0001145549-23-000456.txt : 20230106 0001145549-23-000456.hdr.sgml : 20230106 20230106161239 ACCESSION NUMBER: 0001145549-23-000456 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221230 FILED AS OF DATE: 20230106 DATE AS OF CHANGE: 20230106 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GOLDMAN SACHS TRUST CENTRAL INDEX KEY: 0000822977 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05349 FILM NUMBER: 23515196 BUSINESS ADDRESS: STREET 1: 71 SOUTH WACKER DRIVE STREET 2: C/O GOLDMAN SACHS & CO CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3126554400 MAIL ADDRESS: STREET 1: 200 WEST STREET CITY: NEW YORK STATE: NY ZIP: 10282 FORMER COMPANY: FORMER CONFORMED NAME: GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19910711 FORMER COMPANY: FORMER CONFORMED NAME: SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19900104 0000822977 S000009258 Goldman Sachs Financial Square Prime Obligations Fund C000025288 Institutional Shares FPOXX C000025289 Administration Shares FBAXX C000025290 Service Shares FBSXX C000025291 Preferred Shares GPPXX C000025292 Select Shares GSPXX C000025293 Capital Shares GCPXX C000088811 Cash Management Shares GFOXX C000088814 Premier Shares GOPXX C000088815 Resource Shares GBRXX C000214496 Drexel Hamilton Class Shares VTNXX N-MFP2 1 primary_doc.xml N-MFP2 0000822977 XXXXXXXX 2022-12-30 0000822977 549300PY02304776R694 S000009258 10 N N 033-17619 Goldman Sachs Asset Management, L.P. 801-37591 PricewaterhouseCoopers LLP Boston MA Goldman Sachs Asset Management, L.P. The Bank of New York Mellon Goldman Sachs & Co. LLC 0000734700 084-01100 N N N Prime N 16 79 1006424917.73 1091597580.73 1205685924.25 1323091113.60 1349507565.76 1355916240.55 1437726292.83 1551997868.89 1561320864.77 1562229796.88 0.4505 0.4728 0.5042 0.5327 0.5438 0.6069 0.6227 0.6490 0.6286 0.6296 1575111.76 2475438516.26 203439159.99 4461959.54 8664325.15 2472811262.41 2470263720.9500 0.0000 0.0455 1.0010 1.0010 1.0010 1.0011 1.0010 C000025288 10000000.00 2453598961.93 2451069129.7500 1.0010 1.0010 1.0010 1.0011 1.0010 91360434.32 104319686.73 181363645.53 89707134.09 197425099.79 127083055.21 177674805.76 92353880.53 121316159.64 92637103.58 710637183.52 432497141.68 0.0436 Y For Institutional Shares the Investment Adviser waived $18,874 of Other Fees. C000025289 10000000.00 6294083.67 6287774.4900 1.0010 1.0010 1.0010 1.0010 1.0010 18450.37 415.94 0.00 0.00 750.65 15126.89 0.00 0.00 0.00 753.80 19201.02 15880.69 0.0411 Y For Administration Shares the Investment Adviser waived $51 of Other Fees. C000025290 10000000.00 1110.75 1109.5000 1.0011 1.0012 1.0012 1.0012 1.0011 2.98 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2.98 0.00 0.0385 N C000025291 10000000.00 13826.68 13815.5500 1.0008 1.0008 1.0008 1.0008 1.0008 42.16 0.00 0.00 0.00 0.00 0.00 0.03 0.00 0.00 0.00 42.19 0.00 0.0426 N C000025292 10000000.00 7547235.09 7540809.8700 1.0008 1.0009 1.0009 1.0009 1.0009 127956.93 0.00 500000.00 0.00 0.00 0.00 0.00 1850000.00 0.00 100000.00 527956.93 1950000.00 0.0433 Y For Select Shares the Investment Adviser waived $71 of Other Fees. C000025293 10000000.00 481668.43 481222.9600 1.0009 1.0009 1.0009 1.0010 1.0009 1629.13 0.00 0.00 0.00 0.00 60000.00 0.00 0.00 0.00 0.00 1629.13 60000.00 0.0421 Y For Capital Shares the Investment Adviser waived $4 of Other Fees. C000088811 10000000.00 1043.33 1042.0200 1.0013 1.0013 1.0013 1.0013 1.0013 2.62 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2.62 0.00 0.0355 N C000088814 10000000.00 1060.75 1059.4100 1.0013 1.0013 1.0013 1.0013 1.0013 2.96 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2.96 0.00 0.0400 N C000088815 10000000.00 1047.67 1046.5100 1.0011 1.0011 1.0011 1.0012 1.0011 2.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2.67 0.00 0.0371 N C000214496 10000000.00 4871224.11 4866710.8900 1.0009 1.0009 1.0009 1.0010 1.0009 93.21 0.00 0.00 20000000.00 0.00 0.00 0.00 0.00 0.00 0.00 93.21 20000000.00 0.0436 Y For Drexel Hamilton Shares the Investment Adviser waived $69 of Other Fees. ASB FINANCE LIMITED-LONDON BRANCH ASB FINANCE LIMITED-LONDON BRANCH 4.540000% 0020NAAT7 US0020NAAT79 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2023-03-13 2023-03-13 N N N 0.0456 6156753.78 6156753.78 0.0025 N N N N ALASKA HOUSING FINANCE CORPORATION ALASKA HOUSING FINANCE CORPORATION 4.389998% 011839NY9 549300HJ8NOJNYW6ER36 US011839NY90 Variable Rate Demand Note Y Fitch, Inc. F1+ Moody's Investors Service, Inc. VMIG1 Standard and Poor's Ratings Services A-1+ 2023-01-07 2023-01-07 2047-12-01 Y ALASKA HOUSING FINANCE CORPORATI 1.0000 7 N Fitch, Inc. F1+ N N 0.0439 4800000.00 4800000.00 0.0019 N N Y N ALASKA HOUSING FINANCE CORPORATION ALASKA HOUSING FINANCE CORPORATION 4.370000% 011839XT9 549300HJ8NOJNYW6ER36 Variable Rate Demand Note Y Fitch, Inc. F1+ Moody's Investors Service, Inc. VMIG1 Standard and Poor's Ratings Services A-1 2023-01-07 2023-01-07 2052-06-01 Y Barclays Bank PLC 1.0000 7 Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Barclays Bank PLC 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BARCLAYS BANK PLC Liquidity/Partial C/E 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0435 5000000.00 5000000.00 0.0020 N N Y N ALBION CAPITAL LLC ALBION CAPITAL LLC 0.000000% 01329XN39 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-03 2023-01-03 2023-01-03 N Y MUFG BANK, LTD. 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0434 21989393.58 21989393.58 0.0089 N Y Y N ALBION CAPITAL LLC ALBION CAPITAL LLC 0.000000% 01329XPM5 US01329XPM55 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-02-21 2023-02-21 2023-02-21 N Y MUFG BANK, LTD. 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0452 4890218.43 4890218.43 0.0020 N N N N ALBION CAPITAL LLC ALBION CAPITAL LLC 0.000000% 01329XQ36 US01329XQ364 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-03-03 2023-03-03 2023-03-03 N Y MUFG BANK, LTD. 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0458 5852721.83 5852721.83 0.0024 N N N N ALBION CAPITAL LLC ALBION CAPITAL LLC 0.000000% 01329XQL6 US01329XQL63 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-03-20 2023-03-20 2023-03-20 N Y MUFG BANK, LTD. 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0463 10581001.48 10581001.48 0.0043 N N N N ANTALIS ANTALIS 0.000000% 03664BN93 549300G2LM2ZKZ0X4Y50 US03664BN936 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-09 2023-01-09 2023-01-09 N Y SOCIETE GENERALE 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0435 2221312.67 2221312.67 0.0009 N N Y N ANTALIS ANTALIS 0.000000% 03664BNJ1 549300G2LM2ZKZ0X4Y50 US03664BNJ16 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-18 2023-01-18 2023-01-18 N Y SOCIETE GENERALE 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0437 1956475.11 1956475.11 0.0008 N N N N ANTALIS ANTALIS 0.000000% 03664BNK8 549300G2LM2ZKZ0X4Y50 US03664BNK88 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-19 2023-01-19 2023-01-19 N Y SOCIETE GENERALE 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0437 3092475.62 3092475.62 0.0013 N N N N ANTALIS ANTALIS 0.000000% 03664BP18 549300G2LM2ZKZ0X4Y50 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-02-01 2023-02-01 2023-02-01 N Y SOCIETE GENERALE 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0439 26376427.91 26376427.91 0.0107 N N N N ANTALIS ANTALIS 0.000000% 03664BP26 549300G2LM2ZKZ0X4Y50 US03664BP261 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-02-02 2023-02-02 2023-02-02 N Y SOCIETE GENERALE 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0439 7780584.33 7780584.33 0.0031 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 4.600001% 04821PDA8 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-01-13 2023-01-13 N Y CREDIT AGRICOLE CORPORATE AND IN 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0441 1865134.39 1865134.39 0.0008 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 4.600001% 04821PDB6 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-01-12 2023-01-12 N Y CREDIT AGRICOLE CORPORATE AND IN 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0440 1859127.42 1859127.42 0.0008 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821UQ21 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-03-02 2023-03-02 2023-03-02 N Y CREDIT AGRICOLE CORPORATE AND IN 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0451 8781244.88 8781244.88 0.0036 N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 4.820000% 05253MSK1 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2023-02-23 2023-02-23 N N N 0.0450 4001791.28 4001791.28 0.0016 N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 4.970002% 05253MSM7 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2023-05-02 2023-05-02 N N N 0.0468 5573342.38 5573342.38 0.0023 N N N N BNZ INTERNATIONAL FUNDING LIMITED BNZ INTERNATIONAL FUNDING LIMITED 4.680000% 0556X4HL3 549300HVMZ89HDMELW08 0001414365 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2023-01-06 2023-01-06 N N N 0.0445 9086528.53 9086528.53 0.0037 N N Y N BPCE BPCE 0.000000% 05571CNX5 9695005MSX1OYEMGDF46 US05571CNX55 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-31 2023-01-31 2023-01-31 N N N 0.0436 4958711.89 4958711.89 0.0020 N N N N BPCE BPCE 4.749998% 05571EBG1 9695005MSX1OYEMGDF46 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-07-10 2023-07-10 N N N 0.0475 17790161.18 17790161.18 0.0072 N N N N BPCE BPCE 2.750000% 05578AAA6 9695005MSX1OYEMGDF46 US05578AAA60 Other Instrument Medium Term Note Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-11 2023-01-11 2023-01-11 N N N 0.0529 498710.83 498710.83 0.0002 N N N N BANK OF MONTREAL BANK OF MONTREAL 4.600001% 06367CQ91 NQQ6HPCNCCU6TUTQYE16 US06367CQ918 0000927971 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-01-13 2023-01-13 N N N 0.0441 6284452.83 6284452.83 0.0025 N N N N BANK OF MONTREAL BANK OF MONTREAL 5.000000% 06373L4P1 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-05-02 2023-05-02 N N N 0.0469 4014253.93 4014253.93 0.0016 N N N N BANK OF NOVA SCOTIA (THE) BANK OF NOVA SCOTIA (THE) 4.830001% 06417LUN5 L3I9ZG2KFGXZ61BMYR72 US06417LUN53 0000009631 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-06-06 2023-06-06 N N N 0.0464 7965225.61 7965225.61 0.0032 N N N N BANK OF NOVA SCOTIA (THE) BANK OF NOVA SCOTIA (THE) 4.799999% 06417MH32 L3I9ZG2KFGXZ61BMYR72 US06417MH323 0000009631 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-02-21 2023-02-21 N N N 0.0458 4263340.40 4263340.40 0.0017 N N N N BANK OF NOVA SCOTIA (THE) BANK OF NOVA SCOTIA (THE) 4.720000% 06417MZD0 L3I9ZG2KFGXZ61BMYR72 US06417MZD00 0000009631 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-01-09 2023-01-09 N N N 0.0439 8000717.68 8000717.68 0.0032 N N Y N BANK OF NOVA SCOTIA (THE) BANK OF NOVA SCOTIA (THE) 4.960001% 06417MZM0 L3I9ZG2KFGXZ61BMYR72 US06417MZM09 0000009631 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-07-28 2023-07-28 N N N 0.0471 9049903.39 9049903.39 0.0037 N N N N BARCLAYS BANK PLC BARCLAYS BANK PLC 4.839998% 06741HEB5 G5GSEF7VJP5I7OUK5573 US06741HEB50 0000312070 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-04-06 2023-04-06 N Y Barclays Bank PLC 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0468 4712051.25 4712051.25 0.0019 N N N N BRIGHTHOUSE FINANCIAL SHORT TERM FUNDING, LLC BRIGHTHOUSE FINANCIAL SHORT TERM FUNDING, LLC 0.000000% 10924JQL7 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2023-03-20 2023-03-20 2023-03-20 N N N 0.0469 4453129.98 4453129.98 0.0018 N N N N CHARIOT FUNDING LLC CHARIOT FUNDING LLC 4.839998% 15963RCV3 549300EEWRNP448AMT79 US15963RCV33 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-01-23 2023-01-23 N N Y JPMORGAN CHASE BANK, NATIONAL AS Liquidity/Partial C/E 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0484 25290146.90 25290146.90 0.0102 N N N N CHARTA, LLC CHARTA, LLC 0.000000% 16115WQN0 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-03-22 2023-03-22 2023-03-22 N N Y CITIBANK, NATIONAL ASSOCIATION Liquidity/Partial C/E 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0463 9894538.90 9894538.90 0.0040 N N N N CHARTA, LLC CHARTA, LLC 0.000000% 16115WRA7 5493000FNFK79LCM6M65 US16115WRA70 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-04-10 2023-04-10 2023-04-10 N N Y CITIBANK, NATIONAL ASSOCIATION Liquidity/Partial C/E 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0471 2937694.85 2937694.85 0.0012 N N N N CHESHAM FINANCE LIMITED - SERIES V CHESHAM FINANCE LIMITED - SERIES V 0.000000% 16538LN30 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-03 2023-01-03 2023-01-03 N Y MIZUHO SECURITIES USA LLC 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0433 48976447.17 48976447.17 0.0198 N Y Y N CHESHAM FINANCE LIMITED - SERIES V CHESHAM FINANCE LIMITED - SERIES V 0.000000% 16538LP38 US16538LP386 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-02-03 2023-02-03 2023-02-03 N Y MIZUHO SECURITIES USA LLC 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0437 3983005.56 3983005.56 0.0016 N N N N CITIBANK, NATIONAL ASSOCIATION CITIBANK, NATIONAL ASSOCIATION 4.720000% 17330QCQ8 E57ODZWZ7FF32TWEFA76 US17330QCQ82 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-07-21 2023-07-21 N N N 0.0475 13997494.70 13997494.70 0.0057 N N N N COLLATERALIZED COMMERCIAL PAPER FLEX CO., LLC COLLATERALIZED COMMERCIAL PAPER FLEX CO., LLC 0.000000% 19423KR48 549300QFFTZ0K7V16U14 US19423KR485 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-04-04 2023-04-04 2023-04-04 N Y J.P. MORGAN SECURITIES LLC 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0470 5712338.67 5712338.67 0.0023 N N N N COLLATERALIZED COMMERCIAL PAPER V CO., LLC COLLATERALIZED COMMERCIAL PAPER V CO., LLC 4.849999% 19424G6Y3 549300ZLXI3T111CH173 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-01-26 2023-01-26 N Y JPMORGAN CHASE BANK, NATIONAL AS 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0445 10905264.60 10905264.60 0.0044 N N N N COLLATERALIZED COMMERCIAL PAPER V CO., LLC COLLATERALIZED COMMERCIAL PAPER V CO., LLC 0.000000% 19424JP34 549300ZLXI3T111CH173 US19424JP349 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-02-03 2023-02-03 2023-02-03 N Y JPMORGAN CHASE BANK, NATIONAL AS 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0439 3260035.93 3260035.93 0.0013 N N N N COLORADO HOUSING AND FINANCE AUTHORITY COLORADO HOUSING AND FINANCE AUTHORITY 4.350001% 196480GE1 5493005GIROYQAWBMC18 Variable Rate Demand Note Y Moody's Investors Service, Inc. VMIG1 Standard and Poor's Ratings Services A-1+ 2023-01-07 2023-01-07 2050-11-01 Y Royal Bank of Canada 1.0000 7 Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N Y Royal Bank of Canada Liquidity/Partial C/E 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0435 1565000.00 1565000.00 0.0006 N N Y N COLORADO HOUSING AND FINANCE AUTHORITY COLORADO HOUSING AND FINANCE AUTHORITY 4.350001% 196480RR0 5493005GIROYQAWBMC18 Variable Rate Demand Note Y Moody's Investors Service, Inc. VMIG1 Standard and Poor's Ratings Services A-1+ 2023-01-07 2023-01-07 2051-05-01 Y FEDERAL HOME LOAN BANK OF TOPEKA 1.0000 7 Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N Y FEDERAL HOME LOAN BANK OF TOPEKA Liquidity/Partial C/E 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0435 4760000.00 4760000.00 0.0019 N N Y N COLORADO HOUSING AND FINANCE AUTHORITY COLORADO HOUSING AND FINANCE AUTHORITY 4.350001% 196480YP6 5493005GIROYQAWBMC18 Variable Rate Demand Note Y Moody's Investors Service, Inc. VMIG1 Standard and Poor's Ratings Services A-1+ 2023-01-07 2023-01-07 2052-05-01 Y FEDERAL HOME LOAN BANK OF TOPEKA 1.0000 7 Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N Y FEDERAL HOME LOAN BANK OF TOPEKA Liquidity/Partial C/E 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0435 5000000.00 5000000.00 0.0020 N N Y N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 4.810000% 20271EA90 MSFSBD3QN1GSN7Q6C537 US20271EA906 0000008565 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2023-02-28 2023-02-28 N N N 0.0462 10503295.53 10503295.53 0.0042 N N N N COOEPERATIEVE RABOBANK U.A. COOEPERATIEVE RABOBANK U.A. 4.929998% 21684LF72 DG3RU1DBUFHT4ZF9WN62 US21684LF721 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-05-24 2023-05-24 N N N 0.0468 4928989.34 4928989.34 0.0020 N N N N COOEPERATIEVE RABOBANK U.A. COOEPERATIEVE RABOBANK U.A. 4.960001% 21684LFA5 DG3RU1DBUFHT4ZF9WN62 US21684LFA52 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-05-03 2023-05-03 N N N 0.0465 5573797.07 5573797.07 0.0023 N N N N COOEPERATIEVE RABOBANK U.A. COOEPERATIEVE RABOBANK U.A. 4.830001% 21684LFS6 DG3RU1DBUFHT4ZF9WN62 US21684LFS60 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-07-07 2023-07-07 N N N 0.0475 4117645.45 4117645.45 0.0017 N N N N DBS BANK LTD DBS BANK LTD 0.000000% 23305EQ14 ATUEL7OJR5057F2PV266 0001031979 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 3954256.48 3954256.48 0.0016 N N N N DBS BANK LTD DBS BANK LTD 0.000000% 23305ETG8 ATUEL7OJR5057F2PV266 US23305ETG88 0001031979 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-06-16 2023-06-16 2023-06-16 N N N 0.0492 7972570.27 7972570.27 0.0032 N N N N DBS BANK LTD DBS BANK LTD 0.000000% 23305ETW3 ATUEL7OJR5057F2PV266 US23305ETW39 0001031979 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-06-30 2023-06-30 2023-06-30 N N N 0.0496 12164854.86 12164854.86 0.0049 N N N N DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK, FRANKFURT AM MAIN DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK, FRANKFURT AM MAIN 0.000000% 23343WQP5 529900HNOAA1KXQJUQ27 US23343WQP58 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-03-23 2023-03-23 2023-03-23 N N N 0.0465 9141928.81 9141928.81 0.0037 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.660000% 3130ATPB7 US3130ATPB77 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-11-14 2023-11-14 2023-11-14 N N N 0.0498 6311963.93 6311963.93 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.660000% 3130ATPK7 US3130ATPK76 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-11-15 2023-11-15 2023-11-15 N N N 0.0487 2794565.34 2794565.34 0.0011 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.670000% 3130ATPU5 US3130ATPU58 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-11-17 2023-11-17 2023-11-17 N N N 0.0491 2793870.55 2793870.55 0.0011 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.750000% 3130ATSC2 US3130ATSC24 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-11-24 2023-11-24 2023-11-24 N N N 0.0492 2595651.86 2595651.86 0.0010 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.700000% 3130ATSU2 US3130ATSU22 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-11-24 2023-11-24 2023-11-24 N N N 0.0494 2194974.45 2194974.45 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.680000% 3130ATTR8 US3130ATTR83 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-11-29 2023-11-29 2023-11-29 N N N 0.0488 2495018.30 2495018.30 0.0010 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.450000% 3130ATWV5 US3130ATWV58 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2024-02-23 2024-02-23 N N N 0.0442 4202399.12 4202399.12 0.0017 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.489999% 3130ATXF9 US3130ATXF99 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2024-11-22 2024-11-22 N N N 0.0450 17002926.55 17002926.55 0.0069 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.470001% 3133EN2H2 254900C5LP6DN9OP9V83 US3133EN2H22 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2024-09-17 2024-09-17 N N N 0.0447 899982.94 899982.94 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.489999% 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2024-11-25 2024-11-25 N N N 0.0450 2900737.96 2900737.96 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.465001% 3133EN3G3 254900C5LP6DN9OP9V83 US3133EN3G30 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2024-06-27 2024-06-27 N N N 0.0446 5101990.33 5101990.33 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.455000% 3133EN3J7 254900C5LP6DN9OP9V83 US3133EN3J78 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2024-04-05 2024-04-05 N N N 0.0443 2401402.56 2401402.56 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.479998% 3133EN4J6 254900C5LP6DN9OP9V83 US3133EN4J69 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2024-12-19 2024-12-19 N N N 0.0448 2601348.00 2601348.00 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.489999% 3133EN4W7 254900C5LP6DN9OP9V83 US3133EN4W70 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2024-12-27 2024-12-27 N N N 0.0446 6604768.83 6604768.83 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.372031% 3133ENFD7 254900C5LP6DN9OP9V83 US3133ENFD76 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2023-10-23 2023-10-23 N N N 0.0432 1600771.97 1600771.97 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.438361% 3133ENGG9 254900C5LP6DN9OP9V83 US3133ENGG98 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2023-10-30 2023-10-30 N N N 0.0436 3400598.67 3400598.67 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.470001% 3133ENY79 254900C5LP6DN9OP9V83 US3133ENY790 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2024-11-14 2024-11-14 N N N 0.0447 300007.53 300007.53 0.0001 N N N N FIRST ABU DHABI BANK P.J.S.C. FIRST ABU DHABI BANK P.J.S.C. 0.000000% 31849MN31 2138002Y3WMK6RZS8H90 US31849MN316 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-03 2023-01-03 2023-01-03 N N N 0.0432 19990397.80 19990397.80 0.0081 N Y Y N FIRST ABU DHABI BANK P.J.S.C. FIRST ABU DHABI BANK P.J.S.C. 0.000000% 31849MNT4 2138002Y3WMK6RZS8H90 US31849MNT44 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-27 2023-01-27 2023-01-27 N N N 0.0434 15129767.46 15129767.46 0.0061 N N N N FIRST ABU DHABI BANK P.J.S.C. FIRST ABU DHABI BANK P.J.S.C. 0.000000% 31849MQ61 2138002Y3WMK6RZS8H90 US31849MQ616 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-03-06 2023-03-06 2023-03-06 N N N 0.0454 5331273.45 5331273.45 0.0022 N N N N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 4.300000% 2IGI19DL77OX0HC3ZE78 0000016847 359738280 Non-Negotiable Time Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 85010857.05 85010857.05 0.0344 N Y Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 4.320000% JHE42UYNWWTJB8YTTU19 0000859994 359738284 Non-Negotiable Time Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-03 2023-01-03 2023-01-03 N N N 0.0432 76009876.20 76009876.20 0.0307 N Y Y N NATIONAL BANK OF KUWAIT S.A.K.P NATIONAL BANK OF KUWAIT S.A.K.P 4.320000% 549300NB7FE83IH6BW96 359739382 Non-Negotiable Time Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-03 2023-01-03 2023-01-03 N N N 0.0432 45000000.00 45000000.00 0.0182 N Y Y N FIRST ABU DHABI BANK USA N.V. FIRST ABU DHABI BANK USA N.V. 4.300000% 359739385 Non-Negotiable Time Deposit Y Standard and Poor's Ratings Services A-1+ 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 30000000.00 30000000.00 0.0121 N Y Y N GOTHAM FUNDING CORPORATION GOTHAM FUNDING CORPORATION 0.000000% 38346MNH3 549300Z2ZR7VTUMRPR17 US38346MNH33 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-17 2023-01-17 2023-01-17 N Y MUFG BANK, LTD. 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0433 6275371.74 6275371.74 0.0025 N N N N GOTHAM FUNDING CORPORATION GOTHAM FUNDING CORPORATION 0.000000% 38346MP81 549300Z2ZR7VTUMRPR17 US38346MP816 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-02-08 2023-02-08 2023-02-08 N Y MUFG BANK, LTD. 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0441 4800378.46 4800378.46 0.0019 N N N N GOTHAM FUNDING CORPORATION GOTHAM FUNDING CORPORATION 0.000000% 38346MQ15 549300Z2ZR7VTUMRPR17 US38346MQ152 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-03-01 2023-03-01 2023-03-01 N Y MUFG BANK, LTD. 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0462 4903345.85 4903345.85 0.0020 N N N N GOTHAM FUNDING CORPORATION GOTHAM FUNDING CORPORATION 0.000000% 38346MQ31 549300Z2ZR7VTUMRPR17 US38346MQ319 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-03-03 2023-03-03 2023-03-03 N Y MUFG BANK, LTD. 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0463 3060014.59 3060014.59 0.0012 N N N N GOTHAM FUNDING CORPORATION GOTHAM FUNDING CORPORATION 0.000000% 38346MR63 549300Z2ZR7VTUMRPR17 US38346MR630 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-04-06 2023-04-06 2023-04-06 N Y MUFG BANK, LTD. 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0481 3221715.24 3221715.24 0.0013 N N N N ING (U.S.) FUNDING LLC ING (U.S.) FUNDING LLC 4.820000% 44988GCD8 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-02-24 2023-02-24 N N N 0.0460 2880887.82 2880887.82 0.0012 N N N N ING (U.S.) FUNDING LLC ING (U.S.) FUNDING LLC 4.820000% 44988GCJ5 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-03-02 2023-03-02 N N N 0.0450 3425889.43 3425889.43 0.0014 N N N N ING (U.S.) FUNDING LLC ING (U.S.) FUNDING LLC 4.820000% 44988KHV4 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-02-24 2023-02-24 N N N 0.0460 9643034.29 9643034.29 0.0039 N N N N UNIVERSITY OF CHICAGO (THE) UNIVERSITY OF CHICAGO (THE) 4.350001% 45204FRY3 54930099Y7GU6182V326 0000314957 Variable Rate Demand Note Y Moody's Investors Service, Inc. VMIG1 Standard and Poor's Ratings Services A-1+ 2023-01-07 2023-01-07 2042-10-01 Y UNIVERSITY OF CHICAGO (THE) 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. VMIG1 Standard and Poor's Ratings Services A-1+ N N 0.0435 3310000.00 3310000.00 0.0013 N N Y N LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 0.000000% 53127UQ37 549300F33VRHM10B9391 US53127UQ373 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-03-03 2023-03-03 2023-03-03 N Y Bank of Nova Scotia (The) 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0458 5208913.24 5208913.24 0.0021 N N N N LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 0.000000% 53127URC6 549300F33VRHM10B9391 US53127URC61 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-04-12 2023-04-12 2023-04-12 N Y Bank of Nova Scotia (The) 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0471 3303850.26 3303850.26 0.0013 N N N N LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 0.000000% 53127URE2 549300F33VRHM10B9391 US53127URE28 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-04-14 2023-04-14 2023-04-14 N Y Bank of Nova Scotia (The) 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0472 13849715.66 13849715.66 0.0056 N N N N LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 0.000000% 53127URL6 549300F33VRHM10B9391 US53127URL60 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-04-20 2023-04-20 2023-04-20 N Y Bank of Nova Scotia (The) 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0474 2327493.94 2327493.94 0.0009 N N N N LMA-AMERICAS LLC LMA-AMERICAS LLC 0.000000% 53944RN95 US53944RN952 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-09 2023-01-09 2023-01-09 N Y CREDIT AGRICOLE CORPORATE AND IN 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0432 7771669.26 7771669.26 0.0031 N N Y N LMA-AMERICAS LLC LMA-AMERICAS LLC 0.000000% 53944RNH7 US53944RNH74 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-17 2023-01-17 2023-01-17 N Y CREDIT AGRICOLE CORPORATE AND IN 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0435 2245107.38 2245107.38 0.0009 N N N N LMA-AMERICAS LLC LMA-AMERICAS LLC 0.000000% 53944RPA0 US53944RPA04 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-02-10 2023-02-10 2023-02-10 N Y CREDIT AGRICOLE CORPORATE AND IN 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0445 9144278.17 9144278.17 0.0037 N N N N LMA-AMERICAS LLC LMA-AMERICAS LLC 0.000000% 53944RPD4 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-02-13 2023-02-13 2023-02-13 N Y CREDIT AGRICOLE CORPORATE AND IN 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0447 5677100.96 5677100.96 0.0023 N N N N MUFG BANK, LTD.-NEW YORK BRANCH MUFG BANK, LTD.-NEW YORK BRANCH 4.910000% 55380UCS4 US55380UCS42 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-03-15 2023-03-15 N N N 0.0465 10002049.48 10002049.48 0.0040 N N N N MACQUARIE BANK LIMITED MACQUARIE BANK LIMITED 4.590000% 55607NQL7 4ZHCHI4KYZG2WVRT8631 0001257135 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-04-05 2023-04-05 N N N 0.0457 4000149.36 4000149.36 0.0016 N N N N MACQUARIE BANK LIMITED MACQUARIE BANK LIMITED 4.600001% 55608PBH6 4ZHCHI4KYZG2WVRT8631 US55608PBH64 0001257135 Other Instrument Medium Term Note Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-04-06 2023-04-06 N N N 0.0479 3093733.19 3093733.19 0.0013 N N N N BANNER HEALTH BANNER HEALTH 4.399998% 56682HDD8 PLD0E0WJKFN8IZJ2WD85 Variable Rate Demand Note Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2023-01-07 2023-01-07 2056-01-01 Y BANNER HEALTH 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N N 0.0440 13235000.00 13235000.00 0.0054 N N Y N MASS GENERAL BRIGHAM INCORPORATED MASS GENERAL BRIGHAM INCORPORATED 0.000000% 57541WNK7 5493007Z86EDN0QFYU66 US57541WNK70 Non-Financial Company Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-19 2023-01-19 2023-01-19 N N N 0.0435 4788413.33 4788413.33 0.0019 N N N N MASS GENERAL BRIGHAM INCORPORATED MASS GENERAL BRIGHAM INCORPORATED 0.000000% 57541WNP6 5493007Z86EDN0QFYU66 US57541WNP67 Non-Financial Company Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-23 2023-01-23 2023-01-23 N N N 0.0435 4786089.60 4786089.60 0.0019 N N N N MATCHPOINT FINANCE PUBLIC LIMITED COMPANY MATCHPOINT FINANCE PUBLIC LIMITED COMPANY 0.000000% 57666BTD2 635400YCKMVA7GIA6Q33 US57666BTD28 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-06-13 2023-06-13 2023-06-13 N Y BNP Paribas 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0491 10628212.56 10628212.56 0.0043 N N N N MET TOWER GLOBAL FUNDING MET TOWER GLOBAL FUNDING 4.849999% 58989VAA2 635400OFJCY9IOGBGY57 US58989VAA26 Other Instrument Medium Term Note Y Moody's Investors Service, Inc. P-1 2023-01-01 2023-01-17 2023-01-17 N N N 0.0469 1657033.80 1657033.80 0.0007 N N N N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.000000% 59157UP12 54930024MDLTV1K1YL10 US59157UP129 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-02-01 2023-02-01 2023-02-01 N N N 0.0427 3509197.48 3509197.48 0.0014 N N N N METROPOLITAN LIFE GLOBAL FUNDING I METROPOLITAN LIFE GLOBAL FUNDING I 4.870001% 59217GEF2 635400MMSOCXNNNZDZ82 US59217GEF28 Other Instrument Medium Term Note Y Moody's Investors Service, Inc. P-1 2023-01-01 2023-01-13 2023-01-13 N N N 0.0483 1265010.27 1265010.27 0.0005 N N N N METROPOLITAN WATER DISTRICT OF SOUTHERN CALIFORNIA (THE) METROPOLITAN WATER DISTRICT OF SOUTHERN CALIFORNIA (THE) 4.390001% 59266TTK7 5493003GD0S0P56RLT45 Variable Rate Demand Note Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 2023-01-07 2023-01-07 2042-07-01 Y Bank of America, National Associ 1.0000 7 Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N Y BANK OF AMERICA, NATIONAL ASSOCI Liquidity/Partial C/E 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0439 4650000.00 4650000.00 0.0019 N N Y N METROPOLITAN WATER DISTRICT OF SOUTHERN CALIFORNIA (THE) METROPOLITAN WATER DISTRICT OF SOUTHERN CALIFORNIA (THE) 4.320001% 59266TUT6 5493003GD0S0P56RLT45 US59266TUT68 Variable Rate Demand Note Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2023-01-07 2023-01-07 2037-07-01 Y TD BANK, NATIONAL ASSOCIATION 1.0000 7 Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N Y TD BANK, NATIONAL ASSOCIATION Liquidity/Partial C/E 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0432 18415000.00 18415000.00 0.0074 N N Y N MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND 4.380000% 59447TXC2 Variable Rate Demand Note Y Moody's Investors Service, Inc. VMIG1 Standard and Poor's Ratings Services A-1 2023-01-09 2023-01-09 2049-09-01 Y Bank of America, National Associ 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF AMERICA, NATIONAL ASSOCI 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0438 12900000.00 12900000.00 0.0052 N N Y N MITSUBISHI UFJ TRUST AND BANKING CORPORATION-SINGAPORE BRANCH MITSUBISHI UFJ TRUST AND BANKING CORPORATION-SINGAPORE BRANCH 0.000000% 60683CN64 US60683CN645 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-06 2023-01-06 2023-01-06 N N N 0.0432 2147196.52 2147196.52 0.0009 N N Y N MITSUBISHI UFJ TRUST AND BANKING CORPORATION-SINGAPORE BRANCH MITSUBISHI UFJ TRUST AND BANKING CORPORATION-SINGAPORE BRANCH 0.000000% 60683CN98 US60683CN983 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-09 2023-01-09 2023-01-09 N N N 0.0432 2147422.39 2147422.39 0.0009 N N Y N MUFG BANK, LTD.-NEW YORK BRANCH MUFG BANK, LTD.-NEW YORK BRANCH 4.600001% 60683DBB4 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-01-04 2023-01-04 N N N 0.0438 5000116.15 5000116.15 0.0020 N N Y N MIZUHO BANK, LTD.-SINGAPORE BRANCH MIZUHO BANK, LTD.-SINGAPORE BRANCH 0.000000% 60689QNT7 US60689QNT75 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-27 2023-01-27 2023-01-27 N N N 0.0438 17792222.50 17792222.50 0.0072 N N N N MIZUHO BANK, LTD-NEW YORK BRANCH MIZUHO BANK, LTD-NEW YORK BRANCH 4.690001% 60710RRL1 US60710RRL14 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-01-17 2023-01-17 N N N 0.0443 6295808.66 6295808.66 0.0025 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 4.700002% 63307NHU4 BSGEFEIOM18Y80CKCV46 0000926171 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-02-13 2023-02-13 N N N 0.0454 5526078.87 5526078.87 0.0022 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 4.700002% 63307NHV2 BSGEFEIOM18Y80CKCV46 US63307NHV29 0000926171 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-03-16 2023-03-16 N N N 0.0456 15004345.65 15004345.65 0.0061 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 4.720000% 63307NHX8 BSGEFEIOM18Y80CKCV46 0000926171 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-04-03 2023-04-03 N N N 0.0455 5512372.17 5512372.17 0.0022 N N N N NATIONAL BANK OF KUWAIT-NEW YORK BRANCH NATIONAL BANK OF KUWAIT-NEW YORK BRANCH 4.600000% 63376F4X5 US63376F4X54 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-17 2023-01-17 2023-01-17 N N N 0.0440 6299486.09 6299486.09 0.0025 N N N N NATIONAL BANK OF KUWAIT-NEW YORK BRANCH NATIONAL BANK OF KUWAIT-NEW YORK BRANCH 5.030000% 63376F5V8 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-02-17 2023-02-17 2023-02-17 N N N 0.0455 10006169.20 10006169.20 0.0040 N N N N NATIONAL BANK OF KUWAIT-NEW YORK BRANCH NATIONAL BANK OF KUWAIT-NEW YORK BRANCH 4.530000% 63376FAR1 US63376FAR10 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-30 2023-01-30 2023-01-30 N N N 0.0447 12704897.99 12704897.99 0.0051 N N N N NATIONAL BANK OF KUWAIT-NEW YORK BRANCH NATIONAL BANK OF KUWAIT-NEW YORK BRANCH 4.340000% 63376FAU4 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-05 2023-01-05 2023-01-05 N N N 0.0433 11000010.01 11000010.01 0.0044 N N Y N NATIXIS-NEW YORK BRANCH NATIXIS-NEW YORK BRANCH 4.450000% 63873QXA7 US63873QXA74 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-31 2023-01-31 2023-01-31 N N N 0.0434 11068694.18 11068694.18 0.0045 N N N N NATIXIS-NEW YORK BRANCH NATIXIS-NEW YORK BRANCH 4.900000% 63873QXX7 US63873QXX77 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-05-05 2023-05-05 N N N 0.0453 1001280.02 1001280.02 0.0004 N N N N NIEUW AMSTERDAM RECEIVABLES CORPORATION NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.000000% 65409SN95 54930052Z500U6IGFJ82 US65409SN950 0001372595 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-09 2023-01-09 2023-01-09 N Y COOEPERATIEVE RABOBANK U.A. 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0435 8898232.49 8898232.49 0.0036 N N Y N NORDEA BANK ABP NORDEA BANK ABP 4.759999% 65557RAT7 529900ODI3047E2LIV03 US65557RAT77 0001002614 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2023-06-09 2023-06-09 N N N 0.0467 14840649.91 14840649.91 0.0060 N N N N NORINCHUKIN BANK (THE) NORINCHUKIN BANK (THE) 4.870001% 65602Y2E9 5493007VSMFZCPV1NB83 US65602Y2E99 0001496637 Certificate of Deposit Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-02-28 2023-02-28 N N N 0.0462 17052822.15 17052822.15 0.0069 N N N N NORINCHUKIN BANK (THE) NORINCHUKIN BANK (THE) 4.749998% 65602Y3B4 5493007VSMFZCPV1NB83 US65602Y3B42 0001496637 Certificate of Deposit Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-02-10 2023-02-10 N N N 0.0451 7194961.89 7194961.89 0.0029 N N N N NORINCHUKIN BANK (THE) NORINCHUKIN BANK (THE) 4.680000% 65602YS68 5493007VSMFZCPV1NB83 US65602YS684 0001496637 Certificate of Deposit Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-03-13 2023-03-13 N N N 0.0461 3000405.42 3000405.42 0.0012 N N N N NUVEEN PREFERRED & INCOME SECURITIES FUND NUVEEN PREFERRED & INCOME SECURITIES FUND 4.479999% 67072C881 1V4KW82TOLZ6S7J7N128 US67072C8819 Variable Rate Demand Note Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-09 2023-01-09 2032-07-01 Y Barclays Bank PLC 1.0000 7 Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N Y BARCLAYS BANK PLC Liquidity/Partial C/E 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0448 5000000.00 5000000.00 0.0020 N N Y N NUVEEN CREDIT STRATEGIES INCOME FUND NUVEEN CREDIT STRATEGIES INCOME FUND 4.479999% 67073B809 W4CSTD4RDGQSJ4FOVO30 US67073B8090 Variable Rate Demand Note Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-09 2023-01-09 2037-08-01 Y SUMITOMO MITSUI BANKING CORPORAT 1.0000 7 Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N Y SUMITOMO MITSUI BANKING CORPORAT Liquidity/Partial C/E 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0448 2000000.00 2000000.00 0.0008 N N Y N NUVEEN CREDIT STRATEGIES INCOME FUND NUVEEN CREDIT STRATEGIES INCOME FUND 4.479999% 67073D854 W4CSTD4RDGQSJ4FOVO30 US67073D8544 Variable Rate Demand Note Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-09 2023-01-09 2032-07-01 Y Societe Generale 1.0000 7 Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N Y SOCIETE GENERALE Liquidity/Partial C/E 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0448 4000000.00 4000000.00 0.0016 N N Y N OLD LINE FUNDING, LLC OLD LINE FUNDING, LLC 0.000000% 67983URR6 5493004QSN8OZAIU2J90 US67983URR67 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-04-25 2023-04-25 2023-04-25 N N N 0.0481 3770688.62 3770688.62 0.0015 N N N N OLD LINE FUNDING, LLC OLD LINE FUNDING, LLC 4.810000% 67985FCR3 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2023-02-16 2023-02-16 N N N 0.0481 20005260.00 20005260.00 0.0081 N N N N OVERSEA-CHINESE BANKING CORPORATION LIMITED OVERSEA-CHINESE BANKING CORPORATION LIMITED 4.799999% 69033MU96 5493007O3QFXCPOGWK22 US69033MU960 0001448817 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2023-02-17 2023-02-17 N N N 0.0458 9881816.01 9881816.01 0.0040 N N N N OVERSEA-CHINESE BANKING CORPORATION LIMITED OVERSEA-CHINESE BANKING CORPORATION LIMITED 4.709999% 69033MX77 5493007O3QFXCPOGWK22 US69033MX774 0001448817 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2023-06-20 2023-06-20 N N N 0.0470 8536486.30 8536486.30 0.0035 N N N N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001% 6903534U8 254900QI8QTIK0FY6E92 US6903534U89 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-07 2023-01-07 2026-09-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0450 3750000.00 3750000.00 0.0015 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001% 690353D38 254900QI8QTIK0FY6E92 US690353D389 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-07 2023-01-07 2028-11-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0450 1547454.55 1547454.55 0.0006 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.479999% 690353YE1 254900QI8QTIK0FY6E92 US690353YE15 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-07 2023-01-07 2034-06-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0448 3056108.40 3056108.40 0.0012 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.999998% 690353ZY6 254900QI8QTIK0FY6E92 US690353ZY69 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-07 2023-01-07 2034-06-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0400 3181225.84 3181225.84 0.0013 N N Y N PORTLAND MAINE (CITY OF)... PORTLAND MAINE (CITY OF)... 4.299999% 7365594Y8 US7365594Y83 Variable Rate Demand Note Y Moody's Investors Service, Inc. VMIG1 Standard and Poor's Ratings Services A-1+ 2023-01-07 2023-01-07 2026-06-01 Y TD BANK, NATIONAL ASSOCIATION 1.0000 7 Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N Y TD BANK, NATIONAL ASSOCIATION Liquidity/Partial C/E 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0430 19100000.00 19100000.00 0.0077 N N Y N PURE GROVE FUNDING PURE GROVE FUNDING 4.910000% 74625VAB7 5493001D6K5CFMBUWV36 US74625VAB71 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2023-03-01 2023-03-01 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0491 4823516.56 4823516.56 0.0020 N N N N RIDGEFIELD FUNDING COMPANY, LLC RIDGEFIELD FUNDING COMPANY, LLC 4.709999% 76582EHE8 US76582EHE86 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-04-05 2023-04-05 N Y BNP Paribas 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0465 3892648.49 3892648.49 0.0016 N N N N RIDGEFIELD FUNDING COMPANY, LLC RIDGEFIELD FUNDING COMPANY, LLC 4.680000% 76582EHJ7 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-04-11 2023-04-11 N Y BNP Paribas 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0468 1370073.98 1370073.98 0.0006 N N N N CITY PUBLIC SERVICE BOARD OF SAN ANTONIO CITY PUBLIC SERVICE BOARD OF SAN ANTONIO 4.420000% 79627AAX2 Non-Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-05 2023-01-05 2023-01-05 N N N 0.0418 21700182.28 21700182.28 0.0088 N N Y N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 4.799999% 82124QBW0 549300MYF6MOTU9T3G29 US82124QBW06 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-01-25 2023-01-25 N Y Barclays Bank PLC 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0445 3868797.54 3868797.54 0.0016 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 4.900000% 82124QBZ3 549300MYF6MOTU9T3G29 US82124QBZ37 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-02-17 2023-02-17 N Y Barclays Bank PLC 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0461 22381788.56 22381788.56 0.0091 N N N N SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) 4.780001% 83050PQ36 F3JS33DEI6XQ4ZBPTN86 US83050PQ363 0000917311 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-02-03 2023-02-03 N N N 0.0448 16279305.39 16279305.39 0.0066 N N N N THE STATE OF THE NETHERLANDS THE STATE OF THE NETHERLANDS 0.000000% 85730MNS4 254900G14ALGVKORFN62 US85730MNS43 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-26 2023-01-26 2023-01-26 N N N 0.0433 11523481.66 11523481.66 0.0047 N N N N SUMITOMO MITSUI TRUST BANK, LIMITED SUMITOMO MITSUI TRUST BANK, LIMITED 4.799999% 86564MVG0 5493006GGLR4BTEL8O61 US86564MVG04 0001046017 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-02-14 2023-02-14 N N N 0.0452 5388897.36 5388897.36 0.0022 N N N N SUMITOMO MITSUI BANKING CORPORATION-NEW YORK BRANCH SUMITOMO MITSUI BANKING CORPORATION-NEW YORK BRANCH 4.780000% 86564MYF9 549300MS3WYYVQ4HXM15 US86564MYF93 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-03-03 2023-03-03 2023-03-03 N N N 0.0450 10004373.60 10004373.60 0.0040 N N N N SUMITOMO MITSUI TRUST BANK, LIMITED SUMITOMO MITSUI TRUST BANK, LIMITED 4.740000% 86564MZF8 5493006GGLR4BTEL8O61 US86564MZF84 0001046017 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-03-16 2023-03-16 2023-03-16 N N N 0.0460 11144782.05 11144782.05 0.0045 N N N N SUMITOMO MITSUI BANKING CORPORATION SUMITOMO MITSUI BANKING CORPORATION 4.579999% 86565FGM8 5U0XI89JRFVHWIBS4F54 US86565FGM86 0001158084 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-02-10 2023-02-10 N N N 0.0491 2998832.28 2998832.28 0.0012 N N N N SUMITOMO MITSUI BANKING CORPORATION-NEW YORK BRANCH SUMITOMO MITSUI BANKING CORPORATION-NEW YORK BRANCH 4.920001% 86565FQS4 549300MS3WYYVQ4HXM15 US86565FQS47 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-01-31 2023-01-31 N N N 0.0482 7000527.10 7000527.10 0.0028 N N N N SUMITOMO MITSUI BANKING CORPORATION-NEW YORK BRANCH SUMITOMO MITSUI BANKING CORPORATION-NEW YORK BRANCH 4.749998% 86565FUD2 549300MS3WYYVQ4HXM15 US86565FUD22 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-02-09 2023-02-09 N N N 0.0490 2669527.14 2669527.14 0.0011 N N N N SUMITOMO MITSUI BANKING CORPORATION-NEW YORK BRANCH SUMITOMO MITSUI BANKING CORPORATION-NEW YORK BRANCH 4.849999% 86565FVV1 549300MS3WYYVQ4HXM15 US86565FVV11 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-03-09 2023-03-09 N N N 0.0469 13644060.08 13644060.08 0.0055 N N N N SUMITOMO MITSUI BANKING CORPORATION-NEW YORK BRANCH SUMITOMO MITSUI BANKING CORPORATION-NEW YORK BRANCH 4.635616% 86565FXL1 549300MS3WYYVQ4HXM15 US86565FXL11 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-07-06 2023-07-06 N N N 0.0464 9342176.97 9342176.97 0.0038 N N N N SVENSKA HANDELSBANKEN AB-NEW YORK BRANCH SVENSKA HANDELSBANKEN AB-NEW YORK BRANCH 4.979999% 86959RN48 US86959RN480 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2023-05-02 2023-05-02 N N N 0.0469 5053936.66 5053936.66 0.0020 N N N N THUNDER BAY FUNDING, LLC THUNDER BAY FUNDING, LLC 0.000000% 88602URR3 549300D7DHGDB5EMW139 US88602URR31 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-04-25 2023-04-25 2023-04-25 N N Y Royal Bank of Canada Liquidity/Partial C/E 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0475 3229787.20 3229787.20 0.0013 N N N N THUNDER BAY FUNDING, LLC THUNDER BAY FUNDING, LLC 0.000000% 88602USH4 549300D7DHGDB5EMW139 US88602USH40 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-05-17 2023-05-17 2023-05-17 N N Y Royal Bank of Canada Liquidity/Partial C/E 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0483 8051278.71 8051278.71 0.0033 N N N N THUNDER BAY FUNDING, LLC THUNDER BAY FUNDING, LLC 4.900000% 88603AFB4 549300D7DHGDB5EMW139 US88603AFB44 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2023-04-25 2023-04-25 N N Y Royal Bank of Canada Liquidity/Partial C/E 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0471 13231157.53 13231157.53 0.0054 N N N N THUNDER BAY FUNDING, LLC THUNDER BAY FUNDING, LLC 4.799999% 88603AFJ7 549300D7DHGDB5EMW139 US88603AFJ79 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2023-06-12 2023-06-12 N N Y Royal Bank of Canada Liquidity/Partial C/E 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0480 8947790.84 8947790.84 0.0036 N N N N TORONTO-DOMINION BANK (THE) TORONTO-DOMINION BANK (THE) 4.990000% 89120DW88 PT3QB789TSUIDF371261 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2023-05-01 2023-05-01 N N N 0.0458 6808810.42 6808810.42 0.0028 N N N N TRINITY HEALTH CORPORATION TRINITY HEALTH CORPORATION 0.000000% 89651KPE4 TWSRHFGEDJDX0GKMGJ67 US89651KPE46 Non-Financial Company Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-02-14 2023-02-14 2023-02-14 N N N 0.0437 5867085.20 5867085.20 0.0024 N N N N UBS AG-LONDON BRANCH UBS AG-LONDON BRANCH 3.387262% 902674YG9 US902674YG97 Other Instrument Medium Term Note Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-06-01 2023-06-01 N N N 0.0496 1258380.50 1258380.50 0.0005 N N N N UBS AG-LONDON BRANCH UBS AG-LONDON BRANCH 5.019998% 90276JQS8 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-04-26 2023-04-26 N N N 0.0470 7507727.28 7507727.28 0.0030 N N N N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001% 90376PBG5 254900QI8QTIK0FY6E92 US90376PBG54 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-07 2023-01-07 2028-06-20 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0450 2538461.70 2538461.70 0.0010 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500000% 90376PBX8 254900QI8QTIK0FY6E92 US90376PBX87 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-07 2023-01-07 2027-09-30 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0450 4090909.50 4090909.50 0.0017 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.549999% 90376PCF6 254900QI8QTIK0FY6E92 US90376PCF62 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-07 2023-01-07 2026-05-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0455 1540000.00 1540000.00 0.0006 N N Y N UNITED OVERSEAS BANK LIMITED UNITED OVERSEAS BANK LIMITED 4.707990% 91127RCW5 IO66REGK3RCBAMA8HR66 US91127RCW51 0000867530 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-01-01 2023-06-20 2023-06-20 N N N 0.0471 6512062.13 6512062.13 0.0026 N N N N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796W47 254900HROIFWPRGM1V77 US912796W472 U.S. Treasury Debt Y Fitch, Inc. F1+ 2023-05-18 2023-05-18 2023-05-18 N N N 0.0466 13468073.93 13468073.93 0.0054 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.432363% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y Fitch, Inc. F1+ 2023-01-01 2023-04-30 2023-04-30 N N N 0.0421 57440144.99 57440144.99 0.0232 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.427363% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y Fitch, Inc. F1+ 2023-01-01 2023-07-31 2023-07-31 N N N 0.0428 18915414.84 18915414.84 0.0076 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.433364% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y Fitch, Inc. F1+ 2023-01-01 2023-10-31 2023-10-31 N N N 0.0433 79565100.17 79565100.17 0.0322 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.477032% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 U.S. Treasury Debt Y Fitch, Inc. F1+ 2023-01-01 2024-10-31 2024-10-31 N N N 0.0460 81569808.34 81569808.34 0.0330 N Y Y N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512MPD5 US92512MPD55 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-02-13 2023-02-13 2023-02-13 N Y NATIXIS 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0443 1712464.43 1712464.43 0.0007 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512MQ36 US92512MQ368 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-03-03 2023-03-03 2023-03-03 N Y NATIXIS 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0457 3326196.12 3326196.12 0.0013 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512MQ69 US92512MQ699 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-03-06 2023-03-06 2023-03-06 N Y NATIXIS 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0459 12095443.24 12095443.24 0.0049 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512MQ93 US92512MQ939 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-03-09 2023-03-09 2023-03-09 N Y NATIXIS 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0460 1961536.65 1961536.65 0.0008 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512MR50 US92512MR507 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-04-05 2023-04-05 2023-04-05 N Y NATIXIS 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0473 3708674.40 3708674.40 0.0015 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512MRA9 US92512MRA98 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-04-10 2023-04-10 2023-04-10 N Y NATIXIS 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0472 3316474.04 3316474.04 0.0013 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 4.749998% 92513JRK3 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-02-03 2023-02-03 N Y NATIXIS 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0460 3000421.83 3000421.83 0.0012 N N N N VICTORY RECEIVABLES CORPORATION VICTORY RECEIVABLES CORPORATION 0.000000% 92646LN63 549300D0F37QF0LP7F94 US92646LN637 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-06 2023-01-06 2023-01-06 N Y MUFG BANK, LTD. 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0433 6309683.15 6309683.15 0.0026 N N Y N VICTORY RECEIVABLES CORPORATION VICTORY RECEIVABLES CORPORATION 0.000000% 92646LNA4 549300D0F37QF0LP7F94 US92646LNA43 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-10 2023-01-10 2023-01-10 N Y MUFG BANK, LTD. 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0433 5325942.52 5325942.52 0.0022 N N N N VICTORY RECEIVABLES CORPORATION VICTORY RECEIVABLES CORPORATION 0.000000% 92646LNJ5 549300D0F37QF0LP7F94 US92646LNJ51 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-18 2023-01-18 2023-01-18 N Y MUFG BANK, LTD. 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0434 4725164.41 4725164.41 0.0019 N N N N VICTORY RECEIVABLES CORPORATION VICTORY RECEIVABLES CORPORATION 0.000000% 92646LP12 549300D0F37QF0LP7F94 US92646LP129 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-02-01 2023-02-01 2023-02-01 N Y MUFG BANK, LTD. 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0438 4163201.96 4163201.96 0.0017 N N N N VICTORY RECEIVABLES CORPORATION VICTORY RECEIVABLES CORPORATION 0.000000% 92646LR51 549300D0F37QF0LP7F94 US92646LR513 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-04-05 2023-04-05 2023-04-05 N Y MUFG BANK, LTD. 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0468 5696956.73 5696956.73 0.0023 N N N N BNP PARIBAS BNP PARIBAS 4.489999% R0MUWSFPU8MPRO8K5P83 0000310732 TPR03F7EB779158BNP Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AIR CANADA 2020-1C PTT 2026-07-15 10.500000 18000.00 19378.00 Asset-Backed Securities AMER AIRLINES PT TR 2014-1 A20280401 3.70000 2026-10-01 3.700000 482000.00 242391.00 Asset-Backed Securities American Electric Power Company, Inc. 1B4S6S7G0TW5EE83BO58 2062-02-15 3.875000 312000.00 248075.00 Corporate Debt Securities BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 2099-12-31 4.750000 200000.00 165347.00 Corporate Debt Securities CCO HLDGS LLC / CCO HLDGS CAPSR GLBL 144A 29 2029-09-01 6.375000 122000.00 116437.00 Corporate Debt Securities CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 2050-06-01 4.750000 284000.00 246687.00 Corporate Debt Securities COUNTRYWIDE ASSET-BACKED CERTIFICATES 2036-03-25 4.868710 339000.00 13111.00 Asset-Backed Securities CHENIERE ENERGY PARTNERS, L.P. 5493005UEC8AZ34LDV29 2031-03-01 4.000000 279000.00 241218.00 Corporate Debt Securities Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 2099-12-31 5.900000 246000.00 249357.00 Corporate Debt Securities Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 2099-12-31 6.250000 249000.00 246437.00 Corporate Debt Securities COSERV SECURITIZATION 22 2048-02-15 5.321000 256000.00 243998.00 Asset-Backed Securities Elmwood CLO 16 Ltd 2034-04-20 11.183320 250000.00 236456.00 Asset-Backed Securities FIRST FRANKLIN MTG 2006-FF14 A6 20361025 FLT 2036-10-25 4.698710 316448.00 248774.00 Asset-Backed Securities GSAMP TRUST 2035-11-25 5.033710 430891.00 245957.00 Asset-Backed Securities HEXCEL CORPORATION S6Q7LW43WUBUHXY2QP69 2027-02-15 4.200000 54000.00 51319.00 Corporate Debt Securities THE HOWARD HUGHES CORPORATION 549300BVHY25JZC1KI49 2031-02-01 4.375000 14000.00 11532.00 Corporate Debt Securities ING GROEP N.V. ALT TIER I PERP 549300NYKK9MWM7GGW15 2099-12-31 5.750000 277000.00 247784.00 Corporate Debt Securities LIBERTY MUT GROUP INCJR SB -F 144A 51 QUR0DG15Z6FFGYCHH861 2051-12-15 4.125000 303000.00 247345.00 Corporate Debt Securities LIONS GATE CAPITAL HOLDINGS LLC 549300MWJHNLR35C0837 2029-04-15 5.500000 3000.00 1771.00 Corporate Debt Securities MPT OPER PARTNERSP/FINL 2031-03-15 3.500000 337000.00 237716.00 Corporate Debt Securities NiSource Inc. 549300D8GOWWH0SJB189 2099-12-31 5.650000 51000.00 47678.00 Corporate Debt Securities OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 2027-07-15 8.500000 219000.00 244371.00 Corporate Debt Securities POPULAR ABS MORTGAGE PASS-THROUGH TRUST 5493008HBHIV1FF22L18 2036-02-25 5.423710 38290.00 27615.00 Asset-Backed Securities RESIDENTIAL ASSET SECURITIES CORPORATION 2036-08-25 4.678710 303761.00 249824.00 Asset-Backed Securities SECURITIZED ASSET REC 2005-FR4 M-220360125 FLT 2036-01-25 5.348710 230586.00 37747.00 Asset-Backed Securities SECURITIZED ASSET REC 2005-FR4 M-220360125 FLT 2036-01-25 5.348710 1284471.00 210266.00 Asset-Backed Securities SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 2099-12-31 4.875000 266000.00 247427.00 Corporate Debt Securities STRUCTURED ASSET SECS 2006-WF1 M6 20360225 FLT 2036-02-25 5.183710 187819.00 172329.00 Asset-Backed Securities STRUCTURED ASSET SECS 2007-OSI A4 20370625 FLT 2037-06-25 4.588710 25000.00 14787.00 Asset-Backed Securities 3M COFR 5.7%031537 LUZQVYP4VS22CLWDAR65 2037-03-15 5.700000 40000.00 41717.00 Corporate Debt Securities TRANSOCEAN INC SR GLBL 144A 27 DOL4HJ22ADYSIWES4H94 2027-01-30 11.500000 215000.00 225455.00 Corporate Debt Securities US FOODS INC SR GLBL 144A 29 5493000JOOFAOUY1JZ87 2029-02-15 4.750000 155000.00 139426.00 Corporate Debt Securities VICI PPTYS INC SR GLBL 144A 30 2030-08-15 4.125000 273000.00 243144.00 Corporate Debt Securities WELLS FARGO & CO EXT JR SB GLBL86 PBLD0EJDB5FWOLXP3B76 2036-12-15 5.950000 246000.00 234157.00 Corporate Debt Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-01 2023-01-06 2023-01-06 N N N 0.0449 5000000.00 5000000.00 0.0020 N N Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 4.420000% 7TK5RJIZDFROZCA6XF66 0000812291 TPR046FA2779158MIZ Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AT&T INC. 549300Z40J86GGSTL398 2024-06-12 5.915140 507000.00 511511.00 Corporate Debt Securities American Express Company R4PP93JZOLY261QX3811 2024-05-03 4.785153 944000.00 949878.00 Corporate Debt Securities Amphenol Corporation 549300D3L3G0R4U4VT04 2025-03-01 2.050000 382000.00 362070.00 Corporate Debt Securities ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 2029-03-16 3.875000 404000.00 369221.00 Corporate Debt Securities BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 2023-04-12 5.039140 200000.00 202230.00 Corporate Debt Securities THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 2025-03-01 2.500000 1003000.00 949464.00 Corporate Debt Securities THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 2035-02-01 3.250000 1222000.00 949545.00 Corporate Debt Securities CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 2045-05-15 4.875000 1319000.00 917726.00 Corporate Debt Securities DAIMLER TRUCK FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 2024-12-13 5.062310 160000.00 158198.00 Corporate Debt Securities Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 2025-03-15 3.300000 56000.00 54339.00 Corporate Debt Securities EL PASO NATURAL GAS 2032-02-15 3.500000 892000.00 761657.00 Corporate Debt Securities OVINTIV INC 2038-02-01 6.500000 928000.00 949374.00 Corporate Debt Securities Enbridge Inc. 98TPTUM4IVMFCZBCUR27 2025-01-15 2.500000 431000.00 413203.00 Corporate Debt Securities ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 2043-02-15 4.450000 1098000.00 949174.00 Corporate Debt Securities General Motors Financial Company, Inc. 5493008B6JBRUJ90QL97 2026-03-01 5.250000 321000.00 321897.00 Corporate Debt Securities General Motors Financial Company, Inc. 5493008B6JBRUJ90QL97 2031-06-10 2.700000 161000.00 124126.00 Corporate Debt Securities GLENCORE FUNDING LLC 213800STG1QDNBY87K49 2027-03-27 4.000000 993000.00 949957.00 Corporate Debt Securities THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 2026-05-15 5.776140 590000.00 590118.00 Corporate Debt Securities INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 2040-11-15 3.268000 1310000.00 949757.00 Corporate Debt Securities Marathon Oil Corporation 1FRVQX2CRLGC1XLP5727 2037-10-01 6.600000 934000.00 949053.00 Corporate Debt Securities MEXICO CITY ARPT TRUST 2047-07-31 5.500000 273000.00 217149.00 Corporate Debt Securities Nissan Motor Acceptance Company LLC 7D6DIU2QXTUJRFNNJA49 2026-03-09 2.000000 1096000.00 949669.00 Corporate Debt Securities Nissan Motor Acceptance Company LLC 7D6DIU2QXTUJRFNNJA49 2026-09-16 1.850000 345000.00 290488.00 Corporate Debt Securities Suncor Energy Inc. 549300W70ZOQDVLCHY06 2026-06-15 7.875000 881000.00 949983.00 Corporate Debt Securities SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 2026-01-21 4.934348 977000.00 949492.00 Corporate Debt Securities SOUTHWEST GAS CORPORATION OQQR1IQTGBKH0UR88X59 2049-06-01 4.150000 1304000.00 949942.00 Corporate Debt Securities SOUTHWEST GAS CORPORATION OQQR1IQTGBKH0UR88X59 2030-06-15 2.200000 1210000.00 949761.00 Corporate Debt Securities TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 2029-06-15 7.700000 869000.00 949537.00 Corporate Debt Securities WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2026-04-25 5.241276 203000.00 204329.00 Corporate Debt Securities MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 2027-09-23 5.242642 500000.00 475585.00 Corporate Debt Securities Nissan Motor Acceptance Company LLC 7D6DIU2QXTUJRFNNJA49 2023-03-15 3.450000 10000.00 10057.00 Corporate Debt Securities Nissan Motor Acceptance Company LLC 7D6DIU2QXTUJRFNNJA49 2026-09-16 1.850000 798000.00 671912.00 Corporate Debt Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-03 2023-01-03 2023-01-03 N N N 0.0442 19000147.63 19000147.63 0.0077 N Y Y N BNP PARIBAS BNP PARIBAS 4.400000% R0MUWSFPU8MPRO8K5P83 0000310732 TPR046FAF7791581BN Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AMERICAN HOME MORTGAGE INVESTMENT TRUST 2045-02-25 5.213710 413416.00 243478.00 Private Label Collateralized Mortgage Obligations AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2026-08-18 0.760000 64000.00 60971.00 Asset-Backed Securities BEAR STEARNS ALT-A II 2007-1 I-A-120470925 FLT 2047-09-25 3.580351 2546077.00 242754.00 Private Label Collateralized Mortgage Obligations CVS Health Corporation 549300EJG376EN5NQE29 2026-08-15 3.000000 19000.00 17985.00 Corporate Debt Securities FANNIE MAE - CAS B1V7KEBTPIMZEU4LTD58 2039-06-25 9.638710 29034.00 25459.00 Other Instrument AGENCY CREDIT RISK SECURITY CONN AVE SECS 2020-SBT11M-2 20400227 FLT 2040-02-25 8.038710 256784.00 253778.00 Other Instrument AGENCY CREDIT RISK SECURITY FANNIE MAE - CAS B1V7KEBTPIMZEU4LTD58 2040-02-25 8.038710 301404.00 300000.00 Other Instrument AGENCY CREDIT RISK SECURITY FANNIE MAE - CAS B1V7KEBTPIMZEU4LTD58 2042-03-25 13.777680 302223.00 297215.00 Other Instrument AGENCY CREDIT RISK SECURITY FANNIE MAE - CAS B1V7KEBTPIMZEU4LTD58 2042-03-25 13.427680 312937.00 300000.00 Other Instrument AGENCY CREDIT RISK SECURITY FANNIE MAE - CAS B1V7KEBTPIMZEU4LTD58 2042-01-25 11.577680 292125.00 257324.00 Other Instrument AGENCY CREDIT RISK SECURITY FANNIE MAE - CAS B1V7KEBTPIMZEU4LTD58 2042-06-25 8.594400 156210.00 163708.00 Agency Collateralized Mortgage Obligation DT AUTO OWNER TR 2020-3B20241216 0.91000 2024-12-16 0.910000 175000.00 36832.00 Asset-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-03-25 8.138710 252891.00 253062.00 Other Instrument AGENCY CREDIT RISK SECURITY FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2024-02-25 8.888710 421047.00 244171.00 Other Instrument AGENCY CREDIT RISK SECURITY FREDDIE MAC - STACR 5493005LAQ76UDHPEE03 2042-09-25 9.677680 166812.00 170273.00 Agency Collateralized Mortgage Obligation FHLMC STARC REMIC TR 2021-HQA3 M-220410925 FLT 2041-09-25 6.027680 339303.00 298809.00 Other Instrument AGENCY CREDIT RISK SECURITY FHLMC STACR 2021-DNA6B-220411025 FLT 2041-10-25 11.427680 302507.00 256015.00 Other Instrument AGENCY CREDIT RISK SECURITY FREDDIE MAC - STACR 5493005LAQ76UDHPEE03 2041-11-25 7.577680 22930.00 21282.00 Other Instrument AGENCY CREDIT RISK SECURITY FREDDIE MAC - STACR 5493005LAQ76UDHPEE03 2041-11-25 11.727680 351424.00 297436.00 Other Instrument AGENCY CREDIT RISK SECURITY FREDDIE MAC - STACR 5493005LAQ76UDHPEE03 2042-02-25 7.677680 316232.00 297591.00 Other Instrument AGENCY CREDIT RISK SECURITY FREDDIE MAC - STACR 5493005LAQ76UDHPEE03 2042-03-25 7.427680 256203.00 254196.00 Other Instrument AGENCY CREDIT RISK SECURITY FHLMC STACR 2019-HQA2B-120490426 FLT 549300NKHCH87PYOHD44 2049-04-25 8.488710 295398.00 300000.00 Other Instrument AGENCY CREDIT RISK SECURITY FHLMC STACR 2019-HQA4B-120491126 FLT 5493005LAQ76UDHPEE03 2049-11-25 7.338710 259145.00 252719.00 Other Instrument AGENCY CREDIT RISK SECURITY FHLMC STACR 2020-HQA1M-220500125 FLT 549300TCRXCIFPAC3B85 2050-01-25 6.288710 1551631.00 249602.00 Other Instrument AGENCY CREDIT RISK SECURITY FHLMC REMIC 2020-HQA4B-120500926 FLT 2050-09-25 9.638710 10573.00 10788.00 Other Instrument AGENCY CREDIT RISK SECURITY JP MORGAN MORTGAGE TRUST 2052-08-25 3.000000 311616.00 245770.00 Private Label Collateralized Mortgage Obligations Mill City Mortgage Trust 2058-11-25 0.257403 363299.00 231250.00 Private Label Collateralized Mortgage Obligations NYMT LN TR 2022-SP1 2062-07-25 5.250000 100830.00 93220.00 Private Label Collateralized Mortgage Obligations PERU REP GLBL BD 3%34 254900STKLK2DBJJZ530 2034-01-15 3.000000 23000.00 18532.00 Other Instrument SOVEREIGN DEBT RESIDENTIAL MTG LN TR 2019-3 M-120590925 FLT 2059-09-25 3.257000 274814.00 247347.00 Private Label Collateralized Mortgage Obligations SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 2049-11-07 3.125000 1000.00 715.00 Corporate Debt Securities WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-01-25 5.183710 736319.00 217839.00 Private Label Collateralized Mortgage Obligations WORLD OMNI AUTO RECEIVABLES TRUST 2026-10-15 0.870000 325000.00 298588.00 Asset-Backed Securities WORLD OMNI AUTO RECV TR 2020-B B20260316 1.22000 2026-03-16 1.220000 319000.00 298069.00 Asset-Backed Securities RACE POINT CLO LTD 2015-9R2A-1B-2 20301015 FLT 2030-10-15 5.279140 250000.00 246910.00 Asset-Backed Securities COMISION FEDERAL DE ELECTRICID GLBL REGS NT 27 4469000001BFPONMPF32 2027-02-23 4.750000 200000.00 190371.00 Corporate Debt Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-01-03 2023-01-03 2023-01-03 N N N 0.0440 6000033.30 6000033.30 0.0024 N Y Y N BOFA SECURITIES, INC. BOFA SECURITIES, INC. 4.390000% 549300HN4UKV1E2R3U73 TPR046FC6779158BOF Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Barclays Commercial Mortgage Securities LLC 2053-04-15 2.037000 5202570.00 4250000.00 Private Label Collateralized Mortgage Obligations BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 549300KC4TL4CE0SHX51 2049-07-15 3.170000 4565736.00 4250000.00 Private Label Collateralized Mortgage Obligations Bank 2018-BNK13 549300664283JRAXM588 2061-08-15 4.217000 4447244.00 4250000.00 Private Label Collateralized Mortgage Obligations BANK 2020-BNK29A-420531118 FLT 2053-11-15 1.997000 5352006.00 4250000.00 Private Label Collateralized Mortgage Obligations BENCHMARK MORTGAGE TRUST 2051-10-10 3.995000 4549467.00 4249999.00 Private Label Collateralized Mortgage Obligations BENCHMARK MORTGAGE TRUST 2051-10-10 4.261000 4418630.00 4249999.00 Private Label Collateralized Mortgage Obligations BENCHMARK MORTGAGE TRUST 2053-12-17 1.977500 5311371.00 4250000.00 Private Label Collateralized Mortgage Obligations CD COMMERCIAL MORTGAGE TRUST 2051-08-15 4.279000 4462790.00 4250000.00 Private Label Collateralized Mortgage Obligations CIM TRUST 2061-01-25 3.250000 5046678.00 4250000.00 Private Label Collateralized Mortgage Obligations FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RISK DEBT 2033-04-25 0.00 4827033.00 4250000.00 Other Instrument AGENCY CREDIT RISK SECURITY FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RISK DEBT 2033-06-25 0.00 5064570.00 4250000.00 Other Instrument AGENCY CREDIT RISK SECURITY Flagstar Mortgage Trust 2051-04-25 4.220800 5550730.00 4250000.00 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST 2049-05-10 3.050000 4561339.00 4250000.00 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST 2049-05-10 3.292000 682481.00 627083.00 Private Label Collateralized Mortgage Obligations GS MORTGAGE-BACKED SECURITIES TRUST 2052-10-25 3.000000 5248865.00 4250000.00 Private Label Collateralized Mortgage Obligations JPMDB Commercial Mortgage Securities Trust 2050-10-15 3.409200 4603197.00 4250000.00 Private Label Collateralized Mortgage Obligations JP MORGAN MORTGAGE TRUST 2052-10-25 3.000000 5291507.00 4250000.00 Private Label Collateralized Mortgage Obligations Mashantucket (Western) Pequot Tribe 549300G9L0I436CFM593 2036-07-01 6.500000 45447944.00 3465406.00 Other Instrument MUNICIPAL BOND MORGAN STANLEY BAML TRUST 2049-05-15 3.604000 4595920.00 4250000.00 Private Label Collateralized Mortgage Obligations MORGAN STANLEY BAML TRUST 2052-11-15 3.536000 4574843.00 4249999.00 Private Label Collateralized Mortgage Obligations Onslow Bay Financial LLC 2052-02-25 3.000000 5652524.00 4250000.00 Private Label Collateralized Mortgage Obligations Onslow Bay Financial LLC 2051-10-25 2.500000 6452681.00 4250000.00 Private Label Collateralized Mortgage Obligations Provident Funding Mortgage Trust 2051-04-25 2.250000 6498701.00 4250000.00 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE TRUST 549300DNBJ7A0SEFVK31 2053-07-15 2.092000 5310241.00 4249999.00 Private Label Collateralized Mortgage Obligations Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 2023-01-03 2023-01-03 2023-01-03 N N N 0.0439 85000377.40 85000377.40 0.0344 N Y Y N BANK OF MONTREAL Joint Account III 4.300000% NQQ6HPCNCCU6TUTQYE16 0000927971 TPR046FCD7791582BA U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-01-01 5.000000 4873782.11 4839927.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-12-01 5.500000 6860284.57 6931500.86 Agency Mortgage-Backed Securities Y 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 11428511.54 11428511.54 0.0046 N Y Y N ABN AMRO BANK N.V. Joint Account III 4.300000% BFXS5XCH7N0Y05NIXW11 TPR046FCD779158ABN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2048-09-01 4.000000 289514.06 77597.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2048-10-01 4.000000 460210.23 146298.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2048-11-01 4.500000 424.23 125.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2046-08-01 3.500000 2000000.00 577414.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-11-01 5.000000 1581.83 1570.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-04-01 3.500000 570095.77 517140.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-05-01 3.500000 728410.91 659981.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-08-01 4.500000 2806414.00 2597239.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-08-01 4.500000 107.89 97.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-09-01 5.000000 74.29 71.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-09-01 5.000000 58.51 57.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-11-01 5.000000 57.14 56.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-11-01 4.500000 289153.60 278796.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-07-01 3.000000 632801.71 523162.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-12-01 3.500000 2087082.46 590286.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-04-01 3.500000 2816502.34 609632.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 3746469.31 695522.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-09-01 3.500000 230607.37 36841.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-10-01 3.500000 896.00 208.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-01-01 3.000000 2860443.26 730155.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-01-01 4.000000 620013.43 165337.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-02-01 4.000000 208954.51 22837.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-10-01 4.000000 257995.26 32070.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-03-01 5.500000 1840000.00 16705.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-09-01 5.500000 1128450.29 14633.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-12-01 3.500000 912432.91 231257.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 4.000000 83940.91 34529.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 3.500000 89465.26 28332.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-02-01 4.500000 229882.06 84592.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 4.500000 107793.71 56135.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 4.500000 76855.66 49080.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 4.500000 195739.09 103913.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 4.500000 364364.86 91589.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 84370.97 26686.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 3.500000 106266.34 29667.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 343911.14 84158.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-02-01 4.000000 46765.31 3632.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-07-01 3.500000 78275.20 38973.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 75723.14 47022.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 6091.43 5551.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-12-01 4.500000 114.29 111.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 82886.86 21806.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-07-01 2.500000 158605.94 107079.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-11-01 3.000000 842436.29 597260.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-01-01 3.000000 857142.86 609469.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-07-01 2.000000 192244.40 142183.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-11-01 2.500000 3440000.00 2756006.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-11-01 3.000000 820018.06 673846.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-05-01 4.500000 4910.51 4594.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-07-01 4.500000 53571.03 51290.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-07-01 4.500000 2547574.57 2399269.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-07-01 5.000000 9019765.83 8820101.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-03-01 2.000000 159787.09 116398.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-05-01 4.500000 1766664.00 201646.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-11-01 4.000000 1281743.49 107061.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-10-01 2.500000 1353.31 784.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-11-01 4.000000 1054285.71 150107.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-02-20 4.500000 587287.60 51582.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2051-12-20 3.000000 317500.06 261651.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2052-06-20 4.500000 58.51 56.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2052-08-20 5.000000 190.40 187.89 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-03-23 0.00 33937.14 33619.49 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 116914.29 84029.60 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-08-15 2.375000 114954.29 111969.03 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.625000 239148.57 189341.09 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2030-11-15 0.875000 3561342.86 2847890.86 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2031-08-15 1.250000 1495474.29 1219364.17 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-03-31 2.250000 318337.14 310548.06 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-08-31 3.125000 1357794.29 1302563.89 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-11-30 3.875000 2857142.86 2845801.94 U.S. Treasuries (including strips) Y 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 34285534.63 34285534.63 0.0139 N Y Y N BANK OF AMERICA, NATIONAL ASSOCIATION Joint Account III 4.300000% 0000838440 TPR046FCD779158BAN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-01-31 1.500000 32008845.71 29142858.57 U.S. Treasuries (including strips) Y 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 28571278.86 28571278.86 0.0116 N Y Y N BOFA SECURITIES, INC. Joint Account III 4.300000% 549300HN4UKV1E2R3U73 TPR046FCD779158BOF U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-05-01 4.500000 1158857.14 521090.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2047-12-01 4.000000 6534225.94 796935.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2048-02-01 4.000000 727177.37 613559.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-06-01 3.000000 621400.51 576563.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-06-01 2.000000 875975.54 745292.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-11-01 4.500000 694124.06 668885.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-04-01 3.000000 768742.97 675644.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2048-02-01 3.500000 685928.63 602419.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-05-01 3.000000 730619.71 634576.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-02-01 2.000000 654852.57 532786.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-06-01 4.000000 1969842.86 615051.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-06-01 3.000000 944588.74 485675.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-06-01 3.500000 813314.29 718695.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2047-06-01 3.500000 2301581.66 771371.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-03-01 4.000000 2041836.97 653612.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2047-09-01 4.000000 3170926.63 490975.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-11-01 2.000000 909370.69 717139.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-04-01 4.000000 822262.69 747514.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-04-01 4.000000 12159.03 10548.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-05-01 4.000000 515428.74 482078.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-06-01 5.500000 590658.06 575388.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-07-01 3.500000 782122.23 683534.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-07-01 5.500000 494522.06 498424.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-07-01 4.000000 682649.37 640726.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-07-01 4.000000 511180.17 481777.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-08-01 4.500000 635395.60 609393.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-09-01 4.500000 626665.03 594642.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-09-01 4.500000 527161.20 510523.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-08-01 4.000000 516844.11 486009.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-10-01 5.000000 783529.26 757303.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-11-01 4.500000 725358.40 706833.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-01-01 6.000000 865245.03 887862.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-01-01 6.500000 569889.60 591318.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-12-01 6.500000 554578.06 574468.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-12-01 6.500000 762233.31 786797.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-12-01 6.500000 608700.80 628716.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-12-01 6.500000 502941.20 519916.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-12-01 6.000000 520390.97 536856.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-12-01 6.500000 658219.37 679427.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-01-01 5.500000 561524.46 567283.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2042-05-01 3.000000 982057.77 835443.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2036-04-01 2.000000 783669.26 561131.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2036-05-01 2.000000 964793.37 708230.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-01-01 2.000000 714285.71 495552.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-01-01 2.000000 955708.57 623654.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-04-01 3.500000 563371.43 500319.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2040-04-01 3.000000 166516.29 49512.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2042-06-01 3.000000 886713.49 767977.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2036-04-01 2.000000 716305.37 509128.06 Agency Mortgage-Backed Securities Y 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 28571278.86 28571278.86 0.0116 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK Joint Account III 4.300000% 1VUV7VQFKUOQSJ21A208 0001330437 TPR046FCD779158CRE U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2051-07-20 2.500000 15754893.89 11771428.57 Agency Mortgage-Backed Securities Y 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 11428511.54 11428511.54 0.0046 N Y Y N WELLS FARGO SECURITIES, LLC Joint Account III 4.310000% 0001224385 TPR046FCD779158WEL U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 7.000000 1094880.23 4921.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-01-01 4.000000 10418203.43 508852.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-06-01 4.500000 32928.40 8202.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-06-01 5.000000 308557.14 6516.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-06-01 5.000000 286739.54 8203.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-01-01 5.500000 1292400.00 646.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-06-01 5.000000 143600.00 1185.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-03-01 5.000000 114285.71 2039.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-01-01 4.000000 72421.03 16460.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-09-01 5.000000 305950.29 1127.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-06-01 3.500000 226363.43 66434.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-10-01 4.000000 45714.29 6815.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-11-01 3.500000 93551.49 32649.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-11-01 3.500000 188634.74 42742.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-12-01 3.000000 148400.00 50110.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-08-01 2.500000 33183.83 8615.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-10-01 4.000000 1294000.00 116149.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-02-01 3.500000 684618.97 173775.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-04-01 3.500000 610285.71 70305.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-11-01 4.000000 15885.71 1529.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-05-01 4.000000 44035.20 5172.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 57142.86 5421.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-05-01 5.000000 325475.49 22881.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 2232374.17 319794.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-03-01 2.500000 3824.69 892.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-11-01 3.500000 81422.57 20993.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-08-01 4.000000 98181.71 18256.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-04-01 3.500000 62465.66 5563.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-04-01 5.000000 57210.46 662.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-10-01 5.000000 65428.57 1207.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-10-01 5.000000 113714.29 666.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-12-01 5.000000 66603.77 4457.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-01-01 5.000000 55714.29 971.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 703446.91 92724.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-03-01 4.000000 16857.14 2553.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2057-02-01 4.000000 57376.29 20443.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 1397428.57 586092.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 35241.94 6046.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-02-01 4.000000 59860.06 14255.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 2857.14 710.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 5.000000 37850.51 5959.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 2857.14 688.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-05-01 4.000000 110444.40 23922.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 3.000000 9428.57 2682.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-04-01 3.500000 1779493.31 534119.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 3.500000 288510.11 22402.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-02-01 3.500000 126571.43 60552.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 4.500000 3371.43 1332.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 3.000000 156788.57 60969.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-10-01 4.000000 749714.57 223613.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-03-01 3.500000 171162.46 104093.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-05-01 4.500000 66066.63 17896.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-06-01 3.500000 80351.20 44530.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-07-01 3.500000 129404.06 81263.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-06-01 2.500000 67469.03 33716.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-10-01 2.000000 28571.43 18271.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-10-01 1.500000 25329.43 18569.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 204050.74 177840.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-11-01 1.500000 128571.43 84168.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-05-01 3.000000 230443.43 167785.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-06-01 3.000000 394341.66 338251.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-07-01 3.000000 354344.69 258412.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-07-01 3.000000 719862.34 547040.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-08-01 3.000000 406142.17 304237.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-04-01 3.000000 60498.80 39827.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-07-01 3.500000 229050.91 185906.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-09-01 2.000000 38363.20 28721.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 288509.09 298800.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-06-01 1.500000 59431.43 49787.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-11-01 4.000000 289887.20 269494.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-11-01 2.000000 1173354.40 902581.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-12-01 4.000000 320676.06 256151.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-12-01 2.000000 10953.49 8795.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 22000.00 17846.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-04-01 4.000000 46285.71 41095.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-05-01 3.500000 74800.00 67176.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-05-01 3.500000 1401755.94 1265350.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-03-01 3.500000 288641.31 255555.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-06-01 3.000000 51493.37 44773.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-07-01 4.500000 566183.26 541554.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-06-01 3.500000 29897.43 26593.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-03-01 2.500000 612272.51 502415.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-07-01 4.500000 99529.77 96329.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-10-01 3.000000 30192.74 28173.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-07-01 2.500000 1560.06 1321.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-08-01 6.000000 310447.77 317787.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-04-01 1.500000 2643.26 2200.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-06-01 3.500000 10160.69 9509.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-06-01 4.000000 102493.71 96983.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-09-01 5.000000 165600.80 168245.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-09-01 4.500000 129108.17 122377.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-10-01 6.000000 1210368.51 1211340.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-10-01 4.500000 193380.80 184338.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 832889.43 850488.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 6.000000 122004.23 127900.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 4.000000 2678644.63 2520868.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-11-01 5.000000 167923.71 164572.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-08-01 5.000000 140498.00 138238.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-07-01 5.000000 38749.31 38455.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-07-01 4.500000 67133.43 65751.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-08-01 5.000000 60018.51 60630.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-08-01 5.000000 485125.31 480344.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-08-01 4.500000 69976.63 68416.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-10-01 5.500000 66630.63 67207.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-09-01 5.000000 9586.80 9145.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-09-01 6.000000 102342.80 106583.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-10-01 5.000000 98633.83 96754.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 4.500000 87447.83 85742.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 85877.60 88328.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 6.500000 40397.77 41667.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-10-01 6.000000 79304.86 82149.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 6.000000 60255.60 61941.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 142688.74 144534.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 1959969.94 1978035.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-11-01 5.000000 373791.43 377043.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 6.000000 57165.49 59920.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 80364.69 81105.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-12-01 5.500000 429257.14 433811.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-12-01 5.500000 85708.57 86630.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 6.000000 61520.00 63610.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 73584.17 76336.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-10-01 6.000000 72618.86 75156.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-12-01 5.000000 570877.77 566912.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-12-01 5.500000 82518.46 83950.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 5.000000 71489.71 72205.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 6.000000 61081.26 63843.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-12-01 7.000000 51428.57 53673.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-12-01 4.500000 60652.17 60636.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-12-01 5.500000 73633.94 75741.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-12-01 5.000000 120152.46 119473.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-12-01 5.000000 71850.40 72742.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-12-01 6.000000 233120.11 239199.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-12-01 6.000000 672434.23 687792.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-01-01 5.500000 64328.57 65112.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-10-01 3.000000 12800.00 4185.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 2904916.06 478930.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-11-01 2.500000 8000.00 3777.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-05-01 3.000000 50000.00 15192.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-09-01 2.000000 245714.29 161703.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-01-01 2.000000 14457.14 10524.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-10-01 2.500000 42857.14 33745.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-12-01 2.000000 6571.43 5121.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 2114.29 1693.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-02-01 2.000000 2661.26 2093.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-03-01 2.000000 21788.17 18030.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-02-01 2.500000 53169.26 44934.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-08-01 5.500000 1510.57 1386.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-06-01 3.500000 2517975.49 2267353.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-07-01 4.500000 28285.71 27174.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-07-01 3.000000 280501.94 257171.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-12-01 5.000000 290989.66 293708.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-12-01 5.500000 332535.66 341848.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-06-01 3.000000 352986.51 325190.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-10-01 5.000000 225330.40 226037.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-10-01 5.000000 340078.57 337659.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-08-01 5.000000 121848.00 119065.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-11-01 5.000000 282571.83 281130.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-10-01 3.500000 4285.71 1849.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 4.500000 5714.29 1256.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-03-01 5.000000 402317.60 28236.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 3.000000 1142857.14 409850.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 142857.14 59418.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 7257.14 1398.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-03-01 3.000000 53287.54 17322.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-09-01 5.000000 8737.09 645.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-07-01 3.000000 40712.97 23379.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-01-01 2.000000 1106062.86 749406.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-01-01 2.000000 142857.14 97992.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-03-01 2.000000 85714.29 58355.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-03-01 3.500000 258858.57 144055.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-07-01 3.000000 18526.57 13142.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 3.500000 25428.57 11502.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 5.000000 51351.94 22192.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-08-01 2.500000 45428.57 34159.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-10-01 5.000000 81321.60 43259.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-09-01 1.500000 30077.03 21662.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-09-01 3.000000 73852.63 61097.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-12-01 3.000000 380123.37 329710.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-11-01 2.000000 5447.20 4196.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-11-01 2.000000 29142.86 23715.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 133455.26 105950.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-04-01 2.500000 34285.71 28005.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-03-01 3.000000 30571.43 24920.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-12-01 3.000000 639619.71 528300.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-07-01 3.500000 2324295.60 2083509.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-05-01 3.500000 475057.60 414885.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-05-01 3.000000 237121.60 211192.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 57883.77 48638.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-09-01 4.000000 442338.29 417531.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-03-01 4.000000 5714.29 5379.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 1801456.11 1832544.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-05-01 5.500000 1868571.43 28057.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-07-01 5.000000 34857.14 691.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-04-01 5.000000 60000.00 1264.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-05-01 5.500000 58571.43 1110.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-09-01 5.000000 291709.60 686.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-05-01 4.500000 62857.14 3487.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-10-01 6.000000 2469404.00 10210.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-02-01 5.000000 224419.60 9373.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-03-01 5.000000 318871.37 3500.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-11-01 4.500000 3340411.83 8966.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-04-01 3.500000 48285.71 8493.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-02-01 2.000000 5387.60 660.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-05-01 6.000000 251768.00 17675.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-05-01 4.000000 35423.31 3249.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-01-01 4.000000 78424.63 11641.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-04-01 3.000000 23142.86 5100.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-08-01 3.500000 22857.14 5259.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-09-01 4.500000 11428.57 2593.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 3.500000 4114.29 671.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-03-01 4.000000 3085.71 577.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 3.000000 61000.00 10165.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 3.500000 228571.43 28955.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 5.000000 10263.43 2401.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 20571.43 1568.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-01-01 4.000000 4340.57 626.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-10-01 4.500000 54471.43 5664.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-04-01 2.500000 57142.86 9987.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 570914.29 74930.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-07-01 3.500000 4807.60 826.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 4.000000 456321.94 64061.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-08-01 3.000000 214402.63 41826.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-10-01 3.000000 114285.71 23456.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-11-01 4.000000 76403.20 11869.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-01-01 3.000000 292857.14 65226.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-02-01 4.000000 91595.66 14686.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-03-01 3.500000 85714.29 16104.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 28948.06 8368.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 3.500000 196514.29 25996.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-10-01 1.500000 489370.57 367868.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-12-01 1.500000 32874.51 25914.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 3.000000 42634.91 5482.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-07-01 3.000000 142857.14 21620.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-01-01 3.000000 85714.29 20836.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2.500000 165714.29 44379.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-05-01 3.500000 2902.29 1006.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-05-01 5.000000 424708.17 89279.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-07-01 2.500000 11657.14 5201.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-08-01 2.500000 97428.57 46117.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-09-01 5.000000 100685.37 28283.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-12-01 1.500000 4571.43 2830.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-02-01 1.500000 57142.86 37614.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-02-01 2.000000 1148228.57 749777.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-04-01 2.000000 43003.89 29929.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-03-01 1.500000 14285.71 9632.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-05-01 2.500000 15714.29 10795.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-06-01 2.000000 85714.29 63447.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-06-01 1.500000 152036.29 110095.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-01-01 1.500000 314285.71 250166.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-02-01 2.000000 118865.14 93107.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-04-01 2.000000 1260402.91 1014797.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-06-01 1.500000 143278.00 118419.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-06-01 4.000000 3465.37 3073.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-09-01 4.000000 58194.57 53975.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-10-01 5.000000 31297.43 30526.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-10-01 3.500000 8435.31 7847.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-12-01 5.000000 2591184.46 2561424.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-12-01 3.000000 466597.31 412688.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-12-01 7.000000 356451.89 365444.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-01-01 7.000000 3371887.09 3531491.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-01-01 5.500000 126240.74 127423.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-02-01 5.000000 363000.00 6681.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-01-01 6.000000 1333259.37 18648.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-04-01 5.000000 146524.00 18300.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-11-01 6.000000 132909.83 12664.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-08-01 4.500000 575770.57 19534.46 Agency Mortgage-Backed Securities Y 2023-01-03 2023-01-03 2023-01-03 N N N 0.0431 45714046.17 45714046.17 0.0185 N Y Y N FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK 4.300000% 254900Y8NKGV541U8Q32 0001457970 TPR046FD7779158FED U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 2 NOTE L 24 254900HROIFWPRGM1V77 2024-05-31 2.000000 414477600.00 400191117.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-02-15 1.500000 105575400.00 100047814.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-1+ 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 499997220.00 499997220.00 0.2022 N Y Y N Goldman Sachs Financial Square Funds - Prime Obligations 2023-01-09 Peter W. Fortner Peter W. Fortner Assistant Treasurer