N-MFP2 0000097098 XXXXXXXX 2022-04-30 0000097098 5493007YVNX55LTRQ706 S000001474 4 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 24 61 1428469540.43 1465964805.51 1309373579.40 1087635820.85 1064658036.39 2325124683.57 2334908219.66 2311620886.29 2062881779.51 2277643046.87 0.3242 0.3296 0.2900 0.2506 0.2496 0.5277 0.5250 0.5120 0.4753 0.5339 290000985.43 3964738453.74 1474500000.00 1105427.04 1863794.77 4253981071.44 4253754681.52 0.0049 1.0000 1.0001 1.0001 1.0001 1.0001 C000003919 3000000.00 36481.56 36478.11 1.0001 1.0001 1.0001 1.0001 1.0001 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0031 Y BlackRock Advisors, LLC, Management Fees, 3.10; C000003920 50000.00 0.00 0.00 0.0000 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 0.00 0.00 0.0000 N C000003922 5000.00 17928.27 17927.29 1.0000 1.0001 1.0001 1.0001 1.0001 0.27 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.27 0.00 0.0008 Y BlackRock Advisors, LLC, Management Fees, 1.64; BlackRock Investments, LLC, Service/Distribution Fees, 0.50; C000003921 3000000.00 4253926661.61 4253700276.12 1.0000 1.0001 1.0001 1.0001 1.0001 86917679.69 193833913.55 90658627.28 81765117.01 29832172.32 77580728.78 41105657.01 127881081.76 62153331.17 96630562.61 240967204.42 391854792.55 0.0031 Y BlackRock Advisors, LLC, Management Fees, 371876.80; Bank of Montreal, Chicago Bank of Montreal, Chicago 0.430 06367CLF2 NQQ6HPCNCCU6TUTQYE16 US06367CLF22 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-09-21 2022-09-21 N N N 0.0062 35972487.36 35972487.36 0.0085 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.580 06367CPV3 NQQ6HPCNCCU6TUTQYE16 US06367CPV36 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2023-01-09 2023-01-09 N N N 0.0069 12489844.88 12489844.88 0.0029 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.780 06367CTU1 NQQ6HPCNCCU6TUTQYE16 US06367CTU17 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2023-05-05 2023-05-05 N N N 0.0076 14002287.32 14002287.32 0.0033 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 0.485 06417MPA7 L3I9ZG2KFGXZ61BMYR72 US06417MPA70 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-04 2022-05-04 N N N 0.0027 20000568.80 20000568.80 0.0047 N N Y N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 0.780 06417MXE0 L3I9ZG2KFGXZ61BMYR72 US06417MXE01 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2023-05-05 2023-05-05 N N N 0.0074 26762055.42 26762055.42 0.0063 N N N N Barclays Bank plc, New York Barclays Bank plc, New York 0.900 06742TM78 G5GSEF7VJP5I7OUK5573 US06742TM782 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2023-04-05 2023-04-05 N N N 0.0078 10011683.20 10011683.20 0.0024 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.430 13606CWG5 549300H8L46OOZOFHU82 US13606CWG58 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-06-08 2022-06-08 N N N 0.0061 21496191.92 21496191.92 0.0051 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 0.563 22552G6B1 549300D0YARF5HYP1809 US22552G6B11 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2023-02-10 2023-02-10 N N N 0.0073 31957530.24 31957530.24 0.0075 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 0.471 22552G6E5 549300D0YARF5HYP1809 US22552G6E59 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-07-15 2022-07-15 N N N 0.0063 40986593.41 40986593.41 0.0096 N N N N Goldman Sachs Bank Goldman Sachs Bank 0.442 40054PFX8 KD3XUN7C6T14HNAYLU02 US40054PFX87 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-07-26 2022-07-26 N N N 0.0058 13995590.84 13995590.84 0.0033 N N N N Korea Development Bank, New York Korea Development Bank, New York 0.620 50066BXC0 549300ML2LNRZUCS7149 US50066BXC08 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-08-18 2022-08-18 N N N 0.0061 21000770.49 21000770.49 0.0049 N N N N Lloyds Bank Corporate Markets plc, New York Lloyds Bank Corporate Markets plc, New York 0.550 53947BF62 213800MBWEIJDM5CU638 US53947BF625 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2023-01-24 2023-01-24 N N N 0.0070 8190806.16 8190806.16 0.0019 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.560 55380TG53 C3GTMMZIHMY46P4OIX74 US55380TG536 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2023-01-23 2023-01-23 N N N 0.0071 16981009.64 16981009.64 0.0040 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.580 55380TK90 C3GTMMZIHMY46P4OIX74 US55380TK900 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2023-03-10 2023-03-10 N N N 0.0072 11985354.72 11985354.72 0.0028 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.650 55380TW48 C3GTMMZIHMY46P4OIX74 US55380TW483 Certificate of Deposit 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 0.0065 10999837.64 10999837.64 0.0026 N N N N Natixis SA, New York Natixis SA, New York 0.450 63873QQA5 2549003L5ZG5M2ZSE107 US63873QQA57 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-07-07 2022-07-07 N N N 0.0056 39991265.20 39991265.20 0.0094 N N N N Natixis SA, New York Natixis SA, New York 0.450 63873QQK3 2549003L5ZG5M2ZSE107 US63873QQK30 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-08-05 2022-08-05 N N N 0.0055 19994560.20 19994560.20 0.0047 N N N N Natixis SA, New York Natixis SA, New York 0.560 63873QSM7 2549003L5ZG5M2ZSE107 US63873QSM77 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2023-02-07 2023-02-07 N N N 0.0071 12984152.61 12984152.61 0.0031 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 0.470 65558UML3 529900ODI3047E2LIV03 US65558UML34 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-10-27 2022-10-27 N N N 0.0067 14984871.00 14984871.00 0.0035 N N N N Oversea-Chinese Banking Corp. Ltd., New York Oversea-Chinese Banking Corp. Ltd., New York 0.600 69033ML88 5493007O3QFXCPOGWK22 US69033ML886 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-07-28 2022-07-28 N N N 0.0058 86004270.76 86004270.76 0.0202 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 0.470 85325VP38 RILFO74KP1CM8P6PCT96 US85325VP383 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-09-02 2022-09-02 N N N 0.0062 9994756.90 9994756.90 0.0024 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 0.580 85325VX54 RILFO74KP1CM8P6PCT96 US85325VX544 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2023-03-13 2023-03-13 N N N 0.0076 14976774.30 14976774.30 0.0035 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 0.600 86564MGU6 5493006GGLR4BTEL8O61 US86564MGU62 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-07-29 2022-07-29 N N N 0.0060 14999961.30 14999961.30 0.0035 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 0.450 86565C3V9 549300MS3WYYVQ4HXM15 US86565C3V97 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-06-22 2022-06-22 N N N 0.0054 24996701.25 24996701.25 0.0059 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 0.450 86565C6F1 549300MS3WYYVQ4HXM15 US86565C6F11 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-09-14 2022-09-14 N N N 0.0063 19986372.20 19986372.20 0.0047 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 0.730 86565FHR6 549300MS3WYYVQ4HXM15 US86565FHR64 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-07-22 2022-07-22 N N N 0.0059 40013425.60 40013425.60 0.0094 N N N N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 0.470 86959RWS5 NHBDILHZTYCNBV5UYZ31 US86959RWS56 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-10-27 2022-10-27 N N N 0.0067 14984870.85 14984870.85 0.0035 N N N N Credit Industriel et Commercial SA, New York Credit Industriel et Commercial SA, New York 0.365 22536UU24 N4JDFKKH2FTD8RKFXO39 US22536UU243 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-06 2022-05-06 2022-05-06 N N N 0.0151 24999421.75 24999421.75 0.0059 N N Y N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 0.650 86565FJR4 549300MS3WYYVQ4HXM15 US86565FJR47 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-10-19 2022-10-19 N N N 0.0067 22997681.83 22997681.83 0.0054 N N N N Norinchukin Bank, New York Norinchukin Bank, New York 0.600 65602YXV7 549300KQZJBM38M51L16 US65602YXV72 Certificate of Deposit Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-08-22 2022-08-22 N N N 0.0061 24999039.00 24999039.00 0.0059 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.633 06367CEX1 NQQ6HPCNCCU6TUTQYE16 US06367CEX11 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-06 2022-06-06 2022-06-06 N N N 0.0164 24993801.75 24993801.75 0.0059 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 0.0074 14990769.15 14990769.15 0.0035 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.633 13606CSQ8 549300H8L46OOZOFHU82 US13606CSQ86 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-07 2022-06-07 2022-06-07 N N N 0.0112 25007144.25 25007144.25 0.0059 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 29905409.10 29905409.10 0.0070 N N N N Banco Santander SA,New York Banco Santander SA,New York 0.725 05966DH88 5493006QMFDDMYWIAM13 US05966DH881 Certificate of Deposit Y Fitch - BR F2 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-10-28 2022-10-28 N N N 0.0075 19997882.00 19997882.00 0.0047 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 0.0186 11910385.44 11910385.44 0.0028 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 0.0182 14143518.73 14143518.73 0.0033 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 0.0195 22811086.28 22811086.28 0.0054 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 0.0186 10911427.12 10911427.12 0.0026 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 0.0186 19840748.00 19840748.00 0.0047 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 0.0196 17850158.64 17850158.64 0.0042 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 0.0202 14855418.15 14855418.15 0.0035 N N N N Bank of Montreal Bank of Montreal 0.550 06373LAP4 NQQ6HPCNCCU6TUTQYE16 US06373LAP40 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2023-02-13 2023-02-13 N N N 0.0070 17229653.28 17229653.28 0.0041 N N N N Barton Capital SA Barton Capital SA 0.630 06945PLE7 549300KOFKIMD0C37W24 US06945PLE78 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-08-12 2022-08-12 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0064 14999573.70 14999573.70 0.0035 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 0.460 20272AV78 MSFSBD3QN1GSN7Q6C537 US20272AV783 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-09-01 2022-09-01 N N N 0.0062 16990567.89 16990567.89 0.0040 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 0.610 20272AX27 MSFSBD3QN1GSN7Q6C537 US20272AX276 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-10-12 2022-10-12 N N N 0.0061 14999999.40 14999999.40 0.0035 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 0.630 55607NJZ4 4ZHCHI4KYZG2WVRT8631 US55607NJZ42 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2023-01-04 2023-01-04 N N N 0.0148 14991042.45 14991042.45 0.0035 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 0.650 63254GTQ8 F8SB4JFBSYQFRQEH3Z21 US63254GTQ81 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-11-14 2022-11-14 N N N 0.0066 9499489.57 9499489.57 0.0022 N N N N National Bank of Canada National Bank of Canada 0.440 63307NFL6 BSGEFEIOM18Y80CKCV46 US63307NFL64 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-07-28 2022-07-28 N N N 0.0058 17993705.94 17993705.94 0.0042 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.450 83050WAY0 F3JS33DEI6XQ4ZBPTN86 US83050WAY03 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-09-09 2022-09-09 N N N 0.0061 15240884.77 15240884.77 0.0036 N N N N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.770 89120DUE7 PT3QB789TSUIDF371261 US89120DUE74 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2023-03-31 2023-03-31 N N N 0.0075 13003972.41 13003972.41 0.0031 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 0.484 91127RBA4 IO66REGK3RCBAMA8HR66 US91127RBA41 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-11-07 2022-11-07 N N N 0.0065 9991209.10 9991209.10 0.0024 N N N N DZ Bank AG Deutsche Zentral-Genossenschaftsbank DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.371 26821JE22 529900HNOAA1KXQJUQ27 US26821JE226 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 0.0037 14999542.50 14999542.50 0.0035 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.358 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 0.0036 24999237.50 24999237.50 0.0059 N Y Y N Swedbank AB Swedbank AB 0.335 87019SE26 M312WZV08Y7LYUC71685 US87019SE265 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 0.0034 21499383.60 21499383.60 0.0051 N Y Y N Erste Abwicklungsanstalt Erste Abwicklungsanstalt 0.369 29604DE30 7TG4VWERK338227TR435 US29604DE309 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+ 2022-05-03 2022-05-03 2022-05-03 N N N 0.0037 19999191.20 19999191.20 0.0047 N N Y N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 0.359 31428GE33 549300B2Q47IR0CR5B54 US31428GE336 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-03 2022-05-03 2022-05-03 N N N 0.0036 19999213.40 19999213.40 0.0047 N N Y N Bedford Row Funding Corp. Bedford Row Funding Corp. 0.384 07644BE40 5493000JWH1Z48FX0180 US07644BE404 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-04 2022-05-04 2022-05-04 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0038 29998420.80 29998420.80 0.0071 N N Y N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 0.404 08224ME42 549300PGDCWK6DU9QM65 US08224ME427 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 SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0040 39997783.20 39997783.20 0.0094 N N Y N Nationwide Building Society Nationwide Building Society 0.419 6385E1E49 549300XFX12G42QIKN82 US6385E1E494 Financial Company 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 N N 0.0042 29998279.20 29998279.20 0.0071 N N Y N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.402 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 0.0040 21998790.00 21998790.00 0.0052 N N Y N Starbird Funding Corp. Starbird Funding Corp. 0.394 85520ME41 549300A8DDPP6QJBB522 US85520ME416 Asset Backed Commercial Paper Y Fitch - BR NR 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 0.0039 33998162.98 33998162.98 0.0080 N N Y N ANZ New Zealand Int'l Ltd. ANZ New Zealand Int'l Ltd. 0.412 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 0.0041 19998646.60 19998646.60 0.0047 N N Y N Autobahn Funding Co. LLC Autobahn Funding Co. LLC 0.410 0527M1E50 US0527M1E504 Asset Backed 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 DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK FRANKFURT AM MAIN 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0041 25998249.42 25998249.42 0.0061 N N Y N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 0.420 08224ME59 549300PGDCWK6DU9QM65 US08224ME591 Asset Backed 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 SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0042 9999310.00 9999310.00 0.0024 N N Y N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 0.436 08224ME67 549300PGDCWK6DU9QM65 US08224ME674 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-06 2022-05-06 2022-05-06 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0044 29997491.70 29997491.70 0.0071 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 0.446 60683CE64 JBONEPAGQXF4QP29B387 US60683CE644 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-06 2022-05-06 2022-05-06 N N N 0.0045 24997861.00 24997861.00 0.0059 N N Y N Swedbank AB Swedbank AB 0.640 87019YAB7 M312WZV08Y7LYUC71685 US87019YAB74 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-10-13 2022-10-13 N N N 0.0063 9999999.60 9999999.60 0.0024 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 0.504 20272AT55 MSFSBD3QN1GSN7Q6C537 US20272AT555 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-23 2022-05-23 2022-05-23 N N N 0.0081 22996211.21 22996211.21 0.0054 N N N N Old Line Funding LLC Old Line Funding LLC 0.650 67984RJT7 5493004QSN8OZAIU2J90 US67984RJT77 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-10-24 2022-10-24 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0065 29999997.00 29999997.00 0.0071 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 0.650 88603AEG4 549300D7DHGDB5EMW139 US88603AEG40 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-10-24 2022-10-24 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0065 15000002.55 15000002.55 0.0035 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 0.630 63254GTT2 F8SB4JFBSYQFRQEH3Z21 US63254GTT21 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-23 2022-10-25 2022-10-25 N N N 0.0063 19999995.60 19999995.60 0.0047 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 0.810 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 0.0081 36473300.25 36473300.25 0.0086 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 0.769 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 0.0077 34126271.56 34126271.56 0.0080 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.941 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 0.0094 24977468.75 24977468.75 0.0059 N N N N UBS AG UBS AG 0.350 90276JNP7 BFM8T61CT2L1QCEMIK50 US90276JNP74 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-12-08 2022-12-08 N N N 0.0073 14986347.15 14986347.15 0.0035 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 0.832 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 0.0083 9240518.75 9240518.75 0.0022 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 0.592 55607LFE9 4ZHCHI4KYZG2WVRT8631 US55607LFE92 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-14 2022-06-14 2022-06-14 N N N 0.0059 33475044.51 33475044.51 0.0079 N N N N BNP Paribas SA BNP Paribas SA 0.879 09660KFF9 R0MUWSFPU8MPRO8K5P83 US09660KFF93 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-15 2022-06-15 2022-06-15 N N N 0.0088 34960428.65 34960428.65 0.0082 N N N N Collateralized Commercial Paper V Co. LLC Collateralized Commercial Paper V Co. LLC 0.923 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 0.0092 3995051.00 3995051.00 0.0009 N N N N ASB Finance Ltd. ASB Finance Ltd. 0.881 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 0.0088 34955273.85 34955273.85 0.0082 N N N N UBS AG UBS AG 0.450 90276JNF9 BFM8T61CT2L1QCEMIK50 US90276JNF92 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-09-22 2022-09-22 N N N 0.0062 22984535.26 22984535.26 0.0054 N N N N Alpine Securitization Ltd. Alpine Securitization Ltd. 0.260 02089XPK7 US02089XPK71 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-07-08 2022-07-08 2022-07-08 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0111 9983432.40 9983432.40 0.0024 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 1.268 86564XGR9 5493006GGLR4BTEL8O61 US86564XGR98 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-07-25 2022-07-25 2022-07-25 N N N 0.0127 19939728.40 19939728.40 0.0047 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 1.474 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 0.0147 15938862.24 15938862.24 0.0038 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 1.376 0556X1HJ4 549300HVMZ89HDMELW08 US0556X1HJ41 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-08-18 2022-08-18 2022-08-18 N N N 0.0138 12198971.65 12198971.65 0.0029 N N N N UBS AG UBS AG 1.532 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 0.0153 19907253.40 19907253.40 0.0047 N N N N Goldman Sachs International Goldman Sachs International 1.651 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 0.0165 20861256.57 20861256.57 0.0049 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 0.300 22845AZU7 549300LXH4KLRKIKII81 US22845AZU77 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-10-04 2022-10-04 2022-10-04 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0169 24848354.00 24848354.00 0.0059 N N N N Westpac Banking Corp. Westpac Banking Corp. 1.729 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 0.0173 14881560.00 14881560.00 0.0035 N N N N Nordea Bank Abp Nordea Bank Abp 1.746 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 0.0175 14875458.30 14875458.30 0.0035 N N N N Westpac Banking Corp. Westpac Banking Corp. 1.958 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 0.0196 24751705.50 24751705.50 0.0059 N N N N BPCE SA BPCE SA 2.535 05571CPN5 9695005MSX1OYEMGDF46 US05571CPN55 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-02-22 2023-02-22 2023-02-22 N N N 0.0253 14693400.45 14693400.45 0.0035 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 2.410 63254FPQ4 F8SB4JFBSYQFRQEH3Z21 US63254FPQ45 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-02-24 2023-02-24 2023-02-24 N N N 0.0241 8333626.44 8333626.44 0.0020 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 0.430 89236TJL0 Z2VZBHUMB7PWWJ63I008 US89236TJL08 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ 2022-05-02 2022-08-15 2022-08-15 N N N 0.0056 24519499.09 24519499.09 0.0058 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 0.560 89236TJR7 Z2VZBHUMB7PWWJ63I008 US89236TJR77 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ 2022-05-02 2022-12-14 2022-12-14 N N N 0.0050 10288426.44 10288426.44 0.0024 N N N N Bay Area Toll Authority Bay Area Toll Authority 0.320 072024KR2 5493001FUZGUQMIP5D78 US072024KR24 Variable Rate Demand Note Y Fitch - BR F1 Moody's - BR VMIG1 Standard & Poor's - BR A-1 2022-05-06 2022-05-06 2047-04-01 Y MUFG BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0032 10000000.00 10000000.00 0.0024 N N Y N State of New York Mortgage Agency State of New York Mortgage Agency 0.510 64988YLQ8 549300ZQWNLLIG564027 US64988YLQ88 Variable Rate Demand Note Y Fitch - BR NR Moody's - BR VMIG1 Standard & Poor's - BR NR 2022-05-06 2022-05-06 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 0.0051 18000000.00 18000000.00 0.0042 N N Y N United States International Development Finance Corp. Variable Rate Notes United States International Development Finance Corp. Variable Rate Notes 0.420 90376PAU5 254900QI8QTIK0FY6E92 US90376PAU57 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR AA+ 2022-05-06 2022-05-06 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 0.0042 7500000.00 7500000.00 0.0018 N N Y N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.740 60700HDU0 US60700HDU05 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-03 2022-06-03 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 0.0044 1740556.00 1740556.00 0.0004 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.740 60700HEL9 US60700HEL96 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-03 2022-06-03 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 0.0044 13500000.00 13500000.00 0.0032 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.590 60700HGX1 US60700HGX17 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-03 2022-06-03 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 0.0044 17405586.00 17405586.00 0.0041 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.740 60700HJF7 US60700HJF73 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-03 2022-06-03 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 0.0044 3000000.00 3000000.00 0.0007 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.590 60700HJS9 US60700HJS94 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-03 2022-06-03 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 0.0044 4000000.00 4000000.00 0.0009 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.590 60700HDY2 US60700HDY27 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-03 2022-06-03 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 0.0044 10625000.00 10625000.00 0.0025 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.570 60700HFG9 US60700HFG92 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-05-06 2022-05-06 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 0.0044 36080000.00 36080000.00 0.0085 N N Y N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.740 60700HHY8 US60700HHY80 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-05-29 2022-05-29 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 0.0044 7000000.00 7000000.00 0.0016 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.800 62630WAS6 US62630WAS61 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-05-06 2022-05-06 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 0.0044 8100000.00 8100000.00 0.0019 N N Y N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.940 62630WEL7 US62630WEL72 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-03 2022-06-03 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 0.0044 11955000.00 11955000.00 0.0028 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.940 62630WFM4 US62630WFM47 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-03 2022-06-03 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 0.0044 8870000.00 8870000.00 0.0021 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.940 62630WFV4 US62630WFV46 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-03 2022-06-03 2056-05-15 Y BARCLAYS BANK PLC 1.0000 35 Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0044 22300000.00 22300000.00 0.0052 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.800 62630WFX0 US62630WFX02 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-05-06 2022-05-06 2041-05-01 Y BARCLAYS BANK PLC 1.0000 7 Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0044 36000000.00 36000000.00 0.0085 N N Y N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.940 62630WGF8 US62630WGF86 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-03 2022-06-03 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 0.0044 8075000.00 8075000.00 0.0019 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.940 62630WJY4 US62630WJY49 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-05-06 2022-05-06 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 0.0044 2000000.00 2000000.00 0.0005 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 0.940 62630WKA4 US62630WKA44 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-03 2022-06-03 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 0.0044 5400000.00 5400000.00 0.0013 N N N N Nuveen California Quality Municipal Income Fund Nuveen California Quality Municipal Income Fund 0.550 67066Y865 549300ZT6V9X5U9BHR46 US67066Y8654 Investment Company Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-06 2022-05-06 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 0.0053 31900000.00 31900000.00 0.0075 N N Y N Taxable Series 2020-XF2907, Tender Option Bond Trust Receipts/Certificates Taxable Series 2020-XF2907, Tender Option Bond Trust Receipts/Certificates 0.570 88034W6F6 US88034W6F63 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-05-06 2022-05-06 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 0.0044 42395000.00 42395000.00 0.0100 N N Y N San Francisco California Bay Area Rapid Transit District, Tender Option Bond Trust Receipts/Certificates San Francisco California Bay Area Rapid Transit District, Tender Option Bond Trust Receipts/Certificates 0.570 88034XTR3 US88034XTR34 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-05-06 2022-05-06 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 0.0044 18500000.00 18500000.00 0.0043 N N Y N Series 2021-XMT0962, Tender Option Bond Trust Receipts/Certificates Series 2021-XMT0962, Tender Option Bond Trust Receipts/Certificates 0.520 88034YE22 US88034YE220 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-05-06 2022-05-06 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 0.0044 2255000.00 2255000.00 0.0005 N N Y N Taxable Series 2021-XMT0949, Tender Option Bond Trust Receipts/Certificates Taxable Series 2021-XMT0949, Tender Option Bond Trust Receipts/Certificates 0.520 88034YFK1 US88034YFK10 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-05-06 2022-05-06 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 0.0044 3700000.00 3700000.00 0.0009 N N Y N Taxable Series 2021-XFT1246, Tender Option Bond Trust Receipts/Certificates Taxable Series 2021-XFT1246, Tender Option Bond Trust Receipts/Certificates 0.520 88034YRS1 US88034YRS18 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-05-06 2022-05-06 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 0.0044 16270000.00 16270000.00 0.0038 N N Y N Series 2021-XMT0955, Tender Option Bond Trust Receipts/Certificates Series 2021-XMT0955, Tender Option Bond Trust Receipts/Certificates 0.520 88034YUZ1 US88034YUZ14 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-05-06 2022-05-06 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 0.0044 7000000.00 7000000.00 0.0016 N N Y N Series 2021-XFT1253, Tender Option Bond Trust Receipts/Certificates Series 2021-XFT1253, Tender Option Bond Trust Receipts/Certificates 0.520 88034YVM9 US88034YVM91 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-05-06 2022-05-06 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 0.0044 3100000.00 3100000.00 0.0007 N N Y N Taxable Series 2022-XF2967TX, Tender Option Bond Trust Receipts/Certificates Taxable Series 2022-XF2967TX, Tender Option Bond Trust Receipts/Certificates 0.570 88034Y3C2 US88034Y3C24 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-05-06 2022-05-06 2060-01-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0044 19000000.00 19000000.00 0.0045 N N Y N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.590 60700HHK8 US60700HHK86 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-03 2022-06-03 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 0.0044 500000.00 500000.00 0.0001 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.590 60700HJN0 549300K10X7VPG6JVX38 US60700HJN08 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-05-06 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 0.0044 1000000.00 1000000.00 0.0002 N N Y N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.940 62630WMB0 US62630WMB09 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-03 2022-06-03 2025-12-15 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0044 35000000.00 35000000.00 0.0082 N N N N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.440 CYYGQCGNHMHPSMRL3R97 BRTK3MYH9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 2032-03-11 2.651000 9000.00 7748.14 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2040-10-15 5.500000 16000.00 17510.54 Corporate Debt Securities SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 2027-06-15 5.125000 30000.00 31675.39 Corporate Debt Securities ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 2024-07-29 0.280000 60000.00 59608.80 Corporate Debt Securities METLIFE INC C4BXATY60WC6XEOZDX54 2023-09-15 4.368000 62000.00 63554.88 Corporate Debt Securities APPLE INC HWUPKR0MPOU8FGXBT394 2028-08-05 1.400000 100000.00 88165.67 Corporate Debt Securities ING GROEP NV 549300NYKK9MWM7GGW15 2026-01-06 4.625000 223000.00 229058.32 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2026-03-13 2.005000 681000.00 644744.88 Corporate Debt Securities LOWES COMPANIES INC WAFCR4OKGSC504WU3E95 2030-04-15 4.500000 741000.00 752055.72 Corporate Debt Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2029-04-27 3.140000 4211000.00 4194145.24 Agency Debentures and Agency Strips NORDEA BANK ABP 529900ODI3047E2LIV03 2033-09-13 4.625000 6455000.00 6388705.36 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0044 12000000.00 12000000.00 0.0028 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.520 CYYGQCGNHMHPSMRL3R97 BRTK3N6N5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y VF CORPORATION CWAJJ9DJ5Z7P057HV541 2030-04-23 2.950000 7000.00 6340.33 Corporate Debt Securities COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 2036-07-15 3.200000 22000.00 19388.04 Corporate Debt Securities SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 549300XK5HGW68R8K327 2026-09-23 3.200000 29000.00 28147.40 Corporate Debt Securities MCDONALDS CORP UE2136O97NLB5BYP9H04 2030-03-01 2.125000 50000.00 43440.18 Corporate Debt Securities UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 2051-05-15 3.250000 60000.00 50834.13 Corporate Debt Securities STARBUCKS CORP OQSJ1DU9TAOC51A47K68 2030-03-12 2.250000 85000.00 74016.09 Corporate Debt Securities EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 2025-03-19 2.992000 94000.00 93665.78 Corporate Debt Securities PHILIPPINES (REPUBLIC OF) 529900RAHBALMYIJ3T08 2034-10-23 6.375000 150000.00 175378.88 Corporate Debt Securities BERMUDA 549300FP5PUZXX9FVJ40 2027-01-25 3.717000 200000.00 199441.10 Corporate Debt Securities BARCLAYS PLC 213800LBQA1Y9L22JB70 2025-05-07 3.932000 225000.00 228815.15 Corporate Debt Securities SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 2025-01-22 2.625000 250000.00 241215.73 Corporate Debt Securities CREDIT SUISSE AG (NEW YORK BRANCH) 549300D0YARF5HYP1809 2026-08-07 1.250000 320000.00 285163.91 Corporate Debt Securities MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 2028-04-20 4.210000 463000.00 460838.95 Corporate Debt Securities 7-ELEVEN INC 549300K23JPL0SS3LB18 2031-02-10 1.800000 885000.00 718558.05 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0052 2500000.00 2500000.00 0.0006 N Y Y N BNP Paribas SA BNP Paribas SA 0.420 R0MUWSFPU8MPRO8K5P83 BRT5BLP44 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y AMERICAN WTR CAP CORP SR GLBL NT 27 2027-09-01 2.950000 30000.00 29001.98 Corporate Debt Securities ARES CLO 2019-54 D 20321015 FLT 2032-10-15 4.994290 250000.00 248060.56 Asset-Backed Securities BANK NEW YORK MELLON CORP ALT TIER I PERP 2500-12-31 4.700000 1000.00 1005.09 Corporate Debt Securities BARINGS CLO LTD 2015-2R B-2-R 20301021 FLT 2030-10-21 2.652710 4601180.00 4555504.90 Asset-Backed Securities BELLEMAEDE RE 2020-2 LTD M-2 20300826 FLT 2030-08-26 6.667860 2200863.00 2269503.24 Private Label Collateralized Mortgage Obligations CONNECTICUT AVE SEC 2022-R04 1B-1 20420325 FLT 2042-03-25 5.538700 12750.00 12708.62 Private Label Collateralized Mortgage Obligations FHLMC STACR 2014-DN1 M-3 20240226 FLT 2024-02-26 5.167860 569365.00 364979.13 Private Label Collateralized Mortgage Obligations FHLMC STACR 2018-DNA2 M-2B 20301226 FLT 2030-12-26 2.817860 11453.00 11390.14 Private Label Collateralized Mortgage Obligations FHLMC STACR 2018-HQA2 M-2 20481026 FLT 2048-10-26 2.967860 101879.00 102237.18 Private Label Collateralized Mortgage Obligations FHLMC STACR 2021-DNA7 B-1 20411125 FLT 2041-11-25 3.938700 81816.00 77558.02 Private Label Collateralized Mortgage Obligations FHLMC STACR 2019-DNA3 B-2 20490726 FLT 2049-07-26 8.817860 197622.00 203769.78 Private Label Collateralized Mortgage Obligations GE CAPITAL INTERNATIONAL FDG FR 4.418%111535 2035-11-15 4.418000 1613000.00 1616784.81 Corporate Debt Securities MCDONALDS CORP FR 3.3%070125 2025-07-01 3.300000 3000.00 3021.02 Corporate Debt Securities SOUND PNT CLO IX 2015-9RRR C-RRR 20320720 FLT 2032-07-20 3.562710 2250000.00 2247756.02 Asset-Backed Securities SOUTHERN CO JR SB GLBL 51 2051-09-15 3.750000 85000.00 77521.13 Corporate Debt Securities 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 0.0042 11000000.00 11000000.00 0.0026 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.500 ZBUT11V806EZRVTWT807 BRT7ER652 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y ASSET BACKED FDG 2003-WF1 A-2 20321225 1.98200 2032-12-25 1.792860 142559282.00 1070000.01 Asset-Backed Securities 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 0.0050 1000000.00 1000000.00 0.0002 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.440 ZBUT11V806EZRVTWT807 0000782124 BRT7G0VZ5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y METLIFE SHORT TERM FDG LLC DIS 2022-06-13 0.000000 3899541.00 3896089.91 Money Market NESTLE FIN INTL LTD 2022-06-30 0.000000 4349800.00 4343910.37 Money Market 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 0.0044 8000000.00 8000000.00 0.0019 N Y Y N TD Securities USA LLC TD Securities USA LLC 0.400 SUVUFHICNZMP2WKHG940 BRWPU4NG8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 27 2027-04-01 6.875000 160000.00 160855.56 Corporate Debt Securities ASBURY AUTOMOTIVE GROUP INC SR GLBL 144A 32 2032-02-15 5.000000 320000.00 291911.11 Corporate Debt Securities AVANTOR FDG INC SR GLBL 144A 29 2029-11-01 3.875000 339000.00 311049.36 Corporate Debt Securities BLUE RACER MIDSTREAM LLC/ BLUE SR GLBL 144A 26 2026-07-15 6.625000 136000.00 139072.09 Corporate Debt Securities BLUE RACER MIDSTREAM LLC/ BLUE SR GLBL 144A 25 2025-12-15 7.625000 60000.00 63844.92 Corporate Debt Securities CALLON PETE CO DEL SR GLBL 144A 28 2028-08-01 8.000000 447000.00 469812.89 Corporate Debt Securities CARNIVAL CORP SR SEC GLBL 26 2026-02-01 10.500000 100000.00 112566.67 Corporate Debt Securities LUMEN TECHNOLOGIES INC SR -W NT 6.75%23 2023-12-01 6.750000 250000.00 262282.50 Corporate Debt Securities CHOBANI LLC / CHOBANI FIN CORP SR SEC GLBL 28 2028-11-15 4.625000 245000.00 226245.11 Corporate Debt Securities CLEAVER BROOKS INC SR SEC 144A NT23 2023-03-01 7.875000 350000.00 336940.62 Corporate Debt Securities DELTA AIR LINES INC SR GLBL NT 26 2026-01-15 7.375000 500000.00 548477.78 Corporate Debt Securities ENTERCOM MEDIA CORP 6.5%27 2027-05-01 6.500000 300000.00 271016.67 Corporate Debt Securities FORTRESS TRANSN & INFRA INVS L SR GLBL 144A 25 2025-10-01 6.500000 500000.00 481587.78 Corporate Debt Securities GRAY TELEVISION INC SR GLBL 144A 30 2030-10-15 4.750000 320000.00 278383.11 Corporate Debt Securities KENNEDY WILSON INC SR GLBL NT 5%31 2031-03-01 5.000000 320000.00 292881.78 Corporate Debt Securities MEG ENERGY CORP SR GLBL 144A 29 2029-02-01 5.875000 495000.00 492208.75 Corporate Debt Securities MINERVA MERGER SUB INC SR 144A NT6.5%30 2030-02-15 6.500000 320000.00 301075.56 Corporate Debt Securities NABORS INDS INC SR GLBL NT 25 2025-02-01 5.750000 620000.00 607014.44 Corporate Debt Securities PITNEY BOWES INC SR GLBL 144A 29 2029-03-15 7.250000 499000.00 457264.19 Corporate Debt Securities NAVIENT CORPORATION FR 6.125%032524 2024-03-25 6.125000 245000.00 247691.26 Corporate Debt Securities SPIRIT AEROSYSTEMS INC 3.95%23 2023-06-15 3.950000 600000.00 595321.67 Corporate Debt Securities SUBURBAN PROPANE PARTNERS L P SR GLBL NT 27 2027-03-01 5.875000 471000.00 475458.15 Corporate Debt Securities SUNCOKE ENERGY INC SR SEC GLBL 29 2029-06-30 4.875000 499000.00 454626.22 Corporate Debt Securities TENET HEALTHCARE CORP SR SEC GLBL 30 2030-01-15 4.375000 395000.00 368529.51 Corporate Debt Securities TERRIER MEDIA BUYER INC SR GLBL 144A 27 2027-12-15 8.875000 570000.00 579635.69 Corporate Debt Securities TRIUMPH GROUP INC NEW SR GLBL NT 25 2025-08-15 7.750000 315000.00 313718.12 Corporate Debt Securities VIPER ENERGY PARTNERS LP SR GLBL 144A 27 2027-11-01 5.375000 60000.00 61438.58 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0040 8000000.00 8000000.00 0.0019 N Y Y N Barclays Bank plc Barclays Bank plc 0.540 G5GSEF7VJP5I7OUK5573 BRWRJSTR4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y SECURE ENERGY SVCS INC SR SEC GLBL 25 2025-12-01 11.000000 9483000.00 11000490.73 Corporate Debt Securities 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 0.0054 10000000.00 10000000.00 0.0024 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.370 1VUV7VQFKUOQSJ21A208 BRWRNDEA5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 0.000000 1.35 1.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.000000 4.35 3.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 0.000000 14.39 12.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 0.000000 57.73 47.62 U.S. Treasuries (including strips) VICTORY RECEIVABLES CORP 549300D0F37QF0LP7F94 2022-05-02 0.000000 67.00 66.86 Money Market URUGUAY (ORIENTAL REPUBLIC OF) 549300RDR012H2V82H43 2033-01-15 7.875000 88.00 116.85 Corporate Debt Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-30 0.000000 200.00 199.77 U.S. Treasuries (including strips) PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 2044-02-15 4.750000 1000.00 836.21 Corporate Debt Securities VICTORY RECEIVABLES CORP 549300D0F37QF0LP7F94 2022-05-02 0.000000 1409.00 1405.53 Money Market APT PIPELINES LTD 261700SS8OEHDOCOUJ33 2027-07-15 4.250000 2000.00 2025.12 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2024-05-17 1.568710 2000.00 2002.25 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2024-03-08 0.673000 2000.00 1954.41 Corporate Debt Securities COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 2025-08-15 3.375000 17000.00 17104.68 Corporate Debt Securities MSDB TRUST MSDB_17-712F 2039-07-11 3.316000 32000.00 30103.39 Private Label Collateralized Mortgage Obligations WF-RBS COMMERCIAL MORTGAGE TRUST 2047-09-10 3.455000 47602.00 36201.72 Private Label Collateralized Mortgage Obligations VICI PROPERTIES LP 254900X4QE7SGKQLLN38 2027-02-15 3.750000 127000.00 118855.28 Corporate Debt Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 2.750000 153300.00 154706.33 U.S. Treasuries (including strips) MIT_06-1 2036-04-25 1.087860 174701.00 15739.35 Private Label Collateralized Mortgage Obligations NGL ENERGY OPERATING LLC 2026-02-01 7.500000 180000.00 173286.60 Corporate Debt Securities COEUR MINING INC 5493003AVK173D48DR70 2029-02-15 5.125000 200000.00 164206.94 Corporate Debt Securities PROSUS NV 635400Z5LQ5F9OLVT688 2050-08-03 4.027000 200000.00 140072.01 Corporate Debt Securities 3M CO LUZQVYP4VS22CLWDAR65 2029-08-26 2.375000 222000.00 202187.89 Corporate Debt Securities UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 2029-09-06 2.125000 246000.00 220516.48 Corporate Debt Securities SYDNEY AIRPORT FINANCE CO PTY LTD 549300MJAANHLHOVTO40 2026-04-28 3.625000 257000.00 252279.09 Corporate Debt Securities SANDS CHINA LTD 549300EVO6UZDGY05787 2027-03-08 2.550000 315000.00 266610.49 Corporate Debt Securities SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 2030-02-15 4.375000 329000.00 302348.72 Corporate Debt Securities NYT_19-NYT 2035-12-15 2.097000 356274.00 345886.67 Private Label Collateralized Mortgage Obligations TELECOM ITALIA CAPITAL SA 549300777DJZOR5C4L39 2034-09-30 6.000000 432000.00 381111.84 Corporate Debt Securities ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 2027-04-01 2.800000 490000.00 456164.41 Corporate Debt Securities VICI PROPERTIES LP 254900X4QE7SGKQLLN38 2029-12-01 4.625000 530000.00 510503.36 Corporate Debt Securities BLOCK INC 549300OHIIUWSTIZME52 2031-06-01 3.500000 543000.00 463775.70 Corporate Debt Securities HONG KONG SPECIAL ADMINISTRATIVE 549300DSMAD69T7GGN13 2031-02-02 1.375000 589000.00 510169.96 Corporate Debt Securities ORGANON & CO 549300AMCKY57OK2CO56 2028-04-30 4.125000 790000.00 755169.23 Corporate Debt Securities SUMITOMO LIFE INSURANCE CO 549300I5OQCDADQSPI57 2077-09-14 4.000000 814000.00 791615.00 Corporate Debt Securities CCO HOLDINGS LLC 2027-05-01 5.125000 818000.00 826744.65 Corporate Debt Securities SANDS CHINA LTD 549300EVO6UZDGY05787 2028-08-08 5.400000 959000.00 918597.33 Corporate Debt Securities BRITISH AIRWAYS 2019-1 PASS THROUGH TRUST 2034-06-15 3.300000 1106000.00 951137.46 Corporate Debt Securities ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 2027-11-15 3.250000 1830000.00 1735783.47 Corporate Debt Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2052-05-01 3.000000 1899705.00 1808989.02 Agency Mortgage-Backed Securities JPMDB COMMERCIAL MORTGAGE SECURI 2050-03-15 3.857500 2821869.00 2733336.46 Private Label Collateralized Mortgage Obligations ACUITY BRANDS LIGHTING INC 549300OTPVPFLUC38K21 2030-12-15 2.150000 3077000.00 2571857.46 Corporate Debt Securities PENINSULA PACIFIC ENTERTAINMENT LLC 549300LWV74H4IE3FG45 2027-11-15 8.500000 3302000.00 3755933.28 Corporate Debt Securities STATE GRID OVERSEAS INVESTMENT 2013 LTD 529900GBH9XYPD4XZZ70 2023-05-22 3.125000 4322000.00 4391145.40 Corporate Debt Securities SANTANDER REVOLVING AUTO LOAN TRUST SREV_19-A 2032-01-26 3.450000 4404000.00 4305602.90 Asset-Backed Securities COLT_20-3 2065-04-25 1.506000 4629875.00 863622.25 Private Label Collateralized Mortgage Obligations GRACE_20-GR 2040-12-10 2.347000 4884327.00 4222644.51 Private Label Collateralized Mortgage Obligations JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2053-05-13 3.848630 5116348.00 4701148.06 Private Label Collateralized Mortgage Obligations MIZUHO BANK LTD RB0PEZSDGCO3JS6CEU02 2024-09-25 3.600000 5642000.00 5688715.76 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEVELOPMENT 2014 LTD 549300ZIMV82UUECOQ45 2024-04-10 4.375000 9098000.00 9310429.45 Corporate Debt Securities BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 2023-09-15 0.280000 15010000.00 15002539.86 Corporate Debt Securities HONDA MOTOR CO LTD 549300P7ZYCQJ36CCS16 2025-03-10 2.271000 20000000.00 19509221.67 Corporate Debt Securities STARBUCKS CORP OQSJ1DU9TAOC51A47K68 2025-08-15 3.800000 23239000.00 23636180.33 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-06 2022-05-06 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 0.0037 107000000.00 107000000.00 0.0252 N N Y N Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC 0.890 1V8Y6QCX6YMJ2OELII46 BRWSX23H3 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BUCKEYE PARTNERS 549300C1PQJLVEIUBK50 2027-12-01 4.125000 35000.00 32793.54 Corporate Debt Securities CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R 2041-08-15 3.924000 308000.00 182430.38 Asset-Backed Securities BXMT LTD BXMT_20-FL2 2038-02-15 1.455000 5650000.00 5611231.76 Private Label Collateralized Mortgage Obligations ALESC_3A 2034-05-01 2.616860 10513000.00 6322617.83 Asset-Backed Securities TFINS_19-1 2039-02-02 4.382250 12059500.00 9158582.57 Asset-Backed Securities USCAP_5 2040-10-10 1.568860 12980000.00 7798181.90 Asset-Backed Securities KDAC AVIATION FINANCE LTD KDAC_17-1A 2042-12-15 4.212000 17410000.00 10317521.46 Asset-Backed Securities ECAF LTD ECAF_15-1A 2040-06-15 4.947000 20950000.00 12685898.36 Asset-Backed Securities TFINS_17-2 2039-09-20 5.607860 29165758.00 27957571.78 Asset-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-08-02 2022-08-02 Y CREDIT SUISSE SECURITIES (USA) LLC 1.0000 95 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A+ N N 0.0089 70000000.00 70000000.00 0.0165 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.590 MBNUM2BPBDO7JBLYG310 BRWTNFC91 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VOYA CLO VOYA_20-2R 2034-07-19 2.204290 2136965.00 2124383.20 Asset-Backed Securities CEDAR FUNDING LTD CEDF_16-6A 2034-04-20 2.112710 3268042.00 3225616.86 Asset-Backed Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-06-30 2022-06-30 Y CITIGROUP GLOBAL MARKETS INC 1.0000 62 N Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ N N 0.0059 5000000.00 5000000.00 0.0012 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.350 MBNUM2BPBDO7JBLYG310 BRWTQRSM6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y 4 3/8 BOND 40 2040-05-15 4.375000 40.00 48.28 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 7500.00 7256.99 U.S. Treasuries (including strips) 3 BOND 48 2048-02-15 3.000000 373300.00 372527.54 U.S. Treasuries (including strips) 2 BOND 50 2050-02-15 2.000000 23235800.00 18999986.83 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-05-15 1.125000 100.00 73.06 U.S. Treasuries (including strips) 2 3/8 BOND 42 2042-02-15 2.375000 200.00 178.90 U.S. Treasuries (including strips) 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 0.0035 19000000.00 19000000.00 0.0045 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.400 ZBUT11V806EZRVTWT807 BRWV7F444 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y AMERICAN TRANSMISSION CO LLC 2022-05-27 0.000000 10305473.00 10300000.79 Money Market 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 0.0040 10000000.00 10000000.00 0.0024 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.780 ZBUT11V806EZRVTWT807 BRWWP0PL4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HESS CORP SR NT 7.125%33 2033-03-15 7.125000 1096000.00 1292368.49 Corporate Debt Securities BWX TECHNOLOGIES INC SR GLBL 144A 28 2028-06-30 4.125000 80000.00 75690.83 Corporate Debt Securities BENCHMARK MTG TR 2021-B31 A-5 20541217 2.66900 2054-12-17 2.669000 25571100.00 23068121.18 Private Label Collateralized Mortgage Obligations BERRY GLOBAL ESCROW CORP SR SEC GLBL 26 2026-07-15 4.875000 858000.00 865793.50 Corporate Debt Securities CHARTER COMMUNICATIONS OPER SR SEC NT5.05%29 2029-03-30 5.050000 125000.00 125736.01 Corporate Debt Securities CHARTER COMMUNICATIONS OPER SR SEC GLBL NT63 2063-04-01 5.500000 98000.00 87510.30 Corporate Debt Securities CLEARWAY ENERGY OPER LLC SR GLBL 144A 32 2032-01-15 3.750000 468000.00 405242.76 Corporate Debt Securities FIRST MD CAP II ALT TIER I 27 2027-02-01 2.136000 461000.00 442358.08 Corporate Debt Securities FREEPORT MCMORAN INC SR GLBL NT 30 2030-03-01 4.250000 399000.00 379543.65 Corporate Debt Securities GARTNER INC SR GLBL 144A 29 2029-06-15 3.625000 44000.00 40310.73 Corporate Debt Securities GO DADDY OPER CO LLC / GD FIN SR GLBL 144A 27 2027-12-01 5.250000 149000.00 151295.10 Corporate Debt Securities GRAND CANYON UNIVERSITY GLBL 2021B BD 24 2024-10-01 4.125000 43000.00 41997.60 Corporate Debt Securities HAT HLDGS I LLC / HAT HLDGS II SR GLBL 144A 25 2025-04-15 6.000000 168000.00 171332.00 Corporate Debt Securities HESS MIDSTREAM OPERATIONS LP SR GLBL 144A 30 2030-10-15 5.500000 1616000.00 1600984.67 Corporate Debt Securities MATCH GROUP HOLDINGS II LLC GLBL 144A NT 30 2030-08-01 4.125000 765000.00 696213.75 Corporate Debt Securities MELLO MTG CAP ACCP 2022-INV2 A-15 20520425 FLT 2052-04-25 3.000000 720000.00 644366.91 Private Label Collateralized Mortgage Obligations MURPHY OIL CORP SR GLBL NT 25 2025-08-15 5.750000 282000.00 286743.08 Corporate Debt Securities OBX TRUST 2020-EXP2 A-8 20600525 FLT 2060-05-25 3.000000 325000.00 102678.52 Private Label Collateralized Mortgage Obligations OCCIDENTAL PETE CORP SR GLBL NT3.2%26 2026-08-15 3.200000 43000.00 40917.84 Corporate Debt Securities QORVO INC SR GLBL 144A 24 2024-12-15 1.750000 20000.00 18998.05 Corporate Debt Securities QUEBECOR MEDIA INC SR GLBL NT 23 2023-01-15 5.750000 5000.00 5162.41 Corporate Debt Securities SACO I TRUST 2004-3 M-2 20350125 FLT 2035-01-25 2.181570 1756974.00 90786.18 Asset-Backed Securities T MOBILE USA INC SR GLBL NT 26 2026-04-15 2.625000 60000.00 56097.05 Corporate Debt Securities TELECOM ITALIA CAP GTD SR NT 6%34 2034-09-30 6.000000 27000.00 23819.49 Corporate Debt Securities TEMPO ACQUISITION LLC SR SEC GLBL 25 2025-06-01 5.750000 95000.00 97720.69 Corporate Debt Securities UNITED WHOLESALE MORTGAGE LLC SR GLBL 144A 27 2027-06-15 5.750000 69000.00 61587.77 Corporate Debt Securities VICI PPTYS INC SR GLBL 144A 25 2025-02-15 3.500000 674000.00 652670.90 Corporate Debt Securities VONTIER CORPORATION SR GLBL NT2.4%28 2028-04-01 2.400000 218000.00 186851.43 Corporate Debt Securities WESTERN MIDSTREAM OPER LP SR GLBL NT 44 2044-04-01 5.450000 669000.00 623333.32 Corporate Debt Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-07-28 2022-07-28 Y JP MORGAN SECURITIES LLC 1.0000 90 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0078 30000000.00 30000000.00 0.0071 N N N Y Mizuho Securities USA LLC Mizuho Securities USA LLC 0.770 7TK5RJIZDFROZCA6XF66 BRWWQM5E3 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-02-15 1.875000 4537000.00 4172774.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.250000 12668500.00 11713551.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-10-31 1.375000 18485400.00 16921332.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-06-30 1.250000 20000000.00 18192342.32 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-06-03 2022-06-03 Y MIZUHO SECURITIES USA LLC 1.0000 35 N Fitch - BR NR Moody's - BR A1 Standard & Poor's - BR A N N 0.0077 50000000.00 50000000.00 0.0118 N N N Y TD Securities USA LLC TD Securities USA LLC 0.440 SUVUFHICNZMP2WKHG940 BRWYPTJ18 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y APA CORPORATION SR NT 2.625%23 2023-01-15 2.625000 4485000.00 4479767.50 Corporate Debt Securities CONSTELLATION MERGER SUB INC 8.5%25 2025-09-15 8.500000 4768000.00 4507614.22 Corporate Debt Securities DISH DBS CORPORATION SR SEC GLBL 26 2026-12-01 5.250000 3400000.00 3226302.50 Corporate Debt Securities MIDAS OPCO HLDGS LLC SR GLBL 144A 29 2029-08-15 5.625000 107000.00 96129.07 Corporate Debt Securities SEALED AIR CORPORATION SR 144A NT 24 2024-12-01 5.125000 1014000.00 1053109.42 Corporate Debt Securities VERICAST MERGER SUB INC SR SEC 144A NT26 2026-09-15 11.000000 3800000.00 3656338.89 Corporate Debt Securities CHESAPEAKE ENERGY CORP SR GLBL 144A 29 2029-04-15 6.750000 3386000.00 3429323.87 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0044 18000000.00 18000000.00 0.0042 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.670 ZBUT11V806EZRVTWT807 BRW2XJPL0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AMN HEALTHCARE INC SR GLBL 144A 27 2027-10-01 4.625000 69000.00 66655.19 Corporate Debt Securities ASSET BACKED FDG 2003-OPT1 A-3 20330425 FLT 2033-04-25 1.347860 2740000.00 152107.19 Asset-Backed Securities BAML COML MTG TR 2015-200P B 20330415 3.49000 2033-04-15 3.490000 140000.00 136395.62 Private Label Collateralized Mortgage Obligations BAUSCH HEALTH COS INC 5.75%27 2027-08-15 5.750000 3395000.00 3225112.31 Corporate Debt Securities BENCHMARK MTG TR 2019-B11 A-5 20520517 FLT 2052-05-17 3.542100 295000.00 288981.40 Private Label Collateralized Mortgage Obligations BERRY GLOBAL INC SR SEC GLBL NT24 2024-02-15 0.950000 40000.00 38289.71 Corporate Debt Securities CD MTG TR 2018-C7 A-1 20510817 3.28200 2051-08-17 3.282000 425000.00 149048.78 Private Label Collateralized Mortgage Obligations CANPACK S A / EASTN PA LD INVT SR GLBL 144A 25 2025-11-01 3.125000 380000.00 357018.13 Corporate Debt Securities CHARTER COMMUNICATIONS OPER SR SEC GLBL NT31 2031-04-01 2.800000 14000.00 11736.03 Corporate Debt Securities CHENIERE ENERGY PARTNERS L P SR GLBL 144A 32 2032-01-31 3.250000 475000.00 415296.72 Corporate Debt Securities CITIZENS FINL GROUP INC TIER I PERP GLBL 2500-12-31 5.650000 1969000.00 2024840.29 Corporate Debt Securities COLD STORAGE TR 2020-ICE5 A 20371116 FLT 2037-11-16 1.454140 5160000.00 5016048.52 Private Label Collateralized Mortgage Obligations DCP MIDSTREAM OPERATING PL SR GLBL NT 27 2027-07-15 5.625000 86000.00 88699.54 Corporate Debt Securities DBJPM MTG TR 2016-C1 C 20490512 FLT 2049-05-12 3.475900 7477000.00 6637815.02 Private Label Collateralized Mortgage Obligations DT AUTO OWNER TRUST 2021-2 D 20270216 1.50000 2027-02-16 1.500000 1185000.00 1114855.50 Asset-Backed Securities FORD MOTOR CREDIT COMPANY SR GLBL NT 24 2024-03-18 5.584000 1886000.00 1923455.12 Corporate Debt Securities FREEPORT MCMORAN INC SR GLBL NT 5%27 2027-09-01 5.000000 80000.00 81660.44 Corporate Debt Securities GXO LOGISTICS INCORPORATED SR 144A NT 31 2031-07-15 2.650000 19000.00 15765.93 Corporate Debt Securities GENERAL MTRS FINL CO INC PERP SUB GLBL -B 2500-12-31 6.500000 267000.00 259053.04 Corporate Debt Securities HESS MIDSTREAM OPERATIONS LP SR GLBL 144A 30 2030-10-15 5.500000 3550000.00 3517014.58 Corporate Debt Securities HILTON USA TRUST 2016-SFP B 20351107 3.32284 2035-11-07 3.322840 6470000.00 6382664.23 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2020-7 A-15 20510125 FLT 2051-01-25 3.000000 8890260.00 2799047.29 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2016-3 2-AX-2 20461025 FLT 2046-10-25 0.495700 5519150.00 8141.48 Private Label Collateralized Mortgage Obligations KNDL MORTGAGE TRUST 2019-KNSQ D 20360515 FLT 2036-05-15 1.904000 170000.00 167132.52 Private Label Collateralized Mortgage Obligations LADDER CAPITAL FIN HLDGS/CORP SR GLBL 144A 25 2025-10-01 5.250000 98000.00 96930.17 Corporate Debt Securities MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 26 2026-08-01 5.250000 30000.00 30647.50 Corporate Debt Securities MELLO MORT CAP ACC 2022-INV1 A-X-1 20520325 FLT 2052-03-25 0.324920 27540400.00 470510.96 Private Label Collateralized Mortgage Obligations MILL CITY MTG LN TR 2017-1 M1 20581125 FLT 2058-11-25 3.250000 1448000.00 1448562.95 Private Label Collateralized Mortgage Obligations NETFLIX INC. SR GLBL NT 29 2029-05-15 6.375000 63000.00 68845.87 Corporate Debt Securities NETFLIX INC. SR GLBL 144A 25 2025-06-15 3.625000 3994000.00 3962699.24 Corporate Debt Securities NOVA CHEMICALS CORP MTN BE SR 144A NT 29 2029-05-15 4.250000 5325000.00 4762472.92 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT 36 2036-09-15 6.450000 38000.00 41621.15 Corporate Debt Securities PTC INC SR GLBL 144A 25 2025-02-15 3.625000 41000.00 40178.01 Corporate Debt Securities STARWOOD PPTY TR INC SR GLBL 144A 26 2026-07-15 3.625000 1298000.00 1207752.94 Corporate Debt Securities UBS COML MTG TR 2018-C11 D 20510616 FLT 2051-06-16 3.000000 6031000.00 4572627.81 Private Label Collateralized Mortgage Obligations WINWATER MTG LN TR 2015-2 A-1 20450220 FLT 2045-02-20 3.500000 50000000.00 2509970.90 Private Label Collateralized Mortgage Obligations TRAVEL PLUS LEISURE CO CR SEN SR SEC 24 2024-04-01 5.650000 17000.00 17244.71 Corporate Debt Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-06 2022-05-06 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0067 50000000.00 50000000.00 0.0118 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.620 ZBUT11V806EZRVTWT807 BRW4JJTB0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AMN HEALTHCARE INC SR GLBL 144A 29 2029-04-15 4.000000 27000.00 24612.00 Corporate Debt Securities API ESCROW CORPORATION SR GLBL 144A 29 2029-10-15 4.750000 5000.00 4584.24 Corporate Debt Securities AERCAP GLOBAL AVIATION TR JR SB 144A NT 45 2045-06-15 6.500000 717000.00 714629.92 Corporate Debt Securities HESS CORP SR NT 7.125%33 2033-03-15 7.125000 1395000.00 1644939.82 Corporate Debt Securities AMER AIRLINES PT TR 2015-2 AA 20290322 3.60000 2029-03-22 3.600000 461000.00 317005.01 Corporate Debt Securities BANCO BRADESCO SA GRAND CAYMAN FR 4.375%031827 2027-03-18 4.375000 1400000.00 1386944.03 Corporate Debt Securities FAGE DAIRY IND S A / FAGE USA 5.625%26 2026-08-15 5.625000 227000.00 213889.05 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT4.4%46 2046-04-15 4.400000 2000.00 1733.08 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT 25 2025-09-01 5.875000 9071000.00 9417106.52 Corporate Debt Securities PDC ENERGY INC SR GLBL NT 26 2026-05-15 5.750000 4732000.00 4785776.55 Corporate Debt Securities PRESTIGE BRANDS IN SR GLBL 144A 28 2028-01-15 5.125000 359000.00 349955.19 Corporate Debt Securities SM ENERGY COMPANY SR GLBL NT 25 2025-06-01 5.625000 139000.00 138391.88 Corporate Debt Securities SALEM MEDIA GROUP INC SR SEC GLBL 24 2024-06-01 6.750000 171000.00 173180.25 Corporate Debt Securities SANDS CHINA LTD CR SEN SR GLBL30 2030-06-18 4.375000 878000.00 777837.88 Corporate Debt Securities SEAGATE HDD CAYMAN SR GLBL NT 31 2031-01-15 4.125000 1373000.00 1213494.01 Corporate Debt Securities SEAGATE HDD CAYMAN SR GLBL NT 31 2031-07-15 3.375000 4320000.00 3555532.80 Corporate Debt Securities STARWOOD PPTY TR INC SR GLBL 144A 23 2023-11-01 5.500000 421000.00 436658.86 Corporate Debt Securities SUMMIT MIDSTREAM HLDGS LLC / SR NT 5.75%25 2025-04-15 5.750000 3576000.00 2868796.33 Corporate Debt Securities TACORA RESOURCES INCORPORATED SR SEC 144A NT26 2026-05-15 8.250000 200000.00 199456.67 Corporate Debt Securities TALEN ENERGY SUPPLY LLC SR SEC GLBL 28 2028-01-15 6.625000 65805000.00 63280647.08 Corporate Debt Securities UNITED AIR PASS THRU TR 2019-2 A 20291101 2.90000 2029-11-01 2.900000 2459000.00 2014060.20 Corporate Debt Securities UNITED AIRLINES PT CERT 2014-1 A 20271011 4.00000 2027-10-11 4.000000 3011000.00 1842459.47 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 7.875000 2764000.00 2870959.89 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL REGS 29 2029-02-15 6.250000 3000.00 2236.34 Corporate Debt Securities SYNGENTA FIN N V CR SEN SR REGS25 2025-04-24 4.892000 394000.00 396162.84 Corporate Debt Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-06 2022-05-06 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0062 87000000.00 87000000.00 0.0205 N N Y N Barclays Capital, Inc. Barclays Capital, Inc. 0.820 AC28XWWI3WIBK2824319 BRW562EW8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BARCLAYS MTG TR 2021-NPL1 B 20511125 4.62500 2051-11-25 4.625000 2681233.00 2582678.62 Private Label Collateralized Mortgage Obligations BOJANGLES 2020-1 LLC A-2 20501020 3.83200 2050-10-20 3.832000 515000.00 495569.72 Asset-Backed Securities FIN OF AMER HECM BUYOUT 20-HB2 M2 20300725 3.09000 2030-07-25 3.090000 3000000.00 2885017.00 Asset-Backed Securities GREYWOLF CLO III 2014-3RI SUB 20281023 FLT 2028-10-23 0.000000 6800000.00 2584000.00 Asset-Backed Securities KRFF 2021-FL2 LTD E 20390217 FLT 2039-02-17 3.404140 2850000.00 2784774.42 Asset-Backed Securities PERIMETER MASTER NT BUS TR 211 C 20261215 6.03000 2026-12-15 6.030000 2969000.00 2889291.26 Asset-Backed Securities BATTALION CLO XV 2020-15 SUB 20330117 FLT 2033-01-17 0.000000 2402239.00 2028669.22 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-08-02 2022-08-02 Y BARCLAYS CAPITAL INC 1.0000 95 N Fitch - BR A+ Moody's - BR NR Standard & Poor's - BR A N N 0.0082 13000000.00 13000000.00 0.0031 N N N Y Barclays Bank plc Barclays Bank plc 0.820 G5GSEF7VJP5I7OUK5573 BRW563WG1 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CHICAGO ILL GO BDS 2015 2033-01-01 7.375000 4000000.00 4905734.44 Other Instrument MUNI DOUGLAS CNTY NEB HOSP AUTH NO 2029-05-15 5.000000 2160000.00 2419260.00 Other Instrument MUNI LOS ANGELES CALIF WASTEWATER S SUB BDS 2022 2052-06-01 4.000000 5000000.00 5020855.56 Other Instrument MUNI NORMAN OKLA REGL HOSP AUTH HOS BDS 2019 2045-09-01 5.000000 1460000.00 1568967.91 Other Instrument MUNI Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-08-02 2022-08-02 Y BARCLAYS BANK PLC 1.0000 95 N Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A N N 0.0082 13000000.00 13000000.00 0.0031 N N N Y Barclays Bank plc Barclays Bank plc 0.420 G5GSEF7VJP5I7OUK5573 BRW767N78 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y AT&T INC SR GLBL NT 49 2049-03-09 4.550000 13732000.00 13249724.53 Corporate Debt Securities AT&T INC SR GLBL NT5.7%57 2057-03-01 5.700000 12154000.00 13572533.85 Corporate Debt Securities BLACKSTONE SECD LENDING FD SR GLBL 144A 28 2028-09-30 2.850000 15715000.00 13321697.17 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 31 2031-09-15 1.875000 16119000.00 13602528.58 Corporate Debt Securities PHYSICIANS RLTY LP SR GLBL NT 28 2028-01-15 3.950000 3220000.00 3184164.98 Corporate Debt Securities SOCIETE GENERALE SUB GLBL COCO 26 2026-08-19 4.250000 9082000.00 8879779.18 Corporate Debt Securities TIFFANY & CO NEW SR GLBL NT4.9%44 2044-10-01 4.900000 12457000.00 13265473.14 Corporate Debt Securities ZOETIS INC SR GLBL NT 3%50 2050-05-15 3.000000 16510000.00 13324340.47 Corporate Debt Securities 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 0.0042 88000000.00 88000000.00 0.0207 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.300 ZBUT11V806EZRVTWT807 BRY1TFBH7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF BY8862 C 2050-11-20 2.000000 1222912.00 1020000.57 Agency Mortgage-Backed Securities 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 0.0030 1000000.00 1000000.00 0.0002 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.310 MBNUM2BPBDO7JBLYG310 BRY1TFAK1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 0 1/8 TRIN AE 26 2026-10-15 0.125000 948900.00 1020008.86 U.S. Treasuries (including strips) 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 0.0031 1000000.00 1000000.00 0.0002 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.100 VYVVCKR63DVZZN70PB21 BRY08JBE1 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SUMITOMO MITSUI BKG CORP N Y CD FLT 23 2023-01-25 0.720000 10501000.00 10500159.92 Money Market Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-15 2022-06-15 2022-06-15 N N N 0.0110 10000000.00 10000000.00 0.0024 N N N Y Wells Fargo Securities LLC Wells Fargo Securities LLC 1.300 VYVVCKR63DVZZN70PB21 BRY0AHY31 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP INC PERP SUB GLBL -W 2500-12-31 4.000000 1615000.00 1490555.28 Corporate Debt Securities FREEPORT MCMORAN INC SR GLBL NT 24 2024-11-14 4.550000 3866000.00 4010140.59 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-16 2022-06-16 2022-06-16 N N N 0.0130 5000000.00 5000000.00 0.0012 N N N Y Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.320 1VUV7VQFKUOQSJ21A208 BRY1T4Y12 Non-Negotiable Time Deposit 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 0.0032 19000000.00 19000000.00 0.0045 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.320 BRY1T4XX3 Non-Negotiable Time Deposit 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 0.0032 55000000.00 55000000.00 0.0129 N Y Y N Mizuho Bank Ltd. Mizuho Bank Ltd. 0.320 BRY1T4Y46 Non-Negotiable Time Deposit 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 0.0032 70000000.00 70000000.00 0.0165 N Y Y N Royal Bank of Canada Royal Bank of Canada 0.310 BRY1TLSN3 Non-Negotiable Time Deposit 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 0.0031 79000000.00 79000000.00 0.0186 N Y Y N Svenska Handelsbanken AB Svenska Handelsbanken AB 0.310 BRY1TAZT6 Non-Negotiable Time Deposit 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 0.0031 10000000.00 10000000.00 0.0024 N Y Y N Erste Group Bank AG Erste Group Bank AG 0.320 BRY1T4YQ7 Non-Negotiable Time Deposit 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 0.0032 4000000.00 4000000.00 0.0009 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.300 254900BN8XS34XZDJ223 BRY1TFBM6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 1 TRIB 48 2048-02-15 1.000000 3861700.00 5100068.44 U.S. Treasuries (including strips) 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 0.0030 5000000.00 5000000.00 0.0012 N Y Y N Swedbank AB Swedbank AB 0.320 BRY1T4YC8 Non-Negotiable Time Deposit 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 0.0032 75000000.00 75000000.00 0.0176 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV 0.330 BFXS5XCH7N0Y05NIXW11 BRY1T4Y87 Non-Negotiable Time Deposit 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 0.0033 50000000.00 50000000.00 0.0118 N Y Y N Nordea Bank ABP Nordea Bank ABP 0.320 529900ODI3047E2LIV03 BRY1T4Y95 Non-Negotiable Time Deposit 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 0.0032 25000000.00 25000000.00 0.0059 N Y Y N Landesbank Hessen-Thueringen Girozentrale Landesbank Hessen-Thueringen Girozentrale 0.370 MK13839SGLMX6JEXRB54 BRY1TC3B6 Non-Negotiable Time Deposit 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 N N 0.0037 50000000.00 50000000.00 0.0118 N N Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.470 VYVVCKR63DVZZN70PB21 BRY1R2AR7 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BANK MONTREAL CHICAGO BRH ILL CD FLT 23 2023-02-17 0.530000 6304000.00 6300944.31 Money Market Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-05-05 2022-05-05 2022-05-05 N N N 0.0047 6000000.00 6000000.00 0.0014 N N Y N Credit Agricole CIB Credit Agricole CIB 0.350 1VUV7VQFKUOQSJ21A208 BRY1R85A7 Non-Negotiable Time Deposit 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 N N 0.0035 28000000.00 28000000.00 0.0066 N N Y N Landesbank Hessen-Thueringen Girozentrale Landesbank Hessen-Thueringen Girozentrale 0.370 MK13839SGLMX6JEXRB54 BRY1RAJS8 Non-Negotiable Time Deposit 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 N N 0.0037 50000000.00 50000000.00 0.0118 N N Y N Bank of Montreal Bank of Montreal 0.400 NQQ6HPCNCCU6TUTQYE16 BRY1PPFD4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF MA7828 M 2052-01-20 3.000000 4312052.00 4092188.33 Agency Mortgage-Backed Securities GNRM 2020-122 YI 2050-08-20 2.500000 2486290.00 168955.34 Agency Collateralized Mortgage Obligation GNRM 2020-191 UH 2050-12-20 3.500000 92299434.00 10235433.47 Agency Collateralized Mortgage Obligation GNRM 2021-086 IK 2051-05-20 3.000000 3828262.00 396378.34 Agency Collateralized Mortgage Obligation GNRA 2021-125 AF 2051-07-20 0.540370 46140.00 29853.43 Agency Collateralized Mortgage Obligation GNRM 2021-116 XI 2051-03-20 3.500000 1656903.00 214988.72 Agency Collateralized Mortgage Obligation GNRM 2021-159 IA 2051-09-20 3.000000 72548887.00 8891844.05 Agency Collateralized Mortgage Obligation 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 N N 0.0040 23000000.00 23000000.00 0.0054 N N Y N Landesbank Hessen-Thueringen Girozentrale Landesbank Hessen-Thueringen Girozentrale 0.370 MK13839SGLMX6JEXRB54 BRY1PG2Z9 Non-Negotiable Time Deposit 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 N N 0.0037 50000000.00 50000000.00 0.0118 N N Y N ING Bank NV ING Bank NV 0.340 BRY1MSMX9 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-03 2022-05-03 2022-05-03 N N N 0.0034 125000000.00 125000000.00 0.0294 N N Y N Bedford Row Funding Corp. Bedford Row Funding Corp. 0.650 07644DLS5 5493000JWH1Z48FX0180 US07644DLS52 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-23 2022-11-02 2022-11-02 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0065 15999996.16 15999996.16 0.0038 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.300 MBNUM2BPBDO7JBLYG310 BRY1TFAR6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 1.625000 1570.00 1446.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 6.125000 60091.00 73644.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 1.500000 1098778.00 997717.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-01-15 0.125000 1176811.00 1325998.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 6.250000 1858824.00 2362307.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-11-15 1.750000 3858682.00 3599326.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 1.125000 7625549.00 6620262.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.625000 8561606.00 7160416.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-07-15 0.125000 10132747.00 11497860.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.625000 39836808.00 33551705.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-11-15 0.875000 28818274.00 24609314.59 U.S. Treasuries (including strips) 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 0.0030 90000000.00 90000000.00 0.0212 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 0.280 549300H47WTHXPU08X20 BRY1TDWE6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N T Note 1.5 11/30/2028 2022-05-02 0.280000 34497000.00 31620019.19 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0028 31000000.00 31000000.00 0.0073 N Y Y N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.650 89114WVG7 PT3QB789TSUIDF371261 US89114WVG76 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-11-21 2022-11-21 N N N 0.0065 9500000.00 9500000.00 0.0022 N N N N Swedbank AB Swedbank AB 0.640 87019YAH4 M312WZV08Y7LYUC71685 US87019YAH45 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-11-23 2022-11-23 N N N 0.0065 7999997.52 7999997.52 0.0019 N N N N Mackinac Funding Co. LLC Mackinac Funding Co. LLC 0.495 55458FE94 549300DSZ0UOZX6UNF02 US55458FE948 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-09 2022-05-09 2022-05-09 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0049 13998102.16 13998102.16 0.0033 N N N N Antalis SA Antalis SA 0.378 03664BE36 549300G2LM2ZKZ0X4Y50 US03664BE364 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-03 2022-05-03 2022-05-03 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0038 21999088.32 21999088.32 0.0052 N N Y N BlackRock Liquidity Funds 2022-05-05 /s/Ann Frechette Ann Frechette Assistant Treasurer