N-MFP2 0000097098 XXXXXXXX 2022-08-31 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 14 62 2360788960.39 2815006415.64 2834417776.99 2919568344.14 3127565389.01 3589722143.23 3733882287.73 3803180360.25 0.3983 0.4467 0.4209 0.4227 0.5276 0.5697 0.5545 0.5506 285410130.97 6756704270.67 3236856000.00 6408751.64 13788340.00 7034734813.28 7032128003.42 0.0249 1.0001 1.0002 1.0002 1.0003 C000003919 3000000.00 36492.94 36478.11 1.0001 1.0002 1.0003 1.0003 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0231 Y BlackRock Advisors, LLC, Management Fees, 2.26; 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 C000003922 5000.00 17974.21 17967.58 1.0001 1.0002 1.0002 1.0003 20.74 0.00 0.00 0.00 0.00 0.00 0.00 0.00 20.74 0.00 0.0207 Y BlackRock Advisors, LLC, Management Fees, 1.10; C000003921 3000000.00 7034680346.13 7032073557.73 1.0001 1.0002 1.0002 1.0003 416479862.11 159872157.89 468889379.40 119160328.49 446441023.13 114404023.17 346349875.51 116728244.72 1881095063.34 604365930.33 0.0231 Y BlackRock Advisors, LLC, Management Fees, 396115.51; Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.270 MBNUM2BPBDO7JBLYG310 BRY6D9Q99 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 6.250000 14.00 17.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.625000 1080.00 890.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-11-15 0.875000 53006.00 44649.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 5.375000 1951459.00 2271455.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-01-15 0.125000 2082701.00 2276943.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-08-15 1.250000 2256250.00 1930870.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-07-15 0.125000 13392878.00 14212525.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 1.125000 32565542.00 27842859.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-05-15 1.625000 48431462.00 43219802.22 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 90000000.00 90000000.00 0.0128 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 2.300 254900Y8NKGV541U8Q32 BRY6E2V48 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-11-15 1.750000 654636400.00 600038329.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 943939300.00 900057552.42 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2022-09-01 2022-09-01 2022-09-01 N N N 0.0230 1500000000.00 1500000000.00 0.2132 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 2.290 549300H47WTHXPU08X20 BRY6D5KQ5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N T Bond 1.625 11/15/2050 2022-09-01 2.290000 45396700.00 31620028.17 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2022-09-01 2022-09-01 N N N 0.0229 31000000.00 31000000.00 0.0044 N Y Y N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 4.120 89115BMA5 PT3QB789TSUIDF371261 US89115BMA51 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-28 2023-08-28 2023-08-28 N N N 0.0424 21973387.92 21973387.92 0.0031 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 2.750 86564MSD1 5493006GGLR4BTEL8O61 US86564MSD10 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-02-22 2023-02-22 N N N 0.0269 40012112.00 40012112.00 0.0057 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 2.770 65558UWG3 529900ODI3047E2LIV03 US65558UWG39 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2023-05-24 2023-05-24 N N N 0.0279 44997650.10 44997650.10 0.0064 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 2.880 55607NNW6 4ZHCHI4KYZG2WVRT8631 US55607NNW64 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-06-22 2023-06-22 N N N 0.0283 32015439.36 32015439.36 0.0045 N N N N DNB Bank ASA DNB Bank ASA 2.770 2332K4NB6 549300GKFG0RYRRQ1414 US2332K4NB64 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2023-05-26 2023-05-26 N N N 0.0273 47017195.42 47017195.42 0.0067 N N N N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 2.325 08224MJ13 549300PGDCWK6DU9QM65 US08224MJ137 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0233 54996495.40 54996495.40 0.0078 N Y Y N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.351 07644BJ78 5493000JWH1Z48FX0180 US07644BJ783 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-07 2022-09-07 2022-09-07 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0235 59972956.80 59972956.80 0.0085 N N Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 2.940 06417LST5 L3I9ZG2KFGXZ61BMYR72 US06417LST51 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-08-18 2023-08-18 N N N 0.0290 27013826.16 27013826.16 0.0038 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 2.300 ZBUT11V806EZRVTWT807 BRY6D9QU2 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 2041-10-20 1.750000 4999960.00 181851.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-02-20 2.625000 20697856.00 838148.39 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0230 1000000.00 1000000.00 0.0001 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.550 VYVVCKR63DVZZN70PB21 BRY6BB086 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N APIDOS CLO XXIV 2016-24RR LLC A-1AL- 20301021 FLT 2030-10-21 3.659860 1199837.00 1181551.29 Asset-Backed Securities APIDOS CLO XXVII 2021R A-1-R 20300717 FLT 2030-07-17 3.670290 250000.00 247598.98 Asset-Backed Securities BARINGS CLO LTD 2019-IV A-1 20330118 FLT 2033-01-18 3.842000 250000.00 248011.49 Asset-Backed Securities CIFC FUNDING LTD 2018-II C 20310421 FLT 2031-04-21 5.559860 250000.00 237899.13 Asset-Backed Securities CLEAR CREEK CLO 2017 C-R 20301021 FLT 2030-10-21 4.659860 2000000.00 1900253.01 Asset-Backed Securities FLAGSHIP CR AUTO TR 2018-3 C 20241216 3.79000 2024-12-16 3.790000 5029000.00 579105.94 Asset-Backed Securities MAGNETITE XVII 2016-17R D-R 20310721 FLT 2031-07-21 5.609860 4250000.00 4046828.06 Asset-Backed Securities AMSR TRUST 2021-SFR4 A 20381217 2.11700 2038-12-17 2.117000 5000000.00 4487620.83 Private Label Collateralized Mortgage Obligations SOUND PNT CLO IV-R LTD 2018-4R C 20310418 FLT 2031-04-18 4.990290 2841544.00 2700175.04 Asset-Backed Securities UNITED AUTO CR SEC TR 2020-1 D 20250210 2.88000 2025-02-10 2.880000 650000.00 420956.83 Asset-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-11-30 2022-11-30 2022-11-30 N N N 0.0355 15000000.00 15000000.00 0.0021 N N N Y Societe Generale SA Societe Generale SA 2.770 83368YJP3 O2RNE8IBXP4R0TD8PU41 US83368YJP34 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-03-31 2023-03-31 N N N 0.0275 24504275.74 24504275.74 0.0035 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 2.760 55380UA72 C3GTMMZIHMY46P4OIX74 US55380UA727 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-02-24 2023-02-24 N N N 0.0276 23999438.88 23999438.88 0.0034 N N N N DZ Bank AG Deutsche Zentral-Genossenschaftsbank DZ Bank AG Deutsche Zentral-Genossenschaftsbank 2.342 26821JJ19 529900HNOAA1KXQJUQ27 US26821JJ191 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0234 4999679.05 4999679.05 0.0007 N Y Y N Citibank NA, New York Citibank NA, New York 4.160 17305T6U1 E57ODZWZ7FF32TWEFA76 US17305T6U11 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-08-25 2023-08-25 2023-08-25 N N N 0.0420 11998978.80 11998978.80 0.0017 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 0.0303 14899270.50 14899270.50 0.0021 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 0.0265 17926594.38 17926594.38 0.0026 N N N N Series 2021-XMT0962, Tender Option Bond Trust Receipts/Certificates Series 2021-XMT0962, Tender Option Bond Trust Receipts/Certificates 2.520 88034YE22 US88034YE220 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-09-07 2022-09-07 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 0.0150 2255000.00 2255000.00 0.0003 N N Y N Macquarie Bank Ltd. Macquarie Bank Ltd. 2.630 55607NJZ4 4ZHCHI4KYZG2WVRT8631 US55607NJZ42 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-01-04 2023-01-04 N N N 0.0135 15001495.20 15001495.20 0.0021 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 2.780 ZBUT11V806EZRVTWT807 BRWWP0PL4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CHC_19-CHC 2034-06-15 4.741000 8497100.00 7965541.58 Private Label Collateralized Mortgage Obligations SASC_06-BC6 2037-01-25 2.683710 12466500.00 11741608.49 Asset-Backed Securities GT_98-7 2029-05-01 6.400000 22000000.00 14792917.98 Asset-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-11-29 2022-11-29 Y JP MORGAN SECURITIES LLC 1.0000 90 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0278 30000000.00 30000000.00 0.0043 N N N Y UBS AG UBS AG 2.065 90276JNP7 BFM8T61CT2L1QCEMIK50 US90276JNP74 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-12-08 2022-12-08 N N N 0.0254 15000576.00 15000576.00 0.0021 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 2.560 89236TJR7 Z2VZBHUMB7PWWJ63I008 US89236TJR77 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ 2022-09-01 2022-12-14 2022-12-14 N N N 0.0258 10284870.64 10284870.64 0.0015 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 2.630 62630WMB0 US62630WMB09 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-10-05 2022-10-05 2025-12-15 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0150 17900000.00 17900000.00 0.0025 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 2.590 06367CPV3 NQQ6HPCNCCU6TUTQYE16 US06367CPV36 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-01-09 2023-01-09 N N N 0.0272 12494288.88 12494288.88 0.0018 N N N N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.770 7TK5RJIZDFROZCA6XF66 BRWWQM5E3 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MASSACHUSETTS ST COLLEGE BLDG AUTH 2040-05-01 4.000000 500000.00 506693.89 Other Instrument MUNI SEATTLE WASHINGTON PORT OF 549300T9UCDUJ3GZL429 2041-08-01 5.000000 500000.00 537373.89 Other Instrument MUNI CALIFORNIA (STATE OF) 2040-11-01 4.000000 550000.00 562079.83 Other Instrument MUNI MARYLAND ST TRANSN AUTH 2038-07-01 4.000000 750000.00 757970.00 Other Instrument MUNI MARYLAND ST TRANSN AUTH 2040-07-01 4.000000 875000.00 864908.33 Other Instrument MUNI SAN ANTONIO TX 2038-02-01 5.000000 1000000.00 1112936.67 Other Instrument MUNI SAN ANTONIO TX 2039-02-01 4.000000 1000000.00 1008403.33 Other Instrument MUNI WASHINGTON (STATE OF) 549300X3TODFMUKLQ364 2040-06-01 5.000000 1000000.00 1115990.00 Other Instrument MUNI DORMITORY AUTHORITY OF STATE OF NEW YORK 549300C8XO7EXTX2XU71 2046-03-15 5.000000 1045000.00 1136443.31 Other Instrument MUNI GERALD R FORD INTL AIRPORT 2051-01-01 5.000000 1500000.00 1610600.00 Other Instrument MUNI OHIO (STATE OF) 5493005LEB5E170OMX59 2039-03-01 4.000000 1500000.00 1545375.00 Other Instrument MUNI RHODE ISLAND HEALTH & EDUCATIONAL BLDG CORP 2038-05-15 4.000000 1775000.00 1796225.06 Other Instrument MUNI PIMA CNTY ARIZ INDL DEV AUTH 549300QDTQ25545R4K19 2046-04-01 4.000000 1900000.00 1754035.67 Other Instrument MUNI NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY 549300Q2EHQ6RJPQKP05 2052-06-15 5.000000 2100000.00 2280716.67 Other Instrument MUNI LOS ANGELES CALIF DEPARTMENT OF WATER & POWER 549300S8NXV6YU61GG95 2049-07-01 4.000000 2305000.00 2295564.87 Other Instrument MUNI METROPOLITAN ST LOUIS MO SWR DIST 2052-05-01 5.250000 2500000.00 2878110.42 Other Instrument MUNI LOS ANGELES CALIF DEPARTMENT OF WATER & POWER 549300S8NXV6YU61GG95 2047-07-01 5.000000 3355000.00 3737816.68 Other Instrument MUNI DORMITORY AUTHORITY OF STATE OF NEW YORK 549300C8XO7EXTX2XU71 2046-03-15 5.000000 3500000.00 3846908.33 Other Instrument MUNI UNIVERSITY OF CALIFORNIA 2047-05-15 4.000000 4000000.00 3856551.11 Other Instrument MUNI SEATTLE (CITY OF) 2044-07-01 5.000000 4325000.00 4870324.83 Other Instrument MUNI TRIBOROUGH BRIDGE & TUNNEL AUTHORITY 54930020ZN4LQF7K3456 2056-05-15 4.000000 4375000.00 4093327.78 Other Instrument MUNI CALIFORNIA STATE PUBLIC WORKS BOARD 2041-05-01 4.000000 4900000.00 4920656.22 Other Instrument MUNI TAMPA FLA 2054-10-01 5.000000 5725000.00 6415683.08 Other Instrument MUNI Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-10-05 2022-10-05 Y MIZUHO SECURITIES USA LLC 1.0000 35 N Fitch - BR NR Moody's - BR A1 Standard & Poor's - BR A N N 0.0277 50000000.00 50000000.00 0.0071 N N N Y Credit Suisse AG, New York Credit Suisse AG, New York 2.573 22552G6B1 549300D0YARF5HYP1809 US22552G6B11 Certificate of Deposit Y Fitch - BR F2 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-02-10 2023-02-10 N N N 0.0277 31971055.04 31971055.04 0.0045 N N N N Bank of Montreal Bank of Montreal 2.560 06373LAP4 NQQ6HPCNCCU6TUTQYE16 US06373LAP40 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-02-13 2023-02-13 N N N 0.0264 17243787.24 17243787.24 0.0025 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 2.470 65558UML3 529900ODI3047E2LIV03 US65558UML34 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2022-10-27 2022-10-27 N N N 0.0254 14998663.80 14998663.80 0.0021 N N N N Lloyds Bank Corporate Markets plc, New York Lloyds Bank Corporate Markets plc, New York 2.550 53947BF62 213800MBWEIJDM5CU638 US53947BF625 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-01-24 2023-01-24 N N N 0.0269 8195462.45 8195462.45 0.0012 N N N N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 2.470 86959RWS5 NHBDILHZTYCNBV5UYZ31 US86959RWS56 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2022-10-27 2022-10-27 N N N 0.0259 14997482.25 14997482.25 0.0021 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 2.560 55380TG53 C3GTMMZIHMY46P4OIX74 US55380TG536 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-01-23 2023-01-23 N N N 0.0270 16991198.59 16991198.59 0.0024 N N N N Taxable Series 2022-XF2967TX, Tender Option Bond Trust Receipts/Certificates Taxable Series 2022-XF2967TX, Tender Option Bond Trust Receipts/Certificates 2.580 88034Y3C2 US88034Y3C24 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-09-07 2022-09-07 2060-01-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0150 19000000.00 19000000.00 0.0027 N N Y N Standard Chartered Bank, New York Standard Chartered Bank, New York 2.590 85325VX54 RILFO74KP1CM8P6PCT96 US85325VX544 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-03-13 2023-03-13 N N N 0.0270 14991325.80 14991325.80 0.0021 N N N N Natixis SA, New York Natixis SA, New York 2.570 63873QSM7 2549003L5ZG5M2ZSE107 US63873QSM77 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-02-07 2023-02-07 N N N 0.0271 12991956.77 12991956.77 0.0018 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 2.580 55380TK90 C3GTMMZIHMY46P4OIX74 US55380TK900 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-03-10 2023-03-10 N N N 0.0277 11988321.12 11988321.12 0.0017 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 2.485 91127RBA4 IO66REGK3RCBAMA8HR66 US91127RBA41 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2022-11-07 2022-11-07 N N N 0.0251 9999640.00 9999640.00 0.0014 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.450 83050WAY0 F3JS33DEI6XQ4ZBPTN86 US83050WAY03 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-09 2022-09-09 N N N 0.0235 15250412.97 15250412.97 0.0022 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 3.676 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 0.0368 8352266.43 8352266.43 0.0012 N N N N BPCE SA BPCE SA 3.534 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 0.0353 14750114.55 14750114.55 0.0021 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 2.470 20272AV78 MSFSBD3QN1GSN7Q6C537 US20272AV783 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 17000088.91 17000088.91 0.0024 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 2.780 89120DUE7 PT3QB789TSUIDF371261 US89120DUE74 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2023-03-31 2023-03-31 N N N 0.0270 13006308.90 13006308.90 0.0018 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 2.810 65558UQY1 529900ODI3047E2LIV03 US65558UQY19 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2022-12-23 2022-12-23 N N N 0.0263 25014428.50 25014428.50 0.0036 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 2.870 06417MWU5 L3I9ZG2KFGXZ61BMYR72 US06417MWU51 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-03-24 2023-03-24 N N N 0.0277 30015792.60 30015792.60 0.0043 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 2.660 63254GTQ8 F8SB4JFBSYQFRQEH3Z21 US63254GTQ81 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2022-11-14 2022-11-14 N N N 0.0251 9502874.80 9502874.80 0.0014 N N N N Barclays Bank plc, New York Barclays Bank plc, New York 2.900 06742TM78 G5GSEF7VJP5I7OUK5573 US06742TM782 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-04-05 2023-04-05 N N N 0.0283 10004826.10 10004826.10 0.0014 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 2.790 06417MXE0 L3I9ZG2KFGXZ61BMYR72 US06417MXE01 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-05-05 2023-05-05 N N N 0.0281 26745901.63 26745901.63 0.0038 N N N N Old Line Funding LLC Old Line Funding LLC 2.650 67984RJT7 5493004QSN8OZAIU2J90 US67984RJT77 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2022-10-24 2022-10-24 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0251 30006556.80 30006556.80 0.0043 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 2.620 20272AX27 MSFSBD3QN1GSN7Q6C537 US20272AX276 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2022-10-12 2022-10-12 N N N 0.0249 15002183.25 15002183.25 0.0021 N N N N Swedbank AB Swedbank AB 2.640 87019YAB7 M312WZV08Y7LYUC71685 US87019YAB74 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-10-13 2022-10-13 N N N 0.0249 10001722.30 10001722.30 0.0014 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 2.790 06367CTU1 NQQ6HPCNCCU6TUTQYE16 US06367CTU17 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-05-05 2023-05-05 N N N 0.0279 14000236.46 14000236.46 0.0020 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 2.650 88603AEG4 549300D7DHGDB5EMW139 US88603AEG40 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2022-10-24 2022-10-24 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0251 15003278.40 15003278.40 0.0021 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 2.660 86565FJR4 549300MS3WYYVQ4HXM15 US86565FJR47 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-10-19 2022-10-19 N N N 0.0257 23002626.37 23002626.37 0.0033 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 2.640 63254GTT2 F8SB4JFBSYQFRQEH3Z21 US63254GTT21 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2022-10-25 2022-10-25 N N N 0.0251 20003862.80 20003862.80 0.0028 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 2.650 55380TW48 C3GTMMZIHMY46P4OIX74 US55380TW483 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-10-21 2022-10-21 N N N 0.0257 11001283.59 11001283.59 0.0016 N N N N Banco Santander SA, New York Banco Santander SA, New York 2.735 05966DH88 5493006QMFDDMYWIAM13 US05966DH881 Certificate of Deposit Y Fitch - BR F2 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-10-28 2022-10-28 N N N 0.0259 20004697.20 20004697.20 0.0028 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.660 07644DLS5 5493000JWH1Z48FX0180 US07644DLS52 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2022-11-02 2022-11-02 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0251 16004016.48 16004016.48 0.0023 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.660 89114WVG7 PT3QB789TSUIDF371261 US89114WVG76 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2022-11-21 2022-11-21 N N N 0.0250 9503458.76 9503458.76 0.0014 N N N N Swedbank AB Swedbank AB 2.660 87019YAH4 M312WZV08Y7LYUC71685 US87019YAH45 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-11-23 2022-11-23 N N N 0.0251 8002723.36 8002723.36 0.0011 N N N N BNP Paribas SA BNP Paribas SA 2.690 09660YGA9 R0MUWSFPU8MPRO8K5P83 US09660YGA91 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-11-04 2022-11-04 N N N 0.0251 15004699.20 15004699.20 0.0021 N N N N Barclays Bank plc Barclays Bank plc 2.550 G5GSEF7VJP5I7OUK5573 BRY2FQ708 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PHOENIX ARIZ INDL DEV AUTH 2057-11-15 3.750000 9850000.00 8562596.79 Other Instrument MUNI Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-10-05 2022-10-05 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A N N 0.0255 8000000.00 8000000.00 0.0011 N N N Y Bank of Montreal Bank of Montreal 2.840 06373L2T5 NQQ6HPCNCCU6TUTQYE16 US06373L2T57 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-06-06 2023-06-06 N N N 0.0276 15009152.70 15009152.70 0.0021 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.800 89114WWC5 PT3QB789TSUIDF371261 US89114WWC53 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-08 2023-05-08 2023-05-08 N N N 0.0398 9917952.20 9917952.20 0.0014 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.830 89114WWA9 PT3QB789TSUIDF371261 US89114WWA97 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2023-06-02 2023-06-02 N N N 0.0276 13007831.33 13007831.33 0.0018 N N N N Matchpoint Finance plc Matchpoint Finance plc 2.640 57666DBA3 635400YCKMVA7GIA6Q33 US57666DBA37 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-02 2022-09-02 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0249 22000387.64 22000387.64 0.0031 N N Y N Bank of Montreal Bank of Montreal 2.800 06373L2V0 NQQ6HPCNCCU6TUTQYE16 US06373L2V04 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-05-12 2023-05-12 2023-05-12 N N N 0.0387 14889046.35 14889046.35 0.0021 N N N N Barclays Bank plc Barclays Bank plc 2.440 G5GSEF7VJP5I7OUK5573 BRY2FR185 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y METROPOLITAN TRANSN AUTH N Y R REV BDS 2010 2040-11-15 6.687000 8770000.00 10146534.81 Other Instrument MUNI PHOENIX ARIZ INDL DEV AUTH HEA BDS 2022 2057-11-15 3.750000 640000.00 556351.47 Other Instrument MUNI Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0244 10000000.00 10000000.00 0.0014 N Y Y N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 2.890 86565FLD2 549300MS3WYYVQ4HXM15 US86565FLD23 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-05-03 2023-05-03 N N N 0.0280 20011436.00 20011436.00 0.0028 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 2.840 85325VZR4 RILFO74KP1CM8P6PCT96 US85325VZR40 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-05-04 2023-05-04 N N N 0.0275 16009293.76 16009293.76 0.0023 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 2.740 20272AX84 MSFSBD3QN1GSN7Q6C537 US20272AX847 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2023-02-21 2023-02-21 N N N 0.0265 20008503.00 20008503.00 0.0028 N N N N Natixis SA Natixis SA 2.520 549300L8G1E7ZHVEOG75 BRY2N4P81 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 26 2026-04-20 5.500000 5109.00 4891.31 Corporate Debt Securities AGFC CAP TR I PFD TR 144A 6%67 2067-01-15 4.262000 3317000.00 1960221.88 Corporate Debt Securities BANCO BRADESCO SA GRAND CAYMAN FR 3.2%012725 2025-01-27 3.200000 2545000.00 2457027.83 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL 144A 28 2028-01-30 5.000000 7000.00 2829.17 Corporate Debt Securities CARNIVAL CORP SR SEC GLBL 26 2026-02-01 10.500000 100000.00 104020.83 Corporate Debt Securities CENTENE CORP DEL SR GLBL NT 31 2031-08-01 2.625000 4000.00 3224.63 Corporate Debt Securities DELUXE CORP MEDIUM TERM NTS SR GLBL 144A 29 2029-06-01 8.000000 23000.00 20925.86 Corporate Debt Securities DISH DBS CORPORATION SR SEC GLBL 26 2026-12-01 5.250000 357000.00 299996.03 Corporate Debt Securities DISH DBS CORPORATION SR SEC GLBL 28 2028-12-01 5.750000 60000.00 47400.30 Corporate Debt Securities FORD MTR CO DEL SR GLBL DB7.7%97 2097-05-15 7.700000 1565000.00 1565113.03 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 27 2027-02-15 5.875000 98000.00 89312.10 Corporate Debt Securities PEARL MERGER SUB INC SR SEC 144A NT28 2028-10-01 6.750000 21000.00 19738.22 Corporate Debt Securities QVC INC SR SEC NT5.95%43 2043-03-15 5.950000 92000.00 66969.20 Corporate Debt Securities SANDS CHINA LTD CR SEN SR GLBL28 2028-08-08 5.900000 2129000.00 1835763.37 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 2039-09-30 5.750000 39101.00 38736.12 Corporate Debt Securities UNITED AIRLINES PT CERT 2013-1 A 20270215 4.30000 2027-02-15 4.300000 1000.00 579.68 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 7.875000 608000.00 605598.40 Corporate Debt Securities VOC ESCROW LTD SR SEC GLBL 28 2028-02-15 5.000000 100000.00 84173.33 Corporate Debt Securities VALARIS LIMITED SR SEC GLBL 28 2028-04-30 8.250000 71000.00 72433.55 Corporate Debt Securities VERITAS US INC/VERITAS BERMUDA SR SEC 144A NT25 2025-09-01 7.500000 637000.00 548202.20 Corporate Debt Securities VICI PPTYS INC SR GLBL 144A 26 2026-09-01 4.500000 35000.00 33902.40 Corporate Debt Securities VICI PPTYS INC SR GLBL 144A 29 2029-02-15 3.875000 2000.00 1796.56 Corporate Debt Securities VIKING OCEAN CRUISES SHIP VII SR SEC GLBL 29 2029-02-15 5.625000 1000.00 823.21 Corporate Debt Securities BANCO NACIONAL DE DESENVOLVIME GLBL REGS NT 24 2024-05-09 4.750000 200000.00 203085.17 Corporate Debt Securities Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR NR 2022-09-01 2022-09-07 2022-09-07 Y NATIXIS SECURITIES AMERICAS LLC 1.0000 7 N Fitch - BR NR Moody's - BR A1 Standard & Poor's - BR NR N N 0.0252 9000000.00 9000000.00 0.0013 N N Y N Natixis SA Natixis SA 2.440 549300L8G1E7ZHVEOG75 BRY2N3MS2 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AMERICAN INTL GROUP INC SR GLBL NT 35 2035-01-15 3.875000 500000.00 458385.69 Corporate Debt Securities APOLLO MGMT HLDGS LP SR GLBL 144A 26 2026-05-27 4.400000 731000.00 721445.02 Corporate Debt Securities AVIATION CAP GROUP LLC SR 144A NT 25 2025-10-01 4.875000 5436000.00 5293699.11 Corporate Debt Securities BOEING CO SR GLBL NT 33 2033-02-15 6.125000 45000.00 47180.80 Corporate Debt Securities BROADCOM INC SR GLBL NT 30 2030-11-15 4.150000 24000.00 22328.87 Corporate Debt Securities BROADCOM INC SR GLBL 144A 28 2028-02-15 1.950000 987000.00 849932.02 Corporate Debt Securities FS KKR CAP CORP SR GLBL NT 27 2027-07-15 3.250000 100000.00 87486.28 Corporate Debt Securities FLOWSERVE CORP SR GLBL NT2.8%32 2032-01-15 2.800000 28000.00 22013.82 Corporate Debt Securities HEALTH CARE SVC CORP SR GLBL 144A 50 2050-06-01 3.200000 96000.00 72412.80 Corporate Debt Securities NESTLE HLDGS INC SR GLBL 144A 27 2027-09-15 1.000000 150000.00 131149.67 Corporate Debt Securities NEWCREST FINANCE PTY LTD SR GLBL 144A 50 2050-05-13 4.200000 16000.00 12970.93 Corporate Debt Securities ORACLE CORP SR GLBL NT4.1%61 2061-03-25 4.100000 9000.00 6505.44 Corporate Debt Securities PACIFIC GAS & ELEC CO SR NT 3.75%42 2042-08-15 3.750000 32000.00 22335.57 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL 28 BD 50 2050-07-01 4.950000 47268.00 38612.76 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD4.2%29 2029-03-01 4.200000 1370000.00 1259002.60 Corporate Debt Securities PIPELINE FDG CO LLC SR SEC 144A 30 2030-01-15 7.500000 211000.00 203028.66 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M -2010A BD 40 2040-03-15 5.500000 2000.00 2052.66 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M -2011E BD 41 2041-12-01 3.900000 148000.00 121269.72 Corporate Debt Securities TAMPA ELEC CO SR GLBL NT 36 2036-05-15 6.550000 61000.00 70854.92 Corporate Debt Securities TRIMBLE INC CR SEN SR GLBL28 2028-06-15 4.900000 8000.00 8045.96 Corporate Debt Securities Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR NR 2022-09-01 2022-09-07 2022-09-07 Y NATIXIS SECURITIES AMERICAS LLC 1.0000 7 N Fitch - BR NR Moody's - BR A1 Standard & Poor's - BR NR N N 0.0244 9000000.00 9000000.00 0.0013 N N Y N BNP Paribas SA BNP Paribas SA 2.690 09660YGW1 R0MUWSFPU8MPRO8K5P83 US09660YGW12 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-10-24 2022-10-24 N N N 0.0251 45011802.15 45011802.15 0.0064 N N N N Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 2.523 65409SJM1 724500BM7HQ28ZIB2058 US65409SJM17 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-21 2022-09-21 2022-09-21 N Y COOPERATIEVE RABOBANK UA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0252 14079560.92 14079560.92 0.0020 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 2.790 63254GUM5 F8SB4JFBSYQFRQEH3Z21 US63254GUM58 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2023-03-14 2023-03-14 N N N 0.0267 20012863.80 20012863.80 0.0028 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 2.700 65558UTW2 529900ODI3047E2LIV03 US65558UTW26 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2022-12-01 2022-12-01 N N N 0.0261 35008721.30 35008721.30 0.0050 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.450 VYVVCKR63DVZZN70PB21 BRY3MM616 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SANDS CHINA LTD 549300EVO6UZDGY05787 2030-06-18 4.875000 700000.00 570801.00 Corporate Debt Securities TOLL ROAD INVESTORS PARTNERSHIP II LP 2038-02-15 0.000000 1000000.00 314910.00 Corporate Debt Securities GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 2028-08-01 4.000000 2000000.00 1696666.67 Corporate Debt Securities MALLINCKRODT INTERNATIONAL FINANCE SA 549300MQQ92LN1A0B514 2028-12-15 11.500000 2084000.00 1919216.96 Corporate Debt Securities CARNIVAL CORP F1OF2ZSX47CR0BCWA982 2027-08-01 9.875000 2669000.00 2706459.04 Corporate Debt Securities DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 2026-08-15 5.375000 3461000.00 674925.76 Corporate Debt Securities GOL FINANCE SA 5299007RH8MA67ZC6J07 2026-06-30 8.000000 4000000.00 2934733.33 Corporate Debt Securities TOWER HEALTH 549300SLJK3XUAQHFO63 2050-02-01 4.451000 6027000.00 3569666.54 Corporate Debt Securities BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 2031-02-15 5.250000 7222000.00 2822453.89 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-09-13 2022-09-13 2022-09-13 N N N 0.0245 15000000.00 15000000.00 0.0021 N N N Y Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 2.800 06417MZF5 L3I9ZG2KFGXZ61BMYR72 US06417MZF57 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-03-16 2023-03-16 N N N 0.0277 30005239.80 30005239.80 0.0043 N N N N Mitsubishi UFJ Trust & Banking Corp., New York Mitsubishi UFJ Trust & Banking Corp., New York 2.640 60683B6W8 JBONEPAGQXF4QP29B387 US60683B6W88 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-22 2022-09-22 N N N 0.0250 25001936.50 25001936.50 0.0036 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 2.800 13606KHZ2 549300H8L46OOZOFHU82 US13606KHZ21 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-03-15 2023-03-15 N N N 0.0267 22014817.44 22014817.44 0.0031 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 2.700 65558UUC4 529900ODI3047E2LIV03 US65558UUC43 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2022-12-07 2022-12-07 N N N 0.0262 22005464.36 22005464.36 0.0031 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.790 89114WYR0 PT3QB789TSUIDF371261 US89114WYR05 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2023-03-09 2023-03-09 N N N 0.0269 25013880.00 25013880.00 0.0036 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 2.780 55607NME7 4ZHCHI4KYZG2WVRT8631 US55607NME75 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-01-18 2023-01-18 N N N 0.0259 41156286.26 41156286.26 0.0058 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 2.940 06367CWA1 NQQ6HPCNCCU6TUTQYE16 US06367CWA16 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-07-03 2023-07-03 N N N 0.0289 12004696.92 12004696.92 0.0017 N N N N Taxable Series 2021-XF2, Tender Option Bond Trust Receipts/Certificates Taxable Series 2021-XF2, Tender Option Bond Trust Receipts/Certificates 2.580 88034YGR5 US88034YGR53 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-09-07 2022-09-07 2039-08-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0150 5870000.00 5870000.00 0.0008 N N Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 2.420 1VUV7VQFKUOQSJ21A208 BRY3VV1K9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VICTORY RECEIVABLES CORP 549300D0F37QF0LP7F94 2022-09-01 0.000000 64.00 63.75 Money Market MOUNTCLIFF FUNDING LLC 549300QQWCVSS127SC64 2022-09-01 0.000000 640.00 637.77 Money Market BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 2027-04-14 3.588000 1000.00 990.94 Corporate Debt Securities FREMF_KJ39 2031-01-25 3.150000 1000.00 965.58 Agency Collateralized Mortgage Obligation PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 2041-12-15 4.500000 1000.00 739.79 Corporate Debt Securities FREDDIE MAC - SCRT SCRT_17-3 2056-07-25 3.000000 1427.00 738.49 Private Label Collateralized Mortgage Obligations ABBOTT LABORATORIES HQD377W2YR662HK5JX27 2025-03-15 2.950000 2000.00 1998.29 Corporate Debt Securities AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 2028-01-15 3.200000 2000.00 1884.32 Corporate Debt Securities BAT CAPITAL CORP 2138005GYEXN7XRHFA84 2028-03-25 2.259000 2000.00 1711.48 Corporate Debt Securities BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 549300BLFX3KJ2IFOA78 2023-12-15 1.200000 2000.00 1926.11 Corporate Debt Securities BURLINGTON NORTHERN SANTA FE LLC 2043-09-01 5.150000 2000.00 2152.40 Corporate Debt Securities EMERSON ELECTRIC CO FGLT0EWZSUIRRITFOA30 2051-12-21 2.800000 2000.00 1490.01 Corporate Debt Securities FHMS_KF102 2031-01-25 1.312480 2000.00 1337.06 Agency Collateralized Mortgage Obligation GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 2031-10-14 2.250000 2000.00 1681.27 Corporate Debt Securities HORMEL FOODS CORP MSD54751OJP1FS2ND863 2024-06-03 0.650000 2000.00 1904.16 Corporate Debt Securities LOWES COMPANIES INC WAFCR4OKGSC504WU3E95 2026-04-15 2.500000 2000.00 1924.81 Corporate Debt Securities TYSON FOODS INC WD6L6041MNRW1JE49D58 2027-06-02 3.550000 2000.00 1940.09 Corporate Debt Securities FHLKF_89 2030-09-25 1.458790 2007.00 1160.79 Agency Collateralized Mortgage Obligation APPLE INC HWUPKR0MPOU8FGXBT394 2031-02-08 1.650000 3000.00 2526.55 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2027-04-22 1.780000 3000.00 2701.15 Corporate Debt Securities MCDONALDS CORP UE2136O97NLB5BYP9H04 2027-07-01 3.500000 3000.00 2937.01 Corporate Debt Securities EMERSON ELECTRIC CO FGLT0EWZSUIRRITFOA30 2031-12-21 2.200000 4000.00 3442.03 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2027-10-21 1.948000 4000.00 3589.18 Corporate Debt Securities HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 2029-05-01 4.500000 4000.00 3755.80 Corporate Debt Securities GILEAD SCIENCES INC 549300WTZWR07K8MNV44 2036-09-01 4.000000 5000.00 4700.70 Corporate Debt Securities NASDAQ INC 549300L8X1Q78ERXFD06 2031-01-15 1.650000 5000.00 4023.09 Corporate Debt Securities OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 2047-04-01 4.500000 5000.00 4433.88 Corporate Debt Securities ALPHABET INC 5493006MHB84DD0ZWV18 2030-08-15 1.100000 6000.00 4931.87 Corporate Debt Securities CROWN CASTLE INTERNATIONAL CORP 54930012H97VSM0I2R19 2031-04-01 2.100000 6000.00 4872.84 Corporate Debt Securities BENCHMARK MORTGAGE TRUST BMARK_18-B6 2053-05-15 3.436000 10000.00 2820.32 Private Label Collateralized Mortgage Obligations CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 2027-01-08 1.700000 11000.00 10127.40 Corporate Debt Securities KFW 549300GDPG70E3MBBU98 2024-11-20 2.500000 15000.00 14767.71 Corporate Debt Securities MANULIFE FINANCIAL CORP 5493007GBX87QOZACS27 2032-03-16 3.703000 15000.00 14095.53 Corporate Debt Securities SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 549300XK5HGW68R8K327 2026-09-23 3.200000 17000.00 16465.77 Corporate Debt Securities CITIGROUP COMMERCIAL MORTGAGE TR 2049-11-15 2.505000 17348.00 1509.74 Private Label Collateralized Mortgage Obligations GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2031-03-15 6.000000 25000.00 291.45 Agency Mortgage-Backed Securities Hudbay 549300WI524AL577IX21 2029-04-01 6.125000 30000.00 27085.52 Corporate Debt Securities CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 2036-06-15 6.200000 45000.00 50367.10 Corporate Debt Securities J.G. WENTWORTH XLII LLC HENDR_18-2A 2075-10-15 3.960000 50000.00 35278.63 Asset-Backed Securities JG WENTWORTH XXXX LLC HENDR_17-3 2067-02-15 3.800000 50000.00 36196.98 Asset-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2031-08-15 6.500000 102058.00 176.86 Agency Mortgage-Backed Securities ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 2031-11-01 8.000000 135000.00 152866.80 Corporate Debt Securities AH4R_14-SFR3 2036-12-17 5.040000 138000.00 138098.39 Private Label Collateralized Mortgage Obligations LEVI STRAUSS & CO MB0UERO0RDFKU8258G77 2031-03-01 3.500000 144000.00 124453.44 Corporate Debt Securities PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 2022-09-06 0.000000 237500.00 237393.84 Money Market SNDPT_22-1A 2035-04-25 3.880920 250000.00 242189.68 Asset-Backed Securities CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 2023-12-14 2.944710 250000.00 250557.55 Corporate Debt Securities RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 2032-01-12 2.875000 255000.00 217005.85 Corporate Debt Securities FNW_02-W2 2032-06-25 2.703710 271864.00 426.23 Agency Collateralized Mortgage Obligation HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 2049-12-31 6.375000 300000.00 299080.37 Corporate Debt Securities INDUSTRIAL AND COMMERCIAL BANK OF CHINA LTD (NEW YORK BRANCH) 2022-11-08 2.957000 300000.00 302306.87 Corporate Debt Securities NETWORK I2I LTD 2549003L8M1FGHLHOX45 2049-12-31 5.650000 300000.00 293231.25 Corporate Debt Securities UNICREDIT SPA 549300TRUWO2CD2G5692 2027-06-03 1.982000 330000.00 282440.34 Corporate Debt Securities NIPPON LIFE INS 549300Y0HHMFW3EVWY08 2051-01-21 2.750000 351000.00 294000.82 Corporate Debt Securities DUKE ENERGY CORP I1BZKREC126H0VB1BL91 2024-04-15 3.750000 416000.00 420678.61 Corporate Debt Securities KLA CORP 549300H0BF5JCG96TJ81 2052-07-15 4.950000 441000.00 452942.28 Corporate Debt Securities BBCMS_19-BWAY 2034-11-15 3.347000 449000.00 431210.87 Private Label Collateralized Mortgage Obligations GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2032-07-21 2.383000 495000.00 403131.85 Corporate Debt Securities MFRA_22-NQM1 2066-12-25 4.200000 495429.00 466462.26 Private Label Collateralized Mortgage Obligations J.G. WENTWORTH XXXIX LLC HENDR_1 2072-09-15 3.530000 600000.00 416759.56 Asset-Backed Securities FHLKF_95 2030-12-25 1.854940 810303.00 528544.32 Agency Collateralized Mortgage Obligation PROSUS NV 635400Z5LQ5F9OLVT688 2030-01-21 3.680000 823000.00 667499.64 Corporate Debt Securities INDONESIA ASAHAN ALUMINIUM PERSERO PT 2549008P48EB9SN2OI80 2025-05-15 4.750000 832000.00 847312.27 Corporate Debt Securities SURF_06-B4 2037-09-25 2.723710 941166.00 87065.99 Asset-Backed Securities TELEFONICA MOVILES CHILE SA 549300PDWJ2U6A15B785 2031-11-18 3.537000 1267000.00 1086479.74 Corporate Debt Securities SAMI_06-AR4 2036-06-25 2.823710 1332000.00 39767.51 Private Label Collateralized Mortgage Obligations PROSUS NV 635400Z5LQ5F9OLVT688 2051-02-08 3.832000 1350000.00 843779.40 Corporate Debt Securities PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 2025-08-11 3.375000 1371000.00 1352004.80 Corporate Debt Securities CGCMT_18-TBR 2036-12-15 3.541000 1734980.00 1692030.18 Private Label Collateralized Mortgage Obligations INDONESIA ASAHAN ALUMINIUM PERSERO PT 2549008P48EB9SN2OI80 2030-05-15 5.450000 1741000.00 1743081.95 Corporate Debt Securities MIZUHO BANK LTD RB0PEZSDGCO3JS6CEU02 2022-10-17 2.950000 1781000.00 1799893.94 Corporate Debt Securities CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 2025-05-15 1.450000 1831000.00 1729689.75 Corporate Debt Securities SAR_05-4 2035-03-25 2.765620 2313631.00 100884.23 Private Label Collateralized Mortgage Obligations WAMU_06-AR11 2046-09-25 1.779170 2512333.00 247602.69 Private Label Collateralized Mortgage Obligations ABBSL_21-3A 2034-10-20 1.328160 2546953.00 2479662.09 Asset-Backed Securities SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 2034-01-15 6.000000 3150000.00 3379624.50 Corporate Debt Securities PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 2030-07-01 4.550000 3218704.00 2932250.08 Corporate Debt Securities GLENCOVE FUNDING LLC 549300XUUQZO7I38ZR06 2022-11-18 0.000000 3232400.00 3211570.41 Money Market UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 2029-09-06 2.125000 3300000.00 2942444.54 Corporate Debt Securities TOPAZ SOLAR FARMS LLC 2039-09-30 5.750000 3671419.00 3637158.54 Corporate Debt Securities NUTRIEN LTD 5493002QQ7GD21OWF963 2030-05-13 2.950000 3859000.00 3457741.18 Corporate Debt Securities SNDPT_32-4A 2034-10-25 0.000000 5330077.00 5197689.88 Asset-Backed Securities FORTRESS CREDIT BSL LIMITED FCBSL_21-3A 2034-07-20 3.959860 5425930.00 5300535.87 Asset-Backed Securities JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 2025-03-13 3.450000 5902000.00 5959072.34 Corporate Debt Securities DAI-ICHI LIFE HOLDINGS INC 549300ZUFXI7JXZVTZ25 2049-12-31 4.000000 6191000.00 5922805.88 Corporate Debt Securities CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_18-C14 2051-11-15 5.086800 6319993.00 5217463.91 Private Label Collateralized Mortgage Obligations WALT DISNEY CO 549300GZKULIZ0WOW665 2026-01-13 1.750000 7338000.00 6862888.96 Corporate Debt Securities SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 2027-01-12 4.000000 9981000.00 9587881.68 Corporate Debt Securities CROWN POINT CAPITAL COMPANY LLC 549300LXH4KLRKIKII81 2022-11-09 0.000000 13803000.00 13644665.79 Money Market PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 2027-06-01 3.900000 14424000.00 14450203.60 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-07 2022-09-07 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 0.0242 107000000.00 107000000.00 0.0152 N N Y N Royal Bank of Canada Royal Bank of Canada 2.790 78014XJD0 ES7IP3U3RHIGC71XBU11 US78014XJD03 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2023-01-04 2023-01-04 N N N 0.0259 15010552.05 15010552.05 0.0021 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 2.660 22552GBY5 549300D0YARF5HYP1809 US22552GBY52 Certificate of Deposit Y Fitch - BR F2 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-10-13 2022-10-13 N N N 0.0249 20003903.80 20003903.80 0.0028 N N N N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 2.800 06417LSD0 L3I9ZG2KFGXZ61BMYR72 US06417LSD00 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-01-03 2023-01-03 N N N 0.0259 13009257.17 13009257.17 0.0018 N N N N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 2.940 86959RB90 NHBDILHZTYCNBV5UYZ31 US86959RB907 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2023-07-03 2023-07-03 N N N 0.0286 23016585.07 23016585.07 0.0033 N N N N Royal Bank of Canada Royal Bank of Canada 2.940 78012U7F6 549300HXQQQCCUBS2Z23 US78012U7F64 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR (P)P-1 Standard & Poor's - BR A-1+ 2022-09-01 2023-07-03 2023-07-03 N N N 0.0286 14009700.60 14009700.60 0.0020 N N N N Citibank NA, New York Citibank NA, New York 3.820 17305T3U4 E57ODZWZ7FF32TWEFA76 US17305T3U48 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-07-03 2023-07-03 2023-07-03 N N N 0.0408 11974905.84 11974905.84 0.0017 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 2.940 13606KJU1 549300H8L46OOZOFHU82 US13606KJU16 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-07-03 2023-07-03 N N N 0.0280 25029351.50 25029351.50 0.0036 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB 2.990 86960LDX5 NHBDILHZTYCNBV5UYZ31 US86960LDX55 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2023-07-13 2023-07-13 N N N 0.0277 20038034.40 20038034.40 0.0028 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 2.830 60710RDG7 RB0PEZSDGCO3JS6CEU02 US60710RDG74 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-08 2023-01-09 2023-01-09 N N N 0.0261 35029340.15 35029340.15 0.0050 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.410 17327BN92 MBNUM2BPBDO7JBLYG310 US17327BN926 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-01-09 2023-01-09 2023-01-09 N N N 0.0341 9879079.70 9879079.70 0.0014 N N N N Swedbank AB, New York Swedbank AB, New York 2.770 87019WDE2 M312WZV08Y7LYUC71685 US87019WDE21 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-12-15 2022-12-15 N N N 0.0260 19409922.13 19409922.13 0.0028 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 2.740 86565FKD3 549300MS3WYYVQ4HXM15 US86565FKD32 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-01-25 2023-01-25 N N N 0.0268 36659187.06 36659187.06 0.0052 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 2.910 86565FQN5 549300MS3WYYVQ4HXM15 US86565FQN59 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-01-24 2023-01-24 N N N 0.0267 30028497.00 30028497.00 0.0043 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 2.890 86564MPA0 5493006GGLR4BTEL8O61 US86564MPA08 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-01-24 2023-01-24 N N N 0.0265 30729782.85 30729782.85 0.0044 N N N N Starbird Funding Corp. Starbird Funding Corp. 3.899 85520MPP2 549300A8DDPP6QJBB522 US85520MPP22 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2023-02-23 2023-02-23 2023-02-23 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0390 19630888.80 19630888.80 0.0028 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 2.900 85325VBE9 RILFO74KP1CM8P6PCT96 US85325VBE92 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-01-31 2023-01-31 N N N 0.0272 31523399.15 31523399.15 0.0045 N N N N Matchpoint Finance plc Matchpoint Finance plc 3.736 57666BPM6 635400YCKMVA7GIA6Q33 US57666BPM62 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2023-02-21 2023-02-21 2023-02-21 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0374 19650066.60 19650066.60 0.0028 N N N N Banco Santander SA, New York Banco Santander SA, New York 2.900 05966DM41 5493006QMFDDMYWIAM13 US05966DM410 Certificate of Deposit Y Fitch - BR F2 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-01-18 2023-01-18 N N N 0.0275 30017802.00 30017802.00 0.0043 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 2.910 86564MPE2 5493006GGLR4BTEL8O61 US86564MPE20 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-01-31 2023-01-31 N N N 0.0267 25025116.00 25025116.00 0.0036 N N N N Mitsubishi UFJ Trust & Banking Corp., New York Mitsubishi UFJ Trust & Banking Corp., New York 2.630 60683B7K3 JBONEPAGQXF4QP29B387 US60683B7K32 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-10-13 2022-10-13 N N N 0.0256 25001753.75 25001753.75 0.0036 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 2.910 06417MZW8 L3I9ZG2KFGXZ61BMYR72 US06417MZW80 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-04-10 2023-04-10 N N N 0.0278 40030235.65 40030235.65 0.0057 N N N N Banco Santander SA Banco Santander SA 3.361 05970UN61 5493006QMFDDMYWIAM13 US05970UN612 Financial Company Commercial Paper Y Fitch - BR F2 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-01-06 2023-01-06 2023-01-06 N N N 0.0336 12403817.60 12403817.60 0.0018 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.940 89115B2N9 PT3QB789TSUIDF371261 US89115B2N91 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2023-07-05 2023-07-05 N N N 0.0284 16548598.55 16548598.55 0.0024 N N N N ST Engineering North America, Inc. ST Engineering North America, Inc. 2.367 78476HJL8 549300XO53TG71IVX170 US78476HJL87 Non-Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-20 2022-09-20 2022-09-20 N N N 0.0237 19974088.80 19974088.80 0.0028 N N N N Alpine Securitization LLC Alpine Securitization LLC 2.680 02089XRX7 US02089XRX74 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-11-04 2022-11-04 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F2 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0251 35004909.80 35004909.80 0.0050 N N N N Old Line Funding LLC Old Line Funding LLC 2.730 67984RJL4 5493004QSN8OZAIU2J90 US67984RJL42 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2022-10-11 2022-10-11 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0255 25005474.25 25005474.25 0.0036 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 2.375 60682XJK3 JBONEPAGQXF4QP29B387 US60682XJK37 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-19 2022-09-19 2022-09-19 N N N 0.0238 29962950.00 29962950.00 0.0043 N N N N Lloyds Bank plc Lloyds Bank plc 2.431 53943SJN8 H7FNTJ4851HG0EXQ1Z70 US53943SJN80 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-22 2022-09-22 2022-09-22 N N N 0.0243 39941480.00 39941480.00 0.0057 N N N N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 2.341 08224MJ21 549300PGDCWK6DU9QM65 US08224MJ210 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-02 2022-09-02 2022-09-02 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0234 19997435.60 19997435.60 0.0028 N N Y N Starbird Funding Corp. Starbird Funding Corp. 3.886 85520MPN7 549300A8DDPP6QJBB522 US85520MPN73 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2023-02-22 2023-02-22 2023-02-22 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0389 18848786.69 18848786.69 0.0027 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 3.030 89236TKE4 Z2VZBHUMB7PWWJ63I008 US89236TKE46 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ 2022-09-01 2023-07-25 2023-07-25 N N N 0.0290 15434881.29 15434881.29 0.0022 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.860 83050WCZ5 F3JS33DEI6XQ4ZBPTN86 US83050WCZ59 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-03-01 2023-03-01 N N N 0.0266 24525690.21 24525690.21 0.0035 N N N N Oversea-Chinese Banking Corp. Ltd., New York Oversea-Chinese Banking Corp. Ltd., New York 2.870 69033MS32 5493007O3QFXCPOGWK22 US69033MS329 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2023-02-28 2023-02-28 N N N 0.0277 25013284.25 25013284.25 0.0036 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 2.870 65558UVK5 529900ODI3047E2LIV03 US65558UVK59 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2023-03-01 2023-03-01 N N N 0.0267 29028942.29 29028942.29 0.0041 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.970 31428HBV2 549300B2Q47IR0CR5B54 US31428HBV24 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-04-28 2023-04-28 N N N 0.0274 20030258.00 20030258.00 0.0028 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 3.040 13606KKU9 549300H8L46OOZOFHU82 US13606KKU96 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-07-21 2023-07-21 N N N 0.0280 7816608.46 7816608.46 0.0011 N N N N Norinchukin Bank Norinchukin Bank 2.370 65602YL65 549300KQZJBM38M51L16 US65602YL655 Certificate of Deposit Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-16 2022-09-16 2022-09-16 N N N 0.0239 62574461.23 62574461.23 0.0089 N N N N Credit Agricole Corporate and Investment Bank, New York Credit Agricole Corporate and Investment Bank, New York 2.790 22532XTF5 254900BN8XS34XZDJ223 US22532XTF59 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-03-17 2023-03-17 N N N 0.0262 30028051.20 30028051.20 0.0043 N N N N Cancara Asset Securitisation LLC Cancara Asset Securitisation LLC 2.459 13738KJG3 US13738KJG31 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-16 2022-09-16 2022-09-16 N Y LLOYDS BANK PLC 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0246 38958001.29 38958001.29 0.0055 N N N N Caisse d'Amortissement de la Dette Sociale Caisse d'Amortissement de la Dette Sociale 2.334 12802WJ13 969500P04DQJS4BPM574 US12802WJ133 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+ 2022-09-01 2022-09-01 2022-09-01 N N N 0.0233 58996228.72 58996228.72 0.0084 N Y Y N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 2.780 60710RPU3 RB0PEZSDGCO3JS6CEU02 US60710RPU31 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-19 2023-03-17 2023-03-17 N N N 0.0272 25009235.50 25009235.50 0.0036 N N N N Mackinac Funding Co. LLC Mackinac Funding Co. LLC 2.581 55458FJU2 549300DSZ0UOZX6UNF02 US55458FJU21 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-28 2022-09-28 2022-09-28 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0258 21956520.74 21956520.74 0.0031 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 2.890 85325VBM1 RILFO74KP1CM8P6PCT96 US85325VBM19 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-03-01 2023-03-01 N N N 0.0267 35037915.15 35037915.15 0.0050 N N N N PSP Capital, Inc. PSP Capital, Inc. 4.188 69370BVH2 549300B456N0WEIC5249 US69370BVH22 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-17 2023-08-17 2023-08-17 N N N 0.0419 24022806.25 24022806.25 0.0034 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.690 VYVVCKR63DVZZN70PB21 BRY5U68P2 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 2049-12-31 6.300000 151000.00 158938.83 Corporate Debt Securities XIAOMI BEST TIME INTERNATIONAL LTD 254900IGJCVEY8WNJT74 2031-07-14 2.875000 923000.00 687961.38 Corporate Debt Securities PTT TREASURY CENTER CO LTD 254900FBQLIN5XACCX50 2042-10-25 4.500000 1198000.00 1083908.47 Corporate Debt Securities XL GROUP LTD 213800AJ4DD69YLNL348 2045-03-31 5.500000 1300000.00 1364748.67 Corporate Debt Securities CNOOC PETROLEUM NORTH AMERICA ULC 549300I04PB7X2824122 2039-07-30 7.500000 2674000.00 3271237.90 Corporate Debt Securities ADANI INTERNATIONAL CONTAINER TERMINAL PVT LTD 335800J4SLERP6S94P28 2031-02-16 3.000000 4976000.00 3933778.79 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-09-22 2022-09-22 2022-09-22 N N N 0.0269 10000000.00 10000000.00 0.0014 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 2.650 ZBUT11V806EZRVTWT807 BRY5YHDQ6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FFML_06-FF6 2036-04-25 2.943710 1699990.00 563232.14 Asset-Backed Securities COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATE COMM_13-CR12 549300MGZ5FI5VFL1177 2046-10-10 4.046000 1749820.00 1743612.81 Private Label Collateralized Mortgage Obligations COLT MORTGAGE LOAN TRUST COLT_22-7 2057-07-25 0.000000 2000000.00 1973331.48 Private Label Collateralized Mortgage Obligations BFLD TRUST BFLD_20-EYP 2035-10-15 5.341000 4266000.00 4050156.52 Private Label Collateralized Mortgage Obligations GARR_15-1A 2029-09-21 6.896860 5000000.00 4891497.38 Asset-Backed Securities TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 2041-09-01 5.500000 5560000.00 4968416.00 Corporate Debt Securities EMIR_21-2 2034-04-25 4.964220 6069000.00 5783610.52 Private Label Collateralized Mortgage Obligations WFRBS_14-C24 2047-11-15 3.692000 8429000.00 4676212.52 Private Label Collateralized Mortgage Obligations JPMMT_21-4 2051-08-25 5.000000 13335000.00 10846431.17 Private Label Collateralized Mortgage Obligations NRZT_20-RP1 2059-11-25 3.879220 15410600.00 12812152.25 Private Label Collateralized Mortgage Obligations SAMI_06-A8 2036-10-25 2.923710 26308000.00 2466583.31 Private Label Collateralized Mortgage Obligations CWALT_05-51 2035-11-20 3.147640 64540000.00 741543.30 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-07 2022-09-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0265 50000000.00 50000000.00 0.0071 N N Y N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 2.820 86959RE89 NHBDILHZTYCNBV5UYZ31 US86959RE893 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2023-05-19 2023-05-19 N N N 0.0280 25007492.50 25007492.50 0.0036 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 2.870 65558UVP4 529900ODI3047E2LIV03 US65558UVP47 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2023-03-02 2023-03-02 N N N 0.0267 25024812.25 25024812.25 0.0036 N N N N Banco Santander SA, New York Banco Santander SA, New York 2.832 05966DR61 5493006QMFDDMYWIAM13 US05966DR617 Certificate of Deposit Y Fitch - BR F2 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-02-17 2023-02-17 N N N 0.0277 40513559.81 40513559.81 0.0058 N N N N BPCE SA BPCE SA 2.890 05571EAM9 9695005MSX1OYEMGDF46 US05571EAM93 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-03-03 2023-03-03 N N N 0.0271 30034611.00 30034611.00 0.0043 N N N N Alinghi Funding Co. LLC Alinghi Funding Co. LLC 3.885 01627C2W3 549300VRDDZC1N8S3N22 US01627C2W30 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-21 2023-03-21 2023-03-21 N Y UBS AG 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0389 24472836.00 24472836.00 0.0035 N N N N Barclays Bank plc Barclays Bank plc 2.364 06743MJ19 G5GSEF7VJP5I7OUK5573 US06743MJ195 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0236 159989630.40 159989630.40 0.0227 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 2.310 1VUV7VQFKUOQSJ21A208 BRY6EUHB6 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0231 89856000.00 89856000.00 0.0128 N Y Y N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.320 BRY6CYC41 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0232 220000000.00 220000000.00 0.0313 N Y Y N Royal Bank of Canada Royal Bank of Canada 2.320 BRY6CYBP5 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2022-09-01 2022-09-01 N N N 0.0232 79000000.00 79000000.00 0.0112 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.310 BRY6D3T32 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0231 55000000.00 55000000.00 0.0078 N Y Y N Svenska Handelsbanken AB Svenska Handelsbanken AB 2.300 BRY6CYBR1 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-09-01 2022-09-01 2022-09-01 N N N 0.0230 110000000.00 110000000.00 0.0156 N Y Y N Erste Group Bank AG Erste Group Bank AG 2.320 BRY6CYBN0 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0232 16000000.00 16000000.00 0.0023 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 2.300 254900BN8XS34XZDJ223 BRY6D9QJ7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 46940993.00 5150000.01 Agency Mortgage-Backed Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0230 5000000.00 5000000.00 0.0007 N Y Y N Swedbank AB Swedbank AB 2.300 BRY6D2W06 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0230 250000000.00 250000000.00 0.0355 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV 2.310 BFXS5XCH7N0Y05NIXW11 BRY6D1LK6 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0231 50000000.00 50000000.00 0.0071 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.470 VYVVCKR63DVZZN70PB21 BRY669Y98 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SSGA TEST ISSUER 2 CORP 2023-02-28 0.000000 6332000.00 6300340.00 Money Market Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0247 6000000.00 6000000.00 0.0009 N Y Y N Bank of Montreal Bank of Montreal 2.370 NQQ6HPCNCCU6TUTQYE16 BRY66NXG2 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 2050-05-20 3.500000 2130113.00 2050419.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-06-20 3.000000 2217370.00 2014521.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-04-20 3.500000 4763258.00 4585230.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-03-20 3.500000 4771380.00 4609829.02 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0237 13000000.00 13000000.00 0.0018 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 2.370 1VUV7VQFKUOQSJ21A208 BRY66FXU8 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0237 61000000.00 61000000.00 0.0087 N Y Y N UBS AG UBS AG 2.796 90276JPX8 BFM8T61CT2L1QCEMIK50 US90276JPX80 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-05-25 2023-05-25 N N N 0.0277 29005660.22 29005660.22 0.0041 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.740 31428HBX8 549300B2Q47IR0CR5B54 US31428HBX89 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2023-02-23 2023-02-23 N N N 0.0265 15006453.75 15006453.75 0.0021 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 2.440 ZBUT11V806EZRVTWT807 0000782124 BRT7G0VZ5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y BEAL BANK USA 254900OZWU5GT0UJGT30 2022-11-30 2.400000 225000.00 224943.75 Money Market BARTON CAPITAL SA 549300KOFKIMD0C37W24 2022-09-01 0.000000 344963.00 344598.37 Money Market GTA FUNDING LLC 2022-12-06 0.000000 7739000.00 7674743.08 Money Market Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0244 8000000.00 8000000.00 0.0011 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.500 ZBUT11V806EZRVTWT807 BRT7ER652 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y READY CAP MTG FIN 2021-FL5 A 20381227 FLT 2038-12-27 3.443710 1344000.00 1070131.16 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0250 1000000.00 1000000.00 0.0001 N Y Y N BNP Paribas SA BNP Paribas SA 2.420 R0MUWSFPU8MPRO8K5P83 BRT5BLP44 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y CENTERPOINT ENERGY HOUSTON ELECT 549300S8SEQBOJLKHW63 2042-08-01 3.550000 1000.00 859.16 Corporate Debt Securities META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 2052-08-15 4.450000 2000.00 1844.62 Corporate Debt Securities PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 2040-07-01 4.500000 11671.00 9313.34 Corporate Debt Securities COBANK P0J8I7M2E0A77CKF1705 2049-12-31 6.250000 28000.00 28729.17 Corporate Debt Securities CAS_22-R04 2042-03-25 11.683190 62822.00 62890.22 Private Label Collateralized Mortgage Obligations CAS_22-R03 2042-03-25 12.033190 70831.00 72436.35 Private Label Collateralized Mortgage Obligations STRUCTURED AGENCY CREDIT RISK STACR_21-DNA7 2041-11-25 7.899000 78741.00 74882.12 Private Label Collateralized Mortgage Obligations CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R06 2042-05-25 12.783190 84507.00 86901.04 Private Label Collateralized Mortgage Obligations DXC TECHNOLOGY CO 549300DOVZ3EDJB7O259 2026-09-15 1.800000 85000.00 75798.75 Corporate Debt Securities NELS_05-2 2037-03-22 2.265860 93000.00 28871.65 Asset-Backed Securities STRUCTURED AGENCY CREDIT RISK STACR_20-HQA4 2050-09-25 7.693710 203481.00 209340.70 Private Label Collateralized Mortgage Obligations STRUCTURED AGENCY CREDIT RISK ST 2029-10-25 7.593710 250000.00 266994.65 Private Label Collateralized Mortgage Obligations GOLDENTREE LOAN MANAGEMENT US CLO 1 LTD GLM_21-11A 2034-10-20 3.839860 250000.00 244079.96 Asset-Backed Securities WOODS_21-27A 2034-10-17 6.240290 250000.00 233653.76 Asset-Backed Securities STACR_22-DNA2 2042-02-25 5.933190 384289.00 370702.41 Private Label Collateralized Mortgage Obligations STACR_13-DN1 2023-07-25 9.593710 527913.00 167649.03 Private Label Collateralized Mortgage Obligations FREDDIE MAC - STACR_20-DNA6 2050-12-25 7.833190 554137.00 509885.57 Private Label Collateralized Mortgage Obligations STACR_21-DNA6 2041-10-25 7.548670 1270972.00 1202634.21 Private Label Collateralized Mortgage Obligations FCAT_22-2 2028-04-17 5.050000 8519000.00 8447947.76 Asset-Backed Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0242 11000000.00 11000000.00 0.0016 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 2.440 CYYGQCGNHMHPSMRL3R97 BRTK3MYH9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y BOSTON PROP BVHHEFJI6SHNOKQT2572 2026-10-01 2.750000 13000.00 12283.29 Corporate Debt Securities WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 2024-11-18 3.800000 17000.00 17090.65 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP 353800V2V8PUY9TK3E06 2027-02-22 3.677000 69000.00 66524.23 Corporate Debt Securities ANHEUSER-BUSCH INBEV FINANCE INC 5493000EYEKDT0FBSQ91 2046-02-01 4.900000 103000.00 99549.84 Corporate Debt Securities NIKE INC 787RXPR0UX0O0XUXPZ81 2030-03-27 2.850000 115000.00 107430.89 Corporate Debt Securities PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 2032-05-19 4.200000 169000.00 151224.58 Corporate Debt Securities FMR LLC 6X064LF7Y6B4DKF2GZ26 2029-06-15 7.570000 400000.00 465908.44 Corporate Debt Securities UBS GROUP AG 549300SZJ9VS8SGXAN81 2027-08-05 4.703000 400000.00 394642.39 Corporate Debt Securities BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 2025-10-22 2.456000 502000.00 485499.59 Corporate Debt Securities ASSURANT INC H3F39CAXWQRVWURFXL38 2030-02-22 3.700000 746000.00 664458.47 Corporate Debt Securities PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 2042-04-15 4.450000 4115000.00 3210527.57 Corporate Debt Securities VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 2031-03-21 2.550000 8021000.00 6925518.56 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0244 12000000.00 12000000.00 0.0017 N Y Y N CDP Financial, Inc. CDP Financial, Inc. 2.332 12509TJ65 549300OXMGVYFCBFV096 US12509TJ650 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+ 2022-09-06 2022-09-06 2022-09-06 N N N 0.0233 22991187.09 22991187.09 0.0033 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.620 ZBUT11V806EZRVTWT807 BRW4JJTB0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AGILENT TECHNOLOGIES INC SR GLBL NT2.3%31 2031-03-12 2.300000 3000.00 2516.30 Corporate Debt Securities ALLIANT ENERGY FIN LLC SR GLBL 144A 32 2032-03-01 3.600000 3000.00 2779.95 Corporate Debt Securities AMERICAN FINANCIAL GROUP INC SR GLBL NT 30 2030-04-02 5.250000 2000.00 2059.76 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT 51 2051-01-15 2.950000 304000.00 210392.15 Corporate Debt Securities AMERICO LIFE INC SR 144A NT 31 2031-04-15 3.450000 180000.00 148225.20 Corporate Debt Securities ASCENSION SR -2019B BD 29 2029-11-15 2.532000 16000.00 14464.89 Corporate Debt Securities BARCLAYS PLC SR GLBL COCO 29 2029-05-16 4.972000 726000.00 711067.39 Corporate Debt Securities CIMB BANK BERHAD FR 2.125%072027 2027-07-20 2.125000 352000.00 316853.19 Corporate Debt Securities CAPITAL ONE BANK (USA) NAT SUB NT 3.375%23 2023-02-15 3.375000 2195000.00 2193068.40 Corporate Debt Securities CATERPILLAR INC SR GLBL NT 49 2049-09-19 3.250000 2784000.00 2372232.48 Corporate Debt Securities CELGENE CORP SR GLBL NT 48 2048-02-20 4.550000 219000.00 193670.52 Corporate Debt Securities CITIGROUP INC PERP -M NT 6.3% 2500-12-31 6.300000 1592000.00 1562038.56 Corporate Debt Securities CITIGROUP GLOBAL MKTS HLDGS IN VR 052119-052169 2069-05-21 2.634000 1330000.00 1310052.22 Corporate Debt Securities COCA COLA CO SR GLBL NT 29 2029-09-06 2.125000 51000.00 46146.83 Corporate Debt Securities OHIO PWR CO SR -F NT 5.85%35 2035-10-01 5.850000 45000.00 48749.18 Corporate Debt Securities COMMONWEALTH EDISON CO 1MTG BD 3.7% 45 2045-03-01 3.700000 77000.00 66715.88 Corporate Debt Securities COMMONWEALTH BANK OF AUSTRALIA FR 3.9%031628 2028-03-16 3.900000 51000.00 50687.71 Corporate Debt Securities COMMUNITY PRESERVATION CORP SR -2020 BD 30 2030-02-01 2.867000 80000.00 69454.33 Corporate Debt Securities CONNECTICUT LT & PWR CO 1ST MTG BD 6.35% 2036-06-01 6.350000 40000.00 45657.40 Corporate Debt Securities CROWN CASTLE TOWERS 2018-1-2 C2028 20480715 4.24100 2048-07-15 4.241000 1250000.00 1189046.11 Asset-Backed Securities EAGLE MATLS INC SR GLBL NT2.5%31 2031-07-01 2.500000 2734000.00 2168791.07 Corporate Debt Securities EMERSON ELEC CO VR 102699-102639 2039-10-26 2.250000 708000.00 704270.61 Corporate Debt Securities IBERDROLA INTL B V SR GLBL NT 33 2033-09-15 6.750000 3114000.00 3577690.17 Corporate Debt Securities ENERGY TRANSFER L P JR SB FLT NT 66 2066-11-01 5.799790 95000.00 75573.75 Corporate Debt Securities ENTERGY LA LLC 1M GLBL BD 45 2045-01-15 4.950000 30000.00 29080.35 Corporate Debt Securities FMS WERTMANAGEMENT MUENCHEN GLBL NT 2.75%23 2023-03-06 2.750000 304000.00 307134.75 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC JR SB GLBL -B 66 2066-10-01 4.344640 200000.00 163610.35 Corporate Debt Securities HUNTINGTON BANCSHARES INC SUB NT 4.35%23 2023-02-04 4.350000 135000.00 135606.49 Corporate Debt Securities GENERAL ELECTRIC CO VR 110498-110438 2038-11-04 1.250000 110000.00 108900.00 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT 38 2038-04-01 5.150000 179000.00 162726.81 Corporate Debt Securities INVITATION HOMES OPER PARTNERS SR GLBL NT2.3%28 2028-11-15 2.300000 13000.00 10987.50 Corporate Debt Securities KENNAMETAL INC SR GLBL NT2.8%31 2031-03-01 2.800000 24000.00 19587.12 Corporate Debt Securities KIMBERLY-CLARK CORP SR GLBL NT3.9%47 2047-05-04 3.900000 384000.00 347114.88 Corporate Debt Securities MPLX LP PERP SUB -B BD 2500-12-31 6.875000 244000.00 239938.76 Corporate Debt Securities MARKS AND SPENCER PLC SR NT 144A 37 2037-12-01 7.125000 314000.00 303014.58 Corporate Debt Securities MASCO CORP SR GLBL NT 29 2029-08-01 7.750000 1577000.00 1810503.76 Corporate Debt Securities MASS INST TECH MTN BE -F BD 2.989%50 2050-07-01 2.989000 86000.00 70070.36 Corporate Debt Securities MATTEL INC SR NT 3.15%23 2023-03-15 3.150000 4127000.00 4125039.67 Corporate Debt Securities MEMORIAL SLOAN-KETTERING CANCE TAX BD S2012A 52 2052-07-01 4.125000 91000.00 84859.77 Corporate Debt Securities MERCK & CO INC VR 112700-112740 2040-11-27 2.593140 1216000.00 1215139.11 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 28 2028-07-20 5.017000 2086000.00 2113564.00 Corporate Debt Securities OREILLY AUTOMOTIVE INC SR GLBL NT4.2%30 2030-04-01 4.200000 20000.00 19646.40 Corporate Debt Securities OLIN CORP SR GLBL 144A 25 2025-06-01 9.500000 230000.00 253699.20 Corporate Debt Securities PECO ENERGY CO 1M GLBL BD2.8%50 2050-06-15 2.800000 544000.00 402321.24 Corporate Debt Securities PT PELABUHAN INDONESIA III SR GLBL 144A 23 2023-05-02 4.500000 352000.00 356980.80 Corporate Debt Securities PACIFICORP 1ST MTG 6.35%38 2038-07-15 6.350000 237000.00 269623.97 Corporate Debt Securities PEARL MERGER SUB INC SR SEC 144A NT28 2028-10-01 6.750000 3360000.00 3158114.40 Corporate Debt Securities POPULAR INC SR GLBL NT 23 2023-09-14 6.125000 2000.00 2101.85 Corporate Debt Securities PRESIDENT&FELLOW HARVARD COLL TAX BD-2016B 46 2046-07-15 3.150000 1284000.00 1097210.10 Corporate Debt Securities PUBLIC SERVICE CO COLO 1ST MTG BD3.8%47 2047-06-15 3.800000 950000.00 837256.11 Corporate Debt Securities REYNOLDS AMERICAN INC SR GLBL NT 40 2040-05-01 8.125000 110000.00 123049.67 Corporate Debt Securities ROCHE HOLDINGS INC SR 144A NT 4%44 2044-11-28 4.000000 748000.00 693106.77 Corporate Debt Securities S&P GLOBAL INC SR GLBL 144A 62 2062-03-01 3.900000 2000.00 1776.88 Corporate Debt Securities SMITHFIELD FOODS INC SR GLBL 144A 30 2030-10-15 3.000000 5245000.00 4347965.13 Corporate Debt Securities STANFORD UNIV CALIF SR GLBL 2020 A50 2050-06-01 2.413000 131000.00 94805.03 Corporate Debt Securities STATE STR CORP ALT TIER I PERP 2500-12-31 5.625000 13000.00 12203.68 Corporate Debt Securities UNION PACIFIC RR CO 2015-1 CERT 20270512 2.69500 2027-05-12 2.695000 220000.00 158587.24 Corporate Debt Securities UNITED AIRLINES PT CERT 2016-2 A 20300407 3.10000 2030-04-07 3.100000 81000.00 50895.48 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 48 2048-06-15 4.250000 191000.00 179307.40 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT3.5%39 2039-08-15 3.500000 11000.00 9570.28 Corporate Debt Securities VENTURE GLOBAL CALCASIEU PASS SR SEC 144A NT29 2029-08-15 3.875000 54058000.00 47512777.49 Corporate Debt Securities VENTURE GLOBAL CALCASIEU PASS SR SEC 144A NT31 2031-08-15 4.125000 3580000.00 3096998.33 Corporate Debt Securities WELLS FARGO & CO FR 3.35%030233 2033-03-02 3.350000 2371000.00 2126756.05 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT 44 2044-06-24 5.750000 87000.00 89378.70 Corporate Debt Securities PROSUS N V FR 4.027%080350 2050-08-03 4.027000 632000.00 400201.52 Corporate Debt Securities BERRY GLOBAL ESCROW CORP SR SEC GLBL 27 2027-07-15 5.625000 433000.00 426776.71 Corporate Debt Securities HILTON DOMESTIC OPER CO INC SR GLBL REGS 29 2029-05-01 3.750000 15000.00 13125.15 Corporate Debt Securities IRON MTN INC DEL SR GLBL REGS 27 2027-09-15 4.875000 300000.00 283655.75 Corporate Debt Securities SEALED AIR CORP NEW SR REGS NT 22 2022-12-01 4.875000 2000.00 2024.10 Corporate Debt Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-07 2022-09-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0262 87000000.00 87000000.00 0.0124 N N Y N United States International Development Finance Corp. Variable Rate Notes United States International Development Finance Corp. Variable Rate Notes 2.880 90376PAU5 254900QI8QTIK0FY6E92 US90376PAU57 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR AA+ 2022-09-07 2022-09-07 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 0.0288 7500000.00 7500000.00 0.0011 N N Y N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 2.740 60700HDU0 US60700HDU05 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-11-29 2022-11-29 2025-11-01 Y MIZUHO BANK LTD 1.0000 90 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0150 1259747.00 1259747.00 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 2.590 60700HDY2 US60700HDY27 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-10-05 2022-10-05 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 0.0150 10225000.00 10225000.00 0.0015 N N N N Barclays Bank plc Barclays Bank plc 2.420 G5GSEF7VJP5I7OUK5573 BRW767N78 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y PRESBYTERIAN HEALTHCARE SVCS 2052-08-01 4.875000 3155000.00 3277516.54 Corporate Debt Securities MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 2032-07-21 2.239000 8911000.00 7245157.86 Corporate Debt Securities BPCE SA 9695005MSX1OYEMGDF46 2033-07-19 5.748000 20340000.00 20350909.02 Corporate Debt Securities MPLX LP 5493000CZJ19CK4P3G36 2032-09-01 4.950000 21000000.00 20509440.00 Corporate Debt Securities INTEL CORP KNX4USFCNGPY45LOCE31 2032-08-05 4.150000 21147000.00 20628628.29 Corporate Debt Securities HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 2024-08-17 0.732000 21229000.00 20388430.67 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0242 88000000.00 88000000.00 0.0125 N Y Y N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 2.740 60700HEL9 US60700HEL96 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-11-29 2022-11-29 2031-03-01 Y MIZUHO BANK LTD 1.0000 90 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0150 13000000.00 13000000.00 0.0018 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 2.630 62630WEL7 US62630WEL72 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-10-05 2022-10-05 2030-09-01 Y BARCLAYS BANK PLC 1.0000 35 Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0150 9955000.00 9955000.00 0.0014 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 2.580 60700HFG9 US60700HFG92 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-09-07 2022-09-07 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 0.0150 36080000.00 36080000.00 0.0051 N N Y N Taxable Series 2020-XF2907, Tender Option Bond Trust Receipts/Certificates Taxable Series 2020-XF2907, Tender Option Bond Trust Receipts/Certificates 2.580 88034W6F6 US88034W6F63 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-09-01 2022-09-07 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 0.0151 42395000.00 42395000.00 0.0060 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 2.580 88034XTR3 US88034XTR34 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-09-07 2022-09-07 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 0.0150 23215000.00 23215000.00 0.0033 N N Y N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 2.590 60700HGX1 US60700HGX17 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-10-05 2022-10-05 2041-02-15 Y MIZUHO CAPITAL MARKETS LLC 1.0000 35 Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N N 0.0151 16658163.00 16658163.00 0.0024 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 2.490 62630WAS6 US62630WAS61 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-09-07 2022-09-07 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 0.0150 8005000.00 8005000.00 0.0011 N N Y N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 2.630 62630WGF8 US62630WGF86 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-10-05 2022-10-05 2054-11-15 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0150 5070000.00 5070000.00 0.0007 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 2.490 62630WFX0 US62630WFX02 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-09-07 2022-09-07 2041-05-01 Y BARCLAYS BANK PLC 1.0000 7 Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0150 15315000.00 15315000.00 0.0022 N N Y N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 2.630 62630WFV4 US62630WFV46 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-10-05 2022-10-05 2056-05-15 Y BARCLAYS BANK PLC 1.0000 35 Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0151 22200000.00 22200000.00 0.0032 N N N N TD Securities USA LLC TD Securities USA LLC 2.400 SUVUFHICNZMP2WKHG940 BRWPU4NG8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y NAVIENT CORP 54930067J0ZNOEBRW338 2023-09-25 7.250000 5151000.00 5311591.01 Corporate Debt Securities TOLL BROS FIN 2023-04-15 4.375000 8717000.00 8822979.35 Corporate Debt Securities NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 2023-04-01 4.100000 14559000.00 14697067.85 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2022-09-01 2022-09-01 2022-09-01 N N N 0.0240 26000000.00 26000000.00 0.0037 N Y Y N Taxable Series 2021-XMT0949, Tender Option Bond Trust Receipts/Certificates Taxable Series 2021-XMT0949, Tender Option Bond Trust Receipts/Certificates 2.500 88034YFK1 US88034YFK10 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-09-07 2022-09-07 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 0.0150 3700000.00 3700000.00 0.0005 N N Y N Barclays Bank plc Barclays Bank plc 2.540 G5GSEF7VJP5I7OUK5573 BRWRJSTR4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y AMC ENTMT HLDGS INC SR SEC GLBL 29 2029-02-15 7.500000 763000.00 658708.07 Corporate Debt Securities FORD MTR CO DEL SR GLBL DB7.7%97 2097-05-15 7.700000 10370000.00 10370748.94 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0254 10000000.00 10000000.00 0.0014 N Y Y N Standard Chartered Bank, New York Standard Chartered Bank, New York 2.480 85325VP38 RILFO74KP1CM8P6PCT96 US85325VP383 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-02 2022-09-02 N N N 0.0229 10000105.20 10000105.20 0.0014 N N Y N Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC 2.900 1V8Y6QCX6YMJ2OELII46 BRWSX23H3 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COUNTRYWIDE ASSET BACKED CERTIFI 2035-11-25 3.118710 76000.00 26252.71 Private Label Collateralized Mortgage Obligations GREAT WOLF TRUST GWT_19-WOLF 2036-12-15 4.324000 80000.00 76543.10 Private Label Collateralized Mortgage Obligations CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C16 2052-06-15 3.884600 82000.00 74378.61 Private Label Collateralized Mortgage Obligations BFLD TRUST BFLD_20-EYP 2022-10-15 4.491000 140000.00 134218.56 Private Label Collateralized Mortgage Obligations UBS COMMERCIAL MORTGAGE TRUST UBSCM_19-C17 2052-10-15 3.758200 141000.00 120264.66 Private Label Collateralized Mortgage Obligations BXP_17-CC 2037-08-13 3.669880 150000.00 131434.09 Private Label Collateralized Mortgage Obligations UBS COMMERCIAL MORTGAGE TRUST UB 2050-08-15 4.418070 180000.00 151849.03 Private Label Collateralized Mortgage Obligations INDX_07-FLX2 2037-04-25 2.633710 195000.00 118902.28 Private Label Collateralized Mortgage Obligations VERUS_21-2 2066-02-25 2.187000 260000.00 205963.55 Private Label Collateralized Mortgage Obligations DROT_19-1A 2032-02-20 4.020000 370000.00 90140.21 Asset-Backed Securities BSABS_06-HE8 2036-10-25 2.703710 503000.00 438638.94 Asset-Backed Securities ARDAGH PACKAGING FINANCE PLC 6354001JXMLKNZDZR978 2025-04-30 5.250000 565000.00 546626.20 Corporate Debt Securities ANCHORAGE CAPITAL CLO LTD ANCHC_18-10A 2031-10-15 5.662000 650000.00 599431.34 Asset-Backed Securities CAFCO LLC 8O46YQAGJ63WE5QHIG35 2022-12-08 0.000000 650000.00 644516.60 Money Market CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C18 2052-12-15 4.088710 685000.00 597465.40 Private Label Collateralized Mortgage Obligations CAUTO_21-1A 2051-08-15 1.920000 750000.00 652783.50 Asset-Backed Securities CSMC_21-980M 2026-07-15 3.201400 750000.00 664856.87 Private Label Collateralized Mortgage Obligations HIN TIMESHARE TRUST HINTT_20-A 2039-10-09 2.230000 750000.00 356035.87 Asset-Backed Securities PIKES PEAK CLO PIPK_20-5A 2033-04-20 6.954000 750000.00 674946.13 Asset-Backed Securities CSMC_21-NQM4 2066-05-25 1.101000 760000.00 373763.82 Private Label Collateralized Mortgage Obligations GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST GOOD_22-1 2049-01-20 2.700000 800000.00 659921.64 Asset-Backed Securities MAPS LTD MAPSL_18-1A 2043-05-15 5.193000 810000.00 383562.92 Asset-Backed Securities HORIZON AIRCRAFT FINANCE I LIMITED HORZN_19-1 2039-07-15 4.703000 997000.00 697789.83 Asset-Backed Securities MP8 _15-2A 2034-04-28 6.292860 1000000.00 907978.26 Asset-Backed Securities PARL_17-1A 2029-07-20 9.669860 1000000.00 861461.50 Asset-Backed Securities MAPS_18-1 2043-05-15 6.413000 1332000.00 743351.23 Asset-Backed Securities HINTT_20-A 2039-10-09 5.500000 1400000.00 675502.64 Asset-Backed Securities SIERRA TIMESHARE RECEIVABLES FUNDING LLC SRFC_21-2 2038-09-20 1.800000 1545000.00 825994.20 Asset-Backed Securities ALLIED UNIVERSAL HOLDCO LLC 98450038B4549046D794 2029-06-01 6.000000 1586000.00 1226771.00 Corporate Debt Securities SEMT_03-1 2033-04-20 3.688140 1900000.00 123374.43 Private Label Collateralized Mortgage Obligations CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R 2041-08-15 2.741000 2000000.00 1164872.46 Asset-Backed Securities FFML_04-FF11 2035-01-25 4.318710 2000000.00 142789.94 Asset-Backed Securities SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST SABR_05-OP1 2035-01-25 3.463710 2000000.00 130146.46 Asset-Backed Securities MVW OWNER TRUST MVWOT_21-1WA 2041-01-20 3.170000 2185000.00 1272572.44 Asset-Backed Securities DROT_19-1A 2032-02-20 5.250000 2460000.00 596756.87 Asset-Backed Securities WFCM_17-C38 2050-07-15 1.115760 2519000.00 83391.52 Private Label Collateralized Mortgage Obligations SRFC_21-1A 2037-11-20 1.790000 2900000.00 1219739.86 Asset-Backed Securities TLWND_19-1 2044-12-15 5.193000 3000000.00 1664252.97 Asset-Backed Securities SIERRA TIMESHARE RECEIVABLES FUNDING LLC SRFC_21-2 2038-09-20 1.950000 3215000.00 1707910.48 Asset-Backed Securities MVW OWNER TRUST MVWOT_21-1WA 2041-01-20 1.440000 3315000.00 2021614.95 Asset-Backed Securities FLCON_19-1 2039-09-15 6.656000 3417000.00 1810458.39 Asset-Backed Securities WELLS FARGO COMMERCIAL MORTGAGE 2049-10-15 1.753050 3436000.00 143760.86 Private Label Collateralized Mortgage Obligations PYXIS_06-1A 2046-11-10 1.653440 3500000.00 851557.06 Asset-Backed Securities WELLS FARGO COMMERCIAL MORTGAGE 2059-12-15 0.975160 3500000.00 81108.34 Private Label Collateralized Mortgage Obligations WVLND_17-1 2042-11-15 5.682000 3505000.00 1888452.77 Asset-Backed Securities KDAC AVIATION FINANCE LTD KDAC_17-1A 2042-12-15 4.212000 3750000.00 1923153.98 Asset-Backed Securities WVLND_19-1 2044-09-15 6.413000 3798000.00 2081368.59 Asset-Backed Securities STRUCTURED ASSET SECURITIES CORPORATION SASC_05-RF 2035-04-25 0.457710 3900000.00 310608.13 Private Label Collateralized Mortgage Obligations SRFC_21-2A 2038-09-20 3.230000 4000000.00 2131703.98 Asset-Backed Securities CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R 2041-08-15 3.924000 4114000.00 2477561.61 Asset-Backed Securities RAPTOR AIRCRAFT FINANCE LLC RPTOR_19-1 2044-08-23 4.213000 4250000.00 2361149.97 Asset-Backed Securities CWALT_06-25CB 2036-10-25 21.870190 5208328.00 555654.79 Private Label Collateralized Mortgage Obligations WAMU_04-AR4 2034-06-25 3.468260 5500000.00 479297.88 Private Label Collateralized Mortgage Obligations HORZN_19-1 2039-07-15 6.900000 5526000.00 2365050.62 Asset-Backed Securities LBMLT_06-WL2 2036-01-25 3.028710 6094000.00 1320225.50 Asset-Backed Securities SRFC_19-3A 2036-08-20 4.180000 6382000.00 1532528.48 Asset-Backed Securities RASC_04-KS8 2034-09-25 4.063710 6700000.00 539170.39 Asset-Backed Securities CWALT_06-19CB 2036-08-25 3.143710 7260912.00 592824.05 Private Label Collateralized Mortgage Obligations CLAS_19-1 2039-04-15 6.899000 7755000.00 4037185.80 Asset-Backed Securities MSAC_06-HE1 2036-01-25 3.028710 8000000.00 665456.92 Asset-Backed Securities SJETS_17-1 2042-08-15 7.021000 8442000.00 3231122.64 Asset-Backed Securities WFCM_18-C43 2051-03-15 0.754570 8470000.00 196905.44 Private Label Collateralized Mortgage Obligations HORZN_19-2 2039-11-15 6.900000 8773000.00 4843353.80 Asset-Backed Securities CLAST_21-1A 2046-01-15 6.656000 9278000.00 5546297.71 Asset-Backed Securities NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_21-NQM3 2056-11-27 1.156120 10845000.00 6197808.24 Private Label Collateralized Mortgage Obligations NOMURA ASSET ACCEPTANCE CORPORAT 2036-08-25 2.783710 11800000.00 74916.13 Asset-Backed Securities CWALT_06-39CB 2037-01-25 2.893710 13884608.00 414212.70 Private Label Collateralized Mortgage Obligations CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C1 2050-04-15 0.960970 15584000.00 197892.09 Private Label Collateralized Mortgage Obligations RALI_06-QS3 2036-03-25 3.143710 20183456.00 1421618.91 Private Label Collateralized Mortgage Obligations NATIONAL COLLEGIATE STUDENT LOAN TRUST 2006-2 635400MXNYTL4FJYHT84 2032-03-25 3.593710 24000000.00 16774.84 Asset-Backed Securities CBA COMMERCIAL SMALL BALANCE CBAC_06-1 2038-06-25 2.943710 25004416.00 699948.55 Asset-Backed Securities LXS_05-5N 2035-11-25 2.873710 31038000.00 1005486.41 Private Label Collateralized Mortgage Obligations BSABS_06-SD3 2036-07-25 1.098570 39421000.00 37767.30 Asset-Backed Securities ACE SECURITIES CORP ACE_06-AS2 2036-01-25 2.783710 40232256.00 524404.46 Asset-Backed Securities RALI_06-QS3 2036-03-25 2.843710 44229000.00 1307550.00 Private Label Collateralized Mortgage Obligations COMM_14-UBS6 2047-12-10 0.500000 60589000.00 585633.08 Private Label Collateralized Mortgage Obligations BSARM_06-1 2036-02-25 2.460000 98112899.00 717909.53 Private Label Collateralized Mortgage Obligations Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-09-01 2022-12-04 2022-12-04 Y CREDIT SUISSE SECURITIES (USA) LLC 1.0000 95 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A N N 0.0290 70000000.00 70000000.00 0.0100 N N N Y Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 2.460 86565C6F1 549300MS3WYYVQ4HXM15 US86565C6F11 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-14 2022-09-14 N N N 0.0239 20000514.60 20000514.60 0.0028 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 2.740 60700HJF7 US60700HJF73 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-11-29 2022-11-29 2026-09-01 Y MIZUHO BANK LTD 1.0000 90 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0150 3000000.00 3000000.00 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 2.740 60700HHY8 US60700HHY80 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-11-29 2022-11-29 2026-09-01 Y MIZUHO BANK LTD 1.0000 90 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0150 7000000.00 7000000.00 0.0010 N N N N Taxable Series 2021-XFT1246, Tender Option Bond Trust Receipts/Certificates Taxable Series 2021-XFT1246, Tender Option Bond Trust Receipts/Certificates 2.520 88034YRS1 US88034YRS18 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-09-07 2022-09-07 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 0.0150 6355000.00 6355000.00 0.0009 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.360 MBNUM2BPBDO7JBLYG310 BRWTQRSM6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-07-31 2.750000 100.00 97.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 300.00 358.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 2.625000 18400.00 17726.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-04-30 2.875000 918000.00 904754.53 U.S. Treasuries (including strips) ONEOK INC 2T3D6M0JSY48PSZI1Q41 2022-09-23 0.000000 19034242.00 18999999.40 Money Market Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0236 19000000.00 19000000.00 0.0027 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.600 MBNUM2BPBDO7JBLYG310 BRWTNFC91 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VENTURE XXVII CLO LTD VENTR_17-2 2030-07-20 3.759860 178723.00 177489.19 Asset-Backed Securities BLUEMOUNTAIN CLO LTD BLUEM_13-2A 2030-10-22 3.939000 250000.00 243404.43 Asset-Backed Securities GREYSTONE COMMERCIAL REAL ESTATE NOTES GSTNE_19-FL2 2037-09-15 3.641000 250000.00 247194.28 Asset-Backed Securities BLUEMOUNTAIN CLO LTD BLUEM_18-22A 2031-07-15 4.462000 397430.00 370720.87 Asset-Backed Securities SYMPHONY CLO LTD SYMP_14-14A 2026-07-14 1.135750 400000.00 29797.57 Asset-Backed Securities REGATTA VIII FUNDING LTD REGT8_1 2030-10-17 3.990290 627911.00 625108.65 Asset-Backed Securities CARLYLE GLOBAL MARKET STRATEGIES CLO LTD. CGMS_14-1A 2031-04-17 1.211290 696260.00 684691.60 Asset-Backed Securities HLM_8A-16 2030-07-22 4.109860 1000000.00 979824.84 Asset-Backed Securities SHACKLETON CLO LTD SHACK_15-7RA 2031-07-15 5.842000 1000000.00 899747.06 Asset-Backed Securities CIFC FUNDING LTD CIFC_17-3A 2030-07-20 3.929860 1099372.00 1092022.52 Asset-Backed Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-11-01 2022-11-01 Y CITIGROUP GLOBAL MARKETS INC 1.0000 62 N Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ N N 0.0260 5000000.00 5000000.00 0.0007 N N N Y Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 2.630 62630WJY4 US62630WJY49 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-09-07 2022-09-07 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 0.0151 2000000.00 2000000.00 0.0003 N N Y N UBS AG UBS AG 2.125 90276JNF9 BFM8T61CT2L1QCEMIK50 US90276JNF92 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-22 2022-09-22 N N N 0.0250 22999256.87 22999256.87 0.0033 N N N N Goldman Sachs International Goldman Sachs International 2.440 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 0.0244 20967759.75 20967759.75 0.0030 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 2.440 06367CLF2 NQQ6HPCNCCU6TUTQYE16 US06367CLF22 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-21 2022-09-21 N N N 0.0247 35999164.44 35999164.44 0.0051 N N N N Series 2021-XFT1253, Tender Option Bond Trust Receipts/Certificates Series 2021-XFT1253, Tender Option Bond Trust Receipts/Certificates 2.520 88034YVM9 US88034YVM91 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-09-07 2022-09-07 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 0.0150 3120000.00 3120000.00 0.0004 N N Y N Series 2021-XMT0955, Tender Option Bond Trust Receipts/Certificates Series 2021-XMT0955, Tender Option Bond Trust Receipts/Certificates 2.520 88034YUZ1 US88034YUZ14 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-09-07 2022-09-07 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 0.0150 7000000.00 7000000.00 0.0010 N N Y N State of New York Mortgage Agency State of New York Mortgage Agency 2.350 64988YLQ8 549300ZQWNLLIG564027 US64988YLQ88 Variable Rate Demand Note Y Fitch - BR NR Moody's - BR VMIG1 Standard & Poor's - BR NR 2022-09-07 2022-09-07 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 0.0235 18000000.00 18000000.00 0.0026 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 2.630 62630WKA4 US62630WKA44 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-10-22 2022-10-22 2035-07-01 Y BARCLAYS BANK PLC 1.0000 52 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0150 5400000.00 5400000.00 0.0008 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 F2 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0260 24945728.00 24945728.00 0.0036 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 0.0254 10958358.95 10958358.95 0.0016 N N N N Westpac Banking Corp. Westpac Banking Corp. 2.503 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 0.0250 14954881.65 14954881.65 0.0021 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 0.0258 22920069.48 22920069.48 0.0033 N N N N Nordea Bank Abp Nordea Bank Abp 2.585 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 0.0258 14946025.05 14946025.05 0.0021 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 0.0255 19923485.40 19923485.40 0.0028 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 0.0255 11962471.68 11962471.68 0.0017 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 2.590 60700HJS9 US60700HJS94 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-10-05 2022-10-05 2061-10-01 Y MIZUHO CAPITAL MARKETS LLC 1.0000 35 Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N N 0.0150 4000000.00 4000000.00 0.0006 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 0.0252 14203089.86 14203089.86 0.0020 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 2.400 ZBUT11V806EZRVTWT807 BRWV7F444 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y PACIFIC LIFE SHORT TERM FUNDING LLC 2022-09-26 0.000000 1300000.00 1297631.40 Money Market ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 2022-09-09 0.000000 3975960.00 3956080.20 Money Market COLUMBIA UNIVERSITY 54930058W39DHS3GTG15 2022-11-22 0.000000 5159000.00 5121648.84 Money Market Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-01 2022-09-01 2022-09-01 N N N 0.0240 10000000.00 10000000.00 0.0014 N Y Y N Westpac Banking Corp. Westpac Banking Corp. 2.683 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 0.0268 24884762.50 24884762.50 0.0036 N N N N BlackRock Liquidity Funds 2022-09-07 /s/Ann Frechette Ann Frechette Assistant Treasurer