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LLC Crown Point Capital Co. LLC 0.622 2284K1F16 549300LXH4KLRKIKII81 US2284K1F163 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0062 7488142.50 7488142.50 0.0066 N N N N United States International Development Finance Corp. Variable Rate Notes United States International Development Finance Corp. Variable Rate Notes 0.180 90376PAU5 254900QI8QTIK0FY6E92 US90376PAU57 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR AA+ 2022-03-07 2022-03-07 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 0.0018 2500000.00 2500000.00 0.0022 N N Y N Toyota Motor Credit Corp. 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Variable Rate Notes 0.180 90376PBR1 254900QI8QTIK0FY6E92 US90376PBR10 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR AA+ 2022-03-07 2022-03-07 2032-09-20 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 0.0018 7166666.66 7166666.66 0.0063 N N Y N Colorado Housing and Finance Authority Colorado Housing and Finance Authority 0.170 196480RR0 5493005GIROYQAWBMC18 US196480RR05 Variable Rate Demand Note Y Fitch - BR NR Moody's - BR VMIG1 Standard & Poor's - BR A-1+ 2022-03-07 2022-03-07 2051-05-01 Y FEDERAL HOME LOAN BANK OF TOPEKA 1.0000 7 Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ N N 0.0017 5600000.00 5600000.00 0.0049 N N Y N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.330 60700HGN3 US60700HGN35 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-04-04 2022-04-04 2046-07-31 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0020 8550000.00 8550000.00 0.0075 N N N N Taxable Series 2021-XFT1210, Tender Option Bond Trust Receipts/Certificates Taxable Series 2021-XFT1210, Tender Option Bond Trust Receipts/Certificates 0.250 88034XUT7 US88034XUT70 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-03-07 2022-03-07 2052-11-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0020 36060000.00 36060000.00 0.0317 N N Y N Bank of Montreal Bank of Montreal 0.279 NQQ6HPCNCCU6TUTQYE16 XS2314827507 BRWJC88X3 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-09 2022-03-09 2022-03-09 N N N 0.0028 3999770.00 3999770.00 0.0035 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.203 05253MNV2 JHE42UYNWWTJB8YTTU19 US05253MNV27 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-02 2022-03-02 2022-03-02 N N N 0.0020 6000000.00 6000000.00 0.0053 N N Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.110 05253CCJ3 JHE42UYNWWTJB8YTTU19 US05253CCJ36 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-18 2022-03-18 2022-03-18 N N N 0.0011 19998920.00 19998920.00 0.0176 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 0.406 55607LDU5 4ZHCHI4KYZG2WVRT8631 US55607LDU52 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-28 2022-04-28 2022-04-28 N N N 0.0041 13351241.72 13351241.72 0.0117 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 0.250 06417MPP4 L3I9ZG2KFGXZ61BMYR72 US06417MPP40 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-01 2022-06-17 2022-06-17 N N N 0.0018 10002057.70 10002057.70 0.0088 N N N N Credit Industriel et Commercial SA, New York Credit Industriel et Commercial SA, New York 0.365 22536UU24 N4JDFKKH2FTD8RKFXO39 US22536UU243 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-06 2022-05-06 2022-05-06 N N N 0.0048 5000492.70 5000492.70 0.0044 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.238 13606CSQ8 549300H8L46OOZOFHU82 US13606CSQ86 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-07 2022-06-07 2022-06-07 N N N 0.0049 7500941.70 7500941.70 0.0066 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.230 06367CEX1 NQQ6HPCNCCU6TUTQYE16 US06367CEX11 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-07 2022-06-06 2022-06-06 N N N 0.0031 10006750.30 10006750.30 0.0088 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 0.319 89119BE36 PT3QB789TSUIDF371261 US89119BE366 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-03 2022-05-03 2022-05-03 N N N 0.0032 17196395.27 17196395.27 0.0151 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 0.210 06417MQB4 L3I9ZG2KFGXZ61BMYR72 US06417MQB45 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-01 2022-06-03 2022-06-03 N N N 0.0016 15002057.40 15002057.40 0.0132 N N N N UBS AG UBS AG 0.677 90351XGC1 BFM8T61CT2L1QCEMIK50 US90351XGC11 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-07-12 2022-07-12 2022-07-12 N N N 0.0068 4987605.00 4987605.00 0.0044 N N N N UBS AG UBS AG 0.240 90276JNA0 BFM8T61CT2L1QCEMIK50 US90276JNA06 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-01 2022-07-13 2022-07-13 N N N 0.0022 5000370.30 5000370.30 0.0044 N N N N Alpine Securitization Ltd. 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 0.0074 9483567.85 9483567.85 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 20000188.60 20000188.60 0.0176 N N Y N Goldman Sachs Bank Goldman Sachs Bank 0.220 40054PFX8 KD3XUN7C6T14HNAYLU02 US40054PFX87 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-01 2022-07-26 2022-07-26 N N N 0.0024 6999395.62 6999395.62 0.0062 N N N N UBS AG UBS AG 0.753 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 0.0075 4982425.00 4982425.00 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+ 2022-03-01 2022-08-15 2022-08-15 N N N 0.0033 6128345.88 6128345.88 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 0.0074 16961102.13 16961102.13 0.0150 N N N N Societe Generale SA Societe Generale SA 0.168 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 0.0017 4999285.30 4999285.30 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 9997202.20 9997202.20 0.0088 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 2022-03-30 2022-03-30 2026-09-01 Y MIZUHO BANK LTD 1.0000 30 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0020 1300000.00 1300000.00 0.0011 N N N N Westpac Banking Corp. Westpac Banking Corp. 0.858 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 0.0086 9958084.20 9958084.20 0.0088 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 0.0064 4993736.65 4993736.65 0.0044 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.158 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 0.0016 9998743.30 9998743.30 0.0088 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.984 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 0.0098 12423860.38 12423860.38 0.0110 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 0.0102 4977360.65 4977360.65 0.0044 N N N N Societe Generale SA Societe Generale SA 0.307 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 14914440.00 14914440.00 0.0132 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 1.019 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 0.0102 2185883.33 2185883.33 0.0019 N N N N Banco Santander SA Banco Santander SA 0.263 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 4998237.35 4998237.35 0.0044 N N N N Nordea Bank Abp Nordea Bank Abp 0.984 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 0.0098 4968503.45 4968503.45 0.0044 N N N N Westpac Banking Corp. Westpac Banking Corp. 1.030 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 0.0103 7448027.10 7448027.10 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 0.0056 4996614.60 4996614.60 0.0044 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 0.797 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 0.0080 3985123.00 3985123.00 0.0035 N N N N Colorado Housing and Finance Authority Colorado Housing and Finance Authority 0.180 196480WH6 5493005GIROYQAWBMC18 US196480WH67 Variable Rate Demand Note Y Fitch - BR NR Moody's - BR VMIG1 Standard & Poor's - BR A-1 2022-03-07 2022-03-07 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 0.0018 5570000.00 5570000.00 0.0049 N N Y N National Australia Bank Ltd. National Australia Bank Ltd. 1.052 63254FL13 F8SB4JFBSYQFRQEH3Z21 US63254FL136 Financial Company Commercial Paper 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 0.0105 4964740.00 4964740.00 0.0044 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 0.210 85325VT83 RILFO74KP1CM8P6PCT96 US85325VT831 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-15 2022-03-15 2022-03-15 N N N 0.0015 20000482.60 20000482.60 0.0176 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 0.330 89236TJR7 Z2VZBHUMB7PWWJ63I008 US89236TJR77 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ 2022-03-01 2022-12-14 2022-12-14 N N N 0.0031 1607310.67 1607310.67 0.0014 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.370 62630WMB0 US62630WMB09 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-04-04 2022-04-04 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 0.0020 14000000.00 14000000.00 0.0123 N N N N National Australia Bank Ltd. 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276978.00 29648.50 Agency Collateralized Mortgage Obligation FNRM RC069NI R21F069 2051-10-25 2.500000 1456547.00 149461.06 Agency Collateralized Mortgage Obligation FNRM RC066AI R21F066 2048-12-25 2.500000 17022539.00 2275736.09 Agency Collateralized Mortgage Obligation FNRM CL075IM R21F075 2053-04-25 4.000000 12592738.00 369682.57 Agency Collateralized Mortgage Obligation FNRM CL075MI R21F075 2048-10-25 4.000000 7554790.00 469857.26 Agency Collateralized Mortgage Obligation FNRM CL075NI R21F075 2051-11-25 4.500000 2378343.00 352150.96 Agency Collateralized Mortgage Obligation FNRM CL075IG R21F075 2051-11-25 3.500000 2385768.00 165974.69 Agency Collateralized Mortgage Obligation FNRM RC094NI R21F094 2052-01-25 2.000000 2157887.00 198972.31 Agency Collateralized Mortgage Obligation MNRA CL023X1 R21M023 2031-11-25 0.653080 4051000.00 167657.97 Agency Collateralized Mortgage Obligation FNRM CL090BI R21F090 2051-12-25 2.500000 8406271.00 800627.01 Agency Collateralized Mortgage Obligation FNRM RC087QI R21F087 2051-11-25 2.000000 937500.00 58678.66 Agency Collateralized Mortgage Obligation FNRM RC087NI R21F087 2051-11-25 2.000000 1006262.00 63788.06 Agency Collateralized Mortgage Obligation FNRM RC095IN R21F095 2049-08-25 2.500000 38500000.00 5360591.27 Agency Collateralized Mortgage Obligation FNRM RC004JI R22F004 2052-02-25 3.000000 1666670.00 225905.82 Agency Collateralized Mortgage Obligation FNRM CL004WI R22F004 2052-02-25 3.000000 4220833.00 476032.52 Agency Collateralized Mortgage Obligation FNRM RC002NI R22F002 2052-02-25 3.000000 23249666.00 3318102.10 Agency Collateralized Mortgage Obligation MNRA CL005X R22M005 2034-01-25 0.668800 16770600.00 567208.56 Agency Collateralized Mortgage Obligation FNRM CL004CZ R22F004 2049-12-25 1.500000 1309.00 688.10 Agency Collateralized Mortgage Obligation FNRM CL004ZU R22F004 2051-12-25 1.500000 1001.00 678.31 Agency Collateralized Mortgage Obligation FNRM CL004KZ R22F004 2051-01-25 2.000000 1000.00 772.93 Agency Collateralized Mortgage Obligation FNRM CL004KI R22F004 2044-11-25 3.500000 10711888.00 474300.67 Agency Collateralized Mortgage Obligation FNRM CL004NB R22F004 2054-07-25 2.000000 2941756.00 2830247.63 Agency Collateralized Mortgage Obligation FNRM CL004NI R22F004 2054-07-25 3.500000 11494389.00 648384.84 Agency Collateralized Mortgage Obligation FNRM CL004ZJ R22F004 2052-02-25 3.000000 181000.00 180520.02 Agency Collateralized Mortgage Obligation FNRM CL004GZ R22F004 2052-02-25 2.500000 267000.00 227662.81 Agency Collateralized Mortgage Obligation FGRM 4425IO 01/15/45 2045-01-15 4.000000 14001250.00 227868.34 Agency Collateralized Mortgage Obligation FGRA 4698NS 06/15/47 2047-06-15 5.958860 12593826.00 952839.40 Agency Collateralized Mortgage Obligation FGRM 4710IT 08/15/47 2047-08-15 3.500000 9003817.00 142542.19 Agency Collateralized Mortgage Obligation FGRM 4740UI 06/15/46 2046-06-15 3.500000 174310.00 164.24 Agency Collateralized Mortgage Obligation FERM 5071SI 02/25/51 2051-02-25 2.000000 11300415.00 1134233.95 Agency Collateralized Mortgage Obligation FERM 5085NI 03/25/51 2051-03-25 2.000000 26535840.00 3045047.07 Agency Collateralized Mortgage Obligation FTRA 4867WI 04/15/37 2037-04-15 1.710120 46189538.00 1223299.89 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-091 X1 20290325 FLT 2029-03-25 0.559440 1900000.00 68827.15 Agency Collateralized Mortgage Obligation FERA 4936PS 12/25/49 2049-12-25 5.813140 17729480.00 718928.96 Agency Collateralized Mortgage Obligation FERA 4936ES 12/25/49 2049-12-25 5.813140 4263937.00 143392.27 Agency Collateralized Mortgage Obligation FERM 4965IG 04/25/50 2050-04-25 4.000000 7206040.00 644831.76 Agency Collateralized Mortgage Obligation FGRM 5101AI 02/15/47 2047-02-15 4.000000 100001.00 4883.90 Agency Collateralized Mortgage Obligation FGRM 5101IA 02/15/47 2047-02-15 4.000000 1875000.00 91572.15 Agency Collateralized Mortgage Obligation FGRM 5101IB 06/15/47 2047-06-15 4.500000 8336694.00 150746.25 Agency Collateralized Mortgage Obligation FERA 5127SA 07/25/51 2051-07-25 2.451330 10000000.00 627926.61 Agency Collateralized Mortgage Obligation FERM 5139TI 09/25/51 2051-09-25 3.000000 12766000.00 2149135.01 Agency Collateralized Mortgage Obligation FERM 5142BI 04/25/49 2049-04-25 2.500000 4178648.00 493636.71 Agency Collateralized Mortgage Obligation FERM 5151YI 10/25/50 2050-10-25 2.000000 2067500.00 154535.49 Agency Collateralized Mortgage Obligation FERM 5168IM 11/25/51 2051-11-25 2.000000 2706207.00 246804.31 Agency Collateralized Mortgage Obligation FERM 5178IX 10/25/45 2045-10-25 4.000000 11214226.00 291003.21 Agency Collateralized Mortgage Obligation FERM 5178KI 11/25/51 2051-11-25 2.000000 3756000.00 320406.32 Agency Collateralized Mortgage Obligation FERM 5178WI 07/25/46 2046-07-25 4.000000 4626982.00 226219.16 Agency Collateralized Mortgage Obligation FERM 5198IK 12/25/46 2046-12-25 3.000000 14372196.00 483383.02 Agency Collateralized Mortgage Obligation FERM 5198KI 02/25/52 2052-02-25 3.000000 45826733.00 8861510.65 Agency Collateralized Mortgage Obligation FERA 5198KZ 02/25/52 2052-02-25 2.000000 1000.00 857.66 Agency Collateralized Mortgage Obligation FERA 5191LS 01/25/52 2052-01-25 5.252220 1046111.00 957394.68 Agency Collateralized Mortgage Obligation FERA 5198ZM 02/25/52 2052-02-25 3.000000 592500.00 594114.90 Agency Collateralized Mortgage Obligation FNRA CL011IO R04F011 2034-03-25 1.188700 10733449.00 1153.85 Agency Collateralized Mortgage Obligation FNRA CL107IL R09F107 2038-02-25 1.172100 86139830.00 53810.92 Agency Collateralized Mortgage Obligation FRESB MTG TR 2017-SB26 A-5H 20370125 FLT 2037-01-25 0.806860 6.00 0.51 Agency Collateralized Mortgage Obligation GNRA 2019-2O GI 2068-12-20 1.809400 25644334.00 1081140.09 Agency Collateralized Mortgage Obligation GNRA 2021-09O HI 2071-06-20 0.333140 56704560.00 1633268.14 Agency Collateralized Mortgage Obligation GNRA 2021-020 IO 2062-08-16 1.139970 1223000.00 98219.72 Agency Collateralized Mortgage Obligation GNRA 2021-079 IO 2063-08-16 0.910770 1371000.00 108403.65 Agency Collateralized Mortgage Obligation GNRA 2021-170 IO 2063-05-16 0.998190 40000000.00 3542035.90 Agency Collateralized Mortgage Obligation GNRA 2021-143 IO 2063-10-16 0.983560 1382000.00 113660.69 Agency Collateralized Mortgage Obligation GNRA 2020-034 SA 2050-03-20 5.888290 9777000.00 953847.91 Agency Collateralized Mortgage Obligation GNRM 2020-079 IH 2050-06-20 3.500000 36648439.00 1182470.22 Agency Collateralized Mortgage Obligation GNRM 2020-127 IY 2050-08-20 4.000000 14082478.00 1741326.70 Agency Collateralized Mortgage Obligation GNRM 2021-007 WI 2051-01-20 3.000000 11176479.00 984770.58 Agency Collateralized Mortgage Obligation GNRM 2020-191 IY 2050-12-20 5.500000 1723807.00 178459.33 Agency Collateralized Mortgage Obligation GNRM 2020-191 WI 2050-12-20 4.500000 8671833.00 764985.03 Agency Collateralized Mortgage Obligation GNRM 2020-191 UE 2050-12-20 4.000000 7259777.00 775840.56 Agency Collateralized Mortgage Obligation GNRM 2021-008 YI 2051-01-20 3.000000 6348625.00 772399.47 Agency Collateralized Mortgage Obligation GNRM 2021-081 IM 2051-05-20 3.500000 14902616.00 2058334.91 Agency Collateralized Mortgage Obligation GNRM 2021-107 IA 2051-06-20 3.500000 6827410.00 369725.54 Agency Collateralized Mortgage Obligation GNRM 2021-146 IN 2051-08-20 3.500000 8219960.00 1159666.37 Agency Collateralized Mortgage Obligation GNRM 2021-116 XI 2051-03-20 3.500000 13647136.00 1721974.71 Agency Collateralized Mortgage Obligation GNRM 2021-156 MI 2051-09-20 3.500000 14586116.00 1841902.74 Agency Collateralized Mortgage Obligation GNRA 2021-177 NS 2051-10-20 3.151670 455207.00 25307.99 Agency Collateralized Mortgage Obligation GNRA 2021-214 IM 2051-12-20 4.500000 7484350.00 1271617.28 Agency Collateralized Mortgage Obligation GNRA 2021-214 QI 2051-12-20 4.000000 30143000.00 3461075.88 Agency Collateralized Mortgage Obligation GNRA 2022-010 GS 2052-01-20 3.151670 117222234.00 6553477.19 Agency Collateralized Mortgage Obligation GNRM 2022-010 IG 2052-01-20 4.500000 13890555.00 1894104.07 Agency Collateralized Mortgage Obligation GNRA 2022-018 SL 2052-01-20 6.251670 91540154.00 17945077.63 Agency Collateralized Mortgage Obligation GNRA 2022-018 KF 2052-01-20 0.848670 2216610.00 2129171.73 Agency Collateralized Mortgage Obligation Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 120000000.00 120000000.00 0.1056 N Y Y N BlackRock Funds 2022-03-07 /s/Ann Frechette Ann Frechette Assistant Treasurer