N-MFP3 0000844779 XXXXXXXX 2024-06-30 BlackRock Funds 0000844779 549300OZUEVJZHOBFP42 BLACKROCK WEALTH LIQUID ENVIRONMENTALLY AWARE FUND 549300IKI54WE3ESWO88 S000001503 5 N N 033-26305 BlackRock Advisors, LLC 801-47710 BlackRock International Limited 801-51087 Deloitte & Touche LLP Boston MA BlackRock Advisors, LLC BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Prime Y Y 30 45 1659800380.42 1776186275.72 0.5188 0.5552 2024-06-03 1656229105.42 1845477869.06 0.5134 0.5721 2024-06-04 1615647659.00 1804870615.14 0.5033 0.5622 2024-06-05 1685449666.43 1894137425.01 0.5215 0.5860 2024-06-06 1643883132.29 1933057121.96 0.5072 0.5964 2024-06-07 1716234945.93 1951370575.74 0.5258 0.5978 2024-06-10 1610913631.26 1866081547.20 0.4939 0.5721 2024-06-11 1675526445.97 1957629598.89 0.5141 0.6007 2024-06-12 1713800522.67 1915412301.95 0.5206 0.5819 2024-06-13 1680980072.95 1896843459.69 0.5135 0.5795 2024-06-14 1703688407.47 1909430432.03 0.5175 0.5800 2024-06-17 1772707318.93 1903955815.00 0.5366 0.5763 2024-06-18 1780377941.86 1903212757.18 0.5388 0.5760 2024-06-20 1739979357.11 1895837043.21 0.5238 0.5707 2024-06-21 1763850263.96 1979969890.14 0.5319 0.5970 2024-06-24 1735545113.24 1971694249.04 0.5230 0.5942 2024-06-25 1759402723.35 1970493188.42 0.5304 0.5940 2024-06-26 1793129756.03 1971217096.95 0.5377 0.5911 2024-06-27 1830666186.60 2040935373.30 0.5491 0.6122 2024-06-28 100718779.12 3212297651.05 3212702367.93 17450446.72 24655290.89 3306216302.88 3306374730.9500 Y 1.0000 0.0550 2024-06-03 0.0549 2024-06-04 0.0550 2024-06-05 0.0549 2024-06-06 0.0549 2024-06-07 0.0548 2024-06-10 0.0548 2024-06-11 0.0548 2024-06-12 0.0547 2024-06-13 0.0547 2024-06-14 0.0546 2024-06-17 0.0547 2024-06-18 0.0547 2024-06-20 0.0547 2024-06-21 0.0548 2024-06-24 0.0548 2024-06-25 0.0548 2024-06-26 0.0548 2024-06-27 0.0547 2024-06-28 0.9999 2024-06-03 0.9999 2024-06-04 0.9999 2024-06-05 0.9999 2024-06-06 0.9999 2024-06-07 0.9999 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.9999 2024-06-17 0.9999 2024-06-18 0.9999 2024-06-20 0.9999 2024-06-21 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9999 2024-06-28 N N Investor C C000004029 1000.00 7184241.51 7184585.4600 0.9999 2024-06-03 0.9999 2024-06-04 0.9999 2024-06-05 0.9999 2024-06-06 0.9999 2024-06-07 0.9999 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.9999 2024-06-17 0.9999 2024-06-18 0.9999 2024-06-20 0.9999 2024-06-21 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9999 2024-06-28 28029.89 4962.50 2024-06-03 0.33 7030.89 2024-06-04 2.84 730.00 2024-06-05 1.01 1440.00 2024-06-06 1.14 0.00 2024-06-07 0.80 0.00 2024-06-10 9.79 202827.47 2024-06-11 2.22 1860.45 2024-06-12 0.00 18942.60 2024-06-13 0.56 0.00 2024-06-14 1.65 21109.76 2024-06-17 12.31 231131.07 2024-06-18 2.92 24647.57 2024-06-20 3.62 58080.57 2024-06-21 0.09 0.00 2024-06-24 0.00 0.30 2024-06-25 12.60 235065.97 2024-06-26 0.74 633.25 2024-06-27 92600.91 23737.93 2024-06-28 120683.42 832200.33 0.0420 2024-06-03 0.0419 2024-06-04 0.0420 2024-06-05 0.0419 2024-06-06 0.0419 2024-06-07 0.0418 2024-06-10 0.0418 2024-06-11 0.0418 2024-06-12 0.0417 2024-06-13 0.0417 2024-06-14 0.0416 2024-06-17 0.0417 2024-06-18 0.0417 2024-06-20 0.0417 2024-06-21 0.0418 2024-06-24 0.0418 2024-06-25 0.0418 2024-06-26 0.0418 2024-06-27 0.0417 2024-06-28 Y 2017.34 Broker-dealer 0.0628 0.0000 Broker-dealer 0.0640 0.0000 Retail investor 0.0549 0.0000 Broker-dealer 0.1830 0.0000 Broker-dealer 0.1820 0.0000 Broker-dealer 0.0568 0.0000 N Premier C000213745 2000000.00 3130734.86 3130885.5500 0.9999 2024-06-03 0.9999 2024-06-04 0.9999 2024-06-05 0.9999 2024-06-06 0.9999 2024-06-07 0.9999 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.9999 2024-06-17 0.9999 2024-06-18 0.9999 2024-06-20 0.9999 2024-06-21 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9999 2024-06-28 14553.01 1390.30 2024-06-03 7000.00 0.29 2024-06-04 1.34 0.00 2024-06-05 0.45 0.00 2024-06-06 7.98 152373.00 2024-06-07 1.00 13000.00 2024-06-10 528.19 0.07 2024-06-11 1.00 0.00 2024-06-12 0.00 582000.00 2024-06-13 28.04 0.00 2024-06-14 0.25 0.00 2024-06-17 54940.00 2.19 2024-06-18 0.72 0.00 2024-06-20 2412.48 5000.00 2024-06-21 0.03 0.00 2024-06-24 1476.79 0.19 2024-06-25 1.48 19007.86 2024-06-26 0.31 0.00 2024-06-27 25146.00 0.00 2024-06-28 106099.07 772773.90 0.0530 2024-06-03 0.0529 2024-06-04 0.0530 2024-06-05 0.0529 2024-06-06 0.0529 2024-06-07 0.0528 2024-06-10 0.0528 2024-06-11 0.0528 2024-06-12 0.0527 2024-06-13 0.0527 2024-06-14 0.0526 2024-06-17 0.0527 2024-06-18 0.0527 2024-06-20 0.0527 2024-06-21 0.0528 2024-06-24 0.0528 2024-06-25 0.0528 2024-06-26 0.0528 2024-06-27 0.0527 2024-06-28 Y 825.83 Broker-dealer 0.3781 0.0000 Broker-dealer 0.6102 0.0000 N Service C000004026 5000.00 138678084.49 138684726.5200 0.9999 2024-06-03 0.9999 2024-06-04 0.9999 2024-06-05 0.9999 2024-06-06 0.9999 2024-06-07 0.9999 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.9999 2024-06-17 0.9999 2024-06-18 0.9999 2024-06-20 0.9999 2024-06-21 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9999 2024-06-28 1499460.41 245634.44 2024-06-03 889211.80 987674.73 2024-06-04 723853.24 525977.04 2024-06-05 1237721.14 1137552.61 2024-06-06 765693.39 426652.39 2024-06-07 1387577.55 551735.05 2024-06-10 583394.38 1661418.14 2024-06-11 1330159.32 220451.89 2024-06-12 966940.28 355356.04 2024-06-13 847670.52 380722.23 2024-06-14 851659.19 886711.18 2024-06-17 352510.26 931373.28 2024-06-18 1756261.07 568209.93 2024-06-20 454981.76 790163.90 2024-06-21 623919.37 1002422.81 2024-06-24 1677531.55 1067105.80 2024-06-25 990226.35 710780.17 2024-06-26 304140.02 670223.02 2024-06-27 1921166.43 850821.44 2024-06-28 19164078.03 13970986.09 0.0502 2024-06-03 0.0502 2024-06-04 0.0502 2024-06-05 0.0502 2024-06-06 0.0502 2024-06-07 0.0500 2024-06-10 0.0500 2024-06-11 0.0500 2024-06-12 0.0500 2024-06-13 0.0500 2024-06-14 0.0499 2024-06-17 0.0499 2024-06-18 0.0500 2024-06-20 0.0500 2024-06-21 0.0501 2024-06-24 0.0500 2024-06-25 0.0501 2024-06-26 0.0501 2024-06-27 0.0500 2024-06-28 Y 30949.34 Broker-dealer 0.9348 0.0000 N Institutional C000004025 2000000.00 462488905.83 462511068.5100 0.9999 2024-06-03 0.9999 2024-06-04 0.9999 2024-06-05 0.9999 2024-06-06 0.9999 2024-06-07 0.9999 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.9999 2024-06-17 0.9999 2024-06-18 0.9999 2024-06-20 0.9999 2024-06-21 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9999 2024-06-28 3210224.82 1930555.25 2024-06-03 3160774.80 763810.79 2024-06-04 6147416.88 914127.11 2024-06-05 814934.30 1670203.51 2024-06-06 921322.54 2770990.01 2024-06-07 967282.76 1315438.13 2024-06-10 1916442.48 1000509.75 2024-06-11 1377576.22 1242389.35 2024-06-12 1452633.40 1392411.47 2024-06-13 1096784.07 1772913.64 2024-06-14 7007338.86 2206819.38 2024-06-17 4301092.48 494999.04 2024-06-18 2211666.11 2789357.12 2024-06-20 1738094.66 3291422.10 2024-06-21 528809.91 2495528.32 2024-06-24 1624627.37 2606075.43 2024-06-25 2645354.09 3608090.48 2024-06-26 5812058.21 2011844.91 2024-06-27 1041215.29 7034627.21 2024-06-28 47975649.25 41312113.00 0.0530 2024-06-03 0.0529 2024-06-04 0.0530 2024-06-05 0.0529 2024-06-06 0.0529 2024-06-07 0.0528 2024-06-10 0.0528 2024-06-11 0.0528 2024-06-12 0.0527 2024-06-13 0.0527 2024-06-14 0.0526 2024-06-17 0.0527 2024-06-18 0.0527 2024-06-20 0.0527 2024-06-21 0.0528 2024-06-24 0.0528 2024-06-25 0.0528 2024-06-26 0.0528 2024-06-27 0.0527 2024-06-28 Y 114254.33 Broker-dealer 0.0847 0.0000 Depository institution or other banking institution 0.1363 0.0000 Broker-dealer 0.4206 0.0000 Depository institution or other banking institution 0.1843 0.0000 N Investor A C000004027 1000.00 2694734336.19 2694863464.9100 0.9999 2024-06-03 0.9999 2024-06-04 0.9999 2024-06-05 0.9999 2024-06-06 0.9999 2024-06-07 0.9999 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.9999 2024-06-17 0.9999 2024-06-18 0.9999 2024-06-20 0.9999 2024-06-21 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9999 2024-06-28 26433298.56 7420504.75 2024-06-03 9860066.90 11255369.71 2024-06-04 21438960.84 3938423.80 2024-06-05 15303572.07 6781072.35 2024-06-06 18360646.28 7826238.33 2024-06-07 12698431.59 6701121.78 2024-06-10 9217340.50 10422091.25 2024-06-11 27711180.13 10648308.24 2024-06-12 8962740.94 17892437.45 2024-06-13 11706031.54 5757997.57 2024-06-14 11373181.93 10685628.47 2024-06-17 16114098.55 9184067.96 2024-06-18 21691431.66 5998156.30 2024-06-20 21869526.61 12199074.53 2024-06-21 13198137.13 10257651.48 2024-06-24 8279315.46 10684508.72 2024-06-25 24437885.60 10496837.10 2024-06-26 10623663.97 7169724.93 2024-06-27 12686206.04 25272800.42 2024-06-28 301965716.30 190592015.14 0.0501 2024-06-03 0.0501 2024-06-04 0.0501 2024-06-05 0.0501 2024-06-06 0.0500 2024-06-07 0.0499 2024-06-10 0.0499 2024-06-11 0.0499 2024-06-12 0.0499 2024-06-13 0.0498 2024-06-14 0.0498 2024-06-17 0.0498 2024-06-18 0.0499 2024-06-20 0.0499 2024-06-21 0.0499 2024-06-24 0.0499 2024-06-25 0.0499 2024-06-26 0.0499 2024-06-27 0.0499 2024-06-28 Y 601240.89 Broker-dealer 0.2366 0.0000 Broker-dealer 0.0640 0.0000 Broker-dealer 0.0676 0.0000 Broker-dealer 0.5359 0.0000 N Colorado Housing & Finance Authority Colorado Housing & Finance Authority 5.36000046 196480WH6 5493005GIROYQAWBMC18 US196480WH67 Variable Rate Demand Note Y Moody's VMIG1 Fitch NR Standard & Poor's A-1 2024-07-05 2024-07-05 2051-11-01 Y BARCLAYS BANK PLC 1.0000 7 Y Moody's P-1 Standard & Poor's A-1 Fitch F1 N N 0.0536 7230000.00 7230000.00 0.0022 N N Y N Aquitaine Funding Co. LLC Aquitaine Funding Co. LLC 0.00000000 03843LGX0 549300RM1I17W1XLUM92 US03843LGX01 Asset Backed Commercial Paper Y Standard & Poor's A-1 Moody's P-1 Fitch NR 2024-07-31 2024-07-31 2024-07-31 N Y SOCIETE GENERALE SA 1.0000 Standard & Poor's A-1 Fitch F1 Moody's P-1 N 0.0554 22885285.66 22885285.66 0.0069 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 0.00000000 63254EK41 F8SB4JFBSYQFRQEH3Z21 US63254EK412 Financial Company Commercial Paper Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2024-10-04 2024-10-04 2024-10-04 N N N 0.0555 12809206.67 12809206.67 0.0039 N N N N Columbia Funding Co. LLC Columbia Funding Co. LLC 0.00000000 19767CH17 549300O1V8MCLCRCFD82 US19767CH178 Asset Backed Commercial Paper Y Standard & Poor's A-1 Fitch NR Moody's P-1 2024-08-01 2024-08-01 2024-08-01 N Y JP MORGAN SECURITIES LLC 1.0000 Standard & Poor's A-1 Fitch F1+ Moody's P-1 N 0.0548 9949176.30 9949176.30 0.0030 N N N N Mackinac Funding Co. LLC Mackinac Funding Co. LLC 0.00000000 55458EGB0 549300DSZ0UOZX6UNF02 US55458EGB02 Asset Backed Commercial Paper Y Moody's P-1 Standard & Poor's A-1 Fitch NR 2024-07-11 2024-07-11 2024-07-11 N Y BNP PARIBAS SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0544 17466187.90 17466187.90 0.0053 N N N N Mitsubishi UFJ Trust & Banking Corp., New York Mitsubishi UFJ Trust & Banking Corp., New York 5.33000000 60683DZE2 JBONEPAGQXF4QP29B387 US60683DZE20 Certificate of Deposit Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2024-07-02 2024-07-02 2024-07-02 N N N 0.0534 19999978.80 19999978.80 0.0061 N N Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 5.33000000 N/A 549300HN4UKV1E2R3U73 BYD4Y5G80 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617YQS79 2063-09-20 6.5 N/A 1181724.00 849601.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HL5W7 2054-06-20 6 N/A 1009298.00 1027936.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618F2M51 2054-01-20 7.5 N/A 16014688.00 16411439.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HAXB6 2054-06-20 6 N/A 1579574.00 1610320.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176VW90 2043-02-15 3.5 N/A 47566.00 11844.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296PKB6 2040-08-15 5 N/A 2691856.00 290716.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617YX7K8 2052-05-20 4 N/A 2451720.00 2065406.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36193BQ74 2046-04-20 3.5 N/A 1007754.00 215272.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296NWS1 2038-08-15 6 N/A 526206.00 974.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617GQJK0 2048-06-15 4 N/A 325000.00 194341.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241KAP3 2034-10-15 5 N/A 1933000.00 35709.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FJR8 2040-08-20 5 N/A 21400032.00 946175.74 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133EMLD2 2045-12-22 2.04 N/A 18400000.00 11031812.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WLP1 2051-08-20 2.5 N/A 13139136.00 8528908.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RC98 2030-05-20 2.5 N/A 220391680.00 20843233.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HAKK0 2054-06-20 5.5 N/A 1285796.00 1296128.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617F7NL6 2064-12-15 4.39 N/A 9300048.00 9393639.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YRJ5 2054-02-20 6 N/A 95745.00 95629.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HHLC2 2054-06-20 6 N/A 2829570.00 2886599.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213FD83 2032-10-15 6 N/A 2039910.00 11619.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MLRA7 2050-05-20 4 N/A 1339624.00 728587.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617YUA79 2052-07-20 3 N/A 1682166.00 1379546.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296QH44 2039-02-15 5 N/A 27070208.00 170630.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YYW8 2054-06-20 5.5 N/A 502844.00 502604.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620AVSA1 2040-06-15 5 N/A 99990.00 4430.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36291FQG6 2045-06-20 4 N/A 4280032.00 2222584.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H5R24 2054-05-20 6.5 N/A 8963232.00 9084084.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FJQ0 2040-08-20 4.5 N/A 30956.00 1241.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618B6NJ5 2053-02-20 6 N/A 1068860.00 1072220.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H0Z59 2054-05-20 5.5 N/A 1371410.00 1365514.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H5EQ5 2054-04-20 5.5 N/A 1263798.00 1283131.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617HUZD8 2049-03-20 4.5 N/A 1622844.00 1020530.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36184FSP4 2045-08-15 3 N/A 542000.00 82216.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GSCB1 2050-03-20 6.5 N/A 1573772.00 1644711.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36176DGS6 2041-03-20 4.5 N/A 14714752.00 2350915.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VUJ7 2050-09-20 2 N/A 29271424.00 14784891.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617WUXL5 2051-09-20 2 N/A 5103864.00 3151172.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WLR7 2051-08-20 3.5 N/A 243000.00 154524.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YYY4 2054-06-20 6.5 N/A 99075584.00 101050160.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BTGY0 2053-06-20 6.5 N/A 1404068.00 1443328.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176XPH6 2042-05-15 3.5 N/A 200000.00 25782.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UUJ9 2049-06-20 3.5 N/A 942761.00 108953.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617WNCL4 2051-08-20 2.5 N/A 8116208.00 5345504.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UST0 2049-05-20 3.5 N/A 167093.00 18443.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HAJ89 2054-06-20 6 N/A 2187456.00 2236973.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FYA88 2063-11-20 7 N/A 438461.00 373400.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36211XJM9 2030-08-15 8 N/A 622057.00 5102.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HTJZ8 2054-06-20 6 N/A 10683280.00 10764034.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36292HQ22 2035-10-15 5 N/A 2000000.00 48532.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GLNP3 2054-03-20 5.5 N/A 1003158.00 1008852.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HMHV4 2054-06-20 6 N/A 2447224.00 2502846.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617WF3H0 2051-08-20 2 N/A 10086816.00 6650017.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FYD28 2063-09-20 6.5 N/A 1930062.00 1750332.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H9N61 2054-04-20 5.5 N/A 4028128.00 4040147.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H5S56 2054-05-20 6.5 N/A 2416744.00 2449872.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BMLC7 2053-07-20 6.5 N/A 1178490.00 1060424.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36180MTS6 2043-03-15 3 N/A 411184.00 40352.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HDAQ2 2054-05-20 5.5 N/A 1569966.00 1577848.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TLV5 2047-11-20 5 N/A 2116108.00 270332.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617VECM3 2051-05-20 2.5 N/A 10099424.00 6025722.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WQA9 2051-10-20 2.5 N/A 5138784.00 3469054.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617GFYH4 2048-06-20 5 N/A 2442284.00 601745.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241LXT8 2041-08-15 4 N/A 4696070.00 414479.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GPBU6 2054-03-20 6 N/A 1421514.00 1450960.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618G4ZB9 2064-02-20 5 N/A 134232.00 130236.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618G4KR0 2054-04-20 5.5 N/A 1268000.00 1261256.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HHLE8 2054-06-20 6 N/A 6256312.00 6373780.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36194TZU3 2046-10-20 3.5 N/A 5310504.00 1564657.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HMCC1 2054-05-20 6.5 N/A 11988656.00 12246620.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36180CDC0 2043-05-15 2.5 N/A 569892.00 115617.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FGAQ7 2063-09-20 6.5 N/A 4012720.00 3539984.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290TJY6 2042-02-15 3.5 N/A 8969392.00 1321936.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HNT31 2054-06-20 6.5 N/A 2654410.00 2751834.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GGD42 2054-03-20 6.5 N/A 5072720.00 5182590.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HMH44 2054-06-20 6.5 N/A 9468352.00 9680263.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GPBV4 2054-03-20 6 N/A 1931736.00 1968988.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UUL4 2049-06-20 4.5 N/A 122000.00 14854.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617BPPT1 2047-11-20 4 N/A 2998812.00 1124403.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202KM77 2024-08-20 3.625 N/A 7602172.00 131.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618G4C24 2054-04-20 6 N/A 1072804.00 1086865.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618B7XM5 2062-12-20 7 N/A 102525.00 103981.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HNEN3 2054-06-20 5.5 N/A 3419316.00 3407994.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GRHA0 2054-03-20 6.5 N/A 931465.00 957577.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36196HPJ3 2047-01-20 3.5 N/A 2467024.00 641458.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FTQX7 2063-10-20 7 N/A 1827358.00 1189930.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36189UEM8 2046-01-20 3.5 N/A 2363896.00 708870.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213Y5V0 2031-12-15 6 N/A 54991.00 123.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617YUE59 2052-04-15 4.5 N/A 483663.00 359925.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36181FEN7 2043-02-20 4 N/A 120000.00 10071.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FXAE7 2054-04-20 6 N/A 1487826.00 1510085.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618G6RL1 2054-01-20 6.5 N/A 933444.00 962246.77 Agency Mortgage-Backed Securities G2 0/0 1Y CMT ARM N/A 3620E0Q58 2061-12-20 6.15 N/A 1217238.00 34101.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618G7CM3 2073-10-20 5.98 N/A 1218506.00 1262136.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YAQ7 2053-07-20 4.5 N/A 9916256.00 9197509.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36241LWJ1 2040-07-20 5 N/A 4000000.00 65756.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36179BM68 2043-02-15 3 N/A 480893.00 56684.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H7TP7 2054-04-20 5.5 N/A 11914624.00 11903013.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MAX8 2042-04-20 3.5 N/A 150000.00 11541.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACCP3 2053-01-20 5.5 N/A 760920.00 689127.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HNSD0 2054-06-20 6 N/A 2038392.00 2079787.66 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Moody's NR Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 350000000.00 350000000.00 0.1059 N Y Y N Alinghi Funding Co. LLC Alinghi Funding Co. LLC 0.00000000 01626FM62 549300VRDDZC1N8S3N22 US01626FM625 Asset Backed Commercial Paper Y Moody's P-1 Standard & Poor's A-1 Fitch NR 2024-12-06 2024-12-06 2024-12-06 N Y UBS AG 1.0000 Moody's P-1 Standard & Poor's A-1 Fitch F1 N 0.0555 19522128.20 19522128.20 0.0059 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 5.34000000 N/A MBNUM2BPBDO7JBLYG310 BYD4Y5H14 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 38018900.00 37692433.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 N/A 52648000.00 43012360.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 N/A 1932200.00 2134140.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 37796900.00 38227395.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.5 N/A 50306000.00 51557534.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 N/A 51356900.00 45398120.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 53051900.00 43478825.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 79785800.00 51195278.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 N/A 51950500.00 54277835.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DQ3 2041-02-15 0 N/A 103038600.00 50048114.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375 N/A 46336100.00 46597434.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 47676800.00 40260575.29 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0534 494000000.00 494000000.00 0.1494 N Y Y N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 5.55000120 86564PNL1 5493006GGLR4BTEL8O61 US86564PNL12 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-07-01 2024-07-22 2024-07-22 N N N 0.0549 15001245.60 15001245.60 0.0045 N N N N UBS AG UBS AG 5.68352160 90276JVV5 BFM8T61CT2L1QCEMIK50 US90276JVV50 Financial Company Commercial Paper Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2024-07-01 2025-02-05 2025-02-05 N N N 0.0580 9000878.04 9000878.04 0.0027 N N N N Barton Capital SA Barton Capital SA 5.51999880 06945PVD8 549300KOFKIMD0C37W24 US06945PVD85 Asset Backed Commercial Paper Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2024-07-01 2024-08-02 2024-08-02 N Y SOCIETE GENERALE SA 1.0000 Standard & Poor's A-1 Moody's P-1 Fitch F1 N 0.0548 24000779.76 24000779.76 0.0073 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797JR9 254900HROIFWPRGM1V77 US912797JR94 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2025-01-23 2025-01-23 2025-01-23 N N N 0.0505 20896548.75 20896548.75 0.0063 N Y Y N Alinghi Funding Co. LLC Alinghi Funding Co. LLC 0.00000000 01626FN87 549300VRDDZC1N8S3N22 US01626FN870 Asset Backed Commercial Paper Y Standard & Poor's A-1 Moody's P-1 Fitch NR 2025-01-08 2025-01-08 2025-01-08 N Y UBS AG 1.0000 Moody's P-1 Fitch F1 Standard & Poor's A-1 N 0.0557 15539148.00 15539148.00 0.0047 N N N N BNP Paribas SA, New York BNP Paribas SA, New York 5.45000000 05593D5G4 R0MUWSFPU8MPRO8K5P83 US05593D5G43 Certificate of Deposit Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2024-10-01 2024-10-01 2024-10-01 N N N 0.0540 7999183.60 7999183.60 0.0024 N N N N Lloyds Bank plc Lloyds Bank plc 0.00000000 53943FHM0 H7FNTJ4851HG0EXQ1Z70 US53943FHM05 Financial Company Commercial Paper Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2024-08-21 2024-08-21 2024-08-21 N N N 0.0549 25200278.89 25200278.89 0.0076 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 5.59000080 60710TQM6 RB0PEZSDGCO3JS6CEU02 US60710TQM61 Certificate of Deposit Y Standard & Poor's A-1 Fitch F1 Moody's P-1 2024-07-01 2024-11-06 2024-11-06 N N N 0.0571 15004152.90 15004152.90 0.0045 N N N N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 5.54000040 86959TCW4 NHBDILHZTYCNBV5UYZ31 US86959TCW45 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-07-01 2024-10-03 2024-10-03 N N N 0.0560 10003181.00 10003181.00 0.0030 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 5.80000000 06367DEE1 NQQ6HPCNCCU6TUTQYE16 US06367DEE13 Certificate of Deposit Y Fitch F1+ Standard & Poor's A-1 Moody's P-1 2024-11-12 2024-11-12 2024-11-12 N N N 0.0542 8005204.32 8005204.32 0.0024 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 5.50000080 55607NVD9 4ZHCHI4KYZG2WVRT8631 US55607NVD91 Financial Company Commercial Paper Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2024-07-01 2024-08-08 2024-08-08 N N N 0.0542 14871339.19 14871339.19 0.0045 N N N N HAT Holdings I LLC HAT Holdings I LLC 0.00000000 41875PGV6 N/A US41875PGV67 Non-Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2024-07-29 2024-07-29 2024-07-29 N Y BANK OF AMERICA NA 1.0000 Moody's P-1 Standard & Poor's A-1 Fitch F1+ N 0.0551 7962727.44 7962727.44 0.0024 N N N N Bank of America NA Bank of America NA 5.97999960 06050FGK2 B4TYDEB6GKMZO031MB27 US06050FGK21 Certificate of Deposit Y Standard & Poor's A-1 Moody's P-1 Fitch F1+ 2024-07-01 2024-07-15 2024-07-15 N N N 0.0551 5001267.75 5001267.75 0.0015 N N N N DNB Bank ASA DNB Bank ASA 0.00000000 2332K0NN8 549300GKFG0RYRRQ1414 US2332K0NN80 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2025-01-22 2025-01-22 2025-01-22 N N N 0.0544 12510990.70 12510990.70 0.0038 N N N N Westpac Banking Corp., New York Westpac Banking Corp., New York 5.40000000 96130AXE3 EN5TNI6CI43VEPAMHL14 US96130AXE36 Certificate of Deposit Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2025-06-06 2025-06-06 2025-06-06 N N N 0.0534 17005851.06 17005851.06 0.0051 N N N N Westpac Banking Corp., New York Westpac Banking Corp., New York 5.64000120 96130AVU9 EN5TNI6CI43VEPAMHL14 US96130AVU95 Certificate of Deposit Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2024-07-01 2025-01-31 2025-01-31 N N N 0.0550 3002399.43 3002399.43 0.0009 N N N N ING US Funding LLC ING US Funding LLC 0.00000000 45685QK24 254900QX5Y2ZDZ6XBT08 US45685QK240 Financial Company Commercial Paper Y Moody's P-1 Standard & Poor's A-1 Fitch NR 2024-10-02 2024-10-02 2024-10-02 N Y ING BANK NV 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1 N 0.0555 21683246.86 21683246.86 0.0066 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KA4 254900HROIFWPRGM1V77 US912797KA41 U.S. Treasury Debt Y Moody's Govt Standard & Poor's A-1+ Fitch F1+ 2025-02-20 2025-02-20 2025-02-20 N N N 0.0511 13063443.75 13063443.75 0.0040 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 5.37000120 N/A ZBUT11V806EZRVTWT807 BYD20CSR1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617M45U5 2050-01-15 3.5 N/A 596987.00 18298.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UDC3 2033-10-20 4.5 N/A 950402.00 96724.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XU38 2030-06-20 8.5 N/A 37624.00 32813.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36194F5A0 2046-05-20 3.5 N/A 360000.00 36415.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NQ68 2043-10-20 4.5 N/A 815000.00 48075.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MX39 2043-01-20 3 N/A 200000.00 23976.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241LAY2 2039-08-15 5.5 N/A 69328500.00 1811131.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617YC4Z4 2057-06-15 3.27 N/A 133300.00 113023.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622ACCF5 2040-11-15 5 N/A 100000.00 86247.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H5FH4 2054-06-20 6 N/A 1299702.00 1330079.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BCW86 2062-09-20 4.5 N/A 1386571.00 1291840.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200NNS6 2034-07-15 5.5 N/A 2178748.00 36860.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VGV6 2035-03-20 2.5 N/A 600000.00 125350.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XW77 2038-04-20 5 N/A 64314.00 54346.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617HS6A1 2049-02-20 4.5 N/A 2518999.00 212203.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UZT2 2049-09-20 3.5 N/A 215191680.00 27901746.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YLC6 2035-03-20 3 N/A 301008.00 262541.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201BMW3 2032-06-15 6.5 N/A 3604666.00 8686.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YWA8 2039-06-20 7 N/A 156424.00 160416.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HFV68 2054-06-20 7 N/A 1448806.00 1483320.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617WT7G8 2057-07-15 3.23 N/A 126780.00 107129.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WYL6 2037-01-20 5 N/A 94167.00 81598.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UV90 2049-07-20 4 N/A 372963.00 40371.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179N5W4 2044-03-20 4 N/A 1731294.00 108117.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617XSQ60 2052-01-20 3 N/A 100000.00 71785.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617HECD9 2062-12-15 3 N/A 150578.00 128424.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2CE0 2042-09-15 3 N/A 300000.00 40806.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UHE5 2033-12-20 7 N/A 126722.00 12824.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XXC5 2032-04-20 7.5 N/A 35255.00 31888.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H2PY3 2054-02-20 6.5 N/A 1127214.00 1181224.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36177RPM7 2038-12-20 6.5 N/A 1887146.00 81718.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FGHJ6 2063-07-20 4 N/A 291012.00 115610.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SCB1 2046-05-20 5 N/A 147500.00 15068.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618A24G2 2062-04-20 4 N/A 219981.00 197822.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617MFUM0 2050-03-15 3.5 N/A 519556.00 54305.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617YMJA1 2062-02-20 2.5 N/A 1439146.00 982301.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FZD1 2041-11-20 6 N/A 175000.00 6264.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X6X9 2038-07-20 5 N/A 354780.00 313789.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RSD2 2030-11-20 2.5 N/A 79400.00 9554.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617B4GK7 2047-07-15 4 N/A 85198.00 23610.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FDV5 2040-01-20 4 N/A 332000.00 21681.94 Agency Mortgage-Backed Securities Y Fitch F1+ Standard & Poor's A-1 Moody's P-1 2024-07-01 2024-07-05 2024-07-05 Y JP MORGAN SECURITIES LLC 1.0000 7 N Standard & Poor's A+ Moody's Aa3 Fitch AA N N 0.0537 38000000.00 38000000.00 0.0115 N N Y N Mackinac Funding Co. LLC Mackinac Funding Co. LLC 0.00000000 55458EJ43 549300DSZ0UOZX6UNF02 US55458EJ437 Asset Backed Commercial Paper Y Standard & Poor's A-1 Moody's P-1 Fitch NR 2024-09-04 2024-09-04 2024-09-04 N Y BNP PARIBAS SA 1.0000 Moody's P-1 Standard & Poor's A-1 Fitch F1 N 0.0553 14846924.40 14846924.40 0.0045 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 5.52999960 60710TPF2 RB0PEZSDGCO3JS6CEU02 US60710TPF20 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-07-01 2024-09-26 2024-09-26 N N N 0.0567 9001089.27 9001089.27 0.0027 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 5.51000160 86565F5Z1 549300MS3WYYVQ4HXM15 US86565F5Z11 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-07-01 2024-08-06 2024-08-06 N N N 0.0568 16000784.96 16000784.96 0.0048 N N N N Westpac Banking Corp. Westpac Banking Corp. 5.81000040 9612C44D0 EN5TNI6CI43VEPAMHL14 US9612C44D02 Financial Company Commercial Paper Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2024-07-01 2024-07-22 2024-07-22 N N N 0.0549 10002533.70 10002533.70 0.0030 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 5.55000120 86565F5T5 549300MS3WYYVQ4HXM15 US86565F5T50 Certificate of Deposit Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2024-07-01 2024-07-23 2024-07-23 N N N 0.0547 9250513.56 9250513.56 0.0028 N N N N Bank of America NA Bank of America NA 5.15000000 06051WHJ6 B4TYDEB6GKMZO031MB27 US06051WHJ62 Certificate of Deposit Y Moody's P-1 Standard & Poor's A-1 Fitch F1+ 2025-01-22 2025-01-22 2025-01-22 N N N 0.0542 6585461.72 6585461.72 0.0020 N N N N Mitsubishi UFJ Trust & Banking Corp., New York Mitsubishi UFJ Trust & Banking Corp., New York 5.54000040 60683DVB2 JBONEPAGQXF4QP29B387 US60683DVB27 Certificate of Deposit Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2024-07-01 2024-10-01 2024-10-01 N N N 0.0550 15001435.05 15001435.05 0.0045 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 5.50000000 06367DFS9 NQQ6HPCNCCU6TUTQYE16 US06367DFS99 Certificate of Deposit Y Moody's P-1 Fitch F1+ Standard & Poor's A-1 2024-12-06 2024-12-06 2024-12-06 N N N 0.0543 6996951.29 6996951.29 0.0021 N N N N Mitsubishi UFJ Trust & Banking Corp., New York Mitsubishi UFJ Trust & Banking Corp., New York 5.51999880 60683DUX5 JBONEPAGQXF4QP29B387 US60683DUX55 Certificate of Deposit Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2024-07-01 2024-08-27 2024-08-27 N N N 0.0560 6000636.90 6000636.90 0.0018 N N N N Aquitaine Funding Co. LLC Aquitaine Funding Co. LLC 0.00000000 03843LGJ1 549300RM1I17W1XLUM92 US03843LGJ17 Asset Backed Commercial Paper Y Moody's P-1 Fitch NR Standard & Poor's A-1 2024-07-18 2024-07-18 2024-07-18 N Y SOCIETE GENERALE SA 1.0000 Moody's P-1 Fitch F1 Standard & Poor's A-1 N 0.0549 24924967.50 24924967.50 0.0075 N N N N Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 0.00000000 96122GSG1 549300W0N3O6Q4RCKE25 US96122GSG19 Financial Company Commercial Paper Y Fitch NR Standard & Poor's A-1+ Moody's P-1 2025-05-16 2025-05-16 2025-05-16 N Y WESTPAC NEW ZEALAND LTD 1.0000 Fitch F1 Standard & Poor's A-1+ Moody's P-1 N 0.0546 8581394.61 8581394.61 0.0026 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 5.17000000 13606KS49 549300H8L46OOZOFHU82 US13606KS497 Certificate of Deposit Y Standard & Poor's A-1 Moody's P-1 Fitch F1+ 2025-02-07 2025-02-07 2025-02-07 N N N 0.0539 10978151.80 10978151.80 0.0033 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 5.64000120 20272A4A1 MSFSBD3QN1GSN7Q6C537 US20272A4A14 Financial Company Commercial Paper Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2024-07-01 2025-01-31 2025-01-31 N N N 0.0568 5002357.75 5002357.75 0.0015 N N N N ING US Funding LLC ING US Funding LLC 0.00000000 45685QG11 254900QX5Y2ZDZ6XBT08 US45685QG115 Financial Company Commercial Paper Y Moody's P-1 Standard & Poor's A-1 Fitch NR 2024-07-01 2024-07-01 2024-07-01 N Y ING BANK NV 1.0000 Standard & Poor's A-1 Fitch F1+ Moody's P-1 N 0.0539 4997783.95 4997783.95 0.0015 N Y Y N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 5.60999880 86959TDZ6 NHBDILHZTYCNBV5UYZ31 US86959TDZ66 Certificate of Deposit Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2024-07-01 2025-02-05 2025-02-05 N N N 0.0557 12002972.52 12002972.52 0.0036 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 0.00000000 55607KGR1 4ZHCHI4KYZG2WVRT8631 US55607KGR14 Financial Company Commercial Paper Y Standard & Poor's A-1 Fitch F1 Moody's P-1 2024-07-25 2024-07-25 2024-07-25 N N N 0.0549 9959520.00 9959520.00 0.0030 N N N N Westpac Banking Corp., New York Westpac Banking Corp., New York 5.25000000 96130AWG9 EN5TNI6CI43VEPAMHL14 US96130AWG92 Certificate of Deposit Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2025-01-22 2025-01-22 2025-01-22 N N N 0.0537 6991252.94 6991252.94 0.0021 N N N N Bank of New York Mellon (The) Bank of New York Mellon (The) 5.69000160 06428DAB8 HPFHU0OQ28E4N0NFVK49 US06428DAB82 Financial Company Commercial Paper Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2024-07-01 2025-05-09 2025-05-09 N N N 0.0565 7002351.65 7002351.65 0.0021 N N N N Toronto-Dominion Bank (The), New York Toronto-Dominion Bank (The), New York 5.15000000 89115D3J3 PT3QB789TSUIDF371261 US89115D3J35 Certificate of Deposit Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2024-12-31 2024-12-31 2024-12-31 N N N 0.0543 5987828.82 5987828.82 0.0018 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 5.33000000 N/A N/A BYD4XX9D7 Non-Negotiable Time Deposit Y Moody's P-1 Standard & Poor's A-1 Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 120000000.00 120000000.00 0.0363 N Y Y N ING US Funding LLC ING US Funding LLC 5.58000000 44988KLE7 254900QX5Y2ZDZ6XBT08 US44988KLE72 Financial Company Commercial Paper Y Standard & Poor's A-1 Fitch NR Moody's P-1 2024-07-01 2024-10-31 2024-10-31 N Y ING BANK NV 1.0000 Moody's P-1 Fitch F1+ Standard & Poor's A-1 N 0.0551 5001210.80 5001210.80 0.0015 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797GW1 254900HROIFWPRGM1V77 US912797GW17 U.S. Treasury Debt Y Moody's Govt Fitch F1+ Standard & Poor's A-1+ 2024-10-03 2024-10-03 2024-10-03 N N N 0.0515 6905412.50 6905412.50 0.0021 N Y Y N Alinghi Funding Co. LLC Alinghi Funding Co. LLC 0.00000000 01626FK49 549300VRDDZC1N8S3N22 US01626FK496 Asset Backed Commercial Paper Y Standard & Poor's A-1 Fitch NR Moody's P-1 2024-10-04 2024-10-04 2024-10-04 N Y UBS AG 1.0000 Moody's P-1 Standard & Poor's A-1 Fitch F1 N 0.0552 29561537.10 29561537.10 0.0090 N N N N BNP Paribas SA, New York BNP Paribas SA, New York 5.23000000 05593D3X9 R0MUWSFPU8MPRO8K5P83 US05593D3X93 Certificate of Deposit Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2024-12-18 2024-12-18 2024-12-18 N N N 0.0544 9984609.70 9984609.70 0.0030 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 5.81000040 65558U3W0 529900ODI3047E2LIV03 US65558U3W07 Certificate of Deposit Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2024-07-01 2024-07-24 2024-07-24 N N N 0.0549 8002192.48 8002192.48 0.0024 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.00000000 05253AN63 JHE42UYNWWTJB8YTTU19 US05253AN631 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2025-01-06 2025-01-06 2025-01-06 N N N 0.0551 11661644.76 11661644.76 0.0035 N N N N United States International Development Finance Corp. Variable Rate Notes United States International Development Finance Corp. Variable Rate Notes 5.49000000 90376PBR1 254900QI8QTIK0FY6E92 US90376PBR10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Agency Fitch AA+ 2024-07-05 2024-07-05 2032-09-20 Y US INTERNATIONAL DEVELOPMENT FINANCE CORP 1.0000 7 N Moody's NR Fitch NR Standard & Poor's NR Y UNITED STATES OF AMERICA 1.0000 Standard & Poor's A-1+ Moody's NR Fitch F1+ N 0.0549 10364062.13 10364062.13 0.0031 N N Y N Columbia Funding Co. LLC Columbia Funding Co. LLC 0.00000000 19767CGV2 549300O1V8MCLCRCFD82 US19767CGV28 Asset Backed Commercial Paper Y Standard & Poor's A-1 Fitch NR Moody's P-1 2024-07-29 2024-07-29 2024-07-29 N Y JP MORGAN SECURITIES LLC 1.0000 Standard & Poor's A-1 Fitch F1+ Moody's P-1 N 0.0548 7913167.17 7913167.17 0.0024 N N N N Natixis SA, New York Natixis SA, New York 5.51999880 63873QY65 2549003L5ZG5M2ZSE107 US63873QY653 Certificate of Deposit Y Standard & Poor's A-1 Fitch F1 Moody's P-1 2024-07-01 2024-09-10 2024-09-10 N N N 0.0541 10252159.68 10252159.68 0.0031 N N N N Aquitaine Funding Co. LLC Aquitaine Funding Co. LLC 0.00000000 03843LJ41 549300RM1I17W1XLUM92 US03843LJ412 Asset Backed Commercial Paper Y Moody's P-1 Standard & Poor's A-1 Fitch NR 2024-09-04 2024-09-04 2024-09-04 N Y SOCIETE GENERALE SA 1.0000 Standard & Poor's A-1 Moody's P-1 Fitch F1 N 0.0559 13064046.86 13064046.86 0.0040 N N N N Bank of America NA Bank of America NA 5.22000000 06051WHY3 B4TYDEB6GKMZO031MB27 US06051WHY30 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2025-02-06 2025-02-06 2025-02-06 N N N 0.0542 5505818.95 5505818.95 0.0017 N N N N Colorado Housing & Finance Authority Colorado Housing & Finance Authority 5.35000134 196480RR0 5493005GIROYQAWBMC18 US196480RR05 Variable Rate Demand Note Y Moody's VMIG1 Standard & Poor's A-1+ Fitch NR 2024-07-05 2024-07-05 2051-05-01 Y FEDERAL HOME LOAN BANK OF TOPEKA 1.0000 7 Y Fitch NR Standard & Poor's A-1+ Moody's P-1 N N 0.0535 8365000.00 8365000.00 0.0025 N N Y N Bank of Montreal, Chicago Bank of Montreal, Chicago 5.60000000 06367DFB6 NQQ6HPCNCCU6TUTQYE16 US06367DFB64 Certificate of Deposit Y Moody's P-1 Standard & Poor's A-1 Fitch F1+ 2024-11-29 2024-11-29 2024-11-29 N N N 0.0543 8999934.21 8999934.21 0.0027 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 5.52999960 55607NUP3 4ZHCHI4KYZG2WVRT8631 US55607NUP31 Financial Company Commercial Paper Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2024-07-01 2024-10-07 2024-10-07 N N N 0.0569 7500451.05 7500451.05 0.0023 N N N N Westpac Banking Corp. Westpac Banking Corp. 0.00000000 9612C0LE7 EN5TNI6CI43VEPAMHL14 US9612C0LE70 Financial Company Commercial Paper Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2024-11-14 2024-11-14 2024-11-14 N N N 0.0545 8816979.87 8816979.87 0.0027 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.00000000 05253AHV5 JHE42UYNWWTJB8YTTU19 US05253AHV52 Financial Company Commercial Paper Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2024-08-29 2024-08-29 2024-08-29 N N N 0.0542 7927051.28 7927051.28 0.0024 N N N N Albion Capital Corp. SA Albion Capital Corp. SA 0.00000000 01329WGH8 N/A US01329WGH88 Asset Backed Commercial Paper Y Standard & Poor's A-1 Fitch NR Moody's P-1 2024-07-17 2024-07-17 2024-07-17 N Y MUFG BANK LTD 1.0000 Standard & Poor's A-1 Fitch F1 Moody's P-1 N 0.0550 11965713.48 11965713.48 0.0036 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 5.54000040 83050WKD5 F3JS33DEI6XQ4ZBPTN86 US83050WKD55 Financial Company Commercial Paper Y Moody's P-1 Fitch F1+ Standard & Poor's A-1 2024-07-01 2024-10-01 2024-10-01 N N N 0.0560 13003305.90 13003305.90 0.0039 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 5.50000000 06367DKQ7 NQQ6HPCNCCU6TUTQYE16 US06367DKQ78 Certificate of Deposit Y Moody's P-1 Fitch F1+ Standard & Poor's A-1 2025-06-11 2025-06-11 2025-06-11 N N N 0.0541 7004883.83 7004883.83 0.0021 N N N N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 0.00000000 92512LG13 N/A US92512LG130 Asset Backed Commercial Paper Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2024-07-01 2024-07-01 2024-07-01 N Y NATIXIS SA 1.0000 Standard & Poor's A-1 Fitch F1 Moody's P-1 N 0.0542 19991092.80 19991092.80 0.0061 N Y Y N PepsiCo, Inc. PepsiCo, Inc. 5.77797120 713448FU7 FJSUNZKFNQ5YPJ5OT455 US713448FU72 Other Instrument Floating/Adjustable Rate Bank Note Y Standard & Poor's A+ Moody's A1 Fitch NR 2024-07-01 2024-11-12 2024-11-12 N N N 0.0568 5534445.24 5534445.24 0.0017 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 5.59000080 86565GAA8 549300MS3WYYVQ4HXM15 US86565GAA85 Certificate of Deposit Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2024-07-01 2024-09-27 2024-09-27 N N N 0.0549 10002434.10 10002434.10 0.0030 N N N N Columbia Funding Co. LLC Columbia Funding Co. LLC 0.00000000 19767CJK3 549300O1V8MCLCRCFD82 US19767CJK36 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2024-09-19 2024-09-19 2024-09-19 N Y JP MORGAN SECURITIES LLC 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1 N 0.0559 20097368.36 20097368.36 0.0061 N N N N BNP Paribas SA, New York BNP Paribas SA, New York 5.55000120 05593D4S9 R0MUWSFPU8MPRO8K5P83 US05593D4S99 Certificate of Deposit Y Standard & Poor's A-1 Fitch F1 Moody's P-1 2024-07-01 2024-11-26 2024-11-26 N N N 0.0571 9000689.76 9000689.76 0.0027 N N N N Mackinac Funding Co. LLC Mackinac Funding Co. LLC 0.00000000 55458EGH7 549300DSZ0UOZX6UNF02 US55458EGH71 Asset Backed Commercial Paper Y Moody's P-1 Fitch NR Standard & Poor's A-1 2024-07-17 2024-07-17 2024-07-17 N Y BNP PARIBAS SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0547 12963082.60 12963082.60 0.0039 N N N N Aquitaine Funding Co. LLC Aquitaine Funding Co. LLC 0.00000000 03843LJ33 549300RM1I17W1XLUM92 US03843LJ339 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2024-09-03 2024-09-03 2024-09-03 N Y SOCIETE GENERALE SA 1.0000 Moody's P-1 Fitch F1 Standard & Poor's A-1 N 0.0558 12868083.80 12868083.80 0.0039 N N N N Skandinaviska Enskilda Banken AB, New York Skandinaviska Enskilda Banken AB, New York 5.51000160 83050P5S4 F3JS33DEI6XQ4ZBPTN86 US83050P5S49 Certificate of Deposit Y Moody's P-1 Fitch F1+ Standard & Poor's A-1 2024-07-01 2024-09-27 2024-09-27 N N N 0.0560 7001207.29 7001207.29 0.0021 N N N N Credit Agricole Corporate & Investment Bank SA, New York Credit Agricole Corporate & Investment Bank SA, New York 5.41000000 22536DQU5 254900BN8XS34XZDJ223 US22536DQU53 Certificate of Deposit Y Standard & Poor's A-1 Fitch F1 Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 6499973.35 6499973.35 0.0020 N Y Y N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 5.51000160 86565F6E7 549300MS3WYYVQ4HXM15 US86565F6E72 Certificate of Deposit Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2024-07-01 2024-08-13 2024-08-13 N N N 0.0546 12000690.96 12000690.96 0.0036 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 5.60999880 86564PMG3 5493006GGLR4BTEL8O61 US86564PMG36 Certificate of Deposit Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2024-07-01 2024-07-08 2024-07-08 N N N 0.0550 14000672.42 14000672.42 0.0042 N N Y N Columbia Funding Co. LLC Columbia Funding Co. LLC 0.00000000 19767CGA8 549300O1V8MCLCRCFD82 US19767CGA80 Asset Backed Commercial Paper Y Moody's P-1 Standard & Poor's A-1 Fitch NR 2024-07-10 2024-07-10 2024-07-10 N Y JP MORGAN SECURITIES LLC 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1 N 0.0543 14973256.20 14973256.20 0.0045 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.00000000 05253ANE6 JHE42UYNWWTJB8YTTU19 US05253ANE63 Financial Company Commercial Paper Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2025-01-14 2025-01-14 2025-01-14 N N N 0.0550 5824066.68 5824066.68 0.0018 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 5.51000160 86564PRA1 5493006GGLR4BTEL8O61 US86564PRA11 Certificate of Deposit Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2024-07-01 2024-08-26 2024-08-26 N N N 0.0561 6000592.14 6000592.14 0.0018 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 5.96000000 78015J6X0 549300HXQQQCCUBS2Z23 US78015J6X02 Certificate of Deposit Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2024-09-19 2024-09-19 2024-09-19 N N N 0.0542 4502990.52 4502990.52 0.0014 N N N N Hydro-Quebec Hydro-Quebec 0.00000000 44881LG82 6THEVG93PYJH84S4D167 US44881LG823 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2024-07-08 2024-07-08 2024-07-08 N N N 0.0535 64904827.00 64904827.00 0.0196 N N Y N Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust 0.00000000 68328GH66 635400ZZE5J8OXXBBY26 US68328GH667 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Standard & Poor's A-1+ Moody's P-1 Fitch NR 2024-08-06 2024-08-06 2024-08-06 N Y ONTARIO TEACHERS PENSION PLAN 1.0000 Moody's NR Standard & Poor's A-1+ Fitch NR N 0.0545 9942098.00 9942098.00 0.0030 N N N N Royal Bank of Canada Royal Bank of Canada 5.59000080 78016LAP6 549300HXQQQCCUBS2Z23 US78016LAP67 Financial Company Commercial Paper Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2024-07-01 2025-02-18 2025-02-18 N N N 0.0559 11001497.10 11001497.10 0.0033 N N N N Mitsubishi UFJ Trust & Banking Corp., New York Mitsubishi UFJ Trust & Banking Corp., New York 5.51999880 60683DVK2 JBONEPAGQXF4QP29B387 US60683DVK26 Certificate of Deposit Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2024-07-01 2024-09-05 2024-09-05 N N N 0.0568 7000661.71 7000661.71 0.0021 N N N N DNB Bank ASA DNB Bank ASA 0.00000000 2332K0GW6 549300GKFG0RYRRQ1414 US2332K0GW62 Financial Company Commercial Paper Y Standard & Poor's A-1+ Fitch NR Moody's P-1 2024-07-30 2024-07-30 2024-07-30 N N N 0.0541 4976412.15 4976412.15 0.0015 N N N N Credit Industriel et Commercial, New York Credit Industriel et Commercial, New York 5.50000000 22536WGU4 N4JDFKKH2FTD8RKFXO39 US22536WGU45 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-05-12 2025-05-12 2025-05-12 N N N 0.0543 8002019.92 8002019.92 0.0024 N N N N BNP Paribas SA, New York BNP Paribas SA, New York 5.28000000 05593D3J0 R0MUWSFPU8MPRO8K5P83 US05593D3J00 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-12-31 2024-12-31 2024-12-31 N N N 0.0543 5991231.78 5991231.78 0.0018 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 5.55000120 63254GD93 F8SB4JFBSYQFRQEH3Z21 US63254GD933 Financial Company Commercial Paper Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2024-07-01 2024-10-15 2024-10-15 N N N 0.0563 28007471.52 28007471.52 0.0085 N N N N Bank of Montreal Bank of Montreal 0.00000000 06369LL60 NQQ6HPCNCCU6TUTQYE16 US06369LL601 Financial Company Commercial Paper Y Standard & Poor's A-1 Fitch F1+ Moody's P-1 2024-11-06 2024-11-06 2024-11-06 N N N 0.0545 7356100.13 7356100.13 0.0022 N N N N Britannia Funding Co. LLC Britannia Funding Co. LLC 0.00000000 11042LHL7 549300X2ZBE7GS6QP587 US11042LHL71 Asset Backed Commercial Paper Y Standard & Poor's A-1 Moody's P-1 Fitch NR 2024-08-20 2024-08-20 2024-08-20 N Y BARCLAYS BANK PLC 1.0000 Standard & Poor's A-1 Fitch F1 Moody's P-1 N 0.0554 14880359.85 14880359.85 0.0045 N N N N Swedbank AB Swedbank AB 5.32000000 N/A N/A BYD4Y5YG2 Non-Negotiable Time Deposit Y Fitch F1+ Standard & Poor's A-1 Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 26000000.00 26000000.00 0.0079 N Y Y N United States International Development Finance Corp. Variable Rate Notes United States International Development Finance Corp. Variable Rate Notes 5.49000000 90376PAU5 254900QI8QTIK0FY6E92 US90376PAU57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Fitch AA+ Standard & Poor's AA+ 2024-07-05 2024-07-05 2030-03-15 Y US INTERNATIONAL DEVELOPMENT FINANCE CORP 1.0000 7 N Standard & Poor's NR Moody's NR Fitch NR Y UNITED STATES OF AMERICA 1.0000 Fitch F1+ Moody's NR Standard & Poor's A-1+ N 0.0549 3696428.55 3696428.55 0.0011 N N Y N U.S. Treasury Notes U.S. Treasury Notes 5.47420320 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y Moody's Govt Fitch AA+ Standard & Poor's AA+ 2024-07-01 2025-04-30 2025-04-30 N N N 0.0544 1000555.36 1000555.36 0.0003 N Y Y N Macquarie Bank Ltd. Macquarie Bank Ltd. 5.60999880 55607NVU1 4ZHCHI4KYZG2WVRT8631 US55607NVU17 Financial Company Commercial Paper Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2024-07-01 2025-02-18 2025-02-18 N Y MACQUARIE BANK LTD 1.0000 Moody's P-1 Fitch F1 Standard & Poor's A-1 N 0.0559 8000974.40 8000974.40 0.0024 N N N N Antalis SA Antalis SA 0.00000000 03664AG51 549300G2LM2ZKZ0X4Y50 US03664AG510 Asset Backed Commercial Paper Y Standard & Poor's A-1 Fitch F1 Moody's P-1 2024-07-05 2024-07-05 2024-07-05 N Y SOCIETE GENERALE SA 1.0000 Standard & Poor's A-1 Fitch F1 Moody's P-1 N 0.0542 10489097.54 10489097.54 0.0032 N N Y N Liberty Street Funding LLC Liberty Street Funding LLC 0.00000000 53127TG15 549300F33VRHM10B9391 US53127TG152 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N Y BANK OF NOVA SCOTIA 1.0000 Fitch F1+ Standard & Poor's A-1 Moody's P-1 N 0.0541 21140598.40 21140598.40 0.0064 N Y Y N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 5.51999880 04821QEW7 549300BUNY5BIX4CVW20 US04821QEW78 Asset Backed Commercial Paper Y Standard & Poor's A-1 Moody's P-1 Fitch F1+ 2024-07-01 2024-07-01 2024-08-12 Y ATLANTIC ASSET SECURITIZATION LLC 1.0000 3 N Moody's NR Fitch NR Standard & Poor's NR Y CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0544 18001510.56 18001510.56 0.0054 N Y Y N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 0.00000000 92512LKB6 N/A US92512LKB61 Asset Backed Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-10-11 2024-10-11 2024-10-11 N Y NATIXIS SA 1.0000 Moody's P-1 Standard & Poor's A-1 Fitch F1 N 0.0555 10827135.00 10827135.00 0.0033 N N N N Mackinac Funding Co. LLC Mackinac Funding Co. LLC 0.00000000 55458EG12 549300DSZ0UOZX6UNF02 US55458EG128 Asset Backed Commercial Paper Y Moody's P-1 Fitch NR Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N Y BNP PARIBAS SA 1.0000 Standard & Poor's A-1 Fitch F1 Moody's P-1 N 0.0541 28987108.92 28987108.92 0.0088 N Y Y N DNB Bank ASA DNB Bank ASA 0.00000000 2332K0M58 549300GKFG0RYRRQ1414 US2332K0M585 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2024-12-05 2024-12-05 2024-12-05 N N N 0.0546 9766266.70 9766266.70 0.0030 N N N N Bank of America Securities, Inc. Bank of America Securities, Inc. 5.54000040 06054CDX0 549300HN4UKV1E2R3U73 US06054CDX02 Financial Company Commercial Paper Y Moody's NR Fitch F1+ Standard & Poor's A-1 2024-07-01 2024-09-26 2024-09-26 N N N 0.0548 10001455.00 10001455.00 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 5.51999880 86564PPG0 5493006GGLR4BTEL8O61 US86564PPG09 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-07-01 2024-08-01 2024-08-01 N N N 0.0542 15001346.10 15001346.10 0.0045 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 0.00000000 53127TN66 549300F33VRHM10B9391 US53127TN661 Asset Backed Commercial Paper Y Standard & Poor's A-1 Moody's P-1 Fitch NR 2025-01-06 2025-01-06 2025-01-06 N Y BANK OF NOVA SCOTIA 1.0000 Standard & Poor's A-1 Fitch F1+ Moody's P-1 N 0.0554 10202371.20 10202371.20 0.0031 N N N N Aquitaine Funding Co. LLC Aquitaine Funding Co. LLC 0.00000000 03843LGB8 549300RM1I17W1XLUM92 US03843LGB80 Asset Backed Commercial Paper Y Moody's P-1 Standard & Poor's A-1 Fitch NR 2024-07-11 2024-07-11 2024-07-11 N Y SOCIETE GENERALE SA 1.0000 Moody's P-1 Fitch F1 Standard & Poor's A-1 N 0.0547 21458168.10 21458168.10 0.0065 N N N N Bank of America NA Bank of America NA 5.45000000 06051WKM5 B4TYDEB6GKMZO031MB27 US06051WKM54 Certificate of Deposit Y Standard & Poor's A-1 Fitch F1+ Moody's P-1 2024-10-02 2024-10-02 2024-10-02 N N N 0.0546 9997793.80 9997793.80 0.0030 N N N N Bank of Nova Scotia (The), Houston Bank of Nova Scotia (The), Houston 5.80000000 06417M5S0 L3I9ZG2KFGXZ61BMYR72 US06417M5S09 Certificate of Deposit Y Fitch F1+ Standard & Poor's A-1 Moody's P-1 2024-11-08 2024-11-08 2024-11-08 N N N 0.0544 7003870.51 7003870.51 0.0021 N N N N Chariot Funding LLC Chariot Funding LLC 0.00000000 15963TH28 549300EEWRNP448AMT79 US15963TH288 Asset Backed Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2024-08-02 2024-08-02 2024-08-02 N Y JPMORGAN CHASE BANK NA 1.0000 Standard & Poor's A-1 Moody's P-1 Fitch F1+ N 0.0549 15916285.12 15916285.12 0.0048 N N N N Bank of America NA Bank of America NA 5.38000000 06051WNS9 B4TYDEB6GKMZO031MB27 US06051WNS97 Certificate of Deposit Y Moody's P-1 Fitch F1+ Standard & Poor's A-1 2024-07-25 2024-07-25 2024-07-25 N N N 0.0538 16999951.72 16999951.72 0.0051 N N N N Bank of America NA Bank of America NA 5.57263800 06050FLV2 B4TYDEB6GKMZO031MB27 US06050FLV21 Certificate of Deposit Y Moody's P-1 Standard & Poor's A-1 Fitch F1+ 2024-07-01 2024-11-14 2024-11-14 N N N 0.0554 16000958.56 16000958.56 0.0048 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 0.00000000 55607KGV2 4ZHCHI4KYZG2WVRT8631 US55607KGV26 Financial Company Commercial Paper Y Standard & Poor's A-1 Fitch F1 Moody's P-1 2024-07-29 2024-07-29 2024-07-29 N N N 0.0550 14681405.72 14681405.72 0.0044 N N N N DNB Bank ASA DNB Bank ASA 0.00000000 2332K0R12 549300GKFG0RYRRQ1414 US2332K0R121 Financial Company Commercial Paper Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2025-04-01 2025-04-01 2025-04-01 N N N 0.0541 9602240.80 9602240.80 0.0029 N N N N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 5.30000000 N/A 1VUV7VQFKUOQSJ21A208 BYD4XX9C9 Non-Negotiable Time Deposit Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0530 5000000.00 5000000.00 0.0015 N Y Y N Macquarie Bank Ltd. Macquarie Bank Ltd. 0.00000000 55607KH17 4ZHCHI4KYZG2WVRT8631 US55607KH174 Financial Company Commercial Paper Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2024-08-01 2024-08-01 2024-08-01 N N N 0.0551 4974489.95 4974489.95 0.0015 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 0.00000000 53127TH71 549300F33VRHM10B9391 US53127TH713 Asset Backed Commercial Paper Y Moody's P-1 Fitch NR Standard & Poor's A-1 2024-08-07 2024-08-07 2024-08-07 N Y BANK OF NOVA SCOTIA 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1 N 0.0549 13916259.28 13916259.28 0.0042 N N N N Westpac Banking Corp. Westpac Banking Corp. 0.00000000 9612C0L72 EN5TNI6CI43VEPAMHL14 US9612C0L724 Financial Company Commercial Paper Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2024-11-07 2024-11-07 2024-11-07 N N N 0.0546 6374236.25 6374236.25 0.0019 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB 0.00000000 86960JKM6 NHBDILHZTYCNBV5UYZ31 US86960JKM61 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-10-21 2024-10-21 2024-10-21 N N N 0.0542 9832153.20 9832153.20 0.0030 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB 0.00000000 86960JH16 NHBDILHZTYCNBV5UYZ31 US86960JH164 Financial Company Commercial Paper Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2024-08-01 2024-08-01 2024-08-01 N N N 0.0538 9950097.40 9950097.40 0.0030 N N N N Bank of America NA Bank of America NA 5.75000000 06051WFW9 B4TYDEB6GKMZO031MB27 US06051WFW91 Certificate of Deposit Y Moody's P-1 Standard & Poor's A-1 Fitch F1+ 2024-11-14 2024-11-14 2024-11-14 N N N 0.0546 12004263.00 12004263.00 0.0036 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 5.52473640 91127RDZ7 IO66REGK3RCBAMA8HR66 US91127RDZ73 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-07-01 2024-10-24 2024-10-24 N N N 0.0554 14050660.21 14050660.21 0.0043 N N N N Royal Bank of Canada Royal Bank of Canada 0.00000000 78013VL67 ES7IP3U3RHIGC71XBU11 US78013VL672 Financial Company Commercial Paper Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2024-11-06 2024-11-06 2024-11-06 N N N 0.0554 5882975.52 5882975.52 0.0018 N N N N Royal Bank of Canada Royal Bank of Canada 5.69000160 78016LAJ0 549300HXQQQCCUBS2Z23 US78016LAJ08 Financial Company Commercial Paper Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2024-07-01 2025-01-21 2025-01-21 N N N 0.0573 12007831.92 12007831.92 0.0036 N N N N Commonwealth Bank of Australia, New York Commonwealth Bank of Australia, New York 5.70000000 20271EG29 MSFSBD3QN1GSN7Q6C537 US20271EG291 Certificate of Deposit Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2024-11-27 2024-11-27 2024-11-27 N N N 0.0539 10005343.50 10005343.50 0.0030 N N N N Bank of America NA Bank of America NA 5.34000000 06051WNT7 B4TYDEB6GKMZO031MB27 US06051WNT70 Certificate of Deposit Y Moody's P-1 Standard & Poor's A-1 Fitch F1+ 2024-07-05 2024-07-05 2024-07-05 N N N 0.0534 33000330.00 33000330.00 0.0100 N N Y N Bank of Nova Scotia Bank of Nova Scotia 0.00000000 06417JGJ5 L3I9ZG2KFGXZ61BMYR72 US06417JGJ51 Financial Company Commercial Paper Y Moody's P-1 Standard & Poor's A-1 Fitch F1+ 2024-07-18 2024-07-18 2024-07-18 N N N 0.0539 5334249.71 5334249.71 0.0016 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 5.51000160 55607NUL2 4ZHCHI4KYZG2WVRT8631 US55607NUL27 Financial Company Commercial Paper Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2024-07-01 2024-08-16 2024-08-16 N N N 0.0560 15001718.70 15001718.70 0.0045 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 5.33000000 N/A ZBUT11V806EZRVTWT807 BYD4Y5HF3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418NAQ3 2040-03-01 5.5 N/A 98306560.00 4697755.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618ASSR5 2062-09-20 4.5 N/A 2130088.00 1543848.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADXP1 2054-05-01 6.5 N/A 2487164.00 2578883.89 Agency Mortgage-Backed Securities GNMA GNII EP 787436 C N/A BYD54J9U9 2064-05-20 0 N/A 112344320.00 101480174.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241LE77 2039-11-15 6 N/A 89999998.00 1805147.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADXY2 2054-05-01 5.5 N/A 1036177.00 1038252.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N1L76 2052-09-01 4 N/A 2997948.00 2575637.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWJ61 2053-12-01 6.5 N/A 65521280.00 61532781.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DNX5 2031-07-20 6 N/A 4689996.00 12428.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWEE9 2052-07-01 5 N/A 37958000.00 31574597.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWEK5 2052-08-01 4.5 N/A 35410880.00 29890858.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BB6Z7 2063-07-20 6 N/A 6365848.00 4577665.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CXQ2 2048-06-01 5 N/A 3226192.00 279055.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNEL3 2052-06-01 3.5 N/A 144621312.00 108841365.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKRQ3 2051-05-01 2 N/A 600000.00 381931.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617XDAS2 2049-12-20 5.5 N/A 2851576.00 1592766.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ABXM2 2054-04-01 7.5 N/A 2001108.00 2093188.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C8QU2 2053-07-01 6 N/A 4000400.00 3250828.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6HT3 2054-07-01 5 N/A 8343552.00 8173051.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617BFTQ5 2048-09-20 5 N/A 932015.00 137956.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWE82 2052-10-01 5.5 N/A 56888832.00 49033234.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618F7B45 2063-03-20 6 N/A 124523.00 124129.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWFR9 2052-12-01 5 N/A 49930944.00 44163929.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BEG64 2053-05-20 6 N/A 1117136.00 1019611.91 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Moody's P-1 Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 450000000.00 450000000.00 0.1361 N Y Y N Bank of Nova Scotia (The), Houston Bank of Nova Scotia (The), Houston 5.64000120 06417M7D1 L3I9ZG2KFGXZ61BMYR72 US06417M7D12 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2024-07-01 2025-02-21 2025-02-21 N N N 0.0558 5751904.86 5751904.86 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 5.51000160 86564PRJ2 5493006GGLR4BTEL8O61 US86564PRJ20 Certificate of Deposit Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2024-07-01 2024-09-05 2024-09-05 N N N 0.0569 14001231.86 14001231.86 0.0042 N N N N BPCE SA BPCE SA 5.59000080 05571ECV7 9695005MSX1OYEMGDF46 US05571ECV74 Financial Company Commercial Paper Y Standard & Poor's A-1 Fitch F1 Moody's P-1 2024-07-01 2024-08-01 2024-08-01 N N N 0.0564 13002227.16 13002227.16 0.0039 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 5.54000040 86565GBD1 549300MS3WYYVQ4HXM15 US86565GBD16 Certificate of Deposit Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2024-07-01 2024-09-23 2024-09-23 N N N 0.0568 17002072.98 17002072.98 0.0051 N N N N Royal Bank of Canada Royal Bank of Canada 5.32000000 N/A N/A BYD4XX905 Non-Negotiable Time Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 120000000.00 120000000.00 0.0363 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.00000000 05253AG12 JHE42UYNWWTJB8YTTU19 US05253AG122 Financial Company Commercial Paper Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0538 8496239.77 8496239.77 0.0026 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.00000000 05253AMG2 JHE42UYNWWTJB8YTTU19 US05253AMG21 Financial Company Commercial Paper Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2024-12-16 2024-12-16 2024-12-16 N N N 0.0551 14622375.00 14622375.00 0.0044 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 5.52999960 63254GD28 F8SB4JFBSYQFRQEH3Z21 US63254GD289 Financial Company Commercial Paper Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2024-07-01 2024-10-21 2024-10-21 N N N 0.0565 11501522.26 11501522.26 0.0035 N N N N Toronto-Dominion Bank (The), New York Toronto-Dominion Bank (The), New York 6.00000000 89115BBZ2 PT3QB789TSUIDF371261 US89115BBZ22 Certificate of Deposit Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2024-10-02 2024-10-02 2024-10-02 N N N 0.0545 8006356.72 8006356.72 0.0024 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 5.67000000 46656GAC8 ZBUT11V806EZRVTWT807 US46656GAC87 Financial Company Commercial Paper Y Fitch F1+ Standard & Poor's A-1 Moody's P-1 2024-07-01 2025-01-06 2025-01-06 N N N 0.0562 14002366.98 14002366.98 0.0042 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 5.54000040 55607NUM0 4ZHCHI4KYZG2WVRT8631 US55607NUM00 Financial Company Commercial Paper Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2024-07-01 2024-09-20 2024-09-20 N N N 0.0567 5500906.62 5500906.62 0.0017 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 5.51000160 86565F6R8 549300MS3WYYVQ4HXM15 US86565F6R85 Certificate of Deposit Y Standard & Poor's A-1 Fitch F1 Moody's P-1 2024-07-01 2024-08-28 2024-08-28 N N N 0.0562 11500939.55 11500939.55 0.0035 N N N N CDP Financial, Inc. CDP Financial, Inc. 0.00000000 12509RGP0 549300OXMGVYFCBFV096 US12509RGP01 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2024-07-23 2024-07-23 2024-07-23 N N N 0.0543 13948126.50 13948126.50 0.0042 N N N N 0.00 474776.78 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 BlackRock Funds 2024-07-08 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer