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