Form N-MFP2 BLACKROCK FUNDS For: Jun 30

  
    N-MFP2
    
      
        
          0000844779
          XXXXXXXX
        
      
      
      
    
  
  
    
      2022-06-30
      0000844779
      549300OZUEVJZHOBFP42
      S000001503
      5
      N
      N
    
    
      033-26305
      
        BlackRock Advisors, LLC
        801-47710
      
      
        BlackRock International Limited
        801-51087
      
      
        Deloitte & Touche LLP
        Boston
        MA
      
      
        BlackRock Advisors, LLC
      
      
        JPMorgan Chase Bank, N.A.
      
      
        BNY Mellon Investment Servicing (US) Inc.
        0000849542
        084-01761
      
      N
      N
      N
      Prime
      Y
      16
      65
      
        347312433.36
        383413179.87
        669152282.14
        555977932.83
      
      
        577174759.01
        669796351.75
        744046119.58
        724855333.45
      
      
        0.2735
        0.3017
        0.4881
        0.4080
      
      
        0.4545
        0.5270
        0.5427
        0.5319
      
      41012820.69
      1326621984.75
      1327433231.66
      2337362.29
      9922726.49
      1360860688.15
      1360989451.16
      1.0000
      0.0161
      
        0.9994
        0.9994
        0.9993
        0.9994
      
    
    
      C000213745
      2000000.00
      36740.95
      36744.43
      
        0.9994
        0.9994
        0.9993
        0.9994
      
      
        0.02
        0.03
      
      
        0.02
        0.01
      
      
        0.29
        0.04
      
      
        0.01
        0.02
      
      
        0.35
        0.09
      
      0.0141
      Y
      BlackRock Advisors, LLC, Management Fees, 9.36; BlackRock Advisors, LLC, Administration Fees, 0.60; BlackRock Advisors, LLC, Transfer Agent Fees, 10.80;
    
    
      C000004026
      5000.00
      28018109.02
      28020760.06
      
        0.9994
        0.9994
        0.9993
        0.9994
      
      
        1257084.46
        133805.86
      
      
        11282.23
        268077.98
      
      
        3095658.01
        249235.99
      
      
        952.56
        105014.41
      
      
        4405467.93
        856050.28
      
      0.0113
      Y
      BlackRock Advisors, LLC, Management Fees, 6857.50;
    
    
      C000004027
      1000.00
      979284472.09
      979377130.82
      
        0.9994
        0.9994
        0.9993
        0.9994
      
      
        13281147.51
        10994987.69
      
      
        11346154.39
        8825579.72
      
      
        8756068.97
        16745808.12
      
      
        8232028.51
        12435851.41
      
      
        47703769.66
        56733888.58
      
      0.0111
      Y
      BlackRock Advisors, LLC, Management Fees, 250501.54;
    
    
      C000004029
      1000.00
      33258235.16
      33261382.01
      
        0.9994
        0.9994
        0.9993
        0.9994
      
      
        71268.19
        271666.84
      
      
        376489.78
        330492.18
      
      
        2242004.47
        426213.18
      
      
        864482.67
        1025336.29
      
      
        3590003.55
        2087211.89
      
      0.0061
      Y
      BlackRock Advisors, LLC, Management Fees, 8255.78; BlackRock Investments, LLC, Service/Distribution Fees, 9687.06;
    
    
      C000004025
      2000000.00
      320263130.93
      320293433.84
      
        0.9994
        0.9994
        0.9993
        0.9994
      
      
        5541501.50
        9999112.40
      
      
        5031486.16
        3594341.72
      
      
        108348407.16
        14118631.65
      
      
        11012809.72
        9752845.09
      
      
        137870422.89
        38572285.33
      
      0.0141
      Y
      BlackRock Advisors, LLC, Management Fees, 70832.23; BlackRock Advisors, LLC, Administration Fees, 4600.14; BlackRock Advisors, LLC, Transfer Agent Fees, 9206.60;
    
    
      Canadian Imperial Bank of Commerce, New York
      Canadian Imperial Bank of Commerce, New York 0.350
      13606CYC2
      549300H8L46OOZOFHU82
      US13606CYC27
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-11-03
      2022-11-03
      2022-11-03
      N
      N
      N
      0.0235
      6951170.87
      6951170.87
      0.0051
      N
      N
      N
      N
    
    
      Svenska Handelsbanken AB
      Svenska Handelsbanken AB 2.250
      86960KKT8
      NHBDILHZTYCNBV5UYZ31
      US86960KKT87
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-10-27
      2022-10-27
      2022-10-27
      N
      N
      N
      0.0225
      4963589.30
      4963589.30
      0.0037
      N
      N
      N
      N
    
    
      Colorado Housing and Finance Authority
      Colorado Housing and Finance Authority 1.580
      196480WH6
      5493005GIROYQAWBMC18
      US196480WH67
      Variable Rate Demand Note
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        VMIG1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-07
      2022-07-07
      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
      0.0158
      7430000.00
      7430000.00
      0.0055
      N
      N
      Y
      N
    
    
      Macquarie Bank Ltd.
      Macquarie Bank Ltd. 1.870
      55607NJZ4
      4ZHCHI4KYZG2WVRT8631
      US55607NJZ42
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2023-01-04
      2023-01-04
      N
      N
      N
      0.0159
      9983456.20
      9983456.20
      0.0073
      N
      N
      N
      N
    
    
      UBS AG
      UBS AG 1.722
      90276JNP7
      BFM8T61CT2L1QCEMIK50
      US90276JNP74
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-12-08
      2022-12-08
      N
      N
      N
      0.0199
      7993923.68
      7993923.68
      0.0059
      N
      N
      N
      N
    
    
      Toyota Motor Credit Corp.
      Toyota Motor Credit Corp. 1.790
      89236TJR7
      Z2VZBHUMB7PWWJ63I008
      US89236TJR77
      Other Instrument
      Floating/Adjustable Rate Bank Note
      Y
      
        Fitch - BR
        A+
      
      
        Moody's - BR
        A1
      
      
        Standard & Poor's - BR
        A+
      
      2022-07-01
      2022-12-14
      2022-12-14
      N
      N
      N
      0.0220
      2887234.85
      2887234.85
      0.0021
      N
      N
      N
      N
    
    
      Credit Suisse AG, New York
      Credit Suisse AG, New York 1.790
      22552G6B1
      549300D0YARF5HYP1809
      US22552G6B11
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2023-02-10
      2023-02-10
      N
      N
      N
      0.0204
      8986034.25
      8986034.25
      0.0066
      N
      N
      N
      N
    
    
      Crown Point Capital Co. LLC
      Crown Point Capital Co. LLC 0.720
      22845AE71
      549300LXH4KLRKIKII81
      US22845AE715
      Asset Backed Commercial Paper
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2023-01-05
      2023-01-05
      2023-01-05
      N
      Y
      
        CREDIT SUISSE AG
        1.0000
        
          Fitch - BR
          F1
        
        
          Moody's - BR
          P-1
        
        
          Standard & Poor's - BR
          A-1
        
      
      N
      0.0310
      3951811.76
      3951811.76
      0.0029
      N
      N
      N
      N
    
    
      Nordea Bank Abp, New York
      Nordea Bank Abp, New York 1.700
      65558UML3
      529900ODI3047E2LIV03
      US65558UML34
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-10-27
      2022-10-27
      N
      N
      N
      0.0187
      4997251.20
      4997251.20
      0.0037
      N
      N
      N
      N
    
    
      National Bank of Canada
      National Bank of Canada 1.670
      63307NFL6
      BSGEFEIOM18Y80CKCV46
      US63307NFL64
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-28
      2022-07-28
      N
      N
      N
      0.0169
      6999890.38
      6999890.38
      0.0051
      N
      N
      N
      N
    
    
      Lloyds Bank Corporate Markets plc, New York
      Lloyds Bank Corporate Markets plc, New York 1.780
      53947BF62
      213800MBWEIJDM5CU638
      US53947BF625
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2023-01-24
      2023-01-24
      N
      N
      N
      0.0201
      4094608.05
      4094608.05
      0.0030
      N
      N
      N
      N
    
    
      Standard Chartered Bank, New York
      Standard Chartered Bank, New York 1.810
      85325VX54
      RILFO74KP1CM8P6PCT96
      US85325VX544
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2023-03-13
      2023-03-13
      N
      N
      N
      0.0208
      6487566.02
      6487566.02
      0.0048
      N
      N
      N
      N
    
    
      Natixis SA, New York
      Natixis SA, New York 1.790
      63873QSM7
      2549003L5ZG5M2ZSE107
      US63873QSM77
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2023-02-07
      2023-02-07
      N
      N
      N
      0.0201
      5991914.82
      5991914.82
      0.0044
      N
      N
      N
      N
    
    
      Toronto-Dominion Bank
      Toronto-Dominion Bank 3.388
      89119BPH3
      PT3QB789TSUIDF371261
      US89119BPH32
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2023-02-17
      2023-02-17
      2023-02-17
      N
      N
      N
      0.0339
      7830743.12
      7830743.12
      0.0058
      N
      N
      N
      N
    
    
      BPCE SA
      BPCE SA 3.457
      05571CPN5
      9695005MSX1OYEMGDF46
      US05571CPN55
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2023-02-22
      2023-02-22
      2023-02-22
      N
      N
      N
      0.0346
      7823672.00
      7823672.00
      0.0058
      N
      N
      N
      N
    
    
      ASB Bank Ltd.
      ASB Bank Ltd. 2.020
      0020NAAB6
      549300IBZWZL1KTPF918
      US0020NAAB61
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-09-08
      2022-09-08
      N
      N
      N
      0.0176
      4001640.08
      4001640.08
      0.0029
      N
      N
      N
      N
    
    
      Toronto-Dominion Bank (The)
      Toronto-Dominion Bank (The) 2.000
      89120DUE7
      PT3QB789TSUIDF371261
      US89120DUE74
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2023-03-31
      2023-03-31
      N
      N
      N
      0.0209
      5996339.88
      5996339.88
      0.0044
      N
      N
      N
      N
    
    
      Oversea-Chinese Banking Corp. Ltd., New York
      Oversea-Chinese Banking Corp. Ltd., New York 1.830
      69033ML88
      5493007O3QFXCPOGWK22
      US69033ML886
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-28
      2022-07-28
      N
      N
      N
      0.0169
      20002116.60
      20002116.60
      0.0147
      N
      N
      N
      N
    
    
      National Australia Bank Ltd.
      National Australia Bank Ltd. 1.880
      63254GTQ8
      F8SB4JFBSYQFRQEH3Z21
      US63254GTQ81
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-11-14
      2022-11-14
      N
      N
      N
      0.0185
      10001191.80
      10001191.80
      0.0073
      N
      N
      N
      N
    
    
      Landesbank Baden-Wuerttemberg, New York
      Landesbank Baden-Wuerttemberg, New York 1.860
      51501HL23
      B81CK4ESI35472RHJ606
      US51501HL239
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        NR
      
      2022-07-01
      2022-08-12
      2022-08-12
      N
      N
      N
      0.0176
      6000714.24
      6000714.24
      0.0044
      N
      N
      N
      N
    
    
      Barclays Bank plc, New York
      Barclays Bank plc, New York 2.130
      06742TM78
      G5GSEF7VJP5I7OUK5573
      US06742TM782
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2023-04-05
      2023-04-05
      N
      N
      N
      0.0217
      5248545.38
      5248545.38
      0.0039
      N
      N
      N
      N
    
    
      Bank of Nova Scotia, Houston
      Bank of Nova Scotia, Houston 2.010
      06417MXE0
      L3I9ZG2KFGXZ61BMYR72
      US06417MXE01
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2023-05-05
      2023-05-05
      N
      N
      N
      0.0212
      16984257.32
      16984257.32
      0.0125
      N
      N
      N
      N
    
    
      Sumitomo Mitsui Trust Bank Ltd., New York
      Sumitomo Mitsui Trust Bank Ltd., New York 1.830
      86564MGU6
      5493006GGLR4BTEL8O61
      US86564MGU62
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-29
      2022-07-29
      N
      N
      N
      0.0169
      15001682.40
      15001682.40
      0.0110
      N
      N
      N
      N
    
    
      Old Line Funding LLC
      Old Line Funding LLC 1.890
      67984RJT7
      5493004QSN8OZAIU2J90
      US67984RJT77
      Asset Backed Commercial Paper
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-10-24
      2022-10-24
      N
      Y
      
        ROYAL BANK OF CANADA
        1.0000
        
          Fitch - BR
          F1+
        
        
          Moody's - BR
          P-1
        
        
          Standard & Poor's - BR
          A-1+
        
      
      N
      0.0182
      7001309.70
      7001309.70
      0.0051
      N
      N
      N
      N
    
    
      National Bank of Canada
      National Bank of Canada 1.910
      63307NGE1
      BSGEFEIOM18Y80CKCV46
      US63307NGE13
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2023-01-13
      2023-01-13
      N
      N
      N
      0.0197
      7997536.40
      7997536.40
      0.0059
      N
      N
      N
      N
    
    
      Thunder Bay Funding LLC
      Thunder Bay Funding LLC 1.880
      88603AEE9
      549300D7DHGDB5EMW139
      US88603AEE91
      Asset Backed Commercial Paper
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-10-21
      2022-10-21
      N
      Y
      
        ROYAL BANK OF CANADA
        1.0000
        
          Fitch - BR
          F1+
        
        
          Moody's - BR
          P-1
        
        
          Standard & Poor's - BR
          A-1+
        
      
      N
      0.0182
      10001512.20
      10001512.20
      0.0073
      N
      N
      N
      N
    
    
      Swedbank AB
      Swedbank AB 1.860
      87019YAB7
      M312WZV08Y7LYUC71685
      US87019YAB74
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-10-13
      2022-10-13
      N
      N
      N
      0.0181
      7001038.87
      7001038.87
      0.0051
      N
      N
      N
      N
    
    
      Bank of Montreal, Chicago
      Bank of Montreal, Chicago 2.010
      06367CTU1
      NQQ6HPCNCCU6TUTQYE16
      US06367CTU17
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2023-05-05
      2023-05-05
      N
      N
      N
      0.0211
      5995084.44
      5995084.44
      0.0044
      N
      N
      N
      N
    
    
      Sumitomo Mitsui Trust Bank Ltd.
      Sumitomo Mitsui Trust Bank Ltd. 1.628
      86564XGR9
      5493006GGLR4BTEL8O61
      US86564XGR98
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-25
      2022-07-25
      2022-07-25
      N
      N
      N
      0.0163
      9988861.10
      9988861.10
      0.0073
      N
      N
      N
      N
    
    
      National Australia Bank Ltd.
      National Australia Bank Ltd. 1.860
      63254GTT2
      F8SB4JFBSYQFRQEH3Z21
      US63254GTT21
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-10-25
      2022-10-25
      N
      N
      N
      0.0182
      15001885.50
      15001885.50
      0.0110
      N
      N
      N
      N
    
    
      Old Line Funding LLC
      Old Line Funding LLC 1.890
      67984RJV2
      5493004QSN8OZAIU2J90
      US67984RJV24
      Asset Backed Commercial Paper
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-11-02
      2022-11-02
      N
      Y
      
        ROYAL BANK OF CANADA
        1.0000
        
          Fitch - BR
          F1+
        
        
          Moody's - BR
          P-1
        
        
          Standard & Poor's - BR
          A-1+
        
      
      N
      0.0184
      15502061.66
      15502061.66
      0.0114
      N
      N
      N
      N
    
    
      Banco Santander SA,New York
      Banco Santander SA,New York 1.960
      05966DH88
      5493006QMFDDMYWIAM13
      US05966DH881
      Certificate of Deposit
      Y
      
        Fitch - BR
        F2
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-10-28
      2022-10-28
      N
      N
      N
      0.0199
      11998764.12
      11998764.12
      0.0088
      N
      N
      N
      N
    
    
      Toronto-Dominion Bank, New York
      Toronto-Dominion Bank, New York 1.880
      89114WVG7
      PT3QB789TSUIDF371261
      US89114WVG76
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-11-21
      2022-11-21
      N
      N
      N
      0.0191
      14998768.50
      14998768.50
      0.0110
      N
      N
      N
      N
    
    
      Swedbank AB
      Swedbank AB 1.880
      87019YAH4
      M312WZV08Y7LYUC71685
      US87019YAH45
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-11-23
      2022-11-23
      N
      N
      N
      0.0188
      4000009.12
      4000009.12
      0.0029
      N
      N
      N
      N
    
    
      Toronto-Dominion Bank, New York
      Toronto-Dominion Bank, New York 2.800
      89114WWC5
      PT3QB789TSUIDF371261
      US89114WWC53
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2023-05-08
      2023-05-08
      2023-05-08
      N
      N
      N
      0.0358
      6953095.03
      6953095.03
      0.0051
      N
      N
      N
      N
    
    
      Toronto-Dominion Bank, New York
      Toronto-Dominion Bank, New York 2.070
      89114WWA9
      PT3QB789TSUIDF371261
      US89114WWA97
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2023-06-02
      2023-06-02
      N
      N
      N
      0.0215
      7993426.64
      7993426.64
      0.0059
      N
      N
      N
      N
    
    
      Bank of Montreal
      Bank of Montreal 2.800
      06373L2V0
      NQQ6HPCNCCU6TUTQYE16
      US06373L2V04
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2023-05-12
      2023-05-12
      2023-05-12
      N
      N
      N
      0.0350
      6958185.57
      6958185.57
      0.0051
      N
      N
      N
      N
    
    
      National Bank of Canada
      National Bank of Canada 1.910
      63307NGN1
      BSGEFEIOM18Y80CKCV46
      US63307NGN12
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-11-10
      2022-11-10
      N
      N
      N
      0.0193
      9999296.30
      9999296.30
      0.0073
      N
      N
      N
      N
    
    
      Standard Chartered Bank, New York
      Standard Chartered Bank, New York 2.060
      85325VZR4
      RILFO74KP1CM8P6PCT96
      US85325VZR40
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2023-05-04
      2023-05-04
      N
      N
      N
      0.0212
      7996037.52
      7996037.52
      0.0059
      N
      N
      N
      N
    
    
      Commonwealth Bank of Australia
      Commonwealth Bank of Australia 1.960
      20272AX84
      MSFSBD3QN1GSN7Q6C537
      US20272AX847
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2023-02-21
      2023-02-21
      N
      N
      N
      0.0199
      14997150.90
      14997150.90
      0.0110
      N
      N
      N
      N
    
    
      Alpine Securitization LLC
      Alpine Securitization LLC 2.050
      02089XRQ2
      US02089XRQ24
      Asset Backed Commercial Paper
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2023-02-21
      2023-02-21
      N
      Y
      
        CREDIT SUISSE AG
        1.0000
        
          Fitch - BR
          F1
        
        
          Moody's - BR
          P-1
        
        
          Standard & Poor's - BR
          A-1
        
      
      N
      0.0210
      9995897.80
      9995897.80
      0.0073
      N
      N
      N
      N
    
    
      National Australia Bank Ltd.
      National Australia Bank Ltd. 2.010
      63254GUM5
      F8SB4JFBSYQFRQEH3Z21
      US63254GUM58
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2023-03-14
      2023-03-14
      N
      N
      N
      0.0203
      6999090.35
      6999090.35
      0.0051
      N
      N
      N
      N
    
    
      Canadian Imperial Bank of Commerce, New York
      Canadian Imperial Bank of Commerce, New York 2.020
      13606KHZ2
      549300H8L46OOZOFHU82
      US13606KHZ21
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2023-03-15
      2023-03-15
      N
      N
      N
      0.0206
      7497647.78
      7497647.78
      0.0055
      N
      N
      N
      N
    
    
      Antalis SA
      Antalis SA 1.642
      03664BGB6
      549300G2LM2ZKZ0X4Y50
      US03664BGB62
      Asset Backed Commercial Paper
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-11
      2022-07-11
      2022-07-11
      N
      Y
      
        SOCIETE GENERALE SA
        1.0000
        
          Fitch - BR
          F1
        
        
          Moody's - BR
          P-1
        
        
          Standard & Poor's - BR
          A-1
        
      
      N
      0.0164
      13493321.69
      13493321.69
      0.0099
      N
      N
      N
      N
    
    
      Nordea Bank Abp, New York
      Nordea Bank Abp, New York 1.930
      65558UUC4
      529900ODI3047E2LIV03
      US65558UUC43
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-12-07
      2022-12-07
      N
      N
      N
      0.0199
      10697157.44
      10697157.44
      0.0079
      N
      N
      N
      N
    
    
      Skandinaviska Enskilda Banken AB
      Skandinaviska Enskilda Banken AB 1.690
      83050WBA1
      F3JS33DEI6XQ4ZBPTN86
      US83050WBA18
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-09-12
      2022-09-12
      N
      N
      N
      0.0189
      11996181.36
      11996181.36
      0.0088
      N
      N
      N
      N
    
    
      Macquarie Bank Ltd.
      Macquarie Bank Ltd. 2.020
      55607NME7
      4ZHCHI4KYZG2WVRT8631
      US55607NME75
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2023-01-18
      2023-01-18
      N
      N
      N
      0.0207
      11996116.92
      11996116.92
      0.0088
      N
      N
      N
      N
    
    
      Barclays Bank plc
      Barclays Bank plc 1.612
      06743MG12
      G5GSEF7VJP5I7OUK5573
      US06743MG126
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0161
      24998895.75
      24998895.75
      0.0184
      N
      Y
      Y
      N
    
    
      Bank of Montreal, Chicago
      Bank of Montreal, Chicago 2.160
      06367CWA1
      NQQ6HPCNCCU6TUTQYE16
      US06367CWA16
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2023-07-03
      2023-07-03
      N
      N
      N
      0.0217
      3999553.80
      3999553.80
      0.0029
      N
      N
      N
      N
    
    
      Credit Agricole Corporate and Investment Bank SA
      Credit Agricole Corporate and Investment Bank SA 1.560
      1VUV7VQFKUOQSJ21A208
      BRY48F1X0
      Non-Negotiable Time Deposit
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0156
      20000000.00
      20000000.00
      0.0147
      N
      Y
      Y
      N
    
    
      Royal Bank of Canada
      Royal Bank of Canada 1.570
      BRY467DU3
      Non-Negotiable Time Deposit
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0157
      51000000.00
      51000000.00
      0.0375
      N
      Y
      Y
      N
    
    
      Skandinaviska Enskilda Banken AB
      Skandinaviska Enskilda Banken AB 1.570
      BRY467DL3
      Non-Negotiable Time Deposit
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0157
      9000000.00
      9000000.00
      0.0066
      N
      Y
      Y
      N
    
    
      Svenska Handelsbanken AB
      Svenska Handelsbanken AB 1.550
      BRY47FD18
      Non-Negotiable Time Deposit
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      7000000.00
      7000000.00
      0.0051
      N
      Y
      Y
      N
    
    
      Mizuho Securities USA LLC
      Mizuho Securities USA LLC 1.550
      7TK5RJIZDFROZCA6XF66
      BRY46HT34
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          0 3/8 NOTE AR 24
          
            2024-08-15
          
          0.375000
          892800.00
          844283.89
          U.S. Treasuries (including strips)
        
        
          0 3/8 NOTE AS 24
          
            2024-09-15
          
          0.375000
          11726000.00
          11055464.56
          U.S. Treasuries (including strips)
        
        
          1 1/4 NOTE Q 28
          
            2028-09-30
          
          1.250000
          11804900.00
          10540251.96
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      22000000.00
      22000000.00
      0.0162
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - SSB
      Fixed Income Clearing Corporation - SSB 1.510
      549300H47WTHXPU08X20
      BRY46G5U2
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          T Bond 3 02/15/2049
          
            2022-07-01
          
          1.510000
          8530400.00
          8160000.22
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0151
      8000000.00
      8000000.00
      0.0059
      N
      Y
      Y
      N
    
    
      Sumitomo Mitsui Trust Bank Ltd.
      Sumitomo Mitsui Trust Bank Ltd. 1.638
      86564XGU2
      5493006GGLR4BTEL8O61
      US86564XGU28
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-28
      2022-07-28
      2022-07-28
      N
      N
      N
      0.0164
      10986191.37
      10986191.37
      0.0081
      N
      N
      N
      N
    
    
      HAT Holdings I LLC
      HAT Holdings I LLC 1.723
      41875QH27
      US41875QH270
      Non-Financial Company Commercial Paper
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-08-02
      2022-08-02
      2022-08-02
      N
      Y
      
        BANK OF AMERICA NA
        1.0000
        
          Fitch - BR
          F1+
        
        
          Moody's - BR
          P-1
        
        
          Standard & Poor's - BR
          A-1
        
      
      N
      0.0172
      14974860.00
      14974860.00
      0.0110
      N
      N
      N
      N
    
    
      Royal Bank of Canada
      Royal Bank of Canada 2.030
      78014XJD0
      ES7IP3U3RHIGC71XBU11
      US78014XJD03
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2023-01-04
      2023-01-04
      N
      N
      N
      0.0203
      4000000.00
      4000000.00
      0.0029
      N
      N
      N
      N
    
    
      Landesbank Baden-Wuerttemberg, New York
      Landesbank Baden-Wuerttemberg, New York 1.590
      51501H2L2
      B81CK4ESI35472RHJ606
      US51501H2L20
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        NR
      
      2022-07-05
      2022-07-05
      2022-07-05
      N
      N
      N
      0.0161
      36999911.94
      36999911.94
      0.0272
      N
      N
      Y
      N
    
    
      Bayerische Landesbank
      Bayerische Landesbank 1.595
      07274MG58
      549300DJ6F1V4GISFC11
      US07274MG584
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        NR
      
      2022-07-05
      2022-07-05
      2022-07-05
      N
      N
      N
      0.0160
      49989076.50
      49989076.50
      0.0367
      N
      N
      Y
      N
    
    
      Bank of Nova Scotia (The)
      Bank of Nova Scotia (The) 2.020
      06417LSD0
      L3I9ZG2KFGXZ61BMYR72
      US06417LSD00
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2023-01-03
      2023-01-03
      N
      N
      N
      0.0202
      4000000.00
      4000000.00
      0.0029
      N
      N
      N
      N
    
    
      Svenska Handelsbanken AB, New York
      Svenska Handelsbanken AB, New York 2.264
      86959RB90
      NHBDILHZTYCNBV5UYZ31
      US86959RB907
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-05
      2023-07-03
      2023-07-03
      N
      N
      N
      0.0226
      7000000.00
      7000000.00
      0.0051
      N
      N
      N
      N
    
    
      Bank of America Securities, Inc.
      Bank of America Securities, Inc. 1.550
      549300HN4UKV1E2R3U73
      BRY46HS01
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          1.500000
          110589557.00
          82400000.28
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      80000000.00
      80000000.00
      0.0588
      N
      Y
      Y
      N
    
    
      Citigroup Global Markets, Inc.
      Citigroup Global Markets, Inc. 1.550
      MBNUM2BPBDO7JBLYG310
      BRY46HSF8
      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
          
            2027-06-30
          
          3.250000
          20311200.00
          20400061.50
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      20000000.00
      20000000.00
      0.0147
      N
      Y
      Y
      N
    
    
      JP Morgan Securities LLC
      JP Morgan Securities LLC 1.550
      ZBUT11V806EZRVTWT807
      BRY46HTP5
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2043-01-01
          
          3.000000
          25000.00
          7101.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-06-01
          
          3.000000
          25000.00
          24417.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-04-01
          
          2.000000
          34612.00
          27852.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          3.000000
          38000.00
          23403.07
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          4.500000
          50000.00
          5196.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2043-01-01
          
          3.500000
          75000.00
          17552.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-03-01
          
          2.500000
          81706.00
          46812.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2039-12-01
          
          5.500000
          94089.00
          9616.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-04-01
          
          3.000000
          100000.00
          18398.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.500000
          100000.00
          14196.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.000000
          100000.00
          29123.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-11-01
          
          7.500000
          112900.00
          9243.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2045-06-01
          
          3.000000
          115000.00
          17253.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2031-12-01
          
          2.500000
          115162.00
          38169.92
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-12-01
          
          3.000000
          125000.00
          28477.77
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-01-01
          
          2.500000
          125000.00
          30736.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-04-01
          
          3.500000
          150000.00
          76378.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          5.000000
          150000.00
          24640.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.500000
          175000.00
          23832.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.000000
          192740.00
          43849.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.000000
          199999.00
          11738.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.000000
          200000.00
          164595.93
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2040-08-01
          
          2.000000
          225000.00
          128301.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-02-01
          
          4.500000
          225000.00
          25409.77
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-10-01
          
          4.500000
          232000.00
          48622.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.500000
          234400.00
          37803.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          5.000000
          252000.00
          43407.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-11-01
          
          3.000000
          256598.00
          91081.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-11-01
          
          4.000000
          267899.00
          46242.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2030-08-01
          
          2.500000
          280591.00
          82720.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          3.000000
          299361.00
          195935.37
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-05-01
          
          5.000000
          300000.00
          44242.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-06-01
          
          3.500000
          349000.00
          57110.03
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2031-03-01
          
          3.000000
          350000.00
          74237.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-06-01
          
          4.000000
          400000.00
          137705.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.000000
          400000.00
          30508.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-04-01
          
          3.500000
          412000.00
          390070.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2043-04-01
          
          3.000000
          425000.00
          126217.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2042-10-01
          
          3.500000
          426210.00
          65318.43
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.500000
          443656.00
          385364.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2037-01-01
          
          2.000000
          450000.00
          397871.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          3.000000
          453000.00
          239675.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          5.000000
          487202.00
          501092.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2045-12-01
          
          3.500000
          500000.00
          78184.37
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2042-05-20
          
          3.500000
          500933.00
          54336.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-02-01
          
          4.000000
          525000.00
          57069.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2037-02-01
          
          2.500000
          574962.00
          520559.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-09-01
          
          3.000000
          600000.00
          210081.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          4.500000
          624000.00
          635853.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2044-04-01
          
          5.000000
          686771.00
          86247.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-04-01
          
          6.500000
          774999.00
          5049.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2037-04-01
          
          5.500000
          825000.00
          8019.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-01-01
          
          6.000000
          905000.00
          17761.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.000000
          925000.00
          102830.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2035-04-01
          
          6.000000
          948171.00
          119804.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          4.500000
          991300.00
          357345.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-10-01
          
          5.500000
          1000000.00
          7169.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-10-01
          
          3.000000
          1000000.00
          50174.42
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-02-01
          
          4.000000
          1047432.00
          1038601.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2043-05-01
          
          3.500000
          1075000.00
          102685.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-07-01
          
          5.000000
          1079396.00
          1131843.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          4.500000
          1100790.00
          692259.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          4.000000
          1119840.00
          618359.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-02-01
          
          3.500000
          1125000.00
          254371.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          4.500000
          1126684.00
          176750.57
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2030-10-01
          
          3.500000
          1214094.00
          285881.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          3.000000
          1300000.00
          494632.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-07-01
          
          5.000000
          1301924.00
          1358753.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-02-01
          
          3.000000
          1303780.00
          1204379.77
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-10-01
          
          1.500000
          1353498.00
          1172739.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-01-01
          
          2.500000
          1411706.00
          1265811.85
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2043-02-01
          
          3.500000
          1500000.00
          347440.41
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2037-05-01
          
          3.500000
          1504392.00
          1485556.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-02-01
          
          3.000000
          1640726.00
          1417715.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-02-01
          
          4.000000
          1647340.00
          1620265.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-01-01
          
          3.000000
          1670000.00
          1174367.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-06-01
          
          3.500000
          1672020.00
          486304.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-02-01
          
          3.000000
          1816212.00
          1672139.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          4.500000
          1926084.00
          478498.43
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-05-01
          
          5.000000
          1938254.00
          13806.41
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-08-01
          
          6.500000
          2000004.00
          6634.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.000000
          2225000.00
          238569.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-07-01
          
          2.000000
          2248000.00
          1217771.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.000000
          2571624.00
          2194489.55
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-03-01
          
          4.000000
          2800000.00
          494354.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          2.000000
          2831304.00
          2452996.55
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2035-10-01
          
          5.000000
          2859304.00
          61192.94
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-09-01
          
          7.000000
          2885000.00
          28276.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2027-11-01
          
          6.000000
          2910000.00
          20471.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2040-05-01
          
          2.500000
          2990000.00
          1161505.16
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-01-01
          
          1.500000
          3000000.00
          2172058.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          3.500000
          3072760.00
          2963779.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2031-05-01
          
          5.000000
          3102236.00
          270040.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-06-01
          
          2.500000
          3133184.00
          2575241.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2040-09-01
          
          2.500000
          3300000.00
          1795301.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.500000
          4271800.00
          573545.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          2.500000
          4378072.00
          3623811.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2042-08-01
          
          3.500000
          4567008.00
          891998.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          4.000000
          4684912.00
          4623006.17
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-07-20
          
          4.000000
          4751176.00
          675289.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          2.500000
          5287416.00
          4826056.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-03-01
          
          4.500000
          5599896.00
          1193491.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-01
          
          4.500000
          5666120.00
          1657670.27
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          5.000000
          5690728.00
          5827679.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-09-01
          
          5.000000
          5891472.00
          58866.90
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-07-01
          
          4.500000
          5965768.00
          6041073.89
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-04-15
          
          3.050000
          5971728.00
          5773251.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          5.000000
          6088504.00
          28999.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          3.500000
          6508896.00
          2415058.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2028-04-01
          
          6.000000
          6650000.00
          76869.03
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2045-12-01
          
          4.000000
          6882888.00
          1773738.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          4.500000
          7637880.00
          1620320.92
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-07-01
          
          5.500000
          7700176.00
          8026036.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          5.000000
          8111984.00
          1652153.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          8774430.00
          1614420.86
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-04-20
          
          4.000000
          9859840.00
          9908589.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2032-09-01
          
          3.500000
          10000000.00
          2498410.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          3.000000
          10152208.00
          9427853.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-06-01
          
          5.000000
          10864208.00
          1640339.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-06-01
          
          2.500000
          11424448.00
          9504479.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          3.500000
          15013584.00
          14413730.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2033-10-01
          
          5.000000
          25000000.00
          1047460.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-07-01
          
          4.000000
          25723456.00
          25371513.39
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2041-03-01
          
          4.000000
          29635136.00
          2631642.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2032-04-01
          
          7.000000
          37058432.00
          71781.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          2.500000
          48669200.00
          43609544.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2028-05-01
          
          5.000000
          60892736.00
          517683.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2038-12-01
          
          5.000000
          73310976.00
          997512.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2035-12-01
          
          5.000000
          73683584.00
          1257398.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2035-12-01
          
          5.000000
          84453000.00
          1116677.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          3.500000
          204060000.00
          27753282.21
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      240000000.00
      240000000.00
      0.1764
      N
      Y
      Y
      N
    
    
      Royal Bank of Canada
      Royal Bank of Canada 2.160
      78012U7F6
      549300HXQQQCCUBS2Z23
      US78012U7F64
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        (P)P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2023-07-03
      2023-07-03
      N
      N
      N
      0.0218
      4499044.38
      4499044.38
      0.0033
      N
      N
      N
      N
    
    
      Antalis SA
      Antalis SA 1.616
      03664BG59
      549300G2LM2ZKZ0X4Y50
      US03664BG591
      Asset Backed Commercial Paper
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-05
      2022-07-05
      2022-07-05
      N
      Y
      
        SOCIETE GENERALE SA
        1.0000
        
          Fitch - BR
          F1
        
        
          Moody's - BR
          P-1
        
        
          Standard & Poor's - BR
          A-1
        
      
      N
      0.0162
      9997787.50
      9997787.50
      0.0073
      N
      N
      Y
      N
    
    
      United States International Development Finance Corp. Variable Rate Notes
      United States International Development Finance Corp. Variable Rate Notes 1.600
      90376PAU5
      254900QI8QTIK0FY6E92
      US90376PAU57
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-07
      2022-07-07
      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
      0.0160
      4500000.00
      4500000.00
      0.0033
      N
      N
      Y
      N
    
    
      Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates
      Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 1.830
      60700HDC0
      US60700HDC07
      Tender Option Bond
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-08-04
      2022-08-04
      2024-04-30
      Y
      
        TAXABLE TENDER OPTION BOND SERIES 2020-MIZ9023 TRUST
        1.0000
        35
        N
        
          Fitch - BR
          NR
        
        
          Moody's - BR
          NR
        
        
          Standard & Poor's - BR
          NR
        
      
      N
      N
      0.0091
      30035000.00
      30035000.00
      0.0221
      N
      N
      N
      N
    
    
      Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates
      Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 1.990
      60700HEN5
      US60700HEN52
      Tender Option Bond
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-09-28
      2022-09-28
      2045-02-01
      Y
      
        MIZUHO BANK LTD
        1.0000
        90
        N
        
          Fitch - BR
          F1
        
        
          Moody's - BR
          P-1
        
        
          Standard & Poor's - BR
          A-1
        
      
      N
      N
      0.0091
      25000000.00
      25000000.00
      0.0184
      N
      N
      N
      N
    
    
      Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates
      Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 1.840
      60700HEA3
      US60700HEA32
      Tender Option Bond
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-08-04
      2022-08-04
      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
      0.0091
      13630000.00
      13630000.00
      0.0100
      N
      N
      N
      N
    
    
      Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates
      Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 1.840
      60700HFL8
      US60700HFL87
      Tender Option Bond
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-08-04
      2022-08-04
      2025-02-01
      Y
      
        MIZUHO BANK LTD
        1.0000
        35
        N
        
          Fitch - BR
          F1
        
        
          Moody's - BR
          P-1
        
        
          Standard & Poor's - BR
          A-1
        
      
      N
      N
      0.0091
      9000000.00
      9000000.00
      0.0066
      N
      N
      N
      N
    
    
      Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates
      Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 1.840
      60700HFS3
      US60700HFS31
      Tender Option Bond
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-08-04
      2022-08-04
      2058-06-15
      Y
      
        MIZUHO BANK LTD
        1.0000
        35
        N
        
          Fitch - BR
          F1
        
        
          Moody's - BR
          P-1
        
        
          Standard & Poor's - BR
          A-1
        
      
      N
      N
      0.0091
      9345000.00
      9345000.00
      0.0069
      N
      N
      N
      N
    
    
      United States International Development Finance Corp. Variable Rate Notes
      United States International Development Finance Corp. Variable Rate Notes 1.600
      90376PBR1
      254900QI8QTIK0FY6E92
      US90376PBR10
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-07
      2022-07-07
      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
      0.0160
      12876562.56
      12876562.56
      0.0095
      N
      N
      Y
      N
    
    
      Abag Finance Authority for Nonprofit Corp., Tender Option Bond Trust Receipts/Certificates
      Abag Finance Authority for Nonprofit Corp., Tender Option Bond Trust Receipts/Certificates 1.770
      88034XHX3
      US88034XHX30
      Tender Option Bond
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        NR
      
      2022-07-07
      2022-07-07
      2055-08-01
      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
      0.0091
      28325000.00
      28325000.00
      0.0208
      N
      N
      Y
      N
    
    
      Colorado Housing and Finance Authority
      Colorado Housing and Finance Authority 1.580
      196480RR0
      5493005GIROYQAWBMC18
      US196480RR05
      Variable Rate Demand Note
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        VMIG1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-07
      2022-07-07
      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
      0.0158
      9485000.00
      9485000.00
      0.0070
      N
      N
      Y
      N
    
    
      Taxable Series 2021-XFT1210, Tender Option Bond Trust Receipts/Certificates
      Taxable Series 2021-XFT1210, Tender Option Bond Trust Receipts/Certificates 1.770
      88034XUT7
      US88034XUT70
      Tender Option Bond
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-07
      2022-07-07
      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
      0.0091
      2615000.00
      2615000.00
      0.0019
      N
      N
      Y
      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
      0.0158
      24992636.00
      24992636.00
      0.0184
      N
      N
      Y
      N
    
    
      Goldman Sachs Bank
      Goldman Sachs Bank 1.680
      40054PFX8
      KD3XUN7C6T14HNAYLU02
      US40054PFX87
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-26
      2022-07-26
      N
      N
      N
      0.0169
      9999905.70
      9999905.70
      0.0073
      N
      N
      N
      N
    
    
      UBS AG
      UBS AG 1.932
      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
      0.0193
      11968950.36
      11968950.36
      0.0088
      N
      N
      N
      N
    
    
      Toyota Motor Credit Corp.
      Toyota Motor Credit Corp. 1.660
      89236TJL0
      Z2VZBHUMB7PWWJ63I008
      US89236TJL08
      Other Instrument
      Floating/Adjustable Rate Bank Note
      Y
      
        Fitch - BR
        A+
      
      
        Moody's - BR
        A1
      
      
        Standard & Poor's - BR
        A+
      
      2022-07-01
      2022-08-15
      2022-08-15
      N
      N
      N
      0.0220
      9192299.91
      9192299.91
      0.0068
      N
      N
      N
      N
    
    
      Standard Chartered Bank, New York
      Standard Chartered Bank, New York 1.700
      85325VP38
      RILFO74KP1CM8P6PCT96
      US85325VP383
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-09-02
      2022-09-02
      N
      N
      N
      0.0192
      7247196.50
      7247196.50
      0.0053
      N
      N
      N
      N
    
    
      Natixis SA, New York
      Natixis SA, New York 1.680
      63873QQK3
      2549003L5ZG5M2ZSE107
      US63873QQK30
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-08-05
      2022-08-05
      N
      N
      N
      0.0166
      12000284.76
      12000284.76
      0.0088
      N
      N
      N
      N
    
    
      Taxable Series 2021-XFT1246, Tender Option Bond Trust Receipts/Certificates
      Taxable Series 2021-XFT1246, Tender Option Bond Trust Receipts/Certificates 1.770
      88034YRS1
      US88034YRS18
      Tender Option Bond
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-07
      2022-07-07
      2047-11-15
      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
      0.0091
      6540000.00
      6540000.00
      0.0048
      N
      N
      Y
      N
    
    
      UBS AG
      UBS AG 1.680
      90276JNF9
      BFM8T61CT2L1QCEMIK50
      US90276JNF92
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-09-22
      2022-09-22
      N
      N
      N
      0.0180
      9997196.50
      9997196.50
      0.0073
      N
      N
      N
      N
    
    
      Goldman Sachs International
      Goldman Sachs International 2.266
      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
      0.0227
      5968507.50
      5968507.50
      0.0044
      N
      N
      N
      N
    
    
      Bank of Montreal, Chicago
      Bank of Montreal, Chicago 1.660
      06367CLF2
      NQQ6HPCNCCU6TUTQYE16
      US06367CLF22
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-09-21
      2022-09-21
      N
      N
      N
      0.0184
      9995896.40
      9995896.40
      0.0073
      N
      N
      N
      N
    
    
      Westpac Banking Corp.
      Westpac Banking Corp. 2.314
      9612C1KE6
      EN5TNI6CI43VEPAMHL14
      US9612C1KE62
      Financial Company Commercial Paper
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-10-14
      2022-10-14
      2022-10-14
      N
      N
      N
      0.0231
      4966624.70
      4966624.70
      0.0037
      N
      N
      N
      N
    
    
      Toronto-Dominion Bank, New York
      Toronto-Dominion Bank, New York 0.300
      89114WJG1
      PT3QB789TSUIDF371261
      US89114WJG15
      Certificate of Deposit
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-10-25
      2022-10-25
      2022-10-25
      N
      N
      N
      0.0237
      6953111.97
      6953111.97
      0.0051
      N
      N
      N
      N
    
    
      Nordea Bank Abp
      Nordea Bank Abp 2.311
      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
      0.0231
      5957380.14
      5957380.14
      0.0044
      N
      N
      N
      N
    
    
      Westpac Banking Corp.
      Westpac Banking Corp. 2.464
      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
      0.0246
      9916319.40
      9916319.40
      0.0073
      N
      N
      N
      N
    
    
      BlackRock Funds
      2022-07-07
      /s/Ann Frechette
      Ann Frechette
      Assistant Treasurer
    
  

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