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Australia & New Zealand Banking Group Ltd. 5.482 05253CZ82 JHE42UYNWWTJB8YTTU19 US05253CZ821 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-12-08 2023-12-08 2023-12-08 N N N 0.0548 3977301.32 3977301.32 0.0031 N N N N Chariot Funding LLC Chariot Funding LLC 5.401 15963UY26 549300EEWRNP448AMT79 US15963UY265 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-02 2023-11-02 2023-11-02 N Y JPMORGAN CHASE BANK NA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0540 19994082.60 19994082.60 0.0156 N N Y N Gotham Funding Corp. Gotham Funding Corp. 5.683 38346LAQ9 549300Z2ZR7VTUMRPR17 US38346LAQ95 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-01-24 2024-01-24 2024-01-24 N Y MUFG BANK LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0568 12830208.56 12830208.56 0.0100 N N N N Macquarie Bank Ltd. 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Macquarie Bank Ltd. 5.457 55607LY65 4ZHCHI4KYZG2WVRT8631 US55607LY656 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-06 2023-11-06 2023-11-06 N N N 0.0546 2577687.83 2577687.83 0.0020 N N Y N Bank of America NA Bank of America NA 5.440 06054R5W8 B4TYDEB6GKMZO031MB27 US06054R5W86 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2024-02-06 2024-02-06 2024-02-06 N N N 0.0575 3673278.81 3673278.81 0.0029 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 5.400 20272A2R6 MSFSBD3QN1GSN7Q6C537 US20272A2R66 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2024-02-16 2024-02-16 2024-02-16 N N N 0.0555 12990203.59 12990203.59 0.0102 N N N N Macquarie Bank Ltd. 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Westpac Banking Corp. 5.830 9612C43J8 EN5TNI6CI43VEPAMHL14 US9612C43J80 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-11-01 2024-04-19 2024-04-19 N N N 0.0569 3502338.84 3502338.84 0.0027 N N N N Toronto-Dominion Bank (The), New York Toronto-Dominion Bank (The), New York 5.810 89115BBL3 PT3QB789TSUIDF371261 US89115BBL36 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-11-01 2024-01-29 2024-01-29 N N N 0.0548 4003229.28 4003229.28 0.0031 N N N N Gotham Funding Corp. Gotham Funding Corp. 5.401 38346MY24 549300Z2ZR7VTUMRPR17 US38346MY248 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-02 2023-11-02 2023-11-02 N Y MUFG BANK LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0540 2999112.39 2999112.39 0.0023 N N Y N Credit Agricole Corporate & Investment Bank SA, New York Credit Agricole Corporate & Investment Bank SA, New York 5.690 22532XVC9 254900BN8XS34XZDJ223 US22532XVC90 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-01 2023-11-17 2023-11-17 N N N 0.0541 5000633.30 5000633.30 0.0039 N N N N ANZ New Zealand Int'l Ltd. 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National Australia Bank Ltd. 5.790 63254GXV2 F8SB4JFBSYQFRQEH3Z21 US63254GXV21 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-11-01 2024-02-02 2024-02-02 N N N 0.0568 7005370.54 7005370.54 0.0055 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 5.740 55380UJE8 C3GTMMZIHMY46P4OIX74 US55380UJE82 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-01 2023-11-10 2023-11-10 N N N 0.0540 4000303.16 4000303.16 0.0031 N N N N ING US Funding LLC ING US Funding LLC 5.412 4497W1Y83 US4497W1Y839 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-08 2023-11-08 2023-11-08 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0541 4994075.85 4994075.85 0.0039 N N N N DZ Bank AG, New York DZ Bank AG, New York 5.400 23344J6P5 529900HNOAA1KXQJUQ27 US23344J6P51 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-09 2023-11-09 2023-11-09 N N N 0.0524 4000020.40 4000020.40 0.0031 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 5.400 13606KWK8 549300H8L46OOZOFHU82 US13606KWK86 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2024-02-08 2024-02-08 2024-02-08 N N N 0.0556 2997489.18 2997489.18 0.0023 N N N N Natixis SA, New York Natixis SA, New York 5.700 63873QH56 2549003L5ZG5M2ZSE107 US63873QH567 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-12-01 2023-12-01 2023-12-01 N N N 0.0534 3000586.53 3000586.53 0.0023 N N N N Royal Bank of Canada Royal Bank of Canada 5.910 78016LAG6 549300HXQQQCCUBS2Z23 US78016LAG68 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-11-01 2024-05-23 2024-05-23 N N N 0.0579 7008503.60 7008503.60 0.0055 N N N N Royal Bank of Canada Royal Bank of Canada 6.030 78016LAB7 549300HXQQQCCUBS2Z23 US78016LAB71 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-11-01 2023-12-07 2023-12-07 N N N 0.0559 8004009.20 8004009.20 0.0063 N N N N Westpac Banking Corp., New York Westpac Banking Corp., New York 5.900 96130ATZ1 EN5TNI6CI43VEPAMHL14 US96130ATZ11 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-11-01 2024-05-22 2024-05-22 N N N 0.0570 4004398.96 4004398.96 0.0031 N N N N Credit Industriel et Commercial, New York Credit Industriel et Commercial, New York 5.600 22536WBU9 N4JDFKKH2FTD8RKFXO39 US22536WBU99 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-27 2023-11-27 2023-11-27 N N N 0.0533 6000633.96 6000633.96 0.0047 N N N N Toronto-Dominion Bank (The), New York Toronto-Dominion Bank (The), New York 5.820 89115BHG8 PT3QB789TSUIDF371261 US89115BHG86 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2024-05-24 2024-05-24 2024-05-24 N N N 0.0583 4995713.45 4995713.45 0.0039 N N N N Swedbank AB, New York Swedbank AB, New York 5.600 87019WMC6 M312WZV08Y7LYUC71685 US87019WMC63 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-12-01 2023-12-01 2023-12-01 N N N 0.0530 5000715.20 5000715.20 0.0039 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 5.830 85325VFW5 RILFO74KP1CM8P6PCT96 US85325VFW54 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-01 2024-01-02 2024-01-02 N N N 0.0547 6003789.66 6003789.66 0.0047 N N N N Citibank NA Citibank NA 5.800 17330QCU9 E57ODZWZ7FF32TWEFA76 US17330QCU94 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-03-04 2024-03-04 2024-03-04 N N N 0.0569 2999696.46 2999696.46 0.0023 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 5.600 13606KWZ5 549300H8L46OOZOFHU82 US13606KWZ55 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-12-01 2023-12-01 2023-12-01 N N N 0.0534 3000325.05 3000325.05 0.0023 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 5.820 06367DA39 NQQ6HPCNCCU6TUTQYE16 US06367DA399 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2024-05-28 2024-05-28 2024-05-28 N N N 0.0581 999201.75 999201.75 0.0008 N N N N BPCE SA BPCE SA 5.509 05571CZ79 9695005MSX1OYEMGDF46 US05571CZ792 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-12-07 2023-12-07 2023-12-07 N N N 0.0551 4972232.85 4972232.85 0.0039 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 5.810 05253MUQ5 JHE42UYNWWTJB8YTTU19 US05253MUQ58 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-11-01 2024-04-02 2024-04-02 N N N 0.0578 2501868.08 2501868.08 0.0020 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 5.402 05253CY83 JHE42UYNWWTJB8YTTU19 US05253CY832 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-11-08 2023-11-08 2023-11-08 N N N 0.0540 9988173.90 9988173.90 0.0078 N N N N Old Line Funding LLC Old Line Funding LLC 5.431 67983UYH0 5493004QSN8OZAIU2J90 US67983UYH03 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-11-17 2023-11-17 2023-11-17 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0543 7979816.56 7979816.56 0.0062 N N N N Bank of America NA Bank of America NA 5.750 06052T3W8 B4TYDEB6GKMZO031MB27 US06052T3W88 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2024-01-09 2024-01-09 2024-01-09 N N N 0.0552 7001294.16 7001294.16 0.0055 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 5.810 63254GYU3 F8SB4JFBSYQFRQEH3Z21 US63254GYU39 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-11-01 2024-04-12 2024-04-12 N N N 0.0580 3001986.24 3001986.24 0.0023 N N N N Old Line Funding LLC Old Line Funding LLC 5.690 67984RMZ9 5493004QSN8OZAIU2J90 US67984RMZ90 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-11-01 2024-01-08 2024-01-08 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0547 8003276.96 8003276.96 0.0062 N N N N Westpac Banking Corp. Westpac Banking Corp. 5.810 9612C43Y5 EN5TNI6CI43VEPAMHL14 US9612C43Y57 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-11-01 2024-04-19 2024-04-19 N N N 0.0569 4002298.56 4002298.56 0.0031 N N N N Bank of America NA Bank of America NA 5.630 06050FGJ5 B4TYDEB6GKMZO031MB27 US06050FGJ57 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-01 2023-12-14 2023-12-14 N N N 0.0547 4000763.28 4000763.28 0.0031 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 5.830 65558UY22 529900ODI3047E2LIV03 US65558UY221 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-11-01 2024-04-18 2024-04-18 N N N 0.0567 7005170.97 7005170.97 0.0055 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 5.740 60710TFW6 RB0PEZSDGCO3JS6CEU02 US60710TFW62 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-01 2024-01-31 2024-01-31 N N N 0.0551 7004108.44 7004108.44 0.0055 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 5.620 55380UL54 C3GTMMZIHMY46P4OIX74 US55380UL542 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-01 2023-11-01 2023-11-01 N N N 0.0528 7500053.55 7500053.55 0.0059 N Y Y N HSBC Bank plc HSBC Bank plc 5.730 40433FTP4 MP6I5ZYZBEU3UXPYFY54 US40433FTP44 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-01 2024-01-26 2024-01-26 N N N 0.0569 3001238.97 3001238.97 0.0023 N N N N Citibank NA Citibank NA 5.800 17330QEN3 E57ODZWZ7FF32TWEFA76 US17330QEN34 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-02-26 2024-02-26 2024-02-26 N N N 0.0567 1450233.39 1450233.39 0.0011 N N N N Natixis SA Natixis SA 5.780 63873JB74 2549003L5ZG5M2ZSE107 US63873JB748 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-02-07 2024-02-07 2024-02-07 N N N 0.0578 4922826.75 4922826.75 0.0038 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 5.690 55607NSP6 4ZHCHI4KYZG2WVRT8631 US55607NSP68 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-01 2024-02-16 2024-02-16 N N N 0.0577 9002495.70 9002495.70 0.0070 N N N N Mackinac Funding Co. LLC Mackinac Funding Co. 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LLC Columbia Funding Co. 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Macquarie Bank Ltd. 5.855 55607KC12 4ZHCHI4KYZG2WVRT8631 US55607KC126 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-03-01 2024-03-01 2024-03-01 N N N 0.0586 9808055.60 9808055.60 0.0077 N N N N UBS AG UBS AG 5.936 90351WEX9 BFM8T61CT2L1QCEMIK50 US90351WEX92 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-05-31 2024-05-31 2024-05-31 N N N 0.0594 3865526.00 3865526.00 0.0030 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 5.900 13606KC79 549300H8L46OOZOFHU82 US13606KC798 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2024-06-13 2024-06-13 2024-06-13 N N N 0.0583 6651142.60 6651142.60 0.0052 N N N N Bank of Nova Scotia (The), Houston Bank of Nova Scotia (The), Houston 5.780 06417M4B8 L3I9ZG2KFGXZ61BMYR72 US06417M4B82 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-01 2024-06-03 2024-06-03 N N N 0.0570 6002397.06 6002397.06 0.0047 N N N N Credit Industriel et Commercial, New York Credit Industriel et Commercial, New York 5.680 22536WCV6 N4JDFKKH2FTD8RKFXO39 US22536WCV63 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-01 2024-04-08 2024-04-08 N N N 0.0561 5001219.75 5001219.75 0.0039 N N N N Bank of America NA Bank of America NA 5.560 06051WDA9 B4TYDEB6GKMZO031MB27 US06051WDA99 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-12-04 2023-12-04 2023-12-04 N N N 0.0542 8000679.92 8000679.92 0.0062 N N N N Westpac Banking Corp. Westpac Banking Corp. 5.780 9612C44D0 EN5TNI6CI43VEPAMHL14 US9612C44D02 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-11-01 2024-07-22 2024-07-22 N N N 0.0590 6000906.12 6000906.12 0.0047 N N N N Swedbank AB Swedbank AB 5.671 87019RCE4 M312WZV08Y7LYUC71685 US87019RCE45 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2024-03-14 2024-03-14 2024-03-14 N N N 0.0567 3917822.52 3917822.52 0.0031 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 5.694 69034AAK8 5493007O3QFXCPOGWK22 US69034AAK88 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2024-01-19 2024-01-19 2024-01-19 N N N 0.0569 2963024.43 2963024.43 0.0023 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 5.660 63254GZC2 F8SB4JFBSYQFRQEH3Z21 US63254GZC22 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-11-01 2024-04-19 2024-04-19 N N N 0.0579 6000191.10 6000191.10 0.0047 N N N N Britannia Funding Co. LLC Britannia Funding Co. LLC 5.522 11042MZ76 549300X2ZBE7GS6QP587 US11042MZ761 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2023-12-07 2023-12-07 2023-12-07 N Y BARCLAYS BANK PLC 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0552 1988866.42 1988866.42 0.0016 N N N N Bank of Montreal Bank of Montreal 5.813 06369LD36 NQQ6HPCNCCU6TUTQYE16 US06369LD368 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2024-04-03 2024-04-03 2024-04-03 N N N 0.0581 2927731.26 2927731.26 0.0023 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 5.711 69034AAP7 5493007O3QFXCPOGWK22 US69034AAP75 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2024-01-23 2024-01-23 2024-01-23 N N N 0.0571 6909189.91 6909189.91 0.0054 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 5.803 63254EDF4 F8SB4JFBSYQFRQEH3Z21 US63254EDF43 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2024-04-15 2024-04-15 2024-04-15 N N N 0.0580 6331878.15 6331878.15 0.0049 N N N N Mackinac Funding Co. LLC Mackinac Funding Co. LLC 5.813 55458EC65 549300DSZ0UOZX6UNF02 US55458EC655 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2024-03-06 2024-03-06 2024-03-06 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0581 7841409.92 7841409.92 0.0061 N N N N Mackinac Funding Co. LLC Mackinac Funding Co. 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Collateralized Mortgage Obligation GNRA 2015-17O AI 2065-07-20 0.579760 40487165.00 555329.74 Agency Collateralized Mortgage Obligation GNRA 2015-22O CI 2065-09-20 0.271510 56064877.00 801444.82 Agency Collateralized Mortgage Obligation GNRA 2015-25O BI 2065-10-20 0.147320 63327015.00 1057272.39 Agency Collateralized Mortgage Obligation GNRA 2015-32O AI 2065-12-20 0.023330 82176408.00 1104565.90 Agency Collateralized Mortgage Obligation GNRA 2016-2O BI 2065-11-20 0.135890 36276100.00 631381.61 Agency Collateralized Mortgage Obligation GNRA 2017-3O DI 2066-12-20 0.165540 36772864.00 687328.86 Agency Collateralized Mortgage Obligation GNRA 2016-4O DI 2066-01-20 0.073630 59930751.00 683160.88 Agency Collateralized Mortgage Obligation GNRA 2016-6O HI 2066-02-20 2.049290 48994200.00 739608.92 Agency Collateralized Mortgage Obligation GNRA 2016-9O NI 2066-03-20 0.055580 56276897.00 687534.65 Agency Collateralized Mortgage Obligation GNRA 2017-5O CI 2067-02-20 0.090030 26450000.00 674943.35 Agency Collateralized Mortgage Obligation GNRA 2017-6O BI 2067-02-20 0.014840 47207427.00 628129.66 Agency Collateralized Mortgage Obligation GNRA 2016-4O AI 2066-06-20 0.397550 40272922.00 547830.31 Agency Collateralized Mortgage Obligation GNRA 2017-6O KI 2066-11-20 0.073910 25125785.00 532106.42 Agency Collateralized Mortgage Obligation GNRA 2016-7O BI 2066-08-20 0.002990 50000001.00 583332.50 Agency Collateralized Mortgage Obligation GNRA 2017-7O GI 2067-02-20 1.400940 121565875.00 718584.88 Agency Collateralized Mortgage Obligation GNRA 2016-19O IO 2066-08-20 1.689360 96882694.00 749205.58 Agency Collateralized Mortgage Obligation GNRM 2012-041 IP 2041-08-20 4.000000 48160410.00 560564.13 Agency Collateralized Mortgage Obligation GNRM 2015-139 EI 2045-09-20 5.500000 33544850.00 1159345.15 Agency Collateralized Mortgage Obligation GNRA 2017-069 IO 2059-07-16 0.710100 62190881.00 604237.81 Agency Collateralized Mortgage Obligation GNRA 2016-114 ST 2046-08-20 0.596410 27864957.00 574497.24 Agency Collateralized Mortgage Obligation GNRM 2016-116 GI 2044-11-20 3.500000 25869999.00 650616.28 Agency Collateralized Mortgage Obligation GNRM 2016-56 LI 2046-11-20 4.000000 39597334.00 1508220.71 Agency Collateralized Mortgage Obligation GNRM 2016-64 IO 2046-12-20 6.500000 34438384.00 1167380.38 Agency Collateralized Mortgage Obligation GNRA 2017-56 SL 2047-10-20 0.746410 44389763.00 1064670.22 Agency Collateralized Mortgage Obligation GNRA 2017-57 IO 2059-12-16 0.503620 86465149.00 664492.91 Agency Collateralized Mortgage Obligation GNRA 2018-009 IO 2060-01-16 0.443310 117376507.00 1831118.57 Agency Collateralized Mortgage Obligation GNRA 2018-7O KI 2068-04-20 2.731470 50590001.00 1307122.60 Agency Collateralized Mortgage Obligation GNRA 2018-3O CI 2068-07-20 1.896340 43042938.00 667145.17 Agency Collateralized Mortgage Obligation GNRA 2019-18O ID 2069-10-20 1.712440 51548315.00 531189.81 Agency Collateralized Mortgage Obligation GNRA 2018-7O DI 2068-09-20 0.766960 68484933.00 1438262.60 Agency Collateralized Mortgage Obligation GNRA 2019-2O GI 2068-12-20 0.003280 37253678.00 638297.21 Agency Collateralized Mortgage Obligation GNRA 2019-077 IO 2061-04-16 0.731170 50000000.00 774566.02 Agency Collateralized Mortgage Obligation GNRA 2020-028 IO 2061-11-16 0.820220 12000000.00 515297.68 Agency Collateralized Mortgage Obligation GNRA 2019-114 IO 2061-02-16 1.077550 103314937.00 2342449.38 Agency Collateralized Mortgage Obligation GNRA 2020-073 IO 2062-03-16 1.249390 91328327.00 3244065.70 Agency Collateralized Mortgage Obligation GNRA 2020-089 IA 2062-04-16 1.165780 24880061.00 1593335.17 Agency Collateralized Mortgage Obligation GNRA 2020-12O JI 2069-08-20 2.201640 14635149.00 578376.01 Agency Collateralized Mortgage Obligation GNRA 2020-194 IO 2062-06-16 1.081490 27536500.00 1500149.77 Agency Collateralized Mortgage Obligation GNRA 2021-123 IA 2061-06-16 0.100000 142592741.00 514254.06 Agency Collateralized Mortgage Obligation GNRA 2019-44 ST 2049-04-20 0.596410 45523277.00 1105230.66 Agency Collateralized Mortgage Obligation GNRM 2019-142 MI 2049-11-20 3.500000 18715821.00 1640027.99 Agency Collateralized Mortgage Obligation GNRM 2019-151 IM 2049-12-20 4.500000 28907790.00 1471391.18 Agency Collateralized Mortgage Obligation GNRA 2020-055 AS 2050-04-20 0.596410 23756100.00 748776.72 Agency Collateralized Mortgage Obligation GNRM 2020-188 QI 2050-10-20 3.000000 14293000.00 1328697.15 Agency Collateralized Mortgage Obligation GNRM 2020-167 IG 2050-11-20 3.000000 6140000.00 552847.91 Agency Collateralized Mortgage Obligation GNRM 2020-183 IC 2037-01-20 6.000000 9536654.00 664094.59 Agency Collateralized Mortgage Obligation GNRM 2021-008 GI 2051-01-20 2.500000 15292400.00 1383030.51 Agency Collateralized Mortgage Obligation GNRM 2021-049 PI 2051-01-20 2.500000 13000000.00 1338021.27 Agency Collateralized Mortgage Obligation GNRM 2021-089 IL 2051-05-20 4.500000 7226750.00 856060.18 Agency Collateralized Mortgage Obligation GNRM 2021-066 YI 2051-04-20 2.000000 12984250.00 697210.10 Agency Collateralized Mortgage Obligation GNRM 2021-081 IE 2051-05-20 3.000000 8680085.00 873299.52 Agency Collateralized Mortgage Obligation GNRM 2021-116 IN 2047-11-20 3.500000 10564485.00 1383299.12 Agency Collateralized Mortgage Obligation GNRA 2021-16O EI 2071-08-20 0.382410 9457600.00 322377.00 Agency Collateralized Mortgage Obligation GNRA 2022-11O IH 2072-05-20 0.908140 14611749.00 746520.08 Agency Collateralized Mortgage Obligation GNRM 2021-161 IE 2051-09-20 5.000000 26656972.00 1284574.01 Agency Collateralized Mortgage Obligation GNRA 2021-214 IX 2051-12-20 3.500000 17175253.00 1262182.42 Agency Collateralized Mortgage Obligation GNRA 2021-214 IQ 2051-12-20 2.500000 9434144.00 1310180.70 Agency Collateralized Mortgage Obligation GNRM 2022-018 PI 2052-01-20 3.000000 8083332.00 658775.39 Agency Collateralized Mortgage Obligation GNRM 2022-204 ID 2052-02-20 4.000000 39432632.00 6853816.27 Agency Collateralized Mortgage Obligation GNRM 2022-204 IO 2052-04-20 3.500000 20647923.00 2765240.85 Agency Collateralized Mortgage Obligation GNRM 2022-034 KI 2052-02-20 3.500000 9564570.00 663747.30 Agency Collateralized Mortgage Obligation GNRM 2022-022 IL 2050-12-20 3.500000 16834443.00 2024495.77 Agency Collateralized Mortgage Obligation GNRM 2022-060 IY 2052-02-20 3.000000 15287909.00 1728935.65 Agency Collateralized Mortgage Obligation GNRM 2022-076 DI 2052-04-20 4.000000 5451500.00 632965.03 Agency Collateralized Mortgage Obligation GNRA 2023-043 SD 2053-03-20 0.778690 18224996.00 885588.74 Agency Collateralized Mortgage Obligation GNRA 2023-065 HS 2053-05-20 0.828690 22931279.00 1276003.83 Agency Collateralized Mortgage Obligation GNRA 2023-066 US 2053-05-20 2.071720 1081000.00 791766.59 Agency Collateralized Mortgage Obligation GNRA 2023-083 SL 2053-06-20 0.678690 25000000.00 687199.81 Agency Collateralized Mortgage Obligation Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-11-01 2023-11-01 2023-11-01 N N N 0.0530 120000000.00 120000000.00 0.0937 N Y Y N Hydro-Quebec Hydro-Quebec 5.435 44881MZ63 6THEVG93PYJH84S4D167 US44881MZ631 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-12-06 2023-12-06 2023-12-06 N N N 0.0544 9946680.00 9946680.00 0.0078 N N N N Britannia Funding Co. LLC Britannia Funding Co. LLC 5.493 11042MYU6 549300X2ZBE7GS6QP587 US11042MYU60 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-28 2023-11-28 2023-11-28 N Y BARCLAYS BANK PLC 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0549 14937057.00 14937057.00 0.0117 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 5.310 ZBUT11V806EZRVTWT807 BRYRCW745 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-07-20 6.000000 39808.00 39285.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2031-05-20 2.500000 53713.00 48058.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2038-02-20 5.000000 155721.00 135491.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2038-02-20 5.000000 161318.00 145544.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-09-20 4.500000 252079.00 221395.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-03-20 5.000000 666185.00 608358.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-09-20 4.000000 1000000.00 509414.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-11-20 5.000000 2028492.00 1872878.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-08-20 5.500000 2113816.00 2027216.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-08-20 5.500000 2141524.00 2053117.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-11-20 4.500000 2933036.00 2756842.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-08-20 6.000000 5223064.00 5103520.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-08-20 5.500000 7886096.00 7556238.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-09-20 3.500000 50919488.00 43479103.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-12-20 6.000000 94259709.00 86443535.31 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-01 2023-11-01 2023-11-01 N N N 0.0531 150000000.00 150000000.00 0.1172 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 5.310 549300HN4UKV1E2R3U73 BRYRCW6S3 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 2026-06-30 0.875000 95930500.00 86700028.19 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2023-11-01 2023-11-01 2023-11-01 N N N 0.0531 85000000.00 85000000.00 0.0664 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 5.300 MBNUM2BPBDO7JBLYG310 BRYRCW604 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 2025-07-15 3.000000 2013800.00 1961733.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.250000 69425100.00 64338328.61 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-11-01 2023-11-01 2023-11-01 N N N 0.0530 65000000.00 65000000.00 0.0508 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 5.310 FOR8UP27PHTHYVLBNG30 BRYRCW6U8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF AB7277 C 2042-11-20 3.500000 795000.00 114975.99 Agency Mortgage-Backed Securities GNII JM MA6030 M 2049-07-20 3.500000 449985.00 16061.77 Agency Mortgage-Backed Securities GNII SF MA9108 M 2053-07-20 6.500000 54563328.00 54487281.94 Agency Mortgage-Backed Securities GNII SF BA3967 C 2047-04-20 4.500000 1006066.00 93356.83 Agency Mortgage-Backed Securities GNII RG CO9609 C 2048-04-20 3.500000 1688990.00 1396852.05 Agency Mortgage-Backed Securities GNII RG CP2327 C 2047-10-20 3.500000 2518912.00 1849743.67 Agency Mortgage-Backed Securities GNII SF BM5458 C 2049-07-20 4.000000 154000.00 31744.12 Agency Mortgage-Backed Securities GNPL PN CL2746 2057-08-15 3.610000 5500000.00 4630310.16 Agency Mortgage-Backed Securities GNMI SF AE7511 X 2043-06-15 3.000000 2753804.00 390180.30 Agency Mortgage-Backed Securities GNMI SF 737011 X 2040-02-15 5.000000 2250000.00 193919.12 Agency Mortgage-Backed Securities GNMI SF 739794 X 2040-05-15 5.000000 40000.00 5452.20 Agency Mortgage-Backed Securities GNMI SF 546765 X 2040-04-15 4.500000 2019280.00 72695.20 Agency Mortgage-Backed Securities GNMI SP 784398 X 2047-08-15 4.500000 81000.00 10491.68 Agency Mortgage-Backed Securities GNMI SF 759228 X 2041-02-15 4.000000 24450000.00 1014651.64 Agency Mortgage-Backed Securities 2 1/4 NOTE B 27 2027-02-15 2.250000 1843000.00 1707111.70 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 2027-07-31 0.375000 39952200.00 33918918.40 U.S. Treasuries (including strips) 2 1/2 NOTE BA 24 2024-04-30 2.500000 233000.00 229559.99 U.S. Treasuries (including strips) TINT 08/15/49 2049-08-15 0.000000 7024949.97 1836694.24 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2023-11-01 2023-11-01 2023-11-01 N N N 0.0531 100000000.00 100000000.00 0.0781 N Y Y N BlackRock Funds 2023-11-06 /s/Chuck Pulsfort Chuck Pulsfort Assistant Treasurer