N-MFP2 0000097098 XXXXXXXX 2023-02-28 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 23 50 3032411213.22 3025390142.20 2799062040.23 2963811480.86 3962972771.60 3915253202.74 3794104136.76 3946384942.83 0.4127 0.4085 0.3934 0.4137 0.5393 0.5287 0.5332 0.5509 360122381.41 6529574050.64 2978571000.00 19793624.21 31824458.83 6877665597.43 6873981211.89 0.0485 1.0006 1.0006 1.0006 1.0005 C000231603 3000000.00 176135.38 175950.34 1.0006 1.0006 1.0011 1.0011 221.66 2.27 0.00 0.00 0.00 0.00 0.00 0.00 219.18 0.00 0.0467 Y BlackRock Advisors, LLC, Management Fees, 9.88; C000003894 50000.00 120759653.37 120626260.85 1.0006 1.0006 1.0012 1.0011 10775292.01 5693535.72 10439274.46 4418679.38 8129782.28 8176235.20 8919348.11 1192568.93 36774267.34 14976079.75 0.0462 Y BlackRock Advisors, LLC, Management Fees, 6283.34; C000003898 5000.00 24111475.75 24085891.14 1.0006 1.0006 1.0011 1.0011 630365.27 107858.85 304075.86 176088.20 128368.18 67565.21 202351.64 10170.22 1284364.23 368858.82 0.0457 Y BlackRock Advisors, LLC, Management Fees, 1346.04; C000003899 5000.00 520599010.45 520054324.44 1.0006 1.0006 1.0011 1.0011 7600491.80 6368891.12 307578.66 1257915.10 890816.11 3006298.13 8514037.67 4031500.00 15905495.23 16965297.49 0.0417 Y BlackRock Advisors, LLC, Management Fees, 29269.07; C000003900 5000.00 20154649.39 20133071.16 1.0006 1.0006 1.0011 1.0011 267840.24 56686.72 12504.35 20622.08 764.56 3511.03 26440.23 127344.77 440090.40 152024.69 0.0429 Y BlackRock Advisors, LLC, Management Fees, 1128.97; BlackRock Investments, LLC, Service/Distribution Fees, 262.09; C000003897 5000.00 105266898.35 105163284.91 1.0006 1.0006 1.0010 1.0010 5642151.92 1941453.87 6550809.87 5004870.72 1986741.76 1541766.03 2194216.81 1169733.69 16140675.42 9468920.63 0.0443 Y BlackRock Advisors, LLC, Management Fees, 5813.48; BlackRock Investments, LLC, Service/Distribution Fees, 111.09; C000003896 3000000.00 6085471427.54 6082617273.34 1.0006 1.0006 1.0005 1.0005 270482503.84 405315544.85 584097416.56 542155012.73 492714495.96 821362074.13 480771841.48 416366580.18 1864661082.16 2369723735.50 0.0467 Y BlackRock Advisors, LLC, Management Fees, 360724.65; C000003903 1.00 1126347.20 1125155.71 1.0006 1.0006 1.0011 1.0011 3694.94 0.00 0.00 0.00 0.00 0.00 0.00 0.00 3694.94 0.00 0.0417 Y BlackRock Advisors, LLC, Management Fees, 63.22; BlackRock Investments, LLC, Service/Distribution Fees, 302.11; JP Morgan Securities LLC JP Morgan Securities LLC 4.750 ZBUT11V806EZRVTWT807 BRT7ER652 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y FCAT_21-3 2027-09-15 1.650000 292000.00 255966.86 Asset-Backed Securities SYMPHONY CLO LTD SYMP_19-21A 2032-07-15 8.092430 410000.00 377044.68 Asset-Backed Securities CWHEL_06-RES 2035-07-15 4.767860 16011649.00 196312.57 Asset-Backed Securities BENCHMARK MORTGAGE TRUST BMARK_21-B25 2054-04-15 2.577000 2228270.00 1840104.81 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAPITAL I TRUST M 2048-12-15 3.626000 11000.00 5572.17 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0024 2500000.00 2500000.00 0.0004 N Y Y N BNP Paribas SA BNP Paribas SA 4.670 R0MUWSFPU8MPRO8K5P83 BRT5BLP44 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y US BANCORP N1GZ7BBF3NP8GI976H15 2079-12-31 3.700000 1000.00 839.24 Corporate Debt Securities MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 2026-02-24 0.750000 5000.00 4425.42 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 2028-11-15 3.950000 84000.00 80895.48 Corporate Debt Securities AMAZON.COM INC ZXTILKJKG63JELOEG630 2032-04-13 3.600000 87000.00 80706.42 Corporate Debt Securities PEPSICO INC FJSUNZKFNQ5YPJ5OT455 2028-02-18 3.600000 88000.00 83752.24 Corporate Debt Securities PECO ENERGY CO YH65D4JBECK76IFEJ279 2052-08-15 4.375000 94000.00 82854.41 Corporate Debt Securities INTEL CORP KNX4USFCNGPY45LOCE31 2040-03-25 4.600000 195000.00 178048.65 Corporate Debt Securities PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 2028-09-01 3.650000 95000.00 90738.85 Corporate Debt Securities ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 2032-06-15 2.350000 254000.00 202421.56 Corporate Debt Securities SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 2026-05-10 2.875000 99000.00 93558.47 Corporate Debt Securities Public Sto 549300LMZF40TKJ6DM64 2029-05-01 3.385000 100000.00 91929.13 Corporate Debt Securities SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 2046-09-12 3.750000 247000.00 200979.37 Corporate Debt Securities BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 2026-05-04 3.119000 114000.00 108813.78 Corporate Debt Securities MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 2045-02-10 3.700000 119000.00 97984.60 Corporate Debt Securities QUALCOMM INC H1J8DDZKZP6H7RWC0H53 2032-05-20 1.650000 122000.00 93796.24 Corporate Debt Securities EVERGY KANSAS CENTRAL INC J75GNWGEO73W89ZV3S44 2025-12-01 3.250000 150000.00 141849.62 Corporate Debt Securities ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 2025-06-10 1.150000 155000.00 141815.96 Corporate Debt Securities ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 2048-09-01 4.200000 161000.00 137877.18 Corporate Debt Securities ALLEGHANY CORP 549300DCJE6AYX159479 2051-08-15 3.250000 196000.00 140121.11 Corporate Debt Securities PEPSICO INC FJSUNZKFNQ5YPJ5OT455 2041-10-21 2.625000 198000.00 146912.12 Corporate Debt Securities BROADCOM INC 549300WV6GIDOZJTV909 2037-05-15 4.926000 433000.00 382137.15 Corporate Debt Securities BOFA FINANCE LLC 549300CGZYSEY3ZSIW16 2023-05-01 0.250000 2000.00 2219.63 Corporate Debt Securities COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 2030-10-15 4.250000 7000.00 6774.40 Corporate Debt Securities INTEL CORP KNX4USFCNGPY45LOCE31 2052-08-05 4.900000 214000.00 189443.62 Corporate Debt Securities VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 2050-09-17 4.250000 28000.00 22506.87 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP 353800V2V8PUY9TK3E06 2028-09-11 4.050000 95000.00 92703.61 Corporate Debt Securities SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 2038-12-15 6.375000 75000.00 84077.78 Corporate Debt Securities ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 2029-03-15 3.375000 82000.00 77363.82 Corporate Debt Securities INTEL CORP KNX4USFCNGPY45LOCE31 2032-08-05 4.150000 83000.00 76600.82 Corporate Debt Securities SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 2035-05-11 4.125000 87000.00 81144.94 Corporate Debt Securities EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 2026-07-12 1.300000 197000.00 171498.57 Corporate Debt Securities ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 2024-05-24 4.550000 90000.00 89465.95 Corporate Debt Securities CANADIAN IMPERIAL BANK OF COMMER 2IGI19DL77OX0HC3ZE78 2026-06-22 1.250000 90000.00 79171.35 Corporate Debt Securities HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 2037-03-15 5.700000 91000.00 98297.14 Corporate Debt Securities HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 2029-08-15 2.700000 92000.00 80919.98 Corporate Debt Securities ADOBE INC FU4LY2G4933NH2E1CP29 2030-02-01 2.300000 94000.00 80536.85 Corporate Debt Securities MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 2027-06-10 1.700000 95000.00 84155.12 Corporate Debt Securities PROGRESSIVE CORP 529900TACNVLY9DCR586 2052-03-15 3.700000 95000.00 76637.71 Corporate Debt Securities CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 2028-03-20 2.000000 95000.00 83653.94 Corporate Debt Securities ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 2030-05-15 2.750000 96000.00 84043.01 Corporate Debt Securities PFIZER INC 765LHXWGK1KXCLTFYQ30 2039-03-15 3.900000 96000.00 85458.08 Corporate Debt Securities FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 2044-10-01 4.050000 97000.00 83344.10 Corporate Debt Securities CENTERPOINT ENERGY HOUSTON ELECT 549300S8SEQBOJLKHW63 2052-03-01 3.600000 98000.00 77686.56 Corporate Debt Securities PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 2030-05-01 2.100000 98000.00 80000.83 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2025-04-01 3.500000 99000.00 96710.29 Corporate Debt Securities SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 2025-08-01 3.700000 99000.00 95197.91 Corporate Debt Securities WISCONSIN ELECTRIC POWER COMPANY AENKIFMULUAWOUU8Q584 2032-09-30 4.750000 99000.00 98871.63 Corporate Debt Securities APPLIED MAT INC 41BNNE1AFPNAZELZ6K07 2030-06-01 1.750000 100000.00 81810.92 Corporate Debt Securities ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 2028-08-19 1.985000 100000.00 81860.62 Corporate Debt Securities CENTERPOINT ENERGY HOUSTON ELECT 549300S8SEQBOJLKHW63 2031-04-01 2.350000 100000.00 83873.58 Corporate Debt Securities ESTEE LAUDER COMPANIES INC. (THE) 549300VFZ8XJ9NUPU221 2031-03-15 1.950000 275000.00 225095.52 Corporate Debt Securities INTEL CORP KNX4USFCNGPY45LOCE31 2046-05-19 4.100000 100000.00 81790.50 Corporate Debt Securities SALESFORCE INC RCGZFPDMRW58VJ54VR07 2031-07-15 1.950000 100000.00 80317.92 Corporate Debt Securities STATE STREET CORP 549300ZFEEJ2IP5VME73 2030-01-24 2.400000 100000.00 85716.67 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC 35380028MYWPB6AUO129 2030-09-23 2.142000 100000.00 79228.25 Corporate Debt Securities UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 2032-11-15 5.900000 100000.00 109802.06 Corporate Debt Securities UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 2049-09-01 3.400000 100000.00 79557.67 Corporate Debt Securities UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 2048-12-15 4.450000 100000.00 89738.36 Corporate Debt Securities FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 2037-02-01 5.650000 225000.00 231229.69 Corporate Debt Securities PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 2029-10-01 2.532000 105000.00 90361.85 Corporate Debt Securities VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 2052-05-15 4.625000 119000.00 105874.61 Corporate Debt Securities SALESFORCE INC RCGZFPDMRW58VJ54VR07 2028-04-11 3.700000 120000.00 115932.07 Corporate Debt Securities WALT DISNEY CO 549300GZKULIZ0WOW665 2029-09-01 2.000000 123000.00 103934.18 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2026-04-01 3.300000 123000.00 118176.56 Corporate Debt Securities UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 2026-01-15 1.250000 125000.00 113116.63 Corporate Debt Securities MASTERCARD INC AR5L2ODV9HN37376R084 2031-03-15 1.900000 137000.00 112778.78 Corporate Debt Securities HERSHEY COMPANY THE 21X2CX66SU2BR6QTAD08 2026-08-15 2.300000 144000.00 132986.96 Corporate Debt Securities HOME DEPOT INC QEKMOTMBBKA8I816DO57 2026-04-01 3.000000 156000.00 149072.04 Corporate Debt Securities TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 2028-02-15 4.600000 160000.00 159108.98 Corporate Debt Securities ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 2060-09-15 2.500000 164000.00 101674.99 Corporate Debt Securities POTOMAC ELECTRIC POWER COMPANY 549300BXF2DWUNN57U06 2024-03-15 3.600000 166000.00 165354.26 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2032-11-08 2.545000 171000.00 138105.82 Corporate Debt Securities PEPSICO INC FJSUNZKFNQ5YPJ5OT455 2027-03-19 2.625000 173000.00 161952.87 Corporate Debt Securities SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 2047-04-01 4.000000 180000.00 143919.60 Corporate Debt Securities MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 2040-06-24 2.350000 185000.00 129714.19 Corporate Debt Securities MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 2030-06-24 1.450000 196000.00 157369.92 Corporate Debt Securities AMAZON.COM INC ZXTILKJKG63JELOEG630 2026-05-12 1.000000 200000.00 177674.89 Corporate Debt Securities ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 2051-03-15 2.900000 200000.00 133114.11 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2027-04-22 1.578000 200000.00 178152.60 Corporate Debt Securities LAM RSRCH CORP 549300I4GMO6D34U1T02 2030-06-15 1.900000 200000.00 163352.56 Corporate Debt Securities NESTLE HLDGS INC. 549300EAEU8YV8MQXP30 2051-09-14 2.625000 200000.00 134109.67 Corporate Debt Securities ABBOTT LABORATORIES HQD377W2YR662HK5JX27 2028-01-30 1.150000 202000.00 171161.56 Corporate Debt Securities TRAVELERS COMPANIES INC 549300Y650407RU8B149 2050-04-27 2.550000 260000.00 167978.42 Corporate Debt Securities PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 2032-11-17 5.750000 756000.00 777902.79 Corporate Debt Securities MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 2032-04-01 7.250000 22000.00 25556.39 Corporate Debt Securities ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 2028-11-15 3.700000 2000.00 1898.51 Corporate Debt Securities WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2026-05-13 2.850000 82000.00 77094.15 Corporate Debt Securities CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 2025-03-24 4.200000 83000.00 82881.03 Corporate Debt Securities QUALCOMM INC H1J8DDZKZP6H7RWC0H53 2035-05-20 4.650000 85000.00 83095.86 Corporate Debt Securities ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 2052-06-01 4.600000 94000.00 86380.99 Corporate Debt Securities SPIRE MISSOURI INC 06LJQCOVPRXOPDHFC707 2033-02-15 4.800000 94000.00 91965.84 Corporate Debt Securities NVIDIA CORP 549300S4KLFTLO7GSQ80 2031-06-15 2.000000 98000.00 79595.16 Corporate Debt Securities BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 2027-11-03 5.900000 99000.00 102345.92 Corporate Debt Securities PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 2043-11-15 4.875000 99000.00 87644.49 Corporate Debt Securities ILLINOIS TOOL WORKS INC 76NA4I14SZCFAYMNSV04 2042-09-01 3.900000 100000.00 88112.50 Corporate Debt Securities NVIDIA CORP 549300S4KLFTLO7GSQ80 2028-06-15 1.550000 100000.00 85286.31 Corporate Debt Securities CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 2026-03-11 0.900000 100000.00 88542.50 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 2049-08-15 3.200000 112000.00 79231.66 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2028-03-15 3.615000 117000.00 110582.31 Corporate Debt Securities NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 2050-08-14 2.750000 148000.00 103184.04 Corporate Debt Securities PFIZER INC 765LHXWGK1KXCLTFYQ30 2043-06-15 4.300000 155000.00 142895.96 Corporate Debt Securities KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 2027-09-15 1.050000 182000.00 155345.04 Corporate Debt Securities PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 2051-10-01 2.700000 195000.00 117890.18 Corporate Debt Securities MASTERCARD INC AR5L2ODV9HN37376R084 2051-03-15 2.950000 198000.00 144105.77 Corporate Debt Securities CUMMINS INC ZUNI8PYC725B6H8JU438 2030-09-01 1.500000 225000.00 179791.88 Corporate Debt Securities MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 2033-01-18 6.798000 425000.00 432379.42 Corporate Debt Securities ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 2033-02-01 5.000000 946000.00 929992.63 Corporate Debt Securities CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 2032-10-15 5.900000 72000.00 78589.96 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP 353800V2V8PUY9TK3E06 2028-03-02 3.961000 80000.00 76947.59 Corporate Debt Securities DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 2044-12-01 4.150000 91000.00 76681.98 Corporate Debt Securities ESTEE LAUDER COMPANIES INC. (THE) 549300VFZ8XJ9NUPU221 2030-04-15 2.600000 92000.00 80578.71 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2029-04-23 4.005000 93000.00 87816.76 Corporate Debt Securities PEPSICO INC FJSUNZKFNQ5YPJ5OT455 2031-10-21 1.950000 96000.00 77865.52 Corporate Debt Securities BURLINGTON NORTHERN SANTA FE LLC 2048-06-15 4.050000 97000.00 82048.66 Corporate Debt Securities CARGILL INC QXZYQNMR4JZ5RIRN4T31 2030-04-23 2.125000 196000.00 162793.38 Corporate Debt Securities CARGILL INC QXZYQNMR4JZ5RIRN4T31 2031-11-10 2.125000 100000.00 80029.50 Corporate Debt Securities COCA-COLA CO UWJKFUJFZ02DKWI3RY53 2031-03-05 2.000000 100000.00 82951.11 Corporate Debt Securities UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 2028-12-15 3.875000 100000.00 95218.76 Corporate Debt Securities UNIVERSITY OF MIAMI 5493008ZSVWUNRYQE312 2052-04-01 4.063000 100000.00 86031.06 Corporate Debt Securities HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 2033-02-15 5.000000 103000.00 104358.11 Corporate Debt Securities KLA CORP 549300H0BF5JCG96TJ81 2050-03-01 3.300000 125000.00 92650.63 Corporate Debt Securities ROSS STORES INC 549300ENZFLPGRDFZQ60 2025-04-15 4.600000 136000.00 136208.68 Corporate Debt Securities AMERICAN UNIVERSITY 549300ZMGVN6I2E7LS27 2049-04-01 3.672000 141000.00 113780.51 Corporate Debt Securities SCHLUMBERGER FINANCE CANADA LTD 549300P4EXZFF0LRNF59 2025-09-17 1.400000 170000.00 156554.89 Corporate Debt Securities INTEL CORP KNX4USFCNGPY45LOCE31 2027-08-05 3.750000 173000.00 164935.75 Corporate Debt Securities MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 2043-05-18 4.150000 176000.00 159163.45 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 2031-09-13 2.564000 200000.00 158084.33 Corporate Debt Securities VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 2048-12-01 4.600000 200000.00 175259.33 Corporate Debt Securities STATE STREET CORP 549300ZFEEJ2IP5VME73 2025-08-18 3.550000 82000.00 79175.60 Corporate Debt Securities PEPSICO INC FJSUNZKFNQ5YPJ5OT455 2025-07-17 3.500000 83000.00 80625.88 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2033-02-15 6.125000 84000.00 89027.55 Corporate Debt Securities SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 2029-08-01 2.850000 92000.00 79473.05 Corporate Debt Securities NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 2045-11-20 4.000000 94000.00 83201.18 Corporate Debt Securities Public Sto 549300LMZF40TKJ6DM64 2031-05-01 2.300000 94000.00 77703.69 Corporate Debt Securities INDIANAPOLIS POWER & LIGHT CO 2T85JNP2R2B2GTSFND21 2032-12-01 5.650000 97000.00 100976.00 Corporate Debt Securities FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 2025-12-01 3.125000 98000.00 94083.14 Corporate Debt Securities BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 2026-03-02 1.050000 99000.00 87711.36 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2045-10-21 4.750000 100000.00 91327.69 Corporate Debt Securities NORTHERN TRUST CORPORATION 549300GLF98S992BC502 2032-11-02 6.125000 100000.00 107438.61 Corporate Debt Securities PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 2042-03-20 4.500000 101000.00 86725.67 Corporate Debt Securities NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 2027-05-17 3.100000 108000.00 102390.18 Corporate Debt Securities DEERE & CO PWFTNG3EI0Y73OXWDH08 2029-10-16 5.375000 115000.00 120939.56 Corporate Debt Securities COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 2046-06-15 3.650000 139000.00 107618.16 Corporate Debt Securities ARCHER DANIELS MIDLAND CO 549300LO13MQ9HYSTR83 2027-03-15 7.500000 146000.00 163506.62 Corporate Debt Securities GLAXOSMITHKLINE CAPITAL PLC 549300U0LV41VX7LEP38 2029-06-01 3.375000 153000.00 141063.90 Corporate Debt Securities PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 2029-08-15 3.375000 181000.00 162912.44 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 2049-10-26 4.250000 190000.00 166326.53 Corporate Debt Securities 3M CO LUZQVYP4VS22CLWDAR65 2029-08-26 2.375000 202000.00 169302.65 Corporate Debt Securities BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 2033-02-04 2.972000 303000.00 248948.23 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP 353800V2V8PUY9TK3E06 2025-03-02 3.777000 14000.00 13814.01 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP 353800V2V8PUY9TK3E06 2029-03-07 3.741000 132000.00 123303.80 Corporate Debt Securities ABBOTT LABORATORIES HQD377W2YR662HK5JX27 2040-05-27 5.300000 79000.00 82372.29 Corporate Debt Securities KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 2028-11-01 3.950000 90000.00 87380.78 Corporate Debt Securities MASTERCARD INC AR5L2ODV9HN37376R084 2026-11-21 2.950000 388000.00 365491.58 Corporate Debt Securities PACIFICORP SGY07Y7FNYBNLM6Z1M11 2049-01-15 4.125000 96000.00 79962.92 Corporate Debt Securities AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 2026-05-20 3.125000 97000.00 91899.44 Corporate Debt Securities AMAZON.COM INC ZXTILKJKG63JELOEG630 2027-08-22 3.150000 100000.00 93443.50 Corporate Debt Securities BHP BILLITON FINANCE (USA) LTD 5493003NUVITP3TMY274 2042-02-24 4.125000 100000.00 87257.83 Corporate Debt Securities CISCO SYSTEMS INC 549300LKFJ962MZ46593 2026-02-28 2.950000 255000.00 241549.74 Corporate Debt Securities TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 2030-09-15 2.650000 100000.00 86894.86 Corporate Debt Securities UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 2036-03-15 5.800000 100000.00 107248.11 Corporate Debt Securities UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 2029-05-15 4.000000 100000.00 95900.44 Corporate Debt Securities LAM RSRCH CORP 549300I4GMO6D34U1T02 2050-06-15 2.875000 123000.00 82611.70 Corporate Debt Securities TOTALENERGIES CAPITAL INTERNATIONAL SA 549300U37G2I8G4RUG09 2060-06-29 3.386000 126000.00 90609.03 Corporate Debt Securities INTEL CORP KNX4USFCNGPY45LOCE31 2029-11-15 2.450000 168000.00 142487.47 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2027-01-29 3.960000 172000.00 165221.48 Corporate Debt Securities INTEL CORP KNX4USFCNGPY45LOCE31 2027-05-11 3.150000 176000.00 165213.40 Corporate Debt Securities FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 2048-03-01 3.950000 200000.00 167514.17 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 2030-09-13 2.869000 200000.00 170845.92 Corporate Debt Securities PEPSICO INC FJSUNZKFNQ5YPJ5OT455 2051-10-21 2.750000 200000.00 140550.28 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0016 20000000.00 20000000.00 0.0029 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 4.720 7TK5RJIZDFROZCA6XF66 BRTC49TA6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y LAS VEGAS VALLEY NEV WTR DIST 2051-06-01 4.000000 10600000.00 9899516.67 Other Instrument MUNI SAN JOSE CALIF 2052-11-01 5.000000 7400000.00 8289693.78 Other Instrument MUNI BRIGHTON COLO 2052-06-01 5.000000 10000000.00 10976577.78 Other Instrument MUNI OMAHA PUB PWR DIST NEB 54930000VJEJ9CGIYG32 2047-02-01 4.250000 10605000.00 10431793.84 Other Instrument MUNI CALIFORNIA (STATE OF) 2049-04-01 4.000000 775000.00 762943.58 Other Instrument MUNI TEXAS WATER DEV BRD 2049-04-15 5.000000 7715000.00 8243803.24 Other Instrument MUNI GOLDEN STATE TOBACCO SECURITIZATION CORP 2051-06-01 5.000000 10000000.00 10503088.89 Other Instrument MUNI SEATTLE (CITY OF) 2043-07-01 5.000000 7360000.00 8149482.67 Other Instrument MUNI TOMBALL TEX INDPT SCH DIST 2048-02-15 5.000000 7940000.00 8717934.73 Other Instrument MUNI Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0025 71000000.00 71000000.00 0.0103 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 4.690 CYYGQCGNHMHPSMRL3R97 BRTK3MYH9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y DIAMONDBACK ENERGY INC SR GLBL NT 33 2033-03-15 6.250000 398000.00 413495.47 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 31 2031-01-08 2.350000 1240000.00 956664.82 Corporate Debt Securities KINDER MORGAN INC DEL 4.3%28 2028-03-01 4.300000 250000.00 243652.92 Corporate Debt Securities JPMORGAN CHASE & CO 4.203%29 2029-07-23 4.203000 7000.00 6591.52 Corporate Debt Securities COMCAST CORP NEW GLBL NT 4.65%33 2033-02-15 4.650000 70000.00 67841.49 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 26 2026-03-01 5.250000 13004000.00 13166582.51 Corporate Debt Securities BANK NOVA SCOTIA B C FR 4.85%020130 2030-02-01 4.850000 1540000.00 1499394.48 Corporate Debt Securities CITIGROUP INC SR GLBL NT 33 2033-05-24 4.910000 200000.00 192764.11 Corporate Debt Securities EXXON MOBIL CORP GLBL NT 3.452%51 2051-04-15 3.452000 1575000.00 1216850.07 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 27 2027-01-26 3.850000 91000.00 86445.65 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0260 17000000.00 17000000.00 0.0025 N Y Y N Barclays Bank plc Barclays Bank plc 4.611 06743MQ11 G5GSEF7VJP5I7OUK5573 US06743MQ117 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0461 39994965.55 39994965.55 0.0058 N Y Y N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 5.129 92512MT58 US92512MT586 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-06-05 2023-06-05 2023-06-05 N Y NATIXIS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0513 14803857.90 14803857.90 0.0022 N N N N United States International Development Finance Corp. Variable Rate Notes United States International Development Finance Corp. Variable Rate Notes 4.750 90376PAU5 254900QI8QTIK0FY6E92 US90376PAU57 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR AA+ 2023-03-07 2023-03-07 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 0.0012 5500000.00 5500000.00 0.0008 N N Y N Barclays Bank plc Barclays Bank plc 4.670 G5GSEF7VJP5I7OUK5573 BRW767N78 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y ONEOK INC 2T3D6M0JSY48PSZI1Q41 2032-11-15 6.100000 8919000.00 9112046.80 Corporate Debt Securities LAM RSRCH CORP 549300I4GMO6D34U1T02 2029-03-15 4.000000 10928000.00 10542144.46 Corporate Debt Securities BROADCOM CORP KFFV4ZWM9DJH1ND3BD89 2027-01-15 3.875000 10953000.00 10382222.44 Corporate Debt Securities CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 2033-08-12 6.537000 11742000.00 10488017.02 Corporate Debt Securities VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 2036-01-15 4.272000 11914000.00 10582046.57 Corporate Debt Securities LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 2046-12-14 3.369000 15348000.00 10561498.54 Corporate Debt Securities BURLINGTON NORTHERN SANTA FE LLC 2040-05-01 5.750000 9875000.00 10458587.81 Corporate Debt Securities COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 2025-08-04 4.375000 10766000.00 10462470.57 Corporate Debt Securities ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 2052-10-15 6.100000 9559000.00 10399395.42 Corporate Debt Securities SHERWIN-WILLIAMS COMPANY (THE) Z15BMIOX8DDH0X2OBP21 2024-08-08 4.050000 10729000.00 10541242.50 Corporate Debt Securities PEACEHEALTH SYSTEM SERVICES PLDU35L52IYZUL5SMS69 2050-11-15 3.218000 15056000.00 10356827.51 Corporate Debt Securities AT&T INC 549300Z40J86GGSTL398 2024-03-25 0.900000 10525000.00 10075108.88 Corporate Debt Securities NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 2026-09-14 4.000000 10870000.00 10365438.76 Corporate Debt Securities BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 2027-04-06 3.300000 11142000.00 10573052.34 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0018 138000000.00 138000000.00 0.0201 N Y Y N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 4.780 62630WEL7 US62630WEL72 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-04-04 2023-04-04 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 0.0401 13135000.00 13135000.00 0.0019 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 4.820 60700HFG9 US60700HFG92 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-03-07 2023-03-07 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 0.0401 31095000.00 31095000.00 0.0045 N N Y N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 4.820 60700HFE4 US60700HFE45 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-03-07 2023-03-07 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 0.0401 3155000.00 3155000.00 0.0005 N N Y N Taxable Series 2020-XF2908, Tender Option Bond Trust Receipts/Certificates Taxable Series 2020-XF2908, Tender Option Bond Trust Receipts/Certificates 4.820 88034W6K5 US88034W6K58 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-03-02 2023-03-07 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 0.0401 33404691.00 33404691.00 0.0049 N N Y 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 4.820 88034XTR3 US88034XTR34 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-03-07 2023-03-07 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 0.0401 51111196.00 51111196.00 0.0074 N N Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 4.890 549300HN4UKV1E2R3U73 BRWHFRU25 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2031-05-24 2.659000 20306000.00 16545185.53 Corporate Debt Securities PERU (REPUBLIC OF) 254900STKLK2DBJJZ530 2060-12-01 2.780000 33238000.00 19326512.08 Corporate Debt Securities CHILE (REPUBLIC OF) 549300FLZTJM5YJF8D34 2027-01-31 2.750000 15771000.00 14528385.39 Corporate Debt Securities Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2023-03-01 2023-04-04 2023-04-04 Y BOFA SECURITIES INC 1.0000 35 N Fitch - BR AA Moody's - BR NR Standard & Poor's - BR A+ N N 0.0053 48000000.00 48000000.00 0.0070 N N N Y Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 4.640 62630WAS6 US62630WAS61 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-03-07 2023-03-07 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 0.0398 8920000.00 8920000.00 0.0013 N N Y N Barclays Capital, Inc. Barclays Capital, Inc. 4.800 AC28XWWI3WIBK2824319 BRWL2H6D5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-04 0.000000 10016800.00 9972776.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-05-15 4.500000 53491400.00 57347246.59 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2023-03-01 2023-04-04 2023-04-04 Y BARCLAYS CAPITAL INC 1.0000 35 N Fitch - BR A+ Moody's - BR NR Standard & Poor's - BR A N N 0.0030 66000000.00 66000000.00 0.0096 N N N Y Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 4.780 62630WFV4 US62630WFV46 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-04-04 2023-04-04 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 0.0402 26600000.00 26600000.00 0.0039 N N N N TD Securities USA LLC TD Securities USA LLC 4.650 SUVUFHICNZMP2WKHG940 BRWPU4NG8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2027-01-28 1.122000 18791000.00 16529972.93 Corporate Debt Securities AEP TEXAS INC 5493001L78U618KXNZ75 2052-05-15 5.250000 1198000.00 1154765.18 Corporate Debt Securities CONAGRA BRANDS INC 54930035UDEIH090K650 2027-11-01 1.375000 3963000.00 3315678.63 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2023-03-01 2023-03-01 2023-03-01 N N N 0.0018 20000000.00 20000000.00 0.0029 N Y Y N Taxable Series 2021-XMT0949, Tender Option Bond Trust Receipts/Certificates Taxable Series 2021-XMT0949, Tender Option Bond Trust Receipts/Certificates 4.700 88034YFK1 US88034YFK10 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2023-03-07 2023-03-07 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 0.0398 5215000.00 5215000.00 0.0008 N N Y N Barclays Bank plc Barclays Bank plc 4.790 G5GSEF7VJP5I7OUK5573 BRWRJSTR4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 2024-03-15 4.650000 1439000.00 1436919.45 Corporate Debt Securities VECTOR GRP LTD 549300TUIF4WWN6NDN50 2029-02-01 5.750000 26197000.00 22825773.56 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0032 22000000.00 22000000.00 0.0032 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.620 MBNUM2BPBDO7JBLYG310 BRWTQRSM6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y BACARDI MARTINI BV 5493002XXBV8B88K2408 2023-03-01 0.000000 25000000.00 24906000.00 Money Market OVINTIV INC 2023-03-20 0.000000 5560582.00 5544000.34 Money Market Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0015 29000000.00 29000000.00 0.0042 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.860 MBNUM2BPBDO7JBLYG310 BRWTNFC91 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WFRBS_14-C23 2057-10-15 4.004000 6266024.00 5350000.23 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-05-01 2023-05-01 Y CITIGROUP GLOBAL MARKETS INC 1.0000 62 N Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ N N 0.0039 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 4.780 62630WJY4 US62630WJY49 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-03-02 2023-03-07 2023-12-31 Y BARCLAYS BANK PLC 1.0000 7 Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0401 4000000.00 4000000.00 0.0006 N N Y N Series 2021-XMT0955, Tender Option Bond Trust Receipts/Certificates Series 2021-XMT0955, Tender Option Bond Trust Receipts/Certificates 4.770 88034YUZ1 US88034YUZ14 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2023-03-07 2023-03-07 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 0.0398 10885000.00 10885000.00 0.0016 N N Y N State of New York Mortgage Agency State of New York Mortgage Agency 4.600 64988YLQ8 549300ZQWNLLIG564027 US64988YLQ88 Variable Rate Demand Note Y Fitch - BR NR Moody's - BR VMIG1 Standard & Poor's - BR NR 2023-03-07 2023-03-07 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 0.0010 27000000.00 27000000.00 0.0039 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 4.780 62630WKA4 US62630WKA44 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-04-21 2023-04-21 2035-07-01 Y BARCLAYS BANK PLC 1.0000 52 Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0401 9000000.00 9000000.00 0.0013 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 4.650 ZBUT11V806EZRVTWT807 BRWV7F444 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y INDONESIA (REPUBLIC OF) 529900FWX0GRR7WG5W79 2047-01-08 5.250000 355000.00 347510.09 Corporate Debt Securities MALAYSIA SOVEREIGN SUKUK BHD 2025-04-22 3.043000 383000.00 372287.68 Corporate Debt Securities SWEDISH EXPORT CREDIT CORP 1FOLRR5RWTWWI397R131 2023-09-29 0.250000 4942000.00 4804388.64 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2028-01-11 3.750000 7004000.00 6594026.70 Corporate Debt Securities CHILE (REPUBLIC OF) 549300FLZTJM5YJF8D34 2025-03-27 3.125000 3706000.00 3632093.61 Corporate Debt Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0016 15000000.00 15000000.00 0.0022 N Y Y N Taxable Series 2021-XMT0962, Tender Option Bond Trust Receipts/Certificates Taxable Series 2021-XMT0962, Tender Option Bond Trust Receipts/Certificates 3.560 88034YE22 US88034YE220 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2023-03-07 2023-03-07 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 0.0398 4245000.00 4245000.00 0.0006 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 5.030 ZBUT11V806EZRVTWT807 BRWWP0PL4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WELLS FARGO COMMERCIAL MORTGAGE 2060-01-16 3.250000 3266000.00 2312401.49 Private Label Collateralized Mortgage Obligations TOWD POINT MORTGAGE TRUST TPMT_18-3 2058-05-25 3.750000 4025000.00 1340548.41 Asset-Backed Securities GSMBS_21-GR2 2052-02-26 3.376180 5935000.00 4645751.18 Private Label Collateralized Mortgage Obligations TOWD POINT MORTGAGE TRUST TPMT_18-6 2058-03-25 3.750000 3772000.00 765112.66 Asset-Backed Securities COUNTRYWIDE ASSET-BACKED CERTIFI 2034-11-25 5.397000 3880000.00 25235.64 Asset-Backed Securities RATE_21-J4 2051-11-25 0.000000 5383000.00 3709815.93 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-P2 2048-12-15 3.241000 6750000.00 5191713.56 Private Label Collateralized Mortgage Obligations BINOM_22-INV1 2057-08-25 4.441000 31392796.00 27918876.81 Private Label Collateralized Mortgage Obligations 1988 CLO 1 LTD 1988M_22-1A 2037-10-15 0.000000 12000000.00 12216439.91 Asset-Backed Securities CGCMT_17-P8 2050-09-15 1.259920 47765000.00 2276285.87 Private Label Collateralized Mortgage Obligations NEWFLEET CLO LTD NEWFL_16-1A 2028-04-20 5.757710 14999994.00 997771.81 Asset-Backed Securities MSRM_21-5 2051-08-25 5.334130 4450000.00 3495587.26 Private Label Collateralized Mortgage Obligations CREDIT SUISSE MORTGAGE TRUST CSM 2049-12-15 4.428720 6210920.00 4654460.60 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-05-29 2023-05-29 Y JP MORGAN SECURITIES LLC 1.0000 90 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0054 65000000.00 65000000.00 0.0095 N N N Y Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 4.780 62630WMB0 US62630WMB09 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-04-04 2023-04-04 2025-12-15 Y TAXABLE MUNICIPAL FUNDING TRUST SERIES 2021-010 1.0000 35 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N N 0.0401 12800000.00 12800000.00 0.0019 N N N N Mizuho Securities USA LLC Mizuho Securities USA LLC 5.020 7TK5RJIZDFROZCA6XF66 BRWWQM5E3 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N RR DONNELLEY & SONS COMPANY SU4X0P4WWRGOQDTSV032 2031-04-15 8.820000 12000.00 12277.26 Corporate Debt Securities DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 2027-07-15 5.625000 1081000.00 1075528.79 Corporate Debt Securities ASHLAND LLC 6O4MRU8C1MS0K34UQF79 2043-05-15 6.875000 1000000.00 1015430.14 Corporate Debt Securities VERICAST CORP/HARLAND 2027-10-15 13.000000 1585753.00 1891847.38 Corporate Debt Securities VAREX IMAGING CORP 549300CWYWPVCT8E9W67 2027-10-15 7.875000 3939000.00 3972338.71 Corporate Debt Securities ECOPETROL SA 254900IDGKCJICKBPA66 2045-05-28 5.875000 60000.00 41171.25 Corporate Debt Securities SINCLAIR TELEVISION GROUP INC 549300CQGEN0CH65UD62 2030-03-01 5.500000 1500000.00 1094492.50 Corporate Debt Securities Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-04-04 2023-04-04 Y MIZUHO SECURITIES USA LLC 1.0000 35 N Fitch - BR NR Moody's - BR A1 Standard & Poor's - BR A N N 0.0053 8000000.00 8000000.00 0.0012 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 5.020 ZBUT11V806EZRVTWT807 BRWXGGT82 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COMM MORTGAGE TRUST COMM_14-CR14 2047-02-10 0.509670 190679808.00 424259.01 Private Label Collateralized Mortgage Obligations CHASE_19-ATR2 2049-08-25 0.059470 543653888.00 92196.87 Private Label Collateralized Mortgage Obligations HALST_20-B 2024-06-17 0.580000 300000.00 43634.37 Asset-Backed Securities MELLO_21-INV4 2051-12-25 0.000000 3469000.00 2995208.32 Private Label Collateralized Mortgage Obligations PFP_21-8 2037-08-09 5.587860 7500000.00 5244489.14 Private Label Collateralized Mortgage Obligations JPMMT_22-3 2052-08-25 2.500000 424300.00 335511.98 Private Label Collateralized Mortgage Obligations NAVSL_16-AA 2045-12-15 6.737860 1791000.00 494519.64 Asset-Backed Securities BX COMMERCIAL MORTGAGE TRUST BX_22-PSB 2039-08-15 7.013470 4500000.00 4466788.60 Private Label Collateralized Mortgage Obligations GSMBS_22-GR1 2052-06-25 0.000000 10000000.00 339054.06 Private Label Collateralized Mortgage Obligations UBSCM_18-C10 2051-05-15 0.866510 28392992.00 967029.42 Private Label Collateralized Mortgage Obligations GSMBS_14-EB1A 2044-07-25 0.565030 216662014.00 31420.65 Private Label Collateralized Mortgage Obligations CSMC_14-USA 2037-09-15 0.540140 17812288.00 192206.58 Private Label Collateralized Mortgage Obligations MSC_14-150E 2032-09-09 0.369770 44140000.00 200189.19 Private Label Collateralized Mortgage Obligations JPMMT_21-INV8 2052-05-28 0.000000 436408000.00 5676900.82 Private Label Collateralized Mortgage Obligations CARLYLE US CLO LTD CGMS_22-1 2035-04-15 6.807550 3615300.00 3492398.38 Asset-Backed Securities RESIMAC PREMIER SERIES RESI_19-2A 2051-02-10 1.438140 8850000.00 653687.27 Private Label Collateralized Mortgage Obligations CFCRE_17-C8 2027-05-04 1.935840 13554000.00 934492.45 Private Label Collateralized Mortgage Obligations JPMMT_20-5 2050-12-25 0.550000 40271698.00 166014.31 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-05-29 2023-05-29 Y JP MORGAN SECURITIES LLC 1.0000 90 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0071 25000000.00 25000000.00 0.0036 N N N Y Standard Chartered Bank, New York Standard Chartered Bank, New York 4.850 85325VX54 RILFO74KP1CM8P6PCT96 US85325VX544 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-13 2023-03-13 N N N 0.0038 30002203.80 30002203.80 0.0044 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 4.850 55380TK90 C3GTMMZIHMY46P4OIX74 US55380TK900 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-10 2023-03-10 N N N 0.0038 22001307.68 22001307.68 0.0032 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 4.580 ZBUT11V806EZRVTWT807 BRWZCAQ20 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA_13-81 2042-09-25 1.583000 56996493.00 400759.85 Agency Collateralized Mortgage Obligation GNMA_21-160N 2051-09-20 0.000000 211705856.00 170693.56 Agency Collateralized Mortgage Obligation FHLMC_5179C 2051-12-25 3.000000 29457312.00 3128753.38 Agency Collateralized Mortgage Obligation GNMA_21-209F 2051-11-20 3.500000 40472960.00 6191796.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-9 2051-01-20 2.500000 71997184.00 7607065.81 Agency Collateralized Mortgage Obligation FHLMC_5140E 2051-08-25 2.000000 3448340.00 2022813.94 Agency Collateralized Mortgage Obligation GNMA_16-163C 2046-11-20 3.500000 10594000.00 3474918.26 Agency Collateralized Mortgage Obligation GNMA_18-151C 2043-07-20 0.158670 17314528.00 22621.52 Agency Collateralized Mortgage Obligation FHLMC_5010Q 2050-09-25 2.000000 25000000.00 2183035.62 Agency Collateralized Mortgage Obligation GNMA_14-101 2056-04-16 0.604940 30928512.00 58173.98 Agency Collateralized Mortgage Obligation FHLMC_5245A 2052-08-25 0.989890 50477120.00 2612403.70 Agency Collateralized Mortgage Obligation FNMA_19-M24 2031-03-25 1.141320 84000000.00 4317353.32 Agency Collateralized Mortgage Obligation FNMA_20-76C 2050-11-25 2.000000 25064448.00 2242622.50 Agency Collateralized Mortgage Obligation FREMF_21-K128 2054-04-25 0.000000 39126800.00 25837382.38 Agency Collateralized Mortgage Obligation FHLMC_5013M 2050-09-25 1.500000 11262448.00 1679606.92 Agency Collateralized Mortgage Obligation Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-07 2023-03-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0011 59000000.00 59000000.00 0.0086 N N Y N Westpac Banking Corp. Westpac Banking Corp. 5.030 9612C4U41 EN5TNI6CI43VEPAMHL14 US9612C4U412 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-03-24 2023-03-24 N N N 0.0081 23005541.39 23005541.39 0.0033 N N N N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 5.050 89120DUE7 PT3QB789TSUIDF371261 US89120DUE74 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-03-31 2023-03-31 N N N 0.0083 30009836.10 30009836.10 0.0044 N N N N Barclays Bank plc, New York Barclays Bank plc, New York 5.170 06742TM78 G5GSEF7VJP5I7OUK5573 US06742TM782 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-04-05 2023-04-05 N N N 0.0095 20009631.60 20009631.60 0.0029 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 5.050 06417MXE0 L3I9ZG2KFGXZ61BMYR72 US06417MXE01 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-05-05 2023-05-05 N N N 0.0083 65040108.25 65040108.25 0.0095 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 5.050 06367CTU1 NQQ6HPCNCCU6TUTQYE16 US06367CTU17 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-05-05 2023-05-05 N N N 0.0083 30018696.60 30018696.60 0.0044 N N N N Barclays Bank plc Barclays Bank plc 4.800 G5GSEF7VJP5I7OUK5573 BRY2FQ708 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GSAMP_05-WMC3 2035-12-25 5.292000 1925922.00 771677.16 Asset-Backed Securities LCM LTD PARTNERSHIP LCM_21A 2028-04-20 10.557710 2615000.00 2476267.76 Asset-Backed Securities PRKCM_21-AFC1 2056-08-25 3.950000 3870000.00 2382002.42 Asset-Backed Securities CWL_05-15 2036-04-25 5.712000 3200000.00 2457157.42 Asset-Backed Securities GCAT GCAT_21-NQM7 2066-08-25 4.497000 3437000.00 2382833.43 Private Label Collateralized Mortgage Obligations BLUEM_20-29A 2034-07-25 11.677710 1109866.00 1018467.36 Asset-Backed Securities CVP_17-2A 2031-01-20 11.107710 2593977.00 2333057.55 Asset-Backed Securities PLMRS_22-1A 2035-04-20 0.000000 2500000.00 2278536.98 Asset-Backed Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-04-04 2023-04-04 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A N N 0.0106 14000000.00 14000000.00 0.0020 N N N Y Bank of Montreal Bank of Montreal 5.100 06373L2T5 NQQ6HPCNCCU6TUTQYE16 US06373L2T57 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-06-06 2023-06-06 N N N 0.0088 35036747.90 35036747.90 0.0051 N N N 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 22914053.14 22914053.14 0.0033 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 5.100 89114WWA9 PT3QB789TSUIDF371261 US89114WWA97 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-06-02 2023-06-02 N N N 0.0088 25027861.50 25027861.50 0.0036 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 0.0280 29881373.40 29881373.40 0.0044 N N N N Barclays Bank plc Barclays Bank plc 4.690 G5GSEF7VJP5I7OUK5573 BRY2FR185 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y MCLO_17-9A 2029-04-15 10.842430 2833541.00 2117617.12 Asset-Backed Securities IRHE_06-2 2036-02-25 6.900000 7271000.00 2224420.03 Asset-Backed Securities AUSTIN TEX INDPT SCH DIST 2041-08-01 5.000000 10745000.00 11976556.08 Other Instrument MUNI AXIS_22-1A 2028-08-21 5.020000 2200000.00 1997673.82 Asset-Backed Securities BAIN CAPITAL CREDIT CLO BCC_20-3 2034-10-23 11.315290 2500000.00 2223913.23 Asset-Backed Securities GSAMP_05-WMC3 2035-12-25 5.292000 3719838.00 1490462.25 Asset-Backed Securities OCTAGON INVESTMENT PARTNERS LTD OCT46_45-R 2035-04-15 11.477550 1439244.00 1314375.87 Asset-Backed Securities CRNPT_19-8A 2032-10-20 11.937710 2125000.00 2066861.10 Asset-Backed Securities TICP_18-IIA 2028-04-20 10.477710 2200000.00 2159565.88 Asset-Backed Securities WELLFLEET CLO LTD WELF_17-1A 2029-04-20 11.257710 2700000.00 2129091.80 Asset-Backed Securities AMERICAN AIRLINES 2017-2B CLASS B PASS THROUGH TRUST 2027-04-15 3.700000 3999000.00 2065538.96 Corporate Debt Securities DRSLF_22-104A 2034-08-20 0.000000 2125000.00 2074578.55 Asset-Backed Securities GLGU_21-1A 2034-07-15 7.485870 2299964.00 2063902.22 Asset-Backed Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0096 32000000.00 32000000.00 0.0047 N Y Y N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 5.150 86565FLD2 549300MS3WYYVQ4HXM15 US86565FLD23 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-05-03 2023-05-03 N N N 0.0093 40030264.80 40030264.80 0.0058 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 5.100 85325VZR4 RILFO74KP1CM8P6PCT96 US85325VZR40 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-05-04 2023-05-04 N N N 0.0088 34026055.22 34026055.22 0.0049 N N N N Natixis SA Natixis SA 4.780 549300L8G1E7ZHVEOG75 BRY2N4P81 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AGFC CAP TR I PFD TR 144A 6%67 2067-01-15 6.542430 2710000.00 1578338.78 Corporate Debt Securities DT AUTO OWNER TR 2019-1 E 20260217 4.94000 2026-02-17 4.940000 1300000.00 1299823.06 Asset-Backed Securities SAMMONS FINANCIAL GROUP INC SR 144A NT 32 2032-04-08 4.750000 442000.00 381584.00 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 7.875000 798000.00 816229.31 Corporate Debt Securities BLACKRC BAKER CLO LTD 2021-1 A 20340117 FLT 2034-01-17 6.262430 360270.00 353432.86 Corporate Debt Securities ACRES LTD 2021-FL1 A 20361020 FLT 2036-10-20 5.751430 100000.00 97970.74 Private Label Collateralized Mortgage Obligations CERBERUS LN FDG LP 22-38 A-1 20341016 FLT 2034-10-16 7.235050 7536000.00 7679074.08 Asset-Backed Securities WINDSTREAM ESCROW LLC / WINDST SR SEC 144A NT28 2028-08-15 7.750000 123000.00 100595.38 Corporate Debt Securities BANCO DO BRASIL S A FR 3.25%093026 2026-09-30 3.250000 1717000.00 1581376.08 Corporate Debt Securities CBAM 2017-4 LTD / CBAM 2017-4 LLC 2031-01-15 6.542430 402372.00 395793.15 Asset-Backed Securities HPS LN MGMT LTD 2016-9R B-R 20300719 FLT 2030-07-19 6.847570 1462012.00 1437637.94 Asset-Backed Securities UNITED AIR PASS THRU TR 2019-2 AA 20331101 2.70000 2033-11-01 2.700000 1713000.00 1281704.02 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 2039-09-30 4.875000 1207.00 1068.25 Corporate Debt Securities VICI PPTYS INC SR GLBL 144A 26 2026-09-01 4.500000 140000.00 133809.90 Corporate Debt Securities BANCO NACIONAL DE DESENVOLVIME GLBL REGS NT 24 2024-05-09 4.750000 200000.00 200136.39 Corporate Debt Securities Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR NR 2023-03-01 2023-03-07 2023-03-07 Y NATIXIS SECURITIES AMERICAS LLC 1.0000 7 N Fitch - BR NR Moody's - BR A1 Standard & Poor's - BR NR N N 0.0106 16000000.00 16000000.00 0.0023 N N Y N Natixis SA Natixis SA 4.700 549300L8G1E7ZHVEOG75 BRY2N3MS2 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N KKR GROUP FIN CO VI LLC SR GLBL 144A 29 2029-07-01 3.750000 226000.00 204265.02 Corporate Debt Securities NEWCREST FINANCE PTY LTD SR GLBL 144A 50 2050-05-13 4.200000 65000.00 50530.35 Corporate Debt Securities ALIMENTATION COUCHE-TARD INC SR 144A NT 41 2041-05-13 3.439000 106000.00 77409.72 Corporate Debt Securities AMERICAN NATIONAL GROUP INC SR GLBL 144A 32 2032-06-13 6.144000 2194000.00 2092330.04 Corporate Debt Securities AVIATION CAP GROUP LLC SR 144A NT 25 2025-10-01 4.875000 14000.00 13642.39 Corporate Debt Securities BAT CAPITAL CORP GLBL NT 4.906%30 2030-04-02 4.906000 313000.00 295248.69 Corporate Debt Securities CAPITAL ONE FINL CORP GLBL NT 5.268%33 2033-05-10 5.268000 15000.00 14476.26 Corporate Debt Securities KINDER MORGAN ENERGY PARTNERS GTD SR NT 7.5%40 2040-11-15 7.500000 67000.00 74542.08 Corporate Debt Securities GOODMAN US FIN FOUR LLC SR GLBL 144A 37 2037-10-15 4.500000 1656000.00 1410241.32 Corporate Debt Securities OWL ROCK TECHNOLOGY FIN CORP SR GLBL 144A 26 2026-06-17 3.750000 51000.00 44700.78 Corporate Debt Securities OWL ROCK CAP CORP II SR GLBL 144A 24 2024-11-26 4.625000 7000.00 6760.11 Corporate Debt Securities PACIFIC GAS & ELEC CO SR NT 4.75%44 2044-02-15 4.750000 118000.00 92402.88 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD4.2%29 2029-03-01 4.200000 2454000.00 2251643.16 Corporate Debt Securities TAMPA ELEC CO SR GLBL NT 36 2036-05-15 6.550000 79000.00 85042.73 Corporate Debt Securities ARCHER DANIELS MIDLAND CO SR DEB 4.535%42 2042-03-26 4.535000 5582000.00 5218041.20 Corporate Debt Securities LOWES COS INC SR GLBL NT 5%40 2040-04-15 5.000000 22000.00 20571.15 Corporate Debt Securities NORTHWESTERN MUTUAL GLOBAL FDG FR 1.7%060128 2028-06-01 1.700000 240000.00 203927.60 Corporate Debt Securities PACIFIC GAS & ELEC CO SR NT 4.45%42 2042-04-15 4.450000 1420000.00 1091298.79 Corporate Debt Securities BERKSHIRE HATHAWAY FIN CORP SR NT 4.4%42 2042-05-15 4.400000 172000.00 160265.97 Corporate Debt Securities COLONIAL ENTERPRISES INC SR GLBL 144A 30 2030-05-15 3.250000 216000.00 191565.78 Corporate Debt Securities SAMMONS FINANCIAL GROUP INC SR GLBL 144A 27 2027-05-12 4.450000 157000.00 147684.06 Corporate Debt Securities FEL ENERGY VI S A R L SR SEC GLBL 40 2040-12-01 5.750000 200000.00 158345.76 Corporate Debt Securities HYATT HOTELS CORP SR GLBL NT 28 2028-09-15 4.375000 64000.00 61777.22 Corporate Debt Securities NESTLE HLDGS INC SR GLBL 144A 27 2027-09-15 1.000000 150000.00 128176.17 Corporate Debt Securities BNP PARIBAS FR 2.871%041932 2032-04-19 2.871000 200000.00 163899.55 Corporate Debt Securities HCA INC. SR DEB 7.5%95 2095-11-15 7.500000 178000.00 195400.98 Corporate Debt Securities FS KKR CAP CORP SR GLBL NT 27 2027-07-15 3.250000 324000.00 278394.39 Corporate Debt Securities SAMMONS FINANCIAL GROUP INC SR 144A NT 32 2032-04-08 4.750000 2395000.00 2067632.77 Corporate Debt Securities Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR NR 2023-03-01 2023-03-07 2023-03-07 Y NATIXIS SECURITIES AMERICAS LLC 1.0000 7 N Fitch - BR NR Moody's - BR A1 Standard & Poor's - BR NR N N 0.0098 16000000.00 16000000.00 0.0023 N N Y N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 5.060 06417MZF5 L3I9ZG2KFGXZ61BMYR72 US06417MZF57 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-16 2023-03-16 N N N 0.0134 30004895.70 30004895.70 0.0044 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 5.060 13606KHZ2 549300H8L46OOZOFHU82 US13606KHZ21 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-15 2023-03-15 N N N 0.0135 16002738.24 16002738.24 0.0023 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 5.060 89114WYR0 PT3QB789TSUIDF371261 US89114WYR05 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-03-09 2023-03-09 N N N 0.0134 27002627.37 27002627.37 0.0039 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 5.200 06367CWA1 NQQ6HPCNCCU6TUTQYE16 US06367CWA16 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-07-03 2023-07-03 N N N 0.0225 20033282.40 20033282.40 0.0029 N N N N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 4.680 1VUV7VQFKUOQSJ21A208 BRY3VV1K9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TOPAZ SOLAR FARMS LLC 2039-09-30 4.875000 2.00 1.77 Corporate Debt Securities SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 2079-12-31 4.750000 2233000.00 1963809.37 Corporate Debt Securities BAT CAPITAL CORP 2138005GYEXN7XRHFA84 2030-04-02 4.906000 8633000.00 8143392.83 Corporate Debt Securities TOPAZ SOLAR FARMS LLC 2039-09-30 5.750000 6625.00 6320.31 Corporate Debt Securities FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 2043-01-15 4.750000 16000.00 11850.78 Corporate Debt Securities ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 2025-12-08 4.550000 60534000.00 61364715.27 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-07 2023-03-07 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 0.0171 68000000.00 68000000.00 0.0099 N N Y N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 5.210 86959RB90 NHBDILHZTYCNBV5UYZ31 US86959RB907 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-07-03 2023-07-03 N N N 0.0226 36064081.44 36064081.44 0.0052 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 5.200 78012U7F6 549300HXQQQCCUBS2Z23 US78012U7F64 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-07-03 2023-07-03 N N N 0.0225 23034480.22 23034480.22 0.0033 N N N N Citibank NA Citibank NA 3.820 17305T3U4 E57ODZWZ7FF32TWEFA76 US17305T3U48 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-07-03 2023-07-03 2023-07-03 N N N 0.0382 17415842.33 17415842.33 0.0025 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 5.200 13606KJU1 549300H8L46OOZOFHU82 US13606KJU16 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-07-03 2023-07-03 N N N 0.0225 40076952.00 40076952.00 0.0058 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB 5.250 86960LDX5 NHBDILHZTYCNBV5UYZ31 US86960LDX55 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-07-13 2023-07-13 N N N 0.0231 20040868.40 20040868.40 0.0029 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 4.950 VYVVCKR63DVZZN70PB21 BRY4T00R4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DELL EQUIPMENT FINANCE TRUST DEFT_20-2 2026-03-22 1.920000 11842000.00 11743285.09 Asset-Backed Securities DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1 2027-06-15 1.020000 11581000.00 9657466.40 Asset-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-03-01 2023-05-29 2023-05-29 Y WELLS FARGO SECURITIES LLC 1.0000 90 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A+ N N 0.0273 20000000.00 20000000.00 0.0029 N N N Y Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 5.170 06417MZW8 L3I9ZG2KFGXZ61BMYR72 US06417MZW80 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-04-10 2023-04-10 N N N 0.0221 20010670.00 20010670.00 0.0029 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 5.200 89115B2N9 PT3QB789TSUIDF371261 US89115B2N91 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-07-05 2023-07-05 N N N 0.0225 25021779.92 25021779.92 0.0036 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 5.300 89236TKE4 Z2VZBHUMB7PWWJ63I008 US89236TKE46 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ 2023-03-01 2023-07-25 2023-07-25 N N N 0.0234 20074564.75 20074564.75 0.0029 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 5.130 83050WCZ5 F3JS33DEI6XQ4ZBPTN86 US83050WCZ59 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0172 32000000.00 32000000.00 0.0047 N Y Y N Nordea Bank Abp, New York Nordea Bank Abp, New York 5.130 65558UVK5 529900ODI3047E2LIV03 US65558UVK59 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-03-01 2023-03-01 N N N 0.0217 37000521.33 37000521.33 0.0054 N Y Y N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 5.300 13606KKU9 549300H8L46OOZOFHU82 US13606KKU96 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-07-21 2023-07-21 N N N 0.0236 11730307.21 11730307.21 0.0017 N N N N Credit Agricole Corporate & Investment Bank, New York Credit Agricole Corporate & Investment Bank, New York 5.050 22532XTF5 254900BN8XS34XZDJ223 US22532XTF59 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-17 2023-03-17 N N N 0.0285 20003811.00 20003811.00 0.0029 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 5.050 60710RPU3 RB0PEZSDGCO3JS6CEU02 US60710RPU31 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-17 2023-03-17 2023-03-17 N N N 0.0285 20003768.00 20003768.00 0.0029 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 5.150 85325VBM1 RILFO74KP1CM8P6PCT96 US85325VBM19 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0295 26000380.64 26000380.64 0.0038 N Y Y N PSP Capital, Inc. PSP Capital, Inc. 4.038 69370BVH2 549300B456N0WEIC5249 US69370BVH22 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+ 2023-08-17 2023-08-17 2023-08-17 N N N 0.0404 18568166.86 18568166.86 0.0027 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 4.900 ZBUT11V806EZRVTWT807 BRY5YHDQ6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NAVIENT STUDENT LOAN TRUST NAVSL_21-A 2069-05-15 0.840000 260000.00 100610.38 Asset-Backed Securities MCMLT_17-2 2059-07-25 3.250000 1192084.00 1127943.32 Private Label Collateralized Mortgage Obligations WIND RIVER CLO LTD WINDR_17-4A 2030-11-20 7.565290 4000000.00 3674724.11 Asset-Backed Securities CREDIT SUISSE MORTGAGE TRUST CSMC_20-FACT 2037-10-15 8.297860 260000.00 244498.15 Private Label Collateralized Mortgage Obligations NELNET STUDENT LOAN TRUST NSLT_1 2049-07-26 5.617000 350000.00 316571.13 Asset-Backed Securities PFMLT_19-1 2049-12-27 3.200020 550000.00 413876.28 Private Label Collateralized Mortgage Obligations FIRST EAGLE BSL CLO LLC FEIM_19-1 2033-01-20 9.157710 3000000.00 2739962.56 Asset-Backed Securities NXTC_20-1 2031-01-20 2.104000 13512700.00 13341528.13 Asset-Backed Securities JPMMT_20-8 2051-03-25 5.501000 33798783.00 1480578.14 Private Label Collateralized Mortgage Obligations PRKCM_22-AFC1 2057-04-25 4.100000 30948000.00 26394473.27 Private Label Collateralized Mortgage Obligations BFLD TRUST BFLD_21-FPM 2038-06-15 6.187860 3000000.00 2876722.67 Private Label Collateralized Mortgage Obligations NELNET STUDENT LOAN TRUST NSLT_04-3 2040-10-25 5.167710 9767000.00 2112118.31 Asset-Backed Securities BENEFIT STREET PARTNERS CLO LTD 2029-07-15 5.662430 17000000.00 7225865.58 Asset-Backed Securities JPMMT_22-1 2052-07-25 0.450000 99999999.00 2150529.05 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-07 2023-03-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0266 60000000.00 60000000.00 0.0087 N N Y N Nordea Bank Abp, New York Nordea Bank Abp, New York 5.130 65558UVP4 529900ODI3047E2LIV03 US65558UVP47 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-03-02 2023-03-02 N N N 0.0293 23000646.30 23000646.30 0.0033 N N Y N BPCE SA BPCE SA 5.150 05571EAM9 9695005MSX1OYEMGDF46 US05571EAM93 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-03 2023-03-03 N N N 0.0300 30000456.30 30000456.30 0.0044 N N Y N UBS AG UBS AG 5.070 90276JPX8 BFM8T61CT2L1QCEMIK50 US90276JPX80 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-05-25 2023-05-25 N N N 0.0288 34009943.30 34009943.30 0.0049 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 4.120 89115BMA5 PT3QB789TSUIDF371261 US89115BMA51 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-28 2023-08-28 2023-08-28 N N N 0.0412 21866946.20 21866946.20 0.0032 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 5.040 65558UWG3 529900ODI3047E2LIV03 US65558UWG39 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-05-24 2023-05-24 N N N 0.0285 40535274.29 40535274.29 0.0059 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 5.150 55607NNW6 4ZHCHI4KYZG2WVRT8631 US55607NNW64 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-06-22 2023-06-22 N N N 0.0296 33047605.80 33047605.80 0.0048 N N N N DNB Bank ASA DNB Bank ASA 5.040 2332K4NB6 549300GKFG0RYRRQ1414 US2332K4NB64 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-05-26 2023-05-26 N N N 0.0285 46042172.80 46042172.80 0.0067 N N N N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 5.210 06417LST5 L3I9ZG2KFGXZ61BMYR72 US06417LST51 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-08-18 2023-08-18 N N N 0.0302 25302454.35 25302454.35 0.0037 N N N N Societe Generale SA Societe Generale SA 5.040 83368YJP3 O2RNE8IBXP4R0TD8PU41 US83368YJP34 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-31 2023-03-31 N N N 0.0447 25006795.00 25006795.00 0.0036 N N N N Citibank NA Citibank NA 4.160 17305T6U1 E57ODZWZ7FF32TWEFA76 US17305T6U11 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-08-25 2023-08-25 2023-08-25 N N N 0.0416 14423359.82 14423359.82 0.0021 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 4.920 63254GVF9 F8SB4JFBSYQFRQEH3Z21 US63254GVF98 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-04-13 2023-04-13 N N N 0.0272 10003096.80 10003096.80 0.0015 N N N N BPCE SA BPCE SA 5.000 05571EAV9 9695005MSX1OYEMGDF46 US05571EAV92 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-05-12 2023-05-12 N N N 0.0281 50034243.50 50034243.50 0.0073 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 4.350 89115BSE1 PT3QB789TSUIDF371261 US89115BSE10 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-09-13 2023-09-13 2023-09-13 N N N 0.0435 24860253.00 24860253.00 0.0036 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 4.960 86565FSW3 549300MS3WYYVQ4HXM15 US86565FSW31 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-14 2023-03-14 N N N 0.0276 51555843.71 51555843.71 0.0075 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 4.950 63254GVE2 F8SB4JFBSYQFRQEH3Z21 US63254GVE24 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-05-12 2023-05-12 N N N 0.0275 50027396.50 50027396.50 0.0073 N N N N Mitsubishi UFJ Trust & Banking Corp., New York Mitsubishi UFJ Trust & Banking Corp., New York 5.120 60683DBJ7 JBONEPAGQXF4QP29B387 US60683DBJ72 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-06-20 2023-06-20 N N N 0.0292 45057083.40 45057083.40 0.0065 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 4.920 05253MRT3 JHE42UYNWWTJB8YTTU19 US05253MRT35 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-04-26 2023-04-26 N N N 0.0272 45018458.10 45018458.10 0.0065 N N N N Antalis SA Antalis SA 4.448 03664BQG4 549300G2LM2ZKZ0X4Y50 US03664BQG40 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-16 2023-03-16 2023-03-16 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0445 9979431.10 9979431.10 0.0015 N N N N Westpac Banking Corp. Westpac Banking Corp. 4.950 9612C4Y88 EN5TNI6CI43VEPAMHL14 US9612C4Y885 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-05-12 2023-05-12 N N N 0.0275 50029354.50 50029354.50 0.0073 N N N N Westpac Banking Corp. Westpac Banking Corp. 4.240 9612C1VW4 EN5TNI6CI43VEPAMHL14 US9612C1VW42 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-30 2023-08-30 2023-08-30 N N N 0.0424 23400247.92 23400247.92 0.0034 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 4.920 91127RCR6 IO66REGK3RCBAMA8HR66 US91127RCR66 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-04-13 2023-04-13 N N N 0.0272 50015484.00 50015484.00 0.0073 N N N N Cooperatieve Rabobank UA, New York Cooperatieve Rabobank UA, New York 4.150 21684XZE9 DG3RU1DBUFHT4ZF9WN62 US21684XZE92 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-09-06 2023-09-06 2023-09-06 N N N 0.0415 13920751.18 13920751.18 0.0020 N N N N Cooperatieve Rabobank UA, New York Cooperatieve Rabobank UA, New York 4.970 21684LEX6 DG3RU1DBUFHT4ZF9WN62 US21684LEX64 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-06-12 2023-06-12 N N N 0.0278 50036486.00 50036486.00 0.0073 N N N N Commonwealth Bank of Australia, New York Commonwealth Bank of Australia, New York 4.950 20271EZN2 MSFSBD3QN1GSN7Q6C537 US20271EZN20 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-05-12 2023-05-12 N N N 0.0275 18009221.22 18009221.22 0.0026 N N N N BNP Paribas SA, New York BNP Paribas SA, New York 4.120 05586F4Y0 R0MUWSFPU8MPRO8K5P83 US05586F4Y09 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-09-06 2023-09-06 2023-09-06 N N N 0.0412 12921167.61 12921167.61 0.0019 N N N N Wells Fargo Bank NA Wells Fargo Bank NA 4.900 95001KJR6 KB1H1DSPRFMYMCUFXT09 US95001KJR68 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-23 2023-03-23 N N N 0.0270 35005458.60 35005458.60 0.0051 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 4.900 31428HCD1 549300B2Q47IR0CR5B54 US31428HCD17 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-23 2023-03-23 N N N 0.0432 23003587.08 23003587.08 0.0033 N N N N Citibank NA Citibank NA 5.170 17305T7L0 E57ODZWZ7FF32TWEFA76 US17305T7L03 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-09-21 2023-09-21 N N N 0.0299 20039747.20 20039747.20 0.0029 N N N N Banco Santander SA Banco Santander SA 4.970 05971YAN9 5493006QMFDDMYWIAM13 US05971YAN94 Financial Company Commercial Paper Y Fitch - BR F2 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-20 2023-03-20 N N N 0.0431 46756992.40 46756992.40 0.0068 N N N N Swedbank AB, New York Swedbank AB, New York 5.160 87019WEY7 M312WZV08Y7LYUC71685 US87019WEY75 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-04-19 2023-04-19 N N N 0.0372 25918173.77 25918173.77 0.0038 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 5.350 78015JK63 549300HXQQQCCUBS2Z23 US78015JK633 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-10-19 2023-10-19 N N N 0.0395 14052276.70 14052276.70 0.0020 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 5.250 89115BB74 PT3QB789TSUIDF371261 US89115BB741 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-05-01 2023-05-01 N N N 0.0380 28028745.08 28028745.08 0.0041 N N N N Old Line Funding LLC Old Line Funding LLC 5.110 67984RKX6 5493004QSN8OZAIU2J90 US67984RKX60 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-03-01 2023-03-01 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0171 30000000.00 30000000.00 0.0044 N Y Y N Bank of Montreal Bank of Montreal 5.200 06373L4L0 NQQ6HPCNCCU6TUTQYE16 US06373L4L04 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-04-21 2023-04-21 N N N 0.0376 38028659.98 38028659.98 0.0055 N N N N LMA-Americas LLC LMA-Americas LLC 5.340 53944RRU4 US53944RRU40 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-28 2023-04-28 2023-04-28 N Y CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0534 14882639.10 14882639.10 0.0022 N N N N U.S. Treasury Bills U.S. Treasury Bills 4.346 912796Z77 254900HROIFWPRGM1V77 US912796Z772 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2023-03-21 2023-03-21 2023-03-21 N N N 0.0435 79800444.80 79800444.80 0.0116 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 4.870 ZBUT11V806EZRVTWT807 BRY9KNNT3 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TOWD POINT ASSET TRUST TPAT_18-SL1 2046-01-25 5.217000 14127000.00 1932767.64 Asset-Backed Securities MELLO_22-INV2 2052-04-25 3.500000 18473664.00 15248380.32 Private Label Collateralized Mortgage Obligations JPMMT_20-LTV2 2050-11-25 0.900000 40633000.00 93924.71 Private Label Collateralized Mortgage Obligations JP MORGAN MORTGAGE TRUST JPMMT_18-5 2048-10-26 0.500000 8257535.00 5960.94 Private Label Collateralized Mortgage Obligations TOWD POINT MORTGAGE TRUST TPMT_19-4 2059-10-25 2.900000 12606000.00 5248821.88 Private Label Collateralized Mortgage Obligations PENNSYLVANIA HIGHER EDUCATION AS 2065-09-25 5.767000 400000.00 107319.39 Asset-Backed Securities MELLO_21-INV2 2051-08-25 0.700000 1301871.00 43167.70 Private Label Collateralized Mortgage Obligations CGCMT_15-GC33 2058-09-10 0.871950 14626448.00 231252.69 Private Label Collateralized Mortgage Obligations MELLO_22-INV1 2052-03-25 3.000000 19454800.00 15208775.83 Private Label Collateralized Mortgage Obligations WFCMT_16-C33 2059-03-17 0.724040 53099520.00 1106383.35 Private Label Collateralized Mortgage Obligations VOYA CLO LTD VOYA_19-2 2032-07-20 8.507710 750500.00 693617.12 Asset-Backed Securities MELLO_21-INV1 2051-06-26 4.984130 1928500.00 60710.94 Private Label Collateralized Mortgage Obligations CPS_20-C 2026-11-16 2.410000 3000000.00 2933139.83 Asset-Backed Securities NEUBERGER BERMAN CLO LTD NEUB_15-RR 2029-10-15 5.712430 4976120.00 4960332.37 Asset-Backed Securities EFSV_10-1 2035-10-25 5.667710 6565000.00 783547.02 Asset-Backed Securities JP MORGAN MORTGAGE TRUST JPMMT_17-6 2048-12-28 0.500000 9994240.00 6323.10 Private Label Collateralized Mortgage Obligations PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5 2039-06-17 4.451000 13405000.00 12892042.83 Private Label Collateralized Mortgage Obligations PENNSYLVANIA HIGHER EDUCATION AS 2027-05-25 5.167000 18200000.00 1813078.79 Asset-Backed Securities GSMBS_22-GR1 2052-06-25 0.500000 100000000.00 2544545.55 Private Label Collateralized Mortgage Obligations JPMMT_20-LTV2 2050-11-25 0.500000 110000000.00 141046.63 Private Label Collateralized Mortgage Obligations PSMC TRUST PSMC_20-2 2050-05-25 0.500000 165353000.00 329190.26 Private Label Collateralized Mortgage Obligations JPMMT_21-4 2051-08-25 0.137270 304599999.00 1506187.12 Private Label Collateralized Mortgage Obligations GMREV_22-1 2035-10-11 5.910000 3221000.00 3335322.41 Asset-Backed Securities 3650R_21-PF1-A5 2054-11-15 2.522000 8000000.00 6499012.00 Private Label Collateralized Mortgage Obligations SHACKLETON CLO LTD SHACK_15-8A 2027-10-20 5.727710 11615000.00 4321673.42 Asset-Backed Securities AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2 2026-02-18 1.480000 450000.00 427561.25 Asset-Backed Securities CREDIT SUISSE MORTGAGE CAPITAL C 2030-12-15 5.538000 1650000.00 1570548.92 Private Label Collateralized Mortgage Obligations JPMMT_22-INV1 2023-03-01 0.000000 35168000.00 229539.47 Private Label Collateralized Mortgage Obligations JPMCC_16-JP4 2049-12-11 0.750000 73581440.00 1730893.00 Private Label Collateralized Mortgage Obligations COMM MORTGAGE TRUST COMM_15-CR27 2048-10-10 0.905640 111774000.00 1734934.57 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-07 2023-03-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0338 82000000.00 82000000.00 0.0119 N N Y N Fairway Finance Co. LLC Fairway Finance Co. LLC 5.180 30601YR80 549300GKD6SUOVFV4H89 US30601YR805 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-05-16 2023-05-16 N Y BANK OF MONTREAL 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0450 15014731.20 15014731.20 0.0022 N N N N Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 4.960 96122JFM6 549300W0N3O6Q4RCKE25 US96122JFM62 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-03-27 2023-03-27 N N N 0.0438 27906304.84 27906304.84 0.0041 N N N N Old Line Funding LLC Old Line Funding LLC 5.050 67984RLG2 5493004QSN8OZAIU2J90 US67984RLG29 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-05-04 2023-05-04 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0434 34022517.52 34022517.52 0.0049 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 5.130 63254GVZ5 F8SB4JFBSYQFRQEH3Z21 US63254GVZ52 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-06-15 2023-06-15 N N N 0.0447 35046275.60 35046275.60 0.0051 N N N N ING US Funding LLC ING US Funding LLC 5.150 44988GCU0 US44988GCU04 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-05-22 2023-05-22 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0445 45062842.50 45062842.50 0.0065 N N N N Westpac Banking Corp., New York Westpac Banking Corp., New York 5.000 96130ARG5 EN5TNI6CI43VEPAMHL14 US96130ARG57 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-07-13 2023-07-13 N N N 0.0433 25027274.25 25027274.25 0.0036 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 5.070 65558USY9 529900ODI3047E2LIV03 US65558USY90 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-05-12 2023-05-12 N N N 0.0423 30023833.50 30023833.50 0.0044 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 5.020 63254GWD3 F8SB4JFBSYQFRQEH3Z21 US63254GWD32 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-07-13 2023-07-13 N N N 0.0435 40044378.40 40044378.40 0.0058 N N N N Credit Industriel et Commercial, New York Credit Industriel et Commercial, New York 5.040 22536U6Z8 N4JDFKKH2FTD8RKFXO39 US22536U6Z82 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-07-10 2023-07-10 N N N 0.0433 30041270.40 30041270.40 0.0044 N N N N Westpac Banking Corp. Westpac Banking Corp. 5.070 9612C42K6 EN5TNI6CI43VEPAMHL14 US9612C42K62 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-07-07 2023-07-07 N N N 0.0440 28036369.20 28036369.20 0.0041 N N N N Chariot Funding LLC Chariot Funding LLC 5.130 15963RDF7 549300EEWRNP448AMT79 US15963RDF73 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-05-31 2023-05-31 N Y JPMORGAN CHASE BANK NA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0445 21520547.34 21520547.34 0.0031 N N N N Natixis SA, New York Natixis SA, New York 5.220 63873QZY3 2549003L5ZG5M2ZSE107 US63873QZY33 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-10-13 2023-10-13 2023-10-13 N N N 0.0522 30974185.99 30974185.99 0.0045 N N N N BNP Paribas SA, New York BNP Paribas SA, New York 5.180 05586FHH3 R0MUWSFPU8MPRO8K5P83 US05586FHH38 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2024-02-05 2024-02-05 N N N 0.0507 25068707.50 25068707.50 0.0036 N N N N Bank of America NA Bank of America NA 5.250 06054R5V0 B4TYDEB6GKMZO031MB27 US06054R5V04 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2024-01-31 2024-01-31 2024-01-31 N N N 0.0525 29928699.60 29928699.60 0.0044 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 5.270 89115BS35 PT3QB789TSUIDF371261 US89115BS356 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2024-01-24 2024-01-24 2024-01-24 N N N 0.0527 29917401.00 29917401.00 0.0044 N N N N BNP Paribas SA, New York BNP Paribas SA, New York 5.250 05586FJZ1 R0MUWSFPU8MPRO8K5P83 US05586FJZ18 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-01-31 2024-01-31 2024-01-31 N N N 0.0525 29935478.10 29935478.10 0.0044 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 5.030 65558UC83 529900ODI3047E2LIV03 US65558UC839 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-17 2023-08-17 2023-08-17 N N N 0.0503 31991843.84 31991843.84 0.0047 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 4.753 31428GRL9 549300B2Q47IR0CR5B54 US31428GRL94 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-20 2023-04-20 2023-04-20 N N N 0.0475 20235928.12 20235928.12 0.0029 N N N N Dexia Credit Local SA Dexia Credit Local SA 4.744 25215WRH2 F4G136OIPBYND1F41110 US25215WRH24 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-17 2023-04-17 2023-04-17 N Y BELGIUM KINGDOM OF (GOVERNMENT) 0.5141 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ FRANCE (REPUBLIC OF) 0.4559 Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1+ LUXEMBOURG (GRAND DUCHY OF) 0.0300 Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1+ N 0.0474 39752640.00 39752640.00 0.0058 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 5.210 85325VEH9 RILFO74KP1CM8P6PCT96 US85325VEH96 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-10-31 2023-10-31 2023-10-31 N N N 0.0521 38950377.57 38950377.57 0.0057 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 5.207 55607LXP4 4ZHCHI4KYZG2WVRT8631 US55607LXP48 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-10-23 2023-10-23 2023-10-23 N N N 0.0521 28988997.60 28988997.60 0.0042 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 5.044 76582KV24 US76582KV241 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-08-02 2023-08-02 2023-08-02 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0504 19563588.80 19563588.80 0.0028 N N N N Mitsubishi UFJ Trust & Banking Corp., New York Mitsubishi UFJ Trust & Banking Corp., New York 4.590 60683DEY1 JBONEPAGQXF4QP29B387 US60683DEY13 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-23 2023-03-23 2023-03-23 N N N 0.0459 50000343.00 50000343.00 0.0073 N N N N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 4.910 06417LVZ7 L3I9ZG2KFGXZ61BMYR72 US06417LVZ74 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-10-23 2023-10-23 N N N 0.0500 39021519.42 39021519.42 0.0057 N N N N Province of Alberta Canada Province of Alberta Canada 4.598 01306NQN1 LQPXMHHNJKIPJYE53543 US01306NQN11 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 2023-03-22 2023-03-22 2023-03-22 N N N 0.0460 35900647.92 35900647.92 0.0052 N N N N Swedbank AB Swedbank AB 4.820 87019YDX6 M312WZV08Y7LYUC71685 US87019YDX67 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-09-01 2023-09-01 N N N 0.0488 30015186.90 30015186.90 0.0044 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 5.000 65558UB92 529900ODI3047E2LIV03 US65558UB922 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2024-01-18 2024-01-18 N N N 0.0508 28053443.32 28053443.32 0.0041 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 5.347 55607LY65 4ZHCHI4KYZG2WVRT8631 US55607LY656 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-06 2023-11-06 2023-11-06 N N N 0.0535 14691144.32 14691144.32 0.0021 N N N N Mackinac Funding Co. LLC Mackinac Funding Co. LLC 5.139 55458FV79 549300DSZ0UOZX6UNF02 US55458FV793 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2023-08-07 2023-08-07 2023-08-07 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0514 15152111.18 15152111.18 0.0022 N N N N Bank of America NA Bank of America NA 5.440 06054R5W8 B4TYDEB6GKMZO031MB27 US06054R5W86 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2024-02-06 2024-02-06 2024-02-06 N N N 0.0544 18362109.70 18362109.70 0.0027 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 4.950 0556X4HR0 549300HVMZ89HDMELW08 US0556X4HR06 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-10-27 2023-10-27 N N N 0.0476 14999893.80 14999893.80 0.0022 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 5.060 VYVVCKR63DVZZN70PB21 BRYDVTHP4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BX_21-PAC 2036-10-15 0.000000 500000.00 484536.75 Private Label Collateralized Mortgage Obligations OBX_21-INV2 2051-10-25 3.000000 6193773.00 4610298.73 Private Label Collateralized Mortgage Obligations SHELLPOINT CO-ORIGINATOR TRUST SCOT_17-2 2047-10-25 3.745000 2587000.00 1652134.52 Private Label Collateralized Mortgage Obligations BX_23-LIFE 2028-02-13 5.883600 6000000.00 5884018.20 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE 549300CFP9NBBMZH1008 2049-11-15 1.583240 36809997.00 1090377.49 Private Label Collateralized Mortgage Obligations MORGAN STANLEY BAML TRUST MSBAM_ 2049-05-15 3.000000 257497.00 188634.32 Private Label Collateralized Mortgage Obligations Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-05-05 2023-05-05 2023-05-05 N N N 0.0506 13000000.00 13000000.00 0.0019 N N N Y Wells Fargo Securities LLC Wells Fargo Securities LLC 5.010 VYVVCKR63DVZZN70PB21 BRYDMGVX9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AGL CLO LTD AGL_22-23 2036-01-20 0.000000 1999691.00 2023172.87 Asset-Backed Securities WLAKE_21-3A 2027-01-15 2.120000 3000000.00 2732536.67 Asset-Backed Securities MFA_22-NQM2 2067-05-25 4.000000 10000000.00 8430525.77 Asset-Backed Securities POST CLO LTD POST_21-1 2034-10-15 5.992430 3050000.00 3015020.06 Asset-Backed Securities DELL EQUIPMENT FINANCE TRUST DEFT_20-2 2026-03-22 1.920000 658000.00 652514.91 Asset-Backed Securities CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-2 2029-11-15 2.730000 1658000.00 1601201.62 Asset-Backed Securities ACAR_19-2 2026-06-12 5.810000 2000000.00 2001190.44 Asset-Backed Securities TELOS CLO LTD TELOS_13-3A 2026-07-17 8.542430 1050000.00 1053345.48 Asset-Backed Securities CENT CLO LP CECLO_20-30A 2034-01-20 8.647710 1700000.00 1509869.20 Asset-Backed Securities GCAR_21-2A 2026-06-15 1.080000 2187000.00 2097908.18 Asset-Backed Securities DPABS_15-1A 2045-10-25 4.474000 6240000.00 5651808.83 Asset-Backed Securities CATSKILL PARK CLO LTD CATSK_17-1A 2029-04-20 8.507710 350000.00 336590.34 Asset-Backed Securities WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-1 2026-04-15 1.230000 1070000.00 994315.87 Asset-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-05-04 2023-05-04 2023-05-04 N N N 0.0501 30000000.00 30000000.00 0.0044 N N N Y Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 4.550 1VUV7VQFKUOQSJ21A208 BRYEM7HH8 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 117071000.00 117071000.00 0.0170 N Y Y N Royal Bank of Canada Royal Bank of Canada 4.570 BRYEJS7P9 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-03-01 2023-03-01 N N N 0.0457 157000000.00 157000000.00 0.0228 N Y Y N Mizuho Bank Ltd. Mizuho Bank Ltd. 4.570 BRYEJS7S3 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0457 175000000.00 175000000.00 0.0254 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 4.570 BRYEJS7F1 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0457 159000000.00 159000000.00 0.0231 N Y Y N First Abu Dhabi Bank USA N.V. First Abu Dhabi Bank USA N.V. 4.570 BRYEJS7E4 Non-Negotiable Time Deposit Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-03-01 2023-03-01 N N N 0.0457 113000000.00 113000000.00 0.0164 N Y Y N Erste Group Bank AG Erste Group Bank AG 4.570 BRYEJS7R5 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0457 1000000.00 1000000.00 0.0001 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 4.520 254900BN8XS34XZDJ223 BRYEK1YV3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 4.000000 15495600.00 15300037.22 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0452 15000000.00 15000000.00 0.0022 N Y Y N Swedbank AB Swedbank AB 4.550 BRYEJUVZ5 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 220000000.00 220000000.00 0.0320 N Y Y N ING Bank NV ING Bank NV 4.580 BRYE8S6S6 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0458 215000000.00 215000000.00 0.0313 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 4.550 254900BN8XS34XZDJ223 BRYEK1Z26 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 0 5/8 NOTE C 30 2030-05-15 0.625000 3464900.00 2742592.55 U.S. Treasuries (including strips) 4 NOTE AK 26 2026-02-15 4.000000 33378700.00 32957442.92 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 35000000.00 35000000.00 0.0051 N Y Y N Nordea Bank Abp, New York Nordea Bank Abp, New York 4.820 65558UF98 529900ODI3047E2LIV03 US65558UF980 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2024-02-16 2024-02-16 N N N 0.0496 18353445.58 18353445.58 0.0027 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 4.829 31428GS95 549300B2Q47IR0CR5B54 US31428GS955 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-05-09 2023-05-09 2023-05-09 N N N 0.0483 23329962.10 23329962.10 0.0034 N N N N Aquitaine Funding Co. LLC Aquitaine Funding Co. LLC 4.598 03843MQ90 549300RM1I17W1XLUM92 US03843MQ902 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-09 2023-03-09 2023-03-09 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0460 34680427.88 34680427.88 0.0050 N N N N Bank of America Securities, Inc. Bank of America Securities, Inc. 4.520 549300HN4UKV1E2R3U73 BRYEK20A4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 3.750000 14955000.00 14298336.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 1.125000 18946200.00 11990313.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-08-15 3.625000 9917250.00 9194379.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 1.875000 11720565.00 8338201.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2052-11-15 4.000000 6945360.00 7090595.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 3.000000 8485845.00 7135879.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-05-15 2.375000 6704895.00 4928177.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 4.250000 7191600.00 7447314.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 3.000000 10885950.00 9034427.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2052-05-15 2.875000 13132710.00 10772040.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 4.625000 13251165.00 14228569.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 1.125000 16948200.00 10615776.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-02-15 1.875000 17715510.00 11473402.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 3.875000 2146155.00 2098399.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-11-15 4.375000 7028220.00 7408214.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 8791500.00 7547724.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 2.875000 11575515.00 9398246.97 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0452 150000000.00 150000000.00 0.0218 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.520 MBNUM2BPBDO7JBLYG310 BRYEK20H9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-30 3.875000 867442.00 862940.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-12-31 0.375000 42879773.00 38279767.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 3.125000 54486230.00 52657304.05 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0452 90000000.00 90000000.00 0.0131 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 4.520 254900BN8XS34XZDJ223 BRYEK1Z59 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.250000 1893366.00 2293414.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-04-15 0.125000 2425073.00 2376607.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-15 0.625000 598000.00 720021.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 3002181.00 3401914.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-28 4.625000 13438256.00 13395253.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-04-15 0.125000 1195246.00 1317612.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-07-15 0.125000 1847935.00 1924309.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 2152498.00 2520229.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-15 0.125000 792419.00 867022.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-15 0.125000 1125623.00 1202498.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.375000 1714296.00 1991329.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-01-15 1.125000 297321.00 284968.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.375000 1052548.00 1205810.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-15 0.125000 1562079.00 1908160.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.375000 2086170.00 2524177.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 0.875000 2618585.00 2941805.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-15 0.125000 2621006.00 2947598.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-01-15 0.125000 3011906.00 2838680.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-07-15 0.250000 4066885.00 4338574.06 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0452 50000000.00 50000000.00 0.0073 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 4.550 254900Y8NKGV541U8Q32 BRYEKXVY0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.250000 529809300.00 500063230.03 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 500000000.00 500000000.00 0.0727 N Y Y N Bank of Montreal Bank of Montreal 4.620 NQQ6HPCNCCU6TUTQYE16 BRYE8XA43 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 2 2042-12-20 3.500000 6397618.00 5936264.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2049-12-20 3.500000 164585.00 146140.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-06-20 3.000000 6671058.00 5939948.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-10-20 4.000000 461037.00 393739.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-07-20 2.500000 7027774.00 5943907.93 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0462 18000000.00 18000000.00 0.0026 N Y Y N Mackinac Funding Co. LLC Mackinac Funding Co. LLC 4.617 55458FQP5 549300DSZ0UOZX6UNF02 US55458FQP52 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-23 2023-03-23 2023-03-23 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0462 46861181.74 46861181.74 0.0068 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 5.400 20272A2R6 MSFSBD3QN1GSN7Q6C537 US20272A2R66 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2024-02-16 2024-02-16 2024-02-16 N N N 0.0540 21034777.26 21034777.26 0.0031 N N N N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 4.604 08224MQ23 549300PGDCWK6DU9QM65 US08224MQ231 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-02 2023-03-02 2023-03-02 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0460 53986289.94 53986289.94 0.0079 N N Y N Macquarie Bank Ltd. Macquarie Bank Ltd. 5.553 55607KBC9 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-02-12 2024-02-12 2024-02-12 N N N 0.0555 14243542.50 14243542.50 0.0021 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.550 MBNUM2BPBDO7JBLYG310 BRYEK2055 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA_23-26 2065-04-16 0.971330 12995958.00 999999.98 Agency Collateralized Mortgage Obligation GNMA_23-18J 2053-02-20 1.346030 100000.00 7503.21 Agency Collateralized Mortgage Obligation GNMA_23-18E 2053-02-20 5.000000 64776.00 65419.87 Agency Collateralized Mortgage Obligation Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 1000000.00 1000000.00 0.0001 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 4.550 ZBUT11V806EZRVTWT807 BRYEK20E6 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 2 2053-02-20 5.500000 491310.00 499536.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2046-04-20 3.500000 1357676.00 360185.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2030-07-20 3.500000 1155987.00 91139.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2040-09-20 5.000000 1297000.00 69138.43 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 1000000.00 1000000.00 0.0001 N Y Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 4.933 89236TKS3 Z2VZBHUMB7PWWJ63I008 US89236TKS32 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ 2023-03-01 2024-02-22 2024-02-22 N N N 0.0510 13605510.16 13605510.16 0.0020 N N N N Chesham Finance Ltd. Chesham Finance Ltd. 4.571 16538CQ11 US16538CQ110 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N Y HSBC BANK PLC 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0457 100078294.00 100078294.00 0.0146 N Y Y N BlackRock Liquidity Funds 2023-03-06 /s/Chuck Pulsfort Chuck Pulsfort Assistant Treasurer