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Citigroup Global Markets, Inc. 0.120 MBNUM2BPBDO7JBLYG310 BRWTQRSM6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-05-15 5.000000 100.00 146.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 1.125000 5500.00 4766.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 2.250000 231900.00 242481.02 U.S. Treasuries (including strips) VIATRIS INC 254900ZZTSW7NL773X71 2021-11-03 0.000000 7000000.00 6965000.00 Money Market UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 11012900.00 12404462.51 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-01 2021-10-01 2021-10-01 N N N 0.0012 19000000.00 19000000.00 0.0031 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.360 MBNUM2BPBDO7JBLYG310 BRWTNFC91 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GINNIE MAE I 2048-08-15 5.500000 1000.00 90.25 Agency Mortgage-Backed Securities GINNIE MAE II 2049-02-20 5.500000 6007.00 1467.87 Agency Mortgage-Backed Securities GINNIE MAE II 2051-09-20 2.500000 71667.00 74816.61 Agency Mortgage-Backed Securities GINNIE MAE I 2053-04-15 2.330000 3692955.00 3815642.14 Agency Mortgage-Backed Securities FNMA_407 2041-03-25 5.000000 85971282.00 1314636.08 Agency Collateralized Mortgage Obligation Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-01 2021-12-01 2021-12-01 Y CITIGROUP GLOBAL MARKETS INC 1.0000 62 N Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ N N 0.0036 5000000.00 5000000.00 0.0008 N N N Y Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 0.060 86564GY88 254900S1KUTSTBKJ6286 US86564GY884 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-07 2021-10-07 2021-10-07 N N N 0.0008 65999743.26 65999743.26 0.0109 N N Y N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 0.070 86564GX71 254900S1KUTSTBKJ6286 US86564GX712 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-01 2021-10-01 2021-10-01 N N N 0.0008 49999986.00 49999986.00 0.0083 N Y Y N Nationwide Building Society Nationwide Building Society 0.081 6385E0XF5 549300XFX12G42QIKN82 US6385E0XF51 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-15 2021-10-15 2021-10-15 N N N 0.0008 34998833.45 34998833.45 0.0058 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.260 62630WJY4 US62630WJY49 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-11-04 2021-11-04 2023-12-31 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 2000000.00 2000000.00 0.0003 N N N N Ionic Capital II Trust Ionic Capital II Trust 0.132 46221MAU1 254900ABXGHL7TZDR053 US46221MAU18 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-01-28 2022-01-28 2022-01-28 N Y CITIBANK NA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0013 19991333.40 19991333.40 0.0033 N N N N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 0.091 08224LX68 549300PGDCWK6DU9QM65 US08224LX684 Asset Backed Commercial Paper 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 Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0009 43999340.44 43999340.44 0.0073 N N Y N Bedford Row Funding Corp. Bedford Row Funding Corp. 0.115 07644AX66 US07644AX661 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-10-06 2021-10-06 2021-10-06 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0011 13999736.38 13999736.38 0.0023 N N Y N ASB Finance Ltd. ASB Finance Ltd. 0.160 0020P3FM1 549300A8V0FZJN79NH08 US0020P3FM15 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-21 2022-06-21 2022-06-21 N N N 0.0016 34959446.55 34959446.55 0.0058 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.050 MBNUM2BPBDO7JBLYG310 BRWTQFSZ3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-11-15 0.875000 18.00 17.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-01-15 0.125000 18.00 21.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 1.125000 883.00 855.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 5.375000 32734.00 44166.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-05-15 1.625000 2220530.00 2254890.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.000000 27879183.00 28152064.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-07-15 0.125000 77673778.00 86847995.58 U.S. Treasuries (including strips) Y 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17420000.00 105459.59 Agency Collateralized Mortgage Obligation GNMA_20-11C 2048-10-20 1.345130 24564186.00 379468.49 Agency Collateralized Mortgage Obligation GNMA_14-H11E 2064-06-20 1.545860 25000000.00 602645.70 Agency Collateralized Mortgage Obligation GNMA_19-H16F 2069-10-20 0.944660 25000000.00 982774.52 Agency Collateralized Mortgage Obligation GNMA_13-189B 2043-07-20 6.062620 26692375.00 542424.06 Agency Collateralized Mortgage Obligation FNMA_20-79F 2050-11-25 2.500000 30931319.00 2886961.44 Agency Collateralized Mortgage Obligation GNMA_18-116 2058-06-16 0.370580 48900000.00 1057066.27 Agency Collateralized Mortgage Obligation GNMA_10-31 2040-03-20 5.662620 102562500.00 1004477.87 Agency Collateralized Mortgage Obligation Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-01 2021-10-01 2021-10-01 N N N 0.0016 23000000.00 23000000.00 0.0038 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.050 ZBUT11V806EZRVTWT807 BRWTQFS00 U.S. Government Agency 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Citigroup Global Markets, Inc. 0.060 MBNUM2BPBDO7JBLYG310 BRWTQFSX8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-15 0.625000 885100.00 1020081.19 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-01 2021-10-01 2021-10-01 N N N 0.0006 1000000.00 1000000.00 0.0002 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 0.050 549300H47WTHXPU08X20 BRWTQEJT0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N T Bond 1.125 05/15/2040 2021-10-01 0.050000 37584800.00 32640059.15 U.S. Treasuries (including strips) 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 0.0005 32000000.00 32000000.00 0.0053 N Y Y N UBS AG UBS AG 0.220 90276JNF9 BFM8T61CT2L1QCEMIK50 US90276JNF92 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-23 2022-09-22 2022-09-22 N N N 0.0025 22995930.15 22995930.15 0.0038 N N N N Santander UK plc Santander UK plc 0.070 80285PX15 PTCQB104N23FMNK2RZ28 US80285PX158 Financial Company Commercial Paper Y Fitch - BR F1 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 99999806.00 99999806.00 0.0166 N Y Y N Goldman Sachs International Goldman Sachs International 0.299 38150UJP7 W22LROWP2IHZNBB6K528 US38150UJP75 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-09-23 2022-09-23 2022-09-23 N N N 0.0030 20938602.93 20938602.93 0.0035 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.200 06367CLF2 NQQ6HPCNCCU6TUTQYE16 US06367CLF22 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-01 2022-09-21 2022-09-21 N N N 0.0021 36001122.84 36001122.84 0.0060 N N N N Barclays Bank plc Barclays Bank plc 0.081 06743LX15 G5GSEF7VJP5I7OUK5573 US06743LX156 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-01 2021-10-01 2021-10-01 N N N 0.0008 64999855.70 64999855.70 0.0108 N Y Y N ASB Finance Ltd. 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BR NR N N 0.0005 12055000.00 12055000.00 0.0020 N N N N Barclays Bank plc Barclays Bank plc 0.170 G5GSEF7VJP5I7OUK5573 BRW767N78 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y ANTHEM INC 8MYN82XMYQH89CTMTH67 2042-05-15 4.625000 4582000.00 5683804.90 Corporate Debt Securities ROHM AND HAAS COMPANY LYXUT8EOCCGB0NDMDD36 2029-07-15 7.850000 8840000.00 12334930.83 Corporate Debt Securities PFIZER INC 765LHXWGK1KXCLTFYQ30 2039-03-15 7.200000 8978000.00 14391105.54 Corporate Debt Securities SCHLUMBERGER HOLDINGS CORP 529900IKZG65COT1D505 2029-05-01 4.300000 12533000.00 14388225.18 Corporate Debt Securities BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 2028-12-20 3.419000 12877000.00 14075297.85 Corporate Debt Securities PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 2044-02-15 4.750000 13812000.00 14117348.79 Corporate Debt Securities WESTLAKE CHEMICAL CORP GOXNEVUM0LL78B1OS344 2061-08-15 3.375000 15119000.00 14259390.36 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-01 2021-10-01 2021-10-01 N N N 0.0017 85000000.00 85000000.00 0.0141 N Y Y N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.340 60700HEL9 US60700HEL96 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-11-04 2021-11-04 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 0.0005 14500000.00 14500000.00 0.0024 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.260 62630WEL7 US62630WEL72 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-11-04 2021-11-04 2030-09-01 Y BARCLAYS BANK PLC 1.0000 35 Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 11190000.00 11190000.00 0.0019 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.260 60700HFG9 US60700HFG92 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-10-07 2021-10-07 2049-11-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 36080000.00 36080000.00 0.0060 N N Y 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 0.0018 60000000.00 60000000.00 0.0099 N N Y 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 0.0016 50000141.00 50000141.00 0.0083 N N Y N Taxable Series 2020-XF2907, Tender Option Bond Trust Receipts/Certificates Taxable Series 2020-XF2907, Tender Option Bond Trust Receipts/Certificates 0.260 88034W6F6 US88034W6F63 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-10-07 2021-10-07 2023-09-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 42395000.00 42395000.00 0.0070 N N Y N Credit Suisse AG, New York Credit Suisse AG, New York 0.350 22549L7L3 549300D0YARF5HYP1809 US22549L7L30 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-01 2021-11-16 2021-11-16 N N N 0.0012 20005744.20 20005744.20 0.0033 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 0.204 07644DKW7 US07644DKW73 Asset Backed Commercial Paper 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 Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0009 30002815.80 30002815.80 0.0050 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.214 13606CJU9 549300H8L46OOZOFHU82 US13606CJU99 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-13 2021-12-13 2021-12-13 N N N 0.0011 30007482.00 30007482.00 0.0050 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 0.206 78012UYY5 549300HXQQQCCUBS2Z23 US78012UYY53 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR (P)P-1 Standard & Poor's - BR A-1+ 2021-12-10 2021-12-10 2021-12-10 N N N 0.0012 30006023.40 30006023.40 0.0050 N N N N BPCE SA BPCE SA 0.102 05571BZ14 9695005MSX1OYEMGDF46 US05571BZ141 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0010 29994781.80 29994781.80 0.0050 N N N N ING US Funding LLC ING US Funding LLC 0.101 45685QZE2 US45685QZE24 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-14 2021-12-14 2021-12-14 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0010 29993750.10 29993750.10 0.0050 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 0.280 89236THR9 Z2VZBHUMB7PWWJ63I008 US89236THR95 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ 2021-10-01 2021-12-13 2021-12-13 N N N 0.0009 18007150.68 18007150.68 0.0030 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.038 912796A90 254900HROIFWPRGM1V77 US912796A908 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2021-12-30 2021-12-30 2021-12-30 N N N 0.0004 39043339.34 39043339.34 0.0065 N Y Y N BNZ International Funding Ltd. BNZ International Funding Ltd. 0.073 0556X0XJ8 US0556X0XJ83 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-10-18 2021-10-18 2021-10-18 N N N 0.0007 46798315.20 46798315.20 0.0078 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.181 06367CA31 NQQ6HPCNCCU6TUTQYE16 US06367CA318 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-11-23 2022-02-23 2022-02-23 N N N 0.0015 20002591.60 20002591.60 0.0033 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.240 55380TNN6 C3GTMMZIHMY46P4OIX74 US55380TNN62 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-19 2021-10-19 2021-10-19 N N N 0.0006 33003220.47 33003220.47 0.0055 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.240 55380TNU0 C3GTMMZIHMY46P4OIX74 US55380TNU06 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-22 2021-10-22 2021-10-22 N N N 0.0006 30003371.40 30003371.40 0.0050 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.240 55380TPB0 C3GTMMZIHMY46P4OIX74 US55380TPB07 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-27 2021-10-27 2021-10-27 N N N 0.0006 12001628.04 12001628.04 0.0020 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.098 76582JY16 US76582JY163 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-11-01 2021-11-01 2021-11-01 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0010 34996982.30 34996982.30 0.0058 N N N N San Francisco California Bay Area Rapid Transit District, Tender Option Bond Trust Receipts/Certificates San Francisco California Bay Area Rapid Transit District, Tender Option Bond Trust Receipts/Certificates 0.260 88034XTR3 US88034XTR34 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-10-07 2021-10-07 2039-01-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 16500000.00 16500000.00 0.0027 N N Y N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 0.100 2284K0XV2 549300LXH4KLRKIKII81 US2284K0XV24 Asset Backed 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 Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0010 44996411.25 44996411.25 0.0075 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 0.240 60710AXN7 RB0PEZSDGCO3JS6CEU02 US60710AXN70 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-11-03 2021-11-03 2021-11-03 N N N 0.0007 30004813.20 30004813.20 0.0050 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.097 76582JY24 US76582JY247 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-11-02 2021-11-02 2021-11-02 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0010 61994544.00 61994544.00 0.0103 N N N N Westpac Banking Corp. Westpac Banking Corp. 0.134 9612C4N98 EN5TNI6CI43VEPAMHL14 US9612C4N987 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-11-04 2022-02-04 2022-02-04 N N N 0.0014 23500696.07 23500696.07 0.0039 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.260 62630WFM4 US62630WFM47 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-11-04 2021-11-04 2031-02-01 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 950000.00 950000.00 0.0002 N N N N Taxable Series 2021-XFT1210, Tender Option Bond Trust Receipts/Certificates Taxable Series 2021-XFT1210, Tender Option Bond Trust Receipts/Certificates 0.140 88034XUT7 US88034XUT70 Tender Option Bond Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2021-10-07 2021-10-07 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 0.0005 4055000.00 4055000.00 0.0007 N N Y N Toronto-Dominion Bank Toronto-Dominion Bank 0.250 89114NZX6 PT3QB789TSUIDF371261 US89114NZX64 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-10-01 2022-02-18 2022-02-18 N N N 0.0025 14999925.90 14999925.90 0.0025 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 0.081 0556X0YG3 549300HVMZ89HDMELW08 US0556X0YG36 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-11-16 2021-11-16 2021-11-16 N N N 0.0008 35496292.38 35496292.38 0.0059 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.340 60700HGX1 US60700HGX17 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-11-04 2021-11-04 2041-02-15 Y MIZUHO CAPITAL MARKETS LLC 1.0000 35 Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N N 0.0005 6568468.00 6568468.00 0.0011 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 0.177 85325VF96 RILFO74KP1CM8P6PCT96 US85325VF962 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-01 2021-10-01 2021-10-01 N N N 0.0016 40000000.00 40000000.00 0.0066 N Y Y N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 0.269 N4JDFKKH2FTD8RKFXO39 XS2306988051 BRWHLQJM9 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 0.0027 24987117.75 24987117.75 0.0041 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.340 60700HHK8 US60700HHK86 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-11-04 2021-11-04 2056-11-01 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 500000.00 500000.00 0.0001 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 0.270 22552G2V1 549300D0YARF5HYP1809 US22552G2V11 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-01 2022-04-08 2022-04-08 N N N 0.0021 41014232.33 41014232.33 0.0068 N N N 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 17988487.38 17988487.38 0.0030 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.150 05253MNV2 JHE42UYNWWTJB8YTTU19 US05253MNV27 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-12-02 2022-03-02 2022-03-02 N N N 0.0015 15001366.20 15001366.20 0.0025 N N N N Alinghi Funding Co. LLC Alinghi Funding Co. LLC 0.142 01626FZ76 549300VRDDZC1N8S3N22 US01626FZ767 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-07 2021-12-07 2021-12-07 N Y UBS AG 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0014 33991009.04 33991009.04 0.0056 N N N N Australia & New Zealand Banking Group Ltd. 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National Australia Bank Ltd. 0.172 63254GQP3 F8SB4JFBSYQFRQEH3Z21 US63254GQP36 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-12-29 2022-03-29 2022-03-29 N N N 0.0016 20003100.40 20003100.40 0.0033 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 2021-10-01 2022-04-05 2022-04-05 N N N 0.0028 20000529.40 20000529.40 0.0033 N N N N Taxable Series 2021-XFT1216, Tender Option Bond Trust Receipts/Certificates Taxable Series 2021-XFT1216, Tender Option Bond Trust Receipts/Certificates 0.140 88034XA77 US88034XA774 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-10-07 2021-10-07 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 0.0005 2605000.00 2605000.00 0.0004 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 0.0018 10749765.54 10749765.54 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 24750027.97 24750027.97 0.0041 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+ 2021-10-01 2022-04-14 2022-04-14 N N N 0.0016 15008005.50 15008005.50 0.0025 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 0.081 2284K0X59 549300LXH4KLRKIKII81 US2284K0X598 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-05 2021-10-05 2021-10-05 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0008 56499372.29 56499372.29 0.0094 N N Y N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.240 13606CRD8 549300H8L46OOZOFHU82 US13606CRD82 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 0.0015 31714361.05 31714361.05 0.0053 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 0.240 85325VK82 RILFO74KP1CM8P6PCT96 US85325VK822 Certificate of 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 0.0016 30008245.20 30008245.20 0.0050 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.230 55380TSM3 C3GTMMZIHMY46P4OIX74 US55380TSM35 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-01-28 2022-01-28 2022-01-28 N N N 0.0012 40014645.60 40014645.60 0.0066 N N N N Taxable Municipal Funding Trust Taxable Municipal Funding Trust 0.260 62630WGF8 US62630WGF86 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-11-04 2021-11-04 2054-11-15 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 1350000.00 1350000.00 0.0002 N N N N Taxable Municipal Funding Trust Taxable Municipal Funding Trust 0.120 62630WFX0 US62630WFX02 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-10-07 2021-10-07 2041-05-01 Y BARCLAYS BANK PLC 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 27950000.00 27950000.00 0.0046 N N Y N Taxable Municipal Funding Trust Taxable Municipal Funding Trust 0.260 62630WFV4 US62630WFV46 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-11-04 2021-11-04 2056-05-15 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 23500000.00 23500000.00 0.0039 N N N N BNZ International Funding Ltd. 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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 0.0020 15012029.40 15012029.40 0.0025 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 2021-10-01 2022-06-17 2022-06-17 N N N 0.0019 25012999.25 25012999.25 0.0041 N N N N Credit Industriel et Commercial, New York Credit Industriel et Commercial, New York 0.172 22536UU24 N4JDFKKH2FTD8RKFXO39 US22536UU243 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-11-08 2022-05-06 2022-05-06 N N N 0.0016 25003613.50 25003613.50 0.0041 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.165 13606CSQ8 549300H8L46OOZOFHU82 US13606CSQ86 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-07 2022-06-07 2022-06-07 N N N 0.0017 25002449.25 25002449.25 0.0041 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.165 06367CEX1 NQQ6HPCNCCU6TUTQYE16 US06367CEX11 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-07 2022-06-06 2022-06-06 N N N 0.0017 25001845.50 25001845.50 0.0041 N N N N ANZ New Zealand Int'l Ltd. ANZ New Zealand Int'l Ltd. 0.135 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 0.0013 19983966.20 19983966.20 0.0033 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.124 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 0.0012 29987088.30 29987088.30 0.0050 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 2021-10-01 2022-05-04 2022-05-04 N N N 0.0017 20010328.20 20010328.20 0.0033 N N N N Barton Capital LLC Barton Capital LLC 0.101 06945LYA0 549300KOFKIMD0C37W24 US06945LYA06 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-11-10 2021-11-10 2021-11-10 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0010 34996013.85 34996013.85 0.0058 N N N N Washington Morgan Capital Co. LLC Washington Morgan Capital Co. 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