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LGIP Portfolio Summary

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LGIP Portfolio Summary

Month

Investment Instrument Amortized Book Market Value
Commercial Paper $98,861,257.23 $98,869,769.16
Corporate Bonds $63,115,848.33 $63,108,267.24
Government Agency Notes $1,044,158,268.86 $1,044,587,560.65
U.S. Treasuries $150,052,652.14 $150,117,150.00
Repurchase Agreements $116,934,141.07 $116,934,141.07
Bank Deposit $5,000,000.00 $5,000,000.00
Accrued Interest $0.00 $907,152.62
Trade Payable / Recievable * $131,250.00 $131,250.00
Total $1,478,253,417.63 $1,479,655,290.74
Yield to Maturity 0.2181%
Weighted Average Maturity 145 Days
Net Asset Value 1.0009

Investment Instrument Amortized Book Market Value
Commercial Paper $98,879,711.95 $98,897,955.13
Corporate Bonds $50,159,950.89 $50,186,781.24
Government Agency Notes $1,269,384,442.46 $1,269,693,723.40
U.S. Treasuries $150,043,662.76 $150,070,350.00
Repurchase Agreements $97,079,449.63 $97,079,449.63
Bank Deposit $5,000,000.00 $5,000,000.00
Accrued Interest $0.00 $1,370,887.52
Trade Payable / Recievable * ($10,121,900.00) ($10,121,900.00)
Total $1,660,425,317.69 $1,662,177,246.92
Yield to Maturity 0.2195%
Weighted Average Maturity 146 Days
Net Asset Value 1.0011

Investment Instrument Amortized Book Market Value
Commercial Paper $98,900,143.95 $98,923,312.02
Corporate Bonds $50,156,105.68 $50,172,104.92
Government Agency Notes $1,132,346,297.30 $1,132,686,977.98
U.S. Treasuries $150,033,710.21 $150,070,350.00
Repurchase Agreements $137,847,705.52 $137,847,705.52
Bank Deposit $10,000,000.00 $10,000,000.00
Accrued Interest $0.00 $1,306,966.58
Total $1,579,283,962.66 $1,581,007,417.02
Yield to Maturity 0.2237%
Weighted Average Maturity 129 Days
Net Asset Value 1.0011

Investment Instrument Amortized Book Market Value
Commercial Paper $98,919,916.87 $98,936,774.98
Corporate Bonds $50,152,384.53 $50,173,937.40
Government Agency Notes $954,079,825.98 $954,488,516.33
U.S. Treasuries $150,024,078.72 $150,058,650.00
Repurchase Agreements $129,929,024.71 $129,929,024.71
Bank Deposit $10,000,000.00 $10,000,000.00
Accrued Interest $0.00 $1,476,425.31
Total $1,393,105,230.81 $1,395,063,328.73
Yield to Maturity 0.2274%
Weighted Average Maturity 119 Days
Net Asset Value 1.0014

Investment Instrument Amortized Book Market Value
Commercial Paper $98,940,348.89 $98,949,064.56
Corporate Bonds $50,148,539.31 $50,156,943.32
Government Agency Notes $973,014,158.34 $973,473,123.89
U.S. Treasuries $150,014,126.19 $150,035,100.00/td>
Repurchase Agreements $145,252,903.81 $145,252,903.81
Bank Deposit $19,993,870.65 $19,993,870.65
Accrued Interest $0.00 $1,744,632.82
Total $1,437,363,947.19 $1,439,605,639.05
Yield to Maturity 0.2272%
Weighted Average Maturity 112 Days
Net Asset Value 1.0016

Investment Instrument Amortized Book Market Value
Commercial Paper $83,838,545.41 $83,816,672.40
Corporate Bonds $50,144,818.16 $50,131,248.44
Government Agency Notes $1,194,102,736.56 $1,194,504,522.22
U.S. Treasuries $175,034,651.66 $175,046,850.00
Repurchase Agreements $206,562,828.34 $206,562,828.34
Bank Deposit $20,000,000.00 $20,000,000.00
Accrued Interest $0.00 $2,201,415.40
Total $1,729,683,580.13 $1,732,263,536.80
Yield to Maturity 0.2369%
Weighted Average Maturity 118 Days
Net Asset Value 1.0015

Investment Instrument Amortized Book Market Value
Commercial Paper $133,731,331.95 $133,730,617.68
Corporate Bonds $45,140,982.19 $45,129,228.24
Government Agency Notes $1,010,496,479.30 $1,010,834,066.45
U.S. Treasuries $50,606,447.65 $50,593,750.00
Repurchase Agreements $187,876,018.71 $187,876,018.71
Bank Deposit $20,000,000.00 $20,000,000.00
Accrued Interest $0.00 $968,255.96
Total $1,447,851,259.80 $1,449,131,937.04
Yield to Maturity 0.2507%
Weighted Average Maturity 124 Days
Net Asset Value 1.0009

Investment Instrument Amortized Book Market Value
Commercial Paper $163,740,023.69 $
Corporate Bonds $45,137,232.38 $45,106,786.68
Government Agency Notes $1,181,370,286.44 $1,181,508,307.58
U.S. Treasuries $151,143,284.82 $151,142,200.00
Repurchase Agreements $288,546,219.27 $288,546,219.27
Bank Deposit $20,000,000.00 $20,000,000.00
Accrued Interest $0.00 $994,296.64
Total $1,849,937,046.60 $1,851,047,602.50
Yield to Maturity 0.2472%
Weighted Average Maturity 108 Days
Net Asset Value 1.0006

Investment Instrument Amortized Book Market Value
Commercial Paper $163,788,838.27 $163,825,284.97
Corporate Bonds $42,134,184.74 $42,090,614.00
Government Agency Notes $1,059,677,246.69 $1,060,106,749.29
U.S. Treasuries $150,893,858.98 $150,939,100.00
Repurchase Agreements $245,492,521.02 $245,492,521.02
Bank Deposit $20,000,000.00 $20,000,000.00
Accrued Interest $0.00 $1,081,498.73
Total $1,681,986,649.70 $1,683,535,768.01
Yield to Maturity 0.2526%
Weighted Average Maturity 96 Days
Net Asset Value 1.0009

Investment Instrument Amortized Book Market Value
Commercial Paper $163,839,280.00 $163,885,019.76
Corporate Bonds $44,906,441.12 $44,881,095.93
Government Agency Notes $1,106,719,652.64 $1,107,078,418.75
U.S. Treasuries $150,636,118.94 $150,636,400.00
Repurchase Agreements $83,942,304.10 $83,942,304.10
Bank Deposit $20,000,000.00 $20,000,000.00
Accrued Interest $0.00 $1,298,031.29
Trade Payable / Receivable ($7,775,578.42) ($7,775,578.42)
Total $1,562,268,218.38 $1,563,945,691.41
Yield to Maturity 0.2502%
Weighted Average Maturity 88 Days
Net Asset Value 1.001073742

Investment Instrument Amortized Book Market Value
Commercial Paper $163,888,094.58 $163,916,632.15
Corporate Bonds $50,198,605.27 $50,164,165.24
Government Agency Notes $1,096,745,927.54 $1,096,851,595.66
U.S. Treasuries $150,386,693.08 $150,366,175.00
Repurchase Agreements $90,088,449.48 $90,088,449.48
Bank Deposit $20,000,000.00 $20,000,000.00
Accrued Interest $0.00 $1,530,639.40
Total $1,571,307,769.95 $1,572,917,656.93
Yield to Maturity 0.2616%
Weighted Average Maturity 71 Days
Net Asset Value 1.001024552

Investment Instrument Amortized Book Market Value
Commercial Paper $113,937,446.04 $113,939,160.45
Corporate Bonds $55,198,200.76 $55,146,903.98
Government Agency Notes $1,258,276,601.22 $1,258,224,554.60
U.S. Treasuries $200,167,433.54 $200,130,700.00
Repurchase Agreements $288,424,736.01 $288,424,736.01
Bank Deposit $20,000,000.00 $20,000,000.00
Accrued Interest $0.00 $1,190,797.52
Total $1,936,004,417.57 $1,937,056,852.56
Yield to Maturity 0.3613%
Weighted Average Maturity 68 Days
Net Asset Value 1.000543612

Month

Investment Instrument Amortized Book Market Value
Commercial Paper $135,897,404.91 $135,905,448.23
Corporate Bonds $111,132,483.19 $111,130,359.72
Government Agency Notes $831,227,929.86 $831,353,051.82
Bank Deposit $75,000,000.00 $75,000,000.00
Repurchase Agreements $296,559,067.99 $296,559,067.99
U.S. Treasuries $125,291,513.38 $125,293,975.00
Accrued Interest $0.00 $1,003,876.68
Total $1,575,108,399.33 $1,576,245,779.44
Yield to Maturity 0.1252 %
Weighted Average Maturity 79 Days
Net Asset Value 1.0007

Investment Instrument Amortized Book Market Value
Commercial Paper $123,906,571.09 $123,919,715.59
Corporate Bonds $102,995,329.14 $103,033,229.62
Government Agency Notes $1,087,904,348.03 $1,088,032,224.42
Bank Deposit $75,000,000.00 $75,000,000.00
Repurchase Agreements $114,483,123.36 $114,483,123.36
U.S. Treasuries $125,205,591.17 $125,202,125.00
Accrued Interest $0.00 $1,733,582.55
Total $1,629,494,962.79 $1,631,404,000.54
Yield to Maturity 0.1370 %
Weighted Average Maturity 103 Days
Net Asset Value 1.0012

Investment Instrument Amortized Book Market Value
Commercial Paper $73,923,968.16 $73,936,581.68
Corporate Bonds $97,492,204.19 $97,487,776.34
Government Agency Notes $1,010,598,458.78 $1,010,746,781.52
Bank Deposit $75,000,996.84 $75,000,996.84
Repurchase Agreements $93,253,928.63 $93,253,928.63
U.S. Treasuries $150,164,813.31 $150,165,100.00
Accrued Interest $0.00 $2,065,219.29
Total $1,500,434,369.91 $1,502,656,384.30
Yield to Maturity 0.1410 %
Weighted Average Maturity 95 Days
Net Asset Value 1.0015

Investment Instrument Amortized Book Market Value
Commercial Paper $60,928,497.62 $60,937,175.41
Corporate Bonds $97,440,225.59 $97,478,810.33
Government Agency Notes $986,299,106.10 $986,451,106.88
Bank Deposit $75,000,000.00 $75,000,000.00
Repurchase Agreements $27,388,718.74 $27,388,718.74
U.S. Treasuries $75,101,707.04 $75,107,425.00
Accrued Interest $0.00 $1,476,134.57
Total $1,322,158,255.09 $1,323,839,370.93
Yield to Maturity 0.1505 %
Weighted Average Maturity 85 Days
Net Asset Value 1.0013

Investment Instrument Amortized Book Market Value
Commercial Paper $85,938,218.03 $85,945,417.77
Corporate Bonds $73,469,705.81 $73,516,067.70
Government Agency Notes $1,036,752,187.78 $1,036,970,917.93
Repurchase Agreements $22,938,025.48 $22,938,025.48
U.S. Treasuries $75,070,159.30 $75,071,300.00
Accrued Interest $0.00 $1,679,164.39
Total $1,294,168,296.40 $1,296,120,893.27
Yield to Maturity 0.1800 %
Weighted Average Maturity 121 Days
Net Asset Value 1.0015

Investment Instrument Amortized Book Market Value
Commercial Paper $73,951,288.32 $73,953,464.77
Corporate Bonds $70,718,585.16 $70,736,253.70
Government Agency Notes $1,106,892,364.95 $1,106,990,377.24
Repurchase Agreements $132,291,282.07 $132,291,282.07
U.S. Treasuries $75,039,629.23 $75,039,050.00
Accrued Interest $0.00 $1,949,673.54
Total $1,458,893,149.73 $1,460,960,101.32
Yield to Maturity 0.1698 %
Weighted Average Maturity 109 Days
Net Asset Value 1.0014

Investment Instrument Amortized Book Market Value
Commercial Paper $48,904,714.28 $48,919,586.07
Corporate Bonds $70,699,860.46 $70,732,157.88
Government Agency Notes $1,087,928,961.78 $1,087,945,255.73
Repurchase Agreements $103,594,357.62 $103,594,357.62
U.S. Treasuries $25,020,691.74 $25,023,450.00
Accrued Interest $0.00 $813,935.70
Trade Payable / Recievable * $($52,196,663.47) $($52,196,663.47)
Total $1,283,951,922.41 $1,284,832,079.53
Yield to Maturity 0.1936 %
Weighted Average Maturity 161 Days
Net Asset Value 1.0007

Investment Instrument Amortized Book Market Value
Commercial Paper $248,892,696.18 $248,908,714.44
Corporate Bonds $70,681,135.78 $70,716,894.85
Government Agency Notes $1,214,496,082.04 $1,214,696,409.54
Repurchase Agreements $127,191,539.30 $127,191,539.30
U.S. Treasuries $25,012,139.15 $25,012,700.00
Bank Deposit $5,000,000.00 $5,000,000.00
Accrued Interest $0.00 $1,634,496.81
Total $1,691,273,592.45 $1,693,160,754.94
Yield to Maturity 0.1702 %
Weighted Average Maturity 136 Days
Net Asset Value 1.0011

Investment Instrument Amortized Book Market Value
Commercial Paper $198,918,230.66 $198,936,509.92
Corporate Bonds $70,663,015.13 $70,696,666.56
Government Agency Notes $1,190,136,037.06 $1,190,261,118.52
Money Markets $24,182,466.82 $24,182,466.82
U.S. Treasuries $25,003,862.46 $25,002,925.00
Bank Deposit $5,000,000.00 $5,000,000.00
Accrued Interest $0.00 $1,728,710.05
Total $1,513,903,612.13 $1,515,808,396.87
Yield to Maturity 0.2022 %
Weighted Average Maturity 144 Days
Net Asset Value 1.0013

Investment Instrument Amortized Book Market Value
Commercial Paper $48,935,462.60 $48,944,548.68
Corporate Bonds $70,644,290.44 $70,636,006.16
Government Agency Notes $1,113,622,464.89 $1,113,831,199.36
Repurchase Agreements $120,322,016.23 $120,322,016.23
Bank Deposit $5,000,000.00 $5,000,000.00
Accrued Interest $0.00 $1,263,359.49
Total $1,358,524,234.16 $1,359,997,129.92
Yield to Maturity 0.2197 %
Weighted Average Maturity 146 Days
Net Asset Value 1.0011

Investment Instrument Amortized Book Market Value
Commercial Paper $23,944,858.19 $23,952,080.13
Corporate Bonds $63,131,711.00 $63,137,122.55
Government Agency Notes $1,218,169,458.05 $1,218,518,907.62
Repurchase Agreements $34,774,257.61 $34,774,257.61
Bank Deposit $5,000,000.00 $5,000,000.00
Money Markets $115.81 $115.81
Accrued Interest $0.00 $1,819,813.40
Total $1,345,020,400.66 $1,347,202,297.12
Yield to Maturity 0.2206 %
Weighted Average Maturity 153 Days
Net Asset Value 1.0016

Investment Instrument Amortized Book Market Value
Commercial Paper $23,953,131.77 $23,954,392.98
Corporate Bonds $63,123,779.66 $63,103,770.86
Government Agency Notes $1,133,545,397.49 $1,133,537,149.54
U.S. Treasuries $150,062,604.67 $150,093,750.00
Repurchase Agreements $231,401,912.12 $231,401,912.12
Bank Deposit $5,000,000.00 $5,000,000.00
Accrued Interest $0.00 $2,278,709.52
Total $1,607,086,825.71 $1,609,369,685.02
Yield to Maturity 0.2202 %
Weighted Average Maturity 129 Days
Net Asset Value 1.0014

Month

Investment Instrument Amortized Book Market Value
Commercial Paper $73,902,099.38 $73,931,564.34
Corporate Bonds $151,965,179.92 $151,977,748.34
Government Agency Notes $651,304,593.74 $651,417,611.82
Money Markets $270,875.06 $270,875.06
Bank Deposit $90,000,000.00 $90,000,000.00
Repurchase Agreements $244,424,000.00 $244,424,000.00
U.S. Treasuries $328,664,279.73 $328,723,969.00
Accrued Interest $0.00 $4,328,124.56
Total $1,540,531,027.83 $1,545,073,893.12
Yield to Maturity 0.2169 %
Weighted Average Maturity 117 Days
Net Asset Value 1.0029

Investment Instrument Amortized Book Market Value
Commercial Paper $23,911,415.21 $23,940,147.90
Corporate Bonds $158,872,582.69 $158,862,429.07
Government Agency Notes $884,215,109.60 $884,084,664.28
Money Markets $0.29 $0.29
Bank Deposit $110,000,000.00 $110,000,000.00
Repurchase Agreements $165,703,598.00 $165,703,598.00
U.S. Treasuries $253,417,304.38 $253,440,109.00
Accrued Interest $0.00 $5,079,836.40
Total $1,596,120,010.17 $1,601,110,784.94
Yield to Maturity 0.2187 %
Weighted Average Maturity 133 Days
Net Asset Value 1.0031

Investment Instrument Amortized Book Market Value
Commercial Paper $23,921,729.17 $23,941,106.10
Corporate Bonds $154,969,124.69 $154,970,745.11
Government Agency Notes $873,916,946.11 $873,987,186.44
Money Markets $244.39 $244.39
Bank Deposit $72,986,593.58 $72,986,593.58
Repurchase Agreements $149,585,000.00 $149,585,000.00
U.S. Treasuries $178,231,533.83 $178,242,581.00
Accrued Interest $0.00 $5,556,146.47
Total $1,453,611,171.77 $1,459,269,603.09
Yield to Maturity 0.2274 %
Weighted Average Maturity 129 Days
Net Asset Value 1.0039

Investment Instrument Amortized Book Market Value
Commercial Paper $23,931,710.42 $23,945,657.55
Corporate Bonds $130,182,842.79 $130,170,737.59
Government Agency Notes $848,765,018.08 $848,878,480.24
Money Markets $41.51 $41.51
Bank Deposit $75,000,000.00 $75,000,000.00
Repurchase Agreements $148,316,000.00 $148,316,000.00
U.S. Treasuries $103,107,575.52 $103,123,439.00
Accrued Interest $0.00 $4,668,982.78
Total $1,329,303,188.32 $1,334,103,338.67
Yield to Maturity 0.2198 %
Weighted Average Maturity 120 Days
Net Asset Value 1.0036

Investment Instrument Amortized Book Market Value
Commercial Paper $23,942,024.38 $23,950,927.65
Corporate Bonds $118,120,342.19 $118,039,562.33
Government Agency Notes $927,947,253.20 $927,970,819.17
Money Markets $856.42 $856.42
Bank Deposit $75,000,000.00 $75,000,000.00
Repurchase Agreements $78,491,000.00 $78,491,000.00
U.S. Treasuries $73,039,412.09 $73,040,762.00
Accrued Interest $0.00 $3,748,315.40
Total $1,296,540,888.28 $1,300,242,242.97
Yield to Maturity 0.2027 %
Weighted Average Maturity 130 Days
Net Asset Value 1.0029

Investment Instrument Amortized Book Market Value
Commercial Paper $73,950,449.96 $73,952,541.80
Corporate Bonds $103,089,418.57 $102,981,561.80
Government Agency Notes $895,585,495.54 $895,570,862.98
Money Markets $3,000,000.00 $3,000,000.00
Bank Deposit $75,000,000.00 $75,000,000.00
Repurchase Agreements $276,350,337.89 $276,350,337.89
U.S. Treasuries $23,006,912.30 $23,008,096.00
Accrued Interest $0.00 $2,618,905.97
Total $1,449,982,614.26 $1,452,482,306.44
Yield to Maturity 0.1700 %
Weighted Average Maturity 102 Days
Net Asset Value 1.0017

Investment Instrument Amortized Book Market Value
Commercial Paper $23,912,249.54 $23,930,326.35
Corporate Bonds $103,008,790.80 $102,908,038.32
Government Agency Notes $830,624,013.22 $830,756,780.00
Money Markets $99.99 $99.99
Bank Deposit $84,999,900.00 $84,999,900.00
Repurchase Agreements $203,584,581.66 $203,584,581.66
Accrued Interest $0.00 $2,573,097.16
Total $1,246,129,635.21 $1,248,752,823.48
Yield to Maturity 0.1794 %
Weighted Average Maturity 91 Days
Net Asset Value 1.0021

Investment Instrument Amortized Book Market Value
Commercial Paper $63,918,576.81 $63,938,947.90
Corporate Bonds $113,722,131.78 $113,619,499.44
Government Agency Notes $1,030,464,385.20 $1,030,597,938.34
Bank Deposit $85,000,000.00 $85,000,000.00
Repurchase Agreements $81,724,607.07 $81,724,607.07
U.S. Treasuries $75,525,872.88 $75,530,250.00
Accrued Interest $0.00 $3,005,758.46
Trade Payable / Recievable * ($2,971,500.00) ($2,971,500.00)
Total $1,447,384,073.74 $1,450,445,501.21
Yield to Maturity 0.1600 %
Weighted Average Maturity 112 Days
Net Asset Value 1.0021

Investment Instrument Amortized Book Market Value
Commercial Paper $48,924,728.70 $48,939,994.13
Corporate Bonds $112,572,233.94 $112,534,447.29
Government Agency Notes $1,201,251,441.29 $1,201,482,492.42
Bank Deposit $85,000,000.00 $85,000,000.00
Repurchase Agreements $55,758,502.76 $55,758,502.76
U.S. Treasuries $125,668,957.38 $125,678,725.00
Accrued Interest $0.00 $4,135,346.70
Trade Payable / Recievable * ($290,633,402.73) ($290,633,402.73)
Total $1,338,542,461.34 $1,342,896,105.57
Yield to Maturity 0.1759 %
Weighted Average Maturity 143 Days
Net Asset Value 1.0033

Investment Instrument Amortized Book Market Value
Commercial Paper $23,936,831.05 $23,947,283.14
Corporate Bonds $112,486,520.68 $112,470,911.52
Government Agency Notes $1,074,959,989.66 $1,075,085,819.77
Bank Deposit $75,000,000.00 $75,000,000.00
Repurchase Agreements $10,449,762.65 $10,449,762.65
U.S. Treasuries $135,594,799.60 $135,584,575.00
Accrued Interest $0.00 $3,664,237.77
Total $1,432,427,903.64 $1,436,202,589.85
Yield to Maturity 0.1863 %
Weighted Average Maturity 135 Days
Net Asset Value 1.0026

Investment Instrument Amortized Book Market Value
Commercial Paper $23,944,846.76 $23,951,646.30
Corporate Bonds $112,403,572.42 $112,431,328.53
Government Agency Notes $1,068,588,788.07 $1,068,622,999.71
Bank Deposit $75,000,000.00 $75,000,000.00
Repurchase Agreements $27,377,760.27 $27,377,760.27
U.S. Treasuries $135,492,254.89 $135,471,525.00
Accrued Interest $0.00 $3,257,586.46
Total $1,442,807,222.41 $1,446,112,846.27
Yield to Maturity 0.1761 %
Weighted Average Maturity 113 Days
Net Asset Value 1.0023

Investment Instrument Amortized Book Market Value
Commercial Paper $123,950,157.35 $123,952,643.30
Corporate Bonds $111,217,995.37 $111,198,994.02
Government Agency Notes $959,482,111.10 $959,526,541.83
Bank Deposit $75,000,000.00 $75,000,000.00
Repurchase Agreements $351,564,262.24 $351,564,262.24
U.S. Treasuries $125,386,641.54 $125,381,800.00
Accrued Interest $0.00 $2,508,333.98
Total $1,746,601,167.60 $1,749,132,575.37
Yield to Maturity 0.1389 %
Weighted Average Maturity 74 Days
Net Asset Value 1.0014

Month

Investment Instrument Amortized Book Market Value
Commercial Paper $19,198,491.52 $19,205,000.00
Corporate Bonds $80,088,205.92 $80,112,512.78
Government Agency Notes $687,176,440.28 $687,350,754.46
Money Markets $466.50 $466.50
Bank Deposit $80,000,000.00 $80,000,000.00
Repurchase Agreements $358,891,000.00 $358,891,000.00
U.S. Treasuries $185,635,310.07 $185,670,115.00
Accrued Interest $0.00 $3,537,644.86
Total $1,410,989,914.29 $1,414,767,493.60
Yield to Maturity 0.2119 %
Weighted Average Maturity 83 Days
Net Asset Value 1.0027

Investment Instrument Amortized Book Market Value
Commercial Paper $19,205,000.00 $19,205,000.00
Corporate Bonds $82,438,683.88 $82,583,549.71
Government Agency Notes $737,859,629.12 $737,912,876.74
Money Markets $517.39 $517.39
Bank Deposit $80,000,000.00 $80,000,000.00
Repurchase Agreements $200,375,000.00 $200,375,000.00
U.S. Treasuries $311,118,516.84 $311,126,165.00
Accrued Interest $0.00 $3,770,118.50
Total $1,430,997,347.23 $1,434,973,227.34
Yield to Maturity 0.2042 %
Weighted Average Maturity 96 Days
Net Asset Value 1.0028

Investment Instrument Amortized Book Market Value
Commercial Paper $23,131,850.46 $23,155,000.00
Corporate Bonds $84,382,912.47 $84,547,338.57
Government Agency Notes $631,689,699.61 $631,714,758.12
Money Markets $50,874.39 $50,874.39
Bank Deposit $105,000,000.00 $105,000,000.00
Repurchase Agreements $73,233,000.00 $73,233,000.00
U.S. Treasuries $401,363,279.46 $401,345,850.00
Accrued Interest $0.00 $2,870,655.68
Total $1,318,851,616.39 $1,321,917,476.76
Yield to Maturity 0.1976 %
Weighted Average Maturity 107 Days
Net Asset Value 1.0023

Investment Instrument Amortized Book Market Value
Commercial Paper $23,640,959.39 $23,655,000.00
Corporate Bonds $92,517,039.59 $92,687,886.56
Government Agency Notes $587,029,786.63 $587,004,829.05
Money Markets $97.91 $97.91
Bank Deposit $105,000,000.00 $105,000,000.00
Repurchase Agreements $85,163,000.00 $85,163,000.00
U.S. Treasuries $301,069,396.70 $301,076,700.00
Accrued Interest $0.00 $2,859,822.61
Total $1,194,420,280.22 $1,197,447,336.13
Yield to Maturity 0.2112 %
Weighted Average Maturity 99 Days
Net Asset Value 1.0025

Investment Instrument Amortized Book Market Value
Commercial Paper $23,650,678.75 $23,655,000.00
Corporate Bonds $94,580,715.71 $94,678,589.85
Government Agency Notes $514,457,059.15 $514,475,408.17
Money Markets $690.19 $690.19
Bank Deposit $105,000,000.00 $105,000,000.00
Repurchase Agreements $131,330,000.00 $131,330,000.00
U.S. Treasuries $326,095,072.44 $326,125,325.00
Accrued Interest $0.00 $2,487,534.49
Total $1,195,114,216.24 $1,197,752,547.70
Yield to Maturity 0.2017 %
Weighted Average Maturity 94 Days
Net Asset Value 1.0022

Investment Instrument Amortized Book Market Value
Commercial Paper $23,631,838.90 $23,655,000.00
Corporate Bonds $108,675,364.28 $108,768,350.13
Government Agency Notes $413,867,588.58 $413,854,089.79
Money Markets $814.32 $814.32
Bank Deposit $105,000,000.00 $105,000,000.00
Repurchase Agreements $330,681,000.00 $330,681,000.00
U.S. Treasuries $426,500,672.44 $426,491,150.00
Accrued Interest $0.00 $2,446,315.04
Total $1,408,357,278.52 $1,410,896,719.28
Yield to Maturity 0.2179 %
Weighted Average Maturity 85 Days
Net Asset Value 1.0018

Investment Instrument Amortized Book Market Value
Commercial Paper $23,641,412.15 $23,655,000.00
Corporate Bonds $127,710,691.92 $127,831,788.28
Government Agency Notes $307,283,478.06 $307,309,333.07
Money Markets $801.14 $801.14
Bank Deposit $105,000,000.00 $105,000,000.00
Repurchase Agreements $269,615,000.00 $269,615,000.00
U.S. Treasuries $351,189,678.52 $351,221,625.00
Accrued Interest $0.00 $2,366,943.51
Total $1,184,441,061.79 $1,187,000,491.00
Yield to Maturity 0.2223 %
Weighted Average Maturity 82 Days
Net Asset Value 1.0022

Investment Instrument Amortized Book Market Value
Commercial Paper $23,650,985.41 $23,655,000.00
Corporate Bonds $156,249,856.40 $156,325,302.67
Government Agency Notes $433,885,907.53 $433,910,766.23
Money Markets $0.64 $0.64
Bank Deposit $104,973,329.00 $104,973,329.00
Repurchase Agreements $149,104,000.00 $149,104,000.00
U.S. Treasuries $555,407,337.99 $555,421,010.00
Accrued Interest $0.00 $3,691,894.52
Total $1,423,271,416.97 $1,427,081,303.06
Yield to Maturity 0.2232 %
Weighted Average Maturity 133 Days
Net Asset Value 1.0027

Investment Instrument Amortized Book Market Value
Commercial Paper $23,624,829.74 $23,655,000.00
Corporate Bonds $162,121,735.31 $162,182,802.18
Government Agency Notes $415,208,353.38 $415,258,939.67
Money Markets $877.91 $877.91
Bank Deposit $105,000,000.00 $105,000,000.00
Repurchase Agreements $98,929,000.00 $98,929,000.00
U.S. Treasuries $455,002,349.02 $455,064,685.00
Accrued Interest $0.00 $3,299,627.46
Total $1,259,887,145.36 $1,263,390,932.22
Yield to Maturity 0.2322 %
Weighted Average Maturity 132 Days
Net Asset Value 1.0028

Investment Instrument Amortized Book Market Value
Commercial Paper $23,633,999.13 $23,655,000.00
Corporate Bonds $166,448,147.04 $166,497,551.17
Government Agency Notes $492,262,073.36 $492,255,329.50
Money Markets $362.02 $362.02
Bank Deposit $90,000,000.00 $90,000,000.00
Repurchase Agreements $259,693,000.00 $259,693,000.00
U.S. Treasuries $404,646,309.72 $404,676,055.00
Accrued Interest $0.00 $3,348,230.79
Total $1,436,683,891.27 $1,440,125,528.48
Yield to Maturity 0.2596 %
Weighted Average Maturity 121 Days
Net Asset Value 1.0024

Investment Instrument Amortized Book Market Value
Commercial Paper $23,942,860.24 $23,948,843.70
Corporate Bonds $23,948,843.70 $165,349,282.86
Government Agency Notes $661,376,254.26 $661,349,192.75
Money Markets $1,777.78 $1,777.78
Bank Deposit $90,000,000.00 $90,000,000.00
Repurchase Agreements $166,582,560.00 $166,582,560.00
U.S. Treasuries $379,317,234.90 $379,370,948.00
Accrued Interest $0.00 $3,554,569.29
Total $1,486,557,031.79 $1,490,157,174.38
Yield to Maturity 0.2314 %
Weighted Average Maturity 131 Days
Net Asset Value 1.0024

Investment Instrument Amortized Book Market Value
Commercial Paper $23,952,016.87 $23,953,562.70
Corporate Bonds $147,199,667.77 $147,227,253.08
Government Agency Notes $587,240,867.31 $587,335,148.82
Money Markets $261.26 $261.26
Bank Deposit $90,000,000.00 $90,000,000.00
Repurchase Agreements $438,049,000.00 $438,049,000.00
U.S. Treasuries $378,983,694.10 $379,055,022.00
Accrued Interest $0.00 $3,359,689.11
Total $1,665,425,507.31 $1,668,979,936.97
Yield to Maturity 0.2278 %
Weighted Average Maturity 94 Days
Net Asset Value 1.0021

Month

Investment Instrument Amortized Book Market Value
Commercial Paper $44,977,221.85 $44,994,200.00
Corporate Bonds $225,528,793.01 $225,585,162.31
Government Agency Notes $675,546,856.65 $675,616,471.92
Money Markets $196,478,609.18 $196,478,609.18
U.S. Treasuries $90,465,360.48 $90,480,300.00
Accrued Interest $375,759.93 $3,197,359.50
Bank Deposit $50,000,000.00 $50,000,000.00
Total $1,283,372,601.10 $1,286,352,102.91
Yield to Maturity 0.2756 %
Weighted Average Maturity 114 Days
Net Asset Value 1.0023

Investment Instrument Amortized Book Market Value
Commercial Paper $169,967,546.45 $169,970,641.68
Corporate Bonds $231,293,698.03 $231,344,964.97
Government Agency Notes $693,480,339.75 $693,490,068.83
Money Markets $104,415,376.65 $104,415,376.65
Bank Deposit $50,000,000.00 $50,000,000.00
U.S. Treasuries $115,548,432.89 $115,568,350.00
Accrued Interest $167,429.48 $3,297,900.20
Total $1,364,872,823.25 $1,368,087,302.33
Yield to Maturity 0.2870 %
Weighted Average Maturity 115 Days
Net Asset Value 1.0024

Investment Instrument Amortized Book Market Value
Commercial Paper $69,988,230.87 $69,992,550.00
Corporate Bonds $194,771,022.13 $194,827,461.49
Government Agency Notes $690,041,514.78 $690,126,091.47
Money Markets $127,622,145.72 $127,622,145.72
Bank Deposit $50,000,000.00 $50,000,000.00
U.S. Treasuries $75,584,812.82 $75,600,850.00
Accrued Interest $0.00 $2,737,854.38
Total $1,208,007,726.32 $1,210,906,953.06
Yield to Maturity 0.2957 %
Weighted Average Maturity 124 Days
Net Asset Value 1.0024

Investment Instrument Amortized Book Market Value
Commercial Paper $31,497,822.19 $31,497,890.00
Corporate Bonds $207,879,350.21 $207,948,459.73
Government Agency Notes $614,956,629.79 $615,099,118.31
Money Markets $118,882,526.27 $118,882,526.27
Bank Deposit $50,000,000.00 $50,000,000.00
U.S. Treasuries $75,504,909.86 $75,556,700.00
Accrued Interest $0.00 $3,644,287.30
Total $1,098,721,238.32 $1,102,628,981.61
Yield to Maturity 0.2945 %
Weighted Average Maturity 125 Days
Net Asset Value 1.0036

Investment Instrument Amortized Book Market Value
Commercial Paper $14,993,724.23 $15,000,000.00
Corporate Bonds $210,442,210.00 $210,577,055.98
Government Agency Notes $564,363,233.21 $564,599,489.35
Money Markets $88,921,857.86 $88,921,857.86
Bank Deposit $54,500,000.00 $54,500,000.00
U.S. Treasuries $176,304,070.40 $176,349,050.00
Accrued Interest $0.00 $4,394,592.44
Total $1,109,525,095.70 $1,114,342,045.63
Yield to Maturity 0.2889 %
Weighted Average Maturity 139 Days
Net Asset Value 1.0043

Investment Instrument Amortized Book Market Value
Commercial Paper $223,879,983.01 $223,864,013.20
Corporate Bonds $187,987,238.79 $188,114,059.17
Government Agency Notes $587,191,495.40 $587,333,576.54
Money Markets $11,921,835.12 $11,921,835.12
Bank Deposit $65,000,000.00 $65,000,000.00
U.S. Treasuries $176,142,786.56 $176,199,550.00
Accrued Interest $0.00 $4,284,654.68
Total $1,252,123,338.88 $1,256,717,688.71
Yield to Maturity 0.2534 %
Weighted Average Maturity 122 Days
Net Asset Value 1.0037

Investment Instrument Amortized Book Market Value
Commercial Paper $124,016,180.38 $124,017,692.50
Corporate Bonds $165,047,190.90 $165,112,287.22
Government Agency Notes $500,433,680.43 $500,443,025.16
Money Markets $3,023,651.73 $3,023,651.73
Bank Deposit $65,000,000.00 $65,000,000.00
U.S. Treasuries $201,210,654.26 $201,172,640.00
Accrued Interest $0.00 $3,978,807.89
Total $1,058,731,357.70 $1,062,748,104.50
Yield to Maturity 0.2719 %
Weighted Average Maturity 132 Days
Net Asset Value 1.0038

Investment Instrument Amortized Book Market Value
Commercial Paper $79,098,762.18 $79,100,400.00
Corporate Bonds $164,801,833.13 $164,629,329.52
Government Agency Notes $749,845,650.14 $750,040,065.25
Money Markets $26,010,058.11 $26,010,058.11
Bank Deposit $65,000,000.00 $65,000,000.00
U.S. Treasuries $191,019,937.93 $191,155,990.00
Accrued Interest $0.00 $4,181,533.88
Total $1,275,776,241.49 $1,280,117,376.76
Yield to Maturity 0.2447 %
Weighted Average Maturity 126 Days
Net Asset Value 1.0034

Investment Instrument Amortized Book Market Value
Commercial Paper $119,103,724.72 $119,099,500.00
Corporate Bonds $164,815,272.12 $164,661,967.11
Government Agency Notes $787,642,127.25 $787,790,791.14
Money Markets $102,361,627.93 $102,361,627.93
Bank Deposit $65,000,000.00 $65,000,000.00
U.S. Treasuries $190,869,863.11 $190,947,560.00
Accrued Interest $0.00 $3,904,550.29
Total $1,429,792,615.13 $1,433,765,996.47
Yield to Maturity 0.2182 %
Weighted Average Maturity 114 Days
Net Asset Value 1.0028

Investment Instrument Amortized Book Market Value
Commercial Paper $109,649,886.39 $109,661,283.20
Corporate Bonds $161,511,661.48 $161,288,955.34
Government Agency Notes $803,635,935.86 $803,781,078.53
Money Markets $9,000,928.02 $9,000,928.02
Bank Deposit $70,000,000.00 $70,000,000.00
U.S. Treasuries $165,715,308.17 $165,803,650.00
Accrued Interest $0.00 $4,525,969.88
Total $1,319,513,719.92 $1,324,061,864.97
Yield to Maturity 0.2383 %
Weighted Average Maturity 114 Days
Net Asset Value 1.0034

Investment Instrument Amortized Book Market Value
Commercial Paper $19,096,097.46 $19,105,000.00
Corporate Bonds $153,890,014.89 $153,607,267.36
Government Agency Notes $742,958,101.72 $743,102,156.02
Money Markets $681.86 $681.86
Bank Deposit $80,000,000.00 $80,000,000.00
Repurchase Agreements $101,377,000.00 $101,377,000.00
U.S. Treasuries $216,022,438.64 $216,100,010.00
Accrued Interest $0.00 $4,195,952.08
Total $1,313,344,334.57 $1,317,488,067.32
Yield to Maturity 0.2227 %
Weighted Average Maturity 115 Days
Net Asset Value 1.0032

Investment Instrument Amortized Book Market Value
Commercial Paper $86,100,349.05 $86,084,230.00
Corporate Bonds $97,299,664.71 $97,001,671.80
Government Agency Notes $719,775,185.42 $719,889,730.97
Money Markets $346,278.74 $346,278.74
Idaho Bank Deposits $80,000,000.00 $80,000,000.00
Repurchase Agreements $321,250,000.00 $321,250,000.00
U.S. Treasuries $215,823,256.43 $215,881,845.00
Accrued Interest $0.00 $3,760,147.82
Total $1,520,594,734.35 $1,524,213,904.33
Yield to Maturity 0.1977 %
Weighted Average Maturity 85 Days
Net Asset Value 1.0024

Month

Investment Instrument Amortized Book Market Value
Corporate Bonds $18,345,271.89 $18,365,216.00
Government Agency Notes $1,013,066,485.78 $1,013,293,734.35
Money Markets $245,871,768.22 $245,871,768.22
NOW Accounts $53,750,000.00 $53,750,000.00
U.S. Treasuries $174,866,090.99 $174,937,000.00
Accrued Interest $531,413.77 $1,015,035.73
Total $1,506,431,030.65 $1,507,232,754.30
Yield to Maturity 0.2659 %
Weighted Average Maturity 109 Days
Net Asset Value 1.0005

Investment Instrument Amortized Book Market Value
Corporate Bonds $18,332,877.48 $18,329,192.00
Government Agency Notes $1,161,561,761.70 $1,161,688,893.79
Money Markets $90,339,847.07 $90,339,847.07
NOW Accounts $53,750,000.00 $53,750,000.00
U.S. Treasuries $174,867,840.96 $174,913,550.00
Accrued Interest $184,280.44 $752,003.86
Total $1,499,036,607.65 $1,499,773,486.72
Yield to Maturity 0.2400 %
Weighted Average Maturity 108 Days
Net Asset Value 1.0005

Investment Instrument Amortized Book Market Value
Corporate Bonds $18,319,155.10 $18,324,944.00
Government Agency Notes $1,072,529,065.25 $1,072,479,856.37
Money Markets $59,828,004.20 $59,828,004.20
NOW Accounts $53,750,000.00 $53,750,000.00
U.S. Treasuries $139,901,557.64 $139,928,600.00
Accrued Interest $170,530.44 $936,805.17
Total $1,344,498,312.63 $1,345,248,209.74
Yield to Maturity 0.2300 %
Weighted Average Maturity 87 Days
Net Asset Value 1.0006

Investment Instrument Amortized Book Market Value
Corporate Bonds $18,305,875.38 $18,309,024.00
Government Agency Notes $911,597,512.58 $911,507,120.68
Money Markets $53,271,679.79 $53,271,679.79
NOW Accounts $49,842,964.44 $49,842,964.44
U.S. Treasuries $154,919,382.65 $154,942,950.00
Accrued Interest $170,530.44 $1,087,080.68
Total $1,188,107,945.28 $1,188,960,819.59
Yield to Maturity 0.2197 %
Weighted Average Maturity 68 Days
Net Asset Value 1.0007

Investment Instrument Amortized Book Market Value
Corporate Bonds $18,292,153.00 $18,287,268.00
Government Agency Notes $802,951,750.30 $802,967,420.00
Money Markets $91,692,087.05 $91,692,087.05
NOW Accounts $49,842,964.44 $49,842,964.44
U.S. Treasuries $154,949,736.80 $154,967,450.00
Accrued Interest $167,579.17 $901,851.47
Total $1,117,896,270.76 $1,118,659,040.96
Yield to Maturity 0.2372 %
Weighted Average Maturity 65 Days
Net Asset Value 1.0007

Investment Instrument Amortized Book Market Value
Accrued Interest $475,496.18 $826,277.07
U.S. Treasuries $84,971,251.39 $84,979,850.00
Money Markets $88,442,979.41 $88,442,979.41
NOW Accounts $54,842,964.44 $54,842,964.44
Corporate Bonds $56,614,401.33 $56,616,578.00
Government Agency Notes $794,523,911.32 $794,539,019.40
Total $1,079,871,004.07 $1,080,247,668.32
Yield to Maturity 0.2501 %
Weighted Average Maturity 69 Days
Net Asset Value 1.0003

Investment Instrument Amortized Book Market Value
Corporate Bonds $75,614,545.21 $75,674,253.46
Government Agency Notes $698,157,576.57 $698,190,922.80
Money Markets $86,165,758.65 $86,165,758.65
NOW Accounts $69,842,964.44 $69,842,964.44
U.S. Treasuries $84,988,118.41 $84,994,000.00
Accrued Interest $565,250.28 $1,157,342.93
Total $1,015,334,213.56 $1,016,025,242.28
Yield to Maturity 0.2589 %
Weighted Average Maturity 82 Days
Net Asset Value 1.0007

Investment Instrument Amortized Book Market Value
Commercial Paper $49,993,902.78 $49,992,750.00
Corporate Bonds $139,483,730.38 $139,568,183.79
Government Agency Notes $801,057,558.13 $801,157,994.05
Money Markets $104,617,463.52 $104,617,463.52
NOW Accounts $69,842,964.44 $69,842,964.44
U.S. Treasuries $34,994,947.22 $34,995,600.00
Accrued Interest $1,616,607.41 $2,616,069.92
Total $1,201,607,173.88 $1,202,791,025.72
Yield to Maturity 0.2581 %
Weighted Average Maturity 101 Days
Net Asset Value 1.0010

Investment Instrument Amortized Book Market Value
Commercial Paper $29,995,558.32 $29,993,900.00
Corporate Bonds $139,309,913.70 $139,350,401.37
Government Agency Notes $761,537,859.80 $761,621,100.27
Money Markets $45,917,984.45 $45,917,984.45
NOW Accounts $69,842,964.44 $69,842,964.44
U.S. Treasuries $19,997,355.55 $19,997,400.00
Accrued Interest $707,414.21 $2,247,504.94
Total $1,067,309,050.47 $1,068,971,255.47
Yield to Maturity 0.2637 %
Weighted Average Maturity 107 Days
Net Asset Value 1.0016

Investment Instrument Amortized Book Market Value
Commercial Paper $24,998,122.22 $24,997,000.00
Corporate Bonds $214,944,536.83 $215,035,624.81
Government Agency Notes $738,647,060.65 $738,825,413.42
Money Markets $41,723,312.33 $41,723,312.33
NOW Accounts $69,842,964.44 $69,842,964.44
U.S. Treasuries $69,960,183.34 $69,969,800.00
Accrued Interest $1,237,784.98 $3,394,934.74
Total $1,161,353,964.79 $1,163,789,049.74
Yield to Maturity 0.2666 %
Weighted Average Maturity 112 Days
Net Asset Value 1.0021

Investment Instrument Amortized Book Market Value
Commercial Paper $14,993,536.44 $15,000,000.00
Corporate Bonds $214,686,936.39 $214,724,129.18
Government Agency Notes $790,424,529.31 $790,413,726.04
Money Markets $26,476,733.54 $26,476,733.54
NOW Accounts $69,842,964.44 $69,842,964.44
U.S. Treasuries $49,968,333.34 $49,971,500.00
Accrued Interest $1,707,480.54 $4,900,128.22
Total $1,168,100,514.00 $1,171,329,181.42
Yield to Maturity 0.2747 %
Weighted Average Maturity 116 Days
Net Asset Value 1.0028

Investment Instrument Amortized Book Market Value
Commercial Paper $69,991,931.89 $69,989,900.00
Corporate Bonds $181,256,940.53 $181,270,829.54
Government Agency Notes $711,594,682.59 $711,611,776.88
Money Markets $122,325,342.83 $122,325,342.83
U.S. Treasuries $60,264,002.19 $60,271,700.00
Accrued Interest $1,048,198.06 $3,659,915.59
Total $1,146,481,098.09 $1,149,129,464.84
Yield to Maturity 0.2649 %
Weighted Average Maturity 102 Days
Net Asset Value 1.0023

Month

Investment Instrument Amortized Book Market Value

Accrued Interest $74,538.27 $272,873.27
Commercial Paper $12,477,173.56 $12,479,239.90
Corporate Bonds $5,190,491.37 $5,148,908.90
Government Agency Securities $30,877,319.93 $30,814,874.70
Money Markets $1,404,026.27 $1,404,026.27
Accrued Interest $1,296,344.25 $4,165,860.37
American Beacon Cash Plus Trust $421,340,229.67 $420,560,216.43
Corporate Bonds $33,967,202.27 $33,243,290.00
Government Agency Notes $759,615,428.00 $759,988,324.00
Money Markets $611,095,184.68 $611,095,184.68
Total $1,877,337,938.27 $1,879,172,798.52
Yield to Maturity 1.0800 %
Weighted Average Maturity 31 Days
Net Asset Value 1.0010

Investment Instrument Amortized Book Market Value

Accrued Interest $74,538.27 $327,082.04
Commercial Paper $8,718,093.34 $8,725,526.30
Corporate Bonds $4,090,749.07 $4,042,922.17
Government Agency Securities $21,848,617.81 $21,735,959.63
Money Markets $15,276,483.78 $15,276,483.78
Corporate Bonds $33,970,104.47 $33,636,340.00
Government Agency Notes $877,928,361.95 $878,099,027.00
Money Markets $445,114,423.30 $445,114,423.30
American Beacon Cash Plus Trust $421,833,613.78 $421,264,528.10
U.S. Treasuries $134,931,215.28 $134,951,650.00
Accrued Interest $888,740.08 $2,951,809.93
Total $1,964,674,941.13 $1,966,125,752.25
Yield to Maturity 0.7584 %
Weighted Average Maturity 36 Days
Net Asset Value 1.0007

Investment Instrument Amortized Book Market Value

Accrued Interest $16,582.29 $135,095.14
Commercial Paper $5,220,526.67 $5,229,266.50
Corporate Bonds $2,570,541.07 $2,534,650.18
Government Agency Securities $7,312,588.60 $7,246,068.00
Money Markets $34,989,973.19 $34,989,973.19
Corporate Bonds $8,973,317.63 $8,706,570.00
Government Agency Notes $911,059,520.13 $911,260,216.50
Money Markets $287,910,655.43 $287,910,655.43
American Beacon Cash Plus Trust $422,121,420.10 $421,847,834.76
U.S. Treasuries $134,940,718.75 $134,966,200.00
Accrued Interest $1,119,642.86 $3,440,655.51
Total $1,816,235,486.72 $1,818,267,185.21
Yield to Maturity 0.6167 %
Weighted Average Maturity 32 Days
Net Asset Value 1.0011

Investment Instrument Amortized Book Market Value

Accrued Interest $9,296.88 $96,882.13
Corporate Bonds $2,570,541.07 $2,535,408.84
Government Agency Securities $2,566,275.00 $2,518,750.00
Money Markets $44,905,330.29 $44,905,330.29
Accrued Interest $637,576.22 $1,724,822.33
American Beacon Cash Plus Trust $422,370,434.07 $422,392,523.49
Corporate Bonds $8,976,427.14 $8,793,130.00
Government Agency Notes $650,463,075.53 $650,821,238.10
Money Markets $302,929,133.02 $302,929,133.02
U.S. Treasuries $204,817,586.80 $204,860,600.00
Total $1,640,245,676.02 $1,641,577,818.20
Yield to Maturity 0.6315 %
Weighted Average Maturity 41 Days
Net Asset Value 1.0008

Investment Instrument Amortized Book Market Value

Accrued Interest $9,296.88 $121,610.77
Corporate Bonds $2,570,541.07 $2,531,296.00
Government Agency Securities $2,566,275.00 $2,485,950.00
Money Markets $44,879,199.18 $44,879,199.18
Corporate Bonds $8,979,640.30 $8,875,250.00
Government Agency Notes $652,330,355.20 $652,597,581.10
Money Markets $536,314,229.53 $536,314,229.53
U.S. Treasuries $339,660,184.71 $339,714,900.00
Accrued Interest $637,576.22 $2,009,455.33
Total $1,587,947,298.09 $1,589,529,471.91
Yield to Maturity 0.5106 %
Weighted Average Maturity 67 Days
Net Asset Value 1.0010

Investment Instrument Amortized Book Market Value

Accrued Interest $0.00 $21,465.98
Corporate Bonds $1,032,805.00 $1,009,705.00
Money Markets $49,010,023.17 $49,010,023.17
Corporate Bonds $8,982,749.81 $8,968,260.00
Government Agency Notes $697,983,957.80 $698,245,153.20
Money Markets $474,962,577.20 $474,962,577.20
U.S. Treasuries $339,676,362.84 $339,710,900.00
Accrued Interest $406,673.44 $1,095,395.64
Total $1,572,055,149.26 $1,573,023,480.19
Yield to Maturity 0.3709 %
Weighted Average Maturity 58 Days
Net Asset Value 1.0006

Investment Instrument Amortized Book Market Value

Accrued Interest $0.00 $27,320.14
Corporate Bonds $1,032,805.00 $1,005,345.00
Money Markets $48,988,367.59 $48,988,367.59
Corporate Bonds $8,985,962.97 $8,998,500.00
Government Agency Notes $519,768,575.40 $519,983,573.95
Money Markets $454,843,073.20 $454,843,073.20
U.S. Treasuries $374,702,013.19 $374,786,050.00
Accrued Interest $0.00 $291,743.74
NOW Accounts $27,000,000.00 $27,000,000.00
Total $1,435,320,797.35 $1,435,923,973.62
Yield to Maturity 0.3275 %
Weighted Average Maturity 56 Days
Net Asset Value 1.0004

Investment Instrument Amortized Book Market Value

Accrued Interest $0.00 $18,559.72
Corporate Bonds $522,030.00 $501,470.00
Money Markets $49,498,788.87 $49,498,788.87
Corporate Bonds $8,989,176.13 $9,004,850.00
Government Agency Notes $688,280,479.13 $688,559,458.85
Money Markets $459,177,551.35 $459,177,551.35
NOW Accounts $34,000,000.00 $34,000,000.00
U.S. Treasuries $349,766,161.13 $349,873,550.00
Accrued Interest $203,233.33 $661,568.14
Total $1,590,437,419.94 $1,591,295,796.93
Yield to Maturity 0.2789 %
Weighted Average Maturity 54 Days
Net Asset Value 1.0005

Investment Instrument Amortized Book Market Value

Money Markets $50,011,149.50 $50,011,149.50
Corporate Bonds $8,992,285.64 $9,007,930.00
Government Agency Notes $688,096,566.87 $688,346,850.30
Money Markets $273,549,039.77 $273,549,039.77
NOW Accounts $34,000,000.00 $34,000,000.00
U.S. Treasuries $334,761,511.45 $334,881,650.00
Accrued Interest $203,233.33 $848,383.95
Total $1,389,613,786.56 $1,390,645,003.52
Yield to Maturity 0.2820 %
Weighted Average Maturity 50 Days
Net Asset Value 1.0007

Investment Instrument Amortized Book Market Value

Money Markets $10,482.90 $10,482.90
Corporate Bonds $8,995,498.79 $9,005,450.00
Government Agency Notes $640,081,076.81 $640,344,828.50
Money Markets $488,988,905.14 $488,988,905.14
NOW Accounts $34,000,000.00 $34,000,000.00
U.S. Treasuries $319,747,366.68 $319,854,350.00
Accrued Interest $289,656.94 $1,116,611.80
Total $1,492,112,987.26 $1,493,320,628.34
Yield to Maturity 0.2592 %
Weighted Average Maturity 54 Days
Net Asset Value 1.0008

Investment Instrument Amortized Book Market Value
Corporate Bonds $4,997,216.03 $5,006,400.00
Government Agency Notes $737,586,487.84 $737,860,121.75
Money Markets $487,376,217.55 $487,376,217.55
NOW Accounts $44,000,000.00 $44,000,000.00
U.S. Treasuries $269,774,247.22 $269,871,800.00
Accrued Interest $142,359.74 $925,014.27
Total $1,543,876,528.38 $1,545,039,553.57
Yield to Maturity 0.2420 %
Weighted Average Maturity 73 Days
Net Asset Value 1.0008

Investment Instrument Amortized Book Market Value
Corporate Bonds $4,997,551.84 $5,004,700.00
Government Agency Notes $772,120,489.84 $772,316,914.38
Money Markets $478,779,071.21 $478,779,071.21
NOW Accounts $49,000,000.00 $49,000,000.00
U.S. Treasuries $174,827,663.90 $174,869,100.00
Accrued Interest $89,374.88 $1,129,966.61
Total $1,479,814,151.67 $1,481,099,752.20
Yield to Maturity 0.2265 %
Weighted Average Maturity 75 Days
Net Asset Value 1.0009

Month

Investment Instrument Amortized Book Market Value
Accrued Interest $1,139,599.87 $7,391,059.01
Commercial Paper $174,820,916.67 $174,932,800.01
Corporate Bonds $49,943,225.00 $48,223,150.00
Government Agency Notes $753,591,820.74 $756,591,678.85
Money Markets $806,230,862.02 $806,230,862.02
Bradford & Marzec $50,000,000.00 $50,149,517.54
Total $1,835,726,424.30 $1,843,519,067.43
Yield to Maturity 3.9787 %
Weighted Average Maturity 43 Days
Net Asset Value 1.0042

Investment Instrument Amortized Book Market Value
Accrued Interest $239,479.17 $7,227,202.64
Bradford & Marzec $50,000,000.00 $50,268,467.89
Commercial Paper $0.00 $0.00
Corporate Bonds $49,943,225.00 $48,740,700.00
Government Agency Notes $325,146,443.07 $326,092,377.31
Money Markets $1,533,509,412.95 $1,533,509,412.95
Total $1,958,838,560.19 $1,965,838,160.79
Yield to Maturity 3.7363 %
Weighted Average Maturity 33 Days
Net Asset Value 1.0036

Investment Instrument Amortized Book Market Value
Accrued Interest $529,360.24 $7,647,292.10
Bradford & Marzec $50,000,000.00 $50,208,406.96
Commercial Paper $69,717,938.89 $69,810,300.00
Corporate Bonds $49,943,225.00 $46,785,250.00
Government Agency Notes $286,567,606.00 $287,054,104.12
Money Markets $1,352,844,306.28 $1,352,844,306.28
Total $1,809,602,436.41 $1,814,349,659.46
Yield to Maturity 3.1630 %
Weighted Average Maturity 36 Days
Net Asset Value 1.0026

Investment Instrument Amortized Book Market Value
Accrued Interest $876,072.10 $7,829,835.35
Bradford & Marzec $50,000,000.00 $50,169,511.27
Commercial Paper $69,803,961.11 $69,923,000.00
Corporate Bonds $49,943,225.00 $47,762,500.00
Government Agency Notes $602,151,657.68 $601,940,609.52
Money Markets $931,331,280.61 $931,331,280.61
Total $1,704,106,196.50 $1,708,956,736.75
Yield to Maturity 2.9011 %
Weighted Average Maturity 65 Days
Net Asset Value 1.0028

Investment Instrument Amortized Book Market Value
Accrued Interest $2,153,159.73 $8,843,359.29
Bradford & Marzec $50,000,000.00 $50,220,605.10
Commercial Paper $69,782,679.17 $69,865,950.00
Corporate Bonds $43,917,825.00 $43,027,170.00
Government Agency Notes $851,562,922.43 $851,347,086.50
Money Markets $628,966,799.41 $628,966,799.41
Total $1,646,383,385.74 $1,652,270,970.30
Yield to Maturity 2.6916 %
Weighted Average Maturity 72 Days
Net Asset Value 1.0036

Investment Instrument Amortized Book Market Value
Accrued Interest $2,273,909.73 $7,009,489.84
Bradford & Marzec $50,000,000.00 $50,209,262.04
Commercial Paper $69,813,304.17 $69,944,700.00
Corporate Bonds $33,937,825.00 $33,391,410.00
Government Agency Notes $821,533,364.18 $821,433,267.84
Money Markets $615,360,585.83 $615,360,585.83
Total $1,592,918,988.91 $1,597,348,715.55
Yield to Maturity 2.5868 %
Weighted Average Maturity 67 Days
Net Asset Value 1.0028

Investment Instrument Amortized Book Market Value
Accrued Interest $775,201.40 $4,875,292.88
Bradford & Marzec $50,000,000.00 $50,178,209.41
Corporate Bonds $33,937,825.00 $32,791,400.00
Government Agency Notes $820,588,511.33 $820,016,787.49
Money Markets $629,603,890.23 $629,603,890.23
Total $1,534,905,427.96 $1,537,465,580.01
Yield to Maturity 2.5200 %
Weighted Average Maturity 64 Days
Net Asset Value 1.0017

Investment Instrument Amortized Book Market Value
Accrued Interest $837,490.32 $5,302,584.21
Bradford & Marzec $50,000,000.00 $50,223,187.98
Corporate Bonds $33,937,825.00 $33,063,430.00
Government Agency Notes $1,150,439,387.31 $1,150,387,299.29
Money Markets $546,844,618.89 $546,844,618.89
Total $1,782,059,321.52 $1,785,821,120.37
Yield to Maturity 2.5679 %
Weighted Average Maturity 61 Days
Net Asset Value 1.0021

Investment Instrument Amortized Book Market Value
Accrued Interest $410,408.33 $4,461,679.20
Bradford & Marzec $50,000,000.00 $50,169,790.92
Corporate Bonds $33,937,825.00 $31,742,340.00
Government Agency Notes $1,014,499,770.90 $1,015,540,306.00
Money Markets $493,885,692.10 $490,209,648.95
Total $1,592,733,696.33 $1,592,123,765.07
Yield to Maturity 3.0299 %
Weighted Average Maturity 51 Days
Net Asset Value 0.9996

Investment Instrument Amortized Book Market Value
Accrued Interest $440,840.63 $4,185,715.42
American Beacon Cash Plus Trust $418,745,182.42 $416,283,526.38
Bradford & Marzec $50,000,000.00 $50,097,357.92
Corporate Bonds $33,937,825.00 $29,247,240.00
Government Agency Notes $1,118,488,532.16 $1,121,672,548.50
Money Markets $163,821,526.77 $163,821,526.77
Total $1,785,433,906.98 $1,785,307,914.99
Yield to Maturity 2.5047 %
Weighted Average Maturity 43 Days
Net Asset Value 0.9999

Investment Instrument Amortized Book Market Value

Accrued Interest $29,643.95 $147,524.40
Commercial Paper $12,360,253.01 $12,377,146.00
Corporate Bonds $5,843,843.12 $5,776,292.27
Government Agency Securities $27,863,914.71 $27,880,712.12
Money Markets $3,996,088.49 $3,996,088.49
Corporate Bonds $33,960,775.95 $30,214,090.00
Government Agency Notes $837,867,039.49 $839,451,739.00
Money Markets $499,978,398.39 $499,978,398.39
American Beacon Cash Plus Trust $419,696,669.39 $417,906,551.45
Accrued Interest $440,840.63 $5,050,009.49
Total $1,842,037,467.13 $1,842,778,551.61
Yield to Maturity 2.3563 %
Weighted Average Maturity 27 Days
Net Asset Value 1.0004

Investment Instrument Amortized Book Market Value

Accrued Interest $40,742.57 $170,488.10
Commercial Paper $12,223,453.56 $12,238,367.50
Corporate Bonds $5,043,897.12 $4,996,974.86
Government Agency Securities $28,303,329.06 $28,301,196.06
Money Markets $4,469,727.96 $4,469,727.96
Accrued Interest $693,510.42 $5,928,410.38
American Beacon Cash Plus Trust $420,616,427.85 $419,499,325.97
Corporate Bonds $33,963,989.11 $31,305,760.00
Government Agency Notes $845,976,315.53 $846,976,090.00
Money Markets $804,697,768.65 $804,697,768.65
Total $2,156,029,161.83 $2,158,584,109.48
Yield to Maturity 1.6905 %
Weighted Average Maturity 27 Days
Net Asset Value 1.0012

Month

Investment Instrument Amortized Book Market Value
Commercial Paper $139,979,311.12 $139,978,656.64
Corporate Bonds $49,955,000.00 $49,082,500.00
Government Agency Notes $504,258,041.68 $504,333,951.18
Money Markets $326,478,656.55 $326,478,656.55
Accrued Interest $616,880.60 $4,747,139.52
U.S. Treasuries $103,766,884.02 $104,130,350.00
Total $1,125,054,773.97 $1,128,751,253.89
Yield to Maturity 5.0786 %
Weighted Average Maturity 68 Days
Net Asset Value 1.0033

Investment Instrument Amortized Book Market Value
Commercial Paper $165,717,405.21 $165,732,733.62
Corporate Bonds $49,955,000.00 $49,155,450.00
Government Agency Notes $491,394,320.15 $492,157,644.81
Money Markets $323,283,795.30 $323,283,795.30
Accrued Interest $605,875.17 $4,355,465.04
U.S. Treasuries $271,737,084.01 $272,581,580.00
Total $1,302,693,479.84 $1,307,266,668.77
Yield to Maturity 5.1179 %
Weighted Average Maturity 58 Days
Net Asset Value 1.0035

Investment Instrument Amortized Book Market Value
Commercial Paper $104,952,370.84 $104,952,136.34
Corporate Bonds $49,955,000.00 $48,944,250.00
Government Agency Notes $560,895,600.78 $562,466,906.91
Money Markets $327,397,473.96 $327,397,473.96
Accrued Interest $928,531.42 $4,567,362.44
U.S. Treasuries $168,393,740.28 $169,448,950.00
Total $1,212,522,717.28 $1,217,777,079.65
Yield to Maturity 5.1423 %
Weighted Average Maturity 58 Days
Net Asset Value 1.0043

Investment Instrument Amortized Book Market Value
Commercial Paper $96,195,738.57 $96,200,930.24
Corporate Bonds $49,955,000.00 $48,606,138.00
Government Agency Notes $524,737,351.39 $525,498,889.55
Money Markets $326,067,322.08 $326,067,322.08
Accrued Interest $1,641,875.00 $4,657,167.90
U.S. Treasuries $113,304,868.06 $114,049,450.00
Total $1,111,902,155.10 $1,115,079,897.77
Yield to Maturity 5.1087 %
Weighted Average Maturity 62 Days
Net Asset Value 1.0029

Investment Instrument Amortized Book Market Value
Commercial Paper $138,975,291.84 $138,975,291.84
Corporate Bonds $49,955,000.00 $48,424,900.00
Government Agency Notes $732,648,450.05 $734,167,257.19
Money Markets $281,827,739.18 $281,827,739.18
Accrued Interest $2,910,084.80 $6,230,582.88
U.S. Treasuries $54,041,301.39 $54,394,650.00
Total $1,260,357,867.26 $1,264,020,421.09
Yield to Maturity 5.1687 %
Weighted Average Maturity 73 Days
Net Asset Value 1.0029

Investment Instrument Amortized Book Market Value
Commercial Paper $147,518,536.18 $147,518,536.18
Corporate Bonds $49,955,000.00 $48,477,300.00
Government Agency Notes $681,412,217.27 $683,174,284.71
Money Markets $283,456,832.73 $283,456,832.73
Accrued Interest $2,353,334.80 $5,788,873.14
U.S. Treasuries $54,041,301.39 $54,617,650.00
Total $1,218,737,222.37 $1,223,033,476.76
Yield to Maturity 5.1812 %
Weighted Average Maturity 91 Days
Net Asset Value 1.0035

Investment Instrument Amortized Book Market Value
Accrued Interest $2,180,938.96 $6,393,609.44
Commercial Paper $75,943,579.52 $75,943,595.37
Corporate Bonds $49,955,000.00 $48,433,900.00
Government Agency Notes $617,380,926.48 $618,599,464.03
Money Markets $391,417,493.47 $391,417,493.47
U.S. Treasuries $29,345,266.67 $29,800,800.00
Total $1,166,223,205.10 $1,170,588,862.31
Yield to Maturity 5.1877 %
Weighted Average Maturity 87 Days
Net Asset Value 1.0037

Investment Instrument Amortized Book Market Value
Accrued Interest $1,452,790.28 $7,041,036.21
Commercial Paper $34,826,589.58 $34,826,589.58
Corporate Bonds $54,943,225.00 $52,882,450.00
Government Agency Notes $528,530,526.70 $530,322,172.21
Money Markets $768,349,564.67 $768,349,564.67
U.S. Treasuries $29,345,266.67 $29,946,300.00
Total $1,417,447,962.90 $1,423,368,112.67
Yield to Maturity 5.2050 %
Weighted Average Maturity 77 Days
Net Asset Value 1.0042

Investment Instrument Amortized Book Market Value
Accrued Interest $1,077,147.45 $7,368,240.09
Corporate Bonds $49,943,225.00 $47,757,250.00
Government Agency Notes $498,126,294.91 $500,104,620.25
Money Markets $780,090,481.96 $780,090,481.96
Total $1,329,237,149.32 $1,335,320,592.30
Yield to Maturity 5.0990 %
Weighted Average Maturity 84 Days
Net Asset Value 1.0046

Investment Instrument Amortized Book Market Value
Accrued Interest $1,035,147.38 $8,839,995.82
Corporate Bonds $49,943,225.00 $48,086,850.00
Government Agency Notes $482,606,133.29 $483,788,553.90
Money Markets $1,007,101,638.19 $1,007,101,638.19
Commercial Paper $34,848,488.89 $34,943,183.33
Total $1,575,534,632.75 $1,582,760,221.24
Yield to Maturity 4.9899 %
Weighted Average Maturity 71 Days
Net Asset Value 1.0046

Investment Instrument Amortized Book Market Value
Accrued Interest $1,955,778.45 $11,022,083.96
Commercial Paper $34,864,958.33 $34,900,969.45
Corporate Bonds $49,943,225.00 $48,487,250.00
Government Agency Notes $672,467,968.81 $673,538,293.17
Money Markets $900,165,473.54 $900,165,473.54
Total $1,659,397,404.13 $1,668,114,070.12
Yield to Maturity 4.7900 %
Weighted Average Maturity 73 Days
Net Asset Value 1.0053

Investment Instrument Amortized Book Market Value
Accrued Interest $645,533.91 $8,550,529.56
Commercial Paper $34,869,041.67 $34,895,233.34
Corporate Bonds $49,943,225.00 $48,500,400.00
Government Agency Notes $760,011,532.60 $761,198,001.27
Money Markets $816,252,776.44 $816,252,776.44
Total $1,661,722,109.62 $1,669,396,940.61
Yield to Maturity 4.6152 %
Weighted Average Maturity 68 Days
Net Asset Value 1.0046