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Citigroup Global Markets, Inc. 4.381 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 0.0438 9952222.20 9952222.20 0.0011 N N N N Swedbank AB, New York Swedbank AB, New York 4.290 87019WDE2 M312WZV08Y7LYUC71685 US87019WDE21 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2022-12-15 2022-12-15 N N N 0.0392 19403010.10 19403010.10 0.0021 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 4.260 86565FKD3 549300MS3WYYVQ4HXM15 US86565FKD32 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-01-25 2023-01-25 N N N 0.0415 36656405.69 36656405.69 0.0039 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 4.210 VYVVCKR63DVZZN70PB21 BRY4T00R4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SNDPT_14-2RA 2031-10-20 5.492570 500000.00 488642.71 Asset-Backed Securities BATLN_17-11A 2034-04-24 5.474570 1000000.00 978036.64 Asset-Backed Securities UNITED AUTO CREDIT SECURITIZATION TRUST UACST_21-1 2026-06-10 0.840000 2045000.00 1592620.21 Asset-Backed Securities STEELE CREEK CLO LTD STCR_18-2A 2031-08-18 6.974290 3000000.00 2814914.29 Asset-Backed Securities LCM_17A 2031-10-15 6.179140 3737480.00 3436546.64 Asset-Backed Securities TESLA_20-A 2024-01-22 1.180000 4336000.00 4281074.92 Asset-Backed Securities AOMT_22-5 2067-05-25 4.500000 5460000.00 4831370.52 Asset-Backed Securities ACAR_21-4 2025-09-15 0.450000 7700000.00 836794.62 Asset-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-12-01 2023-02-28 2023-02-28 Y WELLS FARGO SECURITIES LLC 1.0000 90 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A+ N N 0.0421 18000000.00 18000000.00 0.0019 N N N Y Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 4.430 86565FQN5 549300MS3WYYVQ4HXM15 US86565FQN59 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-01-24 2023-01-24 N N N 0.0414 30013167.90 30013167.90 0.0032 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 4.410 86564MPA0 5493006GGLR4BTEL8O61 US86564MPA08 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-01-24 2023-01-24 N N N 0.0407 30715951.76 30715951.76 0.0033 N N N N Starbird Funding Corp. Starbird Funding Corp. 3.766 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 0.0377 19781927.80 19781927.80 0.0021 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 4.420 85325VBE9 RILFO74KP1CM8P6PCT96 US85325VBE92 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-01-31 2023-01-31 N N N 0.0422 31510629.36 31510629.36 0.0034 N N N N Matchpoint Finance plc Matchpoint Finance plc 3.734 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 0.0373 19785860.00 19785860.00 0.0021 N N N N Banco Santander SA, New York Banco Santander SA, New York 4.420 05966DM41 5493006QMFDDMYWIAM13 US05966DM410 Certificate of Deposit Y Fitch - BR F2 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-01-18 2023-01-18 N N N 0.0410 30012418.80 30012418.80 0.0032 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 4.430 86564MPE2 5493006GGLR4BTEL8O61 US86564MPE20 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-01-31 2023-01-31 N N N 0.0408 25014990.50 25014990.50 0.0027 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 4.430 06417MZW8 L3I9ZG2KFGXZ61BMYR72 US06417MZW80 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-04-10 2023-04-10 N N N 0.0431 40016278.86 40016278.86 0.0043 N N N N Banco Santander SA Banco Santander SA 4.233 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 0.0423 12496380.50 12496380.50 0.0013 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 4.460 89115B2N9 PT3QB789TSUIDF371261 US89115B2N91 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-12-01 2023-07-05 2023-07-05 N N N 0.0442 16538062.78 16538062.78 0.0018 N N N N Starbird Funding Corp. Starbird Funding Corp. 3.764 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 0.0376 18993561.60 18993561.60 0.0020 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 4.550 89236TKE4 Z2VZBHUMB7PWWJ63I008 US89236TKE46 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ 2022-12-01 2023-07-25 2023-07-25 N N N 0.0234 15420758.34 15420758.34 0.0016 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 4.380 83050WCZ5 F3JS33DEI6XQ4ZBPTN86 US83050WCZ59 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-03-01 2023-03-01 N N N 0.0426 24507972.30 24507972.30 0.0026 N N N N Oversea-Chinese Banking Corp. Ltd., New York Oversea-Chinese Banking Corp. Ltd., New York 4.390 69033MS32 5493007O3QFXCPOGWK22 US69033MS329 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-12-01 2023-02-28 2023-02-28 N N N 0.0415 25014872.50 25014872.50 0.0027 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 4.390 65558UVK5 529900ODI3047E2LIV03 US65558UVK59 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-12-01 2023-03-01 2023-03-01 N N N 0.0423 29011488.64 29011488.64 0.0031 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 4.490 31428HBV2 549300B2Q47IR0CR5B54 US31428HBV24 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-04-28 2023-04-28 N N N 0.0444 20004126.40 20004126.40 0.0021 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 4.560 13606KKU9 549300H8L46OOZOFHU82 US13606KKU96 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-07-21 2023-07-21 N N N 0.0437 7809519.28 7809519.28 0.0008 N N N N Credit Agricole Corporate and Investment Bank, New York Credit Agricole Corporate and Investment Bank, New York 4.310 22532XTF5 254900BN8XS34XZDJ223 US22532XTF59 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-03-17 2023-03-17 N N N 0.0422 30007039.20 30007039.20 0.0032 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 4.300 60710RPU3 RB0PEZSDGCO3JS6CEU02 US60710RPU31 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-19 2023-03-17 2023-03-17 N N N 0.0417 25010245.75 25010245.75 0.0027 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 4.400 85325VBM1 RILFO74KP1CM8P6PCT96 US85325VBM19 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-03-01 2023-03-01 N N N 0.0426 35012986.40 35012986.40 0.0037 N N N N PSP Capital, Inc. PSP Capital, Inc. 4.038 69370BVH2 549300B456N0WEIC5249 US69370BVH22 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-17 2023-08-17 2023-08-17 N N N 0.0404 24071402.75 24071402.75 0.0026 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 4.150 ZBUT11V806EZRVTWT807 BRY5YHDQ6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ASSURANT CLO ASRNT_2 2031-04-20 7.092570 4739134.00 4426197.84 Asset-Backed Securities DBGS MORTGAGE TRUST DBGS_18-C1 2051-10-15 3.032910 4815220.00 3118998.10 Private Label Collateralized Mortgage Obligations CPS_19-D 2025-10-15 3.860000 5000000.00 4859186.67 Asset-Backed Securities RATE_21-J2 2051-08-25 2.770000 5014000.00 3350702.01 Private Label Collateralized Mortgage Obligations FOCUS BRANDS FUNDING LLC FOCUS_18-1 2048-10-30 5.184000 10500000.00 9219944.16 Asset-Backed Securities GTMH_96-7 2027-10-15 7.700000 15938000.00 4879150.34 Asset-Backed Securities HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_22-A 2024-04-15 0.810000 17000000.00 11346772.63 Asset-Backed Securities RCKT_21-5 2051-11-25 2.932440 18348000.00 12638468.83 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2022-12-07 2022-12-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0415 50000000.00 50000000.00 0.0053 N N Y N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 4.350 86959RE89 NHBDILHZTYCNBV5UYZ31 US86959RE893 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-12-01 2023-05-19 2023-05-19 N N N 0.0437 24999107.00 24999107.00 0.0027 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 4.390 65558UVP4 529900ODI3047E2LIV03 US65558UVP47 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-12-01 2023-03-02 2023-03-02 N N N 0.0423 25009876.25 25009876.25 0.0027 N N N N Banco Santander SA, New York Banco Santander SA, New York 4.355 05966DR61 5493006QMFDDMYWIAM13 US05966DR617 Certificate of Deposit Y Fitch - BR F2 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-02-17 2023-02-17 N N N 0.0428 40506628.23 40506628.23 0.0043 N N N N BPCE SA BPCE SA 4.410 05571EAM9 9695005MSX1OYEMGDF46 US05571EAM93 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-03-03 2023-03-03 N N N 0.0429 30012217.20 30012217.20 0.0032 N N N N Alinghi Funding Co. LLC Alinghi Funding Co. LLC 3.910 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 0.0391 24627148.00 24627148.00 0.0026 N N N N UBS AG UBS AG 4.320 90276JPX8 BFM8T61CT2L1QCEMIK50 US90276JPX80 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-05-25 2023-05-25 N N N 0.0441 28990020.52 28990020.52 0.0031 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 4.260 31428HBX8 549300B2Q47IR0CR5B54 US31428HBX89 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-02-23 2023-02-23 N N N 0.0416 15003416.70 15003416.70 0.0016 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 4.120 89115BMA5 PT3QB789TSUIDF371261 US89115BMA51 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-28 2023-08-28 2023-08-28 N N N 0.0412 21770774.30 21770774.30 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 4.270 86564MSD1 5493006GGLR4BTEL8O61 US86564MSD10 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-02-22 2023-02-22 N N N 0.0419 40007321.20 40007321.20 0.0043 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 4.300 65558UWG3 529900ODI3047E2LIV03 US65558UWG39 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-12-01 2023-05-24 2023-05-24 N N N 0.0433 44993450.70 44993450.70 0.0048 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 4.400 55607NNW6 4ZHCHI4KYZG2WVRT8631 US55607NNW64 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-06-22 2023-06-22 N N N 0.0296 31982285.44 31982285.44 0.0034 N N N N DNB Bank ASA DNB Bank ASA 4.300 2332K4NB6 549300GKFG0RYRRQ1414 US2332K4NB64 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-12-01 2023-05-26 2023-05-26 N N N 0.0443 46970570.95 46970570.95 0.0050 N N N N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 4.470 06417LST5 L3I9ZG2KFGXZ61BMYR72 US06417LST51 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-08-18 2023-08-18 N N N 0.0302 26994239.01 26994239.01 0.0029 N N N N Societe Generale SA Societe Generale SA 4.300 83368YJP3 O2RNE8IBXP4R0TD8PU41 US83368YJP34 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-03-31 2023-03-31 N N N 0.0421 24507408.80 24507408.80 0.0026 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 4.270 55380UA72 C3GTMMZIHMY46P4OIX74 US55380UA727 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-02-24 2023-02-24 N N N 0.0422 24003206.88 24003206.88 0.0026 N N N 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 0.0416 11883406.92 11883406.92 0.0013 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 4.180 63254GVF9 F8SB4JFBSYQFRQEH3Z21 US63254GVF98 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-12-01 2023-04-13 2023-04-13 N N N 0.0431 39981009.20 39981009.20 0.0043 N N N N BPCE SA BPCE SA 4.260 05571EAV9 9695005MSX1OYEMGDF46 US05571EAV92 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-05-12 2023-05-12 N N N 0.0443 49962115.00 49962115.00 0.0053 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 4.350 89115BSE1 PT3QB789TSUIDF371261 US89115BSE10 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-09-13 2023-09-13 2023-09-13 N N N 0.0435 24766582.50 24766582.50 0.0027 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 4.220 86565FSW3 549300MS3WYYVQ4HXM15 US86565FSW31 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-03-14 2023-03-14 N N N 0.0427 50842408.60 50842408.60 0.0054 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 4.210 63254GVE2 F8SB4JFBSYQFRQEH3Z21 US63254GVE24 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-12-01 2023-05-12 2023-05-12 N N N 0.0436 78947173.49 78947173.49 0.0084 N N N N Mitsubishi UFJ Trust & Banking Corp., New York Mitsubishi UFJ Trust & Banking Corp., New York 4.380 60683DBJ7 JBONEPAGQXF4QP29B387 US60683DBJ72 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-06-20 2023-06-20 N N N 0.0446 45478828.40 45478828.40 0.0049 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 4.180 05253MRT3 JHE42UYNWWTJB8YTTU19 US05253MRT35 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-12-01 2023-04-26 2023-04-26 N N N 0.0444 44953235.55 44953235.55 0.0048 N N N N Antalis SA Antalis SA 4.448 03664BQG4 549300G2LM2ZKZ0X4Y50 US03664BQG40 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-16 2023-03-16 2023-03-16 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0445 10843723.66 10843723.66 0.0012 N N N N Westpac Banking Corp. Westpac Banking Corp. 4.210 9612C4Y88 EN5TNI6CI43VEPAMHL14 US9612C4Y885 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-12-01 2023-05-12 2023-05-12 N N N 0.0434 49970998.00 49970998.00 0.0053 N N N N Westpac Banking Corp. Westpac Banking Corp. 4.240 9612C1VW4 EN5TNI6CI43VEPAMHL14 US9612C1VW42 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-30 2023-08-30 2023-08-30 N N N 0.0424 20170785.18 20170785.18 0.0022 N N N N United Overseas Bank Ltd. 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National Australia Bank Ltd. 1.420 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 0.0142 8406655.38 8406655.38 0.0009 N N N N BPCE SA BPCE SA 1.420 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 0.0142 14843059.95 14843059.95 0.0016 N N N N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 4.300 89120DUE7 PT3QB789TSUIDF371261 US89120DUE74 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-12-01 2023-03-31 2023-03-31 N N N 0.0432 12999130.56 12999130.56 0.0014 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 4.330 65558UQY1 529900ODI3047E2LIV03 US65558UQY19 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-12-01 2022-12-23 2022-12-23 N N N 0.0395 25005724.00 25005724.00 0.0027 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 4.390 06417MWU5 L3I9ZG2KFGXZ61BMYR72 US06417MWU51 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-03-24 2023-03-24 N N N 0.0426 30011595.30 30011595.30 0.0032 N N N N Barclays Bank plc, New York Barclays Bank plc, New York 4.420 06742TM78 G5GSEF7VJP5I7OUK5573 US06742TM782 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-04-05 2023-04-05 N N N 0.0439 10001504.10 10001504.10 0.0011 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 4.310 06417MXE0 L3I9ZG2KFGXZ61BMYR72 US06417MXE01 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-05-05 2023-05-05 N N N 0.0436 26743105.72 26743105.72 0.0029 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 4.310 06367CTU1 NQQ6HPCNCCU6TUTQYE16 US06367CTU17 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-05-05 2023-05-05 N N N 0.0431 13999428.24 13999428.24 0.0015 N N N N Barclays Bank plc Barclays Bank plc 4.050 G5GSEF7VJP5I7OUK5573 BRY2FQ708 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MASSACHUSETTS (COMMONWEALTH OF) 5493001N1YCXNI1O7K10 2031-07-15 4.110000 8715000.00 8562443.93 Other Instrument MUNI Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-01-04 2023-01-04 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A N N 0.0405 8000000.00 8000000.00 0.0009 N N N Y Bank of Montreal Bank of Montreal 4.360 06373L2T5 NQQ6HPCNCCU6TUTQYE16 US06373L2T57 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-06-06 2023-06-06 N N N 0.0445 14993071.95 14993071.95 0.0016 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.800 89114WWC5 PT3QB789TSUIDF371261 US89114WWC53 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-08 2023-05-08 2023-05-08 N N N 0.0280 9901952.40 9901952.40 0.0011 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 4.350 89114WWA9 PT3QB789TSUIDF371261 US89114WWA97 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-12-01 2023-06-02 2023-06-02 N N N 0.0443 12995662.81 12995662.81 0.0014 N N N N Bank of Montreal Bank of Montreal 2.800 06373L2V0 NQQ6HPCNCCU6TUTQYE16 US06373L2V04 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-05-12 2023-05-12 2023-05-12 N N N 0.0280 14845067.10 14845067.10 0.0016 N N N N Barclays Bank plc Barclays Bank plc 3.940 G5GSEF7VJP5I7OUK5573 BRY2FR185 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y MASSACHUSETTS ST SPL OBLIG REV TAXABLE BDS 2022 2031-07-15 4.110000 10895000.00 10704283.02 Other Instrument MUNI 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 0.0394 10000000.00 10000000.00 0.0011 N Y Y N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 4.410 86565FLD2 549300MS3WYYVQ4HXM15 US86565FLD23 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-05-03 2023-05-03 N N N 0.0436 20003953.00 20003953.00 0.0021 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 4.360 85325VZR4 RILFO74KP1CM8P6PCT96 US85325VZR40 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-12-01 2023-05-04 2023-05-04 N N N 0.0434 16001202.08 16001202.08 0.0017 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 4.260 20272AX84 MSFSBD3QN1GSN7Q6C537 US20272AX847 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-12-01 2023-02-21 2023-02-21 N N N 0.0416 20004433.60 20004433.60 0.0021 N N N N Natixis SA Natixis SA 4.040 549300L8G1E7ZHVEOG75 BRY2N4P81 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AGFC CAP TR I PFD TR 144A 6%67 2067-01-15 5.829140 3948000.00 2141788.04 Corporate Debt Securities COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 26 2026-03-15 8.000000 442000.00 411677.33 Corporate Debt Securities CWHEQ REVOLVING HEQ 2007-B A 20370217 FLT 2037-02-17 4.025290 551531.00 12681.48 Asset-Backed Securities CHARTER COMMUNICATIONS OPER SR SEC GLBL NT52 2052-06-01 3.900000 2000.00 1350.86 Corporate Debt Securities COINBASE GLOBAL INC SR GLBL 144A 31 2031-10-01 3.625000 166000.00 87668.08 Corporate Debt Securities DISH DBS CORPORATION SR SEC GLBL 26 2026-12-01 5.250000 141000.00 122296.94 Corporate Debt Securities DISH DBS CORPORATION SR SEC GLBL 28 2028-12-01 5.750000 60000.00 49434.62 Corporate Debt Securities FORD MTR CO DEL SR GLBL DB7.7%97 2097-05-15 7.700000 1540000.00 1501050.83 Corporate Debt Securities HPS LN MGMT LTD 2016-9R B-R 20300719 FLT 2030-07-19 6.276570 326212.00 319652.75 Asset-Backed Securities BATH & BODY WORKS INC SR GLBL NT 35 2035-11-01 6.875000 5000.00 4524.19 Corporate Debt Securities PEARL MERGER SUB INC SR SEC 144A NT28 2028-10-01 6.750000 6000.00 5281.40 Corporate Debt Securities PRIME HEALTHCARE SVCS INC SR SEC 144A NT25 2025-11-01 7.250000 29000.00 24773.26 Corporate Debt Securities SANDS CHINA LTD CR SEN SR GLBL28 2028-08-08 5.900000 1947000.00 1812551.00 Corporate Debt Securities SPRINT CAP CORP MTN BE SR NT 6.875%28 2028-11-15 6.875000 2000.00 2095.27 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 2039-09-30 5.750000 288352.00 269725.42 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 2039-09-30 4.875000 32498.00 28049.84 Corporate Debt Securities UNIFRAX ESCROW ISSUER CORPORA 144A NT 5.25%28 2028-09-30 5.250000 166000.00 136461.96 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 7.875000 608000.00 619995.08 Corporate Debt Securities URBAN ONE INC SR SEC GLBL 28 2028-02-01 7.375000 152000.00 132469.29 Corporate Debt Securities VALARIS LIMITED SR SEC GLBL 28 2028-04-30 8.250000 71000.00 70837.11 Corporate Debt Securities VERITAS US INC/VERITAS BERMUDA SR SEC 144A NT25 2025-09-01 7.500000 637000.00 457596.38 Corporate Debt Securities VICI PPTYS INC SR GLBL 144A 29 2029-02-15 3.875000 2000.00 1772.34 Corporate Debt Securities BLACKRC BAKER CLO LTD 2021-1 A 20340117 FLT 2034-01-17 5.549140 1748863.00 1707758.22 Corporate Debt Securities CERBERUS LN FDG LP 2022-37 A-1 20240415 FLT 2024-04-15 5.643610 100000.00 98125.07 Corporate Debt Securities OWL ROCK CLO V LLC 2034-04-20 0.000000 1580.00 1577.27 Corporate Debt Securities Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR NR 2022-12-01 2022-12-07 2022-12-07 Y NATIXIS SECURITIES AMERICAS LLC 1.0000 7 N Fitch - BR NR Moody's - BR A1 Standard & Poor's - BR NR N N 0.0404 9000000.00 9000000.00 0.0010 N N Y N BlackRock Liquidity Funds 2022-12-06 /s/Ann Frechette Ann Frechette Assistant Treasurer