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Australia & New Zealand Banking Group Ltd. 0.153 05253MNX8 JHE42UYNWWTJB8YTTU19 US05253MNX82 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-09-09 2022-03-09 2022-03-09 N N N 0.0014 32502248.03 32502248.03 0.0034 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.290 62630WDX2 US62630WDX20 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-09-03 2021-09-03 2023-04-03 Y BARCLAYS BANK PLC 1.0000 35 Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0029 700000.00 700000.00 0.0001 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.130 62630WAS6 US62630WAS61 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-08-06 2021-08-06 2047-06-01 Y TXBL MUNI FUNDING TRUST VARIOUS STATES 1.0000 7 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N N 0.0002 8925000.00 8925000.00 0.0009 N N Y N Standard Chartered Bank, New York Standard Chartered Bank, New York 0.148 85325VG38 RILFO74KP1CM8P6PCT96 US85325VG382 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-09-03 2021-09-03 2021-09-03 N N N 0.0013 50000212.00 50000212.00 0.0053 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 0.091 91127PW31 IO66REGK3RCBAMA8HR66 US91127PW318 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-09-03 2021-09-03 2021-09-03 N N N 0.0009 20248228.13 20248228.13 0.0021 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 0.090 ZBUT11V806EZRVTWT807 BRWJ1Z1E4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE FNMA_10-23 2040-03-25 5.000000 1164604.00 509951.73 Agency Collateralized Mortgage Obligation FNMA_17-15J 2043-11-25 3.500000 2055000.00 50950.55 Agency Collateralized Mortgage Obligation FNMA_13-42 2043-05-25 4.500000 2190000.00 27552.17 Agency Collateralized Mortgage Obligation GNMA_18-79C 2039-08-20 5.000000 2382108.00 10646.16 Agency Collateralized Mortgage Obligation FNMA_19-67 2048-01-25 3.500000 2883284.00 22227.99 Agency Collateralized Mortgage Obligation FHLMC_4903E 2048-09-15 4.000000 3309910.00 73090.00 Agency Collateralized Mortgage Obligation FNMA_16-24K 2046-05-25 3.000000 5440750.00 3451609.71 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3623 2040-01-15 5.000000 8001000.00 3410021.55 Agency Collateralized Mortgage Obligation FHLMC_5104D 2047-12-15 4.000000 8647072.00 686531.03 Agency Collateralized Mortgage Obligation FNW_04-10 2034-08-25 0.000000 10296400.00 282859.16 Agency Collateralized Mortgage Obligation GNMA_18-110 2060-01-16 0.664790 22900000.00 772357.12 Agency Collateralized Mortgage Obligation GNMA_09-88 2039-10-16 6.258870 31818176.00 117723.39 Agency Collateralized Mortgage Obligation FNMA_00-14 2031-05-04 0.610000 32500000.00 434988.13 Agency Collateralized Mortgage Obligation GNMA_14-135 2056-01-16 0.435110 33400000.00 219147.87 Agency Collateralized Mortgage Obligation FNMA_15-20C 2042-03-25 4.500000 39470656.00 95500.34 Agency Collateralized Mortgage Obligation GNMA_21-97B 2042-04-20 1.500000 42017536.00 41460589.12 Agency Collateralized Mortgage Obligation GNMA_09-79 2039-03-20 6.716370 49468736.00 109444.26 Agency Collateralized Mortgage Obligation FNMA_21-18B 2050-06-25 3.000000 52500000.00 2866526.93 Agency Collateralized Mortgage Obligation GNMA_12-113 2042-04-20 4.500000 59157760.00 72866.73 Agency Collateralized Mortgage Obligation FNMA_11-131 2041-12-25 6.500000 81354112.00 999238.64 Agency Collateralized Mortgage Obligation GNMA_15-97 2056-10-16 0.295840 100000000.00 1127702.38 Agency Collateralized Mortgage Obligation GNMA_16-127 2058-05-16 0.886510 151204000.00 4402481.38 Agency Collateralized Mortgage Obligation GNMA_11-25 2040-10-20 6.016370 154452800.00 686488.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_12-44 2049-03-16 0.030120 170000000.00 59505.02 Agency Collateralized Mortgage Obligation Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-02 2021-08-06 2021-08-06 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0009 59000000.00 59000000.00 0.0063 N N Y N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.410 60700HHM4 US60700HHM43 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-09-03 2021-09-03 2057-06-15 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0002 2750000.00 2750000.00 0.0003 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.410 60700HHP7 US60700HHP73 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-09-03 2021-09-03 2022-12-17 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0002 2340000.00 2340000.00 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 0.410 60700HHR3 US60700HHR30 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-09-03 2021-09-03 2056-06-15 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0002 5370000.00 5370000.00 0.0006 N N N N Norinchukin Bank, New York Norinchukin Bank, New York 0.176 65602YEJ5 549300KQZJBM38M51L16 US65602YEJ55 Certificate of Deposit Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-09-27 2021-09-27 2021-09-27 N N N 0.0015 49999950.50 49999950.50 0.0053 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB 0.148 86960LCM0 NHBDILHZTYCNBV5UYZ31 US86960LCM00 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-09-22 2021-09-23 2021-09-23 N N N 0.0008 32002975.04 32002975.04 0.0034 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 0.186 63254GQP3 F8SB4JFBSYQFRQEH3Z21 US63254GQP36 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-09-29 2022-03-29 2022-03-29 N N N 0.0015 25003107.25 25003107.25 0.0026 N N N N Alinghi Funding Co. LLC Alinghi Funding Co. LLC 0.104 01626FWG9 549300VRDDZC1N8S3N22 US01626FWG98 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-09-16 2021-09-16 2021-09-16 N Y UBS AG 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0010 20797171.20 20797171.20 0.0022 N N N N Barclays Capital, Inc. Barclays Capital, Inc. 0.310 AC28XWWI3WIBK2824319 BRWL2H6D5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 2021-08-24 0.000000 53553374.00 53550000.14 Money Market Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2021-08-02 2021-09-03 2021-09-03 Y BARCLAYS CAPITAL INC 1.0000 35 N Fitch - BR A+ Moody's - BR NR Standard & Poor's - BR A N N 0.0031 51000000.00 51000000.00 0.0054 N N N Y Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 0.235 86959RPP9 NHBDILHZTYCNBV5UYZ31 US86959RPP90 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-06 2022-04-06 2022-04-06 N N N 0.0017 17537766.32 17537766.32 0.0019 N N N N UBS AG UBS AG 0.290 90276JMK9 BFM8T61CT2L1QCEMIK50 US90276JMK96 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-02 2022-04-05 2022-04-05 N N N 0.0028 24001039.44 24001039.44 0.0025 N N N N Taxable Series 2021-XFT1216, Tender Option Bond Trust Receipts/Certificates Taxable Series 2021-XFT1216, Tender Option Bond Trust Receipts/Certificates 0.170 88034XA77 US88034XA774 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-08-06 2021-08-06 2051-01-01 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 0.0002 2905000.00 2905000.00 0.0003 N N Y N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 0.174 86565CG60 549300MS3WYYVQ4HXM15 US86565CG606 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-20 2022-01-20 2022-01-20 N N N 0.0015 17000706.18 17000706.18 0.0018 N N N N Norinchukin Bank, New York Norinchukin Bank, New York 0.155 65602YFA3 549300KQZJBM38M51L16 US65602YFA38 Certificate of Deposit Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-08 2021-10-08 2021-10-08 N N N 0.0014 29999979.00 29999979.00 0.0032 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 0.250 63254GQQ1 F8SB4JFBSYQFRQEH3Z21 US63254GQQ19 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-08-02 2022-04-14 2022-04-14 N N N 0.0019 17008621.38 17008621.38 0.0018 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. 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BNZ International Funding Ltd. 0.130 0556X1AM4 549300HVMZ89HDMELW08 US0556X1AM43 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-01-21 2022-01-21 2022-01-21 N N N 0.0013 49968889.00 49968889.00 0.0053 N N N N ANZ New Zealand Int'l Ltd. ANZ New Zealand Int'l Ltd. 0.183 0018A3DS0 213800VD256NU2D97H12 US0018A3DS09 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-26 2022-04-26 2022-04-26 N Y ANZ BANK NEW ZEALAND LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0018 19973000.00 19973000.00 0.0021 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.240 55380TSD3 C3GTMMZIHMY46P4OIX74 US55380TSD36 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-01-13 2022-01-13 2022-01-13 N N N 0.0015 30012920.10 30012920.10 0.0032 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 0.340 22845AWV8 549300LXH4KLRKIKII81 US22845AWV87 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-25 2022-04-25 2022-04-25 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0026 20012138.60 20012138.60 0.0021 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.310 VYVVCKR63DVZZN70PB21 BRWM2SWY4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SEMT_21-4 2051-06-25 0.000000 25858180.00 25680000.01 Private Label Collateralized Mortgage Obligations Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-08-11 2021-08-11 2021-08-11 N N N 0.0031 24000000.00 24000000.00 0.0025 N N N Y ING US Funding LLC ING US Funding LLC 0.140 45685RBJ5 US45685RBJ59 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-18 2022-02-18 2022-02-18 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0014 24181168.29 24181168.29 0.0026 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 2021-08-18 2022-06-17 2022-06-17 N N N 0.0020 30015862.20 30015862.20 0.0032 N N N N Ridgefield Funding Co. 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LLC 0.191 76582KB83 US76582KB839 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-08 2022-02-08 2022-02-08 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0019 19979842.20 19979842.20 0.0021 N N N N Credit Industriel et Commercial, New York Credit Industriel et Commercial, New York 0.225 22536UU24 N4JDFKKH2FTD8RKFXO39 US22536UU243 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-06 2022-05-06 2022-05-06 N N N 0.0015 30004298.10 30004298.10 0.0032 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.181 13606CSQ8 549300H8L46OOZOFHU82 US13606CSQ86 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-09-07 2022-06-07 2022-06-07 N N N 0.0016 30002324.70 30002324.70 0.0032 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.236 06367CEX1 NQQ6HPCNCCU6TUTQYE16 US06367CEX11 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-09-07 2022-06-06 2022-06-06 N N N 0.0016 30002620.50 30002620.50 0.0032 N N N N Antalis SA Antalis SA 0.112 03664AVC9 549300G2LM2ZKZ0X4Y50 US03664AVC97 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-12 2021-08-12 2021-08-12 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0011 19999205.60 19999205.60 0.0021 N N N N ANZ New Zealand Int'l Ltd. ANZ New Zealand Int'l Ltd. 0.185 0018A3E59 213800VD256NU2D97H12 US0018A3E591 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-05 2022-05-05 2022-05-05 N Y ANZ BANK NEW ZEALAND LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0018 19971790.00 19971790.00 0.0021 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.192 76582KB42 US76582KB425 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 BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0019 52947410.75 52947410.75 0.0056 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 0.118 55607KW77 4ZHCHI4KYZG2WVRT8631 US55607KW777 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-09-07 2021-09-07 2021-09-07 N N N 0.0012 31346060.25 31346060.25 0.0033 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 0.250 06417MPA7 L3I9ZG2KFGXZ61BMYR72 US06417MPA70 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-02 2022-05-04 2022-05-04 N N N 0.0019 25012629.50 25012629.50 0.0026 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 0.162 91127QBE8 IO66REGK3RCBAMA8HR66 US91127QBE89 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-14 2022-02-14 2022-02-14 N N N 0.0016 29973466.80 29973466.80 0.0032 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.200 55380TTE0 C3GTMMZIHMY46P4OIX74 US55380TTE00 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-22 2022-02-22 2022-02-22 N N N 0.0017 50008022.50 50008022.50 0.0053 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.310 VYVVCKR63DVZZN70PB21 BRWMCMRJ5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2021-11-10 0.170000 41992022.00 42000000.48 Money Market Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-08-16 2021-08-16 2021-08-16 N N N 0.0031 40000000.00 40000000.00 0.0042 N N N Y Washington Morgan Capital Co. 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BNZ International Funding Ltd. 0.125 0556X1A69 549300HVMZ89HDMELW08 US0556X1A693 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-01-06 2022-01-06 2022-01-06 N N N 0.0012 79756375.73 79756375.73 0.0085 N N N N Norinchukin Bank, New York Norinchukin Bank, New York 0.160 65602YJC5 549300KQZJBM38M51L16 US65602YJC57 Certificate of Deposit Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-11-22 2021-11-22 2021-11-22 N N N 0.0013 33183386.02 33183386.02 0.0035 N N N N Taxable Municipal Funding Trust Taxable Municipal Funding Trust 0.290 62630WHA8 US62630WHA80 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-08-06 2021-08-06 2052-04-01 Y BARCLAYS BANK PLC 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0002 2000000.00 2000000.00 0.0002 N N Y N Citibank NA Citibank NA 0.160 17305TY30 E57ODZWZ7FF32TWEFA76 US17305TY301 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-06 2022-06-06 2022-06-06 N N N 0.0017 34996071.60 34996071.60 0.0037 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 0.210 06417MQF5 L3I9ZG2KFGXZ61BMYR72 US06417MQF58 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-02 2022-07-08 2022-07-08 N N N 0.0021 25002347.00 25002347.00 0.0026 N N N N Bank of America Corp. Bank of America Corp. 0.182 06050TMY5 B4TYDEB6GKMZO031MB27 US06050TMY54 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-02 2022-07-08 2022-07-08 N N N 0.0018 8499050.72 8499050.72 0.0009 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 2021-09-03 2022-06-03 2022-06-03 N N N 0.0020 30004524.60 30004524.60 0.0032 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.182 76582KCE9 US76582KCE91 Asset Backed 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 Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0018 44949208.95 44949208.95 0.0048 N N N N Norinchukin Bank, New York Norinchukin Bank, New York 0.150 65602YJP6 549300KQZJBM38M51L16 US65602YJP60 Certificate of Deposit Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-11-24 2021-11-24 2021-11-24 N N N 0.0013 35002383.85 35002383.85 0.0037 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.210 17327BF34 MBNUM2BPBDO7JBLYG310 US17327BF344 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-03 2022-06-03 2022-06-03 N N N 0.0021 29946870.00 29946870.00 0.0032 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.357 MBNUM2BPBDO7JBLYG310 BRWNPB7J5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FREDDIE MAC GOLD 2033-08-01 4.000000 1000.00 600.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-07-01 3.500000 4188.00 2402.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-12-01 3.500000 210280.00 82499.89 Agency Mortgage-Backed Securities FHLMC_5071W 2051-02-25 2.500000 1262735.00 148019.70 Agency Collateralized Mortgage Obligation FHLMC_5039F 2050-11-25 4.000000 9516550.00 760630.98 Agency Collateralized Mortgage Obligation FHLMC_5071U 2048-10-25 4.500000 19770356.00 2334485.57 Agency Collateralized Mortgage Obligation FHLMC_4980K 2050-06-25 4.000000 24399175.00 2214719.84 Agency Collateralized Mortgage Obligation Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-02 2021-09-30 2021-09-30 Y CITIGROUP GLOBAL MARKETS INC 1.0000 62 N Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ N N 0.0036 5000000.00 5000000.00 0.0005 N N N Y Bank of Montreal, Chicago Bank of Montreal, Chicago 0.160 06367CHA8 NQQ6HPCNCCU6TUTQYE16 US06367CHA80 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-01-03 2022-01-03 2022-01-03 N N N 0.0013 13001982.11 13001982.11 0.0014 N N N N ASB Finance Ltd. ASB Finance Ltd. 0.145 0020P3C77 549300A8V0FZJN79NH08 US0020P3C776 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-07 2022-03-07 2022-03-07 N N N 0.0015 49956305.50 49956305.50 0.0053 N N N N Norinchukin Bank, New York Norinchukin Bank, New York 0.250 65602YBE9 549300KQZJBM38M51L16 US65602YBE95 Certificate of Deposit Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-11-04 2021-11-04 2021-11-04 N N N 0.0012 18006198.84 18006198.84 0.0019 N N N N DBS Bank Ltd. DBS Bank Ltd. 0.152 23305DZM0 ATUEL7OJR5057F2PV266 US23305DZM00 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-12-21 2021-12-21 2021-12-21 N N N 0.0015 45472700.00 45472700.00 0.0048 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 0.091 86564YXT4 5493006GGLR4BTEL8O61 US86564YXT45 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-27 2021-10-27 2021-10-27 N N N 0.0009 31992880.00 31992880.00 0.0034 N N N N Swedbank AB Swedbank AB 0.082 87019RXV3 M312WZV08Y7LYUC71685 US87019RXV31 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-29 2021-10-29 2021-10-29 N N N 0.0008 11997543.00 11997543.00 0.0013 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 0.180 69033MZB6 5493007O3QFXCPOGWK22 US69033MZB61 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 0.0017 55003381.40 55003381.40 0.0058 N N N N Natixis SA, New York Natixis SA, New York 0.220 63873QQA5 2549003L5ZG5M2ZSE107 US63873QQA57 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-07 2022-07-07 2022-07-07 N N N 0.0021 55012245.75 55012245.75 0.0058 N N N N NRW Bank NRW Bank 0.091 62939LVX4 52990002O5KK6XOGJ020 US62939LVX45 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-08-31 2021-08-31 2021-08-31 N N N 0.0009 49996000.00 49996000.00 0.0053 N N N N DNB Bank ASA DNB Bank ASA 0.071 2332K0X15 549300GKFG0RYRRQ1414 US2332K0X152 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-10-01 2021-10-01 2021-10-01 N N N 0.0007 49993875.00 49993875.00 0.0053 N N N N Caisse d'Amortissement de la Dette Sociale Caisse d'Amortissement de la Dette Sociale 0.119 12802VYN0 969500P04DQJS4BPM574 US12802VYN09 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+ 2021-11-22 2021-11-22 2021-11-22 N N N 0.0012 53979817.50 53979817.50 0.0057 N N N N TD Securities USA LLC TD Securities USA LLC 0.160 SUVUFHICNZMP2WKHG940 BRWPU4NG8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y GMF FLOORPLAN OWNER REVOLVING TRUST 2026-04-15 2.900000 8797000.00 9345038.44 Asset-Backed Securities FORD CREDIT AUTO OWNER TRUST FORDR_19-1 2030-07-15 3.520000 16211000.00 17405566.97 Asset-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2021-08-02 2021-08-02 2021-08-02 N N N 0.0016 25000000.00 25000000.00 0.0026 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 0.492 7TK5RJIZDFROZCA6XF66 BRWPKV249 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-02-15 1.875000 8195000.00 8160058.74 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-02 2021-09-03 2021-09-03 Y MIZUHO SECURITIES USA LLC 1.0000 35 N Fitch - BR NR Moody's - BR A1 Standard & Poor's - BR A N N 0.0049 8000000.00 8000000.00 0.0008 N N N Y Ionic Capital II Trust Ionic Capital II Trust 0.158 46221MAL1 254900ABXGHL7TZDR053 US46221MAL19 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-01-20 2022-01-20 2022-01-20 N Y CITIBANK NA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0016 35972856.00 35972856.00 0.0038 N N N N Alpine Securitization Ltd. Alpine Securitization Ltd. 0.260 02089XPK7 US02089XPK71 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-07-08 2022-07-08 2022-07-08 N N N 0.0021 25013041.00 25013041.00 0.0026 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB 0.149 86960KC75 NHBDILHZTYCNBV5UYZ31 US86960KC759 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-07 2022-03-07 2022-03-07 N N N 0.0015 49955083.50 49955083.50 0.0053 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 0.140 86565CZ77 549300MS3WYYVQ4HXM15 US86565CZ770 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-11-04 2021-11-04 2021-11-04 N N N 0.0011 46004087.56 46004087.56 0.0049 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 0.170 86565C2F5 549300MS3WYYVQ4HXM15 US86565C2F56 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-01-20 2022-01-20 2022-01-20 N N N 0.0016 75005064.75 75005064.75 0.0079 N N N N DBS Bank Ltd. DBS Bank Ltd. 0.137 23305DY58 ATUEL7OJR5057F2PV266 US23305DY588 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-11-05 2021-11-05 2021-11-05 N N N 0.0014 74972437.50 74972437.50 0.0079 N N N N Autobahn Funding Co. LLC Autobahn Funding Co. 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Sumitomo Mitsui Banking Corp. 0.085 86562KW91 5U0XI89JRFVHWIBS4F54 US86562KW918 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-09-09 2021-09-09 2021-09-09 N N N 0.0009 29997129.90 29997129.90 0.0032 N N N N Starbird Funding Corp. 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Bedford Row Funding Corp. 0.218 07644DKS6 US07644DKS61 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-08-12 2021-08-12 2021-08-12 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0015 30000540.30 30000540.30 0.0032 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.169 13606CEP5 549300H8L46OOZOFHU82 US13606CEP59 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-09-13 2021-09-13 2021-09-13 N N N 0.0009 48004427.04 48004427.04 0.0051 N N N N HSBC Bank plc HSBC Bank plc 0.350 40433FRP6 MP6I5ZYZBEU3UXPYFY54 US40433FRP61 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-11 2021-08-11 2021-08-11 N N N 0.0015 40001784.80 40001784.80 0.0042 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.410 60700HEL9 US60700HEL96 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-09-03 2021-09-03 2031-03-01 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0002 18000000.00 18000000.00 0.0019 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.290 62630WEL7 US62630WEL72 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-09-03 2021-09-03 2058-11-01 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0002 15965000.00 15965000.00 0.0017 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.225 06367BQC6 NQQ6HPCNCCU6TUTQYE16 US06367BQC62 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-06 2021-08-06 2021-08-06 N N N 0.0013 62500502.50 62500502.50 0.0066 N N Y N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.310 60700HFG9 US60700HFG92 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-08-06 2021-08-06 2049-11-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0002 31095000.00 31095000.00 0.0033 N N Y N HSBC Bank plc HSBC Bank plc 0.275 40433FRR2 MP6I5ZYZBEU3UXPYFY54 US40433FRR28 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-31 2021-08-31 2021-08-31 N N N 0.0013 30003285.00 30003285.00 0.0032 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.178 13606CG32 549300H8L46OOZOFHU82 US13606CG325 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-04 2021-10-04 2021-10-04 N N N 0.0011 60005183.40 60005183.40 0.0064 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.178 06367BTQ2 NQQ6HPCNCCU6TUTQYE16 US06367BTQ22 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-06 2021-10-06 2021-10-06 N N N 0.0012 50003563.50 50003563.50 0.0053 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB 0.151 86960LBS8 NHBDILHZTYCNBV5UYZ31 US86960LBS88 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-09-02 2021-09-02 2021-09-02 N N N 0.0007 42652822.58 42652822.58 0.0045 N N N N Taxable Series 2020-XF2907, Tender Option Bond Trust Receipts/Certificates Taxable Series 2020-XF2907, Tender Option Bond Trust Receipts/Certificates 0.310 88034W6F6 US88034W6F63 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-08-06 2021-08-06 2024-03-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0002 48315000.00 48315000.00 0.0051 N N Y N Taxable Series 2020-XF2908, Tender Option Bond Trust Receipts/Certificates Taxable Series 2020-XF2908, Tender Option Bond Trust Receipts/Certificates 0.310 88034W6K5 US88034W6K58 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-08-06 2021-08-06 2038-09-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0002 4790000.00 4790000.00 0.0005 N N Y N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.130 62630WET0 US62630WET09 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-08-22 2021-08-22 2049-07-01 Y BARCLAYS BANK PLC 1.0000 23 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0002 10300000.00 10300000.00 0.0011 N N Y N BlackRock Liquidity Funds 2021-08-05 /s/Ann Frechette Ann Frechette Assistant Treasurer