0001145549-22-075689.txt : 20221207 0001145549-22-075689.hdr.sgml : 20221207 20221207144643 ACCESSION NUMBER: 0001145549-22-075689 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221130 FILED AS OF DATE: 20221207 DATE AS OF CHANGE: 20221207 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: 221450000 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 2022-11-30 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. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Prime N 13 47 1644067132.75 1812768556.74 1790591282.23 1838319804.77 2553903391.22 2603678697.45 2646890525.40 2711944757.53 0.00 0.3732 0.4030 0.3919 0.3951 0.5797 0.5788 0.5793 0.5829 0.0000 145000000.93 4440319729.47 253467474.00 7106066.82 13185674.46 4579240122.76 4578231650.4800 0.0000 0.0410 1.0000 1.0001 1.0001 1.0002 0.0000 C000164902 1000000.00 4579240122.76 4578231650.4800 1.0000 1.0001 1.0001 1.0002 0.0000 179931603.29 152011958.00 171125357.83 56982110.80 251355076.15 167514992.66 176030500.09 98484955.81 0.00 0.00 817100457.12 531214975.29 0.0410 Y Investment Advisor and its affiliates Contractual 39,164 ANTALIS SA ANTALIS SA 0.000000% 03664BM78 549300G2LM2ZKZ0X4Y50 US03664BM789 Asset Backed Commercial Paper Y 2022-12-07 2022-12-07 2022-12-07 N Y Societe Generale SA 1.0000 N 0.0392 1998477.50 1998477.50 0.0004 N N Y N ANTALIS SA ANTALIS SA 0.000000% 03664BQ33 549300G2LM2ZKZ0X4Y50 US03664BQ335 Asset Backed Commercial Paper Y 2023-03-03 2023-03-03 2023-03-03 N Y Societe Generale SA 1.0000 N 0.0475 7605494.67 7605494.67 0.0017 N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.440000% 05253MSU9 JHE42UYNWWTJB8YTTU19 US05253MSU98 Financial Company Commercial Paper Y 2022-12-01 2023-05-08 2023-05-08 N N N 0.0437 10003160.30 10003160.30 0.0022 N N N N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 4.340000% 05586FAD9 R0MUWSFPU8MPRO8K5P83 US05586FAD96 Certificate of Deposit Y 2022-12-01 2023-04-11 2023-04-11 N N N 0.0427 15003660.00 15003660.00 0.0033 N N N N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 4.480000% 05586FDR5 R0MUWSFPU8MPRO8K5P83 US05586FDR55 Certificate of Deposit Y 2022-12-01 2023-06-01 2023-06-01 N N N 0.0433 6004467.42 6004467.42 0.0013 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 4.390000% 06050TNE8 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2022-12-01 2023-10-06 2023-10-06 N N N 0.0455 14999741.70 14999741.70 0.0033 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 4.270000% 06054CAX3 549300HN4UKV1E2R3U73 0001675365 Financial Company Commercial Paper Y 2022-12-01 2023-02-10 2023-02-10 N N N 0.0421 10001165.40 10001165.40 0.0022 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 4.270000% 06054CAZ8 549300HN4UKV1E2R3U73 0001675365 Financial Company Commercial Paper Y 2022-12-01 2023-02-23 2023-02-23 N N N 0.0423 4000347.56 4000347.56 0.0009 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 4.210000% 06054R3U4 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2022-12-01 2022-12-05 2022-12-05 N N N 0.0405 4000055.16 4000055.16 0.0009 N N Y N BANK OF AMERICA NA BANK OF AMERICA NA 4.310000% 06054R4A7 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2022-12-01 2023-01-05 2023-01-05 N N N 0.0425 22001463.66 22001463.66 0.0048 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.250000% 06054R4G4 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2023-05-16 2023-05-16 2023-05-16 N N N 0.0538 4996726.70 4996726.70 0.0011 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.350000% 06054R4T6 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2023-06-09 2023-06-09 2023-06-09 N N N 0.0545 24985113.25 24985113.25 0.0055 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 4.280000% 06417LSS7 L3I9ZG2KFGXZ61BMYR72 US06417LSS78 0001041839 Financial Company Commercial Paper Y 2022-12-01 2023-03-17 2023-03-17 N N N 0.0423 3000459.66 3000459.66 0.0007 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 4.530000% 06417LTK3 L3I9ZG2KFGXZ61BMYR72 US06417LTK34 0001041839 Financial Company Commercial Paper Y 2022-12-01 2023-07-19 2023-07-19 N N N 0.0444 15007855.80 15007855.80 0.0033 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.310000% 06417MD77 L3I9ZG2KFGXZ61BMYR72 US06417MD777 Certificate of Deposit Y 2022-12-01 2023-03-16 2023-03-16 N N N 0.0422 21005271.63 21005271.63 0.0046 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.310000% 06417ME76 L3I9ZG2KFGXZ61BMYR72 US06417ME767 Certificate of Deposit Y 2022-12-01 2023-05-25 2023-05-25 N N N 0.0437 1999439.00 1999439.00 0.0004 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.280000% 06417MF26 L3I9ZG2KFGXZ61BMYR72 US06417MF269 Certificate of Deposit Y 2022-12-01 2023-06-06 2023-06-06 N N N 0.0438 1998981.06 1998981.06 0.0004 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.360000% 06417MWV3 L3I9ZG2KFGXZ61BMYR72 Certificate of Deposit Y 2022-12-01 2022-12-23 2022-12-23 N N N 0.0394 9002232.27 9002232.27 0.0020 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.210000% 06417MXF7 L3I9ZG2KFGXZ61BMYR72 Certificate of Deposit Y 2022-12-01 2023-01-09 2023-01-09 N N N 0.0403 8501483.51 8501483.51 0.0019 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.320000% 06417MZF5 L3I9ZG2KFGXZ61BMYR72 Certificate of Deposit Y 2022-12-01 2023-03-16 2023-03-16 N N N 0.0422 4801309.20 4801309.20 0.0010 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.310000% 06417MZH1 L3I9ZG2KFGXZ61BMYR72 Certificate of Deposit Y 2022-12-01 2023-03-13 2023-03-13 N N N 0.0421 3000816.99 3000816.99 0.0007 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.320000% 06417MZL2 L3I9ZG2KFGXZ61BMYR72 US06417MZL26 Certificate of Deposit Y 2022-12-01 2023-03-24 2023-03-24 N N N 0.0425 23004578.15 23004578.15 0.0050 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 4.800000% 06742T2H8 G5GSEF7VJP5I7OUK5573 US06742T2H84 Certificate of Deposit Y 2023-02-10 2023-02-10 2023-02-10 N N N 0.0448 2001202.44 2001202.44 0.0004 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 4.700000% 06742T2U9 G5GSEF7VJP5I7OUK5573 US06742T2U95 Certificate of Deposit Y 2023-03-13 2023-03-13 2023-03-13 N N N 0.0468 5000208.60 5000208.60 0.0011 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 4.240000% 06742TQ82 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0387 6000061.14 6000061.14 0.0013 N Y Y N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 4.370000% 06742TW51 G5GSEF7VJP5I7OUK5573 US06742TW518 Certificate of Deposit Y 2022-12-01 2023-02-10 2023-02-10 N N N 0.0421 17005693.47 17005693.47 0.0037 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 4.370000% 06742TW93 G5GSEF7VJP5I7OUK5573 US06742TW930 Certificate of Deposit Y 2022-12-01 2023-02-13 2023-02-13 N N N 0.0422 3001015.68 3001015.68 0.0007 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 4.190000% 06742TY67 G5GSEF7VJP5I7OUK5573 US06742TY670 Certificate of Deposit Y 2022-12-01 2023-03-08 2023-03-08 N N N 0.0428 7998355.68 7998355.68 0.0017 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 4.150000% 06742TZ41 G5GSEF7VJP5I7OUK5573 US06742TZ412 Certificate of Deposit Y 2022-12-01 2023-03-22 2023-03-22 N N N 0.0434 1998915.80 1998915.80 0.0004 N N N N BARCLAYS BANK UK PLC BARCLAYS BANK UK PLC 0.000000% 06744RM21 213800UUGANOMFJ9X769 US06744RM212 Financial Company Commercial Paper Y 2022-12-02 2022-12-02 2022-12-02 N N N 0.0377 10997698.58 10997698.58 0.0024 N N Y N BARCLAYS BANK UK PLC BARCLAYS BANK UK PLC 0.000000% 06744RM54 213800UUGANOMFJ9X769 US06744RM543 Financial Company Commercial Paper Y 2022-12-05 2022-12-05 2022-12-05 N N N 0.0381 1998941.38 1998941.38 0.0004 N N Y N BARCLAYS BANK UK PLC BARCLAYS BANK UK PLC 0.000000% 06744RM62 213800UUGANOMFJ9X769 US06744RM626 Financial Company Commercial Paper Y 2022-12-06 2022-12-06 2022-12-06 N N N 0.0383 10992983.87 10992983.87 0.0024 N N Y N BARCLAYS BANK UK PLC BARCLAYS BANK UK PLC 0.000000% 06744RM70 213800UUGANOMFJ9X769 US06744RM709 Financial Company Commercial Paper Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0384 15988047.04 15988047.04 0.0035 N N Y N BAYERISCHE LANDESBANK (NEW YORK BRANCH) BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000% 07274MM51 VDYMYTQGZZ6DU0912C88 US07274MM517 Financial Company Commercial Paper Y 2022-12-05 2022-12-05 2022-12-05 N N N 0.0380 16991027.74 16991027.74 0.0037 N N Y N BAYERISCHE LANDESBANK (NEW YORK BRANCH) BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000% 07274MM77 VDYMYTQGZZ6DU0912C88 US07274MM772 Financial Company Commercial Paper Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0382 27979191.24 27979191.24 0.0061 N N Y N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BQF2 5493000JWH1Z48FX0180 US07644BQF21 Asset Backed Commercial Paper Y 2023-03-15 2023-03-15 2023-03-15 N Y Royal Bank of Canada 1.0000 N 0.0476 9861166.70 9861166.70 0.0022 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 4.350000% 07644DLV8 5493000JWH1Z48FX0180 US07644DLV81 Asset Backed Commercial Paper Y 2022-12-01 2023-03-24 2023-03-24 N Y Royal Bank of Canada 1.0000 N 0.0429 9001676.97 9001676.97 0.0020 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 4.210000% 07645RDF0 5493000JWH1Z48FX0180 US07645RDF01 Asset Backed Commercial Paper Y 2022-12-01 2023-03-08 2023-03-08 N Y Royal Bank of Canada 1.0000 N 0.0419 5000204.25 5000204.25 0.0011 N N N N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MM76 549300PGDCWK6DU9QM65 US08224MM768 Asset Backed Commercial Paper Y 2022-12-07 2022-12-07 2022-12-07 N Y Societe Generale SA 1.0000 N 0.0384 5995525.86 5995525.86 0.0013 N N Y N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MNP5 549300PGDCWK6DU9QM65 US08224MNP58 Asset Backed Commercial Paper Y 2023-01-23 2023-01-23 2023-01-23 N Y Societe Generale SA 1.0000 N 0.0436 1986917.00 1986917.00 0.0004 N N N N BRECKENRIDGE TERRACE, LLC HOUSING FACILITIES REVENUE NOTES SERIES 1999B 4.110000% 106538AB7 US106538AB78 Variable Rate Demand Note Y 2022-12-07 2022-12-07 2039-05-01 Y Bank of America NA 1.0000 7 N N N 0.0411 1000000.00 1000000.00 0.0002 N N Y N CAFCO LLC CAFCO LLC 0.000000% 1247P3M17 8O46YQAGJ63WE5QHIG35 US1247P3M176 Asset Backed Commercial Paper Y 2022-12-01 2022-12-01 2022-12-01 N Y Citibank NA 1.0000 N 0.0382 999893.94 999893.94 0.0002 N Y Y N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619UM16 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y 2022-12-01 2022-12-01 2022-12-01 N Y Citibank NA 1.0000 N 0.0382 1999787.88 1999787.88 0.0004 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.920000% 13606KJM9 549300H8L46OOZOFHU82 US13606KJM99 0000800030 Certificate of Deposit Y 2022-12-20 2022-12-20 2022-12-20 N N N 0.0389 11993171.88 11993171.88 0.0026 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.470000% 13606KLL8 549300H8L46OOZOFHU82 US13606KLL88 0000800030 Certificate of Deposit Y 2022-12-01 2023-05-02 2023-05-02 N N N 0.0427 16013171.52 16013171.52 0.0035 N N N N CELLMARK, INC TAXABLE NOTES SERIES 2018A 3.880000% 15118CAA8 549300JWG1LWHVNYN325 US15118CAA80 Variable Rate Demand Note Y 2022-12-07 2022-12-07 2038-06-01 Y Swedbank AB 1.0000 7 N N N 0.0388 2000000.00 2000000.00 0.0004 N N Y N CHARTA LLC CHARTA LLC 0.000000% 16115WM12 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2022-12-01 2022-12-01 2022-12-01 N Y Citibank NA 1.0000 N 0.0382 999893.94 999893.94 0.0002 N Y Y N CHARTA LLC CHARTA LLC 0.000000% 16115WP35 5493000FNFK79LCM6M65 US16115WP356 Asset Backed Commercial Paper Y 2023-02-03 2023-02-03 2023-02-03 N Y Citibank NA 1.0000 N 0.0441 4960214.60 4960214.60 0.0011 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115WQ18 5493000FNFK79LCM6M65 US16115WQ180 Asset Backed Commercial Paper Y 2023-03-01 2023-03-01 2023-03-01 N Y Citibank NA 1.0000 N 0.0467 1976380.44 1976380.44 0.0004 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115WQG5 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2023-03-16 2023-03-16 2023-03-16 N Y Citibank NA 1.0000 N 0.0478 4929671.95 4929671.95 0.0011 N N N N CITIBANK NA CITIBANK NA 3.020000% 17305T3H3 E57ODZWZ7FF32TWEFA76 US17305T3H37 0000036684 Certificate of Deposit Y 2023-01-03 2023-01-03 2023-01-03 N N N 0.0419 4994262.65 4994262.65 0.0011 N N N N CITIBANK NA CITIBANK NA 3.600000% 17305T5J7 E57ODZWZ7FF32TWEFA76 US17305T5J74 0000036684 Certificate of Deposit Y 2023-02-07 2023-02-07 2023-02-07 N N N 0.0465 9978882.10 9978882.10 0.0022 N N N N CITIBANK NA CITIBANK NA 4.400000% 17305T7C0 E57ODZWZ7FF32TWEFA76 US17305T7C04 0000036684 Certificate of Deposit Y 2022-12-01 2023-09-25 2023-09-25 N N N 0.0452 19982706.60 19982706.60 0.0044 N N N N CITIBANK NA CITIBANK NA 4.300000% 17305T7K2 E57ODZWZ7FF32TWEFA76 US17305T7K20 0000036684 Certificate of Deposit Y 2022-12-01 2023-06-21 2023-06-21 N N N 0.0454 7989618.88 7989618.88 0.0017 N N N N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 4.300000% 1730QPAQ0 MBNUM2BPBDO7JBLYG310 US1730QPAQ06 0000315030 Financial Company Commercial Paper Y 2022-12-01 2023-04-11 2023-04-11 N N N 0.0435 14997989.85 14997989.85 0.0033 N N N N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 4.550000% 1730QPAT4 MBNUM2BPBDO7JBLYG310 US1730QPAT45 0000315030 Financial Company Commercial Paper Y 2022-12-01 2023-05-01 2023-05-01 N N N 0.0438 5003712.95 5003712.95 0.0011 N N N N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 0.000000% 17327BS97 MBNUM2BPBDO7JBLYG310 0000315030 Financial Company Commercial Paper Y 2023-05-09 2023-05-09 2023-05-09 N N N 0.0517 9770444.40 9770444.40 0.0021 N N N N CITIBANK NA CITIBANK NA 3.940000% 17330QAX5 E57ODZWZ7FF32TWEFA76 US17330QAX51 0000036684 Certificate of Deposit Y 2022-12-22 2022-12-22 2022-12-22 N N N 0.0403 14998936.20 14998936.20 0.0033 N N N N CITIBANK NA CITIBANK NA 4.530000% 17330QBP1 E57ODZWZ7FF32TWEFA76 US17330QBP19 0000036684 Certificate of Deposit Y 2022-12-01 2023-05-04 2023-05-04 N N N 0.0440 5003078.70 5003078.70 0.0011 N N N N CITIBANK NA CITIBANK NA 4.580000% 17330QBS5 E57ODZWZ7FF32TWEFA76 US17330QBS57 0000036684 Certificate of Deposit Y 2022-12-01 2023-05-24 2023-05-24 N N N 0.0450 20009068.40 20009068.40 0.0044 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.250000% 19424G5J7 549300ZLXI3T111CH173 Asset Backed Commercial Paper Y 2022-12-01 2022-12-12 2022-12-12 N Y JP Morgan Securities LLC 1.0000 N 0.0390 5000577.15 5000577.15 0.0011 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.260000% 19424G5M0 549300ZLXI3T111CH173 Asset Backed Commercial Paper Y 2022-12-01 2022-12-06 2022-12-06 N Y JP Morgan Securities LLC 1.0000 N 0.0387 6000383.82 6000383.82 0.0013 N N Y N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.250000% 19424G5P3 549300ZLXI3T111CH173 Asset Backed Commercial Paper Y 2022-12-01 2022-12-14 2022-12-14 N Y JP Morgan Securities LLC 1.0000 N 0.0391 10001311.10 10001311.10 0.0022 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.350000% 19424G5U2 549300ZLXI3T111CH173 US19424G5U24 Asset Backed Commercial Paper Y 2022-12-01 2023-01-17 2023-01-17 N Y JP Morgan Securities LLC 1.0000 N 0.0403 15006249.15 15006249.15 0.0033 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.210000% 19424G6E7 549300ZLXI3T111CH173 US19424G6E72 Asset Backed Commercial Paper Y 2022-12-01 2023-03-01 2023-03-01 N Y JP Morgan Securities LLC 1.0000 N 0.0418 10000824.50 10000824.50 0.0022 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.260000% 19424G6R8 549300ZLXI3T111CH173 US19424G6R85 Asset Backed Commercial Paper Y 2022-12-01 2023-04-05 2023-04-05 N Y JP Morgan Securities LLC 1.0000 N 0.0439 27987523.48 27987523.48 0.0061 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000% 19424JQ90 549300ZLXI3T111CH173 US19424JQ909 Asset Backed Commercial Paper Y 2023-03-09 2023-03-09 2023-03-09 N Y JP Morgan Securities LLC 1.0000 N 0.0480 6907677.00 6907677.00 0.0015 N N N N Connecticut Development Auth RB (BRADLEY AIRPORT HOTEL) SERIES 2006B 4.340000% 207565AB8 US207565AB88 Variable Rate Demand Note Y 2022-12-07 2022-12-07 2028-12-01 Y TD Bank NA 1.0000 7 N N N 0.0434 3980000.00 3980000.00 0.0009 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.100000% 22536AC44 254900BN8XS34XZDJ223 US22536AC441 0001330437 Certificate of Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0383 799882.29 799882.29 0.0002 N N Y N ERSTE FINANCE (DELAWARE) LLC ERSTE FINANCE (DELAWARE) LLC 0.000000% 2960E3M16 US2960E3M164 Financial Company Commercial Paper Y 2022-12-01 2022-12-01 2022-12-01 N Y ERSTE GROUP BANK AG 1.0000 N 0.0384 8999040.24 8999040.24 0.0020 N Y Y N ERSTE FINANCE (DELAWARE) LLC ERSTE FINANCE (DELAWARE) LLC 0.000000% 2960E3M57 US2960E3M578 Financial Company Commercial Paper Y 2022-12-05 2022-12-05 2022-12-05 N Y ERSTE GROUP BANK AG 1.0000 N 0.0386 20988753.24 20988753.24 0.0046 N N Y N FEDERATION DES CAISSES DESJARDINS DU QUEBEC FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000% 31428GSA2 549300B2Q47IR0CR5B54 Financial Company Commercial Paper Y 2023-05-10 2023-05-10 2023-05-10 N N N 0.0499 4888485.15 4888485.15 0.0011 N N N N GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.000000% 38346MP16 549300Z2ZR7VTUMRPR17 US38346MP162 Asset Backed Commercial Paper Y 2023-02-01 2023-02-01 2023-02-01 N Y MUFG BANK LTD 1.0000 N 0.0448 1984323.50 1984323.50 0.0004 N N N N GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.000000% 38346MP73 549300Z2ZR7VTUMRPR17 US38346MP733 Asset Backed Commercial Paper Y 2023-02-07 2023-02-07 2023-02-07 N Y MUFG BANK LTD 1.0000 N 0.0455 1982569.84 1982569.84 0.0004 N N N N GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.000000% 38346MQ72 549300Z2ZR7VTUMRPR17 US38346MQ723 Asset Backed Commercial Paper Y 2023-03-07 2023-03-07 2023-03-07 N Y MUFG BANK LTD 1.0000 N 0.0483 1973977.06 1973977.06 0.0004 N N N N HARTFORD HEALTHCARE CORP TAXABLE BONDS SERIES C 3.860000% 41652PAA7 549300W3L482NUDOFF24 US41652PAA75 Variable Rate Demand Note Y 2022-12-07 2022-12-07 2049-07-01 Y JPMorgan Chase Bank NA 1.0000 7 N N N 0.0386 1000000.00 1000000.00 0.0002 N N Y N Illinois Housing Development Auth HOUSING BONDS SERIES 2017A2 3.850000% 45201LA21 54930053Z6M9JVHBQZ16 US45201LA214 Variable Rate Demand Note Y 2022-12-07 2022-12-07 2048-07-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 Y N N 0.0385 1000000.00 1000000.00 0.0002 N N Y N J MACE MEEKS 2022 INSURANCE TRUST TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 3.880000% 46593GAA8 US46593GAA85 Variable Rate Demand Note Y 2022-12-07 2022-12-07 2072-05-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0388 4970000.00 4970000.00 0.0011 N N Y N LABCON NORTH AMERICA TAXABLE BONDS SERIES 2010 3.850000% 50537AAA2 US50537AAA25 Variable Rate Demand Note Y 2022-12-07 2022-12-07 2040-01-01 Y Bank of the West 1.0000 7 N N N 0.0385 985000.00 985000.00 0.0002 N N Y N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 3.830000% 51500V5M7 ZUHK7JXNDU6FLQ1O6482 US51500V5M78 Certificate of Deposit Y 2022-12-05 2022-12-05 2022-12-05 N N N 0.0381 3000006.33 3000006.33 0.0007 N N Y N LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.830000% 51501J6E0 B81CK4ESI35472RHJ606 US51501J6E05 Certificate of Deposit Y 2022-12-06 2022-12-06 2022-12-06 N N N 0.0386 17999923.86 17999923.86 0.0039 N N Y N LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.830000% 51501J6F7 B81CK4ESI35472RHJ606 Certificate of Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0379 27000189.00 27000189.00 0.0059 N N Y N LEGACY CAPITAL COMPANY LLC LEGACY CAPITAL COMPANY LLC 4.490000% 52473GBY8 549300R17K287CL1GQ68 US52473GBY89 Asset Backed Commercial Paper Y 2022-12-01 2023-02-16 2023-02-16 N Y MACQUARIE BANK LTD 1.0000 N 0.0430 6001406.64 6001406.64 0.0013 N N N N LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 0.000000% 53127UP12 549300F33VRHM10B9391 US53127UP128 Asset Backed Commercial Paper Y 2023-02-01 2023-02-01 2023-02-01 N Y Bank of Nova Scotia 1.0000 N 0.0443 3968983.00 3968983.00 0.0009 N N N N LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 0.000000% 53127UP79 549300F33VRHM10B9391 US53127UP797 Asset Backed Commercial Paper Y 2023-02-07 2023-02-07 2023-02-07 N Y Bank of Nova Scotia 1.0000 N 0.0448 1982815.16 1982815.16 0.0004 N N N N LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 0.000000% 53127UPD6 549300F33VRHM10B9391 US53127UPD62 Asset Backed Commercial Paper Y 2023-02-13 2023-02-13 2023-02-13 N Y Bank of Nova Scotia 1.0000 N 0.0454 4952760.40 4952760.40 0.0011 N N N N LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 0.000000% 53127UPM6 549300F33VRHM10B9391 US53127UPM61 Asset Backed Commercial Paper Y 2023-02-21 2023-02-21 2023-02-21 N Y Bank of Nova Scotia 1.0000 N 0.0460 3957540.88 3957540.88 0.0009 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RM54 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y 2022-12-05 2022-12-05 2022-12-05 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0382 999469.17 999469.17 0.0002 N N Y N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RNX2 969500DWS97CYSHCPT49 US53944RNX25 Asset Backed Commercial Paper Y 2023-01-31 2023-01-31 2023-01-31 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0441 1786325.90 1786325.90 0.0004 N N N N LLOYDS BANK PLC LLOYDS BANK PLC 4.250000% 53946BFT3 H7FNTJ4851HG0EXQ1Z70 US53946BFT35 0001167831 Financial Company Commercial Paper Y 2022-12-01 2023-01-24 2023-01-24 N N N 0.0413 56009607.92 56009607.92 0.0122 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.350000% 55380T4S6 C3GTMMZIHMY46P4OIX74 US55380T4S62 0000852743 Certificate of Deposit Y 2022-12-01 2023-01-11 2023-01-11 N N N 0.0405 15005009.40 15005009.40 0.0033 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.360000% 55380T4Z0 C3GTMMZIHMY46P4OIX74 US55380T4Z06 0000852743 Certificate of Deposit Y 2022-12-01 2023-01-17 2023-01-17 N N N 0.0410 14004650.80 14004650.80 0.0031 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.240000% 55380UAF4 C3GTMMZIHMY46P4OIX74 US55380UAF49 0000852743 Certificate of Deposit Y 2022-12-01 2023-02-28 2023-02-28 N N N 0.0421 4000376.20 4000376.20 0.0009 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.230000% 55380UAS6 C3GTMMZIHMY46P4OIX74 US55380UAS69 0000852743 Certificate of Deposit Y 2022-12-01 2023-03-01 2023-03-01 N N N 0.0421 16001100.00 16001100.00 0.0035 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.300000% 55380UBZ9 C3GTMMZIHMY46P4OIX74 US55380UBZ93 0000852743 Certificate of Deposit Y 2022-12-01 2023-01-06 2023-01-06 N N N 0.0402 1000278.67 1000278.67 0.0002 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.380000% 55380UCG0 C3GTMMZIHMY46P4OIX74 US55380UCG04 0000852743 Certificate of Deposit Y 2022-12-01 2023-02-09 2023-02-09 N N N 0.0421 15004791.45 15004791.45 0.0033 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.490000% 55380UCV7 C3GTMMZIHMY46P4OIX74 US55380UCV70 0000852743 Certificate of Deposit Y 2022-12-01 2023-05-08 2023-05-08 N N N 0.0439 3001376.82 3001376.82 0.0007 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 5.160000% 55380UD53 C3GTMMZIHMY46P4OIX74 US55380UD531 0000852743 Certificate of Deposit Y 2023-05-15 2023-05-15 2023-05-15 N N N 0.0504 5002353.00 5002353.00 0.0011 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.410000% 55380UDD6 C3GTMMZIHMY46P4OIX74 US55380UDD63 0000852743 Certificate of Deposit Y 2022-12-01 2023-05-17 2023-05-17 N N N 0.0440 5000428.10 5000428.10 0.0011 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.400000% 55380UDJ3 C3GTMMZIHMY46P4OIX74 US55380UDJ34 0000852743 Certificate of Deposit Y 2022-12-01 2023-05-22 2023-05-22 N N N 0.0440 15000347.55 15000347.55 0.0033 N N N N MACQUARIE BANK LTD MACQUARIE BANK LTD 4.170000% 55607NNZ9 4ZHCHI4KYZG2WVRT8631 US55607NNZ95 Financial Company Commercial Paper Y 2022-12-01 2023-01-25 2023-01-25 N N N 0.0415 2000092.10 2000092.10 0.0004 N N N N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 4.240000% 56274WAV2 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2022-12-01 2022-12-01 2022-12-01 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0386 23000234.60 23000234.60 0.0050 N Y Y N Southern California Metropolitan Water District SUB WATER REFUNDING RB SERIES 2021A 3.850000% 59266TTK7 5493003GD0S0P56RLT45 US59266TTK78 Variable Rate Demand Note Y 2022-12-07 2022-12-07 2042-07-01 Y Bank of America NA 1.0000 7 Y N N 0.0385 24000000.00 24000000.00 0.0052 N N Y N Southern California Metropolitan Water District TAXABLE WATER REFUNDING RB SERIES 2022C2 3.810000% 59266TUV1 5493003GD0S0P56RLT45 US59266TUV15 Variable Rate Demand Note Y 2022-12-07 2022-12-07 2046-07-01 Y PNC BANK NATIONAL ASSOCIATION 1.0000 7 Y N N 0.0381 10000000.00 10000000.00 0.0022 N N Y N MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000% 60683CR37 JBONEPAGQXF4QP29B387 US60683CR372 0001462160 Financial Company Commercial Paper Y 2023-04-03 2023-04-03 2023-04-03 N N N 0.0471 983766.33 983766.33 0.0002 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.410000% 60683DAC3 JBONEPAGQXF4QP29B387 US60683DAC39 0001462160 Certificate of Deposit Y 2022-12-01 2023-01-31 2023-01-31 N N N 0.0416 10003914.30 10003914.30 0.0022 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.330000% 60683DAN9 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2022-12-01 2023-02-15 2023-02-15 N N N 0.0418 1000308.42 1000308.42 0.0002 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.310000% 60683DAV1 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2022-12-01 2023-03-01 2023-03-01 N N N 0.0419 2000557.74 2000557.74 0.0004 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.270000% 60683DBA6 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2022-12-01 2023-03-07 2023-03-07 N N N 0.0421 20003098.80 20003098.80 0.0044 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.610000% 60683DBY4 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2022-12-01 2023-05-01 2023-05-01 N N N 0.0438 11010213.50 11010213.50 0.0024 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 5.200000% 60683DCG2 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2023-05-08 2023-05-08 2023-05-08 N N N 0.0509 14005872.30 14005872.30 0.0031 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 5.270000% 60683DCQ0 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2023-05-31 2023-05-31 2023-05-31 N N N 0.0521 3000725.31 3000725.31 0.0007 N N N N MIZUHO BANK LTD (SINGAPORE BRANCH) MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000% 60689QP81 RB0PEZSDGCO3JS6CEU02 US60689QP811 Financial Company Commercial Paper Y 2023-02-08 2023-02-08 2023-02-08 N N N 0.0452 14868312.45 14868312.45 0.0032 N N N N MIZUHO BANK LTD (SINGAPORE BRANCH) MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000% 60689QP99 RB0PEZSDGCO3JS6CEU02 US60689QP993 Financial Company Commercial Paper Y 2023-02-09 2023-02-09 2023-02-09 N N N 0.0453 14865928.35 14865928.35 0.0032 N N N N MIZUHO BANK LTD (SINGAPORE BRANCH) MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000% 60689QPH1 RB0PEZSDGCO3JS6CEU02 US60689QPH10 Financial Company Commercial Paper Y 2023-02-17 2023-02-17 2023-02-17 N N N 0.0467 1979512.66 1979512.66 0.0004 N N N N MIZUHO BANK LTD (SINGAPORE BRANCH) MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000% 60689QPU2 RB0PEZSDGCO3JS6CEU02 US60689QPU21 Financial Company Commercial Paper Y 2023-02-28 2023-02-28 2023-02-28 N N N 0.0486 10866487.50 10866487.50 0.0024 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 4.800000% 60710R4C6 RB0PEZSDGCO3JS6CEU02 US60710R4C65 0001512734 Certificate of Deposit Y 2023-03-08 2023-03-08 2023-03-08 N N N 0.0478 7000254.66 7000254.66 0.0015 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 4.770000% 60710R4Q5 RB0PEZSDGCO3JS6CEU02 US60710R4Q51 0001512734 Certificate of Deposit Y 2023-03-13 2023-03-13 2023-03-13 N N N 0.0481 4999474.00 4999474.00 0.0011 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 4.300000% 60710RA47 RB0PEZSDGCO3JS6CEU02 US60710RA476 0001512734 Certificate of Deposit Y 2022-12-01 2023-01-25 2023-01-25 N N N 0.0406 1000391.57 1000391.57 0.0002 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 4.360000% 60710RE43 RB0PEZSDGCO3JS6CEU02 US60710RE437 0001512734 Certificate of Deposit Y 2022-12-01 2023-02-06 2023-02-06 N N N 0.0409 25013024.00 25013024.00 0.0055 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 4.050000% 60710RVU6 RB0PEZSDGCO3JS6CEU02 US60710RVU66 0001512734 Certificate of Deposit Y 2022-12-01 2023-01-06 2023-01-06 N N N 0.0397 5000457.10 5000457.10 0.0011 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 4.270000% 60710RX83 RB0PEZSDGCO3JS6CEU02 0001512734 Certificate of Deposit Y 2022-12-01 2023-02-23 2023-02-23 N N N 0.0411 2000771.10 2000771.10 0.0004 N N N N MUFG UNION BANK NA MUFG UNION BANK NA 3.080000% 62478UG42 OX3PU53ZLPQKJ4700D47 US62478UG420 0000016287 Certificate of Deposit Y 2022-12-05 2022-12-05 2022-12-05 N N N 0.0383 12998595.35 12998595.35 0.0028 N N Y N NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA BANK LTD 4.360000% 63254GUR4 F8SB4JFBSYQFRQEH3Z21 US63254GUR46 0000833029 Financial Company Commercial Paper Y 2022-12-01 2023-02-01 2023-02-01 N N N 0.0417 12004068.12 12004068.12 0.0026 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 4.360000% 63307NGX9 BSGEFEIOM18Y80CKCV46 US63307NGX93 0000926171 Financial Company Commercial Paper Y 2022-12-01 2023-01-19 2023-01-19 N N N 0.0408 13004996.68 13004996.68 0.0028 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 4.260000% 63307NHG5 BSGEFEIOM18Y80CKCV46 US63307NHG51 0000926171 Financial Company Commercial Paper Y 2022-12-01 2023-02-17 2023-02-17 N N N 0.0413 17004954.82 17004954.82 0.0037 N N N N NUVEEN PREFERRED & INCOME SECURITIES FUND TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.140000% 67072C881 1V4KW82TOLZ6S7J7N128 US67072C8819 Variable Rate Demand Note Y 2022-12-07 2022-12-07 2032-07-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0414 3000000.00 3000000.00 0.0007 N N Y N NUVEEN FLOATING RATE INCOME FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.140000% 67072T850 HJXCPP3KYE3BVU373P27 US67072T8505 Variable Rate Demand Note Y 2022-12-07 2022-12-07 2031-01-01 Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 7 N N N 0.0414 1000000.00 1000000.00 0.0002 N N Y N NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.010000% 67073B809 SQSNUOAGTXNFWCFS1I50 US67073B8090 Variable Rate Demand Note Y 2022-12-05 2022-12-05 2037-08-01 Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 5 N N N 0.0401 1500000.00 1500000.00 0.0003 N N Y N NUVEEN CREDIT STRATEGIES INCOME FUND TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.140000% 67073D854 W4CSTD4RDGQSJ4FOVO30 US67073D8544 Variable Rate Demand Note Y 2022-12-07 2022-12-07 2032-07-01 Y Societe Generale SA 1.0000 7 N N N 0.0414 1000000.00 1000000.00 0.0002 N N Y N NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.140000% 67074X305 N0WOEFO1WOMLJYH1PV29 US67074X3052 Variable Rate Demand Note Y 2022-12-07 2022-12-07 2029-11-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0414 5000000.00 5000000.00 0.0011 N N Y N NUVEEN VARIABLE RATE PREFERRED & INCOME FUND TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.140000% 67080R201 US67080R2013 Variable Rate Demand Note Y 2022-12-07 2022-12-07 2034-02-01 Y Toronto-Dominion Bank/The 1.0000 7 N N N 0.0414 1250000.00 1250000.00 0.0003 N N Y N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67983UP72 5493004QSN8OZAIU2J90 US67983UP722 Asset Backed Commercial Paper Y 2023-02-07 2023-02-07 2023-02-07 N Y Royal Bank of Canada 1.0000 N 0.0449 9913941.70 9913941.70 0.0022 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67983UQF3 5493004QSN8OZAIU2J90 US67983UQF39 Asset Backed Commercial Paper Y 2023-03-15 2023-03-15 2023-03-15 N Y Royal Bank of Canada 1.0000 N 0.0480 1972000.00 1972000.00 0.0004 N N N N OVERSEA-CHINESE BANKING CORPORATION LTD OVERSEA-CHINESE BANKING CORPORATION LTD 4.280000% 69033ML47 5493007O3QFXCPOGWK22 Financial Company Commercial Paper Y 2022-12-01 2022-12-23 2022-12-23 N N N 0.0394 20004071.80 20004071.80 0.0044 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.280000% 69033MN52 5493007O3QFXCPOGWK22 Certificate of Deposit Y 2022-12-01 2023-02-27 2023-02-27 N N N 0.0414 11904354.92 11904354.92 0.0026 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.240000% 69033MP35 5493007O3QFXCPOGWK22 Certificate of Deposit Y 2022-12-01 2022-12-06 2022-12-06 N N N 0.0387 999946.21 999946.21 0.0002 N N Y N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.200000% 69033MS57 5493007O3QFXCPOGWK22 US69033MS576 Certificate of Deposit Y 2022-12-01 2023-04-06 2023-04-06 N N N 0.0436 999353.96 999353.96 0.0002 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.510000% 69033MV61 5493007O3QFXCPOGWK22 US69033MV612 Certificate of Deposit Y 2022-12-01 2023-07-21 2023-07-21 N N N 0.0449 5000768.60 5000768.60 0.0011 N N N N PHILIP BRYAN WISE 2022 TRUST IRREVOCABLE TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 3.880000% 71816TAA9 US71816TAA97 Variable Rate Demand Note Y 2022-12-07 2022-12-07 2072-08-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0388 5410000.00 5410000.00 0.0012 N N Y N PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.000000% 71838MM56 HL3H1H2BGXWVG3BSWR90 US71838MM569 Non-Financial Company Commercial Paper Y 2022-12-05 2022-12-05 2022-12-05 N N N 0.0389 12992972.72 12992972.72 0.0028 N N Y N PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.000000% 71838MM64 HL3H1H2BGXWVG3BSWR90 US71838MM643 Non-Financial Company Commercial Paper Y 2022-12-06 2022-12-06 2022-12-06 N N N 0.0389 1998702.00 1998702.00 0.0004 N N Y N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 4.360000% 76582EGR0 US76582EGR09 Asset Backed Commercial Paper Y 2022-12-01 2023-02-01 2023-02-01 N Y BNP Paribas SA 1.0000 N 0.0415 10003324.90 10003324.90 0.0022 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KQ12 US76582KQ126 Asset Backed Commercial Paper Y 2023-03-01 2023-03-01 2023-03-01 N Y BNP Paribas SA 1.0000 N 0.0465 4941267.10 4941267.10 0.0011 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.290000% 78012U5P6 549300HXQQQCCUBS2Z23 Certificate of Deposit Y 2022-12-01 2023-05-04 2023-05-04 N N N 0.0436 21993204.20 21993204.20 0.0048 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.310000% 78012U6G5 549300HXQQQCCUBS2Z23 Certificate of Deposit Y 2022-12-01 2023-03-06 2023-03-06 N N N 0.0423 12002461.08 12002461.08 0.0026 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.310000% 78012U6T7 549300HXQQQCCUBS2Z23 Certificate of Deposit Y 2022-12-01 2023-03-16 2023-03-16 N N N 0.0426 5500672.27 5500672.27 0.0012 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.320000% 78012U7J8 549300HXQQQCCUBS2Z23 US78012U7J86 Certificate of Deposit Y 2022-12-01 2023-01-05 2023-01-05 N N N 0.0400 5001482.80 5001482.80 0.0011 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.320000% 78012U7M1 549300HXQQQCCUBS2Z23 US78012U7M16 Certificate of Deposit Y 2022-12-01 2022-12-29 2022-12-29 N N N 0.0395 2000553.66 2000553.66 0.0004 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.290000% 78015J2J5 549300HXQQQCCUBS2Z23 Certificate of Deposit Y 2022-12-01 2023-02-06 2023-02-06 N N N 0.0422 24002704.56 24002704.56 0.0052 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.080000% 78015J4N4 549300HXQQQCCUBS2Z23 Certificate of Deposit Y 2023-07-14 2023-07-14 2023-07-14 N N N 0.0533 991872.32 991872.32 0.0002 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.510000% 78015JKA4 549300HXQQQCCUBS2Z23 Certificate of Deposit Y 2022-12-01 2023-05-22 2023-05-22 N N N 0.0438 1000600.15 1000600.15 0.0002 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MM72 549300MYF6MOTU9T3G29 US82124MM728 Asset Backed Commercial Paper Y 2022-12-07 2022-12-07 2022-12-07 N Y Barclays Bank Plc 1.0000 N 0.0384 6994780.17 6994780.17 0.0015 N N Y N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MPA2 549300MYF6MOTU9T3G29 US82124MPA26 Asset Backed Commercial Paper Y 2023-02-10 2023-02-10 2023-02-10 N Y Barclays Bank Plc 1.0000 N 0.0448 991042.00 991042.00 0.0002 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MPD6 549300MYF6MOTU9T3G29 US82124MPD64 Asset Backed Commercial Paper Y 2023-02-13 2023-02-13 2023-02-13 N Y Barclays Bank Plc 1.0000 N 0.0451 11887250.04 11887250.04 0.0026 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MPM6 549300MYF6MOTU9T3G29 US82124MPM63 Asset Backed Commercial Paper Y 2023-02-21 2023-02-21 2023-02-21 N Y Barclays Bank Plc 1.0000 N 0.0459 1978821.16 1978821.16 0.0004 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MPU8 549300MYF6MOTU9T3G29 US82124MPU89 Asset Backed Commercial Paper Y 2023-02-28 2023-02-28 2023-02-28 N Y Barclays Bank Plc 1.0000 N 0.0467 8895037.50 8895037.50 0.0019 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 4.240000% 83050WCR3 F3JS33DEI6XQ4ZBPTN86 US83050WCR34 0000917311 Financial Company Commercial Paper Y 2022-12-01 2022-12-27 2022-12-27 N N N 0.0395 2000450.52 2000450.52 0.0004 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 4.400000% 83050WCS1 F3JS33DEI6XQ4ZBPTN86 US83050WCS17 0000917311 Financial Company Commercial Paper Y 2022-12-01 2023-04-06 2023-04-06 N N N 0.0431 12004249.44 12004249.44 0.0026 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 4.310000% 83050WDJ0 F3JS33DEI6XQ4ZBPTN86 US83050WDJ09 0000917311 Financial Company Commercial Paper Y 2022-12-01 2023-03-15 2023-03-15 N N N 0.0427 3000467.10 3000467.10 0.0007 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 4.520000% 83050WEJ9 F3JS33DEI6XQ4ZBPTN86 US83050WEJ99 0000917311 Financial Company Commercial Paper Y 2022-12-01 2023-06-01 2023-06-01 N N N 0.0436 1000837.35 1000837.35 0.0002 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 4.440000% 83050WES9 F3JS33DEI6XQ4ZBPTN86 US83050WES98 0000917311 Financial Company Commercial Paper Y 2022-12-01 2023-06-14 2023-06-14 N N N 0.0438 15005907.00 15005907.00 0.0033 N N N N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 0.000000% 85520MMK6 549300A8DDPP6QJBB522 US85520MMK61 Asset Backed Commercial Paper Y 2022-12-19 2022-12-19 2022-12-19 N Y BNP Paribas SA 1.0000 N 0.0397 3991618.88 3991618.88 0.0009 N N N N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 0.000000% 85520MS87 549300A8DDPP6QJBB522 US85520MS879 Asset Backed Commercial Paper Y 2023-05-08 2023-05-08 2023-05-08 N Y BNP Paribas SA 1.0000 N 0.0501 3911578.32 3911578.32 0.0009 N N N N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 0.000000% 85520MSH7 549300A8DDPP6QJBB522 US85520MSH78 Asset Backed Commercial Paper Y 2023-05-17 2023-05-17 2023-05-17 N Y BNP Paribas SA 1.0000 N 0.0501 1953286.66 1953286.66 0.0004 N N N N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 4.300000% 85520PER3 549300A8DDPP6QJBB522 US85520PER38 Asset Backed Commercial Paper Y 2022-12-01 2023-03-08 2023-03-08 N Y BNP Paribas SA 1.0000 N 0.0418 24007789.44 24007789.44 0.0052 N N N N STATE STREET BANK AND TRUST COMPANY STATE STREET BANK AND TRUST COMPANY 4.420000% 8574P1MT0 571474TGEMMWANRLN572 US8574P1MT01 Certificate of Deposit Y 2022-12-01 2023-04-12 2023-04-12 N N N 0.0446 4999470.90 4999470.90 0.0011 N N N N STATE STREET BANK AND TRUST COMPANY STATE STREET BANK AND TRUST COMPANY 4.440000% 8574P1MV5 571474TGEMMWANRLN572 US8574P1MV56 Certificate of Deposit Y 2022-12-01 2023-04-14 2023-04-14 N N N 0.0447 9999409.00 9999409.00 0.0022 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.080000% 86564MSN9 254900S1KUTSTBKJ6286 US86564MSN91 Certificate of Deposit Y 2022-12-08 2022-12-08 2022-12-08 N N N 0.0382 4999147.75 4999147.75 0.0011 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.290000% 86564MVJ4 254900S1KUTSTBKJ6286 US86564MVJ43 Certificate of Deposit Y 2022-12-01 2023-01-23 2023-01-23 N N N 0.0406 5001736.20 5001736.20 0.0011 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.380000% 86564MWL8 254900S1KUTSTBKJ6286 US86564MWL89 Certificate of Deposit Y 2022-12-01 2023-02-07 2023-02-07 N N N 0.0411 18009376.74 18009376.74 0.0039 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.780000% 86564MXX1 254900S1KUTSTBKJ6286 US86564MXX19 Certificate of Deposit Y 2023-02-28 2023-02-28 2023-02-28 N N N 0.0476 5000191.85 5000191.85 0.0011 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.780000% 86564MXZ6 254900S1KUTSTBKJ6286 US86564MXZ66 Certificate of Deposit Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0476 21000690.06 21000690.06 0.0046 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.780000% 86564MYF9 254900S1KUTSTBKJ6286 US86564MYF93 Certificate of Deposit Y 2023-03-03 2023-03-03 2023-03-03 N N N 0.0476 5000107.30 5000107.30 0.0011 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.800000% 86564MYL6 254900S1KUTSTBKJ6286 US86564MYL61 Certificate of Deposit Y 2023-03-06 2023-03-06 2023-03-06 N N N 0.0477 5000280.05 5000280.05 0.0011 N N N N SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000% 86564XM27 5493006GGLR4BTEL8O61 US86564XM272 Financial Company Commercial Paper Y 2022-12-02 2022-12-02 2022-12-02 N N N 0.0375 999791.61 999791.61 0.0002 N N Y N SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000% 86564XPM0 5493006GGLR4BTEL8O61 US86564XPM01 Financial Company Commercial Paper Y 2023-02-21 2023-02-21 2023-02-21 N N N 0.0461 7915044.88 7915044.88 0.0017 N N N N SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000% 86564XQ80 5493006GGLR4BTEL8O61 US86564XQ802 Financial Company Commercial Paper Y 2023-03-08 2023-03-08 2023-03-08 N N N 0.0471 15794984.00 15794984.00 0.0034 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.260000% 86565FMD1 549300MS3WYYVQ4HXM15 Certificate of Deposit Y 2022-12-01 2022-12-06 2022-12-06 N N N 0.0401 1500060.87 1500060.87 0.0003 N N Y N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.320000% 86565FNN8 549300MS3WYYVQ4HXM15 US86565FNN86 Certificate of Deposit Y 2022-12-01 2022-12-16 2022-12-16 N N N 0.0403 1350168.74 1350168.74 0.0003 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.330000% 86565FPN6 549300MS3WYYVQ4HXM15 US86565FPN68 Certificate of Deposit Y 2022-12-01 2023-01-13 2023-01-13 N N N 0.0406 7002263.03 7002263.03 0.0015 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.100000% 86565FPV8 549300MS3WYYVQ4HXM15 US86565FPV84 Certificate of Deposit Y 2023-01-06 2023-01-06 2023-01-06 N N N 0.0406 998963.80 998963.80 0.0002 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.390000% 86565FRG9 549300MS3WYYVQ4HXM15 US86565FRG99 Certificate of Deposit Y 2022-12-01 2023-02-03 2023-02-03 N N N 0.0417 41016297.91 41016297.91 0.0090 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.290000% 86565FRX2 549300MS3WYYVQ4HXM15 US86565FRX23 Certificate of Deposit Y 2022-12-01 2023-02-21 2023-02-21 N N N 0.0420 7001456.91 7001456.91 0.0015 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.240000% 86565FRZ7 549300MS3WYYVQ4HXM15 US86565FRZ70 Certificate of Deposit Y 2022-12-01 2023-03-02 2023-03-02 N N N 0.0422 2000114.52 2000114.52 0.0004 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.330000% 86565FUG5 549300MS3WYYVQ4HXM15 US86565FUG52 Certificate of Deposit Y 2022-12-01 2023-04-06 2023-04-06 N N N 0.0433 2500021.03 2500021.03 0.0005 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.460000% 86565FUX8 549300MS3WYYVQ4HXM15 US86565FUX85 Certificate of Deposit Y 2022-12-01 2023-04-19 2023-04-19 N N N 0.0434 4001836.64 4001836.64 0.0009 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.590000% 86565FVF6 549300MS3WYYVQ4HXM15 US86565FVF60 Certificate of Deposit Y 2022-12-01 2023-04-24 2023-04-24 N N N 0.0435 4003897.24 4003897.24 0.0009 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.440000% 86565FWD0 549300MS3WYYVQ4HXM15 US86565FWD04 Certificate of Deposit Y 2022-12-01 2023-05-26 2023-05-26 N N N 0.0437 7002406.60 7002406.60 0.0015 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.400000% 86959RC40 NHBDILHZTYCNBV5UYZ31 US86959RC400 0001448613 Certificate of Deposit Y 2022-12-01 2023-04-06 2023-04-06 N N N 0.0433 15004053.15 15004053.15 0.0033 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.420000% 86959RC73 NHBDILHZTYCNBV5UYZ31 US86959RC731 0001448613 Certificate of Deposit Y 2022-12-01 2023-04-19 2023-04-19 N N N 0.0435 4001173.28 4001173.28 0.0009 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.360000% 86959RD72 NHBDILHZTYCNBV5UYZ31 US86959RD721 0001448613 Certificate of Deposit Y 2022-12-01 2023-01-26 2023-01-26 N N N 0.0414 1000341.76 1000341.76 0.0002 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.350000% 86959RE89 NHBDILHZTYCNBV5UYZ31 US86959RE893 0001448613 Certificate of Deposit Y 2022-12-01 2023-05-19 2023-05-19 N N N 0.0436 14000153.30 14000153.30 0.0031 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.280000% 86959RF96 NHBDILHZTYCNBV5UYZ31 US86959RF965 0001448613 Certificate of Deposit Y 2022-12-01 2023-06-01 2023-06-01 N N N 0.0436 20992658.82 20992658.82 0.0046 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.490000% 86959RQ29 NHBDILHZTYCNBV5UYZ31 US86959RQ293 0001448613 Certificate of Deposit Y 2022-12-01 2023-08-29 2023-08-29 N N N 0.0454 24993494.75 24993494.75 0.0055 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.400000% 86959RQ37 NHBDILHZTYCNBV5UYZ31 US86959RQ376 0001448613 Certificate of Deposit Y 2022-12-01 2023-06-29 2023-06-29 N N N 0.0444 10998086.44 10998086.44 0.0024 N N N N SWEDBANK AB SWEDBANK AB 4.330000% 87019YCE9 M312WZV08Y7LYUC71685 US87019YCE95 0001367624 Financial Company Commercial Paper Y 2022-12-01 2023-02-10 2023-02-10 N N N 0.0418 3000886.47 3000886.47 0.0007 N N N N SWEDBANK AB SWEDBANK AB 4.320000% 87019YCS8 M312WZV08Y7LYUC71685 US87019YCS81 0001367624 Financial Company Commercial Paper Y 2022-12-01 2023-04-12 2023-04-12 N N N 0.0431 57001075.02 57001075.02 0.0124 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.220000% 89114WU29 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y 2022-12-01 2023-01-04 2023-01-04 N N N 0.0397 21004735.71 21004735.71 0.0046 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.210000% 89114WV28 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y 2022-12-01 2023-01-17 2023-01-17 N N N 0.0403 3900885.50 3900885.50 0.0009 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.280000% 89114WXJ9 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y 2022-12-01 2023-02-21 2023-02-21 N N N 0.0411 1000406.61 1000406.61 0.0002 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.280000% 89114WXV2 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y 2022-12-01 2023-02-24 2023-02-24 N N N 0.0411 9003724.83 9003724.83 0.0020 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.290000% 89114WXW0 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y 2022-12-01 2023-02-27 2023-02-27 N N N 0.0412 9003952.26 9003952.26 0.0020 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.300000% 89114WYB5 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y 2022-12-01 2023-03-02 2023-03-02 N N N 0.0413 1200534.82 1200534.82 0.0003 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.000000% 89114WZK4 PT3QB789TSUIDF371261 US89114WZK43 0000947263 Certificate of Deposit Y 2022-12-27 2022-12-27 2022-12-27 N N N 0.0394 999258.80 999258.80 0.0002 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.510000% 89115B6T2 PT3QB789TSUIDF371261 US89115B6T26 0000947263 Certificate of Deposit Y 2022-12-01 2023-05-15 2023-05-15 N N N 0.0440 11005434.66 11005434.66 0.0024 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.380000% 89115BBJ8 PT3QB789TSUIDF371261 US89115BBJ89 0000947263 Certificate of Deposit Y 2022-12-01 2023-02-27 2023-02-27 N N N 0.0412 7004632.11 7004632.11 0.0015 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.500000% 89115BDN7 PT3QB789TSUIDF371261 US89115BDN73 0000947263 Certificate of Deposit Y 2023-02-08 2023-02-08 2023-02-08 N N N 0.0438 5989282.38 5989282.38 0.0013 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.460000% 89115BET3 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y 2022-12-01 2023-06-12 2023-06-12 N N N 0.0439 27011007.90 27011007.90 0.0059 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.440000% 89115BGA2 PT3QB789TSUIDF371261 US89115BGA26 0000947263 Certificate of Deposit Y 2022-12-01 2023-05-11 2023-05-11 N N N 0.0439 5001314.35 5001314.35 0.0011 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.650000% 89115BGS3 PT3QB789TSUIDF371261 US89115BGS34 0000947263 Certificate of Deposit Y 2023-02-15 2023-02-15 2023-02-15 N N N 0.0443 9982433.60 9982433.60 0.0022 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.510000% 89115BH37 PT3QB789TSUIDF371261 US89115BH375 0000947263 Certificate of Deposit Y 2022-12-01 2023-08-22 2023-08-22 N N N 0.0451 7000429.24 7000429.24 0.0015 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.200000% 89115BN22 PT3QB789TSUIDF371261 US89115BN225 0000947263 Certificate of Deposit Y 2022-12-01 2023-03-29 2023-03-29 N N N 0.0430 6997634.21 6997634.21 0.0015 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.200000% 89115BQ60 PT3QB789TSUIDF371261 US89115BQ608 0000947263 Certificate of Deposit Y 2022-12-01 2023-04-06 2023-04-06 N N N 0.0433 1999096.86 1999096.86 0.0004 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.400000% 89115BZW3 PT3QB789TSUIDF371261 US89115BZW35 0000947263 Certificate of Deposit Y 2023-10-13 2023-10-13 2023-10-13 N N N 0.0555 9984052.30 9984052.30 0.0022 N N N N TOTALENERGIES CAPITAL CANADA LTD TOTALENERGIES CAPITAL CANADA LTD 0.000000% 89153QM56 5299005IX98ZZ9LSGK46 US89153QM564 Non-Financial Company Commercial Paper Y 2022-12-05 2022-12-05 2022-12-05 N Y TOTALENERGIES SE 1.0000 N 0.0383 8995211.28 8995211.28 0.0020 N N Y N TOTALENERGIES CAPITAL CANADA LTD TOTALENERGIES CAPITAL CANADA LTD 0.000000% 89153QM64 5299005IX98ZZ9LSGK46 US89153QM648 Non-Financial Company Commercial Paper Y 2022-12-06 2022-12-06 2022-12-06 N Y TOTALENERGIES SE 1.0000 N 0.0384 6995522.31 6995522.31 0.0015 N N Y N TOYOTA CREDIT CANADA INC TOYOTA CREDIT CANADA INC 0.000000% 89232DSF2 HJZQGXYTVV2NWJZLPW74 US89232DSF23 Non-Financial Company Commercial Paper Y 2023-05-15 2023-05-15 2023-05-15 N N N 0.0500 9769536.70 9769536.70 0.0021 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 4.350000% 89233BDE4 Z2VZBHUMB7PWWJ63I008 US89233BDE48 Non-Financial Company Commercial Paper Y 2022-12-01 2023-05-16 2023-05-16 N N N 0.0432 45007888.05 45007888.05 0.0098 N N N N TOYOTA FINANCE AUSTRALIA LTD TOYOTA FINANCE AUSTRALIA LTD 0.000000% 89237ESG3 3UKPTDP5PGQRH8AUK042 Non-Financial Company Commercial Paper Y 2023-05-16 2023-05-16 2023-05-16 N N N 0.0497 4884839.60 4884839.60 0.0011 N N N N Triborough Bridge & Tunnel Auth GENERAL REFUNDING RB SERIES 2018E 3.860000% 89602RFE0 54930020ZN4LQF7K3456 US89602RFE09 Variable Rate Demand Note Y 2022-12-07 2022-12-07 2032-11-15 Y Bank of America NA 1.0000 7 N N N 0.0386 740000.00 740000.00 0.0002 N N Y N TRUIST BANK TRUIST BANK 3.810000% 89788L4V3 JJKC32MCHWDI71265Z06 US89788L4V35 Certificate of Deposit Y 2022-12-05 2022-12-05 2022-12-05 N N N 0.0383 24999920.75 24999920.75 0.0055 N N Y N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 4.310000% 90276JPD2 BFM8T61CT2L1QCEMIK50 Financial Company Commercial Paper Y 2022-12-01 2023-02-16 2023-02-16 N N N 0.0430 5000001.80 5000001.80 0.0011 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 4.270000% 90276JPK6 BFM8T61CT2L1QCEMIK50 Financial Company Commercial Paper Y 2022-12-01 2022-12-16 2022-12-16 N N N 0.0394 13001743.95 13001743.95 0.0028 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 4.390000% 90276JPT7 BFM8T61CT2L1QCEMIK50 US90276JPT78 Financial Company Commercial Paper Y 2022-12-01 2023-01-12 2023-01-12 N N N 0.0420 3000049.02 3000049.02 0.0007 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 4.420000% 90276JPV2 BFM8T61CT2L1QCEMIK50 US90276JPV25 Financial Company Commercial Paper Y 2022-12-01 2023-01-20 2023-01-20 N N N 0.0430 19999872.80 19999872.80 0.0044 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 4.210000% 90276JPZ3 BFM8T61CT2L1QCEMIK50 US90276JPZ39 Financial Company Commercial Paper Y 2022-12-01 2023-03-13 2023-03-13 N N N 0.0435 3998519.88 3998519.88 0.0009 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 4.480000% 90276JQR0 BFM8T61CT2L1QCEMIK50 US90276JQR04 Financial Company Commercial Paper Y 2022-12-01 2023-04-20 2023-04-20 N N N 0.0436 5002404.15 5002404.15 0.0011 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 4.488700% 90276JRB4 BFM8T61CT2L1QCEMIK50 US90276JRB43 Financial Company Commercial Paper Y 2022-12-01 2023-05-22 2023-05-22 N N N 0.0440 10002476.20 10002476.20 0.0022 N N N N UNITEDHEALTH GROUP INC UNITEDHEALTH GROUP INC 0.000000% 91058UMC4 549300GHBMY8T5GXDE41 US91058UMC44 Non-Financial Company Commercial Paper Y 2022-12-12 2022-12-12 2022-12-12 N N N 0.0391 9986970.00 9986970.00 0.0022 N N N N UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 4.270000% 91127RBX4 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y 2022-12-01 2023-02-23 2023-02-23 N N N 0.0409 10004127.90 10004127.90 0.0022 N N N N UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 4.200000% 91127RCF2 IO66REGK3RCBAMA8HR66 US91127RCF29 Financial Company Commercial Paper Y 2022-12-01 2023-03-29 2023-03-29 N N N 0.0428 31992219.52 31992219.52 0.0070 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512MM55 US92512MM557 Asset Backed Commercial Paper Y 2022-12-05 2022-12-05 2022-12-05 N Y Natixis SA 1.0000 N 0.0384 9994668.10 9994668.10 0.0022 N N Y N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512MP11 US92512MP113 Asset Backed Commercial Paper Y 2023-02-01 2023-02-01 2023-02-01 N Y Natixis SA 1.0000 N 0.0442 992272.00 992272.00 0.0002 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512MQ10 US92512MQ103 Asset Backed Commercial Paper Y 2023-03-01 2023-03-01 2023-03-01 N Y Natixis SA 1.0000 N 0.0470 2964365.91 2964365.91 0.0006 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LP12 549300D0F37QF0LP7F94 US92646LP129 Asset Backed Commercial Paper Y 2023-02-01 2023-02-01 2023-02-01 N Y MUFG BANK LTD 1.0000 N 0.0449 3968605.00 3968605.00 0.0009 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LP79 549300D0F37QF0LP7F94 US92646LP798 Asset Backed Commercial Paper Y 2023-02-07 2023-02-07 2023-02-07 N Y MUFG BANK LTD 1.0000 N 0.0453 5795298.11 5795298.11 0.0013 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LQ78 549300D0F37QF0LP7F94 US92646LQ788 Asset Backed Commercial Paper Y 2023-03-07 2023-03-07 2023-03-07 N Y MUFG BANK LTD 1.0000 N 0.0471 6911220.75 6911220.75 0.0015 N N N N WAELZ SUSTAINABLE PRODUCTS TAXABLE NOTES SERIES 2022 3.960000% 930408AA7 25490010DFTJUSDQCH97 US930408AA79 Variable Rate Demand Note Y 2022-12-07 2022-12-07 2052-11-01 Y Comerica Bank 1.0000 7 N N N 0.0396 2000000.00 2000000.00 0.0004 N N Y N WESTPAC BANKING CORP WESTPAC BANKING CORP 0.000000% 9612C1SA6 EN5TNI6CI43VEPAMHL14 US9612C1SA68 Financial Company Commercial Paper Y 2023-05-10 2023-05-10 2023-05-10 N N N 0.0489 9781263.60 9781263.60 0.0021 N N N N WESTPAC BANKING CORP WESTPAC BANKING CORP 4.290000% 9612C4W80 EN5TNI6CI43VEPAMHL14 US9612C4W806 Financial Company Commercial Paper Y 2022-12-01 2023-01-03 2023-01-03 N N N 0.0398 2000577.66 2000577.66 0.0004 N N N N Yavapai Cnty IDA TAXABLE RB (DRAKE CEMENT) SERIES 2015 3.900000% 98521YAB5 US98521YAB56 Variable Rate Demand Note Y 2022-12-07 2022-12-07 2035-09-01 Y Bank of Nova Scotia 1.0000 7 N N N 0.0390 1000000.00 1000000.00 0.0002 N N Y N CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 3.080000% 969500TJ5KRTCJQWXH05 0001191672 ACI27R327 Certificate of Deposit Y 2022-12-05 2022-12-05 2022-12-05 N N N 0.0412 9998550.40 9998550.40 0.0022 N N Y N SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000% 5493006GGLR4BTEL8O61 0001046017 ACI27Y3T3 Certificate of Deposit Y 2022-12-13 2022-12-13 2022-12-13 N N N 0.0421 2995455.12 2995455.12 0.0007 N N N N CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 3.210000% 969500TJ5KRTCJQWXH05 0001191672 ACI27Z4D4 Certificate of Deposit Y 2022-12-14 2022-12-14 2022-12-14 N N N 0.0412 9996457.20 9996457.20 0.0022 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.000000% JBONEPAGQXF4QP29B387 0001462160 ACI297K38 Certificate of Deposit Y 2023-01-17 2023-01-17 2023-01-17 N N N 0.0450 5964299.70 5964299.70 0.0013 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 5.220000% JBONEPAGQXF4QP29B387 0001462160 ACI29CPN8 Certificate of Deposit Y 2023-04-20 2023-04-20 2023-04-20 N N N 0.0522 1000003.67 1000003.67 0.0002 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH) 4.780000% 1VUV7VQFKUOQSJ21A208 0001330437 ACI29ZVW0 Certificate of Deposit Y 2023-02-17 2023-02-17 2023-02-17 N N N 0.0450 12007333.56 12007333.56 0.0026 N N N N CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 4.800000% 969500TJ5KRTCJQWXH05 0001191672 ACI2B9T24 Certificate of Deposit Y 2023-02-22 2023-02-22 2023-02-22 N N N 0.0451 15009912.45 15009912.45 0.0033 N N N N MUFG BANK LTD (LONDON BRANCH) MUFG BANK LTD (LONDON BRANCH) 0.000000% C3GTMMZIHMY46P4OIX74 0000852743 ACI2BF500 Certificate of Deposit Y 2023-03-03 2023-03-03 2023-03-03 N N N 0.0494 11848995.72 11848995.72 0.0026 N N N N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.670000% VYVVCKR63DVZZN70PB21 0001224385 ARP0U7J70 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SANTANDER DRIVE AUTO TR 2022-3 B 20270816 4.1 2027-08-16 4.130000 7301000.00 7026722.12 Asset-Backed Securities Y 2023-03-06 2023-03-06 2023-03-06 Y WELLS FARGO SECURITIES LLC 1.0000 96 N N N 0.0501 5978766.24 5978766.24 0.0013 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 4.230000% ZBUT11V806EZRVTWT807 0000782124 ARP0U9WR7 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SEB FUNDING LLC 2021 A-2 20520130 4.9 2052-01-30 4.969000 19118000.00 16226395.64 Asset-Backed Securities Y 2022-12-01 2023-02-28 2023-03-13 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0408 14005756.94 14005756.94 0.0031 N N N Y BNP PARIBAS SA BNP PARIBAS SA 3.680000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0UCKZ5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EVERARC ESCROW S AR L SR SEC 144A NT29 2029-10-30 5.000000 15000.00 12033.85 Corporate Debt Securities PROVIDENT FING TR I JR SB DB7.405%38 2038-03-15 7.405000 5489000.00 5779516.76 Corporate Debt Securities UNITED RENTALS NORTH AMER INC SR SEC 144A NT29 NGIZXNT70J2LYT3FBI09 2029-12-15 6.000000 2000.00 1994.26 Corporate Debt Securities ALTRIA GROUP INC SR GLBL NT 32 XSGZFLO9YTNO9VCQV219 2032-02-04 2.450000 11000.00 8384.03 Corporate Debt Securities Y 2022-12-20 2022-12-20 2022-12-20 Y BNP Paribas SA 1.0000 20 N N N 0.0445 4997872.30 4997872.30 0.0011 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 4.280000% ZBUT11V806EZRVTWT807 0000782124 ARP0UIWB2 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UWM MTG TR 2021-INV3 A-3 20511125 FLT 2051-11-25 2.500000 40895485.00 30073695.75 Private Label Collateralized Mortgage Obligations Y 2022-12-01 2023-02-28 2023-04-05 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0412 26014086.54 26014086.54 0.0057 N N N Y BNP PARIBAS SA BNP PARIBAS SA 4.250000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0UKZZ1 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UBS GROUP AG ALT TIER I PERP 549300SZJ9VS8SGXAN81 2500-12-31 4.375000 3475000.00 2622367.24 Corporate Debt Securities FHLMC STACR REMIC TR 2022-DNA2 B-1 20420225 FLT S6XOOCT0IEG5ABCC6L87 2042-02-25 8.270800 15567.00 13938.73 Private Label Collateralized Mortgage Obligations PROVIDENT FING TR I JR SB DB7.405%38 2038-03-15 7.405000 4119000.00 4337006.66 Corporate Debt Securities Y 2023-01-04 2023-01-04 2023-01-12 Y BNP Paribas SA 1.0000 35 N N N 0.0460 5997503.10 5997503.10 0.0013 N N N Y BOFA SECURITIES INC BOFA SECURITIES INC 4.350000% 549300HN4UKV1E2R3U73 0001675365 ARP0UQUP5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PIERIS PHARMACEUTICALS INC COM 254900AJDH8PAOOI5T33 2500-12-31 0.00 227074.00 226006.75 Equities ARK ETF TR INNOVATION ETF 254900636IK9WKHH6949 2500-12-31 0.00 12931.00 449998.80 Equities MEREO BIOPHARMA GROUP PLC SPON ADS 213800U8JQHIJOS5AS09 2500-12-31 0.00 597926.00 449999.11 Equities FANHUA INC SPONSORED ADR 254900NUPTYHZ8HHTK43 2500-12-31 0.00 46231.00 210351.05 Equities KEMPHARM INC COM NEW 254900CU6T74V18Y1W18 2500-12-31 0.00 69988.00 325444.20 Equities O2MICRO INTERNATIONAL LIMITED SPONS ADR 5299007KRREO0400F739 2500-12-31 0.00 40069.00 175902.91 Equities PERPETUA RESOURCES CORP COM 529900BQBMS383SEPY05 2500-12-31 0.00 9621.00 19723.05 Equities REWALK ROBOTICS LTD SHS 529900YOD61G7ECPV281 2500-12-31 0.00 189820.00 180329.00 Equities KANDI TECHNOLOGIES GROUP INC COM 529900TXUELWMVI79005 2500-12-31 0.00 4366.00 11788.20 Equities KANDI TECHNOLOGIES GROUP INC COM 529900TXUELWMVI79005 2500-12-31 0.00 161668.00 436503.60 Equities TUNIU CORP SPONSORED ADS 529900H3I6TN4LFDZP44 2500-12-31 0.00 108614.00 110786.28 Equities BELLICUM PHARMACEUTICALS INC COM NEW 529900HBXNLX2TBQZQ65 2500-12-31 0.00 15612.00 16704.84 Equities POLYMET MNG CORP COM NEW 529900I1B64WM0PRZW40 2500-12-31 0.00 1452.00 4268.88 Equities HIGH TIDE INC COM NEW 529900J22WX18I890H12 2500-12-31 0.00 76982.00 145495.98 Equities ISHARES INC MSCI BRAZIL ETF 5493006D2L7KY3ZDF809 2500-12-31 0.00 14710.00 449978.90 Equities JOUNCE THERAPEUTICS INC COM 5493004MZJQIV2K8ZT61 2500-12-31 0.00 307840.00 237006.02 Equities ETF SER SOLUTIONS U S GLOBAL SEA T 54930042C14KZNH0Z454 2500-12-31 0.00 2843.00 46369.33 Equities ISHARES TR IBOXX HI YD ETF 2500-12-31 0.00 6036.00 449923.44 Equities MICT INC COM 2500-12-31 0.00 321092.00 259763.43 Equities NEOLEUKIN THERAPEUTICS INC COM 2500-12-31 0.00 238144.00 119095.81 Equities SPRUCE BIOSCIENCES INC COM 2500-12-31 0.00 6449.00 7093.90 Equities WEREWOLF THERAPEUTICS INC COM 2500-12-31 0.00 85924.00 151226.24 Equities ZHIHU INC ADS 2500-12-31 0.00 428568.00 449996.40 Equities JOWELL GLOBAL LTD SHS 2500-12-31 0.00 83000.00 37350.00 Equities CBAK ENERGY TECHNOLOGY INC COM 2500-12-31 0.00 20475.00 23341.50 Equities CLEARONE INC COM 2500-12-31 0.00 14790.00 11024.47 Equities DATA STORAGE CORP COM NEW 2500-12-31 0.00 20151.00 36271.80 Equities EVELO BIOSCIENCES INC COM 2500-12-31 0.00 135618.00 263098.92 Equities FLUX PWR HLDGS INC COM NEW 2500-12-31 0.00 5515.00 22832.10 Equities IO BIOTECH INC COM 2500-12-31 0.00 62588.00 189015.76 Equities INVESCO CURRENCYSHARES EURO TR EURO SHS 2500-12-31 0.00 4722.00 449959.38 Equities AMBRX BIOPHARMA INC SPONSORED ADS 2500-12-31 0.00 16317.00 7342.65 Equities ATLANTIC COASTAL AQSTN CORP II CLASS A COM 2500-12-31 0.00 19771.00 200082.52 Equities IMMUNOME INC COM 2500-12-31 0.00 20992.00 78300.16 Equities ISHARES INC MSCI MEXICO ETF 549300SQ92O6OZ19G545 2500-12-31 0.00 8522.00 449961.60 Equities CSI COMPRESSCO LP COM UNIT 549300STALDQYSVEO325 2500-12-31 0.00 28121.00 37119.72 Equities DIREXION SHS ETF TR BREAKFAST CMDTY 549300R5COJLSV0QBJ20 2500-12-31 0.00 955.00 21062.53 Equities VISLINK TECHNOLOGIES INC COM 549300QXCON16MHSX919 2500-12-31 0.00 230023.00 81658.16 Equities FIDELITY MERRIMACK STR TR SUSTAINABLE LOW 549300WIZG14N75QR427 2500-12-31 0.00 110.00 5477.73 Equities HARBOR CUSTOM DEVELOPMENT INC COM 549300X40TN4PVCY6F45 2500-12-31 0.00 75785.00 45910.55 Equities INVESCO QQQ TR UNIT SER 1 549300VY6FEJBCIMET58 2500-12-31 0.00 1603.00 449753.71 Equities BIO-KEY INTL INC COM NEW 549300VFT6WAQB4BVB07 2500-12-31 0.00 14119.00 13977.81 Equities RVL PHARMACEUTICALS PLC SHS 549300UFONE2USNRQ615 2500-12-31 0.00 30648.00 42907.20 Equities ISHARES TR EAFE SML CP ETF 549300MJV5OZGVS4LX86 2500-12-31 0.00 8018.00 449970.16 Equities ISHARES TR RUSSELL 2000 ETF 549300O80OAR5VTWR172 2500-12-31 0.00 2460.00 448630.20 Equities PRESIDIO PPTY TR INC COM CL A 549300MEZ901JA232E13 2500-12-31 0.00 7249.00 8046.39 Equities FIDELITY MERRIMACK STR TR SUSTAINABLE CORE 549300M50LSHY1UC4U45 2500-12-31 0.00 145.00 6755.17 Equities OPGEN INC COM 549300ZOCQGHZ50BYX61 2500-12-31 0.00 54298.00 9306.68 Equities ISHARES TR NATIONAL MUN ETF 549300H21FUYFQW9N157 2500-12-31 0.00 4254.00 449945.58 Equities DIREXION SHS ETF TR DAILY US FINTECH 549300HFJM1C0F53V449 2500-12-31 0.00 1564.00 17117.98 Equities ITERIS INC NEW COM 549300HHWPIES6047045 2500-12-31 0.00 82204.00 246612.00 Equities ISHARES TR MSCI INDONIA ETF 549300FG1ZHYGIRCFP28 2500-12-31 0.00 1610.00 37529.10 Equities FIDELITY COVINGTON TRUST SUSTAINABLE HIGH 5493008RT5ZXTNQPLX41 2500-12-31 0.00 784.00 34963.66 Equities ODYSSEY MARINE EXPL INC COM NEW 549300KNVIY6EZIJ2221 2500-12-31 0.00 3663.00 11098.89 Equities ZYNERBA PHARMACEUTICALS INC COM 549300JLJ5VQU2CN6016 2500-12-31 0.00 25628.00 14474.69 Equities DIREXION SHS ETF TR DAILY S&P 500 E 549300KZ2SY4W78RX066 2500-12-31 0.00 2594.00 52710.08 Equities INNATE PHARMA S A SPONSORED ADS 9695002Y8420ZB8HJE29 2500-12-31 0.00 10657.00 23551.97 Equities ADVERUM BIOTECHNOLOGIES INC COM 529900ZEDOOZL1EWHJ89 2500-12-31 0.00 497620.00 338431.36 Equities INVESTMENT MANAGERS SER TR II AXS DE-SPAC ETF 549300B8YS0DZKFGHM06 2500-12-31 0.00 40.00 234.42 Equities GLOBAL X FDS INTEREST RT HEDG 549300QKS46WQPQ58W76 2500-12-31 0.00 1948.00 58946.48 Equities ISHARES TR INTL EQTY FACTOR 549300TGSNNEEUASUI58 2500-12-31 0.00 100.00 2467.00 Equities BAUSCH PLUS LOMB CORP COMMON SHARES 549300NY6OZM39SO6475 2500-12-31 0.00 7263.00 105749.28 Equities GLOBAL X FDS INT RT VOLTLTY 549300ZF338IVEY0L535 2500-12-31 0.00 145.00 3254.54 Equities Y 2022-12-01 2023-02-28 2023-02-28 Y BOFA SECURITIES INC 1.0000 90 N N N 0.0434 9000257.76 9000257.76 0.0020 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 4.860000% VYVVCKR63DVZZN70PB21 0001224385 ARP0UU830 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SANTANDER DRIVE AUTO TR 2022-3 B 20270816 4.1 2027-08-16 4.130000 12243000.00 11783065.18 Asset-Backed Securities Y 2023-03-06 2023-03-06 2023-05-08 Y WELLS FARGO SECURITIES LLC 1.0000 96 N N N 0.0514 9987981.80 9987981.80 0.0022 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 4.010000% ZBUT11V806EZRVTWT807 0000782124 ARP0UVVL2 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GS MTG SECS CORP TR 2022-ECI C 20390815 FLT 2039-08-15 7.237420 14030591.00 13764200.47 Private Label Collateralized Mortgage Obligations GS MTG SEC TR 2022-AGSS D 20351115 FLT 2035-11-15 8.239450 4669330.00 4676623.98 Private Label Collateralized Mortgage Obligations Y 2022-12-01 2022-12-09 2022-12-09 N N N 0.0417 15999360.64 15999360.64 0.0035 N N N Y MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 4.000000% 7TK5RJIZDFROZCA6XF66 0000812291 ARP0UXUA3 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PHILLIPS 66 COM 5493005JBO5YSIGK1814 2500-12-31 0.00 917.00 99925.49 Equities PATHFINDER ACQUISITION CORP CL A 549300MY5MYSR79R7L50 2500-12-31 0.00 10040.00 99998.40 Equities EYEPOINT PHARMACEUTICALS INC COM NEW 549300QE1RU34T50MR69 2500-12-31 0.00 13094.00 41638.92 Equities FIFTH WALL ACQUISITN CORP III CLASS A ORD SHS 2500-12-31 0.00 10000.00 100000.00 Equities GOLDENBRIDGE ACQUISITION LTD SHS 2500-12-31 0.00 9661.00 99991.35 Equities A SPAC II ACQUISITION CORP ORD SHS CL A 2500-12-31 0.00 9871.00 99993.23 Equities BLUE WORLD ACQUISITION CORP CLASS A ORD SHS 2500-12-31 0.00 9842.00 99994.72 Equities CHAIN BRIDGE I CLASS A ORD 2500-12-31 0.00 9803.00 99990.60 Equities SCION TECH GROWTH I CL A SHS 2500-12-31 0.00 6976.00 70248.32 Equities SCION TECH GROWTH II CL A SHS 2500-12-31 0.00 9950.00 99997.50 Equities KHOSLA VENTURES ACQUT CO III COM CL A 2500-12-31 0.00 10060.00 99996.40 Equities LOGISTICS INNOVTN TECHNLGS CRP CLASS A COM 2500-12-31 0.00 10152.00 99997.20 Equities MEDTECH ACQUISITION CORP COM CL A 2500-12-31 0.00 9930.00 99995.10 Equities TASTEMAKER ACQUISITION CORP COM CL A 2500-12-31 0.00 9871.00 99993.23 Equities ALPHA STAR ACQUISITION CORP ORDINARY SHARES 2500-12-31 0.00 9813.00 99994.47 Equities BELONG ACQUISITION CORP CLASS A COM 2500-12-31 0.00 10010.00 99999.90 Equities BURTECH ACQUISITION CORP CLASS A COM 2500-12-31 0.00 9842.00 99994.72 Equities GENESIS UNICORN CAPITAL CORP CLASS A COM 2500-12-31 0.00 5337.00 53850.33 Equities INTEGRAL ACQUISITION CORP 1 CLASS A COM 2500-12-31 0.00 9945.00 99996.98 Equities MEDICUS SCIENCES ACQUISITION C CL A SHS 2500-12-31 0.00 10040.00 99998.40 Equities PROJECT ENERGY REIMAGINED ACQU CLASS A ORD 2500-12-31 0.00 8076.00 80275.44 Equities SVF INVESTMENT CORP CL A SHS 2500-12-31 0.00 9950.00 99997.50 Equities ARVINAS INC COM 2500-12-31 0.00 370.00 14167.30 Equities DISCOVER FINL SVCS COM Z1YLO2USPORE63VVUL20 2500-12-31 0.00 921.00 99974.55 Equities Y 2022-12-13 2022-12-13 2022-12-13 N N N 0.0413 1999909.56 1999909.56 0.0004 N N N Y ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.810000% ES7IP3U3RHIGC71XBU11 0000352613 ARP0UXUG0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-11 0.00 7127000.00 6983084.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-21 0.00 42568800.00 42160735.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-10 0.00 1921000.00 1912393.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-05 0.00 900.00 896.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-20 0.00 8000.00 7862.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-18 0.00 762000.00 745937.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-12 0.00 365000.00 363321.73 U.S. Treasuries (including strips) Y 2022-12-07 2022-12-07 2022-12-15 Y Royal Bank of Canada 1.0000 7 N N N 0.0381 51000000.00 51000000.00 0.0111 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.810000% ES7IP3U3RHIGC71XBU11 0000352613 ARP0UYDN2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-21 0.00 52684700.00 52179664.47 U.S. Treasuries (including strips) Y 2022-12-07 2022-12-07 2022-12-15 Y Royal Bank of Canada 1.0000 7 N N N 0.0381 51000000.00 51000000.00 0.0111 N N Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 3.810000% 549300H47WTHXPU08X20 ARP0V23S1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEPC 05.500 CLSD1949 S6XOOCT0IEG5ABCC6L87 2052-12-01 5.500000 12139313.00 12360000.32 Agency Mortgage-Backed Securities 04.500 FGPC G61601 G S6XOOCT0IEG5ABCC6L87 2048-09-01 4.500000 24068.00 5480.93 Agency Mortgage-Backed Securities FNMS 03.500 CRAR0240 B1V7KEBTPIMZEU4LTD58 2043-01-01 3.500000 117332888.00 25744518.90 Agency Mortgage-Backed Securities Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0381 37000000.00 37000000.00 0.0081 N Y Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 3.800000% 549300H47WTHXPU08X20 ARP0V23T9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 0.750000 99463800.00 88740065.34 U.S. Treasuries (including strips) Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 87000000.00 87000000.00 0.0190 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.800000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0V2CO0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.500 CLAW9441 B1V7KEBTPIMZEU4LTD58 2044-07-01 3.500000 69623556.00 8887268.21 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1189 B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 16681627.00 3474036.64 Agency Mortgage-Backed Securities Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 12000000.00 12000000.00 0.0026 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.920000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0V2CP7 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AUTOMATIC DATA PROCESSING INC COM HGBOLILQXWER4SAL2I23 2500-12-31 0.00 389.00 99996.34 Equities BECTON DICKINSON & CO COM ICE2EP6D98PQUILVRZ91 2500-12-31 0.00 404.00 97372.08 Equities MICROSOFT CORP COM INR2EJN1ERAN0W5ZP974 2500-12-31 0.00 416.00 99977.28 Equities AKAMAI TECHNOLOGIES INC COM OC1LZNN2LF5WTJ5RIL89 2500-12-31 0.00 1.00 91.03 Equities APPLE INC COM HWUPKR0MPOU8FGXBT394 2500-12-31 0.00 708.00 99948.36 Equities AUTOZONE INC COM GA3JGKJ41LJKXDN23E90 2500-12-31 0.00 1.00 2556.05 Equities PEPSICO INC COM FJSUNZKFNQ5YPJ5OT455 2500-12-31 0.00 546.00 99694.14 Equities META PLATFORMS INC CL A BQ4BKCS1HXDV9HN80Z93 2500-12-31 0.00 913.00 99936.98 Equities ALTRIA GROUP INC COM XSGZFLO9YTNO9VCQV219 2500-12-31 0.00 2182.00 99979.24 Equities BOSTON SCIENTIFIC CORP COM Y6ZDD9FP4P8JSSJMW954 2500-12-31 0.00 2244.00 99858.00 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-05-15 1.250000 100.00 55.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-08-15 1.375000 100.00 57.72 U.S. Treasuries (including strips) SMUCKER J M CO COM NEW 5493000WDH6A0LHDJD55 2500-12-31 0.00 660.00 100003.20 Equities WESTERN DIGITAL CORP. COM 549300QQXOOYEF89IC56 2500-12-31 0.00 2775.00 99983.25 Equities UNITEDHEALTH GROUP INC COM 549300GHBMY8T5GXDE41 2500-12-31 0.00 188.00 99264.00 Equities WESTROCK CO COM 5493004Z9TCQW68YVL89 2500-12-31 0.00 2722.00 99951.84 Equities NVR INC COM 529900RWXR4JI3JYTV70 2500-12-31 0.00 21.00 95716.32 Equities WARNER BROS DISCOVERY INC COM SER A 5493006ZCRFWKF6B1K26 2500-12-31 0.00 1.00 11.14 Equities ARCH CAP GROUP LTD ORD 549300AYR4P8AFKDCE43 2500-12-31 0.00 96.00 5662.08 Equities CF ACQUISITION CORP VII CLASS A COM 2500-12-31 0.00 9970.00 99999.10 Equities AETHERIUM ACQUISITION CORP CLASS A COM 2500-12-31 0.00 4.00 40.44 Equities FOX CORP CL A COM 549300DDU6FDRBIELS05 2500-12-31 0.00 3152.00 99981.44 Equities NORTHERN TR CORP COM 549300GLF98S992BC502 2500-12-31 0.00 1088.00 99834.88 Equities AMCOR PLC ORD 549300GSODGFCDQ3DI89 2500-12-31 0.00 5004.00 60598.44 Equities GRAINGER W W INC COM 549300TWZSP6O1IH2V34 2500-12-31 0.00 169.00 99877.31 Equities AT&T INC COM 549300Z40J86GGSTL398 2500-12-31 0.00 5260.00 99992.60 Equities LINDE PLC SHS 8945002PAZHZLBGKGF02 2500-12-31 0.00 301.00 99922.97 Equities NIKE INC CL B 787RXPR0UX0O0XUXPZ81 2500-12-31 0.00 940.00 99875.00 Equities CITIGROUP INC COM NEW 6SHGI4ZSSLCXXQSBB395 2500-12-31 0.00 2102.00 99992.14 Equities Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0392 2000000.00 2000000.00 0.0004 N Y Y N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 3.910000% RUC0QBLBRPRCU4W1NE59 0000772028 ARP0V2CU6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FIRST AMERN FINL CORP SR NT 4.3%23 549300B6VEZK3N0A1P55 2023-02-01 4.300000 18000.00 18191.05 Corporate Debt Securities CANADIAN PAC RY CO NEW GLBL NT 1.35%24 54930036474DURYNB481 2024-12-02 1.350000 5000.00 4679.48 Corporate Debt Securities ORACLE CORP SR GLBL NT 32 1Z4GXXU7ZHVWFCD8TV52 2032-11-09 6.250000 2000.00 2094.57 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR NT 6.25%41 784F5XWPLTWKTBV3E584 2041-02-01 6.250000 21000.00 22545.59 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 23 784F5XWPLTWKTBV3E584 2023-12-06 1.217000 66000.00 63935.00 Corporate Debt Securities AMERICO LIFE INC SR 144A NT 31 549300B5C1FRFHBYW144 2031-04-15 3.450000 29000.00 22313.83 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.06%41 5493009NTB34VXE1T760 2041-06-17 3.060000 44000.00 33786.06 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.001%52 5493009NTB34VXE1T760 2052-03-17 3.001000 29000.00 19914.75 Corporate Debt Securities ORACLE CORP SR GLBL NT 41 1Z4GXXU7ZHVWFCD8TV52 2041-03-25 3.650000 107000.00 80123.77 Corporate Debt Securities EVEREST REINS HLDGS INC SR GLBL NT3.5%50 2050-10-15 3.500000 43000.00 29765.67 Corporate Debt Securities BLUE OWL FINANCE LLC SR GLBL 144A 32 254900OF2NO2GYFV5T41 2032-02-15 4.375000 26000.00 20924.81 Corporate Debt Securities HORACE MANN EDUCATORS CORP NEW SR GLBL NT4.5%25 254900G5YAV3A2YK8T32 2025-12-01 4.500000 93000.00 91162.79 Corporate Debt Securities HUMANA INC SR GLBL NT4.8%47 529900YLDW34GJAO4J06 2047-03-15 4.800000 79000.00 71178.21 Corporate Debt Securities BANK OF MONTREAL LW TIER II GLBL NQQ6HPCNCCU6TUTQYE16 2028-10-05 4.338000 36000.00 35528.67 Corporate Debt Securities DELTA AIR LINES INC SR SEC GLBL 25 Q2CCMS6R0AS67HJMBN42 2025-05-01 7.000000 3544000.00 3617817.58 Corporate Debt Securities MICROSOFT CORP GLBL NT 2.525%50 INR2EJN1ERAN0W5ZP974 2050-06-01 2.525000 60000.00 41805.89 Corporate Debt Securities HALLIBURTON CO SR GLBL NT 35 ENYF8GB5SMQZ25S06U51 2035-11-15 4.850000 2000.00 1866.50 Corporate Debt Securities HESS CORP SR GLBL NT7.3%31 UASVRYNXNK17ULIGK870 2031-08-15 7.300000 23000.00 25650.33 Corporate Debt Securities Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0391 4000000.00 4000000.00 0.0009 N N Y N BANCO SANTANDER SA BANCO SANTANDER SA 3.805000% 5493006QMFDDMYWIAM13 0000891478 ARP0V2CV4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEPC 05.000 CLRA7935 S6XOOCT0IEG5ABCC6L87 2052-09-01 5.000000 624932.00 621245.55 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7587 S6XOOCT0IEG5ABCC6L87 2052-06-01 3.500000 2612.00 2347.55 Agency Mortgage-Backed Securities FNMS 04.000 CLAI9102 B1V7KEBTPIMZEU4LTD58 2042-04-01 4.000000 1000.00 316.03 Agency Mortgage-Backed Securities FNMS 04.000 CLAK8200 B1V7KEBTPIMZEU4LTD58 2042-04-01 4.000000 7716.00 1659.73 Agency Mortgage-Backed Securities FNMS 03.500 CRAO5526 B1V7KEBTPIMZEU4LTD58 2042-07-01 3.500000 1008.00 262.49 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ9131 B1V7KEBTPIMZEU4LTD58 2042-12-01 3.500000 1000.00 204.46 Agency Mortgage-Backed Securities FNMS 04.000 CLAS2894 B1V7KEBTPIMZEU4LTD58 2044-07-01 4.000000 7159.00 1656.46 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7498 B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 1000.00 298.33 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8362 B1V7KEBTPIMZEU4LTD58 2046-11-01 3.500000 1040.00 352.09 Agency Mortgage-Backed Securities FNMS 03.500 CRAS9048 B1V7KEBTPIMZEU4LTD58 2043-09-01 3.500000 2048.00 256.32 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9985 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.500000 1040.00 265.36 Agency Mortgage-Backed Securities FNMS 04.500 CLAV8740 B1V7KEBTPIMZEU4LTD58 2044-02-01 4.500000 2000.00 531.17 Agency Mortgage-Backed Securities FNMS 04.500 CLAV8741 B1V7KEBTPIMZEU4LTD58 2044-02-01 4.500000 691145.00 179053.27 Agency Mortgage-Backed Securities FNMS 04.500 CLAV8742 B1V7KEBTPIMZEU4LTD58 2044-02-01 4.500000 1002.00 226.60 Agency Mortgage-Backed Securities FNMS 04.000 CLBD7156 B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 2048.00 601.70 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3669 B1V7KEBTPIMZEU4LTD58 2047-06-01 4.500000 1008.00 298.00 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0218 B1V7KEBTPIMZEU4LTD58 2057-09-01 3.500000 1000.00 469.93 Agency Mortgage-Backed Securities FNMS 03.500 CLBH4016 B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 2048.00 730.81 Agency Mortgage-Backed Securities FNMS 04.000 CLBH9882 B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 53533.00 10468.48 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ1178 B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 1484.00 510.93 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ7037 B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 1000.00 302.64 Agency Mortgage-Backed Securities FNMS 04.000 CLBK1100 B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 5000.00 2750.50 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL3238 B1V7KEBTPIMZEU4LTD58 2034-07-01 2.980000 29075.00 24679.75 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5353 B1V7KEBTPIMZEU4LTD58 2044-04-01 4.500000 1000.00 417.90 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5136 B1V7KEBTPIMZEU4LTD58 2046-06-01 4.000000 39168.00 16413.49 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5137 B1V7KEBTPIMZEU4LTD58 2044-06-01 4.500000 1000.00 359.88 Agency Mortgage-Backed Securities FNMS 04.000 CLBN1436 B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 3000.00 991.04 Agency Mortgage-Backed Securities FNMS 04.000 CLBN1441 B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 5000.00 1228.47 Agency Mortgage-Backed Securities FNMS 02.500 CLBP5575 B1V7KEBTPIMZEU4LTD58 2050-06-01 2.500000 1023.00 645.81 Agency Mortgage-Backed Securities FNMS 03.500 CLBT7813 B1V7KEBTPIMZEU4LTD58 2052-05-01 3.500000 1000.00 894.14 Agency Mortgage-Backed Securities FNMS 04.500 CLBV8017 B1V7KEBTPIMZEU4LTD58 2052-08-01 4.500000 8305.00 7926.27 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0124 B1V7KEBTPIMZEU4LTD58 2047-08-01 4.000000 1000.00 274.27 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0257 B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 1024.00 391.48 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0309 B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 2000.00 745.17 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0454 B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 1000.00 268.69 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2635 B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 1024.00 298.23 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1896 B1V7KEBTPIMZEU4LTD58 2048-06-01 4.500000 6501.00 2247.32 Agency Mortgage-Backed Securities FNMS 05.000 CLCA2350 B1V7KEBTPIMZEU4LTD58 2048-09-01 5.000000 2048.00 467.10 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2806 B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 63577.00 20524.51 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6025 B1V7KEBTPIMZEU4LTD58 2050-06-01 2.000000 2000.00 1287.85 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6070 B1V7KEBTPIMZEU4LTD58 2050-06-01 2.000000 1908467.00 1041992.94 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0674 B1V7KEBTPIMZEU4LTD58 2051-05-01 2.500000 1024.00 723.93 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3499 B1V7KEBTPIMZEU4LTD58 2052-05-01 3.500000 32512.00 28878.72 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4558 B1V7KEBTPIMZEU4LTD58 2052-09-01 5.000000 25872.00 25650.22 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4562 B1V7KEBTPIMZEU4LTD58 2052-09-01 5.000000 45106.00 44387.66 Agency Mortgage-Backed Securities FNMS 06.000 CL890388 B1V7KEBTPIMZEU4LTD58 2041-08-01 6.000000 1000.00 202.45 Agency Mortgage-Backed Securities FNMS 04.000 CRAB5957 B1V7KEBTPIMZEU4LTD58 2042-08-01 4.000000 6024.00 495.42 Agency Mortgage-Backed Securities FNMS 05.500 CLAC8576 B1V7KEBTPIMZEU4LTD58 2040-01-01 5.500000 197289.00 12798.99 Agency Mortgage-Backed Securities Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0381 2000000.00 2000000.00 0.0004 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC DAIWA CAPITAL MARKETS AMERICA INC 3.800000% M67H5PRC0NQKM73ZAS82 0000026617 ARP0V2D27 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 04.000 FGPC Q31883 G S6XOOCT0IEG5ABCC6L87 2042-02-01 4.000000 11312033.00 1589486.93 Agency Mortgage-Backed Securities FEPC 02.000 CLQD9791 S6XOOCT0IEG5ABCC6L87 2052-04-01 2.000000 1000.00 763.26 Agency Mortgage-Backed Securities FEPC 02.000 CLQE0099 S6XOOCT0IEG5ABCC6L87 2052-04-01 2.000000 1000.00 685.82 Agency Mortgage-Backed Securities FEPC 03.500 CLQE4621 S6XOOCT0IEG5ABCC6L87 2052-06-01 3.500000 1000.00 896.84 Agency Mortgage-Backed Securities FEPC 04.500 CLQF0270 S6XOOCT0IEG5ABCC6L87 2052-09-01 4.500000 1000.00 933.46 Agency Mortgage-Backed Securities FEPC 04.500 CLQF1574 S6XOOCT0IEG5ABCC6L87 2052-10-01 4.500000 1000.00 968.20 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8283 S6XOOCT0IEG5ABCC6L87 2052-11-01 2.500000 1000.00 847.47 Agency Mortgage-Backed Securities FEPC 02.000 CLRA6114 S6XOOCT0IEG5ABCC6L87 2052-02-01 2.000000 1000.00 784.93 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4876 B1V7KEBTPIMZEU4LTD58 2052-11-01 6.000000 7965836.00 8147164.98 Agency Mortgage-Backed Securities FNMS 04.000 CLBW7772 B1V7KEBTPIMZEU4LTD58 2052-09-01 4.000000 58141.00 54663.57 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8281 S6XOOCT0IEG5ABCC6L87 2052-11-01 6.500000 6507333.00 6827761.31 Agency Mortgage-Backed Securities FNMS 02.000 CLBV4658 B1V7KEBTPIMZEU4LTD58 2052-04-01 2.000000 1000.00 806.59 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4622 B1V7KEBTPIMZEU4LTD58 2052-06-01 2.000000 1000.00 801.62 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0858 B1V7KEBTPIMZEU4LTD58 2051-06-01 3.000000 2178.00 1785.18 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2613 B1V7KEBTPIMZEU4LTD58 2052-01-01 2.000000 1000.00 773.14 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2801 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.000000 1001.00 789.41 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5024 B1V7KEBTPIMZEU4LTD58 2052-11-01 5.000000 1000.00 993.46 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4511 B1V7KEBTPIMZEU4LTD58 2052-01-01 2.000000 1000.00 776.90 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4547 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.000000 1000.00 784.00 Agency Mortgage-Backed Securities FNMS 02.000 CLBV8124 B1V7KEBTPIMZEU4LTD58 2052-04-01 2.000000 1000.00 807.37 Agency Mortgage-Backed Securities FNMS 04.000 CLBW1241 B1V7KEBTPIMZEU4LTD58 2052-10-01 4.000000 1000.00 940.28 Agency Mortgage-Backed Securities FNMS 02.000 CLBW7282 B1V7KEBTPIMZEU4LTD58 2052-07-01 2.000000 1000.00 813.04 Agency Mortgage-Backed Securities FNMS 04.000 CLBW8866 B1V7KEBTPIMZEU4LTD58 2052-10-01 4.000000 1000.00 937.98 Agency Mortgage-Backed Securities FNMS 03.500 CLBW9976 B1V7KEBTPIMZEU4LTD58 2052-09-01 3.500000 1000.00 912.57 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4029 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 1000.00 713.92 Agency Mortgage-Backed Securities FNMS 02.000 CLBV2514 B1V7KEBTPIMZEU4LTD58 2052-06-01 2.000000 1000.00 810.64 Agency Mortgage-Backed Securities FNMS 02.000 CLBV3869 B1V7KEBTPIMZEU4LTD58 2052-03-01 2.000000 1000.00 806.97 Agency Mortgage-Backed Securities FNMS 02.000 CLBV4118 B1V7KEBTPIMZEU4LTD58 2052-03-01 2.000000 1000.00 790.94 Agency Mortgage-Backed Securities Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 16000000.00 16000000.00 0.0035 N Y Y N FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK 3.800000% 254900Y8NKGV541U8Q32 0001457970 ARP0V2D35 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 185519400.00 169628571.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 2.500000 252371200.00 250291414.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-28 1.125000 228000.00 202944.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.125000 665000.00 643968.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-31 0.125000 333738100.00 326335455.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.750000 78485000.00 72984282.51 U.S. Treasuries (including strips) Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 820000000.00 820000000.00 0.1791 N Y Y N BANK OF MONTREAL BANK OF MONTREAL 4.205000% NQQ6HPCNCCU6TUTQYE16 0000009622 ARP0V2D84 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII RG CQ0799 C 549300M8ZYFG0OCMTT87 2047-09-20 4.000000 1921019.00 1833751.47 Agency Mortgage-Backed Securities GNII RG CN3066 C 549300M8ZYFG0OCMTT87 2050-06-20 4.000000 4750602.00 3934545.76 Agency Mortgage-Backed Securities GNII RG CP4986 C 549300M8ZYFG0OCMTT87 2050-03-20 4.000000 5019697.00 4605091.94 Agency Mortgage-Backed Securities Y 2022-12-07 2022-12-07 2023-01-30 Y BANK OF MONTREAL 1.0000 7 N N N 0.0421 10000000.00 10000000.00 0.0022 N N Y N BNP PARIBAS SA BNP PARIBAS SA 3.910000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0V2DL5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENABLE MIDSTREAM PARTNERS LP SR NT 4.4% 27 MTLVN9N7JE8MIBIJ1H73 2027-03-15 4.400000 2000.00 1921.39 Corporate Debt Securities CONN AVE SECS 2019-R04 2B-1 20390627 FLT 2039-06-27 9.293570 90376.00 77359.32 Private Label Collateralized Mortgage Obligations CONN AVE SECS 2020-SBT1 1M-2 20400227 FLT 2040-02-27 7.666140 805920.00 783639.33 Private Label Collateralized Mortgage Obligations FEDERAL REALTY OP LP SR GLBL NT 27 549300LI6XZ51GOCJ427 2027-07-15 3.250000 2000.00 1846.38 Corporate Debt Securities PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 53 2053-12-01 4.674000 4927000.00 4578151.98 Corporate Debt Securities PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 53 2053-12-01 4.674000 5518000.00 5127307.21 Corporate Debt Securities ANHEUSER BUSCH INBEV FIN INC SR GLBL NT4.7%36 5493000EYEKDT0FBSQ91 2036-02-01 4.700000 2000.00 1924.41 Corporate Debt Securities BROADCOM INC SR GLBL NT 30 549300WV6GIDOZJTV909 2030-11-15 4.150000 12000.00 10702.67 Corporate Debt Securities Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0391 10000000.00 10000000.00 0.0022 N N Y N BNP PARIBAS SA BNP PARIBAS SA 3.970000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0V2DM3 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EVERARC ESCROW S AR L SR SEC 144A NT29 2029-10-30 5.000000 94000.00 75412.13 Corporate Debt Securities PROVIDENT FING TR I JR SB DB7.405%38 2038-03-15 7.405000 4918000.00 5178295.40 Corporate Debt Securities AIM AVIATION FIN LTD 2015 A-1 20400215 FLT 2040-02-15 6.213000 251000.00 84533.50 Asset-Backed Securities CEDAR FNDG X CLO LTD 2019-10R E-R 20321020 FLT 2032-10-20 10.742600 2999181.00 2719341.20 Asset-Backed Securities OCP CLO LTD 2020-19R E-R 20341020 FLT 254900ZMV4RGFPV8TK42 2034-10-20 10.742600 4250000.00 3661182.02 Asset-Backed Securities HOME EQUITY MTG INABS 2006-A M-1 20360325 FLT 2036-03-25 4.643570 4903000.00 1127800.79 Asset-Backed Securities RR LTD 2022-20 D 20370715 FLT 2037-07-15 11.113600 2299734.00 2115923.85 Asset-Backed Securities Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0397 13000000.00 13000000.00 0.0028 N N Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.800000% ZBUT11V806EZRVTWT807 0000782124 ARP0V2DO9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF MA7865 M 549300M8ZYFG0OCMTT87 2030-06-20 8.500000 28894.00 26526.34 Agency Mortgage-Backed Securities GNII ET CR0122 C 549300M8ZYFG0OCMTT87 2061-05-20 4.500000 208286.00 199454.67 Agency Mortgage-Backed Securities GNMI SF AB2742 X 549300M8ZYFG0OCMTT87 2042-08-15 3.000000 408080.00 65100.37 Agency Mortgage-Backed Securities GNII SF AB7797 C 549300M8ZYFG0OCMTT87 2042-11-20 3.500000 2200000.00 348994.63 Agency Mortgage-Backed Securities GNII SF MA0623 M 549300M8ZYFG0OCMTT87 2042-12-20 2.500000 4105000.00 723832.82 Agency Mortgage-Backed Securities GNII SF MA1231 M 549300M8ZYFG0OCMTT87 2038-05-20 7.000000 421761.00 53176.69 Agency Mortgage-Backed Securities GNII SF MA2149 M 549300M8ZYFG0OCMTT87 2044-08-20 4.000000 3203072.00 281990.00 Agency Mortgage-Backed Securities GNII SF MA2826 M 549300M8ZYFG0OCMTT87 2045-05-20 3.500000 3808500.00 410244.86 Agency Mortgage-Backed Securities GNII SF MA2962 M 549300M8ZYFG0OCMTT87 2045-07-20 4.000000 3386052.00 374884.97 Agency Mortgage-Backed Securities GNII FS MA2997 M 549300M8ZYFG0OCMTT87 2045-04-20 3.500000 481574.00 70716.08 Agency Mortgage-Backed Securities GNII FS MA2999 M 549300M8ZYFG0OCMTT87 2045-05-20 3.500000 114850.00 39908.51 Agency Mortgage-Backed Securities GNII SF MA5168 M 549300M8ZYFG0OCMTT87 2033-05-20 4.500000 48146.00 9658.60 Agency Mortgage-Backed Securities GNII SF MA5686 M 549300M8ZYFG0OCMTT87 2034-04-20 5.000000 490525.00 225373.35 Agency Mortgage-Backed Securities GNMI SF BB4157 X 549300M8ZYFG0OCMTT87 2048-02-15 5.000000 685293.00 112591.98 Agency Mortgage-Backed Securities GNII SF BE3869 C 549300M8ZYFG0OCMTT87 2048-07-20 4.000000 628832.00 45290.29 Agency Mortgage-Backed Securities GNMI SF BF1113 X 549300M8ZYFG0OCMTT87 2048-01-15 5.000000 199721.00 27624.88 Agency Mortgage-Backed Securities GNII RG CF6234 C 549300M8ZYFG0OCMTT87 2046-12-20 3.000000 1391350.00 1004723.12 Agency Mortgage-Backed Securities GNMI SF AN7282 X 549300M8ZYFG0OCMTT87 2045-08-15 5.000000 962144.00 22147.30 Agency Mortgage-Backed Securities GNMI SF 586602 X 549300M8ZYFG0OCMTT87 2032-07-15 6.500000 999900.00 14843.57 Agency Mortgage-Backed Securities GNMI SF 716783 X 549300M8ZYFG0OCMTT87 2039-04-15 5.000000 1093062.00 14744.23 Agency Mortgage-Backed Securities GNII SP 785053 C 549300M8ZYFG0OCMTT87 2050-06-20 4.500000 10014800.00 4435803.00 Agency Mortgage-Backed Securities GNMI SF 635067 X 549300M8ZYFG0OCMTT87 2046-04-15 2.500000 588641.00 344618.70 Agency Mortgage-Backed Securities GNII SF 644740 C 549300M8ZYFG0OCMTT87 2035-04-20 5.000000 1848902.00 71434.19 Agency Mortgage-Backed Securities GNMI SF 778870 X 549300M8ZYFG0OCMTT87 2042-02-15 4.000000 300000.00 40620.44 Agency Mortgage-Backed Securities GNMI SF AA2292 X 549300M8ZYFG0OCMTT87 2042-05-15 3.500000 236221.00 24184.18 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3986 S6XOOCT0IEG5ABCC6L87 2042-10-01 3.500000 200000.00 26809.96 Agency Mortgage-Backed Securities FEPC 06.000 CLZS2518 S6XOOCT0IEG5ABCC6L87 2038-12-01 6.000000 173890.00 8752.41 Agency Mortgage-Backed Securities FEPC 04.000 CISB0750 S6XOOCT0IEG5ABCC6L87 2037-10-01 4.000000 2192624.00 2049367.72 Agency Mortgage-Backed Securities FEPC 04.000 CISB8197 S6XOOCT0IEG5ABCC6L87 2037-11-01 4.000000 14113360.00 13789306.28 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1871 S6XOOCT0IEG5ABCC6L87 2052-11-01 5.500000 8463664.00 8683089.19 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1873 S6XOOCT0IEG5ABCC6L87 2052-11-01 5.500000 71520320.00 72932814.53 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8274 S6XOOCT0IEG5ABCC6L87 2052-11-01 4.000000 110338816.00 104013005.86 Agency Mortgage-Backed Securities FEPC 03.000 CLQB0537 S6XOOCT0IEG5ABCC6L87 2050-06-01 3.000000 3616952.00 2287426.55 Agency Mortgage-Backed Securities FEPC 02.500 CLQD3518 S6XOOCT0IEG5ABCC6L87 2051-12-01 2.500000 1196814.00 996593.28 Agency Mortgage-Backed Securities FEPC 03.500 CLQE3199 S6XOOCT0IEG5ABCC6L87 2052-06-01 3.500000 1913566.00 1740883.67 Agency Mortgage-Backed Securities FEPC 04.500 CLQF0469 S6XOOCT0IEG5ABCC6L87 2052-09-01 4.500000 58868320.00 56822506.38 Agency Mortgage-Backed Securities FEPC 05.500 CLQF3492 S6XOOCT0IEG5ABCC6L87 2052-11-01 5.500000 5123536.00 5227889.90 Agency Mortgage-Backed Securities FEPC 04.500 CLQF3587 S6XOOCT0IEG5ABCC6L87 2052-10-01 4.500000 1194996.00 1160490.49 Agency Mortgage-Backed Securities FEPC 05.000 CLQF3591 S6XOOCT0IEG5ABCC6L87 2052-11-01 5.000000 7855760.00 7900559.65 Agency Mortgage-Backed Securities FEPC 04.500 CLQF2958 S6XOOCT0IEG5ABCC6L87 2052-11-01 4.500000 2635308.00 2558069.76 Agency Mortgage-Backed Securities FEPC 04.000 CLQF3025 S6XOOCT0IEG5ABCC6L87 2052-11-01 4.000000 7706224.00 7264435.60 Agency Mortgage-Backed Securities FEPC 04.500 CLQF3202 S6XOOCT0IEG5ABCC6L87 2052-10-01 4.500000 1937602.00 1882556.66 Agency Mortgage-Backed Securities FEPC 02.500 CIQN1740 S6XOOCT0IEG5ABCC6L87 2035-03-01 2.500000 4465000.00 1459074.80 Agency Mortgage-Backed Securities FEPC 04.500 CLZJ0163 S6XOOCT0IEG5ABCC6L87 2040-07-01 4.500000 819765.00 59587.89 Agency Mortgage-Backed Securities FEPC 04.500 CLZT1953 S6XOOCT0IEG5ABCC6L87 2049-05-01 4.500000 163000.00 21760.99 Agency Mortgage-Backed Securities FEPC 05.000 CLQC3436 S6XOOCT0IEG5ABCC6L87 2051-06-01 5.000000 1116312.00 878817.31 Agency Mortgage-Backed Securities GNMI SF AD9472 X 549300M8ZYFG0OCMTT87 2043-04-15 3.500000 36788.00 7714.37 Agency Mortgage-Backed Securities Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 292000000.00 292000000.00 0.0638 N Y Y N MUFG SECURITIES AMERICAS INC MUFG SECURITIES AMERICAS INC 3.800000% K5HU16E3LMSVCCJJJ255 ARP0V2DX9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Freddie Mac S6XOOCT0IEG5ABCC6L87 2049-05-25 3.000000 1179100.00 1050000.03 Agency Collateralized Mortgage Obligation Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 1000000.00 1000000.00 0.0002 N Y Y N NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 3.800000% OXTKY6Q8X53C9ILVV871 0000902266 ARP0V2DZ4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 303900.00 313607.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.250000 19214000.00 23146446.61 U.S. Treasuries (including strips) Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 23000000.00 23000000.00 0.0050 N Y Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 3.920000% 7TK5RJIZDFROZCA6XF66 0000812291 ARP0V2E34 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DISCOVER FINL SVCS COM Z1YLO2USPORE63VVUL20 2500-12-31 0.00 460.00 49933.00 Equities SVF INVESTMENT CORP CL A SHS 2500-12-31 0.00 4975.00 49998.75 Equities ARVINAS INC COM 2500-12-31 0.00 790.00 30249.10 Equities BELONG ACQUISITION CORP CLASS A COM 2500-12-31 0.00 5005.00 49999.95 Equities BURTECH ACQUISITION CORP CLASS A COM 2500-12-31 0.00 4921.00 49997.36 Equities SCION TECH GROWTH II CL A SHS 2500-12-31 0.00 4975.00 49998.75 Equities FIFTH WALL ACQUISITN CORP III CLASS A ORD SHS 2500-12-31 0.00 5000.00 50000.00 Equities GOLDENBRIDGE ACQUISITION LTD SHS 2500-12-31 0.00 4830.00 49990.50 Equities MEDICUS SCIENCES ACQUISITION C CL A SHS 2500-12-31 0.00 5020.00 49999.20 Equities PROJECT ENERGY REIMAGINED ACQU CLASS A ORD 2500-12-31 0.00 5030.00 49998.20 Equities TASTEMAKER ACQUISITION CORP COM CL A 2500-12-31 0.00 4935.00 49991.55 Equities ALPHA STAR ACQUISITION CORP ORDINARY SHARES 2500-12-31 0.00 4906.00 49992.14 Equities A SPAC II ACQUISITION CORP ORD SHS CL A 2500-12-31 0.00 4935.00 49991.55 Equities BLUE WORLD ACQUISITION CORP CLASS A ORD SHS 2500-12-31 0.00 4921.00 49997.36 Equities CHAIN BRIDGE I CLASS A ORD 2500-12-31 0.00 4901.00 49990.20 Equities GENESIS UNICORN CAPITAL CORP CLASS A COM 2500-12-31 0.00 4955.00 49995.95 Equities INTEGRAL ACQUISITION CORP 1 CLASS A COM 2500-12-31 0.00 4972.00 49993.46 Equities KHOSLA VENTURES ACQUT CO III COM CL A 2500-12-31 0.00 5030.00 49998.20 Equities LOGISTICS INNOVTN TECHNLGS CRP CLASS A COM 2500-12-31 0.00 5076.00 49998.60 Equities MEDTECH ACQUISITION CORP COM CL A 2500-12-31 0.00 4965.00 49997.55 Equities PATHFINDER ACQUISITION CORP CL A 549300MY5MYSR79R7L50 2500-12-31 0.00 5020.00 49999.20 Equities PHILLIPS 66 COM 5493005JBO5YSIGK1814 2500-12-31 0.00 458.00 49908.26 Equities Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0392 1000000.00 1000000.00 0.0002 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.810000% VYVVCKR63DVZZN70PB21 0001224385 ARP0V2E42 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 06.000 CLCB5148 B1V7KEBTPIMZEU4LTD58 2052-11-01 6.000000 1412673.00 1449265.04 Agency Mortgage-Backed Securities FNMS 02.000 CIFM8988 B1V7KEBTPIMZEU4LTD58 2036-09-01 2.000000 50000.00 38845.72 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0344 B1V7KEBTPIMZEU4LTD58 2051-12-01 3.000000 345910.00 283826.26 Agency Mortgage-Backed Securities FNMS 06.000 CTFS2495 B1V7KEBTPIMZEU4LTD58 2029-09-01 6.000000 676838.00 555061.78 Agency Mortgage-Backed Securities FNMS 04.000 CTMA3661 B1V7KEBTPIMZEU4LTD58 2039-05-01 4.000000 2612021.00 529114.58 Agency Mortgage-Backed Securities FNMS 04.500 CRAS3084 B1V7KEBTPIMZEU4LTD58 2039-05-01 4.500000 303829.00 91180.68 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2006 B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 878762.00 132028.93 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0338 B1V7KEBTPIMZEU4LTD58 2052-01-01 3.000000 2189339.00 1850535.48 Agency Mortgage-Backed Securities FNMS 04.500 CKMA3546 B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 360000.00 27490.46 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3392 B1V7KEBTPIMZEU4LTD58 2033-06-01 3.500000 1578000.00 243201.56 Agency Mortgage-Backed Securities Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0381 5000000.00 5000000.00 0.0011 N Y Y N RBC CAPITAL MARKETS LLC RBC CAPITAL MARKETS LLC 3.920000% 549300LCO2FLSSVFFR64 0000050916 ARP0V2E67 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BOEING CO CR SEN SR GLBL60 RVHJWBXLJ1RFUBSY1F30 2060-05-01 5.930000 217000.00 200715.66 Corporate Debt Securities EDF S A SR 144A NT 55 549300X3UK4GG3FNMO06 2055-10-13 5.250000 3398000.00 2662245.22 Corporate Debt Securities ONEOK PARTNERS LP SR GLBL NT 36 T4DHW82NMF6BXJT50795 2036-10-01 6.650000 1955000.00 1951751.98 Corporate Debt Securities PIONEER NAT RES CO SR GLBL NT1.9%30 FY8JBF7CCL2VE4F1B628 2030-08-15 1.900000 260000.00 207467.43 Corporate Debt Securities MCDONALDS CORP FR 5.15%090952 UE2136O97NLB5BYP9H04 2052-09-09 5.150000 1128000.00 1122966.30 Corporate Debt Securities HUMANA INC CR SEN SR NT 38 529900YLDW34GJAO4J06 2038-06-15 8.150000 1262000.00 1533676.00 Corporate Debt Securities VAR ENERGI ASA SR 144A NT7.5%28 549300LIVN3FFOJN2K47 2028-01-15 7.500000 200000.00 205757.00 Corporate Debt Securities SKYMILES IP LTD & DELTA AIR LI SR SEC 144A 28 2028-10-20 4.750000 316612.00 300448.25 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 29 2S72QS2UO2OESLG6Y829 2029-12-03 4.016000 3068000.00 2943731.68 Corporate Debt Securities NISSAN MOTOR CO LTD SR GLBL 144A 27 353800DRBDH1LUTNAY26 2027-09-17 4.345000 1856000.00 1681852.81 Corporate Debt Securities EATON CORP OHIO GLBL NT 4.7%52 0NZWDMRCE180888QQE14 2052-08-23 4.700000 5405000.00 5053209.57 Corporate Debt Securities Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0392 17000000.00 17000000.00 0.0037 N N Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 3.800000% 549300QJJX6CVVUXLE15 0001317808 ARP0V2E75 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-16 0.00 100.00 99.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.625000 268100.00 279478.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 500.00 513.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 100.00 76.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 100.00 95.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-31 1.875000 100.00 93.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 1.625000 100.00 87.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.625000 100.00 79.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-09-30 0.375000 100.00 84.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-31 1.000000 100.00 85.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-09-30 3.875000 100.00 100.66 U.S. Treasuries (including strips) GNII SF MA8201 M 549300M8ZYFG0OCMTT87 2052-08-20 4.500000 4988.00 4838.74 Agency Mortgage-Backed Securities GNII SF MA8349 M 549300M8ZYFG0OCMTT87 2052-09-20 5.500000 8749.00 8833.21 Agency Mortgage-Backed Securities GNII SF MA8348 M 549300M8ZYFG0OCMTT87 2052-10-20 5.000000 2010007.00 2002113.73 Agency Mortgage-Backed Securities GNRM 2020-001 YK 549300M8ZYFG0OCMTT87 2050-01-20 2.500000 1806618.00 141733.21 Agency Collateralized Mortgage Obligation GNRA 2021-194 FA 549300M8ZYFG0OCMTT87 2051-11-20 2.500000 1000.00 697.95 Agency Collateralized Mortgage Obligation GNRA 2021-223 FA 549300M8ZYFG0OCMTT87 2051-12-20 2.500000 3412.00 2391.45 Agency Collateralized Mortgage Obligation GNRA 2022-022 YF 549300M8ZYFG0OCMTT87 2052-02-20 3.000000 280086.00 207550.00 Agency Collateralized Mortgage Obligation GNII SF MA4068 M 549300M8ZYFG0OCMTT87 2046-10-20 3.000000 66484649.00 11948429.95 Agency Mortgage-Backed Securities GNII SF MA4196 M 549300M8ZYFG0OCMTT87 2047-01-20 3.500000 2016.00 349.81 Agency Mortgage-Backed Securities GNII SF MA4510 M 549300M8ZYFG0OCMTT87 2047-03-20 3.500000 1000.00 160.20 Agency Mortgage-Backed Securities GNII SF MA5078 M 549300M8ZYFG0OCMTT87 2048-03-20 4.000000 186009.00 23402.39 Agency Mortgage-Backed Securities GNII SF MA7052 M 549300M8ZYFG0OCMTT87 2050-12-20 2.500000 4242992.00 2344286.64 Agency Mortgage-Backed Securities GNII SF MA7990 M 549300M8ZYFG0OCMTT87 2052-04-20 4.000000 323223.00 300268.66 Agency Mortgage-Backed Securities GNII SF MA7254 M 549300M8ZYFG0OCMTT87 2051-03-20 2.000000 1000.00 676.86 Agency Mortgage-Backed Securities GNII SF MA7368 M 549300M8ZYFG0OCMTT87 2051-05-20 3.000000 2129.00 1379.73 Agency Mortgage-Backed Securities GNII SF MA7534 M 549300M8ZYFG0OCMTT87 2051-08-20 2.500000 1012.00 775.67 Agency Mortgage-Backed Securities GNII SF MA8429 M 549300M8ZYFG0OCMTT87 2052-10-20 5.500000 1008.00 1019.71 Agency Mortgage-Backed Securities GNRA 2022-024 FA 549300M8ZYFG0OCMTT87 2052-02-20 3.000000 3414728.00 2547682.69 Agency Collateralized Mortgage Obligation FEPC 05.000 CLZS2038 S6XOOCT0IEG5ABCC6L87 2038-04-01 5.000000 1033.00 15.09 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0540 S6XOOCT0IEG5ABCC6L87 2048-06-01 4.000000 1000.00 384.71 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8000 S6XOOCT0IEG5ABCC6L87 2049-07-01 3.000000 222878.00 30233.08 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8001 S6XOOCT0IEG5ABCC6L87 2049-07-01 3.500000 1004.00 122.05 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7504 S6XOOCT0IEG5ABCC6L87 2049-08-01 3.500000 54342656.00 13397159.95 Agency Mortgage-Backed Securities 03.500 FGPC V81932 G S6XOOCT0IEG5ABCC6L87 2045-10-01 3.500000 1021804.00 198245.00 Agency Mortgage-Backed Securities 03.500 FGPC G67710 G S6XOOCT0IEG5ABCC6L87 2048-03-01 3.500000 1000.00 281.02 Agency Mortgage-Backed Securities 03.500 FGPC G61748 G S6XOOCT0IEG5ABCC6L87 2048-11-01 3.500000 21093970.00 7758428.15 Agency Mortgage-Backed Securities FEPC 02.000 CLQB6139 S6XOOCT0IEG5ABCC6L87 2050-12-01 2.000000 1000.00 699.07 Agency Mortgage-Backed Securities FEPC 02.500 CLQC3596 S6XOOCT0IEG5ABCC6L87 2051-06-01 2.500000 1024.00 774.76 Agency Mortgage-Backed Securities FEPC 02.000 CLQD5035 S6XOOCT0IEG5ABCC6L87 2052-01-01 2.000000 1000.00 792.10 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2052-11-15 4.000000 1700.00 1762.59 U.S. Treasuries (including strips) FNMS 03.000 CLAU1632 B1V7KEBTPIMZEU4LTD58 2043-07-01 3.000000 1120.00 226.68 Agency Mortgage-Backed Securities FNMS 02.500 CTBT2006 B1V7KEBTPIMZEU4LTD58 2042-02-01 2.500000 1024.00 856.61 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2189 B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 1024.00 486.16 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3198 B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 1024.00 398.08 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2364 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.000000 13537.00 10688.84 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1382 B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 1152.00 287.93 Agency Mortgage-Backed Securities FNMS 03.000 CLFM3127 B1V7KEBTPIMZEU4LTD58 2047-10-01 3.000000 1024.00 335.52 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2609 B1V7KEBTPIMZEU4LTD58 2052-08-01 4.500000 1024.00 995.73 Agency Mortgage-Backed Securities FEPC 05.500 CLZS1097 S6XOOCT0IEG5ABCC6L87 2036-06-01 5.500000 9004.00 86.73 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4669 S6XOOCT0IEG5ABCC6L87 2046-06-01 4.000000 1120.00 179.74 Agency Mortgage-Backed Securities 03.500 FGPC Q53313 G S6XOOCT0IEG5ABCC6L87 2048-01-01 3.500000 1024.00 291.31 Agency Mortgage-Backed Securities 04.000 FGPC Q59742 G S6XOOCT0IEG5ABCC6L87 2048-11-01 4.000000 1024.00 223.89 Agency Mortgage-Backed Securities FEPC 02.500 CLQB7592 S6XOOCT0IEG5ABCC6L87 2051-01-01 2.500000 1088.00 678.68 Agency Mortgage-Backed Securities FEPC 02.000 CTQK1389 S6XOOCT0IEG5ABCC6L87 2042-02-01 2.000000 1024.00 835.06 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8269 B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 891620.00 197672.14 Agency Mortgage-Backed Securities FNMS 03.000 CLBO3189 B1V7KEBTPIMZEU4LTD58 2049-10-01 3.000000 2326.00 553.59 Agency Mortgage-Backed Securities FNMS 03.000 CLBO8668 B1V7KEBTPIMZEU4LTD58 2050-03-01 3.000000 1000.00 351.53 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0998 B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 1600.00 431.18 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3050 B1V7KEBTPIMZEU4LTD58 2052-03-01 2.500000 2003.00 1668.42 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1000 B1V7KEBTPIMZEU4LTD58 2047-04-01 3.000000 27743297.00 8013706.25 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3238 B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 1445.00 257.84 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3416 B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 3368.00 357.83 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4119 B1V7KEBTPIMZEU4LTD58 2050-09-01 2.000000 1000.00 592.55 Agency Mortgage-Backed Securities FNMS 04.500 CLAD1045 B1V7KEBTPIMZEU4LTD58 2040-02-01 4.500000 4798.00 247.29 Agency Mortgage-Backed Securities FNMS 05.000 CLAD7906 B1V7KEBTPIMZEU4LTD58 2040-07-01 5.000000 7234.00 455.45 Agency Mortgage-Backed Securities FNMS 05.000 CLAE0399 B1V7KEBTPIMZEU4LTD58 2040-09-01 5.000000 14094.00 597.13 Agency Mortgage-Backed Securities FNMS 04.500 CLAL0775 B1V7KEBTPIMZEU4LTD58 2041-09-01 4.500000 60985.00 2801.81 Agency Mortgage-Backed Securities Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 48000000.00 48000000.00 0.0105 N Y Y N BOFA SECURITIES INC BOFA SECURITIES INC 4.230000% 549300HN4UKV1E2R3U73 0001675365 ARP0V2EB6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FHLMCT SLSTT SERIES 2019-3 SUB 20591025 3.6 2059-10-25 3.637210 20319510.00 16100000.76 Private Label Collateralized Mortgage Obligations Y 2022-12-01 2023-01-04 2023-01-13 Y BOFA SECURITIES INC 1.0000 35 N N N 0.0423 14000000.00 14000000.00 0.0031 N N N Y BOFA SECURITIES INC BOFA SECURITIES INC 3.800000% 549300HN4UKV1E2R3U73 0001675365 ARP0V2EC4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.000 CLCB3120 B1V7KEBTPIMZEU4LTD58 2052-03-01 3.000000 26222444.00 22519074.67 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2411 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 96899828.00 77390926.03 Agency Mortgage-Backed Securities Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 97000000.00 97000000.00 0.0212 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.800000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0V2ED2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-03-31 2.500000 5913500.00 5577445.02 U.S. Treasuries (including strips) Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 5467474.00 5467474.00 0.0012 N Y Y N CREDIT INDUSTRIEL ET COMMERCIAL CREDIT INDUSTRIEL ET COMMERCIAL 3.840000% N4JDFKKH2FTD8RKFXO39 0001274419 ATD1DJ2Z6 Non-Negotiable Time Deposit Y 2022-12-05 2022-12-05 2022-12-05 N N N 0.0384 13000000.00 13000000.00 0.0028 N N Y N ING BANK NV ING BANK NV 3.820000% 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD1DJ336 Non-Negotiable Time Deposit Y 2022-12-05 2022-12-05 2022-12-05 N N N 0.0382 10000000.00 10000000.00 0.0022 N N Y N ERSTE GROUP BANK AG (NEW YORK BRANCH) ERSTE GROUP BANK AG (NEW YORK BRANCH) 3.830000% ATD1DJ369 Non-Negotiable Time Deposit Y 2022-12-05 2022-12-05 2022-12-05 N N N 0.0383 6000000.00 6000000.00 0.0013 N N Y N ABN AMRO BANK NV ABN AMRO BANK NV 3.820000% BFXS5XCH7N0Y05NIXW11 0001784384 ATD1DK8B0 Non-Negotiable Time Deposit Y 2022-12-06 2022-12-06 2022-12-06 N N N 0.0382 7000000.00 7000000.00 0.0015 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 3.820000% JHE42UYNWWTJB8YTTU19 0000859994 ATD1DK8G9 Non-Negotiable Time Deposit Y 2022-12-06 2022-12-06 2022-12-06 N N N 0.0382 57000000.00 57000000.00 0.0124 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 3.820000% JHE42UYNWWTJB8YTTU19 0000859994 ATD1DLBL2 Non-Negotiable Time Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0382 44000000.00 44000000.00 0.0096 N N Y N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 3.810000% 0000917311 ATD1DLBN8 Non-Negotiable Time Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0381 81000000.00 81000000.00 0.0177 N N Y N ERSTE GROUP BANK AG (NEW YORK BRANCH) ERSTE GROUP BANK AG (NEW YORK BRANCH) 3.830000% ATD1DLBO6 Non-Negotiable Time Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0383 9000000.00 9000000.00 0.0020 N N Y N ING BANK NV ING BANK NV 3.820000% 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD1DLBQ1 Non-Negotiable Time Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0382 104000000.00 104000000.00 0.0227 N N Y N CREDIT INDUSTRIEL ET COMMERCIAL CREDIT INDUSTRIEL ET COMMERCIAL 3.840000% N4JDFKKH2FTD8RKFXO39 0001274419 ATD1DLBR9 Non-Negotiable Time Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0384 12000000.00 12000000.00 0.0026 N N Y N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 3.830000% ZUHK7JXNDU6FLQ1O6482 ATD1DLBS7 Non-Negotiable Time Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0383 12000000.00 12000000.00 0.0026 N N Y N ABN AMRO BANK NV ABN AMRO BANK NV 3.820000% BFXS5XCH7N0Y05NIXW11 0001784384 ATD1DLC23 Non-Negotiable Time Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0382 41000000.00 41000000.00 0.0090 N N Y N BANCO SANTANDER SA (NEW YORK BRANCH) BANCO SANTANDER SA (NEW YORK BRANCH) 3.820000% 5493006QMFDDMYWIAM13 0000891478 ATD1DLC31 Non-Negotiable Time Deposit Y 2022-12-07 2022-12-07 2022-12-07 N N N 0.0382 45000000.00 45000000.00 0.0098 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.810000% ES7IP3U3RHIGC71XBU11 0000352613 ATD1DLC49 Non-Negotiable Time Deposit Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0381 64000000.00 64000000.00 0.0140 N Y Y N The Charles Schwab Family of Funds 2022-12-07 Mark Fischer Mark Fischer Chief Financial Officer