0001145549-21-021302.txt : 20210407 0001145549-21-021302.hdr.sgml : 20210407 20210407153348 ACCESSION NUMBER: 0001145549-21-021302 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210407 DATE AS OF CHANGE: 20210407 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 21811976 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000052458 Schwab Variable Share Price Money Fund C000164902 Ultra Shares SVUXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2021-03-31 0000857156 549300I77JNLD629OV19 S000052458 1 N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 Deloitte & Touche LLP Denver CO Charles Schwab Investment Management, Inc. DST Asset Manager Solutions, Inc. 0000275143 084-00896 N N N Prime N 43 48 923539500.88 850427125.54 817394006.39 756545942.70 1631952129.53 1655134957.28 1601001295.91 1607167352.64 0.00 0.2932 0.2684 0.2623 0.2469 0.5181 0.5223 0.5137 0.5246 0.0000 90000000.54 2928591140.42 430025428.00 571008.95 1560649.82 3017601500.09 3016550326.7840 0.0000 0.0015 1.0004 1.0004 1.0003 1.0003 0.0000 C000164902 1000000.00 3017601500.09 3016550326.7840 1.0004 1.0004 1.0003 1.0003 0.0000 52369148.69 72044013.08 48783355.15 48050786.88 20015531.89 54106595.21 12707584.41 65654559.85 0.00 0.00 138384124.44 289923443.24 0.0003 Y Investment Advisor and its affiliates Contractual 52,787 Investment Advisor and its affiliates Voluntary 195,554 ALPINE SECURITIZATION LLC ALPINE SECURITIZATION LLC 0.200000% 02089XMB0 Asset Backed Commercial Paper Y 2021-07-14 2021-07-14 2021-07-20 Y ALPINE SECURITIZATION LLC 1.0000 105 N Y Credit Suisse AG 1.0000 N 0.0017 8000762.64 8000762.64 0.0027 N N N N ANTALIS SA (ILE-DE-FRANCE) ANTALIS SA (ILE-DE-FRANCE) 0.000000% 03664AR75 549300G2LM2ZKZ0X4Y50 Asset Backed Commercial Paper Y 2021-04-07 2021-04-07 2021-04-07 N Y Societe Generale SA 1.0000 N 0.0009 3999933.88 3999933.88 0.0013 N N Y N ANTALIS SA (ILE-DE-FRANCE) ANTALIS SA (ILE-DE-FRANCE) 0.000000% 03664AU63 549300G2LM2ZKZ0X4Y50 Asset Backed Commercial Paper Y 2021-07-06 2021-07-06 2021-07-06 N Y Societe Generale SA 1.0000 N 0.0016 999560.81 999560.81 0.0003 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821TR72 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y 2021-04-07 2021-04-07 2021-04-07 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0009 999983.47 999983.47 0.0003 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000% 05253AT91 JHE42UYNWWTJB8YTTU19 Financial Company Commercial Paper Y 2021-06-09 2021-06-09 2021-06-09 N N N 0.0012 6998434.73 6998434.73 0.0023 N N N N BPCE SA BPCE SA 0.000000% 05571BR54 9695005MSX1OYEMGDF46 Financial Company Commercial Paper Y 2021-04-05 2021-04-05 2021-04-05 N N N 0.0007 21499805.86 21499805.86 0.0071 N N Y N BANK OF AMERICA NA BANK OF AMERICA NA 0.150000% 06053P7M3 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2021-04-01 2021-05-03 2021-05-03 N N N 0.0013 2000038.88 2000038.88 0.0007 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 0.160000% 06054CAA3 549300HN4UKV1E2R3U73 0001675365 Financial Company Commercial Paper Y 2021-04-01 2021-05-03 2021-05-03 N N N 0.0006 3000254.49 3000254.49 0.0010 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 0.160000% 06054R2C5 B4TYDEB6GKMZO031MB27 US06054R2C59 0001102113 Other Instrument Bank Note Y 2021-04-01 2021-05-03 2021-05-03 N N N 0.0014 3000058.32 3000058.32 0.0010 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 0.230000% 06054R2E1 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2021-06-01 2021-06-01 2021-06-01 N N N 0.0010 20004287.60 20004287.60 0.0066 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 0.180000% 06054R2S0 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2021-10-04 2021-10-04 2021-10-04 N N N 0.0016 50006349.00 50006349.00 0.0166 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.210000% 06367BXA2 NQQ6HPCNCCU6TUTQYE16 Certificate of Deposit Y 2021-04-05 2021-04-05 2021-04-05 N N N 0.0007 22000442.86 22000442.86 0.0073 N N Y N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.170000% 06367CB22 NQQ6HPCNCCU6TUTQYE16 Certificate of Deposit Y 2021-08-12 2021-08-12 2021-08-12 N N N 0.0016 18001002.06 18001002.06 0.0060 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.206700% 06367CDE4 NQQ6HPCNCCU6TUTQYE16 Certificate of Deposit Y 2021-06-23 2021-09-23 2021-09-23 N N N 0.0019 21001477.35 21001477.35 0.0070 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.170000% 06742TWN2 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2021-06-07 2021-06-07 2021-06-07 N N N 0.0015 10000415.00 10000415.00 0.0033 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.160000% 06742TWP7 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2021-06-08 2021-06-08 2021-06-08 N N N 0.0015 10000229.50 10000229.50 0.0033 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.219700% 06742TWX0 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2021-06-24 2021-09-24 2021-09-24 N N N 0.0021 5000353.85 5000353.85 0.0017 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.232500% 06742TXD3 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2021-06-30 2021-09-30 2021-09-30 N N N 0.0021 26001905.02 26001905.02 0.0086 N N N N BARCLAYS BANK UK PLC BARCLAYS BANK UK PLC 0.000000% 06744QRD4 213800UUGANOMFJ9X769 Financial Company Commercial Paper Y 2021-04-13 2021-04-13 2021-04-13 N N N 0.0010 11999566.68 11999566.68 0.0040 N N N N BARCLAYS BANK UK PLC BARCLAYS BANK UK PLC 0.000000% 06744QSQ4 213800UUGANOMFJ9X769 Financial Company Commercial Paper Y 2021-05-24 2021-05-24 2021-05-24 N N N 0.0012 1999631.00 1999631.00 0.0007 N N N N BARCLAYS BANK UK PLC BARCLAYS BANK UK PLC 0.000000% 06744QST8 213800UUGANOMFJ9X769 Financial Company Commercial Paper Y 2021-05-27 2021-05-27 2021-05-27 N N N 0.0012 2999411.01 2999411.01 0.0010 N N N N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945LU14 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2021-07-01 2021-07-01 2021-07-01 N Y Societe Generale SA 1.0000 N 0.0014 29989650.00 29989650.00 0.0099 N N N N BAYERISCHE LANDESBANK (NEW YORK BRANCH) BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000% 07274LR66 VDYMYTQGZZ6DU0912C88 Financial Company Commercial Paper Y 2021-04-06 2021-04-06 2021-04-06 N N N 0.0006 21999798.26 21999798.26 0.0073 N N Y N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224LR57 549300PGDCWK6DU9QM65 Asset Backed Commercial Paper Y 2021-04-05 2021-04-05 2021-04-05 N Y Societe Generale SA 1.0000 N 0.0008 1999978.06 1999978.06 0.0007 N N Y N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224LR65 549300PGDCWK6DU9QM65 Asset Backed Commercial Paper Y 2021-04-06 2021-04-06 2021-04-06 N Y Societe Generale SA 1.0000 N 0.0008 999986.33 999986.33 0.0003 N N Y N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224LSS6 549300PGDCWK6DU9QM65 Asset Backed Commercial Paper Y 2021-05-26 2021-05-26 2021-05-26 N Y Societe Generale SA 1.0000 N 0.0016 5998506.66 5998506.66 0.0020 N N N N BRECKENRIDGE TERRACE, LLC HOUSING FACILITIES REVENUE NOTES SERIES 1999B 0.200000% 106538AB7 US106538AB78 Variable Rate Demand Note Y 2021-04-07 2021-04-07 2039-05-01 Y Bank of America NA 1.0000 7 N N N 0.0020 1000000.00 1000000.00 0.0003 N N Y N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619TRN6 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y 2021-04-22 2021-04-22 2021-04-22 N Y Citibank NA 1.0000 N 0.0012 14998945.80 14998945.80 0.0050 N N N N CAISSE AMORTISSEMENT DE LA DETTE SOCIALE CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000% 12802VST4 969500P04DQJS4BPM574 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2021-05-27 2021-05-27 2021-05-27 N N N 0.0013 19995788.40 19995788.40 0.0066 N N N N CAISSE AMORTISSEMENT DE LA DETTE SOCIALE CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000% 12802VT14 969500P04DQJS4BPM574 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2021-06-01 2021-06-01 2021-06-01 N N N 0.0014 14296650.65 14296650.65 0.0047 N N N N CAISSE AMORTISSEMENT DE LA DETTE SOCIALE CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000% 12802VU12 969500P04DQJS4BPM574 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2021-07-01 2021-07-01 2021-07-01 N N N 0.0015 9996243.30 9996243.30 0.0033 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.250000% 13606CE83 549300H8L46OOZOFHU82 0000800030 Certificate of Deposit Y 2021-04-29 2021-04-29 2021-04-29 N N N 0.0009 4000502.12 4000502.12 0.0013 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.160000% 13606CHR8 549300H8L46OOZOFHU82 US13606CHR88 0000800030 Certificate of Deposit Y 2021-04-01 2021-07-09 2021-07-09 N N N 0.0008 20003977.00 20003977.00 0.0066 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.160000% 13606CNC4 549300H8L46OOZOFHU82 0000800030 Certificate of Deposit Y 2021-08-25 2021-08-25 2021-08-25 N N N 0.0016 29999505.90 29999505.90 0.0099 N N N N CEDAR SPRINGS CAPITAL COMPANY LLC CEDAR SPRINGS CAPITAL COMPANY LLC 0.000000% 15060XRV6 Asset Backed Commercial Paper Y 2021-04-29 2021-04-29 2021-04-29 N Y Credit Suisse AG 0.6000 CREDIT SUISSE INTERNATIONAL 0.4000 N 0.0012 6847365.60 6847365.60 0.0023 N N N N CELLMARK, INC TAXABLE NOTES SERIES 2018A 0.150000% 15118CAA8 549300JWG1LWHVNYN325 US15118CAA80 Variable Rate Demand Note Y 2021-04-07 2021-04-07 2038-06-01 Y Swedbank AB 1.0000 7 N N N 0.0015 2000000.00 2000000.00 0.0007 N N Y N CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.000000% 15963TR50 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y 2021-04-05 2021-04-05 2021-04-05 N Y JPMorgan Chase Bank NA 1.0000 N 0.0010 19999719.40 19999719.40 0.0066 N N Y N CITIBANK NA CITIBANK NA 0.220000% 17305TV82 E57ODZWZ7FF32TWEFA76 0000036684 Certificate of Deposit Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0005 2000009.72 2000009.72 0.0007 N Y Y N CITIBANK NA CITIBANK NA 0.220000% 17305TW57 E57ODZWZ7FF32TWEFA76 0000036684 Certificate of Deposit Y 2021-05-17 2021-05-17 2021-05-17 N N N 0.0009 3000504.84 3000504.84 0.0010 N N N N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 0.000000% 17327ARG4 MBNUM2BPBDO7JBLYG310 0000315030 Financial Company Commercial Paper Y 2021-04-16 2021-04-16 2021-04-16 N N N 0.0008 16999425.74 16999425.74 0.0056 N N N N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 0.000000% 17327AX77 MBNUM2BPBDO7JBLYG310 0000315030 Financial Company Commercial Paper Y 2021-10-07 2021-10-07 2021-10-07 N N N 0.0017 12988473.29 12988473.29 0.0043 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000% 19424HUN8 549300ZLXI3T111CH173 Asset Backed Commercial Paper Y 2021-07-22 2021-07-22 2021-07-22 N Y JP Morgan Securities LLC 1.0000 N 0.0016 39980036.80 39980036.80 0.0132 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000% 19424HVH0 549300ZLXI3T111CH173 Asset Backed Commercial Paper Y 2021-08-17 2021-08-17 2021-08-17 N Y JP Morgan Securities LLC 1.0000 N 0.0016 7994965.12 7994965.12 0.0026 N N N N COOK CNTY TAXABLE GO BONDS SERIES 2004D 0.110000% 213185FW6 5493004UMR7OX4YITE10 US213185FW60 Variable Rate Demand Note Y 2021-04-07 2021-04-07 2030-11-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0011 1000000.00 1000000.00 0.0003 N N Y N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.212500% 21684LB76 DG3RU1DBUFHT4ZF9WN62 0001098062 Certificate of Deposit Y 2021-06-30 2021-12-31 2021-12-31 N N N 0.0019 5000553.60 5000553.60 0.0017 N N N N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 0.210000% 22845AUN8 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2021-07-13 2021-07-13 2021-07-13 Y CROWN POINT CAPITAL COMPANY LLC 1.0000 104 N Y Credit Suisse AG 1.0000 N 0.0018 22001837.00 22001837.00 0.0073 N N N N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 0.210000% 22845AUV0 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2021-07-06 2021-07-06 2021-07-15 Y CROWN POINT CAPITAL COMPANY LLC 1.0000 97 N Y Credit Suisse AG 1.0000 N 0.0018 10000762.90 10000762.90 0.0033 N N N N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 0.200000% 22845AVL1 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2021-07-14 2021-07-14 2021-08-17 Y CROWN POINT CAPITAL COMPANY LLC 1.0000 105 N Y Credit Suisse AG 1.0000 N 0.0020 7999967.76 7999967.76 0.0027 N N N N DBS BANK LTD DBS BANK LTD 0.000000% 23305DVQ5 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y 2021-08-24 2021-08-24 2021-08-24 N N N 0.0016 12991353.57 12991353.57 0.0043 N N N N Edward-Elmhurst Healthcare TAXABLE BONDS SERIES 2018 0.100000% 28167RAA8 549300HQM2YWM7SVJY37 US28167RAA86 Variable Rate Demand Note Y 2021-04-07 2021-04-07 2048-01-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0010 1000000.00 1000000.00 0.0003 N N Y N FEDERATION DES CAISSES DESJARDINS DU QUEBEC FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000% 31428FR64 549300B2Q47IR0CR5B54 Financial Company Commercial Paper Y 2021-04-06 2021-04-06 2021-04-06 N N N 0.0006 7999917.36 7999917.36 0.0027 N N Y N FEDERATION DES CAISSES DESJARDINS DU QUEBEC FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000% 31428FR80 549300B2Q47IR0CR5B54 Financial Company Commercial Paper Y 2021-04-08 2021-04-08 2021-04-08 N N N 0.0007 9999853.30 9999853.30 0.0033 N N Y N FEDERATION DES CAISSES DESJARDINS DU QUEBEC FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000% 31428FWP6 549300B2Q47IR0CR5B54 Financial Company Commercial Paper Y 2021-09-23 2021-09-23 2021-09-23 N N N 0.0016 11990378.64 11990378.64 0.0040 N N N N FMS WERTMANAGEMENT AOER FMS WERTMANAGEMENT AOER 0.000000% 34411GRE8 HZFDOR6TCRSIQLKQTX32 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2021-04-19 2021-04-19 2021-04-19 N N N 0.0006 6999850.27 6999850.27 0.0023 N N N N FMS WERTMANAGEMENT AOER FMS WERTMANAGEMENT AOER 0.000000% 34411GRM0 HZFDOR6TCRSIQLKQTX32 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2021-04-26 2021-04-26 2021-04-26 N N N 0.0006 999963.25 999963.25 0.0003 N N N N FMS WERTMANAGEMENT AOER FMS WERTMANAGEMENT AOER 0.000000% 34411GTH9 HZFDOR6TCRSIQLKQTX32 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2021-06-22 2021-06-22 2021-06-22 N N N 0.0013 9997118.30 9997118.30 0.0033 N N N N FMS WERTMANAGEMENT AOER FMS WERTMANAGEMENT AOER 0.000000% 34411GTU0 HZFDOR6TCRSIQLKQTX32 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2021-07-01 2021-07-01 2021-07-01 N N N 0.0014 6997508.00 6997508.00 0.0023 N N N N HARTFORD HEALTHCARE CORP TAXABLE BONDS SERIES C 0.100000% 41652PAA7 549300W3L482NUDOFF24 US41652PAA75 Variable Rate Demand Note Y 2021-04-07 2021-04-07 2049-07-01 Y JPMorgan Chase Bank NA 1.0000 7 N N N 0.0010 1000000.00 1000000.00 0.0003 N N Y N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W0WT1 Financial Company Commercial Paper Y 2021-09-27 2021-09-27 2021-09-27 N Y ING Bank NV 1.0000 N 0.0016 4996125.00 4996125.00 0.0017 N N N N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W0WU8 Financial Company Commercial Paper Y 2021-09-28 2021-09-28 2021-09-28 N Y ING Bank NV 1.0000 N 0.0016 1998441.38 1998441.38 0.0007 N N N N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W0X11 Financial Company Commercial Paper Y 2021-10-01 2021-10-01 2021-10-01 N Y ING Bank NV 1.0000 N 0.0016 14988040.05 14988040.05 0.0050 N N N N Illinois Housing Development Auth HOUSING BONDS SERIES 2017A2 0.090000% 45201LA21 54930053Z6M9JVHBQZ16 US45201LA214 Variable Rate Demand Note Y 2021-04-07 2021-04-07 2048-07-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 Y N N 0.0009 1000000.00 1000000.00 0.0003 N N Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.150000% 46650YAC5 ZBUT11V806EZRVTWT807 0000782124 Financial Company Commercial Paper Y 2021-04-01 2021-07-12 2021-07-12 N N N 0.0010 25003075.50 25003075.50 0.0083 N N N N KFW KFW 0.000000% 48246TR68 549300GDPG70E3MBBU98 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2021-04-06 2021-04-06 2021-04-06 N N N 0.0006 2999972.49 2999972.49 0.0010 N N Y N KFW KFW 0.000000% 48246UAU0 549300GDPG70E3MBBU98 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2022-01-28 2022-01-28 2022-01-28 N N N 0.0019 5990657.52 5990657.52 0.0020 N N N N LABCON NORTH AMERICA TAXABLE BONDS SERIES 2010 0.200000% 50537AAA2 US50537AAA25 Variable Rate Demand Note Y 2021-04-07 2021-04-07 2040-01-01 Y Bank of the West 1.0000 7 N N N 0.0020 1040000.00 1040000.00 0.0003 N N Y N LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.080000% 51501HDY2 B81CK4ESI35472RHJ606 Certificate of Deposit Y 2021-04-06 2021-04-06 2021-04-06 N N N 0.0010 2999992.50 2999992.50 0.0010 N N Y N LLOYDS BANK PLC LLOYDS BANK PLC 0.000000% 53943RS42 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y 2021-05-04 2021-05-04 2021-05-04 N N N 0.0013 4999395.55 4999395.55 0.0017 N N N N LLOYDS BANK PLC LLOYDS BANK PLC 0.000000% 53943RSA8 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y 2021-05-10 2021-05-10 2021-05-10 N N N 0.0013 3999413.32 3999413.32 0.0013 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944QTG5 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y 2021-06-16 2021-06-16 2021-06-16 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0015 19993540.60 19993540.60 0.0066 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 0.240000% 55380TLX6 C3GTMMZIHMY46P4OIX74 0000852743 Certificate of Deposit Y 2021-04-22 2021-04-22 2021-04-22 N N N 0.0006 8000904.24 8000904.24 0.0027 N N N N MASSACHUSETTS TAXABLE GO RAN 2020C 0.250000% 57582RM45 5493001N1YCXNI1O7K10 US57582RM453 Other Municipal Security Y 2021-06-17 2021-06-17 2021-06-17 N N N 0.0016 2000378.00 2000378.00 0.0007 N N N N Memphis Health, Educational & Housing Facility Board M/F HOUSING RB (ASHLAND LAKE II APTS) SERIES 2008A 0.090000% 586169DH4 US586169DH45 Variable Rate Demand Note Y 2021-04-07 2021-04-07 2043-05-01 Y US BANK NATIONAL ASSOCIATION 1.0000 7 N N N 0.0009 5750000.00 5750000.00 0.0019 N N Y N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.000000% 59157TU68 54930024MDLTV1K1YL10 Asset Backed Commercial Paper Y 2021-07-06 2021-07-06 2021-07-06 N Y METROPOLITAN LIFE INSURANCE COMPANY 1.0000 N 0.0014 24990839.00 24990839.00 0.0083 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000% 60682YT95 JBONEPAGQXF4QP29B387 Financial Company Commercial Paper Y 2021-06-09 2021-06-09 2021-06-09 N N N 0.0011 7998320.00 7998320.00 0.0027 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.190000% 60683BT37 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2021-08-23 2021-08-23 2021-08-23 N N N 0.0019 3999967.16 3999967.16 0.0013 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.190000% 60683BT60 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2021-09-09 2021-09-09 2021-09-09 N N N 0.0020 10999553.73 10999553.73 0.0036 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.200000% 60683BT86 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2021-09-15 2021-09-15 2021-09-15 N N N 0.0020 14999928.75 14999928.75 0.0050 N N N N MIZUHO BANK LTD (SINGAPORE BRANCH) MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000% 60689PRK4 RB0PEZSDGCO3JS6CEU02 Financial Company Commercial Paper Y 2021-04-19 2021-04-19 2021-04-19 N N N 0.0013 2499832.43 2499832.43 0.0008 N N N N MIZUHO BANK LTD (SINGAPORE BRANCH) MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000% 60689PS49 RB0PEZSDGCO3JS6CEU02 Financial Company Commercial Paper Y 2021-05-04 2021-05-04 2021-05-04 N N N 0.0012 33996146.78 33996146.78 0.0113 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.160000% 60710AYL0 RB0PEZSDGCO3JS6CEU02 0001512734 Certificate of Deposit Y 2021-06-07 2021-06-07 2021-06-07 N N N 0.0013 25001509.75 25001509.75 0.0083 N N N N Nassau Health Care Corp TAXABLE HEALTH CARE RB SERIES 2009A 0.100000% 63167NAV8 549300L7UKCJQEMTLX26 US63167NAV82 Variable Rate Demand Note Y 2021-04-07 2021-04-07 2022-08-01 Y Bank of America NA 1.0000 7 N N N 0.0010 2760000.00 2760000.00 0.0009 N N Y N NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH) NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH) 0.150000% 63253TW46 549300E2IPL06NDXMZ63 US63253TW466 Certificate of Deposit Y 2021-04-01 2021-04-26 2021-04-26 N N N 0.0006 32002171.84 32002171.84 0.0106 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 0.000000% 63307LVH1 BSGEFEIOM18Y80CKCV46 0000926171 Financial Company Commercial Paper Y 2021-08-17 2021-08-17 2021-08-17 N N N 0.0015 19988493.80 19988493.80 0.0066 N N N N New York City Housing Development Corp M/F MORTGAGE RB (RELATED-UPPER EAST) SERIES 2003B 0.090000% 64970VBS1 549300SQWVHKBRF8D702 US64970VBS16 Variable Rate Demand Note Y 2021-04-07 2021-04-07 2036-12-01 Y LANDESBANK BADEN-WUERTTEMBERG 1.0000 7 N N N 0.0009 1700000.00 1700000.00 0.0006 N N Y N New York State HFA HOUSING RB (250 W 93RD ST) SERIES 2005A 0.100000% 64986MM44 5493000LS7KCDB02O506 US64986MM441 Variable Rate Demand Note Y 2021-04-07 2021-04-07 2038-11-01 Y LANDESBANK HESSEN THUERINGEN GIROZENTRALE 1.0000 7 N N N 0.0010 16350000.00 16350000.00 0.0054 N N Y N NORDEA BANK ABP (NEW YORK BRANCH) NORDEA BANK ABP (NEW YORK BRANCH) 0.160000% 65558T4K8 529900ODI3047E2LIV03 0001002614 Certificate of Deposit Y 2021-08-16 2021-08-16 2021-08-16 N N N 0.0013 9001137.15 9001137.15 0.0030 N N N N NORINCHUKIN BANK (NEW YORK BRANCH) NORINCHUKIN BANK (NEW YORK BRANCH) 0.060000% 65602YEK2 549300KQZJBM38M51L16 Certificate of Deposit Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0007 7999998.64 7999998.64 0.0027 N Y Y N NORINCHUKIN BANK (NEW YORK BRANCH) NORINCHUKIN BANK (NEW YORK BRANCH) 0.060000% 65602YEP1 549300KQZJBM38M51L16 Certificate of Deposit Y 2021-04-05 2021-04-05 2021-04-05 N N N 0.0007 19999966.60 19999966.60 0.0066 N N Y N NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 0.260000% 67072T850 N0WOEFO1WOMLJYH1PV29 US67072T8505 Variable Rate Demand Note Y 2021-04-07 2021-04-07 2031-01-01 Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 7 N N N 0.0026 1000000.00 1000000.00 0.0003 N N Y N NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 0.260000% 67074X305 N0WOEFO1WOMLJYH1PV29 US67074X3052 Variable Rate Demand Note Y 2021-04-07 2021-04-07 2029-11-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0026 5000000.00 5000000.00 0.0017 N N Y N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67983TR65 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2021-04-06 2021-04-06 2021-04-06 N Y Royal Bank of Canada 1.0000 N 0.0007 6999916.00 6999916.00 0.0023 N N Y N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.170000% 69033MUV7 5493007O3QFXCPOGWK22 Certificate of Deposit Y 2021-04-16 2021-04-16 2021-04-16 N N N 0.0011 16000433.44 16000433.44 0.0053 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.225000% 69033MWN3 5493007O3QFXCPOGWK22 Certificate of Deposit Y 2021-06-16 2021-12-16 2021-12-16 N N N 0.0022 10000701.80 10000701.80 0.0033 N N N N PRICOA SHORT TERM FUNDING LLC PRICOA SHORT TERM FUNDING LLC 0.000000% 74154EY51 Asset Backed Commercial Paper Y 2021-11-05 2021-11-05 2021-11-05 N Y PRUDENTIAL INSURANCE COMPANY OF AMERICA 1.0000 N 0.0017 3995960.68 3995960.68 0.0013 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582JR55 Asset Backed Commercial Paper Y 2021-04-05 2021-04-05 2021-04-05 N Y BNP Paribas SA 1.0000 N 0.0007 999990.97 999990.97 0.0003 N N Y N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582JTF1 Asset Backed Commercial Paper Y 2021-06-15 2021-06-15 2021-06-15 N Y BNP Paribas SA 1.0000 N 0.0013 10997050.79 10997050.79 0.0036 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.226900% 78012UZN8 549300HXQQQCCUBS2Z23 Certificate of Deposit Y 2021-06-23 2021-06-23 2021-06-23 N N N 0.0017 21002533.02 21002533.02 0.0070 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.240000% 78014XGE1 ES7IP3U3RHIGC71XBU11 0000352613 Financial Company Commercial Paper Y 2021-04-01 2021-04-08 2021-04-08 N N N 0.0005 5000211.05 5000211.05 0.0017 N N Y N SAN FRANCISCO TAXABLE M/F HOUSING RB (1601 MARIPOSA APTS) SERIES 2017B 0.090000% 79765PDU4 549300RA28ZEFOB6M782 US79765PDU49 Variable Rate Demand Note Y 2021-04-07 2021-04-07 2057-07-01 Y Bank of America NA 1.0000 7 N N N 0.0009 1000000.00 1000000.00 0.0003 N N Y N SANTANDER UK PLC SANTANDER UK PLC 0.000000% 80285PS45 PTCQB104N23FMNK2RZ28 0000891478 Financial Company Commercial Paper Y 2021-05-04 2021-05-04 2021-05-04 N N N 0.0012 14998328.40 14998328.40 0.0050 N N N N SANTANDER UK PLC SANTANDER UK PLC 0.000000% 80285PT10 PTCQB104N23FMNK2RZ28 0000891478 Financial Company Commercial Paper Y 2021-06-01 2021-06-01 2021-06-01 N N N 0.0014 16996018.26 16996018.26 0.0056 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124LR95 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2021-04-09 2021-04-09 2021-04-09 N Y Barclays Bank Plc 1.0000 N 0.0009 12999707.50 12999707.50 0.0043 N N N N Sheridan Redevelopment Agency TAX INCREMENT REFUNDING RB (SOUTH SANTA FE DRIVE) SERIES 2011A1 0.080000% 82382LAJ8 5493004D6ZS0F24QIZ32 US82382LAJ89 Variable Rate Demand Note Y 2021-04-07 2021-04-07 2029-12-01 Y JPMorgan Chase Bank NA 1.0000 7 N N N 0.0008 7000000.00 7000000.00 0.0023 N N Y N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.215000% 83050PNJ4 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y 2021-04-06 2021-04-06 2021-04-06 N N N 0.0007 8000190.56 8000190.56 0.0027 N N Y N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.220000% 83050PPA1 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y 2021-05-03 2021-05-03 2021-05-03 N N N 0.0008 11001430.99 11001430.99 0.0036 N N N N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.240000% 83050PPZ6 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y 2021-06-07 2021-06-07 2021-06-07 N N N 0.0012 20004680.00 20004680.00 0.0066 N N N N SOCIETE GENERALE SA SOCIETE GENERALE SA 0.000000% 83369BS49 O2RNE8IBXP4R0TD8PU41 0001145665 Financial Company Commercial Paper Y 2021-05-04 2021-05-04 2021-05-04 N N N 0.0009 999916.89 999916.89 0.0003 N N N N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 0.000000% 85520LTE5 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y 2021-06-14 2021-06-14 2021-06-14 N Y BNP Paribas SA 1.0000 N 0.0015 9996875.00 9996875.00 0.0033 N N N N SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000% 86564YTN2 5493006GGLR4BTEL8O61 Financial Company Commercial Paper Y 2021-06-22 2021-06-22 2021-06-22 N N N 0.0014 1999363.66 1999363.66 0.0007 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.250000% 86565CSG5 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2021-04-20 2021-04-20 2021-04-20 N N N 0.0008 5000466.40 5000466.40 0.0017 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.250000% 86565CSM2 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2021-04-23 2021-04-23 2021-04-23 N N N 0.0009 8000837.68 8000837.68 0.0027 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.250000% 86565CSU4 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2021-04-28 2021-04-28 2021-04-28 N N N 0.0009 14001719.20 14001719.20 0.0046 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.270000% 86565CTK5 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2021-05-21 2021-05-21 2021-05-21 N N N 0.0012 1000217.96 1000217.96 0.0003 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.270000% 86565CTN9 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2021-05-26 2021-05-26 2021-05-26 N N N 0.0012 21004862.34 21004862.34 0.0070 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.260000% 86565CUN7 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2021-06-07 2021-06-07 2021-06-07 N N N 0.0013 1000239.62 1000239.62 0.0003 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.200000% 86565CXA2 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2021-07-15 2021-07-15 2021-07-15 N N N 0.0016 3000352.59 3000352.59 0.0010 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.200000% 86565CXS3 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2021-08-05 2021-08-05 2021-08-05 N N N 0.0017 15001741.95 15001741.95 0.0050 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.210000% 86959RJW1 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y 2021-05-28 2021-05-28 2021-05-28 N N N 0.0009 60011200.20 60011200.20 0.0199 N N N N SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 0.000000% 86960JR80 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y 2021-04-08 2021-04-08 2021-04-08 N N N 0.0008 21999633.26 21999633.26 0.0073 N N Y N SWEDBANK AB SWEDBANK AB 0.000000% 87019RR16 M312WZV08Y7LYUC71685 0001367624 Financial Company Commercial Paper Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0006 6999989.08 6999989.08 0.0023 N Y Y N SWEDBANK AB SWEDBANK AB 0.000000% 87019RR57 M312WZV08Y7LYUC71685 0001367624 Financial Company Commercial Paper Y 2021-04-05 2021-04-05 2021-04-05 N N N 0.0006 35999690.04 35999690.04 0.0119 N N Y N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.200000% 89114NTA3 PT3QB789TSUIDF371261 Certificate of Deposit Y 2021-04-05 2021-04-05 2021-04-05 N N N 0.0008 80001343.20 80001343.20 0.0265 N N Y N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.250000% 89114NX83 PT3QB789TSUIDF371261 Certificate of Deposit Y 2021-06-10 2021-06-10 2021-06-10 N N N 0.0012 7001806.84 7001806.84 0.0023 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.240000% 89114NYW9 PT3QB789TSUIDF371261 Certificate of Deposit Y 2021-05-03 2021-05-03 2021-05-03 N N N 0.0011 3000368.28 3000368.28 0.0010 N N N N TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 0.219500% 89120DSX8 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y 2021-06-16 2021-12-16 2021-12-16 N N N 0.0021 4000419.48 4000419.48 0.0013 N N N N TOTAL CAPITAL CANADA LTD TOTAL CAPITAL CANADA LTD 0.000000% 89153PS45 5299005IX98ZZ9LSGK46 Non-Financial Company Commercial Paper Y 2021-05-04 2021-05-04 2021-05-04 N Y TOTAL SE 1.0000 N 0.0009 13571897.60 13571897.60 0.0045 N N N N TOTAL CAPITAL CANADA LTD TOTAL CAPITAL CANADA LTD 0.000000% 89153PS52 5299005IX98ZZ9LSGK46 Non-Financial Company Commercial Paper Y 2021-05-05 2021-05-05 2021-05-05 N Y TOTAL SE 1.0000 N 0.0009 9999144.40 9999144.40 0.0033 N N N N TOYOTA CREDIT CANADA INC TOYOTA CREDIT CANADA INC 0.000000% 89232CTB2 HJZQGXYTVV2NWJZLPW74 Non-Financial Company Commercial Paper Y 2021-06-11 2021-06-11 2021-06-11 N N N 0.0021 8996166.00 8996166.00 0.0030 N N N N TOYOTA CREDIT CANADA INC TOYOTA CREDIT CANADA INC 0.000000% 89232CTM8 HJZQGXYTVV2NWJZLPW74 Non-Financial Company Commercial Paper Y 2021-06-21 2021-06-21 2021-06-21 N N N 0.0020 11994451.32 11994451.32 0.0040 N N N N TOYOTA FINANCE AUSTRALIA LTD TOYOTA FINANCE AUSTRALIA LTD 0.000000% 89237DRC5 3UKPTDP5PGQRH8AUK042 Non-Financial Company Commercial Paper Y 2021-04-12 2021-04-12 2021-04-12 N N N 0.0010 7999722.64 7999722.64 0.0027 N N N N UNITEDHEALTH GROUP INC UNITEDHEALTH GROUP INC 0.000000% 91058TR57 549300GHBMY8T5GXDE41 Non-Financial Company Commercial Paper Y 2021-04-05 2021-04-05 2021-04-05 N N N 0.0008 892990.57 892990.57 0.0003 N N Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127962Q1 254900HROIFWPRGM1V77 US9127962Q14 U.S. Treasury Debt Y 2021-04-22 2021-04-22 2021-04-22 N N N 0.0001 26999921.16 26999921.16 0.0089 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127964P1 254900HROIFWPRGM1V77 US9127964P13 U.S. Treasury Debt Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 4100000.00 4100000.00 0.0014 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127964X4 254900HROIFWPRGM1V77 US9127964X47 U.S. Treasury Debt Y 2021-04-08 2021-04-08 2021-04-08 N N N 0.0001 26700000.00 26700000.00 0.0088 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 9127964Y2 254900HROIFWPRGM1V77 US9127964Y20 U.S. Treasury Debt Y 2021-04-15 2021-04-15 2021-04-15 N N N 0.0001 45699866.56 45699866.56 0.0151 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912796F95 254900HROIFWPRGM1V77 US912796F956 U.S. Treasury Debt Y 2021-05-18 2021-05-18 2021-05-18 N N N 0.0002 35999001.36 35999001.36 0.0119 N Y Y N WESTPAC BANKING CORP WESTPAC BANKING CORP 0.000000% 9612C0SQ3 EN5TNI6CI43VEPAMHL14 Financial Company Commercial Paper Y 2021-05-24 2021-05-24 2021-05-24 N N N 0.0012 9998185.00 9998185.00 0.0033 N N N N Yavapai Cnty IDA TAXABLE RB (DRAKE CEMENT) SERIES 2015 0.250000% 98521YAB5 US98521YAB56 Variable Rate Demand Note Y 2021-04-07 2021-04-07 2035-09-01 Y Bank of Nova Scotia 1.0000 7 N N N 0.0025 1000000.00 1000000.00 0.0003 N N Y N MUFG BANK LTD (LONDON BRANCH) MUFG BANK LTD (LONDON BRANCH) 0.250000% C3GTMMZIHMY46P4OIX74 0000852743 ACI1SGMP8 Certificate of Deposit Y 2021-04-29 2021-04-29 2021-04-29 N N N 0.0012 4000418.44 4000418.44 0.0013 N N N N COOPERATIEVE RABOBANK UA (LONDON BRANCH) COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.220000% DG3RU1DBUFHT4ZF9WN62 0001098062 ACI1TY6X9 Certificate of Deposit Y 2021-07-19 2021-07-19 2021-07-19 N N N 0.0017 15002424.00 15002424.00 0.0050 N N N N MUFG BANK LTD (LONDON BRANCH) MUFG BANK LTD (LONDON BRANCH) 0.220000% C3GTMMZIHMY46P4OIX74 0000852743 ACI1TZ4T7 Certificate of Deposit Y 2021-04-08 2021-04-08 2021-04-08 N N N 0.0012 4000088.84 4000088.84 0.0013 N N Y N MUFG BANK LTD (LONDON BRANCH) MUFG BANK LTD (LONDON BRANCH) 0.220000% C3GTMMZIHMY46P4OIX74 0000852743 ACI1V03M7 Certificate of Deposit Y 2021-04-12 2021-04-12 2021-04-12 N N N 0.0012 1000033.31 1000033.31 0.0003 N N N N SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000% 5493006GGLR4BTEL8O61 0001046017 ACI1VDSX8 Certificate of Deposit Y 2021-04-27 2021-04-27 2021-04-27 N N N 0.0013 54995050.55 54995050.55 0.0182 N N N N COOPERATIEVE RABOBANK UA (LONDON BRANCH) COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.000000% DG3RU1DBUFHT4ZF9WN62 0001098062 ACI1VJHS8 Certificate of Deposit Y 2021-11-02 2021-11-02 2021-11-02 N N N 0.0022 6991023.55 6991023.55 0.0023 N N N N COOPERATIEVE RABOBANK UA (LONDON BRANCH) COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.190000% DG3RU1DBUFHT4ZF9WN62 0001098062 ACI1VS858 Certificate of Deposit Y 2021-11-12 2021-11-12 2021-11-12 N N N 0.0022 20996701.53 20996701.53 0.0070 N N N N MUFG BANK LTD (LONDON BRANCH) MUFG BANK LTD (LONDON BRANCH) 0.205000% C3GTMMZIHMY46P4OIX74 0000852743 ACI1VS8L3 Certificate of Deposit Y 2021-08-10 2021-08-10 2021-08-10 N N N 0.0022 1999860.32 1999860.32 0.0007 N N N N COOPERATIEVE RABOBANK UA (LONDON BRANCH) COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.180000% DG3RU1DBUFHT4ZF9WN62 0001098062 ACI1VT2Y9 Certificate of Deposit Y 2021-08-12 2021-08-12 2021-08-12 N N N 0.0018 21999914.64 21999914.64 0.0073 N N N N MUFG BANK LTD (LONDON BRANCH) MUFG BANK LTD (LONDON BRANCH) 0.200000% C3GTMMZIHMY46P4OIX74 0000852743 ACI1VXFY6 Certificate of Deposit Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0023 14997996.60 14997996.60 0.0050 N N N N MUFG BANK LTD (LONDON BRANCH) MUFG BANK LTD (LONDON BRANCH) 0.200000% C3GTMMZIHMY46P4OIX74 0000852743 ACI1VZ6J4 Certificate of Deposit Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0023 4999357.95 4999357.95 0.0017 N N N N MUFG BANK LTD (LONDON BRANCH) MUFG BANK LTD (LONDON BRANCH) 0.190000% C3GTMMZIHMY46P4OIX74 0000852743 ACI1W85X3 Certificate of Deposit Y 2021-09-07 2021-09-07 2021-09-07 N N N 0.0023 19996356.40 19996356.40 0.0066 N N N N MUFG BANK LTD (LONDON BRANCH) MUFG BANK LTD (LONDON BRANCH) 0.210000% C3GTMMZIHMY46P4OIX74 0000852743 ACI1WC266 Certificate of Deposit Y 2021-09-10 2021-09-10 2021-09-10 N N N 0.0023 18998192.91 18998192.91 0.0063 N N N N SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000% 5493006GGLR4BTEL8O61 0001046017 ACI1WNZ33 Certificate of Deposit Y 2021-07-02 2021-07-02 2021-07-02 N N N 0.0022 3997841.48 3997841.48 0.0013 N N N N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.520000% ZBUT11V806EZRVTWT807 0000782124 ARP0P46B8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GNMI SF BA8278 X 549300M8ZYFG0OCMTT87 2047-08-15 4.500000 593572.00 53196.87 Agency Mortgage-Backed Securities GNMI SF BN0304 X 549300M8ZYFG0OCMTT87 2049-09-15 2.500000 363069.00 332986.77 Agency Mortgage-Backed Securities GNMI SF BT9370 X 549300M8ZYFG0OCMTT87 2050-04-15 4.500000 3550336.00 2536085.29 Agency Mortgage-Backed Securities GNMI SF AU0772 X 549300M8ZYFG0OCMTT87 2046-07-15 4.500000 1396684.00 1034652.07 Agency Mortgage-Backed Securities GNMI SF AX8714 X 549300M8ZYFG0OCMTT87 2046-12-15 4.000000 3282596.00 2411822.42 Agency Mortgage-Backed Securities GNMI SF 431973 X 549300M8ZYFG0OCMTT87 2026-11-15 8.000000 1003030.00 13166.93 Agency Mortgage-Backed Securities GNMI SF 735185 X 549300M8ZYFG0OCMTT87 2040-07-15 4.000000 130000.00 64945.51 Agency Mortgage-Backed Securities GNMI SF 738955 X 549300M8ZYFG0OCMTT87 2041-11-15 4.000000 2252436.00 775420.36 Agency Mortgage-Backed Securities GNMI SF 745093 X 549300M8ZYFG0OCMTT87 2040-06-15 5.000000 2922048.00 871832.83 Agency Mortgage-Backed Securities GNMI SP 780958 X 549300M8ZYFG0OCMTT87 2029-01-15 6.000000 4642280.00 44260.89 Agency Mortgage-Backed Securities GNMI SP 781043 X 549300M8ZYFG0OCMTT87 2029-05-15 6.000000 2194584.00 18667.15 Agency Mortgage-Backed Securities GNMI SP 784355 X 549300M8ZYFG0OCMTT87 2046-12-15 4.000000 451176.00 179705.36 Agency Mortgage-Backed Securities GNMI SF 757366 X 549300M8ZYFG0OCMTT87 2041-03-15 5.000000 53723.00 8934.13 Agency Mortgage-Backed Securities GNMI SF AA0566 X 549300M8ZYFG0OCMTT87 2042-05-15 3.000000 82937.00 69736.12 Agency Mortgage-Backed Securities GNMI SF AR0704 X 549300M8ZYFG0OCMTT87 2046-04-15 4.000000 1342474.00 654930.70 Agency Mortgage-Backed Securities GNMI SF 497261 X 549300M8ZYFG0OCMTT87 2028-12-15 6.000000 1056720.00 15464.45 Agency Mortgage-Backed Securities GNMI SF 529996 X 549300M8ZYFG0OCMTT87 2030-05-15 9.500000 638367.00 9076.37 Agency Mortgage-Backed Securities GNMI SF 533758 X 549300M8ZYFG0OCMTT87 2031-05-15 6.000000 496340.00 26733.97 Agency Mortgage-Backed Securities GNMI SF 755515 X 549300M8ZYFG0OCMTT87 2040-12-15 4.250000 574627.00 153289.28 Agency Mortgage-Backed Securities GNMI SF 737183 X 549300M8ZYFG0OCMTT87 2040-04-15 5.000000 4700000.00 687477.23 Agency Mortgage-Backed Securities MARATHON CLO VI LTD 2014-6R2 C-R2 20280515 FLT 5493002F390212ZEF773 2028-05-15 3.693750 2600000.00 2461149.63 Asset-Backed Securities ARBOR RLTY COM NT 2021-FL1 B 20351217 FLT 2035-12-17 1.630000 497000.00 494937.59 Asset-Backed Securities BDS 2020-FL5 LTD D 20370218 FLT 2037-02-18 2.608130 970000.00 958769.17 Asset-Backed Securities GARRISON BSL CLO LTD 2018-1 E 20280717 FLT 549300JEA0UEC1002Z71 2028-07-17 5.773380 2270000.00 2267926.10 Asset-Backed Securities HOME EQUITY MTG TR 2006-4 A-2 20361125 FLT 2036-11-25 6.230000 226000.00 23458.42 Asset-Backed Securities NINE ENERGY SERVICE INC SR GLBL 144A 23 549300KRLJCZBPZMKT65 2023-11-01 8.750000 920000.00 309541.67 Corporate Debt Securities PLASTIPAK HLDGS INC SR GLBL 144A 25 2025-10-15 6.250000 100000.00 105756.94 Corporate Debt Securities SPRINT NEXTEL CORP SR NT 11.5%21 549300JKU50UT08ZWD77 2021-11-15 11.500000 40000.00 44087.78 Corporate Debt Securities UNITED STATES STL CORP SR NT 6.65%37 JNLUVFYJT1OZSIQ24U47 2037-06-01 6.650000 250000.00 244916.67 Corporate Debt Securities LIGADO NETWORKS LLC SR SEC GLBL 23 2023-11-01 15.500000 95000.00 101937.64 Corporate Debt Securities BANIJAY ENTMT S A S SR SEC GLBL 25 969500CE0IE2EZ5VBG13 2025-03-01 5.375000 84000.00 86988.71 Corporate Debt Securities BEAZER HOMES USA INC SR GLBL NT 29 549300DUPYT2T0F60I45 2029-10-15 7.250000 175000.00 196600.35 Corporate Debt Securities DEL MONTE FOODS INC SR SEC GLBL 25 549300U9K7TD84Q24R17 2025-05-15 11.875000 690000.00 824454.17 Corporate Debt Securities ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 28 2028-04-01 6.250000 1209000.00 1260382.50 Corporate Debt Securities AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 24 2024-04-01 6.375000 400000.00 418250.00 Corporate Debt Securities CASTLE UNITED STATES HLDG COR SR GLBL 144A 28 2028-02-15 9.500000 295000.00 304480.97 Corporate Debt Securities DONNELLEY R R & SONS CO SR GLBL NT 27 SU4X0P4WWRGOQDTSV032 2027-07-01 8.250000 1859000.00 2231961.88 Corporate Debt Securities GLOBAL PARTNERS LP SR GLBL NT 29 2029-01-15 6.875000 2443000.00 2707403.85 Corporate Debt Securities MERITOR INC SR GLBL 144A 28 5LTG829X630QFHTFBO82 2028-12-15 4.500000 307000.00 315273.65 Corporate Debt Securities Y 2021-06-29 2021-06-29 2021-07-07 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0061 22994173.64 22994173.64 0.0076 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.670000% VYVVCKR63DVZZN70PB21 0001224385 ARP0P7Y95 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MS BOFA ML TRUST 2015-C22 D 20480417 FLT 2048-04-17 4.215190 4999999.00 3780297.53 Private Label Collateralized Mortgage Obligations ACRE COML MTG TR 2021-FL4 D 20371218 FLT 2037-12-18 2.708130 1147000.00 1133772.72 Private Label Collateralized Mortgage Obligations CSMC TRUST 2013-HYB1 B-5 20430425 FLT 2043-04-25 2.928730 7916923.00 7238217.94 Private Label Collateralized Mortgage Obligations CSWF TR 2018-TOP F 20350815 FLT 2035-08-15 2.856000 3500000.00 2780820.93 Private Label Collateralized Mortgage Obligations FONTAINEBLEAU MIAMI 2019-FBLU G 20361212 FLT 2036-12-12 3.962870 3540582.00 3528531.25 Private Label Collateralized Mortgage Obligations Y 2021-07-06 2021-07-06 2021-07-20 Y WELLS FARGO SECURITIES LLC 1.0000 97 N N N 0.0065 16001044.80 16001044.80 0.0053 N N N Y RBC CAPITAL MARKETS LLC RBC CAPITAL MARKETS LLC 0.280000% 549300LCO2FLSSVFFR64 0000050916 ARP0PDZ26 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALTRIA GROUP INC CR SEN SR GLBL39 XSGZFLO9YTNO9VCQV219 2039-02-06 10.200000 8000.00 13497.63 Corporate Debt Securities BANK OF MONTREAL FR 0.45%120823 NQQ6HPCNCCU6TUTQYE16 2023-12-08 0.450000 27261.00 27199.73 Corporate Debt Securities CENTRAL STORAGE SAFETY PROJ TR SR SEC GLBL 38 2038-02-01 4.823000 1742000.00 1869406.98 Corporate Debt Securities CITIZENS FINL GROUP INC SR GLBL NT 30 2138004JDDA4ZQUPFW65 2030-04-30 3.250000 13000.00 13888.44 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL FL NT 23 784F5XWPLTWKTBV3E584 2023-03-08 0.440761 2264588.00 2266063.60 Corporate Debt Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-12-31 1.625000 12400.00 12595.40 U.S. Treasuries (including strips) Y 2021-05-05 2021-05-05 2021-05-11 Y RBC CAPITAL MARKETS LLC 1.0000 35 N N N 0.0012 4000714.68 4000714.68 0.0013 N N N Y BOFA SECURITIES INC BOFA SECURITIES INC 0.260000% 549300HN4UKV1E2R3U73 0001675365 ARP0PKEQ0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FNMS 03.000 CLCA6363 B1V7KEBTPIMZEU4LTD58 2050-07-01 3.000000 2555875.00 2571927.47 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6559 B1V7KEBTPIMZEU4LTD58 2051-03-01 2.000000 3609074.00 3608073.08 Agency Mortgage-Backed Securities Y 2021-05-05 2021-05-05 2021-06-01 Y BOFA SECURITIES INC 1.0000 35 N N N 0.0012 6001425.30 6001425.30 0.0020 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.640000% VYVVCKR63DVZZN70PB21 0001224385 ARP0POJK0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ACRE COML MTG TR 2021-FL4 D 20371218 FLT 2037-12-18 2.708130 1353000.00 1337397.12 Private Label Collateralized Mortgage Obligations AGATE BAY MTG TR 2014-3 B-5 20441125 FLT 2044-11-25 3.829360 1941465.00 1779037.63 Private Label Collateralized Mortgage Obligations PFP 2021-7 LTD C 20380416 FLT 2038-04-16 1.750000 500000.00 495140.83 Private Label Collateralized Mortgage Obligations CORVEST AMERN FIN TR 2017-1 E 20491015 FLT 2049-10-15 5.846000 3198000.00 3353754.32 Private Label Collateralized Mortgage Obligations COREVEST AMER FIN TR 2019-1 C 20520315 4.2 2052-03-15 4.226000 500000.00 510607.83 Private Label Collateralized Mortgage Obligations IMPERIAL CMB TRUST SERIES 1998 2 2035-04-25 2.058630 3187500.00 37035.93 Private Label Collateralized Mortgage Obligations JACKCON PK TR 2019-LIC E 20391014 FLT 2039-10-14 3.242400 12225000.00 11061424.50 Private Label Collateralized Mortgage Obligations WORLDWIDE PLAZA TR 2017-WWP F 20361112 FLT 2036-11-12 3.595540 5129736.00 4499610.96 Private Label Collateralized Mortgage Obligations Y 2021-07-06 2021-07-06 2021-09-13 Y WELLS FARGO SECURITIES LLC 1.0000 97 N N N 0.0070 19994627.00 19994627.00 0.0066 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.010000% ZBUT11V806EZRVTWT807 0000782124 ARP0PRRS7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-15 1.625000 11967200.00 12240029.88 U.S. Treasuries (including strips) Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 12000000.00 12000000.00 0.0040 N Y Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 0.030000% FOR8UP27PHTHYVLBNG30 0000769993 ARP0PRRU2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMI SP 784078 X 549300M8ZYFG0OCMTT87 2045-06-15 4.000000 125000.00 27595.97 Agency Mortgage-Backed Securities FEPC 06.500 CLZI6601 2037-09-01 6.500000 1319436.00 11534.80 Agency Mortgage-Backed Securities FEPC 07.000 CLZI6922 2037-12-01 7.000000 1787000.00 28012.51 Agency Mortgage-Backed Securities FEPC 05.000 CLZI8980 2039-07-01 5.000000 500000.00 81160.15 Agency Mortgage-Backed Securities FEPC 06.000 CTZJ9254 2028-06-01 6.000000 1444794.00 106674.99 Agency Mortgage-Backed Securities FEPC 04.500 CIZK1107 2023-04-01 4.500000 1470740.00 5933.14 Agency Mortgage-Backed Securities FEPC 04.500 CIZK2161 2025-03-01 4.500000 500000.00 17683.68 Agency Mortgage-Backed Securities FEPC 02.500 CIZK5708 2028-06-01 2.500000 15800000.00 3693955.53 Agency Mortgage-Backed Securities FEPC 03.000 CLZM2269 2046-12-01 3.000000 191431.00 108631.04 Agency Mortgage-Backed Securities FEPC 05.000 CTZA1876 2025-03-01 5.000000 1138162.00 18527.65 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1482 2037-05-01 6.000000 472713.00 7862.35 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2550 2038-12-01 5.500000 2256164.00 18279.03 Agency Mortgage-Backed Securities FEPC 06.000 CTZS8856 2027-12-01 6.000000 1000000.00 18029.14 Agency Mortgage-Backed Securities FEPC 03.000 CTRB5027 2040-01-01 3.000000 2733012.00 1643516.06 Agency Mortgage-Backed Securities FNMS 06.000 CT255257 B1V7KEBTPIMZEU4LTD58 2024-04-01 6.000000 1019506.00 17175.59 Agency Mortgage-Backed Securities FNMS 05.000 CT257238 B1V7KEBTPIMZEU4LTD58 2028-06-01 5.000000 2969888.00 41897.33 Agency Mortgage-Backed Securities FNMS 06.500 CL545874 B1V7KEBTPIMZEU4LTD58 2032-08-01 6.500000 2949000.00 47770.01 Agency Mortgage-Backed Securities FNMS 07.500 CL639609 B1V7KEBTPIMZEU4LTD58 2032-04-01 7.500000 1019400.00 20089.15 Agency Mortgage-Backed Securities FNMS 03.000 CIAU6806 B1V7KEBTPIMZEU4LTD58 2028-08-01 3.000000 23942.00 6642.11 Agency Mortgage-Backed Securities FNMS 05.000 CL735893 B1V7KEBTPIMZEU4LTD58 2035-10-01 5.000000 9200000.00 262825.65 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6405 B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 500000.00 203201.77 Agency Mortgage-Backed Securities FNMS 02.500 CIBM1383 B1V7KEBTPIMZEU4LTD58 2031-04-01 2.500000 1350000.00 568102.75 Agency Mortgage-Backed Securities FNMS 03.000 CLBO5383 B1V7KEBTPIMZEU4LTD58 2049-12-01 3.000000 3485292.00 1953340.65 Agency Mortgage-Backed Securities FNMS 03.000 CQCA0499 B1V7KEBTPIMZEU4LTD58 2037-09-01 3.000000 2354744.00 1454792.72 Agency Mortgage-Backed Securities FNMS 04.000 CICA5090 B1V7KEBTPIMZEU4LTD58 2034-06-01 4.000000 611420.00 441569.49 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1752 B1V7KEBTPIMZEU4LTD58 2045-02-01 3.500000 4371830.00 3204225.03 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1420 B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 2925000.00 2035965.88 Agency Mortgage-Backed Securities FNMS 05.500 CI889780 B1V7KEBTPIMZEU4LTD58 2023-03-01 5.500000 7718416.00 41253.37 Agency Mortgage-Backed Securities FNMS 05.500 CL910110 B1V7KEBTPIMZEU4LTD58 2037-03-01 5.500000 568820.00 41978.03 Agency Mortgage-Backed Securities FNMS 05.500 CL928553 B1V7KEBTPIMZEU4LTD58 2037-08-01 5.500000 310000.00 45730.18 Agency Mortgage-Backed Securities FNMS 05.000 CKMA0269 B1V7KEBTPIMZEU4LTD58 2039-12-01 5.000000 4630000.00 66768.58 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1200 B1V7KEBTPIMZEU4LTD58 2032-10-01 3.000000 800000.00 210730.60 Agency Mortgage-Backed Securities FNMS 04.500 CRMA1664 B1V7KEBTPIMZEU4LTD58 2043-10-01 4.500000 400000.00 164034.48 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3741 B1V7KEBTPIMZEU4LTD58 2039-08-01 3.000000 4754432.00 1874770.12 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3938 B1V7KEBTPIMZEU4LTD58 2050-02-01 4.000000 6747984.00 3923410.41 Agency Mortgage-Backed Securities GNII JM MA5923 M 549300M8ZYFG0OCMTT87 2049-04-20 4.500000 4079480.00 1022688.58 Agency Mortgage-Backed Securities GNII SF MA7191 M 549300M8ZYFG0OCMTT87 2051-02-20 1.500000 2194708.00 2137282.66 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ0426 2040-09-01 4.000000 6057000.00 352762.24 Agency Mortgage-Backed Securities FEPC 03.500 CLZL8873 2044-12-01 3.500000 9940704.00 2950434.57 Agency Mortgage-Backed Securities FEPC 03.000 CLQB9705 2051-02-01 3.000000 2856720.00 3076664.59 Agency Mortgage-Backed Securities FNMS 06.500 CT256653 B1V7KEBTPIMZEU4LTD58 2027-02-01 6.500000 1583002.00 29604.80 Agency Mortgage-Backed Securities FNMS 06.000 CL688330 B1V7KEBTPIMZEU4LTD58 2033-03-01 6.000000 1985268.00 18270.24 Agency Mortgage-Backed Securities FNMS 05.500 CL749375 B1V7KEBTPIMZEU4LTD58 2033-11-01 5.500000 635000.00 13089.67 Agency Mortgage-Backed Securities FNMS 05.000 CL764099 B1V7KEBTPIMZEU4LTD58 2034-03-01 5.000000 1819536.00 62030.59 Agency Mortgage-Backed Securities FNMS 02.500 U3BF0486 B1V7KEBTPIMZEU4LTD58 2042-11-01 2.500000 4001504.00 4129672.94 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ9437 B1V7KEBTPIMZEU4LTD58 2048-03-01 4.500000 52000.00 39634.38 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ3691 B1V7KEBTPIMZEU4LTD58 2050-09-01 2.500000 1020674.00 1049942.05 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ7313 B1V7KEBTPIMZEU4LTD58 2050-11-01 2.500000 9942500.00 9997873.73 Agency Mortgage-Backed Securities FNMS 02.000 CLBR3660 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 3935020.00 3944409.72 Agency Mortgage-Backed Securities FNMS 01.500 CKBR3761 B1V7KEBTPIMZEU4LTD58 2051-04-01 1.500000 2527000.00 2436909.92 Agency Mortgage-Backed Securities FNMS 02.500 CLBR3979 B1V7KEBTPIMZEU4LTD58 2051-03-01 2.500000 2927444.00 3049261.78 Agency Mortgage-Backed Securities FNMS 03.000 CLBR7401 B1V7KEBTPIMZEU4LTD58 2051-03-01 3.000000 1051024.00 1131945.49 Agency Mortgage-Backed Securities FNMS 06.000 CL887598 B1V7KEBTPIMZEU4LTD58 2036-07-01 6.000000 2430780.00 23225.81 Agency Mortgage-Backed Securities FNMS 05.500 CL898832 B1V7KEBTPIMZEU4LTD58 2036-11-01 5.500000 3500000.00 12863.44 Agency Mortgage-Backed Securities FNMS 05.000 CI928351 B1V7KEBTPIMZEU4LTD58 2022-05-02 5.000000 2419892.00 10690.88 Agency Mortgage-Backed Securities FNMS 06.000 CL975651 B1V7KEBTPIMZEU4LTD58 2038-07-01 6.000000 289950.00 9882.10 Agency Mortgage-Backed Securities FNMS 05.000 CQMA0633 B1V7KEBTPIMZEU4LTD58 2040-12-01 5.000000 1000000.00 142176.95 Agency Mortgage-Backed Securities FNMS 04.500 CTAE6799 B1V7KEBTPIMZEU4LTD58 2030-11-01 4.500000 608000.00 85012.95 Agency Mortgage-Backed Securities Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0003 57000000.00 57000000.00 0.0189 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 0.340000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0PS5Q3 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BELLEMEADE RE 2021-1 LTD M-2 20310325 FLT 2031-03-25 4.866670 5758.00 5738.24 Asset-Backed Securities EAGLE RE LTD 2019-1 M-2 20290425 FLT 254900L82OLW9QTLJ788 2029-04-25 3.408630 290.00 291.46 Asset-Backed Securities CENTENE CORP DEL SR GLBL NT 27 549300Z7JJ4TQSQGT333 2027-12-15 4.250000 54.00 57.41 Corporate Debt Securities FRESH MKT INC FLT 144A NT 25 529900QM5ZSBEBR6CS58 2025-03-13 10.750000 201000.00 199099.55 Corporate Debt Securities ICAHN ENTERPRISES LP/CORP SR GLBL NT 24 2024-09-15 4.750000 28282.00 29278.41 Corporate Debt Securities 99 ESCROW ISSUER INCORPORATED SR SEC GLBL 26 2026-01-15 7.500000 23619.00 23397.57 Corporate Debt Securities SILVERSEA CRUISE FINANCE LTD SR SEC GLBL 25 2025-02-01 7.250000 8000.00 8411.78 Corporate Debt Securities AMBAC LSNI LLC SR SEC GLBL 23 2023-02-12 6.000000 74754.00 56544.81 Corporate Debt Securities STANDARD INDS INC SR GLBL 144A 30 54930064UHXCIUWVI755 2030-07-15 4.375000 23899.00 24195.73 Corporate Debt Securities CONN AVE SECS 2019-R02 1B-1 20310825 FLT 2031-08-25 4.258630 9920782.00 10011783.07 Private Label Collateralized Mortgage Obligations Y 2021-05-05 2021-05-05 2021-06-24 Y BNP Paribas SA 1.0000 35 N N N 0.0044 8997800.94 8997800.94 0.0030 N N N Y CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.170000% 1VUV7VQFKUOQSJ21A208 0001330437 ARP0PS682 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BANK NOVA SCOTIA B C ALT TIER I PERP L3I9ZG2KFGXZ61BMYR72 2099-12-31 4.900000 279402.00 296494.42 Corporate Debt Securities INTERNATIONAL BUSINESS MACHS SR GLBL NT3.3%26 VGRQXHF3J8VDLUA7XE92 2026-05-15 3.300000 181000.00 199173.61 Corporate Debt Securities INTERNATIONAL BUSINESS MACHS SR GLBL NT3.5%29 VGRQXHF3J8VDLUA7XE92 2029-05-15 3.500000 1421800.00 1562490.27 Corporate Debt Securities JPMORGAN CHASE & CO SR FLT NT 23 8I5DZWZKVSZI1NUHU748 2023-10-24 1.447750 1502000.00 1528306.02 Corporate Debt Securities L BRANDS INC SR GLBL NT 28 GR3KVMWVCR54YWQNXU90 2028-02-01 5.250000 2000000.00 2155000.00 Corporate Debt Securities PHILIP MORRIS INTL INC SR GLBL NT 27 HL3H1H2BGXWVG3BSWR90 2027-08-17 3.125000 1900000.00 2059028.94 Corporate Debt Securities DBS GROUP HOLDINGS LTD VR 072517-072522 5493007FKT78NKPM5V55 2022-07-25 0.837750 851439.00 857452.38 Corporate Debt Securities Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0017 8000000.00 8000000.00 0.0027 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.170000% 1VUV7VQFKUOQSJ21A208 0001330437 ARP0PSET7 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BANK NOVA SCOTIA B C SR GLBL COCO 26 L3I9ZG2KFGXZ61BMYR72 2026-08-03 2.700000 70000.00 74424.70 Corporate Debt Securities NOMURA HLDGS INC SR GLBL NT 25 549300B3CEAHYG7K8164 2025-01-16 2.648000 200000.00 207781.33 Corporate Debt Securities BANCO DO BRASIL S A GRAND CAYM FR 4.625%011525 QE0Q0253K88YAGNPE356 2025-01-15 4.625000 4000000.00 4273301.67 Corporate Debt Securities VALERO ENERGY CORP SR GLBL NT 25 549300XTO5VR8SKV1V74 2025-04-15 2.850000 1260000.00 1330965.30 Corporate Debt Securities WINDSTREAM ESCROW LLC / WINDST SR SEC 144A NT28 2028-08-15 7.750000 2610000.00 2671733.75 Corporate Debt Securities CREDIT SUISSE INTERNATIONAL TIER I PERP GLBL 549300506SI9CRFV9Z86 2049-12-29 4.500000 296545.00 273859.31 Corporate Debt Securities HSBC HLDGS PLC ALT TIER I PERP MLU0ZO3ML4LN2LL2TL39 2049-12-29 4.700000 200000.00 196874.44 Corporate Debt Securities Y 2021-04-05 2021-04-05 2021-04-05 N N N 0.0012 8000058.88 8000058.88 0.0027 N N Y N BNP PARIBAS SA BNP PARIBAS SA 0.180000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0PSTQ7 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CNH EQUIP TR 2019-B A-3 20240815 2.5 2024-08-15 2.520000 7850.00 6072.58 Asset-Backed Securities ZAIS CLO 2018-8 A 20290416 FLT 549300XI7G6FVIEXZ367 2029-04-16 1.191250 29264.00 28338.10 Asset-Backed Securities WILLIAMS COS INC SR GLBL NT2.6%31 D71FAKCBLFS2O0RBPG08 2031-03-15 2.600000 9508648.00 9278580.98 Corporate Debt Securities FNMA CONN AVE SECS 2014-C03 1M-2 20240725 FLT 2024-07-25 3.108630 33595200.00 16719870.11 Private Label Collateralized Mortgage Obligations FHLMC STACR 2014-DN1 M-3 20240226 FLT 2024-02-26 4.608630 738468.00 684430.12 Private Label Collateralized Mortgage Obligations Y 2021-04-06 2021-04-06 2021-04-06 N N N 0.0012 24000244.32 24000244.32 0.0080 N N Y N RBC CAPITAL MARKETS LLC RBC CAPITAL MARKETS LLC 0.160000% 549300LCO2FLSSVFFR64 0000050916 ARP0PSUG7 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALTRIA GROUP INC CR SEN SR GLBL39 XSGZFLO9YTNO9VCQV219 2039-02-06 10.200000 447000.00 754179.89 Corporate Debt Securities ATHENE HOLDING LTD SR GLBL NT 30 549300H316CT32FQXI76 2030-04-03 6.150000 19624.00 24539.96 Corporate Debt Securities BANK OF MONTREAL FR 0.45%120823 NQQ6HPCNCCU6TUTQYE16 2023-12-08 0.450000 53890.00 53768.88 Corporate Debt Securities NORTHWESTERN MUT LIFE INS CO SUB 144A NT 40 1DU7IM20QESYGDO4HO54 2040-03-30 6.063000 410000.00 556050.20 Corporate Debt Securities CITIZENS FINL GROUP INC SR GLBL NT 30 2138004JDDA4ZQUPFW65 2030-04-30 3.250000 43000.00 45938.69 Corporate Debt Securities COCA COLA CO SR GLBL NT 2%31 UWJKFUJFZ02DKWI3RY53 2031-03-05 2.000000 3453121.00 3365323.48 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL FL NT 23 784F5XWPLTWKTBV3E584 2023-03-08 0.440761 2492867.00 2494491.35 Corporate Debt Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-06-30 1.875000 2400.00 2521.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-12-31 1.625000 51100.00 51905.24 U.S. Treasuries (including strips) Y 2021-04-06 2021-04-06 2021-04-06 N N N 0.0011 7000055.72 7000055.72 0.0023 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.220000% VYVVCKR63DVZZN70PB21 0001224385 ARP0PSUU6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ILFC E-CAPITAL TR I 5.9%65 2065-12-21 4.000000 3163000.00 2533563.00 Corporate Debt Securities ILFC E-CAPITAL TRUST II JR SB PFD TR 65 2065-12-21 4.220000 3900000.00 3217196.67 Corporate Debt Securities Y 2021-04-06 2021-04-06 2021-04-06 N N N 0.0027 4999960.15 4999960.15 0.0017 N N Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 0.010000% 549300H47WTHXPU08X20 ARP0PT524 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.250000 83056400.00 81600092.73 U.S. Treasuries (including strips) Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 80000000.00 80000000.00 0.0265 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 0.340000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0PTFC1 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NATIONAL COLL ST LN TR 2007-2 A-4 20330125 FLT 2033-01-25 0.398630 13734000.00 9964432.61 Asset-Backed Securities FIRST FRANKLIN MTG 2005-FFH4 M-2 20351225 FLT 2035-12-25 0.858630 3903510.00 3836768.20 Asset-Backed Securities JP MORGAN MTG ACQ 2006-ACC1 M-2 20360525 FLT 2036-05-25 0.398630 17700000.00 16856301.86 Asset-Backed Securities LLOYDS TSB GROUP PLC LW TIER II PERP 549300PPXHEU2JF0AM85 2049-12-29 6.657000 72000.00 94597.51 Corporate Debt Securities FRESH MKT INC FLT 144A NT 25 529900QM5ZSBEBR6CS58 2025-03-13 10.750000 227000.00 224853.71 Corporate Debt Securities WEWORK COS INC SR 144A NT 25 549300D8U9TF7WBED521 2025-05-01 7.875000 10000.00 10279.92 Corporate Debt Securities STANDARD INDS INC SR GLBL 144A 30 54930064UHXCIUWVI755 2030-07-15 4.375000 88066.00 89159.44 Corporate Debt Securities Y 2021-05-05 2021-05-05 2021-06-29 Y BNP Paribas SA 1.0000 35 N N N 0.0034 27000000.00 27000000.00 0.0089 N N N Y CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.170000% 1VUV7VQFKUOQSJ21A208 0001330437 ARP0PTG63 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WMG ACQUISITION CORP SR SEC GLBL 31 549300NAS11NXI33CP80 2031-02-15 3.000000 1.00 0.94 Corporate Debt Securities WINDSTREAM ESCROW LLC / WINDST SR SEC 144A NT28 2028-08-15 7.750000 3970000.00 4063901.53 Corporate Debt Securities COMM MTG TR 2015-CCRE24 D 20480812 FLT 2048-08-12 3.463000 1.00 0.90 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC TR 2014-C2 C 20480117 FLT 2048-01-17 4.380090 875.00 913.46 Private Label Collateralized Mortgage Obligations OBX TRUST 2020-EXP3 B-3 20600625 FLT 2060-06-25 4.429230 40.00 39.88 Private Label Collateralized Mortgage Obligations UBS COML MTG TR 2017-C3 C 20500817 FLT 2050-08-17 4.307970 10.00 10.14 Private Label Collateralized Mortgage Obligations BBCMS TR 2018-BXH B 20371015 FLT 2037-10-15 1.356000 637000.00 637657.17 Private Label Collateralized Mortgage Obligations CLNY TRUST 2019-IKPR B 20381115 FLT 2038-11-15 1.584000 1050000.00 1048102.65 Private Label Collateralized Mortgage Obligations Y 2021-04-07 2021-04-07 2021-04-07 N N N 0.0017 5000000.00 5000000.00 0.0017 N N Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 0.010000% FOR8UP27PHTHYVLBNG30 0000769993 ARP0PTG71 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEPC 04.000 CLZM5945 2048-03-01 4.000000 2213000.00 1367702.66 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2682 2038-08-01 5.500000 592769.00 25721.50 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2299 B1V7KEBTPIMZEU4LTD58 2048-09-01 4.500000 14068544.00 8130624.89 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6103 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.500000 52714496.00 54846987.24 Agency Mortgage-Backed Securities FNMS 02.000 CNAB9390 B1V7KEBTPIMZEU4LTD58 2023-05-01 2.000000 2328427.00 38558.19 Agency Mortgage-Backed Securities FNMS 04.500 CIAC6052 B1V7KEBTPIMZEU4LTD58 2024-10-01 4.500000 10824016.00 195290.02 Agency Mortgage-Backed Securities GNII SF MA7257 M 549300M8ZYFG0OCMTT87 2051-03-20 3.500000 40239300.00 43313850.78 Agency Mortgage-Backed Securities 04.000 FGPC A95197 G 2040-10-01 4.000000 3466140.00 471171.68 Agency Mortgage-Backed Securities FEPC 05.000 CLZI9022 2039-08-01 5.000000 29493.00 5776.75 Agency Mortgage-Backed Securities FNMS 02.000 CLBR3210 B1V7KEBTPIMZEU4LTD58 2051-03-01 2.000000 7440816.00 7438938.43 Agency Mortgage-Backed Securities MNMS 02.570 MLBS1486 B1V7KEBTPIMZEU4LTD58 2051-03-01 2.570000 2843000.00 2819709.20 Agency Mortgage-Backed Securities FNMS 02.500 CTCA9361 B1V7KEBTPIMZEU4LTD58 2041-03-01 2.500000 40847872.00 42558063.47 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6032 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 14211500.00 14192878.91 Agency Mortgage-Backed Securities GNII SF MA3039 M 549300M8ZYFG0OCMTT87 2045-07-20 6.000000 150000.00 34726.28 Agency Mortgage-Backed Securities Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 172000000.00 172000000.00 0.0570 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.005000% ZBUT11V806EZRVTWT807 0000782124 ARP0PTGD8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SP 785365 C 549300M8ZYFG0OCMTT87 2051-03-20 2.500000 9545984.00 9996710.36 Agency Mortgage-Backed Securities FEPC 03.000 CISB0199 2033-04-01 3.000000 350000.00 258652.56 Agency Mortgage-Backed Securities GNII JP 785276 M 549300M8ZYFG0OCMTT87 2035-12-20 3.000000 22099840.00 22733693.68 Agency Mortgage-Backed Securities GNII SP 785218 C 549300M8ZYFG0OCMTT87 2050-12-20 2.000000 100000.00 100090.61 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4637 2045-11-01 3.000000 4331000.00 1599833.85 Agency Mortgage-Backed Securities GNII SP 785312 C 549300M8ZYFG0OCMTT87 2051-02-20 2.500000 12077584.00 12485222.59 Agency Mortgage-Backed Securities GNII SF BH6406 C 549300M8ZYFG0OCMTT87 2034-04-20 4.500000 1718180.00 1220290.14 Agency Mortgage-Backed Securities FEPC 03.500 CIZS8530 2029-06-01 3.500000 50000.00 12091.27 Agency Mortgage-Backed Securities FEPC 05.000 CTZS8779 2025-07-01 5.000000 57125568.00 852799.77 Agency Mortgage-Backed Securities GNMI SP 783571 X 549300M8ZYFG0OCMTT87 2033-12-15 5.000000 100000.00 14749.10 Agency Mortgage-Backed Securities GNMI SP 783276 X 549300M8ZYFG0OCMTT87 2041-03-15 4.500000 187274.00 18222.18 Agency Mortgage-Backed Securities FEPC 03.500 CIZK2911 2026-01-01 3.500000 11756900.00 1075802.10 Agency Mortgage-Backed Securities 06.000 FGPC C90958 G 2026-03-01 6.000000 301997.00 5688.28 Agency Mortgage-Backed Securities GNMI SP 784363 X 549300M8ZYFG0OCMTT87 2047-08-15 4.500000 198514.00 96153.54 Agency Mortgage-Backed Securities Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 49000000.00 49000000.00 0.0162 N Y Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 0.005000% 549300QJJX6CVVUXLE15 0001317808 ARP0PTGS5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-11-15 1.625000 200.00 168.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 200.00 257.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 5.500000 5493400.00 7101346.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-10-31 2.875000 7900.00 8528.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 2.875000 2791600.00 3089263.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-31 0.375000 100.00 97.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-15 0.125000 100.00 99.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-11-15 4.375000 74200.00 100504.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-03-15 0.250000 1943000.00 1938647.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 0.750000 300.00 297.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-03-31 1.250000 800.00 792.50 U.S. Treasuries (including strips) Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 12000000.00 12000000.00 0.0040 N Y Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.005000% ES7IP3U3RHIGC71XBU11 0000352613 ARP0PTH96 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.500 CLFM3971 B1V7KEBTPIMZEU4LTD58 2050-04-01 3.500000 5751168.00 5056466.39 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3755 2042-09-01 3.500000 4978835.00 1832848.28 Agency Mortgage-Backed Securities FNMS 03.000 CLBK0640 B1V7KEBTPIMZEU4LTD58 2050-02-01 3.000000 13818179.00 13008640.29 Agency Mortgage-Backed Securities 04.000 FGPC Q48249 G 2047-05-01 4.000000 17474942.00 11298471.23 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0092 B1V7KEBTPIMZEU4LTD58 2056-06-01 3.500000 28666400.00 20872722.30 Agency Mortgage-Backed Securities 04.000 FGPC V84126 G 2048-05-01 4.000000 47481034.00 21844177.91 Agency Mortgage-Backed Securities 04.500 FGPC V84154 G 2048-04-01 4.500000 44586774.00 20534894.48 Agency Mortgage-Backed Securities 04.500 FGPC V85433 G 2049-04-01 4.500000 33312512.00 21941795.62 Agency Mortgage-Backed Securities Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 113000000.00 113000000.00 0.0374 N Y Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 0.005000% 549300QJJX6CVVUXLE15 0001317808 ARP0PTHB1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEPC 02.500 CLQB5566 2050-11-01 2.500000 28584.00 28709.37 Agency Mortgage-Backed Securities GNII SF MA5397 M 549300M8ZYFG0OCMTT87 2048-05-20 3.500000 23828792.00 9566451.93 Agency Mortgage-Backed Securities GNII SF MA6818 M 549300M8ZYFG0OCMTT87 2050-08-20 2.000000 1886.00 1850.15 Agency Mortgage-Backed Securities GNII SF MA6475 M 549300M8ZYFG0OCMTT87 2050-02-20 3.500000 22464427.00 13517971.99 Agency Mortgage-Backed Securities FNMS 03.500 CLBQ5368 B1V7KEBTPIMZEU4LTD58 2050-10-01 3.500000 1000.00 1080.33 Agency Mortgage-Backed Securities GNII SP 783521 M 549300M8ZYFG0OCMTT87 2041-11-20 4.000000 87659313.00 10696485.69 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4281 B1V7KEBTPIMZEU4LTD58 2051-03-01 2.000000 1000.00 996.71 Agency Mortgage-Backed Securities GNMI SP 783056 X 549300M8ZYFG0OCMTT87 2040-08-15 5.000000 1365.00 78.17 Agency Mortgage-Backed Securities GNII SF MA7135 M 549300M8ZYFG0OCMTT87 2051-01-20 2.000000 1241000.00 1246465.11 Agency Mortgage-Backed Securities GNII SP 783656 M 549300M8ZYFG0OCMTT87 2042-05-20 4.000000 7173621.00 997966.13 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3686 B1V7KEBTPIMZEU4LTD58 2049-06-01 3.500000 1709.00 567.36 Agency Mortgage-Backed Securities GNMI SP 782722 X 549300M8ZYFG0OCMTT87 2039-06-15 4.500000 1452.00 88.10 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-27 0.00 7131500.00 7131286.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 1.875000 100.00 93.45 U.S. Treasuries (including strips) Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 42000000.00 42000000.00 0.0139 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.170000% VYVVCKR63DVZZN70PB21 0001224385 ARP0PTHH8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SKY PLC SR 144A NT 24 2138003TS48MQKF4BZ29 2024-09-16 3.750000 2827000.00 3111250.14 Corporate Debt Securities ILLINOIS TOOL WKS INC SR NT 3.375%21 76NA4I14SZCFAYMNSV04 2021-09-15 3.375000 39000.00 39308.10 Corporate Debt Securities Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0017 3000000.00 3000000.00 0.0010 N Y Y N RBC CAPITAL MARKETS LLC RBC CAPITAL MARKETS LLC 0.150000% 549300LCO2FLSSVFFR64 0000050916 ARP0PTHW5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ABBOTT LABORATORIES SR NT 5.3%40 HQD377W2YR662HK5JX27 2040-05-27 5.300000 4701000.00 6288882.89 Corporate Debt Securities ALBEMARLE CORP SR GLBL NT 44 HDBLS2Q6GV1LSKQPBS54 2044-12-01 5.450000 905000.00 1062267.88 Corporate Debt Securities Y 2021-04-07 2021-04-07 2021-04-07 N N N 0.0015 7000000.00 7000000.00 0.0023 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 0.010000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0PTKU5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 26600.00 25957.18 U.S. Treasuries (including strips) Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 25428.00 25428.00 0.0000 N Y Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.070000% ES7IP3U3RHIGC71XBU11 0000352613 ATD13ARB2 Non-Negotiable Time Deposit Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0007 60000000.00 60000000.00 0.0199 N Y Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.090000% JHE42UYNWWTJB8YTTU19 0000859994 ATD13ARC0 Non-Negotiable Time Deposit Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0009 32000000.00 32000000.00 0.0106 N Y Y N NRW BANK NRW BANK 0.070000% 52990002O5KK6XOGJ020 ATD13ARE6 Non-Negotiable Time Deposit Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0007 45000000.00 45000000.00 0.0149 N Y Y N ABN AMRO BANK NV ABN AMRO BANK NV 0.080000% BFXS5XCH7N0Y05NIXW11 0001245022 ATD13ARH9 Non-Negotiable Time Deposit Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0008 22000000.00 22000000.00 0.0073 N Y Y N ING Bank NV ING BANK NV 0.080000% 3TK20IVIUJ8J3ZU0QE75 0000319432 ATD13CAT7 Non-Negotiable Time Deposit Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0008 13000000.00 13000000.00 0.0043 N Y Y N DBS BANK LTD (SINGAPORE BRANCH) DBS BANK LTD (SINGAPORE BRANCH) 0.090000% ATUEL7OJR5057F2PV266 0000882617 ATD13CAW0 Non-Negotiable Time Deposit Y 2021-04-05 2021-04-05 2021-04-05 N N N 0.0009 22000000.00 22000000.00 0.0073 N N Y N ABN AMRO BANK NV ABN AMRO BANK NV 0.080000% BFXS5XCH7N0Y05NIXW11 0001245022 ATD13D348 Non-Negotiable Time Deposit Y 2021-04-06 2021-04-06 2021-04-06 N N N 0.0008 23000000.00 23000000.00 0.0076 N N Y N ING Bank NV ING BANK NV 0.080000% 3TK20IVIUJ8J3ZU0QE75 0000319432 ATD13D371 Non-Negotiable Time Deposit Y 2021-04-06 2021-04-06 2021-04-06 N N N 0.0008 16000000.00 16000000.00 0.0053 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.090000% JHE42UYNWWTJB8YTTU19 0000859994 ATD13D3B2 Non-Negotiable Time Deposit Y 2021-04-06 2021-04-06 2021-04-06 N N N 0.0009 1000000.00 1000000.00 0.0003 N N Y N CREDIT INDUSTRIEL ET COMMERCIAL CREDIT INDUSTRIEL ET COMMERCIAL 0.100000% N4JDFKKH2FTD8RKFXO39 0001274419 ATD13D3D8 Non-Negotiable Time Deposit Y 2021-04-06 2021-04-06 2021-04-06 N N N 0.0010 30000000.00 30000000.00 0.0099 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.090000% JHE42UYNWWTJB8YTTU19 0000859994 ATD13DTD0 Non-Negotiable Time Deposit Y 2021-04-07 2021-04-07 2021-04-07 N N N 0.0009 50000000.00 50000000.00 0.0166 N N Y N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 0.060000% BSGEFEIOM18Y80CKCV46 0000926171 ATD13DTE8 Non-Negotiable Time Deposit Y 2021-04-07 2021-04-07 2021-04-07 N N N 0.0006 9000000.00 9000000.00 0.0030 N N Y N DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.020000% 5493005PGG4HB3CD7345 0001694217 ATD13DTH1 Non-Negotiable Time Deposit Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0002 5000000.00 5000000.00 0.0017 N Y Y N NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.010000% F8SB4JFBSYQFRQEH3Z21 0000833029 ATD13DTP3 Non-Negotiable Time Deposit Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 28000000.00 28000000.00 0.0093 N Y Y N The Charles Schwab Family of Funds 2021-04-07 Mark Fischer Mark Fischer Chief Financial Officer