N-MFP2 0000844779 XXXXXXXX 2023-11-30 0000844779 549300OZUEVJZHOBFP42 S000065181 8 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 N 38 49 770126228.79 811750939.75 773758699.35 766432521.09 830834628.19 845243985.27 800427640.05 817313549.24 0.5984 0.6286 0.6020 0.5915 0.6456 0.6546 0.6228 0.6308 64009791.71 1217997869.07 624512000.00 4372947.81 11033828.64 1275346779.95 1274869633.79 0.0554 1.0003 1.0003 1.0003 1.0003 C000211011 2000000.00 505543757.10 505365970.41 1.0002 1.0003 1.0003 1.0003 8791656.57 5094720.31 6121019.65 5083211.31 11341618.62 8314451.60 7017381.95 3271757.73 35234026.61 34422134.05 0.0534 Y BlackRock Advisors, LLC, Administration Fees, 19560.80; BlackRock Advisors, LLC, Transfer Agent Fees, 59.70; C000211010 1000.00 1597594.63 1596931.03 1.0003 1.0003 1.0004 1.0004 746.28 104.89 500034.44 0.48 616025.89 0.18 60025.00 0.00 1176831.61 105.55 0.0509 Y BlackRock Advisors, LLC, Administration Fees, 42.10; BlackRock Advisors, LLC, Transfer Agent Fees, 37.50; C000235877 2000000.00 506420.74 506246.91 1.0002 1.0003 1.0003 1.0003 2276.62 0.00 0.00 0.00 0.00 0.01 0.00 0.00 2276.61 0.00 0.0534 Y BlackRock Advisors, LLC, Administration Fees, 19.45; BlackRock Advisors, LLC, Transfer Agent Fees, 8.10; C000211009 1000000.00 742244478.79 741956113.30 1.0003 1.0003 1.0003 1.0003 2541911.29 0.00 499994.49 0.00 0.00 10000015.04 0.00 0.00 3041890.74 10000000.00 0.0540 Y BlackRock Advisors, LLC, Administration Fees, 28574.02; BlackRock Advisors, LLC, Transfer Agent Fees, 6.90; C000234052 2000000.00 52949.96 52931.21 1.0003 1.0003 1.0003 1.0003 238.26 0.00 0.00 0.00 0.00 0.00 0.00 0.00 238.26 0.00 0.0534 Y BlackRock Advisors, LLC, Administration Fees, 2.10; BlackRock Advisors, LLC, Transfer Agent Fees, 2.10; C000223513 2000000.00 25165861.00 25155806.28 1.0003 1.0003 1.0003 1.0003 113152.29 0.00 0.00 1.22 0.00 0.51 0.00 0.00 113149.52 0.00 0.0534 Y BlackRock Advisors, LLC, Administration Fees, 963.84; BlackRock Advisors, LLC, Transfer Agent Fees, 9.60; C000231608 2000000.00 52940.79 52922.23 1.0002 1.0003 1.0003 1.0003 238.24 0.00 0.00 0.00 0.00 0.00 0.00 0.00 238.24 0.00 0.0534 Y BlackRock Advisors, LLC, Administration Fees, 2.10; BlackRock Advisors, LLC, Transfer Agent Fees, 2.10; C000231609 2000000.00 182776.94 182712.42 1.0003 1.0003 1.0003 1.0003 821.55 0.00 1.07 1.07 0.00 0.00 0.00 0.00 822.62 1.07 0.0534 Y BlackRock Advisors, LLC, Administration Fees, 6.91; BlackRock Advisors, LLC, Transfer Agent Fees, 5.70; Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 5.330 MBNUM2BPBDO7JBLYG310 BRYSPNEC3 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 2026-04-30 0.750000 139256300.00 127500023.01 U.S. Treasuries (including strips) 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 0.0533 125000000.00 125000000.00 0.0980 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 5.320 549300HN4UKV1E2R3U73 BRYSPNCL5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA_23-53J 2053-11-25 0.000000 249925.00 563.84 Agency Collateralized Mortgage Obligation GNMA_15-H03A 2064-12-20 1.438380 500000.00 1391.03 Agency Collateralized Mortgage Obligation GNMA_18-H05D 2068-03-20 0.195020 628035.00 9894.63 Agency Collateralized Mortgage Obligation GNMA_17-H25A 2067-12-20 0.388680 1155000.00 12972.82 Agency Collateralized Mortgage Obligation GNMA_14-187 2056-05-16 0.616560 1517148.00 8098.24 Agency Collateralized Mortgage Obligation GNMA_17-H22D 2067-10-20 1.042590 1583698.00 20285.68 Agency Collateralized Mortgage Obligation GNMA_14-H12 2064-05-20 1.531430 3281000.00 39605.93 Agency Collateralized Mortgage Obligation GNMA_15-H03D 2065-01-20 0.083280 4110000.00 57127.77 Agency Collateralized Mortgage Obligation GNMA_16-H21 2066-09-20 0.773100 4951000.00 84417.25 Agency Collateralized Mortgage Obligation FHLMC_5353D 2053-11-25 0.175250 6436912.00 5907677.90 Agency Collateralized Mortgage Obligation FHLMC_5338E 2053-09-25 1.828140 7692304.00 6731386.23 Agency Collateralized Mortgage Obligation GNMA_23-107A 2053-07-20 1.562330 7692304.00 6719768.43 Agency Collateralized Mortgage Obligation FHLMC_5338J 2053-09-25 1.138140 7914368.00 6786627.51 Agency Collateralized Mortgage Obligation FHLMC_4886B 2042-03-15 0.561480 8937808.00 265135.90 Agency Collateralized Mortgage Obligation FHLMC_5368A 2053-12-25 0.000000 9092192.00 7194751.54 Agency Collateralized Mortgage Obligation GNMA_20-H06C 2068-02-20 0.001350 9147088.00 252234.30 Agency Collateralized Mortgage Obligation GNMA_23-116G 2053-08-20 1.424790 13240016.00 11834697.87 Agency Collateralized Mortgage Obligation GNMA_21-146E 2051-08-20 4.500000 15286528.00 1661710.05 Agency Collateralized Mortgage Obligation GNMA_22-H02A 2072-01-20 0.700060 23228128.00 83167.05 Agency Collateralized Mortgage Obligation GNMA_19-H15H 2069-09-20 0.037810 24500000.00 629185.49 Agency Collateralized Mortgage Obligation GNMA_18-H13A 2068-07-20 1.314770 24598688.00 86491.57 Agency Collateralized Mortgage Obligation FHLMC_4706A 2047-08-15 4.000000 24905120.00 1141370.65 Agency Collateralized Mortgage Obligation GNMA_11-13 2041-01-20 0.505990 30000000.00 236695.07 Agency Collateralized Mortgage Obligation GNMA_22-153G 2052-09-20 1.174930 32521152.00 2539487.13 Agency Collateralized Mortgage Obligation FNMA_21-2E 2051-02-25 3.500000 33838656.00 2944774.66 Agency Collateralized Mortgage Obligation FHLMC_5228C 2051-01-25 4.500000 35000000.00 4860682.99 Agency Collateralized Mortgage Obligation GNMA_20-H12E 2070-07-20 0.039690 41936256.00 913335.80 Agency Collateralized Mortgage Obligation GNMA_22-103J 2050-07-20 1.079890 43571392.00 30423016.06 Agency Collateralized Mortgage Obligation GNMA_20-H01A 2070-01-20 0.011350 45679200.00 1409023.76 Agency Collateralized Mortgage Obligation GNMA_21-161E 2051-09-20 3.500000 48427328.00 6625300.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H14 2060-07-20 1.439040 50003907.00 1784.43 Agency Collateralized Mortgage Obligation FHLMC_5158 2049-01-25 4.500000 51000000.00 8400465.95 Agency Collateralized Mortgage Obligation FHLMC_5040L 2050-11-25 2.500000 52642100.00 5042036.39 Agency Collateralized Mortgage Obligation GNMA_20-H13A 2070-08-20 0.180610 69959680.00 2389444.30 Agency Collateralized Mortgage Obligation FNMA_10-123 2040-11-25 0.577430 89999700.00 322112.14 Agency Collateralized Mortgage Obligation GNMA_15-130 2057-07-16 0.703860 100888000.00 970756.27 Agency Collateralized Mortgage Obligation GNMA_22-188D 2052-01-20 0.000000 108223744.00 1981857.06 Agency Collateralized Mortgage Obligation GNMA_16-142 2058-09-16 0.774790 160000000.00 2160666.59 Agency Collateralized Mortgage Obligation Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 115000000.00 115000000.00 0.0902 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 5.320 ZBUT11V806EZRVTWT807 BRYSPNDL4 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 2063-02-20 3.500000 39489.00 33786.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2033-05-20 4.500000 48146.00 5426.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-12-20 4.000000 50000.00 19419.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-09-20 2.500000 50000.00 23002.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-11-20 7.500000 60839.00 63638.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-02-20 3.000000 67456.00 55206.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2062-02-20 3.000000 68170.00 55362.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2062-07-20 3.000000 86306.00 70002.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2057-09-20 3.000000 99657.00 81814.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-07-20 4.500000 106585.00 39796.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2062-11-20 4.000000 137814.00 122270.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-08-20 1.500000 143199.00 109321.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2062-12-20 2.500000 183270.00 141685.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2060-06-20 3.500000 191462.00 163768.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2042-10-15 3.000000 200000.00 24630.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2062-10-20 5.000000 294946.00 194077.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-10-20 2.000000 297450.00 159920.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2062-09-20 5.000000 341186.00 119903.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2062-12-20 7.000000 356488.00 68026.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2043-09-15 2.500000 407203.00 72764.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2049-03-20 5.000000 417000.00 82710.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-09-20 7.000000 517759.00 530492.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2061-12-20 3.000000 526674.00 409425.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-03-20 4.500000 612464.00 109706.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-12-20 3.500000 735000.00 304795.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-06-20 3.000000 745526.00 518133.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2062-05-15 3.170000 848098.00 703437.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-11-20 4.500000 1039906.00 984858.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-08-20 4.000000 1050222.00 953619.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2046-11-15 2.500000 1073232.00 620040.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-08-20 6.000000 1124672.00 1130036.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-03-20 5.000000 1219314.00 218526.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2039-06-20 5.500000 1350130.00 1106208.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2035-09-20 5.000000 1431324.00 370586.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2041-04-20 5.000000 1788378.00 1603681.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-07-20 6.500000 3227792.00 3421021.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-07-20 3.000000 3687200.00 3028915.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2062-09-20 5.000000 3753072.00 3323620.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-07-20 6.500000 10929776.00 10502902.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-11-20 4.000000 152169472.00 11858874.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-07-20 5.500000 192759040.00 191194582.72 Agency Mortgage-Backed Securities 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 0.0532 230000000.00 230000000.00 0.1803 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 5.320 FOR8UP27PHTHYVLBNG30 BRYSPND42 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 1 2041-11-15 4.500000 1500000.00 379079.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2046-08-15 3.000000 1680000.00 615194.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-11-20 6.000000 2782031.00 2809087.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-04-20 5.000000 6672266.00 6396638.74 Agency Mortgage-Backed Securities Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 10000000.00 10000000.00 0.0078 N Y Y N BNP Paribas SA, New York BNP Paribas SA, New York 5.720 05593D2H5 R0MUWSFPU8MPRO8K5P83 US05593D2H52 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-08-19 2024-08-19 2024-08-19 N N N 0.0562 3001910.10 3001910.10 0.0024 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 5.769 55607KD86 4ZHCHI4KYZG2WVRT8631 US55607KD868 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-04-08 2024-04-08 2024-04-08 N N N 0.0577 2528053.38 2528053.38 0.0020 N N N N DNB Bank ASA DNB Bank ASA 5.646 2332K0EU2 549300GKFG0RYRRQ1414 US2332K0EU25 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2024-05-28 2024-05-28 2024-05-28 N N N 0.0565 6810370.00 6810370.00 0.0053 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 5.402 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 0.0540 3995269.24 3995269.24 0.0031 N N N N Gotham Funding Corp. Gotham Funding Corp. 5.596 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 0.0560 12891293.48 12891293.48 0.0101 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 5.766 55607KDJ2 4ZHCHI4KYZG2WVRT8631 US55607KDJ25 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-04-18 2024-04-18 2024-04-18 N N N 0.0577 3913443.72 3913443.72 0.0031 N N N N DNB Bank ASA DNB Bank ASA 5.641 2332K0FD9 549300GKFG0RYRRQ1414 US2332K0FD90 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2024-06-13 2024-06-13 2024-06-13 N N N 0.0564 4852727.80 4852727.80 0.0038 N N N N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 5.480 92512LA27 US92512LA273 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-01-02 2024-01-02 2024-01-02 N Y NATIXIS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0548 6467956.11 6467956.11 0.0051 N N N N United States International Development Finance Corp. Variable Rate Notes United States International Development Finance Corp. Variable Rate Notes 5.540 90376PAU5 254900QI8QTIK0FY6E92 US90376PAU57 U.S. Government Agency Debt Y Fitch - BR AA+ Moody's - BR Agency Standard & Poor's - BR AA+ 2023-12-07 2023-12-07 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 NR Standard & Poor's - BR A-1+ N 0.0554 2321428.57 2321428.57 0.0018 N N Y N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates, Various States Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates, Various States 5.440 60700HFG9 US60700HFG92 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-12-07 2023-12-07 2049-11-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0332 1770000.00 1770000.00 0.0014 N N Y N United States International Development Finance Corp. Variable Rate Notes United States International Development Finance Corp. Variable Rate Notes 5.540 90376PBR1 254900QI8QTIK0FY6E92 US90376PBR10 U.S. Government Agency Debt Y Fitch - BR AA+ Moody's - BR Agency Standard & Poor's - BR AA+ 2023-12-07 2023-12-07 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 NR Standard & Poor's - BR A-1+ N 0.0554 5999999.78 5999999.78 0.0047 N N Y N Colorado Housing & Finance Authority Colorado Housing & Finance Authority 5.350 196480RR0 5493005GIROYQAWBMC18 US196480RR05 Variable Rate Demand Note Y Fitch - BR NR Moody's - BR VMIG1 Standard & Poor's - BR A-1+ 2023-12-07 2023-12-07 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 0.0535 4935000.00 4935000.00 0.0039 N N Y N Colorado Housing & Finance Authority Colorado Housing & Finance Authority 5.400 196480WH6 5493005GIROYQAWBMC18 US196480WH67 Variable Rate Demand Note Y Fitch - BR NR Moody's - BR VMIG1 Standard & Poor's - BR A-1 2023-12-07 2023-12-07 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 0.0540 5370000.00 5370000.00 0.0042 N N Y N U.S. Treasury Notes U.S. Treasury Notes 5.336 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y Fitch - BR AA+ Moody's - BR Govt Standard & Poor's - BR AA+ 2023-12-01 2024-01-31 2024-01-31 N N N 0.0537 6499873.84 6499873.84 0.0051 N Y Y N Bank of America NA Bank of America NA 5.250 06054R5V0 B4TYDEB6GKMZO031MB27 US06054R5V04 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2024-01-31 2024-01-31 2024-01-31 N N N 0.0582 5993391.78 5993391.78 0.0047 N N N N Toronto-Dominion Bank (The), New York Toronto-Dominion Bank (The), New York 5.270 89115BS35 PT3QB789TSUIDF371261 US89115BS356 Certificate of Deposit 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 N N 0.0540 5996628.96 5996628.96 0.0047 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 5.150 65558UE32 529900ODI3047E2LIV03 US65558UE322 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2024-02-02 2024-02-02 2024-02-02 N N N 0.0543 6993648.83 6993648.83 0.0055 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 5.760 65558UB92 529900ODI3047E2LIV03 US65558UB922 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-12-01 2024-01-18 2024-01-18 N N N 0.0546 6002166.90 6002166.90 0.0047 N N N 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 0.0561 3675675.25 3675675.25 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 0.0549 12994290.92 12994290.92 0.0102 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 5.673 55607KBC9 4ZHCHI4KYZG2WVRT8631 US55607KBC99 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-02-12 2024-02-12 2024-02-12 N N N 0.0567 2965886.01 2965886.01 0.0023 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 5.706 89236TKS3 Z2VZBHUMB7PWWJ63I008 US89236TKS32 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ 2023-12-01 2024-02-22 2024-02-22 N N N 0.0592 2269910.52 2269910.52 0.0018 N N N N UBS AG UBS AG 5.671 90276JSH0 BFM8T61CT2L1QCEMIK50 US90276JSH04 Financial Company Commercial Paper 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 0.0566 4000000.00 4000000.00 0.0031 N Y Y N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 5.600 13606KTV8 549300H8L46OOZOFHU82 US13606KTV88 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 0.0552 3998447.24 3998447.24 0.0031 N N N N U.S. Treasury Notes U.S. Treasury Notes 5.520 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y Fitch - BR AA+ Moody's - BR Govt Standard & Poor's - BR AA+ 2023-12-01 2025-04-30 2025-04-30 N N N 0.0551 1000588.14 1000588.14 0.0008 N Y Y N Bank of Nova Scotia (The), Houston Bank of Nova Scotia (The), Houston 5.800 06417MY58 L3I9ZG2KFGXZ61BMYR72 US06417MY583 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-12-01 2024-01-26 2024-01-26 N N N 0.0548 3001380.99 3001380.99 0.0024 N N N N Westpac Banking Corp. 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+ 2023-12-01 2024-04-19 2024-04-19 N N N 0.0560 3503061.77 3503061.77 0.0027 N N N N Toronto-Dominion Bank (The), New York Toronto-Dominion Bank (The), New York 5.820 89115BBL3 PT3QB789TSUIDF371261 US89115BBL36 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-12-01 2024-01-29 2024-01-29 N N N 0.0545 4002188.60 4002188.60 0.0031 N N N N National Australia Bank Ltd., New York National Australia Bank Ltd., New York 5.710 63253T4D7 549300E2IPL06NDXMZ63 US63253T4D76 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-12-01 2024-01-12 2024-01-12 N N N 0.0546 6001729.68 6001729.68 0.0047 N N N N National Australia Bank Ltd. 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+ 2023-12-01 2024-02-02 2024-02-02 N N N 0.0573 7003772.02 7003772.02 0.0055 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 0.0541 2998962.12 2998962.12 0.0024 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 0.0530 3000020.22 3000020.22 0.0024 N Y Y 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+ 2023-12-01 2024-05-23 2024-05-23 N N N 0.0568 7010969.28 7010969.28 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+ 2023-12-01 2023-12-07 2023-12-07 N N N 0.0548 8000941.92 8000941.92 0.0063 N N Y 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+ 2023-12-01 2024-05-22 2024-05-22 N N N 0.0568 4004097.08 4004097.08 0.0031 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 0.0554 5002738.35 5002738.35 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 0.0528 5000022.70 5000022.70 0.0039 N Y Y 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 2023-12-01 2024-01-02 2024-01-02 N N N 0.0546 6001995.24 6001995.24 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 0.0551 3000947.25 3000947.25 0.0024 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 3000008.76 3000008.76 0.0024 N Y Y 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 0.0560 1000242.20 1000242.20 0.0008 N N N N BPCE SA BPCE SA 5.410 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 0.0541 4994818.05 4994818.05 0.0039 N N Y 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+ 2023-12-01 2024-04-02 2024-04-02 N N N 0.0569 2502347.00 2502347.00 0.0020 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 0.0544 7001227.45 7001227.45 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+ 2023-12-01 2024-04-12 2024-04-12 N N N 0.0573 3002523.54 3002523.54 0.0024 N N N N Old Line Funding LLC Old Line Funding LLC 5.700 67984RMZ9 5493004QSN8OZAIU2J90 US67984RMZ90 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-12-01 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 0.0546 8001925.76 8001925.76 0.0063 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+ 2023-12-01 2024-04-19 2024-04-19 N N N 0.0560 4003190.56 4003190.56 0.0031 N N N N Bank of America NA Bank of America NA 5.640 06050FGJ5 B4TYDEB6GKMZO031MB27 US06050FGJ57 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-12-01 2023-12-14 2023-12-14 N N N 0.0533 4000447.20 4000447.20 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+ 2023-12-01 2024-04-18 2024-04-18 N N N 0.0560 7006132.77 7006132.77 0.0055 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 5.750 60710TFW6 RB0PEZSDGCO3JS6CEU02 US60710TFW62 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-12-01 2024-01-31 2024-01-31 N N N 0.0548 7003046.75 7003046.75 0.0055 N N N N HSBC Bank plc HSBC Bank plc 5.740 40433FTP4 MP6I5ZYZBEU3UXPYFY54 US40433FTP44 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-12-01 2024-01-26 2024-01-26 N N N 0.0568 3001022.10 3001022.10 0.0024 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 0.0551 1450640.22 1450640.22 0.0011 N N N N Natixis SA Natixis SA 5.539 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 0.0554 4948188.65 4948188.65 0.0039 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 5.700 55607NSP6 4ZHCHI4KYZG2WVRT8631 US55607NSP68 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-12-01 2024-02-16 2024-02-16 N N N 0.0573 9003273.75 9003273.75 0.0071 N N N N Kreditanstalt fuer Wiederaufbau Kreditanstalt fuer Wiederaufbau 5.656 48246TE21 549300GDPG70E3MBBU98 US48246TE211 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+ 2024-05-02 2024-05-02 2024-05-02 N N N 0.0566 4883467.65 4883467.65 0.0038 N N N N FMS Wertmanagement FMS Wertmanagement 5.555 34411GE36 HZFDOR6TCRSIQLKQTX32 US34411GE362 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+ 2024-05-03 2024-05-03 2024-05-03 N Y SOFFIN - SONDERFONDS FINANZMARKTSTABILISIERUNG 1.0000 Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N 0.0555 1953909.02 1953909.02 0.0015 N N N N FMS Wertmanagement FMS Wertmanagement 5.554 34411GE28 HZFDOR6TCRSIQLKQTX32 US34411GE289 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+ 2024-05-02 2024-05-02 2024-05-02 N Y SOFFIN - SONDERFONDS FINANZMARKTSTABILISIERUNG 1.0000 Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N 0.0555 1954205.54 1954205.54 0.0015 N N N N DNB Bank ASA DNB Bank ASA 5.627 2332K0GW6 549300GKFG0RYRRQ1414 US2332K0GW62 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2024-07-30 2024-07-30 2024-07-30 N N N 0.0563 2890943.61 2890943.61 0.0023 N N N N Columbia Funding Co. LLC Columbia Funding Co. LLC 5.638 19767CB13 549300O1V8MCLCRCFD82 US19767CB130 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2024-02-01 2024-02-01 2024-02-01 N Y JP MORGAN SECURITIES LLC 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0564 7427720.63 7427720.63 0.0058 N N N N Citibank NA Citibank NA 5.800 17330QEU7 E57ODZWZ7FF32TWEFA76 US17330QEU76 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-03-18 2024-03-18 2024-03-18 N N N 0.0554 3001514.64 3001514.64 0.0024 N N N N Bank of America NA Bank of America NA 5.900 06051WAV6 B4TYDEB6GKMZO031MB27 US06051WAV63 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2024-05-14 2024-05-14 2024-05-14 N N N 0.0564 3002159.55 3002159.55 0.0024 N N N N BPCE SA BPCE SA 5.590 05571BB77 9695005MSX1OYEMGDF46 US05571BB779 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 0.0559 7916341.36 7916341.36 0.0062 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 5.730 60710TGS4 RB0PEZSDGCO3JS6CEU02 US60710TGS42 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-12-01 2024-02-20 2024-02-20 N N N 0.0552 8003587.44 8003587.44 0.0063 N N N N Citibank NA Citibank NA 5.890 17330QES2 E57ODZWZ7FF32TWEFA76 US17330QES21 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-05-10 2024-05-10 2024-05-10 N N N 0.0559 3002667.42 3002667.42 0.0024 N N N N Bank of America NA Bank of America NA 6.000 06051WCB8 B4TYDEB6GKMZO031MB27 US06051WCB81 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2024-08-21 2024-08-21 2024-08-21 N N N 0.0561 3006196.17 3006196.17 0.0024 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 5.740 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 0.0574 9857389.80 9857389.80 0.0077 N N N N ING US Funding LLC ING US Funding LLC 5.655 45685QFE4 254900QX5Y2ZDZ6XBT08 US45685QFE44 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2024-06-14 2024-06-14 2024-06-14 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0566 5821932.78 5821932.78 0.0046 N N N N UBS AG UBS AG 5.809 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 0.0581 3886798.24 3886798.24 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 0.0559 6658324.40 6658324.40 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 2023-12-01 2024-06-03 2024-06-03 N N N 0.0569 6002632.44 6002632.44 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 2023-12-01 2024-04-08 2024-04-08 N N N 0.0556 5001878.85 5001878.85 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 0.0531 8000159.60 8000159.60 0.0063 N N Y 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+ 2023-12-01 2024-07-22 2024-07-22 N N N 0.0586 6002468.64 6002468.64 0.0047 N N N N Swedbank AB Swedbank AB 5.520 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 0.0552 3937478.32 3937478.32 0.0031 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 5.532 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 0.0553 2977437.51 2977437.51 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+ 2023-12-01 2024-04-19 2024-04-19 N N N 0.0577 6000920.16 6000920.16 0.0047 N N N N Britannia Funding Co. LLC Britannia Funding Co. LLC 5.430 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 0.0543 1997919.44 1997919.44 0.0016 N N Y N Bank of Montreal Bank of Montreal 5.650 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 0.0565 2943059.04 2943059.04 0.0023 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 5.562 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 0.0556 6942873.70 6942873.70 0.0054 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 5.661 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 0.0566 6364759.44 6364759.44 0.0050 N N N N Mackinac Funding Co. LLC Mackinac Funding Co. LLC 5.743 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 0.0574 7879740.08 7879740.08 0.0062 N N N N Mackinac Funding Co. LLC Mackinac Funding Co. LLC 5.544 55458EA59 549300DSZ0UOZX6UNF02 US55458EA592 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2024-01-05 2024-01-05 2024-01-05 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0554 5967372.00 5967372.00 0.0047 N N N N Alinghi Funding Co. LLC Alinghi Funding Co. LLC 5.748 01626FCU0 549300VRDDZC1N8S3N22 US01626FCU03 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2024-03-28 2024-03-28 2024-03-28 N Y UBS AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0575 5889626.16 5889626.16 0.0046 N N N N Alinghi Funding Co. LLC Alinghi Funding Co. LLC 5.518 01626FA40 549300VRDDZC1N8S3N22 US01626FA406 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2024-01-04 2024-01-04 2024-01-04 N Y UBS AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0552 16910529.68 16910529.68 0.0133 N N N N Mitsubishi UFJ Trust & Banking Corp., New York Mitsubishi UFJ Trust & Banking Corp., New York 5.600 60683DNK1 JBONEPAGQXF4QP29B387 US60683DNK18 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-01-03 2024-01-03 2024-01-03 N N N 0.0539 4000571.24 4000571.24 0.0031 N N N N Citibank NA Citibank NA 5.920 17330QFK8 E57ODZWZ7FF32TWEFA76 US17330QFK85 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-06-20 2024-06-20 2024-06-20 N N N 0.0558 7010553.13 7010553.13 0.0055 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 5.699 17327ACN5 MBNUM2BPBDO7JBLYG310 US17327ACN54 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-03-22 2024-03-22 2024-03-22 N N N 0.0570 5895981.00 5895981.00 0.0046 N N N N Mitsubishi UFJ Trust & Banking Corp., New York Mitsubishi UFJ Trust & Banking Corp., New York 5.600 60683DNS4 JBONEPAGQXF4QP29B387 US60683DNS44 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-01-05 2024-01-05 2024-01-05 N N N 0.0540 6000848.64 6000848.64 0.0047 N N N N Toronto-Dominion Bank (The), New York Toronto-Dominion Bank (The), New York 6.000 89115BBZ2 PT3QB789TSUIDF371261 US89115BBZ22 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2024-10-02 2024-10-02 2024-10-02 N N N 0.0557 2005977.28 2005977.28 0.0016 N N N N U.S. Treasury Bills U.S. Treasury Bills 5.071 912797GW1 254900HROIFWPRGM1V77 US912797GW17 U.S. Treasury Debt Y Fitch - BR F1+ Moody's - BR Govt Standard & Poor's - BR A-1+ 2024-10-03 2024-10-03 2024-10-03 N N N 0.0507 3354949.96 3354949.96 0.0026 N Y Y N Hydro-Quebec Hydro-Quebec 5.346 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 0.0535 9991219.00 9991219.00 0.0078 N N Y N Macquarie Bank Ltd. Macquarie Bank Ltd. 5.768 55607KDC7 4ZHCHI4KYZG2WVRT8631 US55607KDC71 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-04-12 2024-04-12 2024-04-12 N N N 0.0577 5385946.50 5385946.50 0.0042 N N N N Bank of Montreal Bank of Montreal 5.604 06369LL78 NQQ6HPCNCCU6TUTQYE16 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2024-11-07 2024-11-07 2024-11-07 N N N 0.0560 8069450.10 8069450.10 0.0063 N N N N Province of British Columbia Province of British Columbia 5.554 11070JDA5 54930058TO7MEKUHWL16 US11070JDA51 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+ 2024-04-10 2024-04-10 2024-04-10 N N N 0.0555 5538751.50 5538751.50 0.0043 N N N N Alinghi Funding Co. LLC Alinghi Funding Co. LLC 5.797 01626FFC7 549300VRDDZC1N8S3N22 US01626FFC77 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2024-06-12 2024-06-12 2024-06-12 N Y UBS AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0580 6304382.50 6304382.50 0.0049 N N N N Westpac Banking Corp. Westpac Banking Corp. 5.589 9612C0L72 EN5TNI6CI43VEPAMHL14 US9612C0L724 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2024-11-07 2024-11-07 2024-11-07 N N N 0.0559 3323180.63 3323180.63 0.0026 N N N N Bank of America NA Bank of America NA 5.750 06051WFW9 B4TYDEB6GKMZO031MB27 US06051WFW91 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2024-11-14 2024-11-14 2024-11-14 N N N 0.0561 6007119.78 6007119.78 0.0047 N N N N ING US Funding LLC ING US Funding LLC 5.594 45685QJ34 254900QX5Y2ZDZ6XBT08 US45685QJ341 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2024-09-03 2024-09-03 2024-09-03 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0559 2874204.99 2874204.99 0.0023 N N N N Barclays Bank plc Barclays Bank plc 5.353 06743MZ11 G5GSEF7VJP5I7OUK5573 US06743MZ118 Financial Company Commercial Paper 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 0.0535 24996334.75 24996334.75 0.0196 N Y Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 5.310 2IGI19DL77OX0HC3ZE78 BRYSPF5A4 Non-Negotiable Time 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 0.0531 10000000.00 10000000.00 0.0078 N Y Y N Royal Bank of Canada Royal Bank of Canada 5.320 BRYSPF4X5 Non-Negotiable Time 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 0.0532 1000000.00 1000000.00 0.0008 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 5.300 1VUV7VQFKUOQSJ21A208 BRYSRHE34 Non-Negotiable Time 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 11512000.00 11512000.00 0.0090 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 5.320 BRYSPF4V9 Non-Negotiable Time 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 0.0532 1000000.00 1000000.00 0.0008 N Y Y N Svenska Handelsbanken AB Svenska Handelsbanken AB 5.300 BRYSR5977 Non-Negotiable Time 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 1000000.00 1000000.00 0.0008 N Y Y N Victory Receivables Corp. Victory Receivables Corp. 5.649 92646KB92 549300D0F37QF0LP7F94 US92646KB923 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-02-09 2024-02-09 2024-02-09 N Y MUFG BANK LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0565 6794341.39 6794341.39 0.0053 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 5.543 63254EB17 F8SB4JFBSYQFRQEH3Z21 US63254EB171 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2024-02-01 2024-02-01 2024-02-01 N N N 0.0554 2971571.25 2971571.25 0.0023 N N N N Columbia Funding Co. LLC Columbia Funding Co. LLC 5.607 19767CAS5 549300O1V8MCLCRCFD82 US19767CAS52 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2024-01-26 2024-01-26 2024-01-26 N Y JP MORGAN SECURITIES LLC 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0561 3667884.63 3667884.63 0.0029 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 5.710 55380UQS9 C3GTMMZIHMY46P4OIX74 US55380UQS95 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 0.0564 2500818.38 2500818.38 0.0020 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp. 5.320 RUC0QBLBRPRCU4W1NE59 BRYSPND59 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA_23-17F 2053-02-20 4.500000 1000.00 625.64 Agency Collateralized Mortgage Obligation GNMA_23-17F 2053-02-20 4.500000 1000.00 793.01 Agency Collateralized Mortgage Obligation GNMA_23-24A 2053-02-20 5.000000 1000.00 951.16 Agency Collateralized Mortgage Obligation GNMA_23-24A 2053-02-20 5.000000 1000.00 988.74 Agency Collateralized Mortgage Obligation GNMA_23-24A 2053-02-20 5.000000 1000.00 940.18 Agency Collateralized Mortgage Obligation GNMA_23-24H 2053-02-20 4.500000 1000.00 840.69 Agency Collateralized Mortgage Obligation GNMA_23-24H 2053-02-20 4.500000 1000.00 875.28 Agency Collateralized Mortgage Obligation GNMA_23-43C 2053-03-20 5.000000 1000.00 982.07 Agency Collateralized Mortgage Obligation GNMA_23-43C 2053-03-20 5.000000 1000.00 997.62 Agency Collateralized Mortgage Obligation GNMA_23-56A 2053-04-20 4.500000 1000.00 922.75 Agency Collateralized Mortgage Obligation GNMA_23-56A 2053-04-20 4.500000 1000.00 897.31 Agency Collateralized Mortgage Obligation GNMA_23-56A 2053-04-20 4.500000 1000.00 871.69 Agency Collateralized Mortgage Obligation GNMA_23-83A 2053-06-20 5.500000 2005.00 1909.51 Agency Collateralized Mortgage Obligation GNMA_23-66D 2053-05-20 5.500000 25523.00 21556.35 Agency Collateralized Mortgage Obligation GNMA_13-107 2047-11-16 0.187050 140000.00 107.30 Agency Collateralized Mortgage Obligation FHLMC_20RR05 2029-01-27 2.013000 160000.00 17938.81 Agency Collateralized Mortgage Obligation GNMA_15-H26 2065-10-20 1.383560 218388.00 3445.54 Agency Collateralized Mortgage Obligation GNMA_23-43C 2053-03-20 5.000000 244000.00 225507.01 Agency Collateralized Mortgage Obligation GNMA_14-3 2044-01-16 0.705990 351440.00 3577.37 Agency Collateralized Mortgage Obligation FHLMC_5357A 2053-11-25 7.000000 357141.00 60346.10 Agency Collateralized Mortgage Obligation FHLMC_4076 2040-07-15 1.261480 570712.00 0.00 Agency Collateralized Mortgage Obligation GNMA_13-174A 2053-10-16 0.491200 654601.00 980.56 Agency Collateralized Mortgage Obligation FNMA_99-M5 2039-08-17 0.030000 768990.00 0.03 Agency Collateralized Mortgage Obligation GNMA_23-111C 2053-08-20 5.500000 930472.00 930420.55 Agency Collateralized Mortgage Obligation GNMA_23-66F 2053-05-20 2.062330 1081000.00 891551.36 Agency Collateralized Mortgage Obligation FHMS_K-1511 2034-04-25 3.537890 1277617.00 313886.17 Agency Collateralized Mortgage Obligation FHLMC_5357A 2053-11-25 1.478690 1302521.00 95830.39 Agency Collateralized Mortgage Obligation FHMS_K038 2024-03-25 1.224310 1716000.00 2772.90 Agency Collateralized Mortgage Obligation GNMA_21-118K 2051-07-20 2.500000 1912010.00 793148.20 Agency Collateralized Mortgage Obligation GNMA_23-66B 2052-07-20 4.500000 1941692.00 1648085.98 Agency Collateralized Mortgage Obligation GNMA_22-145F 2050-05-20 5.000000 2377000.00 1671020.18 Agency Collateralized Mortgage Obligation GNMA_17-H18C 2067-09-20 0.048460 2413700.00 43358.65 Agency Collateralized Mortgage Obligation FHMS_K068 2044-10-25 2.128480 3157760.00 220094.64 Agency Mortgage-Backed Securities FHLMC_5349A 2053-10-25 0.379380 3349632.00 132875.25 Agency Collateralized Mortgage Obligation GNMA_22-H22D 2072-09-20 0.000000 3437906.00 26051.40 Agency Collateralized Mortgage Obligation GNMA_13-057 2054-06-16 0.168500 3780000.00 4607.43 Agency Collateralized Mortgage Obligation GNMA_22-160D 2052-09-20 4.500000 4031337.00 2302020.87 Agency Collateralized Mortgage Obligation FNMA_98-73A 2038-10-17 6.300000 5300904.00 43663.31 Agency Collateralized Mortgage Obligation GNMA_22-76B 2052-04-20 4.000000 5451500.00 626393.57 Agency Collateralized Mortgage Obligation GNMA_20-167Q 2050-11-20 3.000000 6140000.00 573264.52 Agency Collateralized Mortgage Obligation GNMA_22-18L 2052-01-20 3.000000 8083332.00 646306.29 Agency Collateralized Mortgage Obligation GNMA_21-81G 2051-05-20 3.000000 8680085.00 849428.63 Agency Collateralized Mortgage Obligation GNMA_21-214N 2051-12-20 2.500000 9434144.00 1318095.47 Agency Collateralized Mortgage Obligation GNMA_21-H16E 2071-08-20 0.384410 9457600.00 334532.43 Agency Collateralized Mortgage Obligation GNMA_20-183M 2037-01-20 6.000000 9536654.00 656032.54 Agency Collateralized Mortgage Obligation GNMA_22-34A 2052-02-20 3.500000 9564570.00 632953.33 Agency Collateralized Mortgage Obligation FHLMC_5021B 2050-10-25 2.000000 9825711.00 1828882.78 Agency Collateralized Mortgage Obligation FHLMC_5021C 2050-10-25 2.000000 9991095.00 319344.47 Agency Collateralized Mortgage Obligation GNMA_21-116K 2047-11-20 3.500000 10564485.00 1346535.55 Agency Collateralized Mortgage Obligation GNMA_12-103 2042-08-16 3.500000 10996794.00 533960.44 Agency Collateralized Mortgage Obligation GNMA_21-66M 2051-04-20 2.000000 12984250.00 692326.96 Agency Collateralized Mortgage Obligation GNMA_21-49E 2051-01-20 2.500000 13000000.00 1346798.11 Agency Collateralized Mortgage Obligation FHLMC_5349D 2053-10-25 1.729380 13018355.00 924253.75 Agency Collateralized Mortgage Obligation FNMA_23-55 2053-11-25 1.571910 14080356.00 1000204.41 Agency Collateralized Mortgage Obligation GNMA_23-66H 2053-05-20 0.174930 14161912.00 677556.33 Agency Collateralized Mortgage Obligation GNMA_20-188J 2050-10-20 3.000000 14293000.00 1310871.83 Agency Collateralized Mortgage Obligation FHLMC_5050G 2050-12-25 2.000000 14321827.00 2914323.69 Agency Collateralized Mortgage Obligation GNMA_20-H12J 2069-08-20 2.196120 14635149.00 546286.44 Agency Collateralized Mortgage Obligation GNMA_22-60K 2052-02-20 3.000000 15287909.00 1688399.08 Agency Collateralized Mortgage Obligation GNMA_21-8T 2051-01-20 2.500000 15292400.00 1426715.70 Agency Collateralized Mortgage Obligation GNMA_17-H22D 2067-10-20 1.819010 15395399.00 604065.00 Agency Collateralized Mortgage Obligation GNMA_17-H8 2067-02-20 0.277340 16237688.00 601222.30 Agency Collateralized Mortgage Obligation GNMA_11-161 2046-01-16 0.000000 16751815.00 84.19 Agency Collateralized Mortgage Obligation GNMA_22-22R 2050-12-20 3.500000 16834443.00 1962363.55 Agency Collateralized Mortgage Obligation GNMA_21-214P 2051-12-20 3.500000 17175253.00 1218710.46 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-151 2043-01-25 3.000000 17444000.00 343943.77 Agency Collateralized Mortgage Obligation GNMA_23-43B 2053-03-20 0.774930 18224996.00 905063.65 Agency Collateralized Mortgage Obligation GNMA_19-142B 2049-11-20 3.500000 18715821.00 1610844.67 Agency Collateralized Mortgage Obligation GNMA_22-65F 2052-04-20 0.814930 19091269.00 1053832.92 Agency Collateralized Mortgage Obligation GNMA_17-H18F 2067-09-20 0.404470 19556000.00 681537.05 Agency Collateralized Mortgage Obligation GNMA_23-100E 2049-09-20 0.604450 20238880.00 1892673.32 Agency Collateralized Mortgage Obligation GNMA_18-H03C 2068-01-20 2.603610 21066040.00 964920.29 Agency Collateralized Mortgage Obligation GNMA_23-65C 2053-05-20 0.824930 22931295.00 1684964.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-55 2050-04-20 0.604450 23756100.00 956541.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-102 2052-06-16 0.010200 24000000.00 58.17 Agency Collateralized Mortgage Obligation GNMA_23-152B 2053-10-20 0.974930 24264323.00 1710148.58 Agency Collateralized Mortgage Obligation GNMA_10-118 2053-04-16 0.000000 25000000.00 6.39 Agency Collateralized Mortgage Obligation GNMA_23-83Q 2053-06-20 0.674930 25000000.00 856196.07 Agency Collateralized Mortgage Obligation GNMA_17-H06F 2066-11-20 0.085800 25125785.00 513535.50 Agency Collateralized Mortgage Obligation GNMA_17-H16D 2067-08-20 0.479710 25812000.00 693097.91 Agency Collateralized Mortgage Obligation GNMA_16-116E 2044-11-20 3.500000 25869999.00 635100.63 Agency Collateralized Mortgage Obligation GNMA_17-H05 2067-02-20 0.090390 26450000.00 662669.59 Agency Collateralized Mortgage Obligation GNMA_21-161E 2051-09-20 5.000000 26656972.00 1229206.48 Agency Collateralized Mortgage Obligation GNMA_17-H11D 2067-05-20 0.380760 27470486.00 531080.40 Agency Collateralized Mortgage Obligation GNMA_16-114A 2046-08-20 0.604450 27864957.00 725951.15 Agency Collateralized Mortgage Obligation GNMA_19-151M 2049-12-20 4.500000 28907790.00 1430775.84 Agency Collateralized Mortgage Obligation GNMA_16-164 2046-12-20 6.500000 34438384.00 1086142.69 Agency Collateralized Mortgage Obligation GNMA_16-H02C 2065-11-20 0.157990 36276100.00 619562.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2066-12-20 0.446440 36772864.00 664951.95 Agency Collateralized Mortgage Obligation GNMA_19-H02F 2068-12-20 0.003360 37253678.00 602113.10 Agency Collateralized Mortgage Obligation GNMA_23-24K 2051-07-20 3.500000 37478375.00 6074963.83 Agency Collateralized Mortgage Obligation GNMA_15-H27 2065-09-20 0.390160 38214880.00 569685.06 Agency Collateralized Mortgage Obligation GNMA_22-204G 2052-02-20 4.000000 39256101.00 6711376.15 Agency Collateralized Mortgage Obligation GNMA_16-156D 2046-11-20 4.000000 39597334.00 1486745.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2066-06-20 0.401280 40272922.00 518796.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2066-10-20 1.817140 42276735.00 566563.01 Agency Collateralized Mortgage Obligation GNMA_18-H13C 2068-07-20 1.899410 43042938.00 628693.61 Agency Collateralized Mortgage Obligation GNMA_17-156A 2047-10-20 0.754450 44389763.00 1328522.36 Agency Collateralized Mortgage Obligation GNMA_14-H24 2064-11-20 1.600820 44720085.00 497888.70 Agency Collateralized Mortgage Obligation FHLMC_5036 2050-11-25 2.000000 44999000.00 6617402.95 Agency Collateralized Mortgage Obligation GNMA_19-44H 2049-04-20 0.604450 45523277.00 1375431.28 Agency Collateralized Mortgage Obligation GNMA_15-H07A 2065-03-20 0.042920 46268225.00 572465.43 Agency Collateralized Mortgage Obligation FHLMC_4763E 2047-08-15 0.761480 46559012.00 690795.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2067-02-20 0.014960 47207427.00 683829.36 Agency Collateralized Mortgage Obligation GNMA_12-41B 2041-08-20 4.000000 48160410.00 536334.67 Agency Collateralized Mortgage Obligation GNMA_16-H06F 2066-02-20 2.043440 48994200.00 697561.68 Agency Collateralized Mortgage Obligation GNMA_10-110 2050-05-16 0.152650 49244404.00 1983.87 Agency Collateralized Mortgage Obligation GNMA_16-H11D 2066-04-20 0.022370 50000000.00 599802.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_11-127 2047-03-16 0.163730 50000000.00 112.66 Agency Collateralized Mortgage Obligation GNMA_11-1 2052-11-16 0.000000 50000000.00 54.48 Agency Collateralized Mortgage Obligation GNMA_16-H17A 2066-08-20 0.003010 50000001.00 545927.51 Agency Collateralized Mortgage Obligation GNMA_18-H07E 2068-04-20 2.735550 50590001.00 1254552.33 Agency Collateralized Mortgage Obligation GNMA_19-H18D 2069-10-20 1.717800 51548315.00 502201.61 Agency Collateralized Mortgage Obligation GNMA_21-89H 2051-05-20 4.500000 51923199.00 5900038.87 Agency Collateralized Mortgage Obligation GNMA_15-H22A 2065-09-20 0.282820 56164877.00 762280.83 Agency Collateralized Mortgage Obligation GNMA_16-H09C 2066-03-20 0.055680 56276897.00 662300.90 Agency Collateralized Mortgage Obligation FNMA_17-74C 2047-10-25 0.757430 58024530.00 1381333.16 Agency Collateralized Mortgage Obligation GNMA_16-H04D 2066-01-20 0.073640 59930751.00 678543.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2059-07-16 0.709820 62190881.00 619634.17 Agency Collateralized Mortgage Obligation GNMA_20-089 2062-04-16 1.165860 62220732.00 4136586.44 Agency Collateralized Mortgage Obligation GNMA_15-H25B 2065-10-20 0.452220 63327015.00 1009038.52 Agency Collateralized Mortgage Obligation GNMA_14-H16A 2064-07-20 1.570120 67120667.00 243455.92 Agency Collateralized Mortgage Obligation GNMA_18-H17C 2068-09-20 0.007480 68484933.00 1617110.32 Agency Collateralized Mortgage Obligation GNMA_15-H06B 2065-02-20 0.081620 70345921.00 1043812.21 Agency Collateralized Mortgage Obligation GNMA_15-H17 2065-07-20 0.567560 71585507.00 933531.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H10 2067-04-20 0.020320 75000000.00 959109.24 Agency Collateralized Mortgage Obligation GNMA_15-H08A 2065-03-20 0.026560 80000000.00 731421.08 Agency Collateralized Mortgage Obligation GNMA_15-H32D 2065-12-20 0.024400 82176408.00 1071149.75 Agency Collateralized Mortgage Obligation GNMA_17-157 2059-12-16 0.503660 86465149.00 684078.33 Agency Collateralized Mortgage Obligation GNMA_16-H19A 2066-08-20 1.693760 96882694.00 699161.55 Agency Collateralized Mortgage Obligation GNMA_23-66C 2053-05-20 0.074930 114387549.00 4500514.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-9 2060-01-16 0.443320 117383888.00 1842861.46 Agency Collateralized Mortgage Obligation GNMA_17-H07A 2067-02-20 1.399580 121565875.00 660199.75 Agency Collateralized Mortgage Obligation GNMA_22-H26B 2072-11-20 0.496570 143230626.00 5295652.80 Agency Collateralized Mortgage Obligation GNMA_10-13 2051-11-16 0.000000 162124239.00 32.23 Agency Collateralized Mortgage Obligation GNMA_13-178 2055-06-16 0.000000 162689721.00 3530.87 Agency Collateralized Mortgage Obligation GNMA_10-71 2052-03-16 0.000000 199859731.00 5.08 Agency Collateralized Mortgage Obligation GINNIE MAE 549300M8ZYFG0OCMTT87 2052-02-16 0.000000 205014758.00 45.68 Agency Collateralized Mortgage Obligation GNMA_12-111 2053-10-16 0.025370 225456174.00 2605.83 Agency Collateralized Mortgage Obligation GNMA_10-74 2050-03-16 0.000000 290558680.00 3.35 Agency Collateralized Mortgage Obligation Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 120000000.00 120000000.00 0.0941 N Y Y N Westpac Banking Corp. Westpac Banking Corp. 5.586 9612C0LE7 EN5TNI6CI43VEPAMHL14 US9612C0LE70 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2024-11-14 2024-11-14 2024-11-14 N N N 0.0559 4505447.58 4505447.58 0.0035 N N N N Credit Agricole Corporate & Investment Bank SA, New York Credit Agricole Corporate & Investment Bank SA, New York 5.690 22536DHM3 254900BN8XS34XZDJ223 US22536DHM39 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2024-05-21 2024-05-21 2024-05-21 N N N 0.0554 7004618.67 7004618.67 0.0055 N N N N Commonwealth Bank of Australia, New York Commonwealth Bank of Australia, New York 5.700 20271EG29 MSFSBD3QN1GSN7Q6C537 US20271EG291 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2024-11-27 2024-11-27 2024-11-27 N N N 0.0556 6508427.90 6508427.90 0.0051 N N N N Britannia Funding Co. LLC Britannia Funding Co. LLC 5.673 11042LBG4 549300X2ZBE7GS6QP587 US11042LBG41 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2024-02-16 2024-02-16 2024-02-16 N Y BARCLAYS BANK PLC 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0567 16796385.39 16796385.39 0.0132 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 5.535 05253AHV5 JHE42UYNWWTJB8YTTU19 US05253AHV52 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2024-08-29 2024-08-29 2024-08-29 N N N 0.0553 6239340.77 6239340.77 0.0049 N N N N Aquitaine Funding Co. LLC Aquitaine Funding Co. LLC 5.648 03843LB15 549300RM1I17W1XLUM92 US03843LB153 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2024-02-01 2024-02-01 2024-02-01 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0565 4951726.25 4951726.25 0.0039 N N N N BlackRock Funds 2023-12-06 /s/Chuck Pulsfort Chuck Pulsfort Assistant Treasurer