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Alpine Securitization Ltd. 0.260 02089XPP6 US02089XPP68 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-07-08 2022-07-08 2022-07-08 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0044 9492631.23 9492631.23 0.0084 N N N N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 0.165 86959RRU6 NHBDILHZTYCNBV5UYZ31 US86959RRU67 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-04 2022-03-04 2022-03-04 N N N 0.0008 20001438.40 20001438.40 0.0177 N N N N Goldman Sachs Bank Goldman Sachs Bank 0.213 40054PFX8 KD3XUN7C6T14HNAYLU02 US40054PFX87 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-01 2022-07-26 2022-07-26 N N N 0.0024 6999281.87 6999281.87 0.0062 N N N N UBS AG UBS AG 0.557 90351XHJ5 BFM8T61CT2L1QCEMIK50 US90351XHJ54 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-08-18 2022-08-18 2022-08-18 N N N 0.0056 4984853.90 4984853.90 0.0044 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 0.200 89236TJL0 Z2VZBHUMB7PWWJ63I008 US89236TJL08 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ 2022-02-01 2022-08-15 2022-08-15 N N N 0.0029 6128995.32 6128995.32 0.0054 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 0.190 06417MQY4 L3I9ZG2KFGXZ61BMYR72 US06417MQY48 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-07-28 2022-07-28 2022-07-28 N N N 0.0059 16966845.41 16966845.41 0.0151 N N N N Antalis SA Antalis SA 0.082 03664BB47 549300G2LM2ZKZ0X4Y50 US03664BB477 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-04 2022-02-04 2022-02-04 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0008 14999866.65 14999866.65 0.0133 N N Y N Britannia Funding Co. LLC Britannia Funding Co. LLC 0.116 11042MBN7 549300X2ZBE7GS6QP587 US11042MBN74 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-22 2022-02-22 2022-02-22 N Y BARCLAYS BANK PLC 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0012 14998954.95 14998954.95 0.0133 N N N N Societe Generale SA Societe Generale SA 0.130 83369CCX0 O2RNE8IBXP4R0TD8PU41 US83369CCX02 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-31 2022-03-31 2022-03-31 N N N 0.0013 4998951.10 4998951.10 0.0044 N N N N National Westminster Bank plc National Westminster Bank plc 0.210 213800IBT39XQ9C4CP71 XS2384733817 BRWSERB80 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-31 2022-03-31 2022-03-31 N N N 0.0021 9995364.10 9995364.10 0.0089 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.490 60700HHY8 US60700HHY80 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-03-02 2022-03-02 2026-09-01 Y MIZUHO BANK LTD 1.0000 30 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0006 1300000.00 1300000.00 0.0012 N N N N Westpac Banking Corp. Westpac Banking Corp. 0.556 9612C1HS9 EN5TNI6CI43VEPAMHL14 US9612C1HS95 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-08-26 2022-08-26 2022-08-26 N N N 0.0056 9968547.50 9968547.50 0.0089 N N N N Swedbank AB Swedbank AB 0.098 87019SBU7 M312WZV08Y7LYUC71685 US87019SBU78 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-28 2022-02-28 2022-02-28 N N N 0.0010 29997736.80 29997736.80 0.0266 N N N N Alpine Securitization LLC Alpine Securitization LLC 0.210 02089XQB6 US02089XQB63 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-13 2022-06-13 2022-06-13 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0037 4997046.55 4997046.55 0.0044 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.127 83050UCV8 F3JS33DEI6XQ4ZBPTN86 US83050UCV89 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-29 2022-03-29 2022-03-29 N N N 0.0013 9998020.80 9998020.80 0.0089 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.707 05253CKD7 JHE42UYNWWTJB8YTTU19 US05253CKD73 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-10-13 2022-10-13 2022-10-13 N N N 0.0071 12438463.50 12438463.50 0.0111 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.340 89114WJV8 PT3QB789TSUIDF371261 US89114WJV81 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-10-28 2022-10-28 2022-10-28 N N N 0.0078 4983570.15 4983570.15 0.0044 N N N N Societe Generale SA Societe Generale SA 0.306 83368YHP5 O2RNE8IBXP4R0TD8PU41 US83368YHP51 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 0.0031 14939445.00 14939445.00 0.0133 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 0.750 55607LKH6 4ZHCHI4KYZG2WVRT8631 US55607LKH68 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-10-17 2022-10-17 2022-10-17 N N N 0.0075 2188334.92 2188334.92 0.0019 N N N N Banco Santander SA Banco Santander SA 0.259 05970UDJ4 5493006QMFDDMYWIAM13 US05970UDJ43 Financial Company Commercial Paper Y Fitch - BR F2 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-18 2022-04-18 2022-04-18 N N N 0.0026 4997272.90 4997272.90 0.0044 N N N N Nordea Bank Abp Nordea Bank Abp 0.678 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 0.0068 4975672.50 4975672.50 0.0044 N N N N Westpac Banking Corp. Westpac Banking Corp. 0.706 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 0.0071 7460296.88 7460296.88 0.0066 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 0.300 22552G5G1 549300D0YARF5HYP1809 US22552G5G17 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0050 4996605.80 4996605.80 0.0044 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 0.528 0556X1HJ4 549300HVMZ89HDMELW08 US0556X1HJ41 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-08-18 2022-08-18 2022-08-18 N N N 0.0053 3988524.32 3988524.32 0.0035 N N N N Colorado Housing and Finance Authority Colorado Housing and Finance Authority 0.070 196480WH6 5493005GIROYQAWBMC18 US196480WH67 Variable Rate Demand Note Y Fitch - BR NR Moody's - BR VMIG1 Standard & Poor's - BR A-1 2022-02-07 2022-02-07 2051-11-01 Y BARCLAYS BANK PLC 1.0000 7 Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0007 5570000.00 5570000.00 0.0049 N N Y N National Australia Bank Ltd. 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National Australia Bank Ltd. 0.112 63254FCE5 F8SB4JFBSYQFRQEH3Z21 US63254FCE51 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-14 2022-03-14 2022-03-14 N N N 0.0011 14998075.05 14998075.05 0.0133 N N N N HAT Holdings I LLC HAT Holdings I LLC 0.230 41875QCA4 US41875QCA40 Non-Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-03-10 2022-03-10 2022-03-10 N Y BANK OF AMERICA NA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0023 3959279.28 3959279.28 0.0035 N N N N ING US Funding LLC ING US Funding LLC 0.173 45685RD53 US45685RD532 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-05 2022-04-05 2022-04-05 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0017 4998480.00 4998480.00 0.0044 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 0.098 04821UBP6 549300BUNY5BIX4CVW20 US04821UBP66 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-23 2022-02-23 2022-02-23 N Y CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0010 29998140.83 29998140.83 0.0266 N N N N Hydro-Quebec Hydro-Quebec 0.050 44881MB10 6THEVG93PYJH84S4D167 US44881MB103 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 14999979.15 14999979.15 0.0133 N Y Y N Hydro-Quebec Hydro-Quebec 0.079 44881MC19 6THEVG93PYJH84S4D167 US44881MC192 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+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0008 14999057.55 14999057.55 0.0133 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 0.050 ZBUT11V806EZRVTWT807 BRWXZY4T3 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 2035-06-20 2.500000 196748.00 135979.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2035-04-20 3.500000 1395548.00 660504.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2023-08-15 2.140000 2172740.00 357517.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2028-12-20 7.000000 6999600.00 11529.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-12-20 3.500000 8230464.00 1894468.09 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 3000000.00 3000000.00 0.0027 N Y Y N Bank of America Securities, Inc. 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FANNIE MAE FNMA_09-107 2038-02-25 1.177940 86139827.00 56386.87 Agency Collateralized Mortgage Obligation GNMA_22-10M 2052-01-20 3.150000 117222209.00 6214594.03 Agency Collateralized Mortgage Obligation FNMA_20-M01 2029-10-25 0.207000 119831430.00 1760231.60 Agency Collateralized Mortgage Obligation FNMA_20-29E 2050-05-25 1.151140 129352688.00 2506082.85 Agency Collateralized Mortgage Obligation FNMA_19-M25B 2029-11-25 0.148000 163467055.00 2465314.41 Agency Collateralized Mortgage Obligation Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 140000000.00 140000000.00 0.1241 N Y Y N Svenska Handelsbanken, New York Svenska Handelsbanken, New York 0.240 86959RWS5 NHBDILHZTYCNBV5UYZ31 US86959RWS56 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-28 2022-10-27 2022-10-27 N N N 0.0025 9999253.60 9999253.60 0.0089 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 0.244 22552G6E5 549300D0YARF5HYP1809 US22552G6E59 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-01 2022-07-15 2022-07-15 N N N 0.0029 7498626.08 7498626.08 0.0066 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.070 BRWXZQY00 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0007 37000000.00 37000000.00 0.0328 N Y Y N Royal Bank of Canada Royal Bank of Canada 0.070 BRWXZQYV2 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0007 25000000.00 25000000.00 0.0222 N Y Y N Mizuho Bank Ltd. Mizuho Bank Ltd. 0.070 BRWXZQYN0 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0007 13000000.00 13000000.00 0.0115 N Y Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.070 2IGI19DL77OX0HC3ZE78 BRWXZQYA8 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0007 5000000.00 5000000.00 0.0044 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.070 1VUV7VQFKUOQSJ21A208 BRWXZQYD2 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0007 24328000.00 24328000.00 0.0216 N Y Y N Svenska Handelsbanken Svenska Handelsbanken 0.060 BRWXZQYG5 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 15000000.00 15000000.00 0.0133 N Y Y N Natixis Natixis 0.070 KX1WK48MPD4Y2NCUIZ63 BRWXZQY67 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0007 10000000.00 10000000.00 0.0089 N Y Y N Erste Group Bank AG Erste Group Bank AG 0.070 BRWXZQYR1 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0007 10000000.00 10000000.00 0.0089 N Y Y N ING US Funding LLC ING US Funding LLC 0.162 4497W1D11 US4497W1D114 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0016 24993333.25 24993333.25 0.0221 N N N N BlackRock Funds 2022-02-04 /s/Ann Frechette Ann Frechette Assistant Treasurer