N-MFP3/A 0000844779 XXXXXXXX 2024-06-30 BlackRock Funds 0000844779 549300OZUEVJZHOBFP42 BLACKROCK LIQUID ENVIRONMENTALLY AWARE FUND 549300OP1Z2OABITJ502 S000065181 8 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 N 21 31 472493158.26 499515544.30 0.5574 0.5893 2024-06-03 480419267.05 518118847.69 0.5656 0.6100 2024-06-04 481972550.79 526144227.38 0.5664 0.6183 2024-06-05 522276297.37 575415507.52 0.5906 0.6507 2024-06-06 485050845.06 560674415.77 0.5679 0.6565 2024-06-07 515662133.98 580636586.94 0.5899 0.6643 2024-06-10 508889897.81 570871272.45 0.5797 0.6503 2024-06-11 528621513.27 612010384.63 0.6024 0.6974 2024-06-12 496123487.04 557027810.54 0.5956 0.6687 2024-06-13 514148639.32 575061719.26 0.6042 0.6757 2024-06-14 530833531.88 588184098.21 0.6142 0.6806 2024-06-17 568076816.01 588027305.97 0.6574 0.6805 2024-06-18 542302931.98 562014496.19 0.6425 0.6658 2024-06-20 527540414.90 547254562.86 0.6300 0.6536 2024-06-21 526027376.27 557739271.99 0.6293 0.6672 2024-06-24 502489390.53 534205962.01 0.6185 0.6576 2024-06-25 447381359.13 479099523.42 0.5924 0.6344 2024-06-26 450156817.35 481882734.22 0.5938 0.6357 2024-06-27 451813630.67 510522424.20 0.6006 0.6786 2024-06-28 64112954.05 687990546.42 363000000.00 1781134.94 3652670.26 750231965.15 750169443.76 N 0.0548 2024-06-03 0.0548 2024-06-04 0.0547 2024-06-05 0.0547 2024-06-06 0.0546 2024-06-07 0.0546 2024-06-10 0.0545 2024-06-11 0.0545 2024-06-12 0.0545 2024-06-13 0.0545 2024-06-14 0.0544 2024-06-17 0.0544 2024-06-18 0.0544 2024-06-20 0.0545 2024-06-21 0.0545 2024-06-24 0.0545 2024-06-25 0.0545 2024-06-26 0.0545 2024-06-27 0.0545 2024-06-28 1.0001 2024-06-03 1.0001 2024-06-04 1.0001 2024-06-05 1.0001 2024-06-06 1.0001 2024-06-07 1.0001 2024-06-10 1.0001 2024-06-11 1.0001 2024-06-12 1.0001 2024-06-13 1.0001 2024-06-14 1.0001 2024-06-17 1.0001 2024-06-18 1.0001 2024-06-20 1.0001 2024-06-21 1.0001 2024-06-24 1.0001 2024-06-25 1.0001 2024-06-26 1.0001 2024-06-27 1.0001 2024-06-28 N N Direct C000211009 1000000.00 267658174.09 267624013.4200 1.0002 2024-06-03 1.0002 2024-06-04 1.0002 2024-06-05 1.0002 2024-06-06 1.0002 2024-06-07 1.0002 2024-06-10 1.0002 2024-06-11 1.0002 2024-06-12 1.0002 2024-06-13 1.0002 2024-06-14 1.0002 2024-06-17 1.0002 2024-06-18 1.0002 2024-06-20 1.0002 2024-06-21 1.0002 2024-06-24 1.0002 2024-06-25 1.0002 2024-06-26 1.0002 2024-06-27 1.0002 2024-06-28 1016119.42 0.00 2024-06-03 0.00 0.00 2024-06-04 0.00 0.00 2024-06-05 0.00 0.00 2024-06-06 0.00 0.00 2024-06-07 0.00 0.00 2024-06-10 0.00 0.00 2024-06-11 0.00 0.00 2024-06-12 0.00 0.00 2024-06-13 0.00 0.00 2024-06-14 0.00 0.00 2024-06-17 0.00 0.00 2024-06-18 1.62 0.00 2024-06-20 0.00 0.00 2024-06-21 0.00 0.00 2024-06-24 0.00 0.00 2024-06-25 0.95 294.68 2024-06-26 0.00 7345907.56 2024-06-27 0.00 0.00 2024-06-28 1016121.99 7346202.24 0.0534 2024-06-03 0.0534 2024-06-04 0.0533 2024-06-05 0.0533 2024-06-06 0.0532 2024-06-07 0.0532 2024-06-10 0.0532 2024-06-11 0.0531 2024-06-12 0.0531 2024-06-13 0.0531 2024-06-14 0.0531 2024-06-17 0.0530 2024-06-18 0.0531 2024-06-20 0.0531 2024-06-21 0.0531 2024-06-24 0.0531 2024-06-25 0.0531 2024-06-26 0.0531 2024-06-27 0.0531 2024-06-28 Y 17527.46 Depository institution or other banking institution 0.1271 0.0000 Non-financial corporation 0.0749 0.0000 Non-financial corporation 0.4148 0.0000 Non-financial corporation 0.1860 0.0000 Other OTHER-PARTNERSHIPS 0.1664 0.0000 0.4284 0.0000 0.1429 0.1429 0.0000 0.0000 0.1429 0.0000 0.0000 0.0000 0.1429 Partnerships N Penserra Shares C000234052 2000000.00 54596.53 54593.0800 1.0001 2024-06-03 1.0001 2024-06-04 1.0001 2024-06-05 1.0001 2024-06-06 1.0001 2024-06-07 1.0001 2024-06-10 1.0001 2024-06-11 1.0001 2024-06-12 1.0001 2024-06-13 1.0001 2024-06-14 1.0001 2024-06-17 1.0001 2024-06-18 1.0001 2024-06-20 1.0001 2024-06-21 1.0001 2024-06-24 1.0001 2024-06-25 1.0001 2024-06-26 1.0001 2024-06-27 1.0001 2024-06-28 243.67 0.00 2024-06-03 0.00 0.00 2024-06-04 0.00 0.00 2024-06-05 0.00 0.00 2024-06-06 0.00 0.00 2024-06-07 0.00 0.00 2024-06-10 0.00 0.00 2024-06-11 0.00 0.00 2024-06-12 0.00 0.00 2024-06-13 0.00 0.00 2024-06-14 0.00 0.00 2024-06-17 0.00 0.00 2024-06-18 0.00 0.00 2024-06-20 0.00 0.00 2024-06-21 0.00 0.00 2024-06-24 0.00 0.00 2024-06-25 0.00 0.06 2024-06-26 0.00 0.00 2024-06-27 0.00 0.00 2024-06-28 243.67 0.06 0.0528 2024-06-03 0.0528 2024-06-04 0.0527 2024-06-05 0.0527 2024-06-06 0.0526 2024-06-07 0.0525 2024-06-10 0.0525 2024-06-11 0.0525 2024-06-12 0.0525 2024-06-13 0.0525 2024-06-14 0.0524 2024-06-17 0.0524 2024-06-18 0.0524 2024-06-20 0.0524 2024-06-21 0.0524 2024-06-24 0.0524 2024-06-25 0.0525 2024-06-26 0.0525 2024-06-27 0.0525 2024-06-28 Y 5.61 Other OTHER-PARTNERSHIPS 1.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 1.0000 Partnerships N Bancroft Capital Shares C000231608 2000000.00 54587.15 54583.9800 1.0001 2024-06-03 1.0001 2024-06-04 1.0001 2024-06-05 1.0001 2024-06-06 1.0001 2024-06-07 1.0001 2024-06-10 1.0001 2024-06-11 1.0001 2024-06-12 1.0001 2024-06-13 1.0001 2024-06-14 1.0001 2024-06-17 1.0001 2024-06-18 1.0001 2024-06-20 1.0001 2024-06-21 1.0001 2024-06-24 1.0001 2024-06-25 1.0001 2024-06-26 1.0001 2024-06-27 1.0001 2024-06-28 646.76 0.00 2024-06-03 0.00 0.00 2024-06-04 0.00 0.00 2024-06-05 0.00 0.00 2024-06-06 0.00 0.00 2024-06-07 0.00 0.00 2024-06-10 0.00 0.00 2024-06-11 0.00 0.00 2024-06-12 0.00 0.00 2024-06-13 0.00 0.00 2024-06-14 0.00 0.00 2024-06-17 0.00 0.00 2024-06-18 0.00 0.00 2024-06-20 0.00 0.00 2024-06-21 0.00 0.00 2024-06-24 0.00 0.00 2024-06-25 0.00 127004.35 2024-06-26 0.00 0.00 2024-06-27 0.00 0.00 2024-06-28 646.76 127004.35 0.0528 2024-06-03 0.0528 2024-06-04 0.0527 2024-06-05 0.0527 2024-06-06 0.0526 2024-06-07 0.0525 2024-06-10 0.0525 2024-06-11 0.0525 2024-06-12 0.0525 2024-06-13 0.0525 2024-06-14 0.0524 2024-06-17 0.0524 2024-06-18 0.0524 2024-06-20 0.0524 2024-06-21 0.0524 2024-06-24 0.0524 2024-06-25 0.0525 2024-06-26 0.0525 2024-06-27 0.0525 2024-06-28 Y 12.26 Other OTHER-PARTNERSHIPS 1.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 1.0000 Partnerships N Great Pacific Shares C000235877 2000000.00 107513.93 107521.8400 1.0001 2024-06-03 1.0001 2024-06-04 1.0001 2024-06-05 1.0001 2024-06-06 1.0001 2024-06-07 1.0001 2024-06-10 1.0001 2024-06-11 1.0001 2024-06-12 1.0001 2024-06-13 1.0001 2024-06-14 1.0001 2024-06-17 1.0001 2024-06-18 1.0000 2024-06-20 1.0000 2024-06-21 1.0000 2024-06-24 1.0000 2024-06-25 1.0000 2024-06-26 1.0000 2024-06-27 1.0000 2024-06-28 2331.53 0.00 2024-06-03 0.00 0.00 2024-06-04 0.00 0.00 2024-06-05 0.00 0.00 2024-06-06 0.00 0.00 2024-06-07 0.00 0.00 2024-06-10 0.00 0.00 2024-06-11 0.00 0.00 2024-06-12 0.00 0.00 2024-06-13 0.00 0.00 2024-06-14 0.00 0.00 2024-06-17 0.00 0.00 2024-06-18 0.00 414674.97 2024-06-20 0.00 0.00 2024-06-21 0.00 0.00 2024-06-24 0.00 0.00 2024-06-25 0.00 0.12 2024-06-26 0.00 0.00 2024-06-27 0.00 0.00 2024-06-28 2331.53 414675.09 0.0528 2024-06-03 0.0528 2024-06-04 0.0527 2024-06-05 0.0527 2024-06-06 0.0526 2024-06-07 0.0526 2024-06-10 0.0526 2024-06-11 0.0525 2024-06-12 0.0525 2024-06-13 0.0525 2024-06-14 0.0525 2024-06-17 0.0524 2024-06-18 0.0525 2024-06-20 0.0525 2024-06-21 0.0525 2024-06-24 0.0525 2024-06-25 0.0525 2024-06-26 0.0525 2024-06-27 0.0526 2024-06-28 Y 34.88 Retail investor 0.4922 0.0000 Non-financial corporation 0.5078 0.0000 0.5000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.5000 Retail Investor N Institutional C000211011 2000000.00 481263039.27 481234734.8000 1.0001 2024-06-03 1.0001 2024-06-04 1.0001 2024-06-05 1.0001 2024-06-06 1.0001 2024-06-07 1.0001 2024-06-10 1.0001 2024-06-11 1.0001 2024-06-12 1.0001 2024-06-13 1.0001 2024-06-14 1.0001 2024-06-17 1.0001 2024-06-18 1.0001 2024-06-20 1.0001 2024-06-21 1.0001 2024-06-24 1.0001 2024-06-25 1.0001 2024-06-26 1.0001 2024-06-27 1.0001 2024-06-28 5599807.29 1324337.38 2024-06-03 1923484.17 710351.29 2024-06-04 2437727.91 667176.91 2024-06-05 14640644.25 529990.73 2024-06-06 22562280.31 14526698.17 2024-06-07 3266388.39 629875.86 2024-06-10 1086118.02 878912.15 2024-06-11 3435557.88 2139192.41 2024-06-12 1164893.22 44849827.03 2024-06-13 17659730.67 2206440.40 2024-06-14 15661232.13 1406818.63 2024-06-17 1488078.26 2194730.97 2024-06-18 1770241.79 21189450.30 2024-06-20 387322.57 6093805.62 2024-06-21 505118.53 2947742.76 2024-06-24 1605498.47 30299395.21 2024-06-25 1621794.70 25275023.59 2024-06-26 8460123.88 5877652.26 2024-06-27 697931.97 1856758.55 2024-06-28 105973974.41 165604180.22 0.0528 2024-06-03 0.0528 2024-06-04 0.0527 2024-06-05 0.0527 2024-06-06 0.0527 2024-06-07 0.0526 2024-06-10 0.0526 2024-06-11 0.0525 2024-06-12 0.0525 2024-06-13 0.0525 2024-06-14 0.0525 2024-06-17 0.0524 2024-06-18 0.0525 2024-06-20 0.0525 2024-06-21 0.0525 2024-06-24 0.0525 2024-06-25 0.0525 2024-06-26 0.0525 2024-06-27 0.0525 2024-06-28 Y 35312.30 Depository institution or other banking institution 0.1492 0.0000 Broker-dealer 0.7956 0.0000 0.0800 0.0000 0.0400 0.0400 0.0000 0.0000 0.4400 0.0000 0.1200 0.0000 0.2800 Partnerships, Retail Investor N Mischler Financial Group Shares C000223513 2000000.00 54566.51 54585.3000 1.0002 2024-06-03 1.0002 2024-06-04 1.0002 2024-06-05 1.0002 2024-06-06 1.0002 2024-06-07 1.0002 2024-06-10 1.0002 2024-06-11 1.0002 2024-06-12 1.0002 2024-06-13 1.0002 2024-06-14 1.0002 2024-06-17 1.0002 2024-06-18 1.0002 2024-06-20 1.0002 2024-06-21 1.0002 2024-06-24 1.0002 2024-06-25 0.9997 2024-06-26 0.9997 2024-06-27 0.9997 2024-06-28 243.71 0.00 2024-06-03 0.00 0.00 2024-06-04 0.00 0.00 2024-06-05 0.00 0.00 2024-06-06 0.00 0.00 2024-06-07 0.00 0.00 2024-06-10 0.00 0.00 2024-06-11 0.00 0.00 2024-06-12 0.00 0.00 2024-06-13 0.00 0.00 2024-06-14 0.00 0.00 2024-06-17 0.00 0.00 2024-06-18 0.15 0.00 2024-06-20 0.00 0.00 2024-06-21 0.00 0.00 2024-06-24 0.00 0.00 2024-06-25 810.21 25107903.94 2024-06-26 0.00 0.00 2024-06-27 0.00 0.00 2024-06-28 1054.07 25107903.94 0.0528 2024-06-03 0.0528 2024-06-04 0.0527 2024-06-05 0.0527 2024-06-06 0.0527 2024-06-07 0.0526 2024-06-10 0.0526 2024-06-11 0.0525 2024-06-12 0.0525 2024-06-13 0.0525 2024-06-14 0.0525 2024-06-17 0.0524 2024-06-18 0.0525 2024-06-20 0.0525 2024-06-21 0.0525 2024-06-24 0.0525 2024-06-25 0.0525 2024-06-26 0.0525 2024-06-27 0.0525 2024-06-28 Y 1328.01 Depository institution or other banking institution 1.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 1.0000 0.0000 0.0000 0.0000 N Investor A C000211010 1000.00 984901.07 984827.7400 1.0001 2024-06-03 1.0001 2024-06-04 1.0001 2024-06-05 1.0001 2024-06-06 1.0001 2024-06-07 1.0001 2024-06-10 1.0001 2024-06-11 1.0001 2024-06-12 1.0001 2024-06-13 1.0001 2024-06-14 1.0001 2024-06-17 1.0001 2024-06-18 1.0001 2024-06-20 1.0001 2024-06-21 1.0001 2024-06-24 1.0001 2024-06-25 1.0001 2024-06-26 1.0001 2024-06-27 1.0001 2024-06-28 4115.51 248.99 2024-06-03 0.00 0.00 2024-06-04 0.05 0.00 2024-06-05 0.00 0.00 2024-06-06 0.00 0.21 2024-06-07 4300.00 0.00 2024-06-10 51.11 0.00 2024-06-11 0.00 0.00 2024-06-12 0.00 0.00 2024-06-13 0.00 0.00 2024-06-14 0.00 0.00 2024-06-17 0.00 0.00 2024-06-18 4825.01 0.00 2024-06-20 0.00 0.00 2024-06-21 0.00 0.00 2024-06-24 0.00 0.00 2024-06-25 0.00 1.06 2024-06-26 0.00 0.00 2024-06-27 0.00 0.00 2024-06-28 13291.68 250.26 0.0503 2024-06-03 0.0503 2024-06-04 0.0502 2024-06-05 0.0502 2024-06-06 0.0502 2024-06-07 0.0501 2024-06-10 0.0501 2024-06-11 0.0500 2024-06-12 0.0500 2024-06-13 0.0500 2024-06-14 0.0500 2024-06-17 0.0500 2024-06-18 0.0500 2024-06-20 0.0500 2024-06-21 0.0500 2024-06-24 0.0500 2024-06-25 0.0500 2024-06-26 0.0500 2024-06-27 0.0500 2024-06-28 Y 132.01 Retail investor 0.0792 0.0000 Broker-dealer 0.8314 0.0000 0.0435 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0435 0.0000 0.9130 Retail Investor N Cabrera Capital Markets Shares C000231609 2000000.00 54586.60 54583.6000 1.0001 2024-06-03 1.0001 2024-06-04 1.0001 2024-06-05 1.0001 2024-06-06 1.0001 2024-06-07 1.0001 2024-06-10 1.0001 2024-06-11 1.0001 2024-06-12 1.0001 2024-06-13 1.0001 2024-06-14 1.0001 2024-06-17 1.0001 2024-06-18 1.0001 2024-06-20 1.0001 2024-06-21 1.0001 2024-06-24 1.0001 2024-06-25 1.0001 2024-06-26 1.0001 2024-06-27 1.0001 2024-06-28 243.61 0.00 2024-06-03 0.00 0.00 2024-06-04 0.00 0.00 2024-06-05 0.00 0.00 2024-06-06 0.00 0.00 2024-06-07 0.00 0.00 2024-06-10 0.00 0.00 2024-06-11 0.00 0.00 2024-06-12 0.00 0.00 2024-06-13 0.00 0.00 2024-06-14 0.00 0.00 2024-06-17 0.00 0.00 2024-06-18 0.00 0.00 2024-06-20 0.00 0.00 2024-06-21 0.00 0.00 2024-06-24 0.00 0.00 2024-06-25 0.00 0.06 2024-06-26 0.00 0.00 2024-06-27 0.00 0.00 2024-06-28 243.61 0.06 0.0528 2024-06-03 0.0528 2024-06-04 0.0527 2024-06-05 0.0527 2024-06-06 0.0526 2024-06-07 0.0525 2024-06-10 0.0525 2024-06-11 0.0525 2024-06-12 0.0525 2024-06-13 0.0525 2024-06-14 0.0525 2024-06-17 0.0525 2024-06-18 0.0525 2024-06-20 0.0525 2024-06-21 0.0524 2024-06-24 0.0525 2024-06-25 0.0525 2024-06-26 0.0525 2024-06-27 0.0525 2024-06-28 Y 10.41 Depository institution or other banking institution 1.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 1.0000 0.0000 0.0000 0.0000 N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 5.33000000 N/A N/A BYD4XX9D7 Non-Negotiable Time Deposit Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 19000000.00 19000000.00 0.0253 N Y Y 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 3432281.06 3432281.06 0.0046 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 1996108.66 1996108.66 0.0027 N N N 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 Y GNMA_13-182C N/A 38378PGF9 2043-12-16 4.5 N/A 3775000.00 67860.36 Agency Collateralized Mortgage Obligation GNMA_16-H02C N/A 38376RPS9 2065-11-20 0.46087 N/A 705899.00 11825.98 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-01O CI N/A BRYD8NTB1 2073-01-20 0 N/A 154000000.00 10181738.49 Agency Mortgage-Backed Securities FNMA_20-46E N/A 3136BAYM0 2048-03-15 4.5 N/A 9743408.00 792907.47 Agency Collateralized Mortgage Obligation GNMA_23-19B N/A 38383V3B2 2053-02-20 0 N/A 100000000.00 3003536.81 Agency Collateralized Mortgage Obligation FHLMC_5358A N/A 3137HAVN3 2053-11-25 0 N/A 7692304.00 5672563.68 Agency Collateralized Mortgage Obligation GNMA_22-H08C N/A 38382YSB0 2072-04-20 0.33168 N/A 20316288.00 1162550.36 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-21 N/A 3136B1RR7 2048-04-25 0.75017 N/A 57325888.00 1102061.75 Agency Collateralized Mortgage Obligation FHLMC_5259 N/A 3137H8WF4 2052-09-25 0 N/A 103908352.00 3394276.57 Agency Collateralized Mortgage Obligation FNMA_23-39H N/A 3136BQFV6 2052-07-25 2 N/A 76000000.00 9182234.71 Agency Collateralized Mortgage Obligation GNMA_22-138B N/A 38383YBZ4 2052-08-20 0.717 N/A 30018208.00 1660247.94 Agency Collateralized Mortgage Obligation FNMA_24-22L N/A 3136BRP27 2054-05-25 1.682103 N/A 202856000.00 15209629.56 Agency Collateralized Mortgage Obligation FHLMC_5355B N/A 3137HATJ5 2053-11-25 0 N/A 11282560.00 8001205.08 Agency Collateralized Mortgage Obligation GNMA_20-129E N/A 38382JZG4 2050-09-16 0 N/A 99636224.00 868292.72 Agency Collateralized Mortgage Obligation GNMA_14-133A N/A 38379GQK6 2044-09-16 0.80668 N/A 18183040.00 190656.87 Agency Collateralized Mortgage Obligation FHLMC_5154C N/A 3137H2YQ1 2051-10-25 2.5 N/A 36267100.00 3330834.48 Agency Collateralized Mortgage Obligation GNMA_24-61J N/A 38384MFT9 2054-04-20 0.607 N/A 55670080.00 3367578.22 Agency Collateralized Mortgage Obligation 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 64000000.00 64000000.00 0.0853 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 10839230.27 10839230.27 0.0145 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 5.46000000 86564PUP4 5493006GGLR4BTEL8O61 US86564PUP43 Certificate of Deposit Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2024-08-26 2024-08-26 2024-08-26 N N N 0.0539 5000153.40 5000153.40 0.0067 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 6500312.20 6500312.20 0.0087 N N Y 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 3992055.20 3992055.20 0.0053 N N N N Albion Capital Corp. SA Albion Capital Corp. SA 0.00000000 01329WGN5 N/A US01329WGN56 Asset Backed Commercial Paper Y Fitch NR Standard & Poor's A-1 Moody's P-1 2024-07-22 2024-07-22 2024-07-22 N Y MUFG BANK LTD 1.0000 Fitch F1 Standard & Poor's A-1 Moody's P-1 N 0.0552 2490964.45 2490964.45 0.0033 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 FEPC 04.500 CLSD2641 N/A 3132DP5A2 2053-04-01 4.5 N/A 9223165.00 8215380.62 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7865 N/A 3140N0W35 2052-09-01 5 N/A 2215827.00 2084619.85 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 10000000.00 10000000.00 0.0133 N Y Y 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 3452706.25 3452706.25 0.0046 N Y Y 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 5972097.24 5972097.24 0.0080 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 5.31000000 N/A 2IGI19DL77OX0HC3ZE78 BYD4XX9A3 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 0.0531 10000000.00 10000000.00 0.0133 N Y Y 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 1990486.00 1990486.00 0.0027 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 6944167.93 6944167.93 0.0093 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 2000508.60 2000508.60 0.0027 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 2001589.18 2001589.18 0.0027 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 3671211.41 3671211.41 0.0049 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 4000484.12 4000484.12 0.0053 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 5.33000000 N/A FOR8UP27PHTHYVLBNG30 BYD4Y5HK2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A24Y5 2045-02-15 3 N/A 707500.00 169234.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296CM49 2038-04-15 5.5 N/A 5317680.00 17685.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GVFD7 2054-05-20 6.5 N/A 3187496.00 3293094.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620A6DF1 2039-07-15 4.5 N/A 325795.00 16894.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620ASSX8 2041-07-15 4 N/A 3317000.00 80725.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FWE2 2026-07-20 3 N/A 733708.00 11097.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620APYB5 2040-07-15 4.5 N/A 704656.00 31318.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241L4N3 2040-04-15 4.5 N/A 104972.00 5424.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36181CDH8 2034-03-20 4 N/A 3196676.00 406914.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617GSWR6 2048-05-20 4 N/A 14500000.00 1832009.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617J6EA8 2049-06-15 4 N/A 360940.00 202377.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36230UCL1 2041-01-15 4 N/A 928728.00 107315.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620A5FV6 2040-05-15 4.5 N/A 1067882.00 42181.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36181BR85 2043-08-15 4 N/A 10327312.00 693080.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36297KH87 2039-05-15 5 N/A 82000.00 5148.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36183FD55 2044-12-20 4.5 N/A 1370690.00 189559.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TVS1 2048-04-20 3 N/A 570306.00 45110.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RQZ5 2045-10-20 3 N/A 1833730.00 224990.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FT5T9 2054-05-20 6 N/A 587916.00 591399.42 Agency Mortgage-Backed Securities FNSTR_429 N/A 31423YVG1 2050-05-25 3.5 N/A 159739.00 14513.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36291FPJ1 2045-03-15 4 N/A 46000.00 19097.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296R6A0 2038-12-15 5.5 N/A 3315040.00 146005.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SEK9 2046-06-20 4.5 N/A 300000.00 23417.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296UM72 2039-01-15 5.5 N/A 200000.00 10757.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296DG77 2038-09-15 6 N/A 5598224.00 20579.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HAW27 2054-06-20 6.5 N/A 1444164.00 1491629.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36297FWM0 2039-09-15 5 N/A 802583.00 46234.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241LHF6 2040-04-15 4.5 N/A 349742.00 17821.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H3LQ2 2054-04-20 6 N/A 1875946.00 1883190.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36292DKJ0 2035-08-15 4.5 N/A 719518.00 35970.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EXT1 2038-11-20 5.5 N/A 1500000.00 20625.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179N4Q8 2029-03-20 3 N/A 538458.00 28275.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36180M6Y8 2043-04-15 3 N/A 500000.00 29676.11 Agency Mortgage-Backed Securities FNSTR_429 N/A 31423YUK3 2051-10-25 2.5 N/A 185554.00 13164.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295QBC3 2038-04-15 5.5 N/A 4267992.00 120392.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H4A74 2054-03-20 6 N/A 6398888.00 6428595.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618AJ4E0 2053-01-20 5 N/A 1261642.00 1214177.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617BFTR3 2048-09-20 4.5 N/A 198515.00 47464.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296Q2B4 2039-07-15 4.5 N/A 808000.00 52457.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617BJRG1 2047-10-15 4 N/A 50000.00 16845.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176CLL7 2026-03-15 3 N/A 1000000.00 26039.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36183RX40 2045-01-20 4.5 N/A 1729696.00 188009.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A23F7 2047-08-15 4.5 N/A 81000.00 10621.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36230RZH2 2040-12-15 4 N/A 246057.00 34614.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36189MBR8 2045-10-20 3.5 N/A 190000.00 43605.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W5H7 2052-05-20 5.5 N/A 500000.00 363649.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294PBE2 2036-05-15 5.5 N/A 2500000.00 30666.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TAQ8 2047-06-20 6 N/A 390000.00 60882.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617F93B6 2057-08-15 3.74 N/A 18173472.00 15993350.95 Agency Mortgage-Backed Securities FNSTR_429 N/A 31423YSM2 2051-02-25 2 N/A 145862.00 11606.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XX43 2053-04-20 4.5 N/A 70000.00 63660.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QPK1 2044-09-20 5 N/A 654000.00 42217.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GXKH8 2054-05-20 6.5 N/A 808337.00 829392.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617HQ3R1 2036-04-20 5 N/A 1036640.00 215862.00 Agency Mortgage-Backed Securities FNSTR_429 N/A 31423YVB2 2052-04-25 3 N/A 146643.00 13186.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36297FVZ2 2039-09-15 4 N/A 239000.00 15125.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2MH2 2045-01-15 6 N/A 300000.00 39117.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179T6D2 2033-08-20 4 N/A 107944.00 16236.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BNL76 2053-05-20 6 N/A 741562.00 747439.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179HKG5 2043-02-20 3.5 N/A 79153.00 19859.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36193YET9 2046-05-20 4.5 N/A 196000.00 18555.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BNEY5 2059-02-15 5.54 N/A 246190.00 252889.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620ASDX4 2041-04-15 5 N/A 104081.00 11463.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617GSRW1 2048-05-20 4.5 N/A 1560220.00 347978.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176PP75 2041-08-15 4 N/A 760000.00 88129.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FQT28 2054-02-20 7.5 N/A 284478.00 296209.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295CKC4 2043-08-15 3 N/A 2211176.00 237053.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36297F3C4 2039-11-15 5 N/A 171007.00 7697.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290SJB8 2033-09-15 5 N/A 25511936.00 284204.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617W6DC0 2049-06-20 5 N/A 2274276.00 925034.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YRH9 2054-02-20 5.5 N/A 30459904.00 30131651.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241L6G6 2033-12-15 5 N/A 100000.00 6299.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622AAB52 2043-04-15 4 N/A 35000.00 10506.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36178GRE6 2027-10-15 3 N/A 3662948.00 305242.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241KZ68 2039-02-15 5 N/A 1675000.00 40152.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295NEU7 2029-05-15 6.5 N/A 5009032.00 18604.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620ASAN9 2041-03-15 5 N/A 2811516.00 10983.52 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A-1 Fitch F1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 70000000.00 70000000.00 0.0933 N Y Y N Bank of Montreal Bank of Montreal 0.00000000 06369LL78 NQQ6HPCNCCU6TUTQYE16 US06369LL783 Financial Company Commercial Paper Y Standard & Poor's A-1 Fitch F1+ Moody's P-1 2024-11-07 2024-11-07 2024-11-07 N N N 0.0545 8335689.31 8335689.31 0.0111 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 5968606.92 5968606.92 0.0080 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 2000212.30 2000212.30 0.0027 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 0.00000000 53127TG80 549300F33VRHM10B9391 US53127TG806 Asset Backed Commercial Paper Y Standard & Poor's A-1 Moody's P-1 Fitch NR 2024-07-08 2024-07-08 2024-07-08 N Y BANK OF NOVA SCOTIA 1.0000 Standard & Poor's A-1 Fitch F1+ Moody's P-1 N 0.0543 4992576.05 4992576.05 0.0067 N N Y 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 5430920.55 5430920.55 0.0072 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 3879376.96 3879376.96 0.0052 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 2024-07-01 2024-07-01 2024-07-01 N N N 0.0530 4000000.00 4000000.00 0.0053 N Y Y 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 6001520.22 6001520.22 0.0080 N N N 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 6000498.24 6000498.24 0.0080 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 6501734.46 6501734.46 0.0087 N N N N Royal Bank of Canada Royal Bank of Canada 5.32000000 N/A N/A BYD4XX905 Non-Negotiable Time Deposit Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 1000000.00 1000000.00 0.0013 N Y Y N Nordea Bank Abp, New York Nordea Bank Abp, New York 5.49000000 65558U6G2 529900ODI3047E2LIV03 US65558U6G20 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-07-01 2024-08-12 2024-08-12 N N N 0.0562 4000274.20 4000274.20 0.0053 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 6440729.17 6440729.17 0.0086 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 1943607.46 1943607.46 0.0026 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 3993843.88 3993843.88 0.0053 N N N 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 1989795.98 1989795.98 0.0027 N N N 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 5370000.00 5370000.00 0.0072 N N Y 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 5501158.85 5501158.85 0.0073 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 2000636.20 2000636.20 0.0027 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 5499999.80 5499999.80 0.0073 N N Y 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 2000486.82 2000486.82 0.0027 N N N N BNP Paribas SA, New York BNP Paribas SA, New York 5.72000000 05593D2H5 R0MUWSFPU8MPRO8K5P83 US05593D2H52 Certificate of Deposit Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2024-08-19 2024-08-19 2024-08-19 N N N 0.0536 3000742.56 3000742.56 0.0040 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 5911941.54 5911941.54 0.0079 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp. 5.33000000 N/A RUC0QBLBRPRCU4W1NE59 BYD4Y5J12 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRA 2024-030 SD N/A 38384JKS2 2054-02-20 1.117 N/A 2703992.00 151568.49 Agency Collateralized Mortgage Obligation GNRA 2024-030 SU N/A 38384JRW6 2054-02-20 0.517 N/A 42122184.00 2348515.93 Agency Collateralized Mortgage Obligation GNRA 2024-030 TS N/A 38384JKW3 2054-02-20 0.467 N/A 8328902.00 263087.41 Agency Collateralized Mortgage Obligation GNRA 2024-030 US N/A 38384JPT5 2054-02-20 0 N/A 3562974.00 114717.22 Agency Collateralized Mortgage Obligation FNRA CL071CS R19F071 N/A 3136B6ZY2 2049-11-25 0.55017 N/A 17152542.00 1037375.20 Agency Collateralized Mortgage Obligation GNRA 2024-064 SA N/A 38384MJT5 2054-04-20 0.067 N/A 271788619.00 10916401.18 Agency Collateralized Mortgage Obligation FNRM CL039CY R24F039 N/A 3136BSCY9 2054-06-25 5.5 N/A 1000.00 983.77 Agency Collateralized Mortgage Obligation GNRA 2024-064 SG N/A 38384MNK9 2054-04-20 1.867 N/A 53333333.00 4979383.94 Agency Collateralized Mortgage Obligation GNRA 2024-064 MS N/A 38384MPP6 2054-04-20 0.667 N/A 158749758.00 8255070.17 Agency Collateralized Mortgage Obligation GNRA 2007-051 SG N/A 38375K4K5 2037-08-20 1.12685 N/A 400000.00 146.05 Agency Collateralized Mortgage Obligation GNRA 2024-064 S N/A 38384MNB9 2054-04-20 0.667 N/A 90000000.00 3251465.01 Agency Collateralized Mortgage Obligation GNRA 2021-088 IO N/A 38381DET3 2062-09-16 0.78869 N/A 953268.00 42952.48 Agency Mortgage-Backed Securities GNRA 2024-030 ST N/A 38384JNC4 2054-02-20 0.05 N/A 20000000.00 24949.40 Agency Collateralized Mortgage Obligation FNRA CL057SC R23F057 N/A 3136BQQR3 2049-10-25 0.55017 N/A 6589000.00 576045.51 Agency Collateralized Mortgage Obligation FRESB MTG 2018-SB54 A-7H 20380725 FLT N/A 30297JAD9 2038-07-25 3.51 N/A 10000.00 4902.04 Agency Collateralized Mortgage Obligation GNRA 2021-033 IO N/A 38380RVE7 2062-10-16 0.84173 N/A 17973853.00 855375.51 Agency Collateralized Mortgage Obligation MNRM CL023AB R21M023 N/A 3136BKAW2 2031-11-25 0.5 N/A 368448.00 271524.29 Agency Collateralized Mortgage Obligation GNRA 2021-168 IO N/A 38381D4F4 2063-05-16 0.80389 N/A 70277804.00 4103301.47 Agency Collateralized Mortgage Obligation GNRA 2024-051 LS N/A 38384KTW1 2054-03-20 0.1 N/A 21506398.00 52689.70 Agency Collateralized Mortgage Obligation GNRA 2020-190 IO N/A 38380RJM3 2062-11-16 1.0499 N/A 87468826.00 5538844.55 Agency Collateralized Mortgage Obligation GNRA 2024-030 WS N/A 38384JKZ6 2054-02-20 0.467 N/A 1786274.00 87306.22 Agency Collateralized Mortgage Obligation FGRA 3658HZ 04/15/40 N/A 31398VNL6 2040-04-15 5.5 N/A 30396.00 44952.84 Agency Collateralized Mortgage Obligation GNRA 2024-064 QS N/A 38384MPK7 2054-04-20 0.667 N/A 175000000.00 12764922.98 Agency Collateralized Mortgage Obligation FERA 5420JS 06/25/54 N/A 3137HDJB7 2054-06-25 1.71465 N/A 5271995.00 456958.15 Agency Collateralized Mortgage Obligation GNRA 2024-030 QX N/A 38384JPS7 2054-02-20 0 N/A 1514205.00 50862.27 Agency Collateralized Mortgage Obligation GNRA 2024-051 XI N/A 38384KWA5 2054-03-20 0.067 N/A 7247000.00 38274.50 Agency Collateralized Mortgage Obligation GNRA 2021-11O IY N/A 38380Q7X4 2071-07-20 0.1998 N/A 5113246.00 127301.97 Agency Collateralized Mortgage Obligation FNRA CL026SC R24F026 N/A 3136BRWG8 2054-05-25 0 N/A 4379611.00 136435.09 Agency Collateralized Mortgage Obligation GNRA 2024-064 SI N/A 38384MPQ4 2054-04-20 0 N/A 38956220.00 1203249.58 Agency Collateralized Mortgage Obligation GNRA 2024-079 S N/A 38384PKN9 2049-09-20 0.59685 N/A 33721136.00 3590597.07 Agency Collateralized Mortgage Obligation FNRA CL026SA R24F026 N/A 3136BRVE4 2054-05-25 0.61465 N/A 108313635.00 6114405.16 Agency Collateralized Mortgage Obligation GNRA 2012-H27 AI N/A 38375BZC9 2062-10-20 1.72452 N/A 500000.00 1340.17 Agency Collateralized Mortgage Obligation GNRA 2024-030 CS N/A 38384JJX3 2054-02-20 0.467 N/A 60372509.00 3920068.13 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-154 X1 20330125 FLT N/A 3137H9UF4 2033-01-25 0.52662 N/A 6900000.00 195097.28 Agency Collateralized Mortgage Obligation GNCL CL CS8931 N/A 3618B24Q9 2065-02-15 5.4 N/A 76735.00 74567.93 Agency Mortgage-Backed Securities FGRA 03568Z 08/15/39 N/A 31398EY99 2039-08-15 6 N/A 9855.00 25126.92 Agency Collateralized Mortgage Obligation GNRA 2024-051 SH N/A 38384KVK4 2054-03-20 0 N/A 4984373.00 216422.59 Agency Collateralized Mortgage Obligation GNRM 2018-072 IB N/A 38380WG86 2046-04-20 4 N/A 48337672.00 1892611.63 Agency Collateralized Mortgage Obligation GNRA 2024-07O CI N/A 38383KVD1 2074-02-20 0.91807 N/A 114911184.00 5830514.69 Agency Collateralized Mortgage Obligation GNRA 2021-19O FM N/A 38382YKG7 2071-12-20 6.153 N/A 461127.00 361354.20 Agency Collateralized Mortgage Obligation MNAR XX.XXX HXBL7140 N/A 3140HY5A2 2025-06-01 1.22 N/A 500000.00 470993.14 Agency Mortgage-Backed Securities GNRM 2022-204 IO N/A 38383LNL0 2052-04-20 3.5 N/A 36055583.00 4750653.14 Agency Collateralized Mortgage Obligation GNRA 2014-16O CI N/A 38375UMW7 2064-07-20 1.59882 N/A 100002.00 244.04 Agency Collateralized Mortgage Obligation FNRA CL026TB R24F026 N/A 3136BRWU7 2054-05-25 0 N/A 15000000.00 40733.49 Agency Collateralized Mortgage Obligation FNRA CL050SC R14F050 N/A 3136AKXK4 2044-08-25 0.667887 N/A 19419954.00 74960.49 Agency Collateralized Mortgage Obligation FGRA 4839AS 06/15/42 N/A 3137FJGY9 2042-06-15 0.60249 N/A 63937007.00 480259.45 Agency Collateralized Mortgage Obligation FERA 5397IS 04/25/54 N/A 3137HCGA4 2054-04-25 0.05 N/A 153633.00 139.43 Agency Collateralized Mortgage Obligation GNRA 2024-051 IY N/A 38384KVW8 2054-03-20 0.067 N/A 11372521.00 30353.01 Agency Collateralized Mortgage Obligation GNRA 2024-051 ST N/A 38384KUZ2 2054-03-20 0 N/A 32548028.00 868096.27 Agency Collateralized Mortgage Obligation GNRA 2023-083 SL N/A 38384BTL5 2053-06-20 0.667 N/A 2376747.00 77108.55 Agency Collateralized Mortgage Obligation GNRA 2019-155 IO N/A 38380NXA2 2061-07-16 0.53302 N/A 189402226.00 4179070.27 Agency Collateralized Mortgage Obligation FERA 5420SG 06/25/54 N/A 3137HDCW8 2054-06-25 0 N/A 10294271.00 313500.56 Agency Collateralized Mortgage Obligation GNRM 2024-079 D N/A 38384PFH8 2052-07-20 6 N/A 1550000.00 1457623.72 Agency Collateralized Mortgage Obligation GNRA 2010-085 HS N/A 38374YVW0 2040-01-20 1.19685 N/A 200000.00 0.33 Agency Collateralized Mortgage Obligation GNRM 2024-079 E N/A 38384PAF7 2054-05-20 6 N/A 1046690.00 1074217.95 Agency Collateralized Mortgage Obligation GNRA 2024-064 LS N/A 38384MLN5 2064-04-20 1.767 N/A 45000000.00 2411273.38 Agency Collateralized Mortgage Obligation FERA 5410AZ 03/25/54 N/A 3137HCQD7 2054-03-25 5.5 N/A 1711.00 1641.42 Agency Collateralized Mortgage Obligation GNRA 2024-064 SL N/A 38384MNS2 2054-04-20 0.567 N/A 82780696.00 4378348.60 Agency Collateralized Mortgage Obligation GNRA 2024-030 SQ N/A 38384JME1 2064-02-20 1.517 N/A 629735.00 21529.23 Agency Collateralized Mortgage Obligation FERA 4907AS 09/25/48 N/A 3137FMV58 2048-09-25 0.55017 N/A 100000.00 2863.86 Agency Collateralized Mortgage Obligation GNRA 2022-24O CI N/A 38382YC43 2072-11-20 0.82119 N/A 580407.00 16915.74 Agency Collateralized Mortgage Obligation GNRA 2024-079 SA N/A 38384PFE5 2054-05-20 0 N/A 237278027.00 3975096.53 Agency Collateralized Mortgage Obligation GNRM 2023-066 A N/A 38384AVK6 2052-07-20 4.5 N/A 228493.00 195518.35 Agency Collateralized Mortgage Obligation FNRA CL011X1 R16M011 N/A 3136AT5F7 2026-07-25 0.52663 N/A 1452944.00 6867.68 Agency Collateralized Mortgage Obligation GNCL CL CR3474 N/A 3618AH2F3 2065-05-15 5.18 N/A 31317.00 30112.45 Agency Mortgage-Backed Securities GNRA 2024-030 QS N/A 38384JPN8 2054-02-20 1.667 N/A 458655.00 42901.88 Agency Collateralized Mortgage Obligation MNAR XX.XXX HXBL0245 N/A 3140HRHX4 2025-11-01 3.43 N/A 1000000.00 976451.50 Agency Mortgage-Backed Securities GNRA 2024-079 VX N/A 38384PFC9 2064-05-20 0.567 N/A 25000000.00 780909.95 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-053 A-1 20250225 2.54800 N/A 3137BN6F6 2025-02-25 2.548 N/A 776254.00 105982.30 Agency Collateralized Mortgage Obligation GNCL CL CS8953 N/A 3618B25N5 2064-12-15 5.11 N/A 273584.00 262181.43 Agency Mortgage-Backed Securities GNRA 2024-064 SC N/A 38384MKZ9 2054-04-20 0.667 N/A 100000000.00 6127406.38 Agency Collateralized Mortgage Obligation GNRA 2024-064 US N/A 38384MPR2 2054-04-20 0.117 N/A 55785831.00 1947665.44 Agency Collateralized Mortgage Obligation GNRA 2018-4O NI N/A 38380VPP0 2068-02-20 1.29195 N/A 44633918.00 869165.15 Agency Collateralized Mortgage Obligation GNRM 2022-204 IG N/A 38383LLR9 2050-08-20 4 N/A 2987325.00 484355.03 Agency Collateralized Mortgage Obligation GNRA 2020-014 IO N/A 38380NK73 2062-02-16 0.59247 N/A 106694155.00 2635084.09 Agency Mortgage-Backed Securities GNRA 2022-105 SA N/A 38383TJZ7 2052-06-20 0.717 N/A 15955041.00 1076776.14 Agency Collateralized Mortgage Obligation GNRA 2024-064 SE N/A 38384MJU2 2054-04-20 0.367 N/A 50000000.00 2576859.24 Agency Collateralized Mortgage Obligation GNRM 2024-064 EI N/A 38384MLP0 2064-04-20 6.5 N/A 13548768.00 1941467.87 Agency Collateralized Mortgage Obligation GNRA 2015-140 IO N/A 38379KG44 2057-06-16 0.44047 N/A 100000.00 442.55 Agency Collateralized Mortgage Obligation GNRA 2023-150 SH N/A 38384C6X2 2053-10-20 1.067 N/A 100000.00 3788.12 Agency Collateralized Mortgage Obligation GNRA 2015-048 IO N/A 38379KHJ0 2050-02-16 0.74176 N/A 72589513.00 49095.44 Agency Collateralized Mortgage Obligation FNRM RC022B R22F022 N/A 3136BMH27 2054-07-25 2 N/A 1861605.00 1098641.08 Agency Collateralized Mortgage Obligation GNRA 2024-030 SK N/A 38384JNB6 2054-02-20 1.067 N/A 3159667.00 202140.89 Agency Collateralized Mortgage Obligation Y Standard & Poor's A-1 Fitch NR Moody's NR 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 120000000.00 120000000.00 0.1600 N Y Y 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 7996443.84 7996443.84 0.0107 N Y 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 4999963.45 4999963.45 0.0067 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 3998218.56 3998218.56 0.0053 N Y Y 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 6000574.02 6000574.02 0.0080 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 2985847.29 2985847.29 0.0040 N N N 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 4500259.11 4500259.11 0.0060 N N N N Bank of America NA Bank of America NA 6.00000000 06051WCB8 B4TYDEB6GKMZO031MB27 US06051WCB81 Certificate of Deposit Y Moody's P-1 Standard & Poor's A-1 Fitch F1+ 2024-08-21 2024-08-21 2024-08-21 N N N 0.0542 3001321.50 3001321.50 0.0040 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 5 NOTE BG 25 N/A 91282CHV6 2025-08-31 5 N/A 65292300.00 66300044.07 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 65000000.00 65000000.00 0.0866 N Y Y 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 2000197.38 2000197.38 0.0027 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 1000799.81 1000799.81 0.0013 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 7000802.06 7000802.06 0.0093 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 3000517.41 3000517.41 0.0040 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 0.00000000 55607KHU3 4ZHCHI4KYZG2WVRT8631 US55607KHU34 Financial Company Commercial Paper Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2024-08-28 2024-08-28 2024-08-28 N N N 0.0556 3467750.62 3467750.62 0.0046 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 3489999.77 3489999.77 0.0047 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 4000582.00 4000582.00 0.0053 N N N N ING US Funding LLC ING US Funding LLC 0.00000000 45685QJ34 254900QX5Y2ZDZ6XBT08 US45685QJ341 Financial Company Commercial Paper Y Standard & Poor's A-1 Fitch NR Moody's P-1 2024-09-03 2024-09-03 2024-09-03 N Y ING BANK NV 1.0000 Moody's P-1 Standard & Poor's A-1 Fitch F1+ N 0.0552 2969914.20 2969914.20 0.0040 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 6986475.16 6986475.16 0.0093 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 2000943.10 2000943.10 0.0027 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 3995001.68 3995001.68 0.0053 N N N 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 2053571.41 2053571.41 0.0027 N N Y 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 3000365.82 3000365.82 0.0040 N N N 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 5.44000074 60700HFG9 N/A US60700HFG92 Tender Option Bond Y Standard & Poor's A-1 Moody's NR Fitch NR 2024-07-05 2024-07-05 2049-11-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch F1 Moody's P-1 Standard & Poor's A-1 N N 0.0391 1770000.00 1770000.00 0.0024 N N Y N Caisse d'Amortissement de la Dette Sociale Caisse d'Amortissement de la Dette Sociale 0.00000000 12802VHS8 969500P04DQJS4BPM574 US12802VHS88 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2024-08-26 2024-08-26 2024-08-26 N N N 0.0547 7929936.00 7929936.00 0.0106 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 3000283.59 3000283.59 0.0040 N N N 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 7000587.44 7000587.44 0.0093 N Y 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 1000571.90 1000571.90 0.0013 N Y Y 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 4935000.00 4935000.00 0.0066 N N Y 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 4000360.24 4000360.24 0.0053 N N N 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 2000662.56 2000662.56 0.0027 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 7000615.93 7000615.93 0.0093 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 2497404.18 2497404.18 0.0033 N N Y 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 24963395.00 24963395.00 0.0333 N N Y 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 2429548.73 2429548.73 0.0032 N Y Y 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 7975989.60 7975989.60 0.0106 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 2001305.32 2001305.32 0.0027 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 4000529.48 4000529.48 0.0053 N N N 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 2986100.82 2986100.82 0.0040 N N N N 0.00 255952.38 0.00 0.00 10003503.05 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 6641799.36 0.00 0.00 BlackRock Funds 2024-07-08 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer