N-MFP2 0000097098 XXXXXXXX 2021-11-30 0000097098 5493007YVNX55LTRQ706 S000001474 9 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 46 65 1937527725.26 1737018571.12 1672535753.18 1773282675.85 3003839472.67 2926432664.93 2884421961.67 2872145376.35 0.3362 0.3027 0.2988 0.3206 0.5212 0.5100 0.5153 0.5192 269671883.76 5261228443.17 2513162659.00 800480.90 996447.98 5530704359.85 5527803515.25 0.0018 1.0006 1.0006 1.0005 1.0005 C000003917 1.00 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000060555 1.00 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000003919 3000000.00 36498.80 36478.11 1.0006 1.0006 1.0006 1.0006 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0004 Y BlackRock Advisors, LLC, Management Fees, 3.90; C000003920 50000.00 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000003915 5000.00 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000003916 5000.00 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000003918 5000.00 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000003922 5000.00 17935.24 17925.94 1.0006 1.0005 1.0005 1.0005 0.45 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.45 0.00 0.0002 Y BlackRock Advisors, LLC, Management Fees, 1.80; BlackRock Investments, LLC, Service/Distribution Fees, 3.59; C000003921 3000000.00 5530649925.81 5527749111.20 1.0006 1.0006 1.0005 1.0005 17278447.38 41037157.71 31487339.57 68325718.21 17944064.73 170662777.96 28311877.07 60727904.29 99225076.17 354932283.87 0.0004 Y BlackRock Advisors, LLC, Management Fees, 584692.02; Bank of Montreal Bank of Montreal 0.160 NQQ6HPCNCCU6TUTQYE16 BRWVS35T2 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 2048-02-20 3.500000 8516.00 9010.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-01-20 4.500000 11393.00 12340.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2049-05-20 5.500000 13273.00 15226.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-06-20 4.500000 19762.00 21269.07 Agency Mortgage-Backed Securities GNMA_21-98M 2051-06-20 6.208870 100000.00 14129.74 Agency Collateralized Mortgage Obligation FNMA_21-46B 2051-07-25 4.500000 100020.00 15046.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-05-20 4.000000 192453.00 208137.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2036-12-01 2.000000 760391.00 780169.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2049-08-20 5.500000 1076358.00 1238619.56 Agency Mortgage-Backed Securities FHSTR_362 2047-12-15 3.000000 1441000.00 53688.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2038-04-15 5.000000 2521989.00 922973.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-12-01 2.000000 3848881.00 3853503.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-11-01 2.500000 4053829.00 4172294.87 Agency Mortgage-Backed Securities GNMA_20-185L 2050-07-20 3.500000 27269786.00 2404469.07 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-04-01 4.500000 37339092.00 2694380.63 Agency Mortgage-Backed Securities GNMA_21-107Q 2051-06-20 3.000000 41666666.00 3759180.10 Agency Collateralized Mortgage Obligation GNMA_21-107R 2051-06-20 3.000000 41666667.00 3691866.99 Agency Collateralized Mortgage Obligation Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0016 23000000.00 23000000.00 0.0042 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV 0.080 BFXS5XCH7N0Y05NIXW11 BRWVRY1G7 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0008 31000000.00 31000000.00 0.0056 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.530 VYVVCKR63DVZZN70PB21 BRWVQHY95 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UNITI GROUP LP 2030-01-15 6.000000 992000.00 933634.03 Corporate Debt Securities Hudbay 549300WI524AL577IX21 2026-04-01 4.500000 1770000.00 1747299.75 Corporate Debt Securities BROOKFIELD RESIDENTIAL PROPERTIES INC 549300C2SXDXVIUV3Q14 2027-09-15 6.250000 2920000.00 3069535.63 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-02-23 2022-02-23 2022-02-23 N N N 0.0053 5000000.00 5000000.00 0.0009 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 0.350 ZBUT11V806EZRVTWT807 BRWVZGA44 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CABLEVISION SYSTEMS CORP 2022-09-15 5.875000 5000.00 5173.70 Corporate Debt Securities NAVIOS MARITIME HOLDINGS INC 549300S82W3QK11L1415 2022-08-15 11.250000 6000.00 6195.32 Corporate Debt Securities NIELSEN FINANCE LLC UJ76Y189LDMPCOCW7204 2028-10-01 5.625000 22000.00 22807.81 Corporate Debt Securities CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 2026-02-01 5.500000 25000.00 26423.26 Corporate Debt Securities DANA FINANCING LUXEMBOURG SARL 222100DKCE3D036DQU13 2025-04-15 5.750000 25000.00 25804.69 Corporate Debt Securities PM GENERAL PURCHASER LLC 2028-10-01 9.500000 25000.00 26975.65 Corporate Debt Securities GCI LLC 549300N3IE9H88Q20221 2028-10-15 4.750000 50000.00 51476.88 Corporate Debt Securities CSTN MERGER SUB INC 2024-08-15 6.750000 51000.00 46083.98 Corporate Debt Securities PENN NTL GAMING INC 2029-07-01 4.125000 53000.00 50873.26 Corporate Debt Securities FIRST STUDENT BIDCO INC 2549006DRO2F06AA1391 2029-07-31 4.000000 55000.00 53029.53 Corporate Debt Securities ENVISION HEALTHCARE CORP 549300OL60X0LPKY8N60 2026-10-15 8.750000 60000.00 37106.25 Corporate Debt Securities GENESIS ENERGY 549300VJ5D6MDK138782 2026-05-15 6.250000 60000.00 58024.45 Corporate Debt Securities BEAZER HOMES USA INC 549300DUPYT2T0F60I45 2029-10-15 7.250000 69000.00 76180.31 Corporate Debt Securities CROWNROCK LP WFBCP6PB6JZR80B7U482 2029-05-01 5.000000 75000.00 75908.08 Corporate Debt Securities OWENS-BROCKWAY GLASS CONTAINER INC. V2UQUCDZJ9WY98W8QU33 2023-08-15 5.875000 75000.00 79285.16 Corporate Debt Securities BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 2030-01-30 5.250000 482000.00 422955.00 Corporate Debt Securities CARNIVAL CORP F1OF2ZSX47CR0BCWA982 2027-03-01 5.750000 579000.00 578545.65 Corporate Debt Securities CORNERSTONE BUILDING BRANDS INC 549300IW41QEWQ6T0H29 2029-01-15 6.125000 908000.00 975172.71 Corporate Debt Securities UWM_21-INV4 2021-12-01 0.000000 13595800.00 13614152.82 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-07 2021-12-07 2021-12-07 N N N 0.0035 15000000.00 15000000.00 0.0027 N N Y N Series 2021-XMT0962, Tender Option Bond Trust Receipts/Certificates Series 2021-XMT0962, Tender Option Bond Trust Receipts/Certificates 0.120 88034YE22 US88034YE220 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2021-12-07 2021-12-07 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 0.0005 3000000.00 3000000.00 0.0005 N N Y N Norinchukin Bank Norinchukin Bank 0.210 65602YRV4 549300KQZJBM38M51L16 US65602YRV47 Certificate of Deposit Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-14 2022-03-14 2022-03-14 N N N 0.0023 24998628.50 24998628.50 0.0045 N N N N DG Bank International SA DG Bank International SA 0.070 23344J3H6 US23344J3H62 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0007 49000000.00 49000000.00 0.0089 N Y Y N Chesham Finance Ltd. Chesham Finance Ltd. 0.086 16537HZ78 US16537HZ781 Asset Backed Commercial Paper Y Fitch - BR UNK Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-07 2021-12-07 2021-12-07 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0009 49999173.50 49999173.50 0.0090 N N Y N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 0.092 08224LZ17 549300PGDCWK6DU9QM65 US08224LZ176 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0009 43999888.68 43999888.68 0.0080 N Y Y N Bedford Row Funding Corp. Bedford Row Funding Corp. 0.078 07644AZ15 US07644AZ153 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-12-01 2021-12-01 2021-12-01 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0008 13999969.62 13999969.62 0.0025 N Y Y N BNZ International Funding Ltd. BNZ International Funding Ltd. 0.292 0556X1HJ4 549300HVMZ89HDMELW08 US0556X1HJ41 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-08-18 2022-08-18 2022-08-18 N N N 0.0029 12224510.81 12224510.81 0.0022 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.050 MBNUM2BPBDO7JBLYG310 BRWVYCFY3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 2.375000 14.00 15.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-15 1.625000 14.00 14.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-31 0.750000 1195.00 1175.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-06-30 1.875000 57125.00 59444.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 6.750000 1879848.00 2397720.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 2420611.00 3031522.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-15 0.125000 10138795.00 11146754.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-31 0.750000 21674779.00 21298187.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 52813526.00 53865171.15 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 90000000.00 90000000.00 0.0163 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 0.050 254900Y8NKGV541U8Q32 BRWVZ4TP4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.125000 250815100.00 250000401.28 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 250000000.00 250000000.00 0.0452 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.060 MBNUM2BPBDO7JBLYG310 BRWVYCFT4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-05-15 1.625000 1007900.00 1020078.80 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0006 1000000.00 1000000.00 0.0002 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.050 ZBUT11V806EZRVTWT807 BRWVYCGH9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2063-11-15 3.000000 12585.00 13394.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2046-02-20 4.000000 24997.00 9337.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2046-02-20 4.000000 44998.00 6378.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-09-20 4.000000 4886568.00 990889.89 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 1000000.00 1000000.00 0.0002 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 0.050 549300H47WTHXPU08X20 BRWVYAQZ2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N T Note 1.375 10/31/2028 2021-12-01 0.050000 31673000.00 31620026.91 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 31000000.00 31000000.00 0.0056 N Y Y N Antalis SA Antalis SA 0.086 03664AZ76 549300G2LM2ZKZ0X4Y50 US03664AZ767 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-07 2021-12-07 2021-12-07 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0009 59999008.20 59999008.20 0.0108 N N Y N DZ Bank AG Deutsche Zentral-Genossenschaftsbank DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.081 26821HZ15 529900HNOAA1KXQJUQ27 US26821HZ159 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0008 49999889.00 49999889.00 0.0090 N Y Y N Westpac Banking Corp. Westpac Banking Corp. 0.155 9612C4N98 EN5TNI6CI43VEPAMHL14 US9612C4N987 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-04 2022-02-04 2022-02-04 N N N 0.0011 23501743.23 23501743.23 0.0042 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.270 62630WFM4 US62630WFM47 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-01-04 2022-01-04 2031-02-01 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 950000.00 950000.00 0.0002 N N N N Taxable Series 2021-XFT1210, Tender Option Bond Trust Receipts/Certificates Taxable Series 2021-XFT1210, Tender Option Bond Trust Receipts/Certificates 0.120 88034XUT7 US88034XUT70 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2021-12-07 2021-12-07 2052-11-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 3245000.00 3245000.00 0.0006 N N Y N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.340 60700HGX1 US60700HGX17 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-01-04 2022-01-04 2041-02-15 Y MIZUHO CAPITAL MARKETS LLC 1.0000 35 Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N N 0.0005 6314659.00 6314659.00 0.0011 N N N N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 0.269 N4JDFKKH2FTD8RKFXO39 XS2306988051 BRWHLQJM9 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-22 2022-02-22 2022-02-22 N N N 0.0027 24991078.25 24991078.25 0.0045 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.340 60700HHK8 US60700HHK86 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-01-04 2022-01-04 2056-11-01 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 500000.00 500000.00 0.0001 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 0.270 22552G2V1 549300D0YARF5HYP1809 US22552G2V11 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2022-04-08 2022-04-08 N N N 0.0016 41015858.80 41015858.80 0.0074 N N N N Bank of Montreal Bank of Montreal 0.279 NQQ6HPCNCCU6TUTQYE16 XS2314827507 BRWJC88X3 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-09 2022-03-09 2022-03-09 N N N 0.0028 17988968.34 17988968.34 0.0033 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.150 05253MNV2 JHE42UYNWWTJB8YTTU19 US05253MNV27 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-12-02 2022-03-02 2022-03-02 N N N 0.0008 15004631.70 15004631.70 0.0027 N N N N Alinghi Funding Co. LLC Alinghi Funding Co. LLC 0.117 01626FZ76 549300VRDDZC1N8S3N22 US01626FZ767 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-07 2021-12-07 2021-12-07 N Y UBS AG 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0012 33999239.76 33999239.76 0.0061 N N Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.146 05253MNX8 JHE42UYNWWTJB8YTTU19 US05253MNX82 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-12-09 2022-03-09 2022-03-09 N N N 0.0020 25000728.75 25000728.75 0.0045 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.270 62630WDX2 US62630WDX20 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-01-04 2022-01-04 2025-04-01 Y BARCLAYS BANK PLC 1.0000 35 Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0027 600000.00 600000.00 0.0001 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.130 62630WAS6 US62630WAS61 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-12-07 2021-12-07 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 0.0005 8100000.00 8100000.00 0.0015 N N Y N National Australia Bank Ltd. National Australia Bank Ltd. 0.172 63254GQP3 F8SB4JFBSYQFRQEH3Z21 US63254GQP36 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-12-29 2022-03-29 2022-03-29 N N N 0.0021 20001587.00 20001587.00 0.0036 N N N N UBS AG UBS AG 0.290 90276JMK9 BFM8T61CT2L1QCEMIK50 US90276JMK96 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2022-04-05 2022-04-05 N N N 0.0020 20001701.20 20001701.20 0.0036 N N N N Taxable Series 2021-XFT1216, Tender Option Bond Trust Receipts/Certificates Taxable Series 2021-XFT1216, Tender Option Bond Trust Receipts/Certificates 0.120 88034XA77 US88034XA774 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-12-07 2021-12-07 2051-01-01 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 0.0005 2605000.00 2605000.00 0.0005 N N Y N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 0.172 86565CG60 549300MS3WYYVQ4HXM15 US86565CG606 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-01-20 2022-01-20 2022-01-20 N N N 0.0017 10750615.33 10750615.33 0.0019 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 0.250 63254GQQ1 F8SB4JFBSYQFRQEH3Z21 US63254GQQ19 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-12-01 2022-04-14 2022-04-14 N N N 0.0016 15005060.55 15005060.55 0.0027 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.240 13606CRD8 549300H8L46OOZOFHU82 US13606CRD82 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-06 2022-04-06 2022-04-06 N N N 0.0018 31706449.68 31706449.68 0.0057 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 0.240 85325VK82 RILFO74KP1CM8P6PCT96 US85325VK822 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0013 30005711.40 30005711.40 0.0054 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.230 55380TSM3 C3GTMMZIHMY46P4OIX74 US55380TSM35 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-01-28 2022-01-28 2022-01-28 N N N 0.0013 40006608.40 40006608.40 0.0072 N N N N Taxable Municipal Funding Trust Taxable Municipal Funding Trust 0.270 62630WGF8 US62630WGF86 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-01-04 2022-01-04 2054-11-15 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 8475000.00 8475000.00 0.0015 N N N N Taxable Municipal Funding Trust Taxable Municipal Funding Trust 0.130 62630WFX0 US62630WFX02 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-12-07 2021-12-07 2041-05-01 Y BARCLAYS BANK PLC 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 37200000.00 37200000.00 0.0067 N N Y N Taxable Municipal Funding Trust Taxable Municipal Funding Trust 0.270 62630WFV4 US62630WFV46 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-01-04 2022-01-04 2056-05-15 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 23500000.00 23500000.00 0.0042 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 0.103 0556X1AM4 549300HVMZ89HDMELW08 US0556X1AM43 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-01-21 2022-01-21 2022-01-21 N N N 0.0010 44993370.15 44993370.15 0.0081 N N N N ANZ New Zealand Int'l Ltd. ANZ New Zealand Int'l Ltd. 0.165 0018A3DS0 213800VD256NU2D97H12 US0018A3DS09 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-26 2022-04-26 2022-04-26 N Y ANZ BANK NEW ZEALAND LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0017 19986688.40 19986688.40 0.0036 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.240 55380TSD3 C3GTMMZIHMY46P4OIX74 US55380TSD36 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-01-13 2022-01-13 2022-01-13 N N N 0.0011 30004613.10 30004613.10 0.0054 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 0.340 22845AWV8 549300LXH4KLRKIKII81 US22845AWV87 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-25 2022-04-25 2022-04-25 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0024 15006133.35 15006133.35 0.0027 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 0.250 06417MPP4 L3I9ZG2KFGXZ61BMYR72 US06417MPP40 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2022-06-17 2022-06-17 N N N 0.0024 25001932.00 25001932.00 0.0045 N N N N Credit Industriel et Commercial, New York Credit Industriel et Commercial, New York 0.194 22536UU24 N4JDFKKH2FTD8RKFXO39 US22536UU243 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-07 2022-05-06 2022-05-06 N N N 0.0017 25006111.00 25006111.00 0.0045 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.165 13606CSQ8 549300H8L46OOZOFHU82 US13606CSQ86 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-07 2022-06-07 2022-06-07 N N N 0.0018 25005282.00 25005282.00 0.0045 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.165 06367CEX1 NQQ6HPCNCCU6TUTQYE16 US06367CEX11 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-07 2022-06-06 2022-06-06 N N N 0.0022 25000314.75 25000314.75 0.0045 N N N N ANZ New Zealand Int'l Ltd. ANZ New Zealand Int'l Ltd. 0.181 0018A3E59 213800VD256NU2D97H12 US0018A3E591 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-05 2022-05-05 2022-05-05 N Y ANZ BANK NEW ZEALAND LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0018 19984573.40 19984573.40 0.0036 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.156 76582KB42 US76582KB425 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-04 2022-02-04 2022-02-04 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0016 29991530.10 29991530.10 0.0054 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 0.250 06417MPA7 L3I9ZG2KFGXZ61BMYR72 US06417MPA70 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2022-05-04 2022-05-04 N N N 0.0019 20005334.40 20005334.40 0.0036 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 0.182 85325VL81 RILFO74KP1CM8P6PCT96 US85325VL812 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-20 2022-03-18 2022-03-18 N N N 0.0016 52511703.30 52511703.30 0.0095 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 0.204 20272AT55 MSFSBD3QN1GSN7Q6C537 US20272AT555 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-23 2022-05-23 2022-05-23 N N N 0.0024 23003396.64 23003396.64 0.0042 N N N N Barclays Bank plc Barclays Bank plc 0.174 06742VRM5 G5GSEF7VJP5I7OUK5573 US06742VRM53 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-22 2022-02-22 2022-02-22 N Y BARCLAYS BANK PLC 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0017 24989850.00 24989850.00 0.0045 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 0.088 0556X1A69 549300HVMZ89HDMELW08 US0556X1A693 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-01-06 2022-01-06 2022-01-06 N N N 0.0009 39996423.20 39996423.20 0.0072 N N N N Citibank NA Citibank NA 0.160 17305TY30 E57ODZWZ7FF32TWEFA76 US17305TY301 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-06 2022-06-06 2022-06-06 N N N 0.0022 14995539.60 14995539.60 0.0027 N N N N Bank of America Corp. Bank of America Corp. 0.210 06050TMY5 B4TYDEB6GKMZO031MB27 US06050TMY54 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2022-07-08 2022-07-08 N N N 0.0019 6749059.79 6749059.79 0.0012 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 0.210 06417MQB4 L3I9ZG2KFGXZ61BMYR72 US06417MQB45 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2022-06-03 2022-06-03 N N N 0.0023 21747542.90 21747542.90 0.0039 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.182 76582KCE9 US76582KCE91 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-14 2022-03-14 2022-03-14 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0018 24987072.25 24987072.25 0.0045 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.272 17327BF34 MBNUM2BPBDO7JBLYG310 US17327BF344 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-03 2022-06-03 2022-06-03 N N N 0.0027 24965698.00 24965698.00 0.0045 N N N N Natixis SA, New York Natixis SA, New York 0.220 63873QQA5 2549003L5ZG5M2ZSE107 US63873QQA57 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2022-07-07 2022-07-07 N N N 0.0024 39994407.60 39994407.60 0.0072 N N N N TD Securities USA LLC TD Securities USA LLC 0.150 SUVUFHICNZMP2WKHG940 BRWPU4NG8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-3 2023-08-21 0.450000 14967000.00 14980500.24 Asset-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2021-12-01 2021-12-01 2021-12-01 N N N 0.0015 14000000.00 14000000.00 0.0025 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 0.490 7TK5RJIZDFROZCA6XF66 BRWPKV249 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AES CORP 2NUNNB7D43COUIRE5295 2031-01-15 2.450000 5000.00 4882.49 Corporate Debt Securities AERCAP IRELAND CAPITAL DAC 549300TI38531ODB1G63 2023-09-29 0.050000 150000.00 150152.83 Corporate Debt Securities SNOHOMISH CNTY WASH PUB UTIL DIST NO 001 2051-12-01 5.000000 165000.00 217914.58 Other Instrument MUNI NEW YORK ST BRDG AUTH 2051-01-01 4.000000 340000.00 405641.91 Other Instrument MUNI BANCO DE CREDITO DEL PERU 549300EQYQ8SCQZ4BY14 2031-09-30 3.250000 425000.00 416677.08 Corporate Debt Securities EMPRESA NACIONAL DE TELECOMUNICACIONES SA 529900N4SUIP0URJT330 2032-09-14 3.050000 490000.00 471105.06 Corporate Debt Securities BPCE SA 9695005MSX1OYEMGDF46 2022-05-22 1.379630 587000.00 590114.97 Corporate Debt Securities WASHINGTON (STATE OF) 549300X3TODFMUKLQ364 2041-06-01 5.000000 910000.00 1190317.41 Other Instrument MUNI BPCE SA 9695005MSX1OYEMGDF46 2022-05-22 1.379630 950000.00 955193.26 Corporate Debt Securities HOUSTON CITY OF 549300C64URYS0WQQY42 2036-07-01 4.000000 1000000.00 1211565.56 Other Instrument MUNI SAN DIEGO REG AIRPORT 2037-07-01 5.000000 1000000.00 1256194.44 Other Instrument MUNI CALIFORNIA (STATE OF) 2040-11-01 4.000000 1150000.00 1392169.56 Other Instrument MUNI SAN LEANDRO CALIF UNI SCH DIST 2034-08-01 4.000000 1200000.00 1477490.67 Other Instrument MUNI OHIO (STATE OF) 5493005LEB5E170OMX59 2040-03-01 5.000000 1345000.00 1807125.56 Other Instrument MUNI DALLAS TEX 2035-08-15 4.000000 1500000.00 1686488.33 Other Instrument MUNI FLNG LIQUEFACTION 2 LLC 5493008RXZY6NJ5WF161 2038-03-31 4.125000 1500000.00 1482287.60 Corporate Debt Securities SAN JOSE CALIF 2032-03-01 5.000000 1500000.00 1966906.67 Other Instrument MUNI REGENCY CENTERS LP 5493008PTR2GAOYBXW28 2029-09-15 2.950000 1820000.00 1891008.82 Corporate Debt Securities MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 2027-09-23 0.970000 2200000.00 2215577.71 Corporate Debt Securities AURORA COLO 2051-08-01 4.000000 2250000.00 2743432.50 Other Instrument MUNI NISSAN MOTOR ACCEPTANCE CORP 7D6DIU2QXTUJRFNNJA49 2024-03-08 0.754630 2370000.00 2370876.52 Corporate Debt Securities CALIFORNIA (STATE OF) 2041-09-01 5.000000 2430000.00 3249814.50 Other Instrument MUNI DISTRICT OF COLUMBIA (WASHINGTON DC) 549300HWFOZXPKGOX654 2038-02-01 5.000000 3070000.00 4019305.40 Other Instrument MUNI CALIFORNIA (STATE OF) 2037-10-01 4.000000 3300000.00 4060404.33 Other Instrument MUNI CALIFORNIA (STATE OF) 2039-11-01 4.000000 3495000.00 4238673.87 Other Instrument MUNI AT&T INC 549300Z40J86GGSTL398 2024-03-25 0.050000 3728000.00 3735848.55 Corporate Debt Securities NATIONAL BK OF CANADA BSGEFEIOM18Y80CKCV46 2023-05-16 0.050000 3789000.00 3791334.45 Corporate Debt Securities STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 2023-01-20 1.281500 4070000.00 4080702.01 Corporate Debt Securities Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2022-01-04 2022-01-04 Y MIZUHO SECURITIES USA LLC 1.0000 35 N Fitch - BR NR Moody's - BR A1 Standard & Poor's - BR A N N 0.0049 50000000.00 50000000.00 0.0090 N N N Y Alpine Securitization Ltd. Alpine Securitization Ltd. 0.260 02089XPK7 US02089XPK71 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-07-08 2022-07-08 2022-07-08 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0028 9998601.40 9998601.40 0.0018 N N N N Goldman Sachs Bank Goldman Sachs Bank 0.219 40054PFX8 KD3XUN7C6T14HNAYLU02 US40054PFX87 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2022-07-26 2022-07-26 N N N 0.0027 13995468.90 13995468.90 0.0025 N N N N Antalis SA Antalis SA 0.150 03664BAL0 549300G2LM2ZKZ0X4Y50 US03664BAL09 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-01-20 2022-01-20 2022-01-20 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0015 36862269.47 36862269.47 0.0067 N N N N Taxable Series 2021-XMT0949, Tender Option Bond Trust Receipts/Certificates Taxable Series 2021-XMT0949, Tender Option Bond Trust Receipts/Certificates 0.120 88034YFK1 US88034YFK10 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2021-12-07 2021-12-07 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 0.0005 5000000.00 5000000.00 0.0009 N N Y N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 0.220 86565C3V9 5U0XI89JRFVHWIBS4F54 US86565C3V97 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2022-06-22 2022-06-22 N N N 0.0029 24990375.50 24990375.50 0.0045 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.155 76582KB34 US76582KB342 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-03 2022-02-03 2022-02-03 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0016 56484391.88 56484391.88 0.0102 N N N N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 0.240 N4JDFKKH2FTD8RKFXO39 XS2369032573 BRWPZKPA8 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-07-22 2022-07-22 2022-07-22 N N N 0.0024 29948413.86 29948413.86 0.0054 N N N N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.140 1VUV7VQFKUOQSJ21A208 BRWRNDEA5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OLD LINE FUNDING LLC 5493004QSN8OZAIU2J90 2021-12-01 0.000000 1.00 1.00 Money Market TOPAZ SOLAR FARMS LLC 2039-09-30 5.750000 240.00 289.55 Corporate Debt Securities MILEAGE PLUS HOLDINGS LLC 2027-06-20 6.500000 699.00 759.03 Corporate Debt Securities CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 2022-06-06 2.400000 1000.00 1022.01 Corporate Debt Securities MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 2027-01-20 3.625000 1000.00 1093.63 Corporate Debt Securities UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST 2027-10-15 5.875000 1000.00 1009.15 Corporate Debt Securities BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 2026-08-03 2.700000 2000.00 2108.91 Corporate Debt Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2023-11-24 0.320000 2000.00 1991.29 Agency Debentures and Agency Strips GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2025-04-01 3.500000 2000.00 2133.49 Corporate Debt Securities MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 2024-04-29 3.875000 2000.00 2127.69 Corporate Debt Securities PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 2027-08-17 3.125000 2000.00 2164.74 Corporate Debt Securities UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 2022-07-15 4.163000 2000.00 2057.84 Corporate Debt Securities BRITISH AIRWAYS PASS THROUGH CERTIFICATES SERIES 2020-1 2034-05-15 4.250000 2000.00 1236.41 Corporate Debt Securities DUKE ENERGY CORP I1BZKREC126H0VB1BL91 2027-08-15 3.150000 3000.00 3183.41 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2024-07-23 1.013880 3000.00 3027.31 Corporate Debt Securities COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 2030-02-01 2.650000 4000.00 4144.72 Corporate Debt Securities FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 2097-05-15 7.700000 10000.00 13232.08 Corporate Debt Securities Hudbay 549300WI524AL577IX21 2026-04-01 4.500000 24000.00 23692.20 Corporate Debt Securities BANK BANK_17-BNK7 2060-09-15 3.949000 50000.00 53847.21 Private Label Collateralized Mortgage Obligations CONTINENTAL RESOURCES INC XXRTID9RYWOZ0UPIVR53 2031-01-15 5.750000 62000.00 73460.24 Corporate Debt Securities CGCMT_14-GC25 2047-10-10 4.345000 75000.00 79704.16 Private Label Collateralized Mortgage Obligations QWEST COMMUNICATIONS INTERNATIONAL INC 2549005MKUCEWLPQW419 2030-05-01 7.750000 95000.00 118367.44 Corporate Debt Securities BENCHMARK MORTGAGE TRUST BMARK_20-IG2 2046-09-15 3.402830 100000.00 101777.82 Private Label Collateralized Mortgage Obligations BCMK_20-I3 2048-09-15 3.388700 100000.00 98630.69 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST GSMS_20-GSA2 2053-12-12 2.340000 100000.00 98081.00 Private Label Collateralized Mortgage Obligations BANK BANK_17-BNK5 2060-06-15 4.395290 115000.00 121999.78 Private Label Collateralized Mortgage Obligations CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_19-GC41 2056-08-10 3.199200 120000.00 125407.22 Private Label Collateralized Mortgage Obligations WFRBS_14-C24 2031-08-15 3.749000 135000.00 140317.38 Private Label Collateralized Mortgage Obligations CSI_20-C19 2053-03-17 3.734890 140999.00 144493.29 Private Label Collateralized Mortgage Obligations ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 2096-12-15 8.100000 154000.00 231895.97 Corporate Debt Securities CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C15 2052-03-15 4.475700 178000.00 197519.92 Private Label Collateralized Mortgage Obligations ADC_21-1A 2046-08-15 1.937000 209000.00 206962.27 Asset-Backed Securities BAIDU INC 254900AL64IANZYI1E02 2027-07-06 3.625000 243000.00 264782.52 Corporate Debt Securities BARCLAYS PLC 213800LBQA1Y9L22JB70 2049-12-31 8.000000 320000.00 356053.33 Corporate Debt Securities STUDIO CITY FINANCE LTD 254900D6R731QAUIG324 2025-07-15 6.000000 346000.00 352933.84 Corporate Debt Securities JBS USA LUX SA P77IMDGVZE8EFBTF2M92 2028-02-15 6.750000 359000.00 394536.51 Corporate Debt Securities OAKIG_20-1A 2050-11-20 2.210000 361000.00 357978.04 Asset-Backed Securities OAKIG_21-1A 2051-01-20 1.480000 377000.00 363995.70 Asset-Backed Securities CCO HOLDINGS LLC 2032-05-01 4.500000 386000.00 387445.57 Corporate Debt Securities GS MORTGAGE SECURITIES TRUST GSM 2050-03-10 4.047000 397249.00 427324.75 Private Label Collateralized Mortgage Obligations DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_21-2 2066-04-25 0.899000 404999.00 340859.11 Private Label Collateralized Mortgage Obligations ROMANIA (REPUBLIC OF) 315700IASY927EDWBK92 2023-08-22 4.375000 460000.00 488961.47 Corporate Debt Securities CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_18-B2 2051-03-10 4.280000 462362.00 505204.82 Private Label Collateralized Mortgage Obligations ONSLOW BAY FINANCIAL LLC OBX_19-EXP1 2059-01-25 4.000000 609995.00 81346.79 Private Label Collateralized Mortgage Obligations BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 2025-01-09 3.375000 803000.00 856928.48 Corporate Debt Securities BOEING CO RVHJWBXLJ1RFUBSY1F30 2025-05-01 4.875000 927000.00 1018723.95 Corporate Debt Securities RIO OIL FINANCE TRUST 549300V5D1W52HY8NO65 2024-07-06 9.250000 1056000.00 442695.71 Corporate Debt Securities OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 2036-09-15 6.450000 1423000.00 1794314.06 Corporate Debt Securities OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 2030-09-01 6.625000 1705000.00 2086900.35 Corporate Debt Securities MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 2025-05-01 6.750000 1874000.00 1959149.88 Corporate Debt Securities EQT CORP 4NT01YGM4X7ZX86ISY52 2022-10-01 3.000000 2000000.00 2014833.33 Corporate Debt Securities H&E EQUIPMENT SERVICES INC 254900KVLRCDMQRYY541 2028-12-15 3.875000 2000000.00 1987040.83 Corporate Debt Securities SYNEOS HEALTH INC 549300F1ZGKDS8P6GU13 2029-01-15 3.625000 2000000.00 1974687.50 Corporate Debt Securities DT MIDSTREAM INC 2029-06-15 4.125000 2023000.00 2055051.91 Corporate Debt Securities OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 2026-04-15 3.400000 2030000.00 2028883.50 Corporate Debt Securities CARRIAGE SERVICES INC 2029-05-15 4.250000 2116000.00 2100068.28 Corporate Debt Securities LAREDO PETROLEUM INC 549300X0PTWU2QSLSL14 2029-07-31 7.750000 2133000.00 2109211.12 Corporate Debt Securities GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 2023-10-17 3.700000 2289000.00 2414916.62 Corporate Debt Securities VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 2029-10-01 3.750000 2395000.00 2336835.43 Corporate Debt Securities BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 2025-04-15 6.125000 2521000.00 2572570.21 Corporate Debt Securities STRUCTURED ASSET INVESTMENT LOAN 2034-09-25 1.032000 2889999.00 237368.87 Asset-Backed Securities NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 2026-02-01 10.250000 3340000.00 3954165.69 Corporate Debt Securities CANADIAN IMPERIAL BANK OF COMMER 2IGI19DL77OX0HC3ZE78 2024-04-02 3.100000 4498000.00 4732275.83 Corporate Debt Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.125000 9306600.00 11480689.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-30 0.164010 11758800.00 11765279.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-24 0.000000 21022900.00 21018253.94 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-07 2021-12-07 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 0.0014 84000000.00 84000000.00 0.0152 N N Y N Barclays Bank plc Barclays Bank plc 0.290 G5GSEF7VJP5I7OUK5573 BRWRJSTR4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y FERRELLGAS ESCROW LLC 2026-04-01 5.375000 4182000.00 3994056.85 Corporate Debt Securities ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 2066-11-01 3.149130 4352000.00 3525280.15 Corporate Debt Securities EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 2025-02-07 6.750000 9484000.00 9570802.31 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0029 15000000.00 15000000.00 0.0027 N Y Y N UBS AG UBS AG 0.383 90351XHJ5 BFM8T61CT2L1QCEMIK50 US90351XHJ54 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-08-18 2022-08-18 2022-08-18 N N N 0.0038 19945335.00 19945335.00 0.0036 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 0.200 89236TJL0 Z2VZBHUMB7PWWJ63I008 US89236TJL08 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ 2021-12-01 2022-08-15 2022-08-15 N N N 0.0030 24510339.84 24510339.84 0.0044 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 0.240 85325VP38 RILFO74KP1CM8P6PCT96 US85325VP383 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2022-09-02 2022-09-02 N N N 0.0026 9998315.20 9998315.20 0.0018 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.227 83050UE20 F3JS33DEI6XQ4ZBPTN86 US83050UE203 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0023 24976200.00 24976200.00 0.0045 N N N N Natixis SA, New York Natixis SA, New York 0.220 63873QQK3 2549003L5ZG5M2ZSE107 US63873QQK30 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2022-08-05 2022-08-05 N N N 0.0025 19995457.60 19995457.60 0.0036 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 0.160 60710RD28 51KMXRLB0RIEGI0WJN58 US60710RD280 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-10 2022-02-10 2022-02-10 N N N 0.0017 20249510.76 20249510.76 0.0037 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 0.265 91127QF12 IO66REGK3RCBAMA8HR66 US91127QF121 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0027 34104344.18 34104344.18 0.0062 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 0.160 60710RB61 51KMXRLB0RIEGI0WJN58 US60710RB615 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-04 2022-03-04 2022-03-04 N N N 0.0022 34994418.20 34994418.20 0.0063 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 0.160 60683BZ89 JBONEPAGQXF4QP29B387 US60683BZ898 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-09 2022-03-09 2022-03-09 N N N 0.0020 34995853.90 34995853.90 0.0063 N N N N Erste Abwicklungsanstalt Erste Abwicklungsanstalt 0.149 29604DBF6 7TG4VWERK338227TR435 US29604DBF69 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-15 2022-02-15 2022-02-15 N N N 0.0015 20993397.18 20993397.18 0.0038 N N N N Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Cooperatieve Centrale Raiffeisen-Boerenleenbank BA 0.071 21687AZF3 DG3RU1DBUFHT4ZF9WN62 US21687AZF38 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-15 2021-12-15 2021-12-15 N N N 0.0007 29999124.90 29999124.90 0.0054 N N N N ASB Finance Ltd. ASB Finance Ltd. 0.166 0020P3DD3 549300A8V0FZJN79NH08 US0020P3DD34 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-13 2022-04-13 2022-04-13 N N N 0.0017 22491262.05 22491262.05 0.0041 N N N N Credit Suisse Securities USA LLC Credit Suisse Securities USA LLC 0.660 1V8Y6QCX6YMJ2OELII46 BRWSX23H3 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GLP CAPITAL LP 2549005PXW31DRW8EC44 2030-01-15 4.000000 10000.00 10646.50 Corporate Debt Securities CVR PARTNERS LP 529900LE0OS06MYQRP11 2023-06-15 9.250000 12000.00 12537.55 Corporate Debt Securities CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 2028-12-01 7.000000 14000.00 14021.36 Corporate Debt Securities BELO CORP 2027-09-15 7.250000 39000.00 45634.06 Corporate Debt Securities PITNEY BOWES INC 549300N2O26NW4ST6W55 2037-01-15 5.250000 60000.00 60581.25 Corporate Debt Securities GREAT WOLF TRUST GWT_19-WOLF 2036-12-15 2.023000 80000.00 79167.03 Private Label Collateralized Mortgage Obligations RFMSI_05-AH3 2035-11-25 0.752000 128579.00 105698.60 Asset-Backed Securities DMDR_17-1 2029-10-22 6.070000 135000.00 22759.88 Asset-Backed Securities BXP_17-CC 2037-08-13 3.669880 150000.00 150366.49 Private Label Collateralized Mortgage Obligations INDX_07-FLX2 2037-04-25 0.281630 195000.00 156639.65 Private Label Collateralized Mortgage Obligations GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2049-12-31 5.300000 250000.00 273236.11 Corporate Debt Securities MAPS LTD MAPSL_18-1A 2043-05-15 5.193000 545000.00 334296.00 Asset-Backed Securities BLUEM_33 2034-11-20 6.965880 1500000.00 1486035.00 Asset-Backed Securities CARNIVAL PLC 4DR1VPDQMHD3N3QW8W95 2027-06-01 7.875000 1551000.00 1879278.84 Corporate Debt Securities ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 2027-10-15 7.500000 1634000.00 1890333.75 Corporate Debt Securities FMIC_05-1 2035-03-25 1.262000 1900000.00 1711227.74 Asset-Backed Securities JPMCC_19-FL12 2031-09-15 4.700000 2000000.00 1997241.58 Private Label Collateralized Mortgage Obligations HUNTINGTON BANCSHARES INC 549300XTVCVV9I7B5T19 2049-12-31 5.700000 2055000.00 2066456.63 Corporate Debt Securities VISTRA CORP 549300KP43CPCUJOOG15 2049-12-31 8.000000 2400000.00 2537184.00 Corporate Debt Securities MVW_14-1A 2026-10-15 5.453750 2499980.00 2093629.95 Asset-Backed Securities GOOD_21-5 2048-10-20 3.500000 2500000.00 2446122.22 Asset-Backed Securities HILT_16-SFP 2035-11-05 6.155220 3000000.00 3014857.12 Private Label Collateralized Mortgage Obligations HMIR_21-2 2034-01-25 3.298670 3000000.00 2995942.89 Private Label Collateralized Mortgage Obligations AEGEA FINANCE SARL 2024-10-10 5.750000 3060000.00 3145668.10 Corporate Debt Securities ACCT_05-3 2035-09-25 2.252740 3649000.00 14145.81 Asset-Backed Securities FREMF_16-SB20 2036-07-25 3.613510 3678655.00 1881129.95 Agency Collateralized Mortgage Obligation CBASS_07-MX1 2036-12-25 5.983000 3697000.00 3682181.08 Asset-Backed Securities LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 2025-12-01 7.200000 7675000.00 8755640.00 Corporate Debt Securities ASSURANT CLO III LTD MORGN_18-3A 2031-10-20 1.171500 11499800.00 11512153.18 Asset-Backed Securities FFML_05-H3 2035-09-25 1.262000 11999999.00 3825014.29 Asset-Backed Securities FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 2024-03-01 6.500000 13091000.00 13497730.10 Corporate Debt Securities CWALT_07-21CB 2037-09-25 0.492000 32240000.00 1854266.42 Private Label Collateralized Mortgage Obligations BSABS_06-SD3 2036-07-25 1.532960 39420000.00 188260.62 Asset-Backed Securities COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_07-23CB 2037-09-25 0.592000 79029998.00 5376806.11 Private Label Collateralized Mortgage Obligations Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-12-01 2022-03-05 2022-03-05 Y CREDIT SUISSE SECURITIES (USA) LLC 1.0000 95 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A+ N N 0.0066 70000000.00 70000000.00 0.0127 N N N Y Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 0.220 86565C6F1 549300MS3WYYVQ4HXM15 US86565C6F11 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2022-09-14 2022-09-14 N N N 0.0032 19984661.20 19984661.20 0.0036 N N N N Societe Generale SA Societe Generale SA 0.163 83369CCX0 O2RNE8IBXP4R0TD8PU41 US83369CCX02 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-31 2022-03-31 2022-03-31 N N N 0.0016 29983765.80 29983765.80 0.0054 N N N N National Westminster Bank plc National Westminster Bank plc 0.210 213800IBT39XQ9C4CP71 XS2384733817 BRWSERB80 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-31 2022-03-31 2022-03-31 N N N 0.0021 26977240.89 26977240.89 0.0049 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.270 62630WJW8 US62630WJW82 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-01-04 2022-01-04 2035-07-01 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 1000000.00 1000000.00 0.0002 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.340 60700HJH3 US60700HJH30 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-01-04 2022-01-04 2058-02-01 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 1000000.00 1000000.00 0.0002 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.490 60700HJF7 US60700HJF73 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-01-04 2022-01-04 2026-09-01 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 3000000.00 3000000.00 0.0005 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.490 60700HHY8 US60700HHY80 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-12-30 2021-12-30 2026-09-01 Y MIZUHO BANK LTD 1.0000 30 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 7000000.00 7000000.00 0.0013 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.180 13606CWG5 549300H8L46OOZOFHU82 US13606CWG58 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2022-06-08 2022-06-08 N N N 0.0019 21495496.40 21495496.40 0.0039 N N N N Caisse d'Amortissement de la Dette Sociale Caisse d'Amortissement de la Dette Sociale 0.153 12802WB94 969500P04DQJS4BPM574 US12802WB940 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-09 2022-02-09 2022-02-09 N N N 0.0015 21993448.18 21993448.18 0.0040 N N N N Province of Alberta Canada Province of Alberta Canada 0.087 01306NBH0 LQPXMHHNJKIPJYE53543 US01306NBH08 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-17 2022-02-17 2022-02-17 N N N 0.0009 31993960.96 31993960.96 0.0058 N N N N ASB Finance Ltd. ASB Finance Ltd. 0.174 0020P3DL5 549300A8V0FZJN79NH08 US0020P3DL59 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-20 2022-04-20 2022-04-20 N N N 0.0017 37974549.50 37974549.50 0.0069 N N N N Taxable Series 2021-XFT1246, Tender Option Bond Trust Receipts/Certificates Taxable Series 2021-XFT1246, Tender Option Bond Trust Receipts/Certificates 0.120 88034YRS1 US88034YRS18 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2021-12-07 2021-12-07 2047-11-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 13300000.00 13300000.00 0.0024 N N Y N BNZ International Funding Ltd. BNZ International Funding Ltd. 0.254 0556X1FD9 549300HVMZ89HDMELW08 US0556X1FD98 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-13 2022-06-13 2022-06-13 N N N 0.0025 9237473.93 9237473.93 0.0017 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.120 MBNUM2BPBDO7JBLYG310 BRWTQRSM6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-08-15 4.500000 100.00 142.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 1.125000 200.00 174.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 5800.00 6436.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 3.000000 270900.00 335210.53 U.S. Treasuries (including strips) VIATRIS INC 254900ZZTSW7NL773X71 2022-02-11 0.000000 2000000.00 1998298.00 Money Market UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 3.000000 13712700.00 17096841.14 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0012 19000000.00 19000000.00 0.0034 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.360 MBNUM2BPBDO7JBLYG310 BRWTNFC91 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2045-06-15 3.500000 1000.00 248.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2045-07-15 3.000000 1362.00 231.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2045-08-15 3.000000 56647.00 11829.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2046-10-15 3.000000 628902.00 511698.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2048-02-15 5.000000 946896.00 96453.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2046-11-15 3.000000 994079.00 470251.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2048-08-15 5.500000 1108002.00 99432.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-01-20 5.000000 1204000.00 280521.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-09-20 5.500000 1669315.00 374979.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2045-11-20 4.000000 3654634.00 603073.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2047-03-15 4.500000 7004605.00 483219.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2049-02-20 5.500000 10243470.00 2168060.56 Agency Mortgage-Backed Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2022-01-31 2022-01-31 Y CITIGROUP GLOBAL MARKETS INC 1.0000 62 N Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ N N 0.0036 5000000.00 5000000.00 0.0009 N N N Y Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.270 62630WJY4 US62630WJY49 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-12-07 2021-12-07 2023-12-31 Y BARCLAYS BANK PLC 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 2000000.00 2000000.00 0.0004 N N Y N Ionic Capital II Trust Ionic Capital II Trust 0.150 46221MAU1 254900ABXGHL7TZDR053 US46221MAU18 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-01-28 2022-01-28 2022-01-28 N Y CITIBANK NA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0015 19995148.80 19995148.80 0.0036 N N N N ASB Finance Ltd. ASB Finance Ltd. 0.265 0020P3FM1 549300A8V0FZJN79NH08 US0020P3FM15 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-21 2022-06-21 2022-06-21 N N N 0.0027 34948488.75 34948488.75 0.0063 N N N N UBS AG UBS AG 0.220 90276JNF9 BFM8T61CT2L1QCEMIK50 US90276JNF92 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-23 2022-09-22 2022-09-22 N N N 0.0031 22983194.82 22983194.82 0.0042 N N N N Goldman Sachs International Goldman Sachs International 0.379 38150UJP7 W22LROWP2IHZNBB6K528 US38150UJP75 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-23 2022-09-23 2022-09-23 N N N 0.0038 20935377.75 20935377.75 0.0038 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.200 06367CLF2 NQQ6HPCNCCU6TUTQYE16 US06367CLF22 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2022-09-21 2022-09-21 N N N 0.0027 35979966.36 35979966.36 0.0065 N N N N Series 2021-XFT1253, Tender Option Bond Trust Receipts/Certificates Series 2021-XFT1253, Tender Option Bond Trust Receipts/Certificates 0.120 88034YVM9 US88034YVM91 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2021-12-07 2021-12-07 2043-11-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 4000000.00 4000000.00 0.0007 N N Y N Series 2021-XMT0955, Tender Option Bond Trust Receipts/Certificates Series 2021-XMT0955, Tender Option Bond Trust Receipts/Certificates 0.120 88034YUZ1 US88034YUZ14 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2021-12-07 2021-12-07 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 0.0005 7000000.00 7000000.00 0.0013 N N Y N State of New York Mortgage Agency State of New York Mortgage Agency 0.080 64988YLQ8 549300ZQWNLLIG564027 US64988YLQ88 Variable Rate Demand Note Y Fitch - BR NR Moody's - BR VMIG1 Standard & Poor's - BR NR 2021-12-07 2021-12-07 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 0.0008 18000000.00 18000000.00 0.0033 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 0.270 62630WKA4 US62630WKA44 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-01-04 2022-01-04 2035-07-01 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 5400000.00 5400000.00 0.0010 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.340 60700HJN0 549300K10X7VPG6JVX38 US60700HJN08 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-12-07 2021-12-07 2023-05-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 1000000.00 1000000.00 0.0002 N N Y N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 0.300 22845AZU7 549300LXH4KLRKIKII81 US22845AZU77 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-10-04 2022-10-04 2022-10-04 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0041 24977179.25 24977179.25 0.0045 N N N N Caisse d'Amortissement de la Dette Sociale Caisse d'Amortissement de la Dette Sociale 0.213 12802WDE1 969500P04DQJS4BPM574 US12802WDE12 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-14 2022-04-14 2022-04-14 N N N 0.0021 32111692.11 32111692.11 0.0058 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.300 55380TXV7 C3GTMMZIHMY46P4OIX74 US55380TXV78 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-10-31 2022-10-31 2022-10-31 N N N 0.0042 10987545.36 10987545.36 0.0020 N N N N Westpac Banking Corp. Westpac Banking Corp. 0.398 9612C1KE6 EN5TNI6CI43VEPAMHL14 US9612C1KE62 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-10-14 2022-10-14 2022-10-14 N N N 0.0040 14948192.55 14948192.55 0.0027 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.300 89114WJG1 PT3QB789TSUIDF371261 US89114WJG15 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-10-25 2022-10-25 2022-10-25 N N N 0.0038 22983428.04 22983428.04 0.0042 N N N N Nordea Bank Abp Nordea Bank Abp 0.372 65558KKM5 529900ODI3047E2LIV03 US65558KKM52 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-10-21 2022-10-21 2022-10-21 N N N 0.0037 14950437.45 14950437.45 0.0027 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.330 55380TYN4 C3GTMMZIHMY46P4OIX74 US55380TYN44 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-11-01 2022-11-01 2022-11-01 N N N 0.0042 19982685.20 19982685.20 0.0036 N N N N Collateralized Commercial Paper V Co. LLC Collateralized Commercial Paper V Co. LLC 0.288 19424JFH4 549300ZLXI3T111CH173 US19424JFH41 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-17 2022-06-17 2022-06-17 N Y JP MORGAN SECURITIES LLC 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0029 3993720.44 3993720.44 0.0007 N N N N Natixis SA, New York Natixis SA, New York 0.300 63873QQY3 2549003L5ZG5M2ZSE107 US63873QQY34 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-10-20 2022-10-20 2022-10-20 N N N 0.0040 11989116.84 11989116.84 0.0022 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.340 60700HJS9 US60700HJS94 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-01-04 2022-01-04 2061-10-01 Y MIZUHO CAPITAL MARKETS LLC 1.0000 35 Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N N 0.0005 4000000.00 4000000.00 0.0007 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.320 55380TYJ3 C3GTMMZIHMY46P4OIX74 US55380TYJ32 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-10-24 2022-10-24 2022-10-24 N N N 0.0042 14237695.55 14237695.55 0.0026 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.310 VYVVCKR63DVZZN70PB21 BRWVCZZS7 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 2022-08-01 0.000000 5145309.00 5134035.63 Money Market REALTY INCOME CORP 549300CUWDAUZSH43859 2021-12-14 0.000000 7721000.00 7720390.04 Money Market SOUTH JERSEY GAS CO 549300THL27ZX07M7876 2022-01-18 0.000000 12000000.00 11997216.00 Money Market AMERICAN CRYSTAL SUGAR CO 549300HNGEIJRNKJGB32 2021-12-01 0.000000 17149799.00 17148358.42 Money Market Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-02-10 2022-02-10 2022-02-10 N N N 0.0031 40000000.00 40000000.00 0.0072 N N N Y Wells Fargo Securities LLC Wells Fargo Securities LLC 0.300 VYVVCKR63DVZZN70PB21 BRWV8QPB0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C51 2052-06-15 3.836000 124000.00 132765.20 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE 2050-03-15 3.446000 148901.00 158166.65 Private Label Collateralized Mortgage Obligations DRMT_20-2 2065-05-25 2.856000 871276.00 882375.77 Private Label Collateralized Mortgage Obligations VSTA_20-2 2065-04-25 3.401000 1086000.00 1102907.60 Private Label Collateralized Mortgage Obligations PSMC_20-3 2050-11-25 3.000000 3750000.00 3831163.75 Private Label Collateralized Mortgage Obligations CITIGROUP/DEUTSCHE BANK COMMERCI 2049-08-10 2.928770 4463000.00 3908799.31 Private Label Collateralized Mortgage Obligations BANK_21-BN36 2064-09-15 2.470000 15342583.00 15663821.74 Private Label Collateralized Mortgage Obligations Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0030 24000000.00 24000000.00 0.0043 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 0.150 ZBUT11V806EZRVTWT807 BRWV7F444 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y VICTORY RECEIVABLES CORP 549300D0F37QF0LP7F94 2021-12-01 0.000000 10304600.00 10300024.76 Money Market Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0015 10000000.00 10000000.00 0.0018 N Y Y N Westpac Banking Corp. Westpac Banking Corp. 0.422 9612C1L21 EN5TNI6CI43VEPAMHL14 US9612C1L219 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-11-02 2022-11-02 2022-11-02 N N N 0.0042 24902878.50 24902878.50 0.0045 N N N N Series 2021-XMT096, Tender Option Bond Trust Receipts/Certificates Series 2021-XMT096, Tender Option Bond Trust Receipts/Certificates 0.120 88034YA42 US88034YA426 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR NR 2021-12-07 2021-12-07 2050-10-01 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 0.0005 6000000.00 6000000.00 0.0011 N N Y N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.220 76582KE49 US76582KE494 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-04 2022-05-04 2022-05-04 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0022 21979445.18 21979445.18 0.0040 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.340 60700HKA6 US60700HKA67 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-01-04 2022-01-04 2023-09-01 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 16000000.00 16000000.00 0.0029 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.180 60700HJY6 US60700HJY62 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-12-07 2021-12-07 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 0.0005 19000000.00 19000000.00 0.0034 N N Y N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.180 60700HJW0 US60700HJW07 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-12-07 2021-12-07 2042-04-15 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 23000000.00 23000000.00 0.0042 N N Y N Macquarie Bank Ltd. Macquarie Bank Ltd. 0.347 55607LH23 4ZHCHI4KYZG2WVRT8631 US55607LH230 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-08-02 2022-08-02 2022-08-02 N N N 0.0035 15962760.00 15962760.00 0.0029 N N N N Lloyds Bank Corporate Markets plc, New York Lloyds Bank Corporate Markets plc, New York 0.400 53947CQ27 213800MBWEIJDM5CU638 US53947CQ273 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2022-12-01 2022-12-01 N N N 0.0045 14992238.25 14992238.25 0.0027 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 0.052 31428FZ81 549300B2Q47IR0CR5B54 US31428FZ812 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-08 2021-12-08 2021-12-08 N N N 0.0005 47999456.16 47999456.16 0.0087 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.350 13606CYC2 549300H8L46OOZOFHU82 US13606CYC27 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-11-03 2022-11-03 2022-11-03 N N N 0.0040 17992069.56 17992069.56 0.0033 N N N N Apple, Inc. Apple, Inc. 0.050 03785DZ25 HWUPKR0MPOU8FGXBT394 US03785DZ251 Non-Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-12-02 2021-12-02 2021-12-02 N N N 0.0005 19999944.40 19999944.40 0.0036 N N Y N BNG Bank NV BNG Bank NV 0.061 09657RZ34 529900GGYMNGRQTDOO93 US09657RZ348 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-12-03 2021-12-03 2021-12-03 N N N 0.0006 7999960.00 7999960.00 0.0014 N N Y N Royal Bank of Canada Royal Bank of Canada 0.060 BRWVYAJA5 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-12-01 2021-12-01 2021-12-01 N N N 0.0006 150000000.00 150000000.00 0.0271 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.060 BRWVY83N9 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0006 10000000.00 10000000.00 0.0018 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.070 1VUV7VQFKUOQSJ21A208 BRWW03B22 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0007 35333000.00 35333000.00 0.0064 N Y Y N Mizuho Bank Ltd. Mizuho Bank Ltd. 0.070 BRWVY1SQ0 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0007 100000000.00 100000000.00 0.0181 N Y Y N Svenska Handelsbanken AB Svenska Handelsbanken AB 0.050 BRWVYB6T6 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 125000000.00 125000000.00 0.0226 N Y Y N Erste Group Bank AG Erste Group Bank AG 0.070 BRWVY1SU1 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0007 8000000.00 8000000.00 0.0014 N Y Y N KBC Bank NV KBC Bank NV 0.060 BRWVYAV60 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0006 250000000.00 250000000.00 0.0452 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.050 254900BN8XS34XZDJ223 BRWVYCFR8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 2238600.00 5100199.32 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 5000000.00 5000000.00 0.0009 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV 0.080 BFXS5XCH7N0Y05NIXW11 BRWVY3R95 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-07 2021-12-07 2021-12-07 N N N 0.0008 68000000.00 68000000.00 0.0123 N N Y N Swedbank AB Swedbank AB 0.060 BRWVY89B9 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0006 100000000.00 100000000.00 0.0181 N Y Y N ING Bank NV ING Bank NV 0.080 BRWVY3GG1 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-07 2021-12-07 2021-12-07 N N N 0.0008 60000000.00 60000000.00 0.0108 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV 0.080 BFXS5XCH7N0Y05NIXW11 BRWVVU9P2 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-06 2021-12-06 2021-12-06 N N N 0.0008 52000000.00 52000000.00 0.0094 N N Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.220 VYVVCKR63DVZZN70PB21 BRWVUFWH8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2022-02-03 0.610880 400000.00 400507.26 Money Market SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2022-01-20 0.171500 404000.00 404103.15 Money Market NATIXIS (NEW YORK BRANCH) 2549003L5ZG5M2ZSE107 2022-01-11 0.161130 500000.00 500164.66 Money Market WOORI BANK (LOS ANGELES BRANCH) 2022-01-31 0.378630 1235000.00 1235650.30 Money Market SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 254900S1KUTSTBKJ6286 2022-03-23 0.150000 2311000.00 2310651.42 Money Market ROYAL BANK OF CANADA (NEW YORK BRANCH) 549300HXQQQCCUBS2Z23 2022-08-05 0.200000 2500000.00 2499422.22 Money Market Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-12-03 2021-12-03 2021-12-03 N N N 0.0022 7000000.00 7000000.00 0.0013 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV 0.080 BFXS5XCH7N0Y05NIXW11 BRWVUC0M9 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-03 2021-12-03 2021-12-03 N N N 0.0008 9000000.00 9000000.00 0.0016 N N Y N Credit Agricole CIB Credit Agricole CIB 0.100 1VUV7VQFKUOQSJ21A208 BRWVUAQ11 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-03 2021-12-03 2021-12-03 N N N 0.0010 35000000.00 35000000.00 0.0063 N N Y N ASB Finance Ltd. ASB Finance Ltd. 0.172 0020P3DK7 549300A8V0FZJN79NH08 US0020P3DK76 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-19 2022-04-19 2022-04-19 N N N 0.0017 39473886.16 39473886.16 0.0071 N N N N Nuveen California Quality Municipal Income Fund Nuveen California Quality Municipal Income Fund 0.140 67066Y865 549300ZT6V9X5U9BHR46 US67066Y8654 Investment Company Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-07 2021-12-07 2040-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 N Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0014 31900000.00 31900000.00 0.0058 N N Y N Starbird Funding Corp. Starbird Funding Corp. 0.092 85520LZG3 549300A8DDPP6QJBB522 US85520LZG30 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-16 2021-12-16 2021-12-16 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0009 52497876.90 52497876.90 0.0095 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 0.190 ZBUT11V806EZRVTWT807 0000782124 BRT7G0VZ5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 2021-12-20 0.000000 699923.00 699886.60 Money Market SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 2021-12-23 0.000000 7554200.00 7553444.58 Money Market Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0019 8000000.00 8000000.00 0.0014 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.250 ZBUT11V806EZRVTWT807 BRT7ER652 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y BX COMM MTG TR 2021-SOAR B 20380615 FLT 2038-06-15 0.960000 519214.00 516341.19 Private Label Collateralized Mortgage Obligations GS MTG -BACK SEC TR 2021-PJ6 A-15-X 20511125 FLT 2051-11-25 4.276330 4082300.00 538511.09 Private Label Collateralized Mortgage Obligations INTOWN HOTEL PORT TR 2018-STAY X-NCP 20330115 FLT 2033-01-15 0.310150 108795800.00 15147.73 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0025 1000000.00 1000000.00 0.0002 N Y Y N BNP Paribas SA BNP Paribas SA 0.170 R0MUWSFPU8MPRO8K5P83 BRT5BLP44 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y STRUCTURED AGENCY CREDIT RISK STACR_19-HQA2 2049-04-25 4.192000 12910978.00 13200000.29 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0017 11000000.00 11000000.00 0.0020 N Y Y N Barclays Bank plc Barclays Bank plc 0.081 06743LZ13 G5GSEF7VJP5I7OUK5573 US06743LZ136 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0008 99999778.00 99999778.00 0.0181 N Y Y N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 0.257 2284K1F16 549300LXH4KLRKIKII81 US2284K1F163 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0026 36452686.88 36452686.88 0.0066 N N N N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.190 CYYGQCGNHMHPSMRL3R97 BRTK3MYH9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y ABBOTT LABORATORIES HQD377W2YR662HK5JX27 2025-03-15 2.950000 9000.00 9551.30 Corporate Debt Securities CHEVRON CORP 2023-06-24 3.191000 9000.00 9420.01 Corporate Debt Securities BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 2026-06-24 1.350000 90000.00 89590.50 Corporate Debt Securities AT&T INC 549300Z40J86GGSTL398 2027-03-01 4.250000 396000.00 442505.03 Corporate Debt Securities PIONEER NAT RES CO FY8JBF7CCL2VE4F1B628 2030-08-15 1.900000 608000.00 573424.05 Corporate Debt Securities BPCE SA 9695005MSX1OYEMGDF46 2027-10-19 2.229000 1000000.00 991949.03 Corporate Debt Securities GLENCORE FUNDING LLC 213800STG1QDNBY87K49 2051-09-23 3.375000 5010000.00 4805648.36 Corporate Debt Securities STANLEY BLACK & DECKER INC 549300DJ09SMTO561131 2030-03-15 2.300000 5510000.00 5678229.48 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0019 12000000.00 12000000.00 0.0022 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.270 CYYGQCGNHMHPSMRL3R97 BRTK3N6N5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y WALMART INC Y87794H0US1R65VBXU25 2025-06-26 3.550000 7000.00 7720.48 Corporate Debt Securities BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 2027-09-19 3.279000 16000.00 17206.67 Corporate Debt Securities LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 2026-01-15 3.550000 21000.00 23013.95 Corporate Debt Securities ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 2026-04-08 0.700000 60000.00 57859.27 Corporate Debt Securities T-MOBILE USA INC 549300V2JRLO5DIFGE82 2027-04-15 3.750000 72000.00 77689.26 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2023-02-23 3.200000 88000.00 91216.60 Corporate Debt Securities GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 2024-11-07 3.500000 100000.00 105679.61 Corporate Debt Securities VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 2026-01-15 3.150000 128000.00 136905.28 Corporate Debt Securities CUMMINS INC ZUNI8PYC725B6H8JU438 2030-09-01 1.500000 400000.00 376599.33 Corporate Debt Securities HOME DEPOT INC QEKMOTMBBKA8I816DO57 2051-03-15 2.375000 600000.00 552202.75 Corporate Debt Securities DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 529900ERDFHS6C1M4U58 2042-03-06 4.875000 2610000.00 3279138.75 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0027 4500000.00 4500000.00 0.0008 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.523 ZBUT11V806EZRVTWT807 BRW1ZAUR0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MADISON PARK FUNDING LTD MDPK_18-30A 2029-04-15 2.623750 829000.00 826540.00 Asset-Backed Securities MILL CITY MORTGAGE LOAN TRUST MC 2058-11-25 3.250000 1066000.00 1081849.35 Private Label Collateralized Mortgage Obligations MCMLT_18-3 2058-08-26 3.250000 1289000.00 1321972.18 Private Label Collateralized Mortgage Obligations BMARK_21-B30 2054-11-15 2.888000 3431260.00 3535754.35 Private Label Collateralized Mortgage Obligations JPMCC_19-COR5 2052-06-13 1.934200 4810000.00 576373.19 Private Label Collateralized Mortgage Obligations JPMMT_21-INV6 2052-04-25 3.000000 10000000.00 10051365.54 Private Label Collateralized Mortgage Obligations MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_21-INV1 2051-06-25 2.500000 15530680.00 14706145.91 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2022-02-28 2022-02-28 Y JP MORGAN SECURITIES LLC 1.0000 90 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0052 30000000.00 30000000.00 0.0054 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 0.420 ZBUT11V806EZRVTWT807 BRW2XJPL0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GS_21-970P 2036-10-15 1.411000 49452.00 48611.39 Private Label Collateralized Mortgage Obligations JPMMT_21-4 2051-08-25 0.700000 165000.00 144998.33 Private Label Collateralized Mortgage Obligations MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_21-INV2 2051-08-25 3.343660 219000.00 191723.77 Private Label Collateralized Mortgage Obligations JPMMT_18-6 2048-12-25 3.918580 300000.00 281474.64 Private Label Collateralized Mortgage Obligations GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2 2024-07-22 1.010000 550000.00 552966.46 Asset-Backed Securities JPMMT_171 2047-01-25 3.500000 649996.00 128639.28 Private Label Collateralized Mortgage Obligations TPMT_21-1 2021-12-01 0.000000 982000.00 1028052.30 Private Label Collateralized Mortgage Obligations SEMT_13-4 2043-04-25 3.468250 1110000.00 332428.13 Private Label Collateralized Mortgage Obligations CREDIT SUISSE MORTGAGE TRUST CSMC_20-FACT 2037-10-15 1.440000 2000000.00 2001564.00 Private Label Collateralized Mortgage Obligations ONP_21-PARK 2036-03-15 0.789500 2914000.00 2902178.39 Private Label Collateralized Mortgage Obligations BX COMMERCIAL MORTGAGE TRUST BX_20-BXLP 2036-12-15 1.209500 3500000.00 2915895.65 Private Label Collateralized Mortgage Obligations SMB PRIVATE EDUCATION LOAN TRUST SMB_21-C 2053-01-15 3.930000 3550000.00 3519319.13 Asset-Backed Securities UWM_21-INV2 2051-09-25 1.049670 4009000.00 3977889.71 Private Label Collateralized Mortgage Obligations APIDOS CLO APID_16-25A 2031-10-20 1.301500 4983370.00 4991105.51 Asset-Backed Securities GSMBS_21-PJ6 2051-11-27 4.276330 6961600.00 918330.05 Private Label Collateralized Mortgage Obligations UNITED WHOLESALE MORTGAGE LLC UWM_21-INV3 2051-11-25 2.500000 29549360.00 29578160.73 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-07 2021-12-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0042 50000000.00 50000000.00 0.0090 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.370 ZBUT11V806EZRVTWT807 BRW4JJTB0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AMC ENTMT HLDGS INC SR SB GLBL NT 26 2026-11-15 5.875000 1500000.00 1098671.87 Corporate Debt Securities AMERICAN TOWER TR 2013-1-2 2A 20480315 3.07000 2048-03-15 3.070000 384000.00 384968.90 Asset-Backed Securities ANAGRAM INTERNATIONAL INC. SR SEC GLBL 26 2026-08-15 10.000000 175460.00 187595.98 Corporate Debt Securities BAUSCH HEALTH COS INC SR SEC GLBL 28 2028-06-01 4.875000 559000.00 566959.93 Corporate Debt Securities SUNCOR ENERGY INC NEW SR GLBL 144A 42 2042-04-01 6.000000 143000.00 161843.59 Corporate Debt Securities CROWN CASTLE TOWERS 2018-1-2 C2028 20480715 4.24100 2048-07-15 4.241000 1250000.00 1377033.85 Asset-Backed Securities ENDO DESIGNATED ACT CO / ENDO SR GLBL 144A 28 2028-06-30 6.000000 5450000.00 4264625.00 Corporate Debt Securities ENLINK MIDSTREAM PARTNERS LP SR NT 5.6%44 2044-04-01 5.600000 2100000.00 2024773.33 Corporate Debt Securities FORD MOTOR CREDIT COMPANY SR GLBL NT 22 2022-01-09 3.219000 261000.00 264191.44 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 2032-10-21 2.650000 2483000.00 2488390.18 Corporate Debt Securities INDIANA MICH PWR CO SR NT 3.2%23 2023-03-15 3.200000 1000.00 1031.67 Corporate Debt Securities KOHLS CORP SR GLBL NT 45 2045-07-17 5.550000 30000.00 36247.92 Corporate Debt Securities LOUISVILLE GAS & ELEC CO 1MTG BD 3.3%25 2025-10-01 3.300000 2000.00 2135.98 Corporate Debt Securities MELCO RESORTS FIN LTD SR GLBL 144A 25 2025-06-06 4.875000 2887000.00 2918937.44 Corporate Debt Securities NOKIA CORP SR NT 6.625%39 2039-05-15 6.625000 4111000.00 5535134.33 Corporate Debt Securities NUANCE COMMUNICATIONS INC SR NT 5.625%26 2026-12-15 5.625000 20360000.00 21470256.25 Corporate Debt Securities PEACEHEALTH SR GLBL -2020 25 2025-11-15 1.375000 3000.00 2986.78 Corporate Debt Securities PETROLEOS MEXICANOS SR BD 6.375%45 2045-01-23 6.375000 4889000.00 4018218.17 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR SEC GLBL 25 2025-06-01 11.500000 20143000.00 23349866.32 Corporate Debt Securities SERVICE PPTYS TR SR GLBL NT7.5%25 2025-09-15 7.500000 2000.00 2169.53 Corporate Debt Securities SIZZLING PLATTER LLC SR SEC GLBL 25 2025-11-28 8.500000 1000.00 1012.97 Corporate Debt Securities ONEMAIN FINANCIAL CORPORATION SR GLBL NT 25 2025-06-01 8.875000 1751000.00 1956932.43 Corporate Debt Securities T-MOBILE US INC SR GLBL NT 23 2023-09-15 7.875000 297000.00 332252.79 Corporate Debt Securities SYLVAMO CORP SR GLBL 144A 29 2029-09-01 7.000000 2870000.00 3014810.63 Corporate Debt Securities TRILOGY INTL SOUTH PAC LLC / T SR SEC GLBL 23 2023-05-15 8.875000 5866920.00 5712607.78 Corporate Debt Securities VECTOR GROUP LTD SR SEC GLBL 29 2029-02-01 5.750000 1967000.00 1902614.08 Corporate Debt Securities YUM BRANDS INC SR GLBL 144A 30 2030-01-15 4.750000 9041000.00 9686821.23 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL REGS 29 2029-05-30 7.250000 2000.00 1920.00 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL REGS 29 2029-02-15 6.250000 5000.00 4653.65 Corporate Debt Securities GFL ENVIRONMENTAL INC SR SEC GLBL 25 2025-06-01 4.250000 113000.00 118183.53 Corporate Debt Securities EDF S A PERP SUB GLBL 2500-12-31 5.250000 1700000.00 1776747.92 Corporate Debt Securities BANCO MERCANTILE DEL NORTE SA ALT TIER I PERP 2500-12-31 6.750000 400000.00 416729.00 Corporate Debt Securities RIO ENERGY S A / UGEN S A SR GLBL REGS 25 2025-02-01 6.875000 1260000.00 1033484.37 Corporate Debt Securities HILTON DOMESTIC OPER CO INC SR GLBL REGS 29 2029-05-01 3.750000 35000.00 34825.73 Corporate Debt Securities QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL REGS 31 2031-03-01 3.875000 39000.00 38803.82 Corporate Debt Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-07 2021-12-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0037 87000000.00 87000000.00 0.0157 N N Y N United States International Development Finance Corp. Variable Rate Notes United States International Development Finance Corp. Variable Rate Notes 0.080 90376PAU5 254900QI8QTIK0FY6E92 US90376PAU57 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR AA+ 2021-12-07 2021-12-07 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 0.0008 7500000.00 7500000.00 0.0014 N N Y N Barclays Capital, Inc. Barclays Capital, Inc. 0.570 AC28XWWI3WIBK2824319 BRW562EW8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TEXAS TRANSPORTATION COMMISSION 5493006JSGNPGVJS7691 2044-10-01 2.472000 6300000.00 6224849.40 Other Instrument MUNI CONNECTICUT ST HEALTH & EDL FACS A 549300ZOQJ5U8YBS5Q35 2036-07-01 0.010000 7690000.00 7690064.08 Money Market Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2021-12-01 2022-03-05 2022-03-05 Y BARCLAYS CAPITAL INC 1.0000 95 N Fitch - BR A+ Moody's - BR NR Standard & Poor's - BR A N N 0.0057 13000000.00 13000000.00 0.0024 N N N Y Barclays Bank plc Barclays Bank plc 0.570 G5GSEF7VJP5I7OUK5573 BRW563WG1 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UPPER SANTA CLARA VY CA JT PWRS AUTH 2050-08-01 4.000000 2770000.00 3102877.06 Other Instrument MUNI INDIANA FINANCE AUTHORITY 549300PS0PAS7NDSSI20 2033-03-01 3.237000 2790000.00 3061362.61 Other Instrument MUNI HAWAII (STATE OF) 2033-08-01 1.865000 7990000.00 7745864.44 Other Instrument MUNI Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2022-03-05 2022-03-05 Y BARCLAYS BANK PLC 1.0000 95 N Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A N N 0.0057 13000000.00 13000000.00 0.0024 N N N Y Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.490 60700HDU0 US60700HDU05 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-01-04 2022-01-04 2025-11-01 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 2745000.00 2745000.00 0.0005 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.340 60700HDY2 US60700HDY27 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-01-04 2022-01-04 2025-07-01 Y MIZUHO CAPITAL MARKETS LLC 1.0000 35 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N N 0.0005 11760000.00 11760000.00 0.0021 N N N N Barclays Bank plc Barclays Bank plc 0.170 G5GSEF7VJP5I7OUK5573 BRW767N78 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y OFFICE PROPERTIES INCOME TRUST 2027-02-01 2.400000 1381000.00 1348164.42 Corporate Debt Securities CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 2026-08-05 1.400000 6556000.00 6425156.81 Corporate Debt Securities ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 2024-09-10 2.650000 14196000.00 14759139.55 Corporate Debt Securities ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 2050-04-01 3.600000 14403000.00 14529314.31 Corporate Debt Securities NVIDIA CORP 549300S4KLFTLO7GSQ80 2024-06-14 0.584000 14750000.00 14654131.56 Corporate Debt Securities HILL CITY FUNDING TRUST 2041-08-15 4.046000 15000000.00 14578365.83 Corporate Debt Securities NORDEA BANK ABP 529900ODI3047E2LIV03 2026-09-30 1.500000 15000000.00 14766450.00 Corporate Debt Securities REGENERON PHARMACEUTICALS INC. 549300RCBFWIRX3HYQ56 2050-09-15 2.800000 15501000.00 14489456.41 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0017 91000000.00 91000000.00 0.0165 N Y Y N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.340 60700HEL9 US60700HEL96 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-01-04 2022-01-04 2031-03-01 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 14500000.00 14500000.00 0.0026 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.270 62630WEL7 US62630WEL72 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-01-04 2022-01-04 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 0.0005 12260000.00 12260000.00 0.0022 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.180 60700HFG9 US60700HFG92 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-12-07 2021-12-07 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 0.0005 36080000.00 36080000.00 0.0065 N N Y N Taxable Series 2020-XF2907, Tender Option Bond Trust Receipts/Certificates Taxable Series 2020-XF2907, Tender Option Bond Trust Receipts/Certificates 0.180 88034W6F6 US88034W6F63 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-12-07 2021-12-07 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 0.0005 42395000.00 42395000.00 0.0077 N N Y N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.214 13606CJU9 549300H8L46OOZOFHU82 US13606CJU99 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-13 2021-12-13 2021-12-13 N N N 0.0014 30001427.40 30001427.40 0.0054 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 0.206 78012UYY5 549300HXQQQCCUBS2Z23 US78012UYY53 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR (P)P-1 Standard & Poor's - BR A-1+ 2021-12-10 2021-12-10 2021-12-10 N N N 0.0016 30000902.70 30000902.70 0.0054 N N N N BPCE SA BPCE SA 0.067 05571BZ14 9695005MSX1OYEMGDF46 US05571BZ141 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0007 29999945.70 29999945.70 0.0054 N Y Y N ING US Funding LLC ING US Funding LLC 0.080 45685QZE2 US45685QZE24 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-14 2021-12-14 2021-12-14 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0008 29999078.40 29999078.40 0.0054 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 0.280 89236THR9 Z2VZBHUMB7PWWJ63I008 US89236THR95 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ 2021-12-01 2021-12-13 2021-12-13 N N N 0.0020 18000495.00 18000495.00 0.0033 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.214 06367CA31 NQQ6HPCNCCU6TUTQYE16 US06367CA318 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-23 2022-02-23 2022-02-23 N N N 0.0010 20005782.40 20005782.40 0.0036 N N N N San Francisco California Bay Area Rapid Transit District, Tender Option Bond Trust Receipts/Certificates San Francisco California Bay Area Rapid Transit District, Tender Option Bond Trust Receipts/Certificates 0.180 88034XTR3 US88034XTR34 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-12-07 2021-12-07 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 0.0005 18500000.00 18500000.00 0.0033 N N Y N BlackRock Liquidity Funds 2021-12-06 /s/Ann Frechette Ann Frechette Assistant Treasurer