2045-01-25 2.078210 41165000.00 3404174.32 Agency Collateralized Mortgage Obligation FHMS_15-K048 2043-08-25 1.492070 67088000.00 2846167.37 Agency Collateralized Mortgage Obligation FHMS-K144 2032-05-25 3.324180 1762475.00 420031.54 Agency Collateralized Mortgage Obligation NESTLE FINANCE INTERNATIONAL LTD 0KLLMNHINTFDRMU6DI05 2022-07-29 0.000000 12205685.00 12187962.35 Money Market FHMS_K133 2031-10-25 2.791930 16514882.00 3315884.63 Agency Collateralized Mortgage Obligation FHLMC_KW03 2030-08-25 3.047690 24990400.00 3351681.06 Private Label Collateralized Mortgage Obligations FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K131 2031-07-25 0.937620 41935000.00 3041182.64 Agency Collateralized Mortgage Obligation FHLMC_K-1512 2037-10-25 3.157130 9634407.00 2669394.96 Agency Collateralized Mortgage Obligation FHLKC_05 2027-06-25 1.203900 14417291.00 547033.40 Agency Collateralized Mortgage Obligation FREMF_18-KW06 2031-06-25 3.175810 22000000.00 3563219.11 Agency Collateralized Mortgage Obligation FHMS_K725 2024-05-25 2.080450 82697895.00 2707505.10 Agency Mortgage-Backed Securities Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2022-06-01 2022-07-05 2022-07-05 Y BARCLAYS CAPITAL INC 1.0000 35 N Fitch - BR A+ Moody's - BR NR Standard & Poor's - BR A N N 0.0105 51000000.00 51000000.00 0.0068 N N N Y Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 1.200 62630WGF8 US62630WGF86 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-07-05 2022-07-05 2054-11-15 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 12285000.00 12285000.00 0.0016 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 1.060 62630WFX0 US62630WFX02 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2041-05-01 Y BARCLAYS BANK PLC 1.0000 7 Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 57030000.00 57030000.00 0.0076 N N Y N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 1.200 62630WFV4 US62630WFV46 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-07-05 2022-07-05 2056-05-15 Y BARCLAYS BANK PLC 1.0000 35 Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 26600000.00 26600000.00 0.0035 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.633 13606CSQ8 549300H8L46OOZOFHU82 US13606CSQ86 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2022-06-07 N N N 0.0051 30003795.30 30003795.30 0.0040 N N Y N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.633 06367CEX1 NQQ6HPCNCCU6TUTQYE16 US06367CEX11 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-06 2022-06-06 2022-06-06 N N N 0.0181 29999288.70 29999288.70 0.0040 N N Y N Citibank NA Citibank NA 0.160 17305TY30 E57ODZWZ7FF32TWEFA76 US17305TY301 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-06 2022-06-06 2022-06-06 N N N 0.0078 34996386.25 34996386.25 0.0046 N N Y N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 0.940 06417MQF5 L3I9ZG2KFGXZ61BMYR72 US06417MQF58 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-07-08 2022-07-08 N N N 0.0098 24998893.25 24998893.25 0.0033 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.825 17327BF34 MBNUM2BPBDO7JBLYG310 US17327BF344 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-03 2022-06-03 2022-06-03 N N N 0.0083 29997965.10 29997965.10 0.0040 N N Y N Natixis SA, New York Natixis SA, New York 0.950 63873QQA5 2549003L5ZG5M2ZSE107 US63873QQA57 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-07-07 2022-07-07 N N N 0.0098 54998355.50 54998355.50 0.0073 N N N N TD Securities USA LLC TD Securities USA LLC 0.900 SUVUFHICNZMP2WKHG940 BRWPU4NG8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 2023-03-15 6.000000 22483000.00 23000933.38 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0090 20000000.00 20000000.00 0.0027 N Y Y N Alpine Securitization Ltd. Alpine Securitization Ltd. 0.260 02089XPK7 US02089XPK71 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-07-08 2022-07-08 2022-07-08 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0106 24978910.00 24978910.00 0.0033 N N N N Goldman Sachs Bank Goldman Sachs Bank 0.950 40054PFX8 KD3XUN7C6T14HNAYLU02 US40054PFX87 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-07-26 2022-07-26 N N N 0.0106 16997100.31 16997100.31 0.0023 N N N N Taxable Series 2021-XMT0949, Tender Option Bond Trust Receipts/Certificates Taxable Series 2021-XMT0949, Tender Option Bond Trust Receipts/Certificates 0.970 88034YFK1 US88034YFK10 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2035-07-01 Y ROYAL BANK OF CANADA 1.0000 7 Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N N 0.0079 5215000.00 5215000.00 0.0007 N N Y N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 0.950 86565C3V9 549300MS3WYYVQ4HXM15 US86565C3V97 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-22 2022-06-22 N N N 0.0094 31250148.44 31250148.44 0.0041 N N N N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 0.240 N4JDFKKH2FTD8RKFXO39 XS2369032573 BRWPZKPA8 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-07-22 2022-07-22 2022-07-22 N N N 0.0024 26946561.60 26946561.60 0.0036 N N N N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.870 1VUV7VQFKUOQSJ21A208 BRWRNDEA5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N KFW 549300GDPG70E3MBBU98 2024-11-20 2.500000 39000.00 38844.93 Corporate Debt Securities UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 2029-09-06 2.125000 121000.00 109628.10 Corporate Debt Securities SANDS CHINA LTD 549300EVO6UZDGY05787 2027-03-08 2.550000 485000.00 384512.04 Corporate Debt Securities PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 2027-08-17 3.125000 700000.00 680076.44 Corporate Debt Securities AADVANTAGE LOYALTY IP LTD 2026-04-20 5.500000 800000.00 801848.89 Corporate Debt Securities UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 2026-11-01 8.000000 3000000.00 3123320.00 Corporate Debt Securities STARBUCKS CORP OQSJ1DU9TAOC51A47K68 2025-08-15 3.800000 4802000.00 4911480.26 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 2022-09-11 1.625000 5800000.00 5832226.25 Corporate Debt Securities ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 2027-07-26 3.550000 10000000.00 9704263.89 Corporate Debt Securities STATE GRID OVERSEAS INVESTMENT 2013 LTD 529900GBH9XYPD4XZZ70 2023-05-22 3.125000 14847000.00 14897842.73 Corporate Debt Securities URUGUAY (ORIENTAL REPUBLIC OF) 549300RDR012H2V82H43 2033-01-15 7.875000 182.00 237.87 Corporate Debt Securities UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST 2027-10-15 5.875000 8000.00 6941.11 Corporate Debt Securities JPMORGAN CHASE COMMERCIAL MORTGA 2049-08-15 3.459500 25072.00 23362.94 Private Label Collateralized Mortgage Obligations CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 2029-04-15 6.750000 111000.00 117408.59 Corporate Debt Securities AMAZON.COM INC ZXTILKJKG63JELOEG630 2024-05-12 0.450000 720000.00 690939.00 Corporate Debt Securities AADVANTAGE LOYALTY IP LTD 2029-04-20 5.750000 899972.00 871144.90 Corporate Debt Securities FIRST STUDENT BIDCO INC 2549006DRO2F06AA1391 2029-07-31 4.000000 1760000.00 1579993.07 Corporate Debt Securities COMSTOCK RES INC I03QQGEA4SS774AURI46 2029-03-01 6.750000 2719000.00 2751288.13 Corporate Debt Securities DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 2029-10-24 2.375000 4076000.00 3732193.36 Corporate Debt Securities HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 2026-03-08 4.300000 12281000.00 12495105.59 Corporate Debt Securities MUFG BANK LTD C3GTMMZIHMY46P4OIX74 2024-09-08 3.250000 53000000.00 53333517.22 Corporate Debt Securities GLENCOVE FUNDING LLC 549300XUUQZO7I38ZR06 2022-08-26 0.000000 95.00 94.64 Money Market SYDNEY AIRPORT FINANCE CO PTY LTD 549300MJAANHLHOVTO40 2026-04-28 3.625000 2000.00 1969.18 Corporate Debt Securities PERU (REPUBLIC OF) 254900STKLK2DBJJZ530 2031-01-23 2.783000 17000.00 15207.82 Corporate Debt Securities PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 2026-01-01 3.150000 50000.00 47762.25 Corporate Debt Securities IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 2028-07-15 5.000000 275000.00 267871.69 Corporate Debt Securities COMPAGNIE GENERALE DE GEOPHYSIQUE-VERITAS 969500FCVQ5SLAAUJV59 2027-04-01 8.750000 500000.00 482968.75 Corporate Debt Securities TWDC ENTERPRISES 18 CORP 7260JQNI6SCF9FIV2392 2027-06-15 2.950000 1277000.00 1258819.07 Corporate Debt Securities TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 2049-12-31 5.125000 2253000.00 2023108.26 Corporate Debt Securities CROWN POINT CAPITAL COMPANY LLC 549300LXH4KLRKIKII81 2022-06-01 0.000000 3398397.00 3396894.91 Money Market PFIZER INC 765LHXWGK1KXCLTFYQ30 2028-09-15 3.600000 5000000.00 5109550.00 Corporate Debt Securities BOEING CO RVHJWBXLJ1RFUBSY1F30 2025-05-01 4.875000 6256000.00 6343224.28 Corporate Debt Securities TELECOM ITALIA CAPITAL SA 549300777DJZOR5C4L39 2034-09-30 6.000000 1000.00 820.00 Corporate Debt Securities AMERICAN AIRLINES 2019-1 PASS THROUGH TRUST 2033-08-15 3.150000 12000.00 9712.66 Corporate Debt Securities CCO HOLDINGS LLC 2030-03-01 4.750000 413000.00 384798.30 Corporate Debt Securities KIA CORP 988400V8MJK9N7OI5X76 2026-10-16 1.750000 500000.00 459154.44 Corporate Debt Securities PERU LNG SRL 254900F70J1LOALV5K70 2030-03-22 5.375000 797000.00 705944.96 Corporate Debt Securities SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 2049-12-31 7.375000 1100000.00 1118075.44 Corporate Debt Securities CENTENE CORP 549300Z7JJ4TQSQGT333 2029-12-15 4.625000 2116000.00 2134718.96 Corporate Debt Securities MIZUHO BANK LTD RB0PEZSDGCO3JS6CEU02 2024-09-25 3.600000 5530000.00 5591383.00 Corporate Debt Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-31 2.625000 8136500.00 8094515.66 U.S. Treasuries (including strips) WALT DISNEY CO 549300GZKULIZ0WOW665 2026-01-13 1.750000 12603000.00 12062814.41 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-07 2022-06-07 Y CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1.0000 7 N Fitch - BR A+ Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0087 157000000.00 157000000.00 0.0208 N N Y N Barclays Bank plc Barclays Bank plc 1.040 G5GSEF7VJP5I7OUK5573 BRWRJSTR4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y SYLVAMO CORP 5493001AOYU1ZOWOC971 2029-09-01 7.000000 22759000.00 22249198.40 Corporate Debt Securities TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 2027-02-01 8.000000 3819000.00 3051321.59 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0104 22000000.00 22000000.00 0.0029 N Y Y N UBS AG UBS AG 1.453 90351XHJ5 BFM8T61CT2L1QCEMIK50 US90351XHJ54 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-08-18 2022-08-18 2022-08-18 N N N 0.0145 24921603.50 24921603.50 0.0033 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 0.930 89236TJL0 Z2VZBHUMB7PWWJ63I008 US89236TJL08 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ 2022-06-01 2022-08-15 2022-08-15 N N N 0.0124 32391160.90 32391160.90 0.0043 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 0.970 85325VP38 RILFO74KP1CM8P6PCT96 US85325VP383 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-09-02 2022-09-02 N N N 0.0109 22992506.14 22992506.14 0.0031 N N N N Natixis SA, New York Natixis SA, New York 0.950 63873QQK3 2549003L5ZG5M2ZSE107 US63873QQK30 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-08-05 2022-08-05 N N N 0.0108 29993076.00 29993076.00 0.0040 N N N N Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC 1.390 1V8Y6QCX6YMJ2OELII46 BRWSX23H3 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N RNHE_05-4 2036-02-25 6.066000 264773.00 216699.49 Asset-Backed Securities MAPS LTD MAPSL_18-1A 2043-05-15 5.193000 545000.00 285924.53 Asset-Backed Securities CHASEFLEX TRUST CFLX_07-1 2037-02-25 6.000000 1499990.00 212811.39 Private Label Collateralized Mortgage Obligations BARCLO_152A 2030-10-20 2.652710 2500000.00 2414877.85 Asset-Backed Securities SRFC_21-1A 2037-11-20 1.790000 2900000.00 1417005.92 Asset-Backed Securities NAVIENT STUDENT LOAN TRUST NAVSL_20-HA 2069-01-15 1.310000 3595000.00 1574013.20 Asset-Backed Securities SNDPT_14-2RA 2031-10-20 9.072710 3950000.00 2798270.09 Asset-Backed Securities PRFTSC_26 2037-09-22 1.386000 7125000.00 5007625.71 Asset-Backed Securities UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 2025-05-01 9.500000 30000.00 31441.70 Corporate Debt Securities JPALT_08-R3 2037-05-26 5.839580 399998.00 82552.43 Private Label Collateralized Mortgage Obligations EATON_19-1A-R 2031-04-15 2.144290 1292000.00 1264092.70 Asset-Backed Securities RSRVA_16-3A 2034-01-18 2.844290 1500000.00 1397516.02 Asset-Backed Securities SYMPHONY CLO LTD SYMP_14-14A 2026-07-14 6.038430 2100000.00 1742125.36 Asset-Backed Securities ZAIS CLO 3 LTD ZCLO_15-3A 2031-07-15 4.774290 3500000.00 2891351.69 Asset-Backed Securities ALTICE FRANCE SA (FRANCE) 5493001ZMCICV4N02J21 2029-07-15 5.125000 3902000.00 3429492.19 Corporate Debt Securities NCC_20-1R 2035-01-15 9.254290 5000000.00 4289274.63 Asset-Backed Securities OCT30_17-1AR 2030-03-17 3.012710 21425000.00 20587949.72 Asset-Backed Securities GPM_06-AR6 2046-10-25 1.455710 66664960.00 2872920.79 Private Label Collateralized Mortgage Obligations SYMP_32 2035-02-03 0.000000 1000000.00 993021.09 Asset-Backed Securities NPRL_19-2A 2049-11-19 6.441000 1500000.00 874928.25 Asset-Backed Securities ELMWOOD CLO VI LTD ELMW6_20-3A 2034-10-20 2.222710 2000000.00 1961362.84 Asset-Backed Securities ALESC_11A 2036-12-23 1.287570 2470000.00 402720.72 Asset-Backed Securities WITEH_15-10A 2027-04-17 7.294290 2875000.00 2271298.37 Asset-Backed Securities RAPTOR AIRCRAFT FINANCE LLC RPTOR_19-1 2044-08-23 4.213000 4250000.00 2460359.50 Asset-Backed Securities LEHMAN XS TRUST LXS_07-6 2037-05-25 4.443830 9656000.00 4813548.69 Asset-Backed Securities CWALT_06-41CB 2037-01-25 1.655710 46658800.00 3810710.48 Private Label Collateralized Mortgage Obligations COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_07-23CB 2037-09-25 1.505710 79030000.00 4970956.22 Private Label Collateralized Mortgage Obligations WARNER MEDIA LLC 5493004RSX004WU3UT62 2045-07-15 4.850000 26000.00 23540.72 Corporate Debt Securities JPMCC_15-FL7 2028-05-15 4.625000 390000.00 206627.92 Private Label Collateralized Mortgage Obligations CLAST_17-1R 2041-12-31 6.500000 1660000.00 556331.63 Asset-Backed Securities ABSHE_06-HE1 2036-01-25 1.635710 2204224.00 1783327.26 Asset-Backed Securities STCR_17-1A 2030-10-15 2.944290 2750000.00 2593118.41 Asset-Backed Securities HORZN_18-1 2038-12-15 0.000000 3004000.00 1642495.27 Asset-Backed Securities AASET_20-1A 2040-01-16 4.340000 3714000.00 1086679.50 Asset-Backed Securities NOMURA ASSET ACCEPTANCE CORPORATION NAA_06-AR4 2036-12-25 1.345710 30000000.00 1692423.58 Private Label Collateralized Mortgage Obligations COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_07-2CB 2037-03-25 1.505710 78042000.00 4670946.59 Private Label Collateralized Mortgage Obligations Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-01 2022-09-03 2022-09-03 Y CREDIT SUISSE SECURITIES (USA) LLC 1.0000 95 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A N N 0.0139 80000000.00 80000000.00 0.0106 N N N Y Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 0.950 86565C6F1 549300MS3WYYVQ4HXM15 US86565C6F11 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-09-14 2022-09-14 N N N 0.0111 29986242.60 29986242.60 0.0040 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 1.240 60700HJF7 US60700HJF73 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-08-29 2022-08-29 2026-09-01 Y MIZUHO BANK LTD 1.0000 90 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 4700000.00 4700000.00 0.0006 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 1.240 60700HHY8 US60700HHY80 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-08-29 2022-08-29 2026-09-01 Y MIZUHO BANK LTD 1.0000 90 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 10000000.00 10000000.00 0.0013 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.930 13606CWG5 549300H8L46OOZOFHU82 US13606CWG58 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-08 2022-06-08 N N N 0.0111 29999096.70 29999096.70 0.0040 N N N N Taxable Series 2021-XFT1246, Tender Option Bond Trust Receipts/Certificates Taxable Series 2021-XFT1246, Tender Option Bond Trust Receipts/Certificates 1.020 88034YRS1 US88034YRS18 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2047-11-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 33575000.00 33575000.00 0.0045 N N Y N BNZ International Funding Ltd. BNZ International Funding Ltd. 0.861 0556X1FD9 549300HVMZ89HDMELW08 US0556X1FD98 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-13 2022-06-13 2022-06-13 N N N 0.0086 11246550.98 11246550.98 0.0015 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.850 MBNUM2BPBDO7JBLYG310 BRWTQRSM6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y ONEOK INC 2T3D6M0JSY48PSZI1Q41 2022-06-01 0.000000 10000000.00 9996730.00 Money Market UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 4.375000 16750216.00 19868891.38 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0085 29000000.00 29000000.00 0.0038 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 1.090 MBNUM2BPBDO7JBLYG310 BRWTNFC91 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INVITATION HOMES TRUST IHSFR_18-SFR1 2037-03-17 2.125000 2703570.00 2651981.46 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE 2059-01-15 4.983390 2985456.00 2698018.76 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-08-01 2022-08-01 Y CITIGROUP GLOBAL MARKETS INC 1.0000 62 N Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ N N 0.0109 5000000.00 5000000.00 0.0007 N N N Y Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 1.200 62630WJY4 US62630WJY49 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2023-12-31 Y BARCLAYS BANK PLC 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0079 4000000.00 4000000.00 0.0005 N N Y N ASB Finance Ltd. ASB Finance Ltd. 0.914 0020P3FM1 549300A8V0FZJN79NH08 US0020P3FM15 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-21 2022-06-21 2022-06-21 N N N 0.0091 49973721.00 49973721.00 0.0066 N N N N BlackRock Liquidity Funds 2022-06-06 /s/Ann Frechette Ann Frechette Assistant Treasurer