0001145549-23-015392.txt : 20230307 0001145549-23-015392.hdr.sgml : 20230307 20230307155513 ACCESSION NUMBER: 0001145549-23-015392 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230228 FILED AS OF DATE: 20230307 DATE AS OF CHANGE: 20230307 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: 23712439 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 2023-02-28 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 20 43 2033884308.81 2234021201.15 2238239746.42 2129159371.62 3141873800.99 3284233846.63 3266903873.97 3354063394.58 0.00 0.3832 0.4064 0.4007 0.3771 0.5920 0.5974 0.5848 0.5940 0.0000 180000000.94 5406090052.18 524270299.00 10090796.87 10120914.66 5586059935.33 5584003622.8500 0.0000 0.0480 1.0004 1.0003 1.0003 1.0003 0.0000 C000164902 1000000.00 5586059935.33 5584003622.8500 1.0004 1.0003 1.0003 1.0003 0.0000 216981028.63 171292642.20 309319468.73 135618684.48 237545043.41 135936908.57 184057606.63 127154446.93 0.00 0.00 945673464.16 623460733.84 0.0461 Y Investment Advisor and its affiliates Contractual 43,121 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 0.0457 7697070.77 7697070.77 0.0014 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 5.180000% 05253MSU9 JHE42UYNWWTJB8YTTU19 US05253MSU98 Financial Company Commercial Paper Y 2023-03-01 2023-05-08 2023-05-08 N N N 0.0468 10009436.20 10009436.20 0.0018 N N N N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 5.080000% 05586FAD9 R0MUWSFPU8MPRO8K5P83 US05586FAD96 Certificate of Deposit Y 2023-03-01 2023-04-11 2023-04-11 N N N 0.0465 15007441.20 15007441.20 0.0027 N N N N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 5.220000% 05586FDR5 R0MUWSFPU8MPRO8K5P83 US05586FDR55 Certificate of Deposit Y 2023-03-01 2023-06-01 2023-06-01 N N N 0.0467 6008422.32 6008422.32 0.0011 N N N N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 4.820000% 05586FJR9 R0MUWSFPU8MPRO8K5P83 US05586FJR91 Certificate of Deposit Y 2023-03-01 2023-08-02 2023-08-02 N N N 0.0468 40023466.40 40023466.40 0.0072 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 4.900000% 06054CCQ6 549300HN4UKV1E2R3U73 US06054CCQ69 0001675365 Financial Company Commercial Paper Y 2023-03-01 2023-07-19 2023-07-19 N N N 0.0479 5002095.20 5002095.20 0.0009 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 4.920000% 06054CCV5 549300HN4UKV1E2R3U73 US06054CCV54 0001675365 Financial Company Commercial Paper Y 2023-03-01 2023-10-18 2023-10-18 N N N 0.0485 5002358.15 5002358.15 0.0009 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 0.0505 5001557.65 5001557.65 0.0009 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 0.0510 25013258.75 25013258.75 0.0045 N N N N BANK OF MONTREAL BANK OF MONTREAL 5.090000% 06373L5D7 NQQ6HPCNCCU6TUTQYE16 US06373L5D78 0000009622 Financial Company Commercial Paper Y 2023-03-01 2023-06-07 2023-06-07 N N N 0.0469 15016322.85 15016322.85 0.0027 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 5.020000% 06417LSS7 L3I9ZG2KFGXZ61BMYR72 US06417LSS78 0001041839 Financial Company Commercial Paper Y 2023-03-01 2023-03-17 2023-03-17 N N N 0.0463 3000537.00 3000537.00 0.0005 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 5.270000% 06417LTK3 L3I9ZG2KFGXZ61BMYR72 US06417LTK34 0001041839 Financial Company Commercial Paper Y 2023-03-01 2023-07-19 2023-07-19 N N N 0.0471 15032051.55 15032051.55 0.0027 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 4.990000% 06417LVN4 L3I9ZG2KFGXZ61BMYR72 US06417LVN45 0001041839 Financial Company Commercial Paper Y 2023-03-01 2023-10-06 2023-10-06 N N N 0.0480 2002175.14 2002175.14 0.0004 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 4.990000% 06417LVP9 L3I9ZG2KFGXZ61BMYR72 US06417LVP92 0001041839 Financial Company Commercial Paper Y 2023-03-01 2023-10-10 2023-10-10 N N N 0.0481 9009827.28 9009827.28 0.0016 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 4.860000% 06417LWS2 L3I9ZG2KFGXZ61BMYR72 US06417LWS23 0001041839 Financial Company Commercial Paper Y 2023-03-01 2023-11-16 2023-11-16 N N N 0.0486 17999827.56 17999827.56 0.0032 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 4.850000% 06417LWU7 L3I9ZG2KFGXZ61BMYR72 US06417LWU78 0001041839 Financial Company Commercial Paper Y 2023-03-01 2023-11-21 2023-11-21 N N N 0.0487 6998866.98 6998866.98 0.0013 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.050000% 06417MD77 L3I9ZG2KFGXZ61BMYR72 US06417MD777 Certificate of Deposit Y 2023-03-01 2023-03-16 2023-03-16 N N N 0.0463 21003820.74 21003820.74 0.0038 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.050000% 06417ME76 L3I9ZG2KFGXZ61BMYR72 US06417ME767 Certificate of Deposit Y 2023-03-01 2023-05-25 2023-05-25 N N N 0.0469 2001696.34 2001696.34 0.0004 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.020000% 06417MF26 L3I9ZG2KFGXZ61BMYR72 US06417MF269 Certificate of Deposit Y 2023-03-01 2023-06-06 2023-06-06 N N N 0.0469 2001741.68 2001741.68 0.0004 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.200000% 06417MP33 L3I9ZG2KFGXZ61BMYR72 US06417MP334 Certificate of Deposit Y 2023-03-01 2023-09-07 2023-09-07 N N N 0.0478 9019545.57 9019545.57 0.0016 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.050000% 06417MQ99 L3I9ZG2KFGXZ61BMYR72 US06417MQ993 Certificate of Deposit Y 2023-03-01 2023-09-29 2023-09-29 N N N 0.0480 12016951.20 12016951.20 0.0022 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.920000% 06417MR72 L3I9ZG2KFGXZ61BMYR72 US06417MR728 Certificate of Deposit Y 2023-03-01 2023-10-18 2023-10-18 N N N 0.0481 2001354.98 2001354.98 0.0004 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.900000% 06417MS55 L3I9ZG2KFGXZ61BMYR72 US06417MS551 Certificate of Deposit Y 2023-03-01 2023-11-07 2023-11-07 N N N 0.0484 6002390.76 6002390.76 0.0011 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.060000% 06417MZF5 L3I9ZG2KFGXZ61BMYR72 Certificate of Deposit Y 2023-03-01 2023-03-16 2023-03-16 N N N 0.0463 4800804.82 4800804.82 0.0009 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.050000% 06417MZH1 L3I9ZG2KFGXZ61BMYR72 Certificate of Deposit Y 2023-03-01 2023-03-13 2023-03-13 N N N 0.0463 3000449.13 3000449.13 0.0005 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.060000% 06417MZL2 L3I9ZG2KFGXZ61BMYR72 US06417MZL26 Certificate of Deposit Y 2023-03-01 2023-03-24 2023-03-24 N N N 0.0464 23005735.74 23005735.74 0.0041 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 0.0456 5000148.15 5000148.15 0.0009 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 4.930000% 06742T3S3 G5GSEF7VJP5I7OUK5573 US06742T3S31 Certificate of Deposit Y 2023-03-01 2023-07-10 2023-07-10 N N N 0.0475 25015882.00 25015882.00 0.0045 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 5.180000% 06742T3U8 G5GSEF7VJP5I7OUK5573 US06742T3U86 Certificate of Deposit Y 2023-07-12 2023-07-12 2023-07-12 N N N 0.0502 21009440.34 21009440.34 0.0038 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 4.840000% 06742T4A1 G5GSEF7VJP5I7OUK5573 US06742T4A14 Certificate of Deposit Y 2023-03-01 2023-08-01 2023-08-01 N N N 0.0476 14804932.54 14804932.54 0.0027 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 5.140000% 06742T4H6 G5GSEF7VJP5I7OUK5573 US06742T4H66 Certificate of Deposit Y 2023-08-07 2023-08-07 2023-08-07 N N N 0.0514 7999534.00 7999534.00 0.0014 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 4.940000% 06742TY67 G5GSEF7VJP5I7OUK5573 US06742TY670 Certificate of Deposit Y 2023-03-01 2023-03-08 2023-03-08 N N N 0.0464 8000508.24 8000508.24 0.0014 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 4.900000% 06742TZ41 G5GSEF7VJP5I7OUK5573 US06742TZ412 Certificate of Deposit Y 2023-03-01 2023-03-22 2023-03-22 N N N 0.0467 2000276.44 2000276.44 0.0004 N N N N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945MQ17 549300KOFKIMD0C37W24 US06945MQ175 Asset Backed Commercial Paper Y 2023-03-01 2023-03-01 2023-03-01 N Y Societe Generale SA 1.0000 N 0.0457 999873.19 999873.19 0.0002 N Y Y N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945MQ74 549300KOFKIMD0C37W24 US06945MQ746 Asset Backed Commercial Paper Y 2023-03-07 2023-03-07 2023-03-07 N Y Societe Generale SA 1.0000 N 0.0457 1998224.72 1998224.72 0.0004 N N Y N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945MSN7 549300KOFKIMD0C37W24 US06945MSN73 Asset Backed Commercial Paper Y 2023-05-22 2023-05-22 2023-05-22 N Y Societe Generale SA 1.0000 N 0.0478 1977945.06 1977945.06 0.0004 N N N N BAYERISCHE LANDESBANK (NEW YORK BRANCH) BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000% 07274MQ65 VDYMYTQGZZ6DU0912C88 US07274MQ658 Financial Company Commercial Paper Y 2023-03-06 2023-03-06 2023-03-06 N N N 0.0457 29977140.00 29977140.00 0.0054 N N Y N BAYERISCHE LANDESBANK (NEW YORK BRANCH) BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000% 07274MQ73 VDYMYTQGZZ6DU0912C88 US07274MQ732 Financial Company Commercial Paper Y 2023-03-07 2023-03-07 2023-03-07 N N N 0.0457 15985779.04 15985779.04 0.0029 N N Y N BAYERISCHE LANDESBANK (NEW YORK BRANCH) BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.580000% 0727MCE29 VDYMYTQGZZ6DU0912C88 US0727MCE295 Certificate of Deposit Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0459 6999998.32 6999998.32 0.0013 N Y Y N BAYERISCHE LANDESBANK (NEW YORK BRANCH) BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.580000% 0727MCE52 VDYMYTQGZZ6DU0912C88 Certificate of Deposit Y 2023-03-07 2023-03-07 2023-03-07 N N N 0.0455 2000012.00 2000012.00 0.0004 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 0.0457 9980979.20 9980979.20 0.0018 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 5.090000% 07644DLV8 5493000JWH1Z48FX0180 US07644DLV81 Asset Backed Commercial Paper Y 2023-03-01 2023-03-24 2023-03-24 N Y Royal Bank of Canada 1.0000 N 0.0467 9002478.42 9002478.42 0.0016 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 4.950000% 07645RDF0 5493000JWH1Z48FX0180 US07645RDF01 Asset Backed Commercial Paper Y 2023-03-01 2023-03-08 2023-03-08 N Y Royal Bank of Canada 1.0000 N 0.0464 5000326.60 5000326.60 0.0009 N N N N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MS13 549300PGDCWK6DU9QM65 US08224MS138 Asset Backed Commercial Paper Y 2023-05-01 2023-05-01 2023-05-01 N Y Societe Generale SA 1.0000 N 0.0478 9332615.83 9332615.83 0.0017 N N N N BRECKENRIDGE TERRACE, LLC HOUSING FACILITIES REVENUE NOTES SERIES 1999B 4.690000% 106538AB7 US106538AB78 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2039-05-01 Y Bank of America NA 1.0000 7 N N N 0.0469 1000000.00 1000000.00 0.0002 N N Y N CAFCO LLC CAFCO LLC 0.000000% 1247P3Q13 8O46YQAGJ63WE5QHIG35 US1247P3Q136 Asset Backed Commercial Paper Y 2023-03-01 2023-03-01 2023-03-01 N Y Citibank NA 1.0000 N 0.0457 2499682.98 2499682.98 0.0004 N Y Y N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619USB8 549300HKCCNTZDBBEN75 US12619USB88 Asset Backed Commercial Paper Y 2023-05-11 2023-05-11 2023-05-11 N Y Citibank NA 1.0000 N 0.0476 4952390.00 4952390.00 0.0009 N N N N CABOT TRAIL FUNDING LLC CABOT TRAIL FUNDING LLC 0.000000% 12710HSS8 US12710HSS84 Asset Backed Commercial Paper Y 2023-05-26 2023-05-26 2023-05-26 N Y TORONTO-DOMINION BANK/THE 1.0000 N 0.0482 5930153.52 5930153.52 0.0011 N N N N CABOT TRAIL FUNDING LLC CABOT TRAIL FUNDING LLC 0.000000% 12710HVN5 US12710HVN50 Asset Backed Commercial Paper Y 2023-08-22 2023-08-22 2023-08-22 N Y TORONTO-DOMINION BANK/THE 1.0000 N 0.0506 19507861.20 19507861.20 0.0035 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 5.210000% 13606KLL8 549300H8L46OOZOFHU82 US13606KLL88 0000800030 Certificate of Deposit Y 2023-03-01 2023-05-02 2023-05-02 N N N 0.0463 16016128.32 16016128.32 0.0029 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.560000% 13606KTG1 549300H8L46OOZOFHU82 0000800030 Certificate of Deposit Y 2023-03-07 2023-03-07 2023-03-07 N N N 0.0468 2999931.00 2999931.00 0.0005 N N Y N CELLMARK, INC TAXABLE NOTES SERIES 2018A 4.650000% 15118CAA8 549300JWG1LWHVNYN325 US15118CAA80 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2038-06-01 Y Swedbank AB 1.0000 7 N N N 0.0465 2000000.00 2000000.00 0.0004 N N Y N CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.000000% 15963UQ66 549300EEWRNP448AMT79 US15963UQ667 Asset Backed Commercial Paper Y 2023-03-06 2023-03-06 2023-03-06 N Y JPMorgan Chase Bank NA 1.0000 N 0.0457 999239.17 999239.17 0.0002 N N Y N CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.000000% 15963USX5 549300EEWRNP448AMT79 US15963USX53 Asset Backed Commercial Paper Y 2023-05-31 2023-05-31 2023-05-31 N Y JPMorgan Chase Bank NA 1.0000 N 0.0472 19758653.40 19758653.40 0.0035 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 0.0457 1999746.38 1999746.38 0.0004 N Y Y 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 0.0458 4989831.10 4989831.10 0.0009 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115WSC2 5493000FNFK79LCM6M65 US16115WSC28 Asset Backed Commercial Paper Y 2023-05-12 2023-05-12 2023-05-12 N Y Citibank NA 1.0000 N 0.0479 1980586.06 1980586.06 0.0004 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115WTF4 5493000FNFK79LCM6M65 US16115WTF40 Asset Backed Commercial Paper Y 2023-06-15 2023-06-15 2023-06-15 N Y Citibank NA 1.0000 N 0.0497 5911386.18 5911386.18 0.0011 N N N N CITIBANK NA CITIBANK NA 5.150000% 17305T7C0 E57ODZWZ7FF32TWEFA76 US17305T7C04 0000036684 Certificate of Deposit Y 2023-03-01 2023-09-25 2023-09-25 N N N 0.0482 20038025.40 20038025.40 0.0036 N N N N CITIBANK NA CITIBANK NA 5.050000% 17305T7K2 E57ODZWZ7FF32TWEFA76 US17305T7K20 0000036684 Certificate of Deposit Y 2023-03-01 2023-06-21 2023-06-21 N N N 0.0476 8007192.64 8007192.64 0.0014 N N N N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 5.050000% 1730QPAQ0 MBNUM2BPBDO7JBLYG310 US1730QPAQ06 0000315030 Financial Company Commercial Paper Y 2023-03-01 2023-04-11 2023-04-11 N N N 0.0466 15006779.25 15006779.25 0.0027 N N N N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 5.300000% 1730QPAT4 MBNUM2BPBDO7JBLYG310 US1730QPAT45 0000315030 Financial Company Commercial Paper Y 2023-03-01 2023-05-01 2023-05-01 N N N 0.0469 5005261.70 5005261.70 0.0009 N N N N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 0.000000% 17327BRM9 MBNUM2BPBDO7JBLYG310 0000315030 Financial Company Commercial Paper Y 2023-04-21 2023-04-21 2023-04-21 N N N 0.0478 3351721.88 3351721.88 0.0006 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 0.0479 9906822.20 9906822.20 0.0018 N N N N CITIBANK NA CITIBANK NA 5.280000% 17330QBP1 E57ODZWZ7FF32TWEFA76 US17330QBP19 0000036684 Certificate of Deposit Y 2023-03-01 2023-05-04 2023-05-04 N N N 0.0469 5005257.90 5005257.90 0.0009 N N N N CITIBANK NA CITIBANK NA 5.330000% 17330QBS5 E57ODZWZ7FF32TWEFA76 US17330QBS57 0000036684 Certificate of Deposit Y 2023-03-01 2023-05-24 2023-05-24 N N N 0.0475 20027288.20 20027288.20 0.0036 N N N N CITIBANK NA CITIBANK NA 5.400000% 17330QCJ4 E57ODZWZ7FF32TWEFA76 US17330QCJ40 0000036684 Certificate of Deposit Y 2023-09-19 2023-09-19 2023-09-19 N N N 0.0526 15006797.55 15006797.55 0.0027 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.950000% 19424G6E7 549300ZLXI3T111CH173 US19424G6E72 Asset Backed Commercial Paper Y 2023-03-01 2023-03-01 2023-03-01 N Y JP Morgan Securities LLC 1.0000 N 0.0460 10000093.90 10000093.90 0.0018 N Y Y N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 5.000000% 19424G6R8 549300ZLXI3T111CH173 US19424G6R85 Asset Backed Commercial Paper Y 2023-03-01 2023-04-05 2023-04-05 N Y JP Morgan Securities LLC 1.0000 N 0.0465 28009702.28 28009702.28 0.0050 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.800000% 19424G7L0 549300ZLXI3T111CH173 US19424G7L07 Asset Backed Commercial Paper Y 2023-03-01 2023-08-07 2023-08-07 N Y JP Morgan Securities LLC 1.0000 N 0.0475 5001017.95 5001017.95 0.0009 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 0.0457 6992006.00 6992006.00 0.0013 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000% 19424JRJ7 549300ZLXI3T111CH173 US19424JRJ78 Asset Backed Commercial Paper Y 2023-04-18 2023-04-18 2023-04-18 N Y JP Morgan Securities LLC 1.0000 N 0.0471 16891085.25 16891085.25 0.0030 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000% 19424JUH7 549300ZLXI3T111CH173 US19424JUH75 Asset Backed Commercial Paper Y 2023-07-17 2023-07-17 2023-07-17 N Y JP Morgan Securities LLC 1.0000 N 0.0494 9809183.90 9809183.90 0.0018 N N N N Connecticut Development Auth RB (BRADLEY AIRPORT HOTEL) SERIES 2006B 4.900000% 207565AB8 US207565AB88 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2028-12-01 Y TD Bank NA 1.0000 7 N N N 0.0490 3790000.00 3790000.00 0.0007 N N Y N DBS BANK LTD DBS BANK LTD 0.000000% 23305ER47 ATUEL7OJR5057F2PV266 US23305ER473 0001501323 Financial Company Commercial Paper Y 2023-04-04 2023-04-04 2023-04-04 N N N 0.0457 2986685.43 2986685.43 0.0005 N N N N ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.000000% 29604DS27 7TG4VWERK338227TR435 US29604DS275 0001560283 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2023-05-02 2023-05-02 2023-05-02 N N N 0.0480 24789956.25 24789956.25 0.0044 N N N N ERSTE FINANCE (DELAWARE) LLC ERSTE FINANCE (DELAWARE) LLC 0.000000% 2960E3Q12 US2960E3Q124 Financial Company Commercial Paper Y 2023-03-01 2023-03-01 2023-03-01 N Y ERSTE GROUP BANK AG 1.0000 N 0.0454 7998991.52 7998991.52 0.0014 N Y Y N ERSTE FINANCE (DELAWARE) LLC ERSTE FINANCE (DELAWARE) LLC 0.000000% 2960E3Q61 US2960E3Q611 Financial Company Commercial Paper Y 2023-03-06 2023-03-06 2023-03-06 N Y ERSTE GROUP BANK AG 1.0000 N 0.0455 11990898.00 11990898.00 0.0021 N N Y N ERSTE FINANCE (DELAWARE) LLC ERSTE FINANCE (DELAWARE) LLC 0.000000% 2960E3Q79 Financial Company Commercial Paper Y 2023-03-07 2023-03-07 2023-03-07 N Y ERSTE GROUP BANK AG 1.0000 N 0.0455 6993801.50 6993801.50 0.0013 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 0.0469 4953711.95 4953711.95 0.0009 N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000% 31428GVE0 549300B2Q47IR0CR5B54 US31428GVE06 Financial Company Commercial Paper Y 2023-08-14 2023-08-14 2023-08-14 N N N 0.0499 1953731.72 1953731.72 0.0003 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 0.0454 1998236.38 1998236.38 0.0004 N N Y N GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.000000% 38346MS54 549300Z2ZR7VTUMRPR17 US38346MS547 Asset Backed Commercial Paper Y 2023-05-05 2023-05-05 2023-05-05 N Y MUFG BANK LTD 1.0000 N 0.0477 15067048.18 15067048.18 0.0027 N N N N GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.000000% 38346MSB1 549300Z2ZR7VTUMRPR17 US38346MSB18 Asset Backed Commercial Paper Y 2023-05-11 2023-05-11 2023-05-11 N Y MUFG BANK LTD 1.0000 N 0.0479 23770224.00 23770224.00 0.0043 N N N N GREYSHOE ISSUING TRUST TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.650000% 39808XAA7 US39808XAA72 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2072-12-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0465 1000000.00 1000000.00 0.0002 N N Y N HARTFORD HEALTHCARE CORP TAXABLE BONDS SERIES C 4.610000% 41652PAA7 549300W3L482NUDOFF24 US41652PAA75 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2049-07-01 Y JPMorgan Chase Bank NA 1.0000 7 N N N 0.0461 1000000.00 1000000.00 0.0002 N N Y N Illinois Housing Development Auth HOUSING BONDS SERIES 2017A2 4.600000% 45201LA21 54930053Z6M9JVHBQZ16 US45201LA214 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2048-07-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 Y N N 0.0460 1000000.00 1000000.00 0.0002 N N Y N J MACE MEEKS 2022 INSURANCE TRUST TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.650000% 46593GAA8 US46593GAA85 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2072-05-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0465 4970000.00 4970000.00 0.0009 N N Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 5.310000% 46651VBS4 ZBUT11V806EZRVTWT807 0000782124 Financial Company Commercial Paper Y 2023-08-29 2023-08-29 2023-08-29 N N N 0.0531 10000000.00 10000000.00 0.0018 N N N N LABCON NORTH AMERICA TAXABLE BONDS SERIES 2010 4.650000% 50537AAA2 US50537AAA25 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2040-01-01 Y Bank of the West 1.0000 7 N N N 0.0465 980000.00 980000.00 0.0002 N N Y N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 4.580000% 51500XAF2 ZUHK7JXNDU6FLQ1O6482 US51500XAF24 Certificate of Deposit Y 2023-03-03 2023-03-03 2023-03-03 N N N 0.0456 8000015.12 8000015.12 0.0014 N N Y N LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.580000% 51501JDN2 B81CK4ESI35472RHJ606 US51501JDN28 Certificate of Deposit Y 2023-03-02 2023-03-02 2023-03-02 N N N 0.0455 23000039.79 23000039.79 0.0041 N N Y N LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.580000% 51501JDS1 B81CK4ESI35472RHJ606 Certificate of Deposit Y 2023-03-07 2023-03-07 2023-03-07 N N N 0.0455 32000192.00 32000192.00 0.0057 N N Y N LEGACY CAPITAL COMPANY LLC LEGACY CAPITAL COMPANY LLC 0.000000% 52468KRL7 549300R17K287CL1GQ68 US52468KRL79 Asset Backed Commercial Paper Y 2023-04-20 2023-04-20 2023-04-20 N Y MACQUARIE BANK LTD 1.0000 N 0.0472 4186803.76 4186803.76 0.0007 N N N N LLOYDS BANK PLC LLOYDS BANK PLC 0.000000% 53943SSA6 H7FNTJ4851HG0EXQ1Z70 US53943SSA68 0001167831 Financial Company Commercial Paper Y 2023-05-10 2023-05-10 2023-05-10 N N N 0.0469 76287164.03 76287164.03 0.0137 N N N N LLOYDS BANK PLC LLOYDS BANK PLC 0.000000% 53943SSG3 H7FNTJ4851HG0EXQ1Z70 US53943SSG39 0001167831 Financial Company Commercial Paper Y 2023-05-16 2023-05-16 2023-05-16 N N N 0.0471 4949629.15 4949629.15 0.0009 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RSW9 969500DWS97CYSHCPT49 US53944RSW96 Asset Backed Commercial Paper Y 2023-05-30 2023-05-30 2023-05-30 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0483 10865726.96 10865726.96 0.0019 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.980000% 55380UAS6 C3GTMMZIHMY46P4OIX74 US55380UAS69 0000852743 Certificate of Deposit Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0460 16000147.36 16000147.36 0.0029 N Y Y N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 5.240000% 55380UCV7 C3GTMMZIHMY46P4OIX74 US55380UCV70 0000852743 Certificate of Deposit Y 2023-03-01 2023-05-08 2023-05-08 N N N 0.0466 3003210.99 3003210.99 0.0005 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 0.0479 5003127.20 5003127.20 0.0009 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 5.160000% 55380UDD6 C3GTMMZIHMY46P4OIX74 US55380UDD63 0000852743 Certificate of Deposit Y 2023-03-01 2023-05-17 2023-05-17 N N N 0.0467 5005219.20 5005219.20 0.0009 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 5.150000% 55380UDJ3 C3GTMMZIHMY46P4OIX74 US55380UDJ34 0000852743 Certificate of Deposit Y 2023-03-01 2023-05-22 2023-05-22 N N N 0.0467 15016354.65 15016354.65 0.0027 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 5.120000% 55380UDU8 C3GTMMZIHMY46P4OIX74 US55380UDU88 0000852743 Certificate of Deposit Y 2023-03-01 2023-06-02 2023-06-02 N N N 0.0468 8009161.12 8009161.12 0.0014 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.790000% 55380UEN3 C3GTMMZIHMY46P4OIX74 US55380UEN37 0000852743 Certificate of Deposit Y 2023-04-24 2023-04-24 2023-04-24 N N N 0.0464 3000505.65 3000505.65 0.0005 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.870000% 55380UF36 C3GTMMZIHMY46P4OIX74 US55380UF361 0000852743 Certificate of Deposit Y 2023-03-01 2023-06-12 2023-06-12 N N N 0.0469 3001520.19 3001520.19 0.0005 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.800000% 55380UFP7 C3GTMMZIHMY46P4OIX74 US55380UFP75 0000852743 Certificate of Deposit Y 2023-03-01 2023-08-09 2023-08-09 N N N 0.0473 27008193.15 27008193.15 0.0048 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.770000% 55380UFU6 C3GTMMZIHMY46P4OIX74 US55380UFU60 0000852743 Certificate of Deposit Y 2023-03-01 2023-08-14 2023-08-14 N N N 0.0473 15002260.95 15002260.95 0.0027 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.750000% 55380UG43 C3GTMMZIHMY46P4OIX74 US55380UG435 0000852743 Certificate of Deposit Y 2023-03-01 2023-08-21 2023-08-21 N N N 0.0474 5000140.70 5000140.70 0.0009 N N N N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 0.000000% 56274MQU9 549300S0NSJYSOB32S63 US56274MQU98 Asset Backed Commercial Paper Y 2023-03-28 2023-03-28 2023-03-28 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0459 2989285.32 2989285.32 0.0005 N N N N Southern California Metropolitan Water District SUB WATER REFUNDING RB SERIES 2021A 4.620000% 59266TTK7 5493003GD0S0P56RLT45 US59266TTK78 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2042-07-01 Y Bank of America NA 1.0000 7 Y N N 0.0462 24000000.00 24000000.00 0.0043 N N Y N Southern California Metropolitan Water District TAXABLE WATER REFUNDING RB SERIES 2022C2 4.580000% 59266TUV1 5493003GD0S0P56RLT45 US59266TUV15 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2046-07-01 Y PNC BANK NATIONAL ASSOCIATION 1.0000 7 Y N N 0.0458 10000000.00 10000000.00 0.0018 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 0.0455 995704.67 995704.67 0.0002 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 5.050000% 60683DAV1 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0461 2000021.04 2000021.04 0.0004 N Y Y N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 5.010000% 60683DBA6 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2023-03-01 2023-03-07 2023-03-07 N N N 0.0461 20001356.60 20001356.60 0.0036 N N Y N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 5.350000% 60683DBY4 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2023-03-01 2023-05-01 2023-05-01 N N N 0.0464 11012976.26 11012976.26 0.0020 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 0.0474 14010283.00 14010283.00 0.0025 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 0.0493 3002042.19 3002042.19 0.0005 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.940000% 60683DDD8 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2023-03-01 2023-07-18 2023-07-18 N N N 0.0471 1000823.64 1000823.64 0.0002 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.850000% 60683DDS5 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2023-03-01 2023-07-18 2023-07-18 N N N 0.0471 5002454.10 5002454.10 0.0009 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.800000% 60683DED7 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2023-05-12 2023-05-12 2023-05-12 N N N 0.0477 2000030.68 2000030.68 0.0004 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 5.100000% 60683DEJ4 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0499 12004634.76 12004634.76 0.0021 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.750000% 60683DFU8 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2023-03-01 2023-08-15 2023-08-15 N N N 0.0473 6000393.96 6000393.96 0.0011 N N N N MIZUHO BANK LTD (SINGAPORE BRANCH) MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000% 60689QQ72 RB0PEZSDGCO3JS6CEU02 US60689QQ728 Financial Company Commercial Paper Y 2023-03-07 2023-03-07 2023-03-07 N N N 0.0455 999114.50 999114.50 0.0002 N N Y 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 0.0456 7000284.48 7000284.48 0.0013 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 0.0458 5000249.15 5000249.15 0.0009 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 4.740000% 60710RCM5 RB0PEZSDGCO3JS6CEU02 US60710RCM51 0001512734 Certificate of Deposit Y 2023-04-18 2023-04-18 2023-04-18 N N N 0.0466 4000246.92 4000246.92 0.0007 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 4.810000% 60710REV3 RB0PEZSDGCO3JS6CEU02 US60710REV33 0001512734 Certificate of Deposit Y 2023-05-04 2023-05-04 2023-05-04 N N N 0.0472 9001124.73 9001124.73 0.0016 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 4.940000% 60710TAA9 RB0PEZSDGCO3JS6CEU02 0001512734 Certificate of Deposit Y 2023-06-08 2023-06-08 2023-06-08 N N N 0.0494 6000026.52 6000026.52 0.0011 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 0.000000% 63307MT74 BSGEFEIOM18Y80CKCV46 US63307MT743 0000926171 Financial Company Commercial Paper Y 2023-06-07 2023-06-07 2023-06-07 N N N 0.0477 1677704.93 1677704.93 0.0003 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 0.000000% 63307MUK3 BSGEFEIOM18Y80CKCV46 US63307MUK34 0000926171 Financial Company Commercial Paper Y 2023-07-19 2023-07-19 2023-07-19 N N N 0.0488 29426482.50 29426482.50 0.0053 N N N N New York State HFA TAXABLE HOUSING RB (29 FLATBUSH AVE) SERIES 2015B 4.650000% 64986U2S5 5493000LS7KCDB02O506 US64986U2S57 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2044-11-01 Y LANDESBANK HESSEN THUERINGEN GIROZENTRALE 1.0000 7 N N N 0.0465 1000000.00 1000000.00 0.0002 N N Y N NORDEA BANK ABP NORDEA BANK ABP 0.000000% 65558KV27 529900ODI3047E2LIV03 US65558KV277 Financial Company Commercial Paper Y 2023-08-02 2023-08-02 2023-08-02 N N N 0.0494 9787391.70 9787391.70 0.0018 N N N N NORDEA BANK ABP (NEW YORK BRANCH) NORDEA BANK ABP (NEW YORK BRANCH) 4.780000% 65558UE65 529900ODI3047E2LIV03 US65558UE652 0001002614 Certificate of Deposit Y 2023-03-01 2023-08-18 2023-08-18 N N N 0.0468 2000886.58 2000886.58 0.0004 N N N N NORDEA BANK ABP (NEW YORK BRANCH) NORDEA BANK ABP (NEW YORK BRANCH) 5.120000% 65558UZV7 529900ODI3047E2LIV03 US65558UZV78 0001002614 Certificate of Deposit Y 2023-07-03 2023-07-03 2023-07-03 N N N 0.0489 10006591.90 10006591.90 0.0018 N N N N NUVEEN PREFERRED & INCOME SECURITIES FUND TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.700000% 67072C881 1V4KW82TOLZ6S7J7N128 US67072C8819 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2032-07-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0470 3000000.00 3000000.00 0.0005 N N Y N NUVEEN FLOATING RATE INCOME FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.700000% 67072T850 HJXCPP3KYE3BVU373P27 US67072T8505 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2031-01-01 Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 7 N N N 0.0470 1000000.00 1000000.00 0.0002 N N Y N NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.700000% 67073B809 SQSNUOAGTXNFWCFS1I50 US67073B8090 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2037-08-01 Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 7 N N N 0.0470 1500000.00 1500000.00 0.0003 N N Y N NUVEEN CREDIT STRATEGIES INCOME FUND TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.700000% 67073D854 W4CSTD4RDGQSJ4FOVO30 US67073D8544 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2032-07-01 Y Societe Generale SA 1.0000 7 N N N 0.0470 1000000.00 1000000.00 0.0002 N N Y N NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.700000% 67074X305 N0WOEFO1WOMLJYH1PV29 US67074X3052 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2029-11-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0470 5000000.00 5000000.00 0.0009 N N Y N NUVEEN VARIABLE RATE PREFERRED & INCOME FUND TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.690000% 67080R201 US67080R2013 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2034-02-01 Y Toronto-Dominion Bank/The 1.0000 7 N N N 0.0469 1250000.00 1250000.00 0.0002 N N Y 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 0.0458 1996187.50 1996187.50 0.0004 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.950000% 69033MS57 5493007O3QFXCPOGWK22 US69033MS576 Certificate of Deposit Y 2023-03-01 2023-04-06 2023-04-06 N N N 0.0466 1000263.84 1000263.84 0.0002 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 5.260000% 69033MV61 5493007O3QFXCPOGWK22 US69033MV612 Certificate of Deposit Y 2023-03-01 2023-07-21 2023-07-21 N N N 0.0475 5009837.35 5009837.35 0.0009 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.800000% 69033MZ26 5493007O3QFXCPOGWK22 US69033MZ266 Certificate of Deposit Y 2023-05-11 2023-05-11 2023-05-11 N N N 0.0476 53002161.87 53002161.87 0.0095 N N N N PHILIP BRYAN WISE 2022 TRUST IRREVOCABLE TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.650000% 71816TAA9 US71816TAA97 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2072-08-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0465 5410000.00 5410000.00 0.0010 N N Y N PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.000000% 71838MQ29 HL3H1H2BGXWVG3BSWR90 US71838MQ297 Non-Financial Company Commercial Paper Y 2023-03-02 2023-03-02 2023-03-02 N N N 0.0463 7997943.52 7997943.52 0.0014 N N Y N PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.000000% 71838MQ37 HL3H1H2BGXWVG3BSWR90 US71838MQ370 Non-Financial Company Commercial Paper Y 2023-03-03 2023-03-03 2023-03-03 N N N 0.0463 2998841.76 2998841.76 0.0005 N N Y N PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.000000% 71838MQ78 HL3H1H2BGXWVG3BSWR90 US71838MQ784 Non-Financial Company Commercial Paper Y 2023-03-07 2023-03-07 2023-03-07 N N N 0.0466 1998189.34 1998189.34 0.0004 N N Y 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 0.0457 4999365.95 4999365.95 0.0009 N Y Y N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KQ61 US76582KQ613 Asset Backed Commercial Paper Y 2023-03-06 2023-03-06 2023-03-06 N Y BNP Paribas SA 1.0000 N 0.0457 9992391.70 9992391.70 0.0018 N N Y N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KSJ1 US76582KSJ15 Asset Backed Commercial Paper Y 2023-05-18 2023-05-18 2023-05-18 N Y BNP Paribas SA 1.0000 N 0.0475 9895851.70 9895851.70 0.0018 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 5.030000% 78012U5P6 549300HXQQQCCUBS2Z23 Certificate of Deposit Y 2023-03-01 2023-05-04 2023-05-04 N N N 0.0468 22013089.12 22013089.12 0.0039 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 5.050000% 78012U6G5 549300HXQQQCCUBS2Z23 Certificate of Deposit Y 2023-03-01 2023-03-06 2023-03-06 N N N 0.0461 12000781.80 12000781.80 0.0021 N N Y N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 5.050000% 78012U6T7 549300HXQQQCCUBS2Z23 Certificate of Deposit Y 2023-03-01 2023-03-16 2023-03-16 N N N 0.0463 5500906.18 5500906.18 0.0010 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.080000% 78015J4N4 549300HXQQQCCUBS2Z23 US78015J4N48 Certificate of Deposit Y 2023-07-14 2023-07-14 2023-07-14 N N N 0.0498 996187.32 996187.32 0.0002 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 5.250000% 78015JKA4 549300HXQQQCCUBS2Z23 US78015JKA42 Certificate of Deposit Y 2023-03-01 2023-05-22 2023-05-22 N N N 0.0469 1001272.51 1001272.51 0.0002 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 5.050000% 78015MA91 ES7IP3U3RHIGC71XBU11 US78015MA919 0000352613 Financial Company Commercial Paper Y 2023-03-01 2023-10-04 2023-10-04 N N N 0.0478 10015979.50 10015979.50 0.0018 N N N N SANTANDER UK PLC SANTANDER UK PLC 0.000000% 80285QR36 PTCQB104N23FMNK2RZ28 US80285QR364 0000891478 Financial Company Commercial Paper Y 2023-04-03 2023-04-03 2023-04-03 N N N 0.0460 9956546.10 9956546.10 0.0018 N N N N SANTANDER UK PLC SANTANDER UK PLC 0.000000% 80285QS35 PTCQB104N23FMNK2RZ28 US80285QS354 0000891478 Financial Company Commercial Paper Y 2023-05-03 2023-05-03 2023-05-03 N N N 0.0472 9916071.10 9916071.10 0.0018 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MSF8 549300MYF6MOTU9T3G29 US82124MSF85 Asset Backed Commercial Paper Y 2023-05-15 2023-05-15 2023-05-15 N Y Barclays Bank Plc 1.0000 N 0.0480 4949322.80 4949322.80 0.0009 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MSG6 549300MYF6MOTU9T3G29 US82124MSG68 Asset Backed Commercial Paper Y 2023-05-16 2023-05-16 2023-05-16 N Y Barclays Bank Plc 1.0000 N 0.0481 1979436.72 1979436.72 0.0004 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MSN1 549300MYF6MOTU9T3G29 US82124MSN10 Asset Backed Commercial Paper Y 2023-05-22 2023-05-22 2023-05-22 N Y Barclays Bank Plc 1.0000 N 0.0484 5933005.14 5933005.14 0.0011 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MSW1 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2023-05-30 2023-05-30 2023-05-30 N Y Barclays Bank Plc 1.0000 N 0.0489 19753036.20 19753036.20 0.0035 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MT67 549300MYF6MOTU9T3G29 US82124MT673 Asset Backed Commercial Paper Y 2023-06-06 2023-06-06 2023-06-06 N Y Barclays Bank Plc 1.0000 N 0.0489 986701.94 986701.94 0.0002 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 0.000000% 83050UUJ5 F3JS33DEI6XQ4ZBPTN86 US83050UUJ59 0000917311 Financial Company Commercial Paper Y 2023-07-18 2023-07-18 2023-07-18 N N N 0.0490 19618655.60 19618655.60 0.0035 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 5.150000% 83050WCS1 F3JS33DEI6XQ4ZBPTN86 US83050WCS17 0000917311 Financial Company Commercial Paper Y 2023-03-01 2023-04-06 2023-04-06 N N N 0.0465 12006112.08 12006112.08 0.0021 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 5.060000% 83050WDJ0 F3JS33DEI6XQ4ZBPTN86 US83050WDJ09 0000917311 Financial Company Commercial Paper Y 2023-03-01 2023-03-15 2023-03-15 N N N 0.0463 3000525.90 3000525.90 0.0005 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 5.270000% 83050WEJ9 F3JS33DEI6XQ4ZBPTN86 US83050WEJ99 0000917311 Financial Company Commercial Paper Y 2023-03-01 2023-06-01 2023-06-01 N N N 0.0466 1001562.83 1001562.83 0.0002 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 5.190000% 83050WES9 F3JS33DEI6XQ4ZBPTN86 US83050WES98 0000917311 Financial Company Commercial Paper Y 2023-03-01 2023-06-14 2023-06-14 N N N 0.0466 15023151.30 15023151.30 0.0027 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 5.050000% 83050WEU4 F3JS33DEI6XQ4ZBPTN86 US83050WEU45 0000917311 Financial Company Commercial Paper Y 2023-03-01 2023-10-03 2023-10-03 N N N 0.0473 23043347.87 23043347.87 0.0041 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 0.0473 3963721.32 3963721.32 0.0007 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 0.0476 1979377.66 1979377.66 0.0004 N N N N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 5.040000% 85520PER3 549300A8DDPP6QJBB522 US85520PER38 Asset Backed Commercial Paper Y 2023-03-01 2023-03-08 2023-03-08 N Y BNP Paribas SA 1.0000 N 0.0462 24002152.80 24002152.80 0.0043 N N N N STATE STREET BANK AND TRUST COMPANY STATE STREET BANK AND TRUST COMPANY 5.170000% 8574P1MT0 571474TGEMMWANRLN572 US8574P1MT01 Certificate of Deposit Y 2023-03-01 2023-04-12 2023-04-12 N N N 0.0471 5002734.70 5002734.70 0.0009 N N N N STATE STREET BANK AND TRUST COMPANY STATE STREET BANK AND TRUST COMPANY 5.190000% 8574P1MV5 571474TGEMMWANRLN572 US8574P1MV56 Certificate of Deposit Y 2023-03-01 2023-04-14 2023-04-14 N N N 0.0471 10005935.50 10005935.50 0.0018 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.830000% 86564MD47 254900S1KUTSTBKJ6286 US86564MD472 Certificate of Deposit Y 2023-03-01 2023-05-11 2023-05-11 N N N 0.0460 5002229.65 5002229.65 0.0009 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.800000% 86564MH50 254900S1KUTSTBKJ6286 US86564MH507 Certificate of Deposit Y 2023-05-18 2023-05-18 2023-05-18 N N N 0.0486 9998418.50 9998418.50 0.0018 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.890000% 86564MM21 254900S1KUTSTBKJ6286 US86564MM218 Certificate of Deposit Y 2023-05-31 2023-05-31 2023-05-31 N N N 0.0492 11998707.00 11998707.00 0.0021 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 5.000000% 86564MQ68 254900S1KUTSTBKJ6286 Certificate of Deposit Y 2023-06-13 2023-06-13 2023-06-13 N N N 0.0498 5000285.00 5000285.00 0.0009 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 0.0456 21000093.87 21000093.87 0.0038 N Y Y 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 0.0456 5000066.35 5000066.35 0.0009 N N Y 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 0.0456 5000146.35 5000146.35 0.0009 N N Y 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 0.0455 15983818.72 15983818.72 0.0029 N N N N SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000% 86564XSN5 5493006GGLR4BTEL8O61 US86564XSN56 Financial Company Commercial Paper Y 2023-05-22 2023-05-22 2023-05-22 N N N 0.0481 9889010.60 9889010.60 0.0018 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.980000% 86565FRZ7 549300MS3WYYVQ4HXM15 US86565FRZ70 Certificate of Deposit Y 2023-03-01 2023-03-02 2023-03-02 N N N 0.0463 2000036.66 2000036.66 0.0004 N N Y N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.070000% 86565FUG5 549300MS3WYYVQ4HXM15 US86565FUG52 Certificate of Deposit Y 2023-03-01 2023-04-06 2023-04-06 N N N 0.0471 2500927.88 2500927.88 0.0004 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.200000% 86565FUX8 549300MS3WYYVQ4HXM15 US86565FUX85 Certificate of Deposit Y 2023-03-01 2023-04-19 2023-04-19 N N N 0.0471 4002697.72 4002697.72 0.0007 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.330000% 86565FVF6 549300MS3WYYVQ4HXM15 US86565FVF60 Certificate of Deposit Y 2023-03-01 2023-04-24 2023-04-24 N N N 0.0471 4003761.00 4003761.00 0.0007 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.180000% 86565FWD0 549300MS3WYYVQ4HXM15 US86565FWD04 Certificate of Deposit Y 2023-03-01 2023-05-26 2023-05-26 N N N 0.0472 7007732.76 7007732.76 0.0013 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.950000% 86565FXJ6 549300MS3WYYVQ4HXM15 US86565FXJ64 Certificate of Deposit Y 2023-03-01 2023-07-05 2023-07-05 N N N 0.0472 20015881.40 20015881.40 0.0036 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.900000% 86565FXX5 549300MS3WYYVQ4HXM15 US86565FXX58 Certificate of Deposit Y 2023-03-01 2023-07-10 2023-07-10 N N N 0.0472 3001906.08 3001906.08 0.0005 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.800000% 86565FYU0 549300MS3WYYVQ4HXM15 US86565FYU01 Certificate of Deposit Y 2023-03-01 2023-08-07 2023-08-07 N N N 0.0473 48014619.84 48014619.84 0.0086 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.750000% 86565FZL9 549300MS3WYYVQ4HXM15 US86565FZL92 Certificate of Deposit Y 2023-03-01 2023-08-21 2023-08-21 N N N 0.0473 13001178.71 13001178.71 0.0023 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.730000% 86565FZW5 549300MS3WYYVQ4HXM15 US86565FZW57 Certificate of Deposit Y 2023-03-01 2023-08-28 2023-08-28 N N N 0.0473 8000000.00 8000000.00 0.0014 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.150000% 86959RC40 NHBDILHZTYCNBV5UYZ31 US86959RC400 0001448613 Certificate of Deposit Y 2023-03-01 2023-04-06 2023-04-06 N N N 0.0466 15007611.00 15007611.00 0.0027 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.170000% 86959RC73 NHBDILHZTYCNBV5UYZ31 US86959RC731 0001448613 Certificate of Deposit Y 2023-03-01 2023-04-19 2023-04-19 N N N 0.0467 4002767.96 4002767.96 0.0007 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.100000% 86959RE89 NHBDILHZTYCNBV5UYZ31 US86959RE893 0001448613 Certificate of Deposit Y 2023-03-01 2023-05-19 2023-05-19 N N N 0.0466 14013550.18 14013550.18 0.0025 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.030000% 86959RF96 NHBDILHZTYCNBV5UYZ31 US86959RF965 0001448613 Certificate of Deposit Y 2023-03-01 2023-06-01 2023-06-01 N N N 0.0465 21020275.50 21020275.50 0.0038 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.240000% 86959RQ29 NHBDILHZTYCNBV5UYZ31 US86959RQ293 0001448613 Certificate of Deposit Y 2023-03-01 2023-08-29 2023-08-29 N N N 0.0471 25065940.50 25065940.50 0.0045 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.150000% 86959RQ37 NHBDILHZTYCNBV5UYZ31 US86959RQ376 0001448613 Certificate of Deposit Y 2023-03-01 2023-06-29 2023-06-29 N N N 0.0468 11017207.41 11017207.41 0.0020 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.180000% 86959RV23 NHBDILHZTYCNBV5UYZ31 US86959RV236 0001448613 Certificate of Deposit Y 2023-08-18 2023-08-18 2023-08-18 N N N 0.0511 22006282.98 22006282.98 0.0039 N N N N SWEDBANK AB SWEDBANK AB 0.000000% 87019SS13 M312WZV08Y7LYUC71685 US87019SS133 0001367624 Financial Company Commercial Paper Y 2023-05-01 2023-05-01 2023-05-01 N N N 0.0469 20830269.81 20830269.81 0.0037 N N N N SWEDBANK AB SWEDBANK AB 5.060000% 87019YCS8 M312WZV08Y7LYUC71685 US87019YCS81 0001367624 Financial Company Commercial Paper Y 2023-03-01 2023-04-12 2023-04-12 N N N 0.0464 57028270.86 57028270.86 0.0102 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.050000% 89114WYB5 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y 2023-03-01 2023-03-02 2023-03-02 N N N 0.0461 1200025.73 1200025.73 0.0002 N N Y N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.260000% 89115B6T2 PT3QB789TSUIDF371261 US89115B6T26 0000947263 Certificate of Deposit Y 2023-03-01 2023-05-15 2023-05-15 N N N 0.0470 11012044.89 11012044.89 0.0020 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.210000% 89115BET3 PT3QB789TSUIDF371261 US89115BET35 0000947263 Certificate of Deposit Y 2023-03-01 2023-06-12 2023-06-12 N N N 0.0464 27043747.02 27043747.02 0.0048 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.190000% 89115BGA2 PT3QB789TSUIDF371261 US89115BGA26 0000947263 Certificate of Deposit Y 2023-03-01 2023-05-11 2023-05-11 N N N 0.0462 5005495.85 5005495.85 0.0009 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.260000% 89115BH37 PT3QB789TSUIDF371261 US89115BH375 0000947263 Certificate of Deposit Y 2023-03-01 2023-08-22 2023-08-22 N N N 0.0466 7020076.56 7020076.56 0.0013 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.210000% 89115BMX5 PT3QB789TSUIDF371261 US89115BMX54 0000947263 Certificate of Deposit Y 2023-07-28 2023-07-28 2023-07-28 N N N 0.0495 6005386.86 6005386.86 0.0011 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.950000% 89115BN22 PT3QB789TSUIDF371261 US89115BN225 0000947263 Certificate of Deposit Y 2023-03-01 2023-03-29 2023-03-29 N N N 0.0462 7001648.43 7001648.43 0.0013 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.060000% 89115BNX4 PT3QB789TSUIDF371261 US89115BNX46 0000947263 Certificate of Deposit Y 2023-03-01 2023-09-29 2023-09-29 N N N 0.0476 10016624.90 10016624.90 0.0018 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.950000% 89115BQ60 PT3QB789TSUIDF371261 US89115BQ608 0000947263 Certificate of Deposit Y 2023-03-01 2023-04-06 2023-04-06 N N N 0.0462 2000608.10 2000608.10 0.0004 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.180000% 89115BUB4 PT3QB789TSUIDF371261 US89115BUB43 0000947263 Certificate of Deposit Y 2023-08-21 2023-08-21 2023-08-21 N N N 0.0518 15999832.96 15999832.96 0.0029 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.250000% 89115BVK3 PT3QB789TSUIDF371261 US89115BVK33 0000947263 Certificate of Deposit Y 2023-08-28 2023-08-28 2023-08-28 N N N 0.0524 40002201.60 40002201.60 0.0072 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 0.0538 9994365.70 9994365.70 0.0018 N N N N TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 5.130000% 89120DWW5 PT3QB789TSUIDF371261 US89120DWW54 0000947263 Financial Company Commercial Paper Y 2023-03-01 2024-01-09 2024-01-09 N N N 0.0477 14042442.68 14042442.68 0.0025 N N N 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 0.0477 9899257.80 9899257.80 0.0018 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 5.100000% 89233BDE4 Z2VZBHUMB7PWWJ63I008 US89233BDE48 Non-Financial Company Commercial Paper Y 2023-03-01 2023-05-16 2023-05-16 N N N 0.0469 45039419.10 45039419.10 0.0081 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 0.0472 4949500.85 4949500.85 0.0009 N N N N Triborough Bridge & Tunnel Auth GENERAL REFUNDING RB SERIES 2018E 4.600000% 89602RHU2 54930020ZN4LQF7K3456 US89602RHU23 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2032-11-15 Y UBS AG 1.0000 7 N N N 0.0460 2000000.00 2000000.00 0.0004 N N Y N TRUIST BANK TRUIST BANK 4.750000% 89788L6K5 JJKC32MCHWDI71265Z06 US89788L6K51 Certificate of Deposit Y 2023-03-31 2023-03-31 2023-03-31 N N N 0.0470 35001009.75 35001009.75 0.0063 N N N N TRUIST BANK TRUIST BANK 4.920000% 89788L6Q2 JJKC32MCHWDI71265Z06 US89788L6Q22 Certificate of Deposit Y 2023-05-31 2023-05-31 2023-05-31 N N N 0.0493 69995138.50 69995138.50 0.0125 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 4.950000% 90276JPZ3 BFM8T61CT2L1QCEMIK50 US90276JPZ39 Financial Company Commercial Paper Y 2023-03-01 2023-03-13 2023-03-13 N N N 0.0468 4000029.48 4000029.48 0.0007 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 5.230000% 90276JQR0 BFM8T61CT2L1QCEMIK50 US90276JQR04 Financial Company Commercial Paper Y 2023-03-01 2023-04-20 2023-04-20 N N N 0.0472 5003417.85 5003417.85 0.0009 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 5.170000% 90276JRG3 BFM8T61CT2L1QCEMIK50 US90276JRG30 Financial Company Commercial Paper Y 2023-03-01 2023-06-14 2023-06-14 N N N 0.0474 10001326.20 10001326.20 0.0018 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 4.800000% 90276JRX6 BFM8T61CT2L1QCEMIK50 US90276JRX62 Financial Company Commercial Paper Y 2023-03-01 2023-08-14 2023-08-14 N N N 0.0474 10001721.70 10001721.70 0.0018 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 4.760000% 90276JSC1 BFM8T61CT2L1QCEMIK50 US90276JSC17 Financial Company Commercial Paper Y 2023-03-01 2023-08-22 2023-08-22 N N N 0.0475 30002458.20 30002458.20 0.0054 N N N N UNITEDHEALTH GROUP INC UNITEDHEALTH GROUP INC 0.000000% 91058UQ14 549300GHBMY8T5GXDE41 US91058UQ143 Non-Financial Company Commercial Paper Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0457 7998985.52 7998985.52 0.0014 N Y Y N UNITEDHEALTH GROUP INC UNITEDHEALTH GROUP INC 0.000000% 91058UQ22 549300GHBMY8T5GXDE41 US91058UQ226 Non-Financial Company Commercial Paper Y 2023-03-02 2023-03-02 2023-03-02 N N N 0.0457 1999492.78 1999492.78 0.0004 N N Y N UNITEDHEALTH GROUP INC UNITEDHEALTH GROUP INC 0.000000% 91058UQ30 549300GHBMY8T5GXDE41 US91058UQ309 Non-Financial Company Commercial Paper Y 2023-03-03 2023-03-03 2023-03-03 N N N 0.0457 13994674.12 13994674.12 0.0025 N N Y N UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 4.950000% 91127RCF2 IO66REGK3RCBAMA8HR66 US91127RCF29 Financial Company Commercial Paper Y 2023-03-01 2023-03-29 2023-03-29 N N N 0.0465 32007730.24 32007730.24 0.0057 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 0.0458 2999618.76 2999618.76 0.0005 N Y Y N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512MS26 US92512MS265 Asset Backed Commercial Paper Y 2023-05-02 2023-05-02 2023-05-02 N Y Natixis SA 1.0000 N 0.0475 9916927.50 9916927.50 0.0018 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512MT82 US92512MT826 Asset Backed Commercial Paper Y 2023-06-08 2023-06-08 2023-06-08 N Y Natixis SA 1.0000 N 0.0485 3946166.68 3946166.68 0.0007 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LQ11 549300D0F37QF0LP7F94 US92646LQ119 Asset Backed Commercial Paper Y 2023-03-01 2023-03-01 2023-03-01 N Y MUFG BANK LTD 1.0000 N 0.0458 1999745.44 1999745.44 0.0004 N Y Y 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 0.0457 9991123.60 9991123.60 0.0018 N N Y N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LTF7 549300D0F37QF0LP7F94 US92646LTF75 Asset Backed Commercial Paper Y 2023-06-15 2023-06-15 2023-06-15 N Y MUFG BANK LTD 1.0000 N 0.0489 14054840.88 14054840.88 0.0025 N N N N WAELZ SUSTAINABLE PRODUCTS TAXABLE NOTES SERIES 2022 4.730000% 930408AA7 25490010DFTJUSDQCH97 US930408AA79 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2052-11-01 Y Comerica Bank 1.0000 7 N N N 0.0473 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 0.0459 9909396.10 9909396.10 0.0018 N N N N Yavapai Cnty IDA TAXABLE RB (DRAKE CEMENT) SERIES 2015 4.650000% 98521YAB5 US98521YAB56 Variable Rate Demand Note Y 2023-03-07 2023-03-07 2035-09-01 Y Bank of Nova Scotia 1.0000 7 N N N 0.0465 1000000.00 1000000.00 0.0002 N N Y 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 0.0490 1000452.65 1000452.65 0.0002 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 0.0468 11995336.56 11995336.56 0.0021 N N Y N MUFG BANK LTD (LONDON BRANCH) MUFG BANK LTD (LONDON BRANCH) 0.000000% C3GTMMZIHMY46P4OIX74 0000852743 ACI2BND12 Certificate of Deposit Y 2023-03-08 2023-03-08 2023-03-08 N N N 0.0468 3995857.44 3995857.44 0.0007 N N N N CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 4.755000% 969500TJ5KRTCJQWXH05 0001191672 ACI2BVNW5 Certificate of Deposit Y 2023-03-20 2023-03-20 2023-03-20 N N N 0.0480 1999945.68 1999945.68 0.0004 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.000000% JBONEPAGQXF4QP29B387 0001462160 ACI2C34N7 Certificate of Deposit Y 2023-04-04 2023-04-04 2023-04-04 N N N 0.0469 1990934.88 1990934.88 0.0004 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.000000% JBONEPAGQXF4QP29B387 0001462160 ACI2C4YV4 Certificate of Deposit Y 2023-05-05 2023-05-05 2023-05-05 N N N 0.0481 991282.92 991282.92 0.0002 N N N N MUFG BANK LTD (LONDON BRANCH) MUFG BANK LTD (LONDON BRANCH) 4.830000% C3GTMMZIHMY46P4OIX74 0000852743 ACI2CCC99 Certificate of Deposit Y 2023-04-17 2023-04-17 2023-04-17 N N N 0.0482 5000046.20 5000046.20 0.0009 N N N N MUFG BANK LTD (LONDON BRANCH) MUFG BANK LTD (LONDON BRANCH) 4.850000% C3GTMMZIHMY46P4OIX74 0000852743 ACI2CDQY7 Certificate of Deposit Y 2023-04-25 2023-04-25 2023-04-25 N N N 0.0485 8999972.37 8999972.37 0.0016 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 4.850000% JBONEPAGQXF4QP29B387 0001462160 ACI2CDV88 Certificate of Deposit Y 2023-04-19 2023-04-19 2023-04-19 N N N 0.0483 2000057.34 2000057.34 0.0004 N N N N SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.850000% 5493006GGLR4BTEL8O61 0001046017 ACI2CDVD7 Certificate of Deposit Y 2023-04-19 2023-04-19 2023-04-19 N N N 0.0485 10000009.30 10000009.30 0.0018 N N N N SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.840000% 5493006GGLR4BTEL8O61 0001046017 ACI2CG2K6 Certificate of Deposit Y 2023-04-20 2023-04-20 2023-04-20 N N N 0.0485 999981.27 999981.27 0.0002 N N N N COOPERATIEVE RABOBANK UA (LONDON BRANCH) COOPERATIEVE RABOBANK UA (LONDON BRANCH) 5.170000% DG3RU1DBUFHT4ZF9WN62 0001098062 ACI2D2GY1 Certificate of Deposit Y 2023-08-25 2023-08-25 2023-08-25 N N N 0.0526 9995834.00 9995834.00 0.0018 N N N N SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.940000% 5493006GGLR4BTEL8O61 0001046017 ACI2D7S43 Certificate of Deposit Y 2023-05-24 2023-05-24 2023-05-24 N N N 0.0499 9998847.10 9998847.10 0.0018 N N N N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 5.160000% VYVVCKR63DVZZN70PB21 0001224385 ARP0V7RN5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WORLD OMNI AUTO RECV TR 2020-C B 20261015 0.8 2026-10-15 0.870000 385000.00 357647.35 Asset-Backed Securities DT AUTO OWNER TRUST 2022-1 C 20271115 2.9 2027-11-15 2.960000 1576000.00 1503573.17 Asset-Backed Securities GLS AUTO REC TR 2021-3 C 20260915 1.1 2026-09-15 1.110000 4278000.00 4037182.11 Asset-Backed Securities Y 2023-06-05 2023-06-05 2023-06-12 Y WELLS FARGO SECURITIES LLC 1.0000 97 N N N 0.0552 4994913.00 4994913.00 0.0009 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 4.970000% ZBUT11V806EZRVTWT807 0000782124 ARP0V8KP5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BENCHMARK MTG TR 2020-B21 A-2 20531217 FLT 2053-12-17 1.737600 974999.00 886524.86 Private Label Collateralized Mortgage Obligations CAPITAL ONE FINL CORP PERP SUB -M NT ZUE8T73ROZOF6FLBAR73 2500-12-31 3.950000 97000.00 82367.15 Corporate Debt Securities CONSECO MANU HSG PT 2000-4 A-6 20320501 8.3 2032-05-01 8.310000 222000.00 29340.63 Asset-Backed Securities FORD MOTOR CREDIT COMPANY SR GLBL NT 24 UDSQCVRUX5BONN0VY111 2024-03-18 5.584000 400000.00 406927.11 Corporate Debt Securities FRONTIER COMMUNICATIONS HLDGS SR SEC GLBL NT29 2029-11-01 5.875000 1.00 0.81 Corporate Debt Securities GREEN TREE FINANCIAL CORP 97-7 M-1 20280715 7.0 2028-07-15 7.030000 1000.00 281.26 Asset-Backed Securities MOODYS CORP SR GLBL NT 25 549300GCEDD8YCF5WU84 2025-03-24 3.750000 14000.00 13762.44 Corporate Debt Securities RIVIAN HOLDINGS LLC / RIVIAN SR SEC GLBL 26 2026-10-15 10.163600 6902000.00 6988611.44 Corporate Debt Securities APPALACHIAN PWR CO SR NT 3.4%25 3SCHO1ABYYIG382BEI70 2025-06-01 3.400000 1000.00 964.65 Corporate Debt Securities ATHILN 0 02/03/45 549300XIGP6JVM4PWT59 2045-02-03 0.00 2400000.00 980128.80 Corporate Debt Securities BAYVIEW COML TR 2004-1 IO 20340425 1.2 2034-04-25 1.250000 226623488.00 113304.81 Asset-Backed Securities KILIMANJARO III RE LTD EXT GLBL 144A 28 254900T37LD5YQ545V53 2028-04-08 9.341130 370000.00 334285.30 Corporate Debt Securities GREEN TREE FINANCIAL CORP 97-3 M-1 20280315 FLT 2028-03-15 7.530000 1000.00 251.14 Asset-Backed Securities JP MORGAN MTG TR 2019-1 A-11 20490525 FLT 2049-05-25 5.567000 4499990.00 181766.61 Private Label Collateralized Mortgage Obligations PAMPA ENERGIA SA AMRTZ 144A NT 26 254900QNIK0CVURGML24 2026-12-08 9.500000 510.00 542.99 Corporate Debt Securities SANTANDER RETAIL 2021-C TR D 20260820 1.3 N/ 2026-08-20 1.390000 500000.00 466551.44 Asset-Backed Securities SANTANDER BK 10.07786 26FEB52 144A 2052-02-26 10.077900 40930.00 40838.56 Private Label Collateralized Mortgage Obligations TENNESSEE MERGER SUB INC SR 144A NT 25 549300PVTQ4UDTTMQT11 2025-02-01 6.375000 1232000.00 853210.82 Corporate Debt Securities TPC GROUP INC SR SEC GLBL 27 549300K276KVW5JD1583 2027-12-16 13.000000 8.00 8.36 Corporate Debt Securities ACCESS PRIVATE ST LN 2005-A A-3 20340725 FLT 2034-07-25 5.217710 194000.00 24306.38 Asset-Backed Securities 245 PK AVE TR 2017-245P D 20370605 FLT 2037-06-05 3.657400 2500000.00 2028825.12 Private Label Collateralized Mortgage Obligations UNITED AIRLINES PTC 2019-1 A 20330225 4.5 2033-02-25 4.550000 132000.00 88776.76 Asset-Backed Securities STONECO LTD SR REGS NT 28 549300O1A9LEF0XZCR35 2028-06-16 3.950000 491000.00 327791.60 Corporate Debt Securities RUMO LUXEMBOURG S A R L SR GLBL REGS 28 222100HOIQFT7YOSPB46 2028-01-10 5.250000 1034000.00 954175.20 Corporate Debt Securities PAMPA ENERGIA SA AMRTZ REGS NT 26 254900QNIK0CVURGML24 2026-12-08 9.500000 436.00 464.21 Corporate Debt Securities NBM US HLDGS INC SR REGS NT 7%26 5493008K1QMSP0J8UC24 2026-05-14 7.000000 300000.00 295491.67 Corporate Debt Securities Y 2023-03-01 2023-05-30 2023-06-13 Y JP MORGAN SECURITIES LLC 1.0000 91 N N N 0.0609 12958431.59 12958431.59 0.0023 N N N Y BNP PARIBAS SA BNP PARIBAS SA 4.760000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0VC268 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AIM AVIATION FIN LTD 2015 A-1 20400215 FLT 2040-02-15 6.213000 250000.00 71062.93 Asset-Backed Securities AMER AIRLINES PT TR 2014-1 A 20280401 3.7 2028-04-01 3.700000 3127000.00 1647787.65 Asset-Backed Securities AMER AIRLINES PT TR 2014-1 A 20280401 3.7 2028-04-01 3.700000 2143000.00 1129264.13 Asset-Backed Securities DIAMOND RESORTS OWN TR 2021-1 D 20331121 3.8 2033-11-21 3.830000 1171000.00 402844.33 Asset-Backed Securities HOME RE 2021-1 LTD M-2 20330725 FLT 2033-07-25 7.467000 3746481.00 3704023.69 Asset-Backed Securities SBL HOLDINGS INC PERP JR SB 144A 635400MJW3QDSBJRKQ59 2500-12-31 6.500000 36000.00 27756.30 Corporate Debt Securities Y 2023-03-28 2023-03-28 2023-03-28 Y BNP Paribas SA 1.0000 28 N N N 0.0514 5998254.90 5998254.90 0.0011 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 5.020000% ZBUT11V806EZRVTWT807 0000782124 ARP0VEQ50 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BX COM MRTG TR 2022-CSMO D 20390615 FLT 2039-06-15 8.899770 399140.00 400421.16 Private Label Collateralized Mortgage Obligations CFCRE COML MTG TR 2017-C8 D 20500617 3.0 2050-06-17 3.000000 2741000.00 1909446.38 Private Label Collateralized Mortgage Obligations CHARTER COMMUNICATIONS OPER SR SEC GLBL NT29 2029-01-15 2.250000 48000.00 38613.48 Corporate Debt Securities CONN AVE SECS 2021-R03 1M-1 20411226 FLT 2041-12-26 5.334130 3000000.00 1789376.94 Private Label Collateralized Mortgage Obligations CONNECTICUT AVE SEC 2022-R05 2M-2 20420425 FLT 2042-04-25 7.484130 500000.00 498072.45 Private Label Collateralized Mortgage Obligations CONN AVE SECS 2021-R02 2M-1 20411125 FLT B1V7KEBTPIMZEU4LTD58 2041-11-25 5.384130 2000000.00 962898.36 Private Label Collateralized Mortgage Obligations CONN AVN SEC TR 2022-R06 1M-1 20420527 FLT 2042-05-27 7.060110 3340000.00 2842204.31 Private Label Collateralized Mortgage Obligations FHLMC SCRTT SERIES 2017-4 M 20570625 FLT 2057-06-25 4.750000 167000.00 154101.84 Private Label Collateralized Mortgage Obligations FHLMC REMIC TR 2022-HAQ2 M-1A 20420725 FLT S6XOOCT0IEG5ABCC6L87 2042-07-25 7.134130 3700000.00 3407109.53 Private Label Collateralized Mortgage Obligations FHLMC REMIC TR 2022-HAQ2 M-1B 20420725 FLT S6XOOCT0IEG5ABCC6L87 2042-07-25 8.484130 2000000.00 2062549.34 Private Label Collateralized Mortgage Obligations FHLMC REMIC TR 2022-HAQ2 M-2 20420725 FLT S6XOOCT0IEG5ABCC6L87 2042-07-25 10.484100 23250000.00 23967360.75 Private Label Collateralized Mortgage Obligations SIX FLAGS ENTERTAINMENT CORP. SR GLBL 144A 24 549300JYTDUAA4JQ3717 2024-07-31 4.875000 50000.00 48940.08 Corporate Debt Securities TRANSDIGM INC SR SB GLBL NT 26 88Q84GB3X55CF5OC7582 2026-06-15 6.375000 98000.00 96571.85 Corporate Debt Securities BINOM SEC TR 2022-RPL1 M1 20610225 FLT N/ 2061-02-25 3.000000 1737000.00 1286330.14 Asset-Backed Securities BEAR STEARNS ASSET BK 2005-CL1 A-1 20340925 FLT 2034-09-25 3.216060 2500000.00 69610.87 Asset-Backed Securities CONNECTICUT AVE SEC 2022-R03 1M-1 20420325 FLT 2042-03-25 6.584130 1800000.00 1423598.31 Private Label Collateralized Mortgage Obligations VERUS SEC TR 2020-1 A-1 20600125 FLT 2060-01-25 2.417000 348985.00 32447.92 Private Label Collateralized Mortgage Obligations WINWATER MTG LN TR 2015-1 A-25 20450120 FLT 5493006H0W2XGUBIBK91 2045-01-20 3.500000 18639900.00 604622.50 Private Label Collateralized Mortgage Obligations VICI PPTYS INC SR GLBL REGS 28 2028-01-15 4.500000 112000.00 103827.92 Corporate Debt Securities Y 2023-03-01 2023-05-30 2023-07-05 Y JP MORGAN SECURITIES LLC 1.0000 91 N N N 0.0562 35925208.20 35925208.20 0.0064 N N N Y BNP PARIBAS SA BNP PARIBAS SA 4.510000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0VG3P6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNAR XX.XXX LB881959 B1V7KEBTPIMZEU4LTD58 2036-02-01 3.960000 1249.00 67.84 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4168 B1V7KEBTPIMZEU4LTD58 2052-07-01 5.000000 11374.00 10756.81 Agency Mortgage-Backed Securities FNMS 02.500 CIFS4007 B1V7KEBTPIMZEU4LTD58 2035-02-01 2.500000 228800.00 212812.60 Agency Mortgage-Backed Securities GNII SF MA8649 M 549300M8ZYFG0OCMTT87 2053-01-20 6.000000 2534.00 2589.55 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4326 B1V7KEBTPIMZEU4LTD58 2051-05-01 2.500000 1000.00 676.46 Agency Mortgage-Backed Securities FNMS 04.500 CLAD8528 B1V7KEBTPIMZEU4LTD58 2040-08-01 4.500000 1856.00 69.75 Agency Mortgage-Backed Securities GNAR AF 083054 M 549300M8ZYFG0OCMTT87 2042-03-20 2.625000 1682.00 55.32 Agency Mortgage-Backed Securities FMAR 972234 G S6XOOCT0IEG5ABCC6L87 2036-10-01 4.035000 1248.00 24.88 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 100.00 84.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2.250000 100.00 76.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-31 1.375000 100.00 98.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2.125000 200.00 193.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2.000000 400.00 379.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-11-15 2.000000 136400.00 126162.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2.250000 100.00 97.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2.500000 100.00 98.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-15 0.125000 5058100.00 5688367.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-31 1.500000 100.00 95.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-07-15 0.125000 483400.00 503378.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-04-30 0.125000 984400.00 977060.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-15 0.125000 236000.00 241363.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-30 3.875000 21118400.00 21008817.55 U.S. Treasuries (including strips) Y 2023-03-07 2023-03-07 2023-03-10 Y BNP Paribas SA 1.0000 7 N N N 0.0451 28000000.00 28000000.00 0.0050 N N Y N BOFA SECURITIES INC BOFA SECURITIES INC 4.950000% 549300HN4UKV1E2R3U73 0001675365 ARP0VN843 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 3.640340 17742808.00 13800000.26 Private Label Collateralized Mortgage Obligations Y 2023-03-01 2023-03-16 2023-03-16 Y BOFA SECURITIES INC 1.0000 16 N N N 0.0509 11999250.36 11999250.36 0.0021 N N N Y ROYAL BANK OF CANADA ROYAL BANK OF CANADA 4.560000% ES7IP3U3RHIGC71XBU11 0000352613 ARP0VPAO1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEPC 02.000 CLSD8106 S6XOOCT0IEG5ABCC6L87 2050-11-01 2.000000 90588955.00 57289513.15 Agency Mortgage-Backed Securities FEPC 02.000 CLQB7663 S6XOOCT0IEG5ABCC6L87 2051-01-01 2.000000 5511075.00 3890254.58 Agency Mortgage-Backed Securities FNMS 04.000 CLAL4924 B1V7KEBTPIMZEU4LTD58 2044-02-01 4.000000 3754.00 742.47 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3370 B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 6543583.00 5711963.93 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4624 B1V7KEBTPIMZEU4LTD58 2052-06-01 3.000000 50000.00 42627.82 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-09 0.00 403800.00 403350.57 U.S. Treasuries (including strips) FEPC 05.500 CLSD2209 S6XOOCT0IEG5ABCC6L87 2053-01-01 5.500000 7035820.00 7176341.14 Agency Mortgage-Backed Securities FNMS 05.500 CLBW1320 B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 63197247.00 61358281.17 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0894 B1V7KEBTPIMZEU4LTD58 2051-10-01 3.000000 33000000.00 26453887.08 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3160 B1V7KEBTPIMZEU4LTD58 2052-06-01 3.000000 439977.00 382788.89 Agency Mortgage-Backed Securities Y 2023-03-07 2023-03-07 2023-03-23 Y Royal Bank of Canada 1.0000 7 N N N 0.0456 157000000.00 157000000.00 0.0281 N N Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 4.560000% 549300QJJX6CVVUXLE15 0001317808 ARP0VPAR4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNRA 2021-077 FA 549300M8ZYFG0OCMTT87 2051-05-20 3.000000 9798147.00 6344176.84 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2051-02-15 0.125000 5312600.00 3997186.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-15 0.125000 43900.00 48033.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-31 0.750000 2273000.00 1928554.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-02-15 1.875000 1100.00 930.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-06-30 3.250000 200.00 191.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 3.125000 100.00 86.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-05-15 3.000000 100.00 83.96 U.S. Treasuries (including strips) GNII SF MA4068 M 549300M8ZYFG0OCMTT87 2046-10-20 3.000000 44228662.00 7720076.92 Agency Mortgage-Backed Securities GNII SF MA4196 M 549300M8ZYFG0OCMTT87 2047-01-20 3.500000 4024.00 677.53 Agency Mortgage-Backed Securities GNII SF MA4510 M 549300M8ZYFG0OCMTT87 2047-03-20 3.500000 3048.00 474.14 Agency Mortgage-Backed Securities GNII SF MA4511 M 549300M8ZYFG0OCMTT87 2047-06-20 4.000000 2048.00 267.84 Agency Mortgage-Backed Securities GNII SF MA4586 M 549300M8ZYFG0OCMTT87 2047-07-20 3.500000 2048.00 330.07 Agency Mortgage-Backed Securities GNII SF MA4652 M 549300M8ZYFG0OCMTT87 2047-08-20 3.500000 1000.00 164.05 Agency Mortgage-Backed Securities GNII SF MA5019 M 549300M8ZYFG0OCMTT87 2048-02-20 3.500000 1024.00 168.61 Agency Mortgage-Backed Securities GNII SF MA5078 M 549300M8ZYFG0OCMTT87 2048-03-20 4.000000 189060.00 23037.88 Agency Mortgage-Backed Securities GNII SF MA5136 M 549300M8ZYFG0OCMTT87 2048-04-20 3.500000 1280.00 204.07 Agency Mortgage-Backed Securities GNII SF MA5137 M 549300M8ZYFG0OCMTT87 2048-04-20 4.000000 1024.00 110.36 Agency Mortgage-Backed Securities GNII SF MA5192 M 549300M8ZYFG0OCMTT87 2048-05-20 4.000000 2000.00 230.51 Agency Mortgage-Backed Securities GNII SF MA5193 M 549300M8ZYFG0OCMTT87 2048-05-20 4.500000 1024.00 103.18 Agency Mortgage-Backed Securities GNII SF MA5709 M 549300M8ZYFG0OCMTT87 2049-01-20 3.500000 1000.00 172.41 Agency Mortgage-Backed Securities GNII SF MA5763 M 549300M8ZYFG0OCMTT87 2049-02-20 4.000000 1008.00 107.56 Agency Mortgage-Backed Securities GNII SF MA5875 M 549300M8ZYFG0OCMTT87 2049-04-20 3.500000 1000.00 126.36 Agency Mortgage-Backed Securities GNII SF MA6090 M 549300M8ZYFG0OCMTT87 2049-08-20 3.500000 1023.00 162.61 Agency Mortgage-Backed Securities FEPC 05.000 CLZS2038 S6XOOCT0IEG5ABCC6L87 2038-04-01 5.000000 1022.00 14.28 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4669 S6XOOCT0IEG5ABCC6L87 2046-06-01 4.000000 1120.00 176.28 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0540 S6XOOCT0IEG5ABCC6L87 2048-06-01 4.000000 1000.00 371.87 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8000 S6XOOCT0IEG5ABCC6L87 2049-07-01 3.000000 222878.00 29689.04 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8001 S6XOOCT0IEG5ABCC6L87 2049-07-01 3.500000 2028.00 240.30 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8010 S6XOOCT0IEG5ABCC6L87 2049-09-01 3.000000 1024.00 173.62 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8016 S6XOOCT0IEG5ABCC6L87 2049-10-01 3.000000 1024.00 189.81 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8036 S6XOOCT0IEG5ABCC6L87 2050-01-01 3.000000 1000.00 223.87 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7504 S6XOOCT0IEG5ABCC6L87 2049-08-01 3.500000 54343602.00 13121710.14 Agency Mortgage-Backed Securities FEPC 02.000 CLSD7537 S6XOOCT0IEG5ABCC6L87 2051-03-01 2.000000 1000.00 694.80 Agency Mortgage-Backed Securities 03.500 FGPC Q53313 G S6XOOCT0IEG5ABCC6L87 2048-01-01 3.500000 1024.00 288.02 Agency Mortgage-Backed Securities 04.000 FGPC Q59742 G S6XOOCT0IEG5ABCC6L87 2048-11-01 4.000000 2048.00 425.99 Agency Mortgage-Backed Securities 03.500 FGPC G61748 G S6XOOCT0IEG5ABCC6L87 2048-11-01 3.500000 23761000.00 8551013.00 Agency Mortgage-Backed Securities FEPC 02.500 CLQB7592 S6XOOCT0IEG5ABCC6L87 2051-01-01 2.500000 1088.00 674.41 Agency Mortgage-Backed Securities FEPC 02.000 CLQD5035 S6XOOCT0IEG5ABCC6L87 2052-01-01 2.000000 1000.00 784.16 Agency Mortgage-Backed Securities FEPC 02.000 CTQK1389 S6XOOCT0IEG5ABCC6L87 2042-02-01 2.000000 1024.00 827.91 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2026-09-24 1.875000 2000.00 1847.68 Agency Debentures and Agency Strips FNMS 04.000 CLAK2415 B1V7KEBTPIMZEU4LTD58 2042-02-01 4.000000 1025.00 77.33 Agency Mortgage-Backed Securities FNMS 03.000 CLAU1632 B1V7KEBTPIMZEU4LTD58 2043-07-01 3.000000 1120.00 219.84 Agency Mortgage-Backed Securities FNMS 02.000 CTBP3489 B1V7KEBTPIMZEU4LTD58 2041-06-01 2.000000 1000.00 763.51 Agency Mortgage-Backed Securities FNMS 02.000 CLBT0906 B1V7KEBTPIMZEU4LTD58 2051-06-01 2.000000 1008.00 742.85 Agency Mortgage-Backed Securities FNMS 02.500 CTBT2006 B1V7KEBTPIMZEU4LTD58 2042-02-01 2.500000 1024.00 842.94 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2189 B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 2024.00 928.84 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3198 B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 1024.00 384.40 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2805 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 44684.00 35904.71 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1382 B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 1152.00 285.77 Agency Mortgage-Backed Securities FNMS 03.000 CLFM3127 B1V7KEBTPIMZEU4LTD58 2047-10-01 3.000000 1024.00 328.94 Agency Mortgage-Backed Securities GNII SF MA7135 M 549300M8ZYFG0OCMTT87 2051-01-20 2.000000 1000.00 638.75 Agency Mortgage-Backed Securities GNII SF MA6930 M 549300M8ZYFG0OCMTT87 2050-10-20 2.000000 1280.00 771.80 Agency Mortgage-Backed Securities GNII SF MA7990 M 549300M8ZYFG0OCMTT87 2052-04-20 4.000000 323223.00 294749.80 Agency Mortgage-Backed Securities GNII SF MA8045 M 549300M8ZYFG0OCMTT87 2052-05-20 4.000000 1075.00 990.10 Agency Mortgage-Backed Securities GNII SF MA7254 M 549300M8ZYFG0OCMTT87 2051-03-20 2.000000 4024.00 2664.27 Agency Mortgage-Backed Securities GNII SF MA7313 M 549300M8ZYFG0OCMTT87 2051-04-20 3.000000 1024.00 608.04 Agency Mortgage-Backed Securities GNII SF MA7419 M 549300M8ZYFG0OCMTT87 2051-06-20 3.000000 4829234.00 3156048.89 Agency Mortgage-Backed Securities GNII SF MA7649 M 549300M8ZYFG0OCMTT87 2051-10-20 2.500000 1000.00 773.85 Agency Mortgage-Backed Securities GNII SF MA8101 M 549300M8ZYFG0OCMTT87 2052-06-20 4.500000 2000.00 1899.77 Agency Mortgage-Backed Securities GNII SF MA8267 M 549300M8ZYFG0OCMTT87 2052-09-20 4.000000 2000.00 1874.89 Agency Mortgage-Backed Securities GNII SF MA8348 M 549300M8ZYFG0OCMTT87 2052-10-20 5.000000 2012055.00 1978801.70 Agency Mortgage-Backed Securities GNII SF MA8429 M 549300M8ZYFG0OCMTT87 2052-10-20 5.500000 3056.00 3065.33 Agency Mortgage-Backed Securities GNRM 2020-001 YK 549300M8ZYFG0OCMTT87 2050-01-20 2.500000 1805091.00 134035.18 Agency Collateralized Mortgage Obligation GNRA 2022-024 FA 549300M8ZYFG0OCMTT87 2052-02-20 3.000000 1000.00 777.83 Agency Collateralized Mortgage Obligation GNRA 2022-022 YF 549300M8ZYFG0OCMTT87 2052-02-20 3.000000 280049.00 216880.61 Agency Collateralized Mortgage Obligation FNMS 02.500 CLFM4257 B1V7KEBTPIMZEU4LTD58 2050-09-01 2.500000 1000.00 610.50 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2609 B1V7KEBTPIMZEU4LTD58 2052-08-01 4.500000 2032.00 1949.53 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3744 B1V7KEBTPIMZEU4LTD58 2049-08-01 3.000000 6805.00 958.91 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4119 B1V7KEBTPIMZEU4LTD58 2050-09-01 2.000000 1000.00 583.69 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4305 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.000000 1000.00 695.80 Agency Mortgage-Backed Securities FNMS 04.500 CLAD1045 B1V7KEBTPIMZEU4LTD58 2040-02-01 4.500000 2126.00 105.10 Agency Mortgage-Backed Securities GNII SF MA3736 M 549300M8ZYFG0OCMTT87 2046-06-20 3.500000 1000.00 142.62 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-02-29 4.000000 400.00 396.84 U.S. Treasuries (including strips) Y 2023-03-07 2023-03-07 2023-03-23 Y RBC DOMINION SECURITIES INC 1.0000 7 N N N 0.0456 46000000.00 46000000.00 0.0082 N N Y N BOFA SECURITIES INC BOFA SECURITIES INC 5.050000% 549300HN4UKV1E2R3U73 0001675365 ARP0VPRO3 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SELLAS LIFE SCIENCES GROUP INC COM NEW 549300VZIH50VYURLQ98 2500-12-31 N/A 167314.00 289453.22 Equities SMART SH GLOBAL LTD ADS 2500-12-31 N/A 73188.00 90753.12 Equities SYROS PHARMACEUTICALS INC COM NEW 549300512PURS7IGVT96 2500-12-31 N/A 86463.00 311266.80 Equities THOMSON REUTERS CORP. COM NEW 549300561UZND4C7B569 2500-12-31 N/A 2876.00 349922.92 Equities WEREWOLF THERAPEUTICS INC COM 2500-12-31 N/A 117844.00 349996.68 Equities WEREWOLF THERAPEUTICS INC COM 2500-12-31 N/A 1.00 2.97 Equities ENLIVEX THERAPEUTICS LTD COM 549300BG1T7KL678Y212 2500-12-31 N/A 6602.00 25417.70 Equities KANDI TECHNOLOGIES GROUP INC COM 529900TXUELWMVI79005 2500-12-31 N/A 153508.00 349998.24 Equities KATAPULT HOLDINGS INC COM 2500-12-31 N/A 274753.00 261015.35 Equities MEREO BIOPHARMA GROUP PLC SPON ADS 213800U8JQHIJOS5AS09 2500-12-31 N/A 389668.00 349999.80 Equities ODYSSEY MARINE EXPL INC COM NEW 549300KNVIY6EZIJ2221 2500-12-31 N/A 5070.00 17035.20 Equities PAPAYA GRWT OPPORTUNITY CORP I CLASS A COM 549300U6L3FU6EKJUM40 2500-12-31 N/A 24164.00 250097.40 Equities ROYAL BK CDA SUSTAINABL COM ES7IP3U3RHIGC71XBU11 2500-12-31 N/A 3442.00 349982.56 Equities SRAX INC CL A 2500-12-31 N/A 84518.00 139454.70 Equities SELLAS LIFE SCIENCES GROUP INC COM NEW 549300VZIH50VYURLQ98 2500-12-31 N/A 34998.00 60546.54 Equities ADVERUM BIOTECHNOLOGIES INC COM 529900ZEDOOZL1EWHJ89 2500-12-31 N/A 500000.00 350000.00 Equities ATLANTIC COASTAL AQSTN CORP II CLASS A COM 2500-12-31 N/A 33947.00 349993.57 Equities ATLIS MOTOR VEHICLES INC CLASS A COM 2500-12-31 N/A 29257.00 26849.15 Equities BRAGG GAMING GROUP INC COM NEW 9845000EB9E6A9887Q16 2500-12-31 N/A 5762.00 23969.92 Equities CSI COMPRESSCO LP COM UNIT 549300STALDQYSVEO325 2500-12-31 N/A 110310.00 146712.30 Equities CNFINANCE HLDGS LTD SPON ADS 2500-12-31 N/A 3005.00 6550.90 Equities CREDIT SUISSE NASSAU BRANCH XLINK CRD ETN37 2500-12-31 N/A 1177.00 93783.36 Equities CREXENDO INC COM 2500-12-31 N/A 21542.00 40283.54 Equities DIREXION SHS ETF TR BREAKFAST CMDTY 549300R5COJLSV0QBJ20 2500-12-31 N/A 1703.00 36759.43 Equities ELECTRA BATTERY MATERIALS CORP COM NEW 5493009ZPOP6FTZAUU15 2500-12-31 N/A 4262.00 8992.82 Equities EMERALD HOLDING INC COM 2500-12-31 N/A 30408.00 115854.48 Equities ENBRIDGE INC COM 98TPTUM4IVMFCZBCUR27 2500-12-31 N/A 6944.00 264010.88 Equities FORTUNA SILVER MINES INC COM 5493003Q88RVK7CW4735 2500-12-31 N/A 83544.00 268176.24 Equities GLOBAL X FDS INT RT VOLTLTY 549300ZF338IVEY0L535 2500-12-31 N/A 176.00 3785.76 Equities IMMUNOME INC COM 2500-12-31 N/A 1862.00 8192.80 Equities IMMUNOME INC COM 2500-12-31 N/A 63498.00 279391.20 Equities INNATE PHARMA S A SPONSORED ADS 9695002Y8420ZB8HJE29 2500-12-31 N/A 57986.00 166999.68 Equities UR-ENERGY INC COM 5493004ZEMNWEC7T6X93 2500-12-31 N/A 73558.00 78707.06 Equities VISCOGLIOSI BROS ACQUISTN CORP COMMON STOCK 2500-12-31 N/A 11883.00 122157.24 Equities BROOKFIELD REINS LTD CL A EXCH LT VTG 9845004583U3B8E06924 2500-12-31 N/A 10404.00 349990.56 Equities MOLINA HEALTHCARE INC COM 549300NQQCEQ46YHZ591 2500-12-31 N/A 1224.00 349929.36 Equities REGENERON PHARMACEUTICALS COM 549300RCBFWIRX3HYQ56 2500-12-31 N/A 461.00 349341.19 Equities AMPRIUS TECHNOLOGIES INC COMMON STOCK 2500-12-31 N/A 17890.00 112349.20 Equities EQT CORP COM 4NT01YGM4X7ZX86ISY52 2500-12-31 N/A 9096.00 304988.88 Equities ENZO BIOCHEM INC COM 5299001N23WBO4XQ2P60 2500-12-31 N/A 17787.00 20277.18 Equities FIDELITY MERRIMACK STR TR INVESTMENT GR BD 549300X4MUYWBSV82480 2500-12-31 N/A 1628.00 69274.66 Equities GROVE COLLABORATIVE HOLD INC COM CL A 2500-12-31 N/A 504199.00 219830.76 Equities INTERPUBLIC GROUP COS INC COM 5493008IUOJ5VWTRC333 2500-12-31 N/A 5505.00 197904.75 Equities Y 2023-03-01 2023-05-30 2023-06-05 Y BOFA SECURITIES INC 1.0000 91 N N N 0.0517 6997698.47 6997698.47 0.0013 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 4.950000% ZBUT11V806EZRVTWT807 0000782124 ARP0VS5F0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BCPE CYCLE MERGER SUB II INC SR 144A NT 27 54930058SS5MF69JGN89 2027-07-15 10.625000 19000.00 6128.66 Corporate Debt Securities BONANZA RE LTD SR SEC-A 144A 24 5493003F0CXUQ2C83105 2024-02-20 9.651130 4250000.00 3756403.89 Corporate Debt Securities EAGLE INTER GLOBAL HLDG B V SR 144A NT7.5%25 2025-05-01 7.500000 227000.00 148150.42 Corporate Debt Securities EMERA INC SUB COCO 76 NQZVQT2P5IUF2PGA1Q48 2076-06-15 6.750000 50000.00 48746.88 Corporate Debt Securities HYPATIA LIMITED SR SEC-B 144A 23 98450041F85DB4C2C372 2023-06-07 15.056100 2941000.00 2942507.98 Corporate Debt Securities NORTHSHORE RE II LTD -A FL 144A NT 23 2023-07-07 12.906100 2500000.00 2517440.51 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT7.5%31 IM7X0T3ECJW4C1T7ON55 2031-05-01 7.500000 110000.00 120381.25 Corporate Debt Securities PHOENICIAN RE LTD SR SEC-A 144A 23 2023-12-14 7.705130 6400000.00 6290895.07 Corporate Debt Securities PHOENICIAN RE LTD EXTND-A 144A 28 2028-12-14 7.679130 3000000.00 2809194.56 Corporate Debt Securities RESIDENTIAL REINS 2020 LTD -4-2020II 144A24 2024-12-06 10.961100 5000000.00 4882379.85 Corporate Debt Securities TORREY PINES RE LTD -A VR 144A NT 24 2024-06-07 8.701130 6875000.00 6696082.66 Corporate Debt Securities EMBRAER OVERSEAS LTD SR GLBL REGS 23 2023-09-16 5.696000 53000.00 54219.64 Corporate Debt Securities LIGADO NETWORKS LLC SR SEC GLBL 23 2023-11-01 15.500000 266000.00 88544.75 Corporate Debt Securities BINOM SEC TR 2021-INV1 A-3 20560625 FLT 2056-06-25 2.625000 1395310.00 881414.20 Private Label Collateralized Mortgage Obligations COMPASS GROUP DIVERSIFIED HLDG SR GLBL 144A 32 549300I6PTUQPX21TE93 2032-01-15 5.000000 37000.00 29404.35 Corporate Debt Securities WINWATER MTG LN TR 2015-1 A-25 20450120 FLT 5493006H0W2XGUBIBK91 2045-01-20 3.500000 31342492.00 1016656.53 Private Label Collateralized Mortgage Obligations Y 2023-03-01 2023-05-30 2023-08-07 Y JP MORGAN SECURITIES LLC 1.0000 91 N N N 0.0540 27944838.88 27944838.88 0.0050 N N N Y MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 4.750000% 7TK5RJIZDFROZCA6XF66 0000812291 ARP0VTL86 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LOCKHEED MARTIN CORP COM DPRBOZP0K5RM2YE8UU08 2500-12-31 N/A 104.00 49866.96 Equities PPL CORP COM 9N3UAJSNOUXFKQLF3V18 2500-12-31 N/A 1814.00 49975.70 Equities EMBRACE CHANGE ACQUISITN CORP ORDINARY SHARES 2500-12-31 N/A 4830.00 49990.50 Equities HAINAN MANASLU ACQUISTN CORP ORDINARY SHARES 2500-12-31 N/A 4859.00 49999.11 Equities BLUELINX HLDGS INC COM NEW 549300YSX7GU28F5I540 2500-12-31 N/A 600.00 49962.00 Equities BRISTOL-MYERS SQUIBB CO COM HLYYNH7UQUORYSJQCN42 2500-12-31 N/A 714.00 49972.86 Equities THE CIGNA GROUP COM 549300VIWYMSIGT1U456 2500-12-31 N/A 168.00 49788.48 Equities LOGISTICS INNOVTN TECHNLGS CRP CLASS A COM 2500-12-31 N/A 4955.00 49995.95 Equities LL FLOORING HOLDINGS INC COM 2500-12-31 N/A 1886.00 9712.90 Equities PHILLIPS 66 COM 5493005JBO5YSIGK1814 2500-12-31 N/A 482.00 49959.30 Equities UNITI GROUP INC COM 549300V3NU625PJUVA84 2500-12-31 N/A 8576.00 49998.08 Equities ALPHA STAR ACQUISITION CORP ORDINARY SHARES 2500-12-31 N/A 4816.00 49990.08 Equities A SPAC II ACQUISITION CORP ORD SHS CL A 2500-12-31 N/A 4837.00 49990.39 Equities BLUE WORLD ACQUISITION CORP CLASS A ORD SHS 2500-12-31 N/A 4821.00 49993.77 Equities CORAZON CAPITAL V838 MONOCERO CLASS A ORD SHS 2500-12-31 N/A 4901.00 49990.20 Equities SILVER SPIKE ACQUISITN CORP II CLASS A ORD SHS 2500-12-31 N/A 4906.00 49992.14 Equities ARAMARK COM 549300MR6PG2DWZUIL39 2500-12-31 N/A 1350.00 49977.00 Equities BALL CORP COM 0BGI85ALH27ZJP15DY16 2500-12-31 N/A 891.00 49985.10 Equities BAUSCH HEALTH COS INC COM B3BS7ACMDUWISF18KY76 2500-12-31 N/A 5359.00 49999.47 Equities DBX ETF TR XTRACKERS FTSE 5493004R7279B88U0M47 2500-12-31 N/A 788.00 20874.12 Equities FEDEX CORP COM 549300E707U7WNPZN687 2500-12-31 N/A 245.00 49994.70 Equities GENESIS UNICORN CAPITAL CORP CLASS A COM 2500-12-31 N/A 4757.00 49996.07 Equities KHOSLA VENTURES ACQUT CO III COM CL A 2500-12-31 N/A 4960.00 49996.80 Equities Y 2023-03-13 2023-03-13 2023-03-13 N N N 0.0467 1000027.17 1000027.17 0.0002 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 5.420000% VYVVCKR63DVZZN70PB21 0001224385 ARP0VV4M9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AMERICREDIT AUTO REC 2022-1 A-2 20260120 2.0 2026-01-20 2.050000 19998000.00 8354030.83 Asset-Backed Securities DT AUTO OWNER TRUST 2021-3A C 20270517 0.8 2027-05-17 0.870000 1237000.00 1167402.88 Asset-Backed Securities GLS AUTO REC TR 2021-3 C 20260915 1.1 2026-09-15 1.110000 1175300.00 1109139.82 Asset-Backed Securities Y 2023-06-05 2023-06-05 2023-08-15 Y WELLS FARGO SECURITIES LLC 1.0000 97 N N N 0.0563 8991315.09 8991315.09 0.0016 N N N Y BNP PARIBAS SA BNP PARIBAS SA 4.720000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0VX338 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 28 2028-02-15 10.500000 706000.00 710436.03 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 28 2028-02-15 10.500000 227000.00 228426.32 Corporate Debt Securities COTTAGE HEALTH CREDIT GROUP SR -2020 BD 49 2049-11-01 3.304000 1000.00 742.02 Corporate Debt Securities DISH DBS CORPORATION SR SEC GLBL 26 2026-12-01 5.250000 230000.00 195156.73 Corporate Debt Securities FERRELLGAS ESCROW LLC / FG OPE SR GLBL 144A 29 2029-04-01 5.875000 1444000.00 1210519.04 Corporate Debt Securities FREEDOM MORTGAGE CORPORATION SR 144A NT 27 549300LYRWPSYPK6S325 2027-01-15 6.625000 79000.00 64909.81 Corporate Debt Securities AIM AVIATION FIN LTD 2015 A-1 20400215 FLT 2040-02-15 6.213000 303000.00 86128.28 Asset-Backed Securities BANK NEW YORK MELLON CORP FR 3.3%082329 WFLLPEPC7FZXENRZV188 2029-08-23 3.300000 1000.00 892.69 Corporate Debt Securities BAYTEX ENERGY CORP SR GLBL 144A 27 549300R5LTV2H7I1I079 2027-04-01 8.750000 311000.00 328869.80 Corporate Debt Securities COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 27 5493007X5NC5XI1BB106 2027-03-15 5.625000 122000.00 110894.19 Corporate Debt Securities CME GROUP INC SR GLBL NT 32 LCZ7XYGSLJUHFXXNXD88 2032-03-15 2.650000 3000.00 2543.97 Corporate Debt Securities NOBLE FIN CO SR SEC GLBL 28 5493003DTPH8AMMK4P51 2028-02-15 11.000000 376.00 409.45 Corporate Debt Securities SBL HOLDINGS INC PERP JR SB 144A 635400MJW3QDSBJRKQ59 2500-12-31 6.500000 81000.00 62451.67 Corporate Debt Securities STRUCTURED ASSET SEC 2006-OPT1 M1 20360425 FLT 2036-04-25 4.917000 100000.00 79910.90 Asset-Backed Securities TOWNSQUARE MEDIA INC SR SEC GLBL 26 549300XBA8C68H0DR538 2026-02-01 6.875000 798000.00 733175.47 Corporate Debt Securities TRANSCANADA PIPELINE STRIP SR NT 4.625%34 5BV01I6231JPDAPMGH09 2034-03-01 4.625000 1000.00 932.91 Corporate Debt Securities TRANSOCEAN INC SR GLBL NT7.5%31 DOL4HJ22ADYSIWES4H94 2031-04-15 7.500000 3000.00 2423.12 Corporate Debt Securities UNIVISION COMMUNICATIONS INC SR SEC 144A NT29 549300YQDE2JSGTL8V47 2029-05-01 4.500000 67000.00 56924.88 Corporate Debt Securities CWABS INC 2007-BC2 1-A 20370625 FLT 2037-06-25 4.817000 424009.00 66276.07 Asset-Backed Securities CLYDESDALE ACQUISITION HLDGS SR 144A NT 30 254900QKSDYFR3K5YD98 2030-04-15 8.750000 81000.00 75128.02 Corporate Debt Securities GENESIS ENERGY LP SR GLBL NT6.5%25 2025-10-01 6.500000 1002000.00 987873.47 Corporate Debt Securities GLOBAL AIRCRAFT LEASING CO LTD SR GLBL PIK 24 2024-09-15 6.500000 339.00 313.29 Corporate Debt Securities LSF9 ATLANTIS HLDGS LLC / VICT SR SEC GLBL 26 2026-02-15 7.750000 200000.00 174569.72 Corporate Debt Securities LEVEL 3 FING INC GLBL 144A NT 28 254900AE5FEFIJOXWL19 2028-07-01 4.250000 2000.00 1407.60 Corporate Debt Securities MAV ACQUISITION CORP SR 144A NT 8%29 254900U6YJ9QZ4IQOR26 2029-08-01 8.000000 853000.00 736565.50 Corporate Debt Securities MORGAN STANLEY CAP 2006-HE1 M-1 20360125 FLT 2036-01-25 4.987000 76482.00 58066.63 Asset-Backed Securities NYMT LN TR 2022-SP1 2062-07-25 5.250000 2599259.00 2357611.27 Private Label Collateralized Mortgage Obligations NATHANS FAMOUS INC SR SEC GLBL 25 54930034SKNSF1JIE673 2025-11-01 6.625000 1045000.00 1043987.66 Corporate Debt Securities CONSTELLATION MERGER SUB INC 8.5%25 2025-09-15 8.500000 16000.00 13993.06 Corporate Debt Securities EFMT 2023-1 2023-1 B-3 20680225 FLT 2068-02-25 6.906190 114123.00 75368.96 Private Label Collateralized Mortgage Obligations FERTITTA ENTMT LLC / FERTITTA SR SEC 144A NT29 2029-01-15 4.625000 1148000.00 1001049.46 Corporate Debt Securities BHP BILLITON FIN USA LTD SR GLBL NT4.9%33 5493003NUVITP3TMY274 2033-02-28 4.900000 13000.00 12922.55 Corporate Debt Securities RAND PARENT LLC SR SEC 144A NT30 2030-02-15 8.500000 4000.00 3850.39 Corporate Debt Securities BLOCK INC SR GLBL NT 26 549300OHIIUWSTIZME52 2026-06-01 2.750000 321000.00 288195.67 Corporate Debt Securities GALLATIN CLO VIII LTD 2017-1R D-2-R 20310715 6.0 2031-07-15 6.000000 1246062.00 998106.46 Asset-Backed Securities HACKENSACK MERIDIAN HEALTH SR GLBL -2020 50 5493001CB3OCWTEJY668 2050-09-01 2.875000 1000.00 681.75 Corporate Debt Securities LSB INDS INC SR SEC GLBL 28 5493001H215A0HG0MI71 2028-10-15 6.250000 822000.00 762890.21 Corporate Debt Securities MADISON PARK FDG XI 2013-11R D-R 20290723 FLT 2029-07-23 8.065290 778550.00 745512.46 Asset-Backed Securities MAUSER PACKAGING SOLUTIONS HLD SR SEC 144A NT27 549300DNGHXL0OMHW304 2027-04-15 9.250000 5000.00 4698.12 Corporate Debt Securities MONEYGRAM INTL INC SR SEC GLBL 26 5299002DLX0Q04KC4156 2026-08-01 5.375000 520000.00 527296.25 Corporate Debt Securities COOPER-STANDARD AUTOMOTIVE INC SR SEC PIK 27 ITCH5B3Q4RTX2PH9UN62 2027-03-31 13.500000 2.00 2.10 Corporate Debt Securities Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0472 12000000.00 12000000.00 0.0021 N Y Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 4.560000% FOR8UP27PHTHYVLBNG30 0000769993 ARP0VX346 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF MA6656 M 549300M8ZYFG0OCMTT87 2050-05-20 3.000000 41627462.00 13260000.18 Agency Mortgage-Backed Securities Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0456 13000000.00 13000000.00 0.0023 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 4.670000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0VX379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CONN AVE SECS 2019-R02 1B-1 20310825 FLT 2031-08-25 8.767000 5343000.00 5457369.73 Private Label Collateralized Mortgage Obligations FHLMC STACR 2018-HRP2 B-1 20470225 FLT 549300YG8OJES76WL398 2047-02-25 8.817000 2025657.00 2076737.82 Private Label Collateralized Mortgage Obligations FHLMC REMIC TRUST 2022-HQA1 B-2 20420325 FLT 2042-03-25 15.310100 5407241.00 5127379.95 Private Label Collateralized Mortgage Obligations Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0467 11000000.00 11000000.00 0.0020 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 5.000000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0VX3G9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PERU LNG S.R.L. SR GLBL REGS 30 254900F70J1LOALV5K70 2030-03-22 5.375000 5649000.00 4615468.37 Corporate Debt Securities BHP BILLITON FIN USA LTD SR GLBL NT4.9%33 5493003NUVITP3TMY274 2033-02-28 4.900000 43000.00 42743.82 Corporate Debt Securities Y 2023-04-04 2023-04-04 2023-05-23 Y BNP Paribas SA 1.0000 35 N N N 0.0516 3998500.28 3998500.28 0.0007 N N N Y RBC CAPITAL MARKETS LLC RBC CAPITAL MARKETS LLC 4.670000% 549300LCO2FLSSVFFR64 0000050916 ARP0VX3T1 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N STATE STR CORP ALT TIER I EXT77 549300ZFEEJ2IP5VME73 2077-06-01 5.769000 207000.00 174457.27 Corporate Debt Securities VENTAS RLTY LTD PARTNERSHIP SR GLBL NT 4%28 32SXKSJ72K64GM3HOU64 2028-03-01 4.000000 3804000.00 3587273.44 Corporate Debt Securities BPCE S A SNR NPF 144A 33 9695005MSX1OYEMGDF46 2033-07-19 5.748000 271000.00 267042.59 Corporate Debt Securities BOEING CO CR SEN SR GLBL31 RVHJWBXLJ1RFUBSY1F30 2031-02-01 3.625000 737000.00 647947.37 Corporate Debt Securities WELLTOWER INC SR GLBL NT 4%25 T6IZ0MBEG5ACZDTR7D06 2025-06-01 4.000000 1535000.00 1498845.63 Corporate Debt Securities SHELL INTERNATIONAL FIN BV GLBL NT 3.25%50 213800ITMMKU4Z7I4F78 2050-04-06 3.250000 5023000.00 3750169.01 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT3.5%51 D71FAKCBLFS2O0RBPG08 2051-10-15 3.500000 867000.00 600224.58 Corporate Debt Securities CREDIT SUISSE INTERNATIONAL SR GLBL COCO 26 549300506SI9CRFV9Z86 2026-07-15 6.373000 3550000.00 3363739.29 Corporate Debt Securities PEPSICO INC SR GLBL NT 53 FJSUNZKFNQ5YPJ5OT455 2053-02-15 4.650000 840000.00 824098.10 Corporate Debt Securities Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0467 14000000.00 14000000.00 0.0025 N Y Y N BOFA SECURITIES INC BOFA SECURITIES INC 4.640000% 549300HN4UKV1E2R3U73 0001675365 ARP0VXQF6 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 3.640340 41399885.00 32200000.34 Private Label Collateralized Mortgage Obligations Y 2023-03-02 2023-03-02 2023-03-02 N N N 0.0464 28000000.00 28000000.00 0.0050 N N Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 4.560000% 549300H47WTHXPU08X20 ARP0VYXZ2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 05.000 CLCB4683 B1V7KEBTPIMZEU4LTD58 2052-09-01 5.000000 48883984.00 47380000.45 Agency Mortgage-Backed Securities Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0456 46000000.00 46000000.00 0.0082 N Y Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 4.550000% 549300H47WTHXPU08X20 ARP0VYY57 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2031-05-15 1.625000 47151600.00 39780079.07 U.S. Treasuries (including strips) Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 39000000.00 39000000.00 0.0070 N Y Y N FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK 4.550000% 254900Y8NKGV541U8Q32 0001457970 ARP0VZ5T4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-15 0.250000 105961900.00 100012683.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-15 0.375000 1198493500.00 1120141590.15 U.S. Treasuries (including strips) Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 1220000000.00 1220000000.00 0.2184 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 4.670000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0VZ6A4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SSGA ACTIVE ETF TR BLACKSTONE SENR 549300ME4SR63Y3TRD06 2500-12-31 N/A 16.00 668.32 Equities SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PD 2500-12-31 N/A 27.00 12846.33 Equities SPDR SER TR BLOOMBERG HIGH Y 549300NCLW2248PN7J24 2500-12-31 N/A 546.00 49991.76 Equities SELECT SECTOR SPDR TR SBI INT-UTILS 549300ERQDM80PRYUH21 2500-12-31 N/A 755.00 49950.80 Equities UNITED STS OIL FD LP UNITS ZR7XWIN3GSRDDWZ9V446 2500-12-31 N/A 754.00 49952.50 Equities VANGUARD INTL EQUITY INDEX FDS FTSE EUROPE ETF 2500-12-31 N/A 829.00 49988.70 Equities VANGUARD SCOTTSDALE FDS LG-TERM COR BD 2500-12-31 N/A 653.00 49908.79 Equities FIFTH WALL ACQUISITN CORP III CLASS A ORD SHS 2500-12-31 N/A 4936.00 50001.68 Equities POWERUP ACQUISITION CORP CLASS A ORDI SHS 2500-12-31 N/A 4794.00 50001.42 Equities DIREXION SHS ETF TR DLY ENRGY BULL2X 2JB4KUARIHFQ3UW6AS94 2500-12-31 N/A 813.00 49966.98 Equities FIRST TR EXCHANGE TRADED FD II CLOUD COMPUTING 5493006AUYA2BRBGB132 2500-12-31 N/A 794.00 49958.48 Equities ISHARES INC MSCI WORLD ETF 549300SBOOZR51TG3W64 2500-12-31 N/A 183.00 20927.88 Equities ISHARES TR RUS 1000 VAL ETF 549300KLSYN5NN4YNM90 2500-12-31 N/A 324.00 49996.44 Equities ISHARES TR RUS 2000 GRW ETF 549300CPJOUVKWJGSH44 2500-12-31 N/A 214.00 49853.44 Equities ISHARES TR CORE S&P SCP ET 549300BZQ17QYN750B25 2500-12-31 N/A 488.00 49980.96 Equities ISHARES TR EAFE SML CP ETF 549300MJV5OZGVS4LX86 2500-12-31 N/A 842.00 49997.96 Equities ISHARES TR NATIONAL MUN ETF 549300H21FUYFQW9N157 2500-12-31 N/A 474.00 49969.08 Equities ISHARES TR IBOXX HI YD ETF 2500-12-31 N/A 669.00 49954.23 Equities ISHARES TR CORE HIGH DV ETF 549300M7WVLJWAVPDO86 2500-12-31 N/A 457.00 46339.80 Equities KHOSLA VENTURES ACQUT CO III COM CL A 2500-12-31 N/A 4960.00 49996.80 Equities PROSHARES TR ULTRAPRO QQQ 03026FQTQRJ0JSTBI779 2500-12-31 N/A 2248.00 49995.52 Equities SPDR SER TR S&P DIVID ETF 5493004N0SIW5NZBWC90 2500-12-31 N/A 395.00 49920.10 Equities INVESCO EXCHANGE TRADED FD TR S&P500 EQL WGT 2500-12-31 N/A 340.00 49990.20 Equities ISHARES TR JPMORGAN USD EMG 54930070R8WH6MNUJG74 2500-12-31 N/A 584.00 49990.40 Equities Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0467 1000000.00 1000000.00 0.0002 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 4.550000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0VZ6B2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 05.500 CLCB5690 B1V7KEBTPIMZEU4LTD58 2053-02-01 5.500000 34369489.00 35024426.78 Agency Mortgage-Backed Securities Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 34000000.00 34000000.00 0.0061 N Y Y N BOFA SECURITIES INC BOFA SECURITIES INC 4.740000% 549300HN4UKV1E2R3U73 0001675365 ARP0VZ6F3 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 2025-10-15 4.250000 14175200.00 14280084.02 U.S. Treasuries (including strips) Y 2023-03-07 2023-03-07 2023-05-04 Y BOFA SECURITIES INC 1.0000 7 N N N 0.0474 14000000.00 14000000.00 0.0025 N N Y N BOFA SECURITIES INC BOFA SECURITIES INC 4.550000% 549300HN4UKV1E2R3U73 0001675365 ARP0VZ6G1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 02.000 CLCB0581 B1V7KEBTPIMZEU4LTD58 2051-05-01 2.000000 52475406.00 37996006.71 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3166 B1V7KEBTPIMZEU4LTD58 2052-03-01 3.000000 70733771.00 58823993.61 Agency Mortgage-Backed Securities Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 94000000.00 94000000.00 0.0168 N Y Y N BANCO SANTANDER SA BANCO SANTANDER SA 4.555000% 5493006QMFDDMYWIAM13 0000891478 ARP0VZ6H9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 04.000 CLBN5331 B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 3072.00 896.59 Agency Mortgage-Backed Securities FNMS 02.500 CLBP5575 B1V7KEBTPIMZEU4LTD58 2050-06-01 2.500000 2048.00 1275.02 Agency Mortgage-Backed Securities FNMS 03.500 CLBT7813 B1V7KEBTPIMZEU4LTD58 2052-05-01 3.500000 2000.00 1781.40 Agency Mortgage-Backed Securities FNMS 04.500 CLBV8017 B1V7KEBTPIMZEU4LTD58 2052-08-01 4.500000 1024.00 960.49 Agency Mortgage-Backed Securities FNMS 05.000 CLBW5057 B1V7KEBTPIMZEU4LTD58 2052-12-01 5.000000 2046024.00 2013011.55 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7443 B1V7KEBTPIMZEU4LTD58 2052-10-01 4.500000 2000.00 1774.94 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0257 B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 2112.00 797.49 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0454 B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 1040.00 275.21 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0489 B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 1008.00 330.93 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2635 B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 1024.00 294.79 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2046 B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 3004.00 729.00 Agency Mortgage-Backed Securities FNMS 05.000 CLCA2217 B1V7KEBTPIMZEU4LTD58 2048-08-01 5.000000 1000.00 200.77 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2806 B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 2465.00 771.92 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6070 B1V7KEBTPIMZEU4LTD58 2050-06-01 2.000000 1120.00 595.49 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0674 B1V7KEBTPIMZEU4LTD58 2051-05-01 2.500000 1023.00 715.35 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4562 B1V7KEBTPIMZEU4LTD58 2052-09-01 5.000000 4343.00 4216.00 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5544 B1V7KEBTPIMZEU4LTD58 2053-01-01 6.000000 3712.00 3772.79 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9874 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 3326.00 2590.20 Agency Mortgage-Backed Securities 05.000 FGPC Q00324 G S6XOOCT0IEG5ABCC6L87 2041-04-01 5.000000 3244.00 442.70 Agency Mortgage-Backed Securities 05.000 FGPC Q00382 G S6XOOCT0IEG5ABCC6L87 2041-04-01 5.000000 4001.00 459.20 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9372 S6XOOCT0IEG5ABCC6L87 2052-09-01 5.000000 1000.00 935.81 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7788 S6XOOCT0IEG5ABCC6L87 2052-08-01 5.000000 1000.00 943.38 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9789 B1V7KEBTPIMZEU4LTD58 2047-06-01 4.500000 1040.00 401.49 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9472 B1V7KEBTPIMZEU4LTD58 2047-04-01 4.500000 1120.00 317.66 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9985 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.500000 1040.00 251.45 Agency Mortgage-Backed Securities FNMS 04.500 CLAV8742 B1V7KEBTPIMZEU4LTD58 2044-02-01 4.500000 2425.00 515.35 Agency Mortgage-Backed Securities FNMS 03.500 CLBH4016 B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 3168.00 1102.03 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5353 B1V7KEBTPIMZEU4LTD58 2044-04-01 4.500000 3000.00 1212.19 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5136 B1V7KEBTPIMZEU4LTD58 2046-06-01 4.000000 2144.00 871.83 Agency Mortgage-Backed Securities FNMS 02.500 CLBT8845 B1V7KEBTPIMZEU4LTD58 2051-10-01 2.500000 1000.00 802.40 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8402 B1V7KEBTPIMZEU4LTD58 2052-09-01 5.000000 1000.00 985.46 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8819 B1V7KEBTPIMZEU4LTD58 2052-09-01 5.000000 1000.00 872.02 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1166 B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 1000.00 947.56 Agency Mortgage-Backed Securities 04.000 FGPC Q62189 G S6XOOCT0IEG5ABCC6L87 2049-03-01 4.000000 62509.00 13949.57 Agency Mortgage-Backed Securities Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0456 2000000.00 2000000.00 0.0004 N Y Y N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 4.660000% RUC0QBLBRPRCU4W1NE59 0000772028 ARP0VZ6J5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AMERICAN NATIONAL GROUP INC SR GLBL 144A 32 549300I1RRC5M591MY93 2032-06-13 6.144000 2000.00 1907.32 Corporate Debt Securities APPLE INC SR GLBL NT0.7%26 HWUPKR0MPOU8FGXBT394 2026-02-08 0.700000 56000.00 49715.62 Corporate Debt Securities CANADIAN PAC RY CO NEW GLBL NT 1.35%24 54930036474DURYNB481 2024-12-02 1.350000 2000.00 1870.33 Corporate Debt Securities COMCAST CORP NEW GLBL NT 2.65%30 51M0QTTNCGUN7KFCFZ59 2030-02-01 2.650000 2000.00 1725.51 Corporate Debt Securities DISNEY WALT CO SR GLBL NT 24 549300GZKULIZ0WOW665 2024-08-30 1.750000 3000.00 2851.76 Corporate Debt Securities MICROSOFT CORP SR GLBL NT 24 INR2EJN1ERAN0W5ZP974 2024-02-06 2.875000 3144000.00 3084694.55 Corporate Debt Securities PROVINCE OF QUEBEC SR GLBL QX NT 25 549300WN65YFEQH74Y36 2025-02-11 1.500000 3377000.00 3162588.64 Corporate Debt Securities United States Treasury 254900HROIFWPRGM1V77 2048-02-15 3.000000 100.00 83.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-15 0.625000 100.00 79.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-12-28 0.00 100.00 96.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 3.625000 100.00 94.97 U.S. Treasuries (including strips) Y 2023-03-07 2023-03-07 2023-03-07 N N N 0.0466 6000000.00 6000000.00 0.0011 N N Y N BANK OF MONTREAL BANK OF MONTREAL 4.555000% NQQ6HPCNCCU6TUTQYE16 0000009622 ARP0VZ6L0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII RG CN3065 C 549300M8ZYFG0OCMTT87 2050-07-20 3.500000 6984386.00 5987526.40 Agency Mortgage-Backed Securities GNII RG CO9604 C 549300M8ZYFG0OCMTT87 2050-05-20 4.500000 1193758.00 1152055.68 Agency Mortgage-Backed Securities GNII RG CQ5477 C 549300M8ZYFG0OCMTT87 2050-12-20 3.500000 2350518.00 2157395.04 Agency Mortgage-Backed Securities Y 2023-03-07 2023-03-07 2023-03-23 Y BANK OF MONTREAL 1.0000 7 N N N 0.0456 9000000.00 9000000.00 0.0016 N N Y N DAIWA CAPITAL MARKETS AMERICA INC DAIWA CAPITAL MARKETS AMERICA INC 4.550000% M67H5PRC0NQKM73ZAS82 0000026617 ARP0VZ6M8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.500 CLBV7903 B1V7KEBTPIMZEU4LTD58 2052-08-01 3.500000 1000.00 894.78 Agency Mortgage-Backed Securities FNMS 04.000 CLBW5479 B1V7KEBTPIMZEU4LTD58 2052-07-01 4.000000 1000.00 937.05 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8948 B1V7KEBTPIMZEU4LTD58 2052-09-01 5.000000 3951953.00 3906332.61 Agency Mortgage-Backed Securities FNMS 07.000 CLBX2194 B1V7KEBTPIMZEU4LTD58 2052-11-01 7.000000 1000.00 596.64 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1441 S6XOOCT0IEG5ABCC6L87 2052-08-01 4.000000 1028.00 954.13 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1961 S6XOOCT0IEG5ABCC6L87 2052-12-01 5.500000 192423.00 189314.75 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2088 S6XOOCT0IEG5ABCC6L87 2052-06-01 3.500000 1000.00 904.08 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8286 S6XOOCT0IEG5ABCC6L87 2053-01-01 4.000000 1024.00 957.94 Agency Mortgage-Backed Securities FEPC 07.000 CLSD8293 S6XOOCT0IEG5ABCC6L87 2053-01-01 7.000000 1003.00 1015.10 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8296 S6XOOCT0IEG5ABCC6L87 2053-02-01 3.500000 1000.00 911.80 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8305 S6XOOCT0IEG5ABCC6L87 2053-02-01 4.000000 2840656.00 2673739.05 Agency Mortgage-Backed Securities 03.500 FGPC Q41962 G S6XOOCT0IEG5ABCC6L87 2046-07-01 3.500000 1000.00 239.97 Agency Mortgage-Backed Securities 04.000 FGPC Q49036 G S6XOOCT0IEG5ABCC6L87 2047-07-01 4.000000 1014.00 230.28 Agency Mortgage-Backed Securities FEPC 07.000 CLQF5156 S6XOOCT0IEG5ABCC6L87 2052-12-01 7.000000 1075.00 963.88 Agency Mortgage-Backed Securities FNMS 03.000 CLBO7534 B1V7KEBTPIMZEU4LTD58 2050-02-01 3.000000 1751815.00 635000.34 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6139 S6XOOCT0IEG5ABCC6L87 2053-01-01 5.500000 326899.00 327533.31 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7815 S6XOOCT0IEG5ABCC6L87 2053-01-01 5.500000 2719012.00 2728457.85 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5711 B1V7KEBTPIMZEU4LTD58 2053-02-01 5.500000 33283.00 33398.63 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6812 B1V7KEBTPIMZEU4LTD58 2053-01-01 5.500000 173885.00 174466.30 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4123 B1V7KEBTPIMZEU4LTD58 2052-07-01 4.000000 1024.00 947.45 Agency Mortgage-Backed Securities FNMS 04.000 CLFS3640 B1V7KEBTPIMZEU4LTD58 2052-11-01 4.000000 1000.00 936.37 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4963 B1V7KEBTPIMZEU4LTD58 2053-02-01 3.500000 1000.00 913.01 Agency Mortgage-Backed Securities FNMS 07.000 CLMA4964 B1V7KEBTPIMZEU4LTD58 2053-02-01 7.000000 1051.00 1091.15 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1789 S6XOOCT0IEG5ABCC6L87 2052-10-01 5.000000 786000.00 758994.27 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-12-31 2.625000 1770900.00 1742702.52 U.S. Treasuries (including strips) Farm Federal Credit Bank 254900C5LP6DN9OP9V83 2024-11-14 4.720000 10000000.00 10018655.56 Agency Debentures and Agency Strips FNMS 02.000 CLBR7117 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.000000 1000.00 732.05 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8256 S6XOOCT0IEG5ABCC6L87 2052-10-01 4.000000 1024.00 946.33 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8289 S6XOOCT0IEG5ABCC6L87 2053-01-01 5.500000 1000.00 994.39 Agency Mortgage-Backed Securities FEPC 07.000 CLSD8292 S6XOOCT0IEG5ABCC6L87 2052-12-01 7.000000 1000.00 1016.35 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8265 S6XOOCT0IEG5ABCC6L87 2052-11-01 4.000000 1024.00 949.44 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8274 S6XOOCT0IEG5ABCC6L87 2052-12-01 4.000000 1000.00 931.13 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8302 S6XOOCT0IEG5ABCC6L87 2053-02-01 6.500000 148441.00 151385.23 Agency Mortgage-Backed Securities 04.000 FGPC Q33497 G S6XOOCT0IEG5ABCC6L87 2045-05-01 4.000000 1000.00 298.97 Agency Mortgage-Backed Securities FEPC 02.500 CLQB2703 S6XOOCT0IEG5ABCC6L87 2050-09-01 2.500000 1000.00 650.54 Agency Mortgage-Backed Securities FEPC 02.000 CLQC1560 S6XOOCT0IEG5ABCC6L87 2051-05-01 2.000000 1000.00 703.96 Agency Mortgage-Backed Securities FEPC 04.000 CLQF0133 S6XOOCT0IEG5ABCC6L87 2052-09-01 4.000000 1000.00 921.76 Agency Mortgage-Backed Securities FNMS 04.500 CLBK1333 B1V7KEBTPIMZEU4LTD58 2048-09-01 4.500000 1000.00 470.53 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0858 B1V7KEBTPIMZEU4LTD58 2051-06-01 3.000000 2157.00 1746.53 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4654 B1V7KEBTPIMZEU4LTD58 2052-07-01 3.500000 1000.00 886.30 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4656 B1V7KEBTPIMZEU4LTD58 2052-07-01 4.500000 118931.00 110069.97 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4804 B1V7KEBTPIMZEU4LTD58 2052-11-01 4.000000 336008.00 311670.36 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4916 B1V7KEBTPIMZEU4LTD58 2053-02-01 4.000000 1000.00 939.33 Agency Mortgage-Backed Securities GNII SF MA7256 M 549300M8ZYFG0OCMTT87 2051-03-20 3.000000 1000.00 533.99 Agency Mortgage-Backed Securities GNII SF BI3749 C 549300M8ZYFG0OCMTT87 2048-08-20 5.000000 1000.00 285.55 Agency Mortgage-Backed Securities GNII SF BL2994 C 549300M8ZYFG0OCMTT87 2049-01-20 4.500000 1000.00 428.87 Agency Mortgage-Backed Securities GNII SF AQ5933 C 549300M8ZYFG0OCMTT87 2046-01-20 3.500000 1000.00 103.64 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1023 S6XOOCT0IEG5ABCC6L87 2052-05-01 4.000000 1000.00 891.76 Agency Mortgage-Backed Securities Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 23000000.00 23000000.00 0.0041 N Y Y N MUFG SECURITIES AMERICAS INC MUFG SECURITIES AMERICAS INC 4.550000% K5HU16E3LMSVCCJJJ255 ARP0VZ6Y2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.500 CLAS4555 B1V7KEBTPIMZEU4LTD58 2045-03-01 3.500000 238000.00 53177.63 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4570 B1V7KEBTPIMZEU4LTD58 2045-03-01 3.500000 276000.00 66486.07 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7003 B1V7KEBTPIMZEU4LTD58 2046-04-01 3.000000 246000.00 44359.33 Agency Mortgage-Backed Securities FNMS 03.000 CIMA1469 B1V7KEBTPIMZEU4LTD58 2028-05-01 3.000000 10000.00 981.35 Agency Mortgage-Backed Securities FEPC 05.500 CLZI2045 S6XOOCT0IEG5ABCC6L87 2034-06-01 5.500000 13986.00 127.17 Agency Mortgage-Backed Securities FEPC 05.500 CLZI6189 S6XOOCT0IEG5ABCC6L87 2037-06-01 5.500000 5000.00 44.35 Agency Mortgage-Backed Securities FEPC 04.000 CLZI9877 S6XOOCT0IEG5ABCC6L87 2040-03-01 4.000000 13779.00 485.22 Agency Mortgage-Backed Securities FEPC 05.500 CLZI9251 S6XOOCT0IEG5ABCC6L87 2039-09-01 5.500000 30000.00 960.52 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ5443 S6XOOCT0IEG5ABCC6L87 2031-11-01 5.500000 101000.00 830.79 Agency Mortgage-Backed Securities FEPC 03.000 CIZK5022 S6XOOCT0IEG5ABCC6L87 2028-02-01 3.000000 4000.00 379.65 Agency Mortgage-Backed Securities FEPC 04.000 CTZL0355 S6XOOCT0IEG5ABCC6L87 2038-03-01 4.000000 1059830.00 521231.77 Agency Mortgage-Backed Securities FEPC 04.000 CLZL1323 S6XOOCT0IEG5ABCC6L87 2040-12-01 4.000000 27036.00 3846.35 Agency Mortgage-Backed Securities FEPC 04.000 CLZA1383 S6XOOCT0IEG5ABCC6L87 2045-02-01 4.000000 328651.00 19893.99 Agency Mortgage-Backed Securities FEPC 04.000 CLZA4425 S6XOOCT0IEG5ABCC6L87 2043-12-01 4.000000 346000.00 47959.06 Agency Mortgage-Backed Securities FEPC 03.000 CIZA3809 S6XOOCT0IEG5ABCC6L87 2030-05-01 3.000000 3898100.00 678218.18 Agency Mortgage-Backed Securities FEPC 03.000 CLZA4209 S6XOOCT0IEG5ABCC6L87 2043-04-01 3.000000 5019000.00 1175901.01 Agency Mortgage-Backed Securities FEPC 04.000 CTZA6566 S6XOOCT0IEG5ABCC6L87 2039-04-01 4.000000 5500000.00 918255.84 Agency Mortgage-Backed Securities FEPC 05.500 CLZS1212 S6XOOCT0IEG5ABCC6L87 2036-12-01 5.500000 2205880.00 23251.58 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2264 S6XOOCT0IEG5ABCC6L87 2038-07-01 5.500000 3200000.00 57111.93 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2759 S6XOOCT0IEG5ABCC6L87 2038-01-01 5.500000 75000.00 1389.32 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2993 S6XOOCT0IEG5ABCC6L87 2040-01-01 5.500000 2620000.00 49451.84 Agency Mortgage-Backed Securities FEPC 04.500 CLZS3230 S6XOOCT0IEG5ABCC6L87 2041-05-01 4.500000 365000.00 50786.00 Agency Mortgage-Backed Securities FEPC 04.000 CLZS3818 S6XOOCT0IEG5ABCC6L87 2043-10-01 4.000000 1865000.00 472647.17 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4618 S6XOOCT0IEG5ABCC6L87 2045-06-01 3.500000 13000.00 1824.14 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4703 S6XOOCT0IEG5ABCC6L87 2047-02-01 3.000000 469050.00 121031.58 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0542 S6XOOCT0IEG5ABCC6L87 2048-07-01 4.000000 528000.00 152726.18 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8016 S6XOOCT0IEG5ABCC6L87 2049-10-01 3.000000 2014000.00 373316.87 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8106 S6XOOCT0IEG5ABCC6L87 2050-11-01 2.000000 300000.00 189723.50 Agency Mortgage-Backed Securities FEPC 02.000 CLQD8207 S6XOOCT0IEG5ABCC6L87 2052-03-01 2.000000 537466.00 426443.23 Agency Mortgage-Backed Securities FEPC 03.000 CLRA2387 S6XOOCT0IEG5ABCC6L87 2050-04-01 3.000000 166000.00 72647.85 Agency Mortgage-Backed Securities FEPC 03.500 CLRA2471 S6XOOCT0IEG5ABCC6L87 2050-04-01 3.500000 450000.00 123863.95 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3774 B1V7KEBTPIMZEU4LTD58 2049-09-01 3.000000 8118128.00 1315487.80 Agency Mortgage-Backed Securities FEPC 05.500 CLZI1089 S6XOOCT0IEG5ABCC6L87 2033-11-01 5.500000 7000.00 119.69 Agency Mortgage-Backed Securities FNAR XX.XXX WSBD2280 B1V7KEBTPIMZEU4LTD58 2046-02-01 3.683000 1970818.00 566304.56 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5784 B1V7KEBTPIMZEU4LTD58 2047-05-01 3.500000 45000.00 9808.92 Agency Mortgage-Backed Securities FNMS 02.500 CLBV8103 B1V7KEBTPIMZEU4LTD58 2052-04-01 2.500000 3605372.00 2553729.31 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3514 B1V7KEBTPIMZEU4LTD58 2049-05-01 4.500000 330000.00 67630.32 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4199 B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 58000.00 24690.67 Agency Mortgage-Backed Securities FEPC 05.500 CLZI1424 S6XOOCT0IEG5ABCC6L87 2034-01-01 5.500000 46998.00 202.18 Agency Mortgage-Backed Securities FEPC 04.500 CLZI3717 S6XOOCT0IEG5ABCC6L87 2035-05-01 4.500000 295000.00 2893.49 Agency Mortgage-Backed Securities FEPC 05.500 CLZI4269 S6XOOCT0IEG5ABCC6L87 2036-03-01 5.500000 44000.00 362.90 Agency Mortgage-Backed Securities FEPC 05.500 CLZI4250 S6XOOCT0IEG5ABCC6L87 2036-03-01 5.500000 24000.00 258.44 Agency Mortgage-Backed Securities FEPC 04.500 CLZJ0919 S6XOOCT0IEG5ABCC6L87 2040-12-01 4.500000 669000.00 79416.60 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ3393 S6XOOCT0IEG5ABCC6L87 2029-03-01 5.500000 150775.00 57.62 Agency Mortgage-Backed Securities FEPC 03.000 CIZK4458 S6XOOCT0IEG5ABCC6L87 2027-09-01 3.000000 10500.00 749.34 Agency Mortgage-Backed Securities FEPC 04.000 CLZL7495 S6XOOCT0IEG5ABCC6L87 2043-12-01 4.000000 21000.00 2770.67 Agency Mortgage-Backed Securities FEPC 04.000 CLZM4445 S6XOOCT0IEG5ABCC6L87 2047-10-01 4.000000 1000.00 141.63 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6280 S6XOOCT0IEG5ABCC6L87 2049-05-01 4.500000 400000.00 225382.64 Agency Mortgage-Backed Securities FEPC 04.000 3PZN6355 S6XOOCT0IEG5ABCC6L87 2049-03-01 4.000000 1774298.00 1110439.05 Agency Mortgage-Backed Securities FMAR 2B7031 G S6XOOCT0IEG5ABCC6L87 2048-07-01 3.685000 5283232.00 466607.20 Agency Mortgage-Backed Securities FMAR 2B7467 G S6XOOCT0IEG5ABCC6L87 2049-05-01 3.631000 575200.00 364845.64 Agency Mortgage-Backed Securities FMAR 2B7547 G S6XOOCT0IEG5ABCC6L87 2049-07-01 3.041000 1687676.00 674227.31 Agency Mortgage-Backed Securities FEPC 03.500 CLZA1152 S6XOOCT0IEG5ABCC6L87 2042-04-01 3.500000 49000.00 7296.15 Agency Mortgage-Backed Securities FEPC 04.000 CLZA1369 S6XOOCT0IEG5ABCC6L87 2043-12-01 4.000000 72000.00 5989.17 Agency Mortgage-Backed Securities FEPC 04.000 CTZA6860 S6XOOCT0IEG5ABCC6L87 2039-05-01 4.000000 260000.00 42464.64 Agency Mortgage-Backed Securities FEPC 05.500 CLZS1492 S6XOOCT0IEG5ABCC6L87 2037-07-01 5.500000 200000.00 1729.66 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2589 S6XOOCT0IEG5ABCC6L87 2037-07-01 5.500000 255000.00 7750.95 Agency Mortgage-Backed Securities FEPC 05.500 CLZS1822 S6XOOCT0IEG5ABCC6L87 2038-01-01 5.500000 3400000.00 36315.44 Agency Mortgage-Backed Securities FEPC 04.500 CLZS3665 S6XOOCT0IEG5ABCC6L87 2041-10-01 4.500000 1455000.00 107316.56 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4080 S6XOOCT0IEG5ABCC6L87 2043-06-01 3.000000 6000.00 1804.64 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4533 S6XOOCT0IEG5ABCC6L87 2043-10-01 4.000000 9000.00 695.77 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4573 S6XOOCT0IEG5ABCC6L87 2044-07-01 4.000000 205000.00 17414.23 Agency Mortgage-Backed Securities FEPC 04.500 CIZS6310 S6XOOCT0IEG5ABCC6L87 2026-05-01 4.500000 299999.00 5081.47 Agency Mortgage-Backed Securities FEPC 03.000 CIZS6715 S6XOOCT0IEG5ABCC6L87 2028-05-01 3.000000 19000.00 1342.73 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8205 S6XOOCT0IEG5ABCC6L87 2052-04-01 2.500000 1603816.00 1300927.39 Agency Mortgage-Backed Securities FEPC 02.000 CLQD8265 S6XOOCT0IEG5ABCC6L87 2052-03-01 2.000000 1286348.00 1026742.77 Agency Mortgage-Backed Securities FEPC 05.000 CLQF4983 S6XOOCT0IEG5ABCC6L87 2052-11-01 5.000000 1154350.00 1136139.84 Agency Mortgage-Backed Securities FEPC 02.000 CNQS0176 S6XOOCT0IEG5ABCC6L87 2031-09-01 2.000000 1032478.00 509869.73 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM3580 B1V7KEBTPIMZEU4LTD58 2025-06-01 3.170000 14527728.00 11698767.17 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM7591 B1V7KEBTPIMZEU4LTD58 2029-12-01 3.740000 1400000.00 1166501.79 Agency Mortgage-Backed Securities FNMS 04.000 CLAE8300 B1V7KEBTPIMZEU4LTD58 2040-11-01 4.000000 717875.00 35425.43 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM8674 B1V7KEBTPIMZEU4LTD58 2025-04-01 2.810000 1000000.00 956852.50 Agency Mortgage-Backed Securities FNMS 03.000 CIAO7454 B1V7KEBTPIMZEU4LTD58 2027-09-01 3.000000 30000.00 1694.03 Agency Mortgage-Backed Securities FMAR 841541 G S6XOOCT0IEG5ABCC6L87 2053-02-01 5.342000 5222159.00 5216002.07 Agency Mortgage-Backed Securities FEPC 05.500 CLZI1405 S6XOOCT0IEG5ABCC6L87 2034-01-01 5.500000 24000.00 396.45 Agency Mortgage-Backed Securities Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 35000000.00 35000000.00 0.0063 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 4.550000% ZBUT11V806EZRVTWT807 0000782124 ARP0VZ6Z9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 04.500 CIAL4178 B1V7KEBTPIMZEU4LTD58 2026-06-01 4.500000 916092.00 60367.92 Agency Mortgage-Backed Securities FNMS 02.775 CLAU8127 B1V7KEBTPIMZEU4LTD58 2043-08-01 2.775000 61503.00 43061.00 Agency Mortgage-Backed Securities FNMS 05.000 CLAV0952 B1V7KEBTPIMZEU4LTD58 2044-01-01 5.000000 1216452.00 109831.00 Agency Mortgage-Backed Securities FNMS 03.500 CIAW9992 B1V7KEBTPIMZEU4LTD58 2029-08-01 3.500000 845615.00 122652.26 Agency Mortgage-Backed Securities FNMS 04.500 CLBH1124 B1V7KEBTPIMZEU4LTD58 2047-04-01 4.500000 513000.00 144691.50 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6739 B1V7KEBTPIMZEU4LTD58 2047-08-01 4.000000 250000.00 36949.84 Agency Mortgage-Backed Securities FNMS 03.500 REBN2156 B1V7KEBTPIMZEU4LTD58 2048-10-01 3.500000 300000.00 23737.00 Agency Mortgage-Backed Securities GNII SF CO6160 C 549300M8ZYFG0OCMTT87 2052-08-20 5.000000 1008644.00 1001640.44 Agency Mortgage-Backed Securities FNMS 03.000 CLBQ4230 B1V7KEBTPIMZEU4LTD58 2050-10-01 3.000000 1133596.00 820764.70 Agency Mortgage-Backed Securities FNMS 04.000 CLBV7554 B1V7KEBTPIMZEU4LTD58 2052-11-01 4.000000 16117600.00 15102960.84 Agency Mortgage-Backed Securities FNMS 04.000 CLBW7049 B1V7KEBTPIMZEU4LTD58 2052-10-01 4.000000 1325482.00 1117754.28 Agency Mortgage-Backed Securities FNMS 04.000 CLBW9895 B1V7KEBTPIMZEU4LTD58 2052-10-01 4.000000 2297280.00 2152708.99 Agency Mortgage-Backed Securities FNMS 04.500 CLBX4191 B1V7KEBTPIMZEU4LTD58 2053-01-01 4.500000 3217348.00 3114386.73 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0855 B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 210000.00 57994.71 Agency Mortgage-Backed Securities FNMS 02.000 CLFM9299 B1V7KEBTPIMZEU4LTD58 2051-10-01 2.000000 100000.00 72370.81 Agency Mortgage-Backed Securities FNMS 02.500 CLFS3806 B1V7KEBTPIMZEU4LTD58 2052-07-01 2.500000 15462912.00 13092440.39 Agency Mortgage-Backed Securities FNMS 04.500 CLMA2158 B1V7KEBTPIMZEU4LTD58 2044-12-01 4.500000 478722.00 77370.78 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4940 B1V7KEBTPIMZEU4LTD58 2053-02-01 5.000000 2178824.00 2150998.24 Agency Mortgage-Backed Securities GNPL PN CH0462 549300M8ZYFG0OCMTT87 2057-07-15 3.100000 2152596.00 1901996.52 Agency Mortgage-Backed Securities GNII SF CK9981 C 549300M8ZYFG0OCMTT87 2052-07-20 4.500000 219517.00 211701.11 Agency Mortgage-Backed Securities GNII SF CR9399 C 549300M8ZYFG0OCMTT87 2053-01-20 5.500000 1584702.00 1603755.44 Agency Mortgage-Backed Securities FEPC 04.000 CISB0704 S6XOOCT0IEG5ABCC6L87 2033-11-01 4.000000 329013.00 227501.42 Agency Mortgage-Backed Securities FEPC 02.000 CLRA3575 S6XOOCT0IEG5ABCC6L87 2050-09-01 2.000000 1785000.00 1126256.05 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7562 S6XOOCT0IEG5ABCC6L87 2052-06-01 5.000000 6551600.00 6224455.79 Agency Mortgage-Backed Securities FEPC 04.000 CIQO0856 S6XOOCT0IEG5ABCC6L87 2037-09-01 4.000000 1199670.00 1145468.32 Agency Mortgage-Backed Securities FNMS 05.500 NP257480 B1V7KEBTPIMZEU4LTD58 2038-11-01 5.500000 605522.00 7368.21 Agency Mortgage-Backed Securities FNMS 05.000 CL257572 B1V7KEBTPIMZEU4LTD58 2039-01-01 5.000000 616373.00 5028.05 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7593 B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 533435.00 99572.64 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8305 B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 850000.00 257919.92 Agency Mortgage-Backed Securities FNMS 03.000 CLAT5989 B1V7KEBTPIMZEU4LTD58 2043-05-01 3.000000 5000000.00 1030272.61 Agency Mortgage-Backed Securities FNMS 02.525 CLAU8124 B1V7KEBTPIMZEU4LTD58 2043-08-01 2.525000 94843.00 64267.39 Agency Mortgage-Backed Securities FNMS 04.500 CLBA7250 B1V7KEBTPIMZEU4LTD58 2045-12-01 4.500000 75000.00 20595.29 Agency Mortgage-Backed Securities FNMS 03.000 CIBC0853 B1V7KEBTPIMZEU4LTD58 2031-04-01 3.000000 275000.00 73135.24 Agency Mortgage-Backed Securities FNMS 04.000 CLBE1829 B1V7KEBTPIMZEU4LTD58 2046-10-01 4.000000 1308290.00 351543.41 Agency Mortgage-Backed Securities FNMS 04.000 CLBE2971 B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 84286.00 9069.18 Agency Mortgage-Backed Securities FNMS 03.500 CIBE8469 B1V7KEBTPIMZEU4LTD58 2032-02-01 3.500000 1409888.00 413982.26 Agency Mortgage-Backed Securities FNMS 04.000 CLBK0276 B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 300000.00 50124.88 Agency Mortgage-Backed Securities FNMS 04.500 CLBK1972 B1V7KEBTPIMZEU4LTD58 2048-03-01 4.500000 125000.00 36507.68 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6577 B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 125000.00 9973.95 Agency Mortgage-Backed Securities FNMS 04.000 CLBK8936 B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 962386.00 68672.55 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5332 B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 22250000.00 7369618.69 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5787 B1V7KEBTPIMZEU4LTD58 2047-08-01 4.000000 25303000.00 5336228.39 Agency Mortgage-Backed Securities FNMS 03.500 CLBN8870 B1V7KEBTPIMZEU4LTD58 2049-05-01 3.500000 4360200.00 1512116.73 Agency Mortgage-Backed Securities GNII SF MA7195 M 549300M8ZYFG0OCMTT87 2051-02-20 3.500000 1269808.00 654380.52 Agency Mortgage-Backed Securities GNII SF MA6910 M 549300M8ZYFG0OCMTT87 2033-07-20 4.500000 120798.00 17457.67 Agency Mortgage-Backed Securities GNII SF MA7312 M 549300M8ZYFG0OCMTT87 2051-04-20 2.500000 22300608.00 14707111.37 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9992 B1V7KEBTPIMZEU4LTD58 2052-07-01 3.500000 9492624.00 8538660.07 Agency Mortgage-Backed Securities FNMS 04.000 CLBW3104 B1V7KEBTPIMZEU4LTD58 2052-06-01 4.000000 9147232.00 8561527.77 Agency Mortgage-Backed Securities FNMS 04.500 CLBW3877 B1V7KEBTPIMZEU4LTD58 2052-07-01 4.500000 4783928.00 4410579.45 Agency Mortgage-Backed Securities FNMS 03.500 CICA2272 B1V7KEBTPIMZEU4LTD58 2033-08-01 3.500000 4173632.00 1185318.52 Agency Mortgage-Backed Securities FNMS 04.000 CIAB1152 B1V7KEBTPIMZEU4LTD58 2025-06-01 4.000000 5000000.00 56317.87 Agency Mortgage-Backed Securities FNMS 05.000 CLMA3348 B1V7KEBTPIMZEU4LTD58 2048-04-01 5.000000 75000.00 6008.40 Agency Mortgage-Backed Securities FNMS 03.500 CIAE5487 B1V7KEBTPIMZEU4LTD58 2025-10-01 3.500000 14000000.00 202972.50 Agency Mortgage-Backed Securities GNII ET CM1732 C 549300M8ZYFG0OCMTT87 2062-03-20 3.000000 788781.00 664562.10 Agency Mortgage-Backed Securities FEPC 04.000 CIZT1611 S6XOOCT0IEG5ABCC6L87 2034-01-01 4.000000 2085360.00 274889.69 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1082 S6XOOCT0IEG5ABCC6L87 2052-06-01 3.000000 107515392.00 92080401.95 Agency Mortgage-Backed Securities Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 194000000.00 194000000.00 0.0347 N Y Y N NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 4.550000% OXTKY6Q8X53C9ILVV871 0000902266 ARP0VZ7M7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.500 CRAB7335 B1V7KEBTPIMZEU4LTD58 2042-12-01 3.500000 1024.00 163.37 Agency Mortgage-Backed Securities FNMS 03.500 CLAB7960 B1V7KEBTPIMZEU4LTD58 2043-02-01 3.500000 1024.00 240.95 Agency Mortgage-Backed Securities FNMS 03.500 CQMA1372 B1V7KEBTPIMZEU4LTD58 2043-02-01 3.500000 1004.00 189.92 Agency Mortgage-Backed Securities FNMS 02.500 CTMA1395 B1V7KEBTPIMZEU4LTD58 2033-03-01 2.500000 1000.00 180.68 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2670 B1V7KEBTPIMZEU4LTD58 2046-06-01 3.000000 1000.00 191.88 Agency Mortgage-Backed Securities FNMS 04.000 CTMA2310 B1V7KEBTPIMZEU4LTD58 2035-05-01 4.000000 1000.00 196.06 Agency Mortgage-Backed Securities FNMS 03.000 CIMA2425 B1V7KEBTPIMZEU4LTD58 2030-10-01 3.000000 1000.00 159.33 Agency Mortgage-Backed Securities FNMS 02.500 CLMA2805 B1V7KEBTPIMZEU4LTD58 2046-11-01 2.500000 49900.00 14521.05 Agency Mortgage-Backed Securities FNMS 02.500 CLMA2854 B1V7KEBTPIMZEU4LTD58 2046-12-01 2.500000 1000.00 308.24 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2896 B1V7KEBTPIMZEU4LTD58 2047-02-01 3.500000 1000.00 178.54 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3097 B1V7KEBTPIMZEU4LTD58 2027-08-01 3.500000 1000.00 161.40 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3364 B1V7KEBTPIMZEU4LTD58 2033-05-01 3.500000 1000.00 152.38 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3366 B1V7KEBTPIMZEU4LTD58 2028-05-01 3.500000 1000.00 181.85 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4468 B1V7KEBTPIMZEU4LTD58 2051-11-01 3.500000 2000.00 1424.93 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3738 B1V7KEBTPIMZEU4LTD58 2034-08-01 3.000000 1000.00 153.01 Agency Mortgage-Backed Securities FNMS 04.000 CNMA3748 B1V7KEBTPIMZEU4LTD58 2029-07-01 4.000000 111500.00 46472.10 Agency Mortgage-Backed Securities GNII SF MA2369 M 549300M8ZYFG0OCMTT87 2039-09-20 2.500000 74900.00 22659.58 Agency Mortgage-Backed Securities GNII SF MA3527 M 549300M8ZYFG0OCMTT87 2038-12-20 6.500000 1000.00 159.37 Agency Mortgage-Backed Securities GNII SF MA2890 M 549300M8ZYFG0OCMTT87 2045-06-20 2.500000 1000.00 222.43 Agency Mortgage-Backed Securities GNII SF MA3428 M 549300M8ZYFG0OCMTT87 2031-02-20 3.000000 1000.00 144.16 Agency Mortgage-Backed Securities GNII SF MA4128 M 549300M8ZYFG0OCMTT87 2046-12-20 4.000000 1000.00 140.97 Agency Mortgage-Backed Securities GNII SF MA4262 M 549300M8ZYFG0OCMTT87 2047-02-20 3.500000 1000.00 160.34 Agency Mortgage-Backed Securities GNII SF MA4560 M 549300M8ZYFG0OCMTT87 2032-07-20 3.500000 1000.00 192.27 Agency Mortgage-Backed Securities GNII SF MA4779 M 549300M8ZYFG0OCMTT87 2047-10-20 4.000000 2137.00 305.73 Agency Mortgage-Backed Securities GNII SF MA5025 M 549300M8ZYFG0OCMTT87 2038-11-20 6.500000 1000.00 191.53 Agency Mortgage-Backed Securities GNII SF MA5190 M 549300M8ZYFG0OCMTT87 2048-05-20 3.000000 2000.00 417.18 Agency Mortgage-Backed Securities GNII SF MA6046 M 549300M8ZYFG0OCMTT87 2037-06-20 7.000000 35000.00 11850.87 Agency Mortgage-Backed Securities GNII SF MA6603 M 549300M8ZYFG0OCMTT87 2050-04-20 5.000000 1000.00 227.68 Agency Mortgage-Backed Securities GNII SF MA6768 M 549300M8ZYFG0OCMTT87 2050-07-20 4.000000 19900.00 6938.96 Agency Mortgage-Backed Securities GNII SF MA6997 M 549300M8ZYFG0OCMTT87 2050-11-20 3.500000 14900.00 6402.52 Agency Mortgage-Backed Securities GNII SF MA7056 M 549300M8ZYFG0OCMTT87 2050-11-20 4.500000 1900.00 665.62 Agency Mortgage-Backed Securities GNII SF MA7421 M 549300M8ZYFG0OCMTT87 2051-06-20 4.000000 1264.00 758.34 Agency Mortgage-Backed Securities GNMI SF BD3187 X 549300M8ZYFG0OCMTT87 2047-10-15 4.000000 70900.00 28635.55 Agency Mortgage-Backed Securities GNII SF BD4260 C 549300M8ZYFG0OCMTT87 2047-10-20 4.000000 65900.00 22308.03 Agency Mortgage-Backed Securities GNMI SF BP6229 X 549300M8ZYFG0OCMTT87 2049-11-15 3.000000 1000.00 235.12 Agency Mortgage-Backed Securities GNII RG CF0240 C 549300M8ZYFG0OCMTT87 2048-04-20 4.000000 15900.00 11311.73 Agency Mortgage-Backed Securities GNMI SF AD0179 X 549300M8ZYFG0OCMTT87 2043-03-15 4.000000 1000.00 189.47 Agency Mortgage-Backed Securities GNII SF AD8811 C 549300M8ZYFG0OCMTT87 2043-03-20 3.000000 1000.00 217.10 Agency Mortgage-Backed Securities GNMI SF AE4614 X 549300M8ZYFG0OCMTT87 2043-05-15 3.500000 1000.00 158.32 Agency Mortgage-Backed Securities GNII SF AJ2723 C 549300M8ZYFG0OCMTT87 2044-08-20 4.000000 1000.00 168.58 Agency Mortgage-Backed Securities GNII SF AJ4687 C 549300M8ZYFG0OCMTT87 2044-08-20 4.000000 17800.00 6531.36 Agency Mortgage-Backed Securities FNMS 04.500 CTCA2079 B1V7KEBTPIMZEU4LTD58 2038-07-01 4.500000 6900.00 2155.14 Agency Mortgage-Backed Securities FNMS 03.500 CICA2105 B1V7KEBTPIMZEU4LTD58 2033-07-01 3.500000 2000.00 428.41 Agency Mortgage-Backed Securities FNMS 04.000 CICA2258 B1V7KEBTPIMZEU4LTD58 2033-08-01 4.000000 8000.00 2353.61 Agency Mortgage-Backed Securities FNMS 04.000 CICA2403 B1V7KEBTPIMZEU4LTD58 2033-09-01 4.000000 39900.00 12669.19 Agency Mortgage-Backed Securities FNMS 04.000 CICA2387 B1V7KEBTPIMZEU4LTD58 2033-09-01 4.000000 2000.00 557.33 Agency Mortgage-Backed Securities FNMS 04.000 CICA2408 B1V7KEBTPIMZEU4LTD58 2033-10-01 4.000000 40000.00 13263.71 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2455 B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 3100.00 1029.13 Agency Mortgage-Backed Securities FNMS 04.000 CICA2557 B1V7KEBTPIMZEU4LTD58 2033-11-01 4.000000 4000.00 1032.35 Agency Mortgage-Backed Securities FNMS 04.000 CICA2557 B1V7KEBTPIMZEU4LTD58 2033-11-01 4.000000 1000.00 258.09 Agency Mortgage-Backed Securities FNMS 03.000 CLFM7347 B1V7KEBTPIMZEU4LTD58 2050-11-01 3.000000 31000.00 13607.36 Agency Mortgage-Backed Securities FNMS 02.000 CIFM8521 B1V7KEBTPIMZEU4LTD58 2036-09-01 2.000000 40900.00 30733.04 Agency Mortgage-Backed Securities FNMS 02.000 CIFM9321 B1V7KEBTPIMZEU4LTD58 2036-11-01 2.000000 50200.00 39278.51 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3872 B1V7KEBTPIMZEU4LTD58 2049-12-01 3.500000 1000.00 176.32 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3902 B1V7KEBTPIMZEU4LTD58 2050-01-01 2.500000 7000.00 1955.57 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3936 B1V7KEBTPIMZEU4LTD58 2050-02-01 2.500000 3000.00 820.29 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3938 B1V7KEBTPIMZEU4LTD58 2050-02-01 4.000000 1000.00 175.38 Agency Mortgage-Backed Securities FNMS 02.000 CIMA3983 B1V7KEBTPIMZEU4LTD58 2035-04-01 2.000000 98000.00 25638.35 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4019 B1V7KEBTPIMZEU4LTD58 2050-05-01 2.500000 16500.00 6158.47 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4075 B1V7KEBTPIMZEU4LTD58 2035-07-01 2.500000 10000.00 4337.73 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4053 B1V7KEBTPIMZEU4LTD58 2035-06-01 2.500000 47900.00 19690.19 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4160 B1V7KEBTPIMZEU4LTD58 2050-10-01 3.000000 25600.00 10489.21 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4359 B1V7KEBTPIMZEU4LTD58 2036-06-01 1.500000 1400.00 991.05 Agency Mortgage-Backed Securities GNMI SF 760879 X 549300M8ZYFG0OCMTT87 2041-02-15 4.000000 1000.00 142.33 Agency Mortgage-Backed Securities GNMI SF 796219 X 549300M8ZYFG0OCMTT87 2042-05-15 3.500000 1000.00 135.62 Agency Mortgage-Backed Securities GNMI SF 798930 X 549300M8ZYFG0OCMTT87 2042-04-15 3.000000 2000.00 321.98 Agency Mortgage-Backed Securities GNMI SF AB9108 X 549300M8ZYFG0OCMTT87 2042-10-15 3.000000 1000.00 140.99 Agency Mortgage-Backed Securities GNMI SF AB9108 X 549300M8ZYFG0OCMTT87 2042-10-15 3.000000 1000.00 140.99 Agency Mortgage-Backed Securities GNMI SF AB9109 X 549300M8ZYFG0OCMTT87 2042-10-15 3.000000 1000.00 138.78 Agency Mortgage-Backed Securities GNMI SF AB9206 X 549300M8ZYFG0OCMTT87 2042-11-15 3.000000 1000.00 132.37 Agency Mortgage-Backed Securities GNII SF MA0532 M 549300M8ZYFG0OCMTT87 2042-11-20 2.500000 1000.00 174.70 Agency Mortgage-Backed Securities GNII SF MA1090 M 549300M8ZYFG0OCMTT87 2043-03-20 3.500000 1000.00 134.15 Agency Mortgage-Backed Securities GNII SF AN2972 C 549300M8ZYFG0OCMTT87 2045-09-20 4.000000 1000.00 146.32 Agency Mortgage-Backed Securities GNMI SF AX5926 X 549300M8ZYFG0OCMTT87 2047-01-15 4.000000 1000.00 189.59 Agency Mortgage-Backed Securities GNMI SF AZ1045 X 549300M8ZYFG0OCMTT87 2047-01-15 4.000000 115800.00 34567.35 Agency Mortgage-Backed Securities GNMI SP 784369 X 549300M8ZYFG0OCMTT87 2045-08-15 4.000000 108900.00 39021.51 Agency Mortgage-Backed Securities 03.000 FGPC V82781 G S6XOOCT0IEG5ABCC6L87 2046-12-01 3.000000 24000.00 7367.85 Agency Mortgage-Backed Securities 04.000 FGPC Q37955 G S6XOOCT0IEG5ABCC6L87 2045-12-01 4.000000 57400.00 16599.53 Agency Mortgage-Backed Securities 04.500 FGPC G60018 G S6XOOCT0IEG5ABCC6L87 2043-12-01 4.500000 1000.00 135.88 Agency Mortgage-Backed Securities FEPC 03.000 CLQA3868 S6XOOCT0IEG5ABCC6L87 2049-10-01 3.000000 2298882.00 601311.34 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6293 S6XOOCT0IEG5ABCC6L87 2050-01-01 3.500000 1000.00 309.21 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6848 S6XOOCT0IEG5ABCC6L87 2050-01-01 3.500000 42300.00 13496.10 Agency Mortgage-Backed Securities FEPC 02.000 CLQB3716 S6XOOCT0IEG5ABCC6L87 2050-09-01 2.000000 24900.00 15585.56 Agency Mortgage-Backed Securities FEPC 03.500 CLQB4768 S6XOOCT0IEG5ABCC6L87 2050-10-01 3.500000 1500.00 967.07 Agency Mortgage-Backed Securities FEPC 04.000 CLQC9480 S6XOOCT0IEG5ABCC6L87 2051-10-01 4.000000 5000.00 3556.75 Agency Mortgage-Backed Securities FEPC 03.000 CIQN0248 S6XOOCT0IEG5ABCC6L87 2034-07-01 3.000000 1000.00 172.55 Agency Mortgage-Backed Securities FEPC 04.000 CLRA1193 S6XOOCT0IEG5ABCC6L87 2049-08-01 4.000000 1000.00 228.40 Agency Mortgage-Backed Securities FEPC 03.000 CLRA3607 S6XOOCT0IEG5ABCC6L87 2050-09-01 3.000000 34800.00 21709.86 Agency Mortgage-Backed Securities GNII SP 784481 C 549300M8ZYFG0OCMTT87 2048-04-20 3.500000 99800.00 33953.63 Agency Mortgage-Backed Securities GNII SP 784111 M 549300M8ZYFG0OCMTT87 2046-01-20 3.000000 1000.00 148.29 Agency Mortgage-Backed Securities GNII SP 784891 C 549300M8ZYFG0OCMTT87 2048-04-20 3.500000 11800.00 5271.11 Agency Mortgage-Backed Securities GNMI SP 785099 X 549300M8ZYFG0OCMTT87 2047-01-15 3.500000 1000.00 240.53 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3866 B1V7KEBTPIMZEU4LTD58 2049-07-01 3.500000 1000.00 146.38 Agency Mortgage-Backed Securities FNMS 03.500 CTCA3988 B1V7KEBTPIMZEU4LTD58 2039-08-01 3.500000 10000.00 5065.93 Agency Mortgage-Backed Securities FNMS 03.500 CLCA4353 B1V7KEBTPIMZEU4LTD58 2049-10-01 3.500000 1005.00 574.86 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5231 B1V7KEBTPIMZEU4LTD58 2050-02-01 3.500000 1300.00 627.33 Agency Mortgage-Backed Securities FNMS 03.000 CLCA5220 B1V7KEBTPIMZEU4LTD58 2050-02-01 3.000000 99900.00 57266.04 Agency Mortgage-Backed Securities FNMS 03.000 CLCA5423 B1V7KEBTPIMZEU4LTD58 2050-03-01 3.000000 1000.00 283.77 Agency Mortgage-Backed Securities FNMS 03.000 CLCA5617 B1V7KEBTPIMZEU4LTD58 2050-04-01 3.000000 102700.00 30002.57 Agency Mortgage-Backed Securities FNMS 02.500 CICA6847 B1V7KEBTPIMZEU4LTD58 2035-08-01 2.500000 6000.00 3470.17 Agency Mortgage-Backed Securities FNMS 02.500 CICA7514 B1V7KEBTPIMZEU4LTD58 2035-10-01 2.500000 1000.00 661.55 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7737 B1V7KEBTPIMZEU4LTD58 2050-11-01 2.500000 109001.00 62879.52 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3312 B1V7KEBTPIMZEU4LTD58 2052-04-01 4.000000 1024.00 927.54 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1724 B1V7KEBTPIMZEU4LTD58 2049-10-01 3.000000 57800.00 14818.61 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1459 B1V7KEBTPIMZEU4LTD58 2049-09-01 3.000000 49900.00 13004.06 Agency Mortgage-Backed Securities FNMS 04.500 CLFM1569 B1V7KEBTPIMZEU4LTD58 2048-04-01 4.500000 124000.00 52119.79 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1543 B1V7KEBTPIMZEU4LTD58 2048-11-01 3.500000 1000.00 194.06 Agency Mortgage-Backed Securities FNMS 03.500 CIFM1578 B1V7KEBTPIMZEU4LTD58 2034-09-01 3.500000 23900.00 7779.10 Agency Mortgage-Backed Securities FNMS 02.500 CLFM2629 B1V7KEBTPIMZEU4LTD58 2050-03-01 2.500000 96000.00 44867.19 Agency Mortgage-Backed Securities FNMS 03.500 CIFM1805 B1V7KEBTPIMZEU4LTD58 2034-10-01 3.500000 11000.00 4325.89 Agency Mortgage-Backed Securities FNMS 03.000 CLFM2870 B1V7KEBTPIMZEU4LTD58 2050-03-01 3.000000 36600.00 17395.26 Agency Mortgage-Backed Securities FNMS 03.000 CLFM5370 B1V7KEBTPIMZEU4LTD58 2048-12-01 3.000000 924700.00 418746.56 Agency Mortgage-Backed Securities FNMS 03.000 CIFM4748 B1V7KEBTPIMZEU4LTD58 2035-03-01 3.000000 24800.00 7891.07 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5759 S6XOOCT0IEG5ABCC6L87 2051-09-01 2.500000 1100.00 870.59 Agency Mortgage-Backed Securities FEPC 03.000 CLQA5100 S6XOOCT0IEG5ABCC6L87 2044-12-01 3.000000 1000.00 234.18 Agency Mortgage-Backed Securities FNMS 04.500 GLAL4045 B1V7KEBTPIMZEU4LTD58 2042-06-01 4.500000 1000.00 180.63 Agency Mortgage-Backed Securities FNMS 05.500 CLAL5304 B1V7KEBTPIMZEU4LTD58 2040-03-01 5.500000 1000.00 172.68 Agency Mortgage-Backed Securities FNMS 04.500 CLAL7566 B1V7KEBTPIMZEU4LTD58 2042-10-01 4.500000 1000.00 199.22 Agency Mortgage-Backed Securities FNMS 03.000 CLAL9432 B1V7KEBTPIMZEU4LTD58 2046-10-01 3.000000 44900.00 14782.37 Agency Mortgage-Backed Securities FNMS 03.500 CLAL9920 B1V7KEBTPIMZEU4LTD58 2047-02-01 3.500000 114900.00 44521.99 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6520 B1V7KEBTPIMZEU4LTD58 2046-01-01 3.500000 1000.00 150.51 Agency Mortgage-Backed Securities FNMS 03.000 CTAS6973 B1V7KEBTPIMZEU4LTD58 2036-04-01 3.000000 1000.00 151.30 Agency Mortgage-Backed Securities FNMS 02.500 CIAS7638 B1V7KEBTPIMZEU4LTD58 2031-07-01 2.500000 1000.00 192.38 Agency Mortgage-Backed Securities FNMS 04.000 CLAS7760 B1V7KEBTPIMZEU4LTD58 2046-08-01 4.000000 1000.00 202.30 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8823 B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 1000.00 141.64 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9588 B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 1000.00 214.85 Agency Mortgage-Backed Securities FNMS 02.500 CLAT5890 B1V7KEBTPIMZEU4LTD58 2043-06-01 2.500000 27800.00 7891.03 Agency Mortgage-Backed Securities FNMS 03.500 CIAX2741 B1V7KEBTPIMZEU4LTD58 2029-10-01 3.500000 1000.00 158.59 Agency Mortgage-Backed Securities FNMS 03.500 CLBA7711 B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 87600.00 30736.15 Agency Mortgage-Backed Securities FNMS 04.500 CLBC2837 B1V7KEBTPIMZEU4LTD58 2046-09-01 4.500000 100100.00 40770.77 Agency Mortgage-Backed Securities FNMS 04.500 CLBH1172 B1V7KEBTPIMZEU4LTD58 2047-05-01 4.500000 1000.00 248.81 Agency Mortgage-Backed Securities FNMS 03.000 CLBK0614 B1V7KEBTPIMZEU4LTD58 2050-01-01 3.000000 1000.00 246.23 Agency Mortgage-Backed Securities FNMS 03.500 CLBK0751 B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 99900.00 26508.93 Agency Mortgage-Backed Securities FNMS 04.500 CLBK4766 B1V7KEBTPIMZEU4LTD58 2048-08-01 4.500000 116700.00 31964.92 Agency Mortgage-Backed Securities FNMS 02.500 CIBM1595 B1V7KEBTPIMZEU4LTD58 2031-03-01 2.500000 1000.00 203.57 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1619 B1V7KEBTPIMZEU4LTD58 2047-08-01 4.000000 29900.00 8628.98 Agency Mortgage-Backed Securities FNMS 02.500 CIBM1896 B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 13800.00 4095.54 Agency Mortgage-Backed Securities FNMS 02.500 CIBM3552 B1V7KEBTPIMZEU4LTD58 2030-08-01 2.500000 1000.00 245.27 Agency Mortgage-Backed Securities FNMS 03.000 CIBM3389 B1V7KEBTPIMZEU4LTD58 2032-11-01 3.000000 16900.00 5781.14 Agency Mortgage-Backed Securities FNMS 03.000 CIBM3973 B1V7KEBTPIMZEU4LTD58 2032-04-01 3.000000 20500.00 5416.94 Agency Mortgage-Backed Securities FNMS 03.000 CIBM4304 B1V7KEBTPIMZEU4LTD58 2030-02-01 3.000000 1000.00 169.40 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5116 B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 1000.00 188.21 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5261 B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 1000.00 188.64 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6239 B1V7KEBTPIMZEU4LTD58 2045-02-01 3.168000 2514309.00 1036457.32 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5424 B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 10260.00 3652.40 Agency Mortgage-Backed Securities FNMS 04.000 CIBM5406 B1V7KEBTPIMZEU4LTD58 2034-01-01 4.000000 1007.00 285.59 Agency Mortgage-Backed Securities FNMS 04.000 CIBM5551 B1V7KEBTPIMZEU4LTD58 2034-02-01 4.000000 1000.00 189.09 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0502 B1V7KEBTPIMZEU4LTD58 2048-09-01 4.500000 2073252.00 1185902.99 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1883 B1V7KEBTPIMZEU4LTD58 2048-10-01 4.500000 1100.00 564.12 Agency Mortgage-Backed Securities FNMS 03.000 CLBN9558 B1V7KEBTPIMZEU4LTD58 2049-07-01 3.000000 1000.00 163.80 Agency Mortgage-Backed Securities FNMS 04.000 CLBO1776 B1V7KEBTPIMZEU4LTD58 2049-07-01 4.000000 11300.00 4396.61 Agency Mortgage-Backed Securities FNMS 03.000 CLBO3189 B1V7KEBTPIMZEU4LTD58 2049-10-01 3.000000 1000.00 235.57 Agency Mortgage-Backed Securities FNMS 03.000 CLBO4111 B1V7KEBTPIMZEU4LTD58 2049-08-01 3.000000 55900.00 15242.74 Agency Mortgage-Backed Securities FNMS 02.500 CIBO4944 B1V7KEBTPIMZEU4LTD58 2034-11-01 2.500000 13000.00 5633.79 Agency Mortgage-Backed Securities FNMS 03.000 CLBO9019 B1V7KEBTPIMZEU4LTD58 2050-02-01 3.000000 42700.00 10992.07 Agency Mortgage-Backed Securities FNMS 02.000 CLBP5772 B1V7KEBTPIMZEU4LTD58 2050-05-01 2.000000 23300.00 12763.80 Agency Mortgage-Backed Securities FNMS 03.000 CLBQ0188 B1V7KEBTPIMZEU4LTD58 2050-08-01 3.000000 49600.00 17503.29 Agency Mortgage-Backed Securities FNMS 01.500 CLBT0518 B1V7KEBTPIMZEU4LTD58 2051-05-01 1.500000 11500.00 8196.61 Agency Mortgage-Backed Securities FNMS 03.500 CLBV4268 B1V7KEBTPIMZEU4LTD58 2052-02-01 3.500000 8012.00 7179.65 Agency Mortgage-Backed Securities FNMS 04.000 CTCA0735 B1V7KEBTPIMZEU4LTD58 2037-11-01 4.000000 8064.00 2829.45 Agency Mortgage-Backed Securities FNMS 03.000 CICA0951 B1V7KEBTPIMZEU4LTD58 2032-12-01 3.000000 9900.00 2596.63 Agency Mortgage-Backed Securities 03.000 FGPC G16625 G S6XOOCT0IEG5ABCC6L87 2031-06-01 3.000000 18400.00 6064.71 Agency Mortgage-Backed Securities 03.500 FGPC G08779 G S6XOOCT0IEG5ABCC6L87 2047-09-01 3.500000 1000.00 149.28 Agency Mortgage-Backed Securities 03.500 FGPC G08733 G S6XOOCT0IEG5ABCC6L87 2046-11-01 3.500000 1000.00 171.71 Agency Mortgage-Backed Securities 04.000 FGPC G08762 G S6XOOCT0IEG5ABCC6L87 2047-05-01 4.000000 1000.00 133.17 Agency Mortgage-Backed Securities 03.000 FGPC G18681 G S6XOOCT0IEG5ABCC6L87 2033-03-01 3.000000 1000.00 198.52 Agency Mortgage-Backed Securities 03.500 FGPC G18692 G S6XOOCT0IEG5ABCC6L87 2033-06-01 3.500000 1000.00 153.77 Agency Mortgage-Backed Securities 04.000 FGPC J29101 G S6XOOCT0IEG5ABCC6L87 2029-08-01 4.000000 1000.00 213.51 Agency Mortgage-Backed Securities FEPC 03.000 CIZK9632 S6XOOCT0IEG5ABCC6L87 2033-07-01 3.000000 1000.00 204.96 Agency Mortgage-Backed Securities FEPC 03.500 CLZL8537 S6XOOCT0IEG5ABCC6L87 2044-06-01 3.500000 69000.00 19131.74 Agency Mortgage-Backed Securities FEPC 04.000 CLZM8513 S6XOOCT0IEG5ABCC6L87 2048-10-01 4.000000 1000.00 216.15 Agency Mortgage-Backed Securities FEPC 04.500 CLZN0961 S6XOOCT0IEG5ABCC6L87 2048-11-01 4.500000 29900.00 15724.41 Agency Mortgage-Backed Securities FEPC 03.500 CLZN4468 S6XOOCT0IEG5ABCC6L87 2048-12-01 3.500000 1000.00 143.29 Agency Mortgage-Backed Securities FEPC 03.500 CLZN6137 S6XOOCT0IEG5ABCC6L87 2044-04-01 3.500000 33700.00 10652.18 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0973 S6XOOCT0IEG5ABCC6L87 2036-06-01 7.000000 1000.00 166.85 Agency Mortgage-Backed Securities FEPC 03.500 CLZA5433 S6XOOCT0IEG5ABCC6L87 2048-06-01 3.500000 1000.00 227.65 Agency Mortgage-Backed Securities FEPC 04.500 CLZA6531 S6XOOCT0IEG5ABCC6L87 2049-03-01 4.500000 2000.00 349.24 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4677 S6XOOCT0IEG5ABCC6L87 2046-09-01 3.000000 1000.00 196.40 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4726 S6XOOCT0IEG5ABCC6L87 2047-07-01 3.500000 1000.00 135.67 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4740 S6XOOCT0IEG5ABCC6L87 2047-10-01 4.000000 1000.00 155.53 Agency Mortgage-Backed Securities FEPC 03.500 CLZS9817 S6XOOCT0IEG5ABCC6L87 2046-09-01 3.500000 1000.00 222.48 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0254 S6XOOCT0IEG5ABCC6L87 2047-09-01 3.500000 42900.00 16572.31 Agency Mortgage-Backed Securities FEPC 04.000 3VZT1173 S6XOOCT0IEG5ABCC6L87 2046-02-01 4.000000 48000.00 17031.26 Agency Mortgage-Backed Securities FEPC 03.000 ZLZT1257 S6XOOCT0IEG5ABCC6L87 2046-01-01 3.000000 10300.00 4501.67 Agency Mortgage-Backed Securities FEPC 04.500 CLZT1858 S6XOOCT0IEG5ABCC6L87 2049-04-01 4.500000 1000.00 215.94 Agency Mortgage-Backed Securities FEPC 03.500 CIZT2092 S6XOOCT0IEG5ABCC6L87 2034-06-01 3.500000 1000.00 144.84 Agency Mortgage-Backed Securities FEPC 02.000 CISB8167 S6XOOCT0IEG5ABCC6L87 2037-08-01 2.000000 26400.00 22011.56 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8003 S6XOOCT0IEG5ABCC6L87 2049-07-01 4.000000 1000.00 136.65 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8011 S6XOOCT0IEG5ABCC6L87 2049-09-01 3.500000 1000.00 152.92 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8057 S6XOOCT0IEG5ABCC6L87 2050-04-01 3.500000 16900.00 4422.63 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7514 S6XOOCT0IEG5ABCC6L87 2050-04-01 3.500000 57200.00 19425.72 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8108 S6XOOCT0IEG5ABCC6L87 2050-11-01 3.000000 105000.00 47070.10 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8146 S6XOOCT0IEG5ABCC6L87 2051-05-01 2.000000 1100.00 772.94 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8156 S6XOOCT0IEG5ABCC6L87 2051-07-01 2.500000 18900.00 13626.69 Agency Mortgage-Backed Securities 03.500 FGPC U79040 G S6XOOCT0IEG5ABCC6L87 2029-07-01 3.500000 1000.00 148.94 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0991 B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 98700.00 40431.01 Agency Mortgage-Backed Securities FNMS 04.000 CTCA1588 B1V7KEBTPIMZEU4LTD58 2038-04-01 4.000000 4032.00 1785.99 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2625 B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 1024.00 289.15 Agency Mortgage-Backed Securities FNMS 04.500 CTCA1914 B1V7KEBTPIMZEU4LTD58 2038-06-01 4.500000 3033.00 1190.95 Agency Mortgage-Backed Securities FNMS 05.000 CLCA2069 B1V7KEBTPIMZEU4LTD58 2048-07-01 5.000000 3024.00 1148.67 Agency Mortgage-Backed Securities GNMI SF AL2996 X 549300M8ZYFG0OCMTT87 2045-07-15 3.000000 1000.00 187.66 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2024-01-29 0.220000 3000.00 2865.05 Agency Debentures and Agency Strips FNMS 03.500 CLAB8725 B1V7KEBTPIMZEU4LTD58 2043-03-01 3.500000 1024.00 261.64 Agency Mortgage-Backed Securities GNII SF MA1446 M 549300M8ZYFG0OCMTT87 2043-10-20 2.500000 1000.00 212.72 Agency Mortgage-Backed Securities GNII SF MA3148 M 549300M8ZYFG0OCMTT87 2030-10-20 4.000000 75600.00 19404.97 Agency Mortgage-Backed Securities GNMI SF AO3504 X 549300M8ZYFG0OCMTT87 2045-07-15 4.500000 7800.00 2277.47 Agency Mortgage-Backed Securities GNMI SF 761389 X 549300M8ZYFG0OCMTT87 2041-03-15 3.490000 1000.00 231.27 Agency Mortgage-Backed Securities GNII SF MA0471 M 549300M8ZYFG0OCMTT87 2030-11-20 8.000000 9600.00 1861.90 Agency Mortgage-Backed Securities GNMI SF 737374 X 549300M8ZYFG0OCMTT87 2040-03-15 3.500000 1000.00 249.30 Agency Mortgage-Backed Securities GNMI SF 646061 X 549300M8ZYFG0OCMTT87 2037-11-15 6.500000 1000.00 10.49 Agency Mortgage-Backed Securities 03.000 FGPC G18550 G S6XOOCT0IEG5ABCC6L87 2030-04-01 3.000000 2000.00 288.75 Agency Mortgage-Backed Securities FNMS 03.000 CI890612 B1V7KEBTPIMZEU4LTD58 2029-07-01 3.000000 1000.00 159.65 Agency Mortgage-Backed Securities FNMS 06.500 CL893590 B1V7KEBTPIMZEU4LTD58 2036-09-01 6.500000 1000.00 11.46 Agency Mortgage-Backed Securities FNMS 03.500 CTAB8666 B1V7KEBTPIMZEU4LTD58 2033-03-01 3.500000 1000.00 209.01 Agency Mortgage-Backed Securities FNMS 04.500 CTMA1870 B1V7KEBTPIMZEU4LTD58 2034-04-01 4.500000 1000.00 164.53 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3286 B1V7KEBTPIMZEU4LTD58 2028-02-01 3.000000 1000.00 194.02 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3394 B1V7KEBTPIMZEU4LTD58 2028-05-01 3.000000 1000.00 188.29 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3454 B1V7KEBTPIMZEU4LTD58 2028-07-01 3.000000 1000.00 164.12 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4402 B1V7KEBTPIMZEU4LTD58 2036-08-01 1.500000 1000.00 721.37 Agency Mortgage-Backed Securities GNII SF MA4748 M 549300M8ZYFG0OCMTT87 2032-10-20 2.500000 1000.00 222.21 Agency Mortgage-Backed Securities GNII SF MA5471 M 549300M8ZYFG0OCMTT87 2048-09-20 6.500000 1000.00 182.79 Agency Mortgage-Backed Securities GNII SF MA5881 M 549300M8ZYFG0OCMTT87 2038-11-20 6.500000 1100.00 308.70 Agency Mortgage-Backed Securities GNII SF MA6160 M 549300M8ZYFG0OCMTT87 2038-12-20 6.500000 14900.00 4743.97 Agency Mortgage-Backed Securities GNII JM MA6331 M 549300M8ZYFG0OCMTT87 2049-12-20 4.000000 1000.00 142.13 Agency Mortgage-Backed Securities GNII JM MA6989 M 549300M8ZYFG0OCMTT87 2050-11-20 4.000000 1000.00 232.50 Agency Mortgage-Backed Securities GNII JM MA7046 M 549300M8ZYFG0OCMTT87 2050-12-20 4.000000 1100.00 397.62 Agency Mortgage-Backed Securities GNMI SF AO9363 X 549300M8ZYFG0OCMTT87 2045-11-15 3.500000 1000.00 139.33 Agency Mortgage-Backed Securities GNII SF BF9700 C 549300M8ZYFG0OCMTT87 2048-02-20 4.000000 1000.00 181.29 Agency Mortgage-Backed Securities GNMI SF BN2663 X 549300M8ZYFG0OCMTT87 2049-11-15 3.000000 19900.00 8966.69 Agency Mortgage-Backed Securities GNMI SF BP1508 X 549300M8ZYFG0OCMTT87 2049-09-15 4.000000 1000.00 172.91 Agency Mortgage-Backed Securities GNII SF CJ4208 C 549300M8ZYFG0OCMTT87 2051-12-20 2.500000 46400.00 37852.82 Agency Mortgage-Backed Securities GNMI SF AD7147 X 549300M8ZYFG0OCMTT87 2043-05-15 2.500000 17200.00 4498.11 Agency Mortgage-Backed Securities FNMS 04.000 CICA2150 B1V7KEBTPIMZEU4LTD58 2033-08-01 4.000000 1000.00 227.38 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2193 B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 6000.00 2919.10 Agency Mortgage-Backed Securities FNMS 04.500 CTCA2239 B1V7KEBTPIMZEU4LTD58 2038-08-01 4.500000 1000.00 307.47 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2296 B1V7KEBTPIMZEU4LTD58 2048-09-01 4.500000 1430.00 356.77 Agency Mortgage-Backed Securities FNMS 04.000 CICA2406 B1V7KEBTPIMZEU4LTD58 2033-10-01 4.000000 27600.00 7056.43 Agency Mortgage-Backed Securities FNMS 04.000 CICA2528 B1V7KEBTPIMZEU4LTD58 2033-10-01 4.000000 30100.00 8167.83 Agency Mortgage-Backed Securities FNMS 05.500 CLCA2822 B1V7KEBTPIMZEU4LTD58 2048-12-01 5.500000 2000.00 556.27 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3840 B1V7KEBTPIMZEU4LTD58 2049-07-01 4.500000 47000.00 13215.17 Agency Mortgage-Backed Securities FNMS 04.500 CLFM6355 B1V7KEBTPIMZEU4LTD58 2050-08-01 4.500000 5000.00 2087.09 Agency Mortgage-Backed Securities FNMS 05.000 CLFM7323 B1V7KEBTPIMZEU4LTD58 2047-07-01 5.000000 6000.00 3950.78 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7786 B1V7KEBTPIMZEU4LTD58 2049-01-01 4.000000 99900.00 53415.16 Agency Mortgage-Backed Securities FNMS 05.000 CLFM9960 B1V7KEBTPIMZEU4LTD58 2049-11-01 5.000000 442821.00 326438.34 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0463 B1V7KEBTPIMZEU4LTD58 2052-01-01 2.000000 53700.00 40758.74 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4042 B1V7KEBTPIMZEU4LTD58 2035-06-01 2.000000 10000.00 4546.88 Agency Mortgage-Backed Securities GNMI SF 769994 X 549300M8ZYFG0OCMTT87 2041-10-15 4.000000 1000.00 135.20 Agency Mortgage-Backed Securities GNII SF AA6265 C 549300M8ZYFG0OCMTT87 2043-03-20 3.000000 1000.00 222.70 Agency Mortgage-Backed Securities GNMI SF AA6401 X 549300M8ZYFG0OCMTT87 2043-05-15 3.000000 1000.00 228.68 Agency Mortgage-Backed Securities GNMI SF AL5912 X 549300M8ZYFG0OCMTT87 2045-03-15 3.500000 1000.00 180.49 Agency Mortgage-Backed Securities GNII SF AL9364 C 549300M8ZYFG0OCMTT87 2045-03-20 3.500000 1000.00 190.09 Agency Mortgage-Backed Securities GNMI SF AZ8596 X 549300M8ZYFG0OCMTT87 2047-04-15 4.500000 123900.00 51367.22 Agency Mortgage-Backed Securities 03.000 FGPC G61592 G S6XOOCT0IEG5ABCC6L87 2048-08-01 3.000000 1100.00 388.81 Agency Mortgage-Backed Securities 05.000 FGPC G61886 G S6XOOCT0IEG5ABCC6L87 2048-11-01 5.000000 1000.00 175.72 Agency Mortgage-Backed Securities FEPC 03.000 CLQA3637 S6XOOCT0IEG5ABCC6L87 2049-10-01 3.000000 4200.00 908.10 Agency Mortgage-Backed Securities FEPC 04.000 CLQA5808 S6XOOCT0IEG5ABCC6L87 2049-12-01 4.000000 1000.00 253.03 Agency Mortgage-Backed Securities FEPC 05.000 CLQA6688 S6XOOCT0IEG5ABCC6L87 2050-02-01 5.000000 1000.00 234.75 Agency Mortgage-Backed Securities FEPC 04.500 CLQA6699 S6XOOCT0IEG5ABCC6L87 2050-01-01 4.500000 60500.00 24828.62 Agency Mortgage-Backed Securities FEPC 02.000 CLQB2296 S6XOOCT0IEG5ABCC6L87 2050-08-01 2.000000 22000.00 14299.85 Agency Mortgage-Backed Securities FEPC 02.000 CLQC1075 S6XOOCT0IEG5ABCC6L87 2051-04-01 2.000000 49900.00 35564.79 Agency Mortgage-Backed Securities FEPC 03.500 CLQC3060 S6XOOCT0IEG5ABCC6L87 2051-06-01 3.500000 86100.00 56337.03 Agency Mortgage-Backed Securities FEPC 03.000 CLQC3427 S6XOOCT0IEG5ABCC6L87 2051-06-01 3.000000 62800.00 42957.79 Agency Mortgage-Backed Securities FEPC 02.000 CLQC3697 S6XOOCT0IEG5ABCC6L87 2051-06-01 2.000000 183800.00 132434.47 Agency Mortgage-Backed Securities FEPC 03.500 CLQE0669 S6XOOCT0IEG5ABCC6L87 2052-04-01 3.500000 76900.00 69327.98 Agency Mortgage-Backed Securities FEPC 02.500 CIQN4188 S6XOOCT0IEG5ABCC6L87 2035-11-01 2.500000 1000.00 649.66 Agency Mortgage-Backed Securities FEPC 02.500 CIQN4994 S6XOOCT0IEG5ABCC6L87 2036-02-01 2.500000 1100.00 718.34 Agency Mortgage-Backed Securities FEPC 03.000 CLRA1388 S6XOOCT0IEG5ABCC6L87 2049-09-01 3.000000 30000.00 8861.99 Agency Mortgage-Backed Securities FEPC 01.500 CLRA4210 S6XOOCT0IEG5ABCC6L87 2050-12-01 1.500000 1100.00 741.01 Agency Mortgage-Backed Securities GNII AP 784449 M 549300M8ZYFG0OCMTT87 2044-09-20 4.500000 1000.00 210.79 Agency Mortgage-Backed Securities GNMI SP 784605 X 549300M8ZYFG0OCMTT87 2042-01-15 4.500000 5900.00 2198.13 Agency Mortgage-Backed Securities GNII SP 785618 C 549300M8ZYFG0OCMTT87 2051-09-20 2.500000 7168.00 5314.46 Agency Mortgage-Backed Securities GNMI SF 757374 X 549300M8ZYFG0OCMTT87 2046-06-15 3.000000 12500.00 7722.04 Agency Mortgage-Backed Securities GNMI SF 691665 X 549300M8ZYFG0OCMTT87 2039-07-15 4.000000 12300.00 4496.62 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4109 B1V7KEBTPIMZEU4LTD58 2049-09-01 3.000000 44900.00 17701.83 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5161 B1V7KEBTPIMZEU4LTD58 2050-02-01 3.500000 1000.00 613.09 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6328 B1V7KEBTPIMZEU4LTD58 2050-07-01 2.500000 24700.00 15645.23 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6835 B1V7KEBTPIMZEU4LTD58 2050-06-01 3.000000 45100.00 17669.79 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7742 B1V7KEBTPIMZEU4LTD58 2050-11-01 2.500000 3000.00 1920.78 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0202 B1V7KEBTPIMZEU4LTD58 2051-04-01 3.000000 37000.00 21951.03 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1620 B1V7KEBTPIMZEU4LTD58 2051-09-01 2.000000 1095800.00 828261.34 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1943 B1V7KEBTPIMZEU4LTD58 2051-07-01 3.000000 3243900.00 2057904.72 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1676 B1V7KEBTPIMZEU4LTD58 2049-10-01 3.000000 1000.00 142.74 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1716 B1V7KEBTPIMZEU4LTD58 2044-10-01 3.000000 1000.00 162.10 Agency Mortgage-Backed Securities FNMS 06.500 CLFM1138 B1V7KEBTPIMZEU4LTD58 2037-08-01 6.500000 52000.00 22305.03 Agency Mortgage-Backed Securities FNMS 04.500 CIFM1381 B1V7KEBTPIMZEU4LTD58 2034-08-01 4.500000 18900.00 5224.84 Agency Mortgage-Backed Securities FNMS 02.500 CIFM1454 B1V7KEBTPIMZEU4LTD58 2028-09-01 2.500000 15000.00 4690.70 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1911 B1V7KEBTPIMZEU4LTD58 2048-07-01 3.500000 24000.00 5993.32 Agency Mortgage-Backed Securities FNMS 03.000 CLFM2326 B1V7KEBTPIMZEU4LTD58 2050-01-01 3.000000 60400.00 19867.13 Agency Mortgage-Backed Securities FNMS 04.500 CLFM2852 B1V7KEBTPIMZEU4LTD58 2046-05-01 4.500000 59000.00 25167.37 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3152 B1V7KEBTPIMZEU4LTD58 2045-02-01 4.000000 24900.00 11007.44 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3387 B1V7KEBTPIMZEU4LTD58 2035-03-01 3.500000 11000.00 3144.14 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4754 B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 1200.00 547.02 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5173 B1V7KEBTPIMZEU4LTD58 2050-12-01 2.500000 1100.00 711.82 Agency Mortgage-Backed Securities FNMS 04.000 CLFM5768 B1V7KEBTPIMZEU4LTD58 2044-11-01 4.000000 8000.00 4300.38 Agency Mortgage-Backed Securities FEPC 02.000 CLRA4986 S6XOOCT0IEG5ABCC6L87 2051-04-01 2.000000 48800.00 32764.30 Agency Mortgage-Backed Securities FEPC 03.500 CIRC2262 S6XOOCT0IEG5ABCC6L87 2036-08-01 3.500000 54500.00 30678.79 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5279 S6XOOCT0IEG5ABCC6L87 2049-12-01 3.500000 1000.00 279.05 Agency Mortgage-Backed Securities FNMS 06.200 CL616784 B1V7KEBTPIMZEU4LTD58 2031-09-01 6.200000 1000.00 168.04 Agency Mortgage-Backed Securities FNMS 05.000 CKAH3480 B1V7KEBTPIMZEU4LTD58 2040-12-01 5.000000 1000.00 163.46 Agency Mortgage-Backed Securities FNMS 03.500 CLAI3082 B1V7KEBTPIMZEU4LTD58 2041-04-01 3.500000 1000.00 214.20 Agency Mortgage-Backed Securities FNMS 04.000 CLAL6051 B1V7KEBTPIMZEU4LTD58 2044-09-01 4.000000 1000.00 275.83 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN3284 B1V7KEBTPIMZEU4LTD58 2026-10-01 2.470000 11081.00 10247.69 Agency Mortgage-Backed Securities FNMS 03.500 CLAO2881 B1V7KEBTPIMZEU4LTD58 2042-05-01 3.500000 1000.00 173.03 Agency Mortgage-Backed Securities FNMS 03.500 CRAO8169 B1V7KEBTPIMZEU4LTD58 2042-09-01 3.500000 1000.00 171.45 Agency Mortgage-Backed Securities FNMS 03.000 CLAR6377 B1V7KEBTPIMZEU4LTD58 2043-02-01 3.000000 86800.00 24292.42 Agency Mortgage-Backed Securities FNMS 04.000 CLAS2700 B1V7KEBTPIMZEU4LTD58 2044-06-01 4.000000 1000.00 151.17 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8492 B1V7KEBTPIMZEU4LTD58 2046-12-01 3.500000 1000.00 370.27 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9463 B1V7KEBTPIMZEU4LTD58 2047-04-01 3.500000 106900.00 28880.40 Agency Mortgage-Backed Securities FNMS 04.500 CLAU4779 B1V7KEBTPIMZEU4LTD58 2043-09-01 4.500000 1000.00 241.14 Agency Mortgage-Backed Securities FNMS 03.275 CLAV0151 B1V7KEBTPIMZEU4LTD58 2043-08-01 3.275000 123000.00 45730.09 Agency Mortgage-Backed Securities FNMS 04.000 CLAX5302 B1V7KEBTPIMZEU4LTD58 2042-01-01 4.000000 2000.00 284.18 Agency Mortgage-Backed Securities FNMS 06.500 CL735209 B1V7KEBTPIMZEU4LTD58 2033-06-01 6.500000 1000.00 12.39 Agency Mortgage-Backed Securities FNMS 05.860 CA816198 B1V7KEBTPIMZEU4LTD58 2034-11-01 5.860000 1000.00 154.21 Agency Mortgage-Backed Securities FNMS 07.000 CL848275 B1V7KEBTPIMZEU4LTD58 2036-02-01 7.000000 1000.00 156.50 Agency Mortgage-Backed Securities FNMS 03.500 CLBC1105 B1V7KEBTPIMZEU4LTD58 2046-02-01 3.500000 1000.00 167.51 Agency Mortgage-Backed Securities FNMS 02.500 CIBC2777 B1V7KEBTPIMZEU4LTD58 2031-08-01 2.500000 1000.00 201.27 Agency Mortgage-Backed Securities FNMS 03.500 CLBC8451 B1V7KEBTPIMZEU4LTD58 2046-06-01 3.500000 71900.00 24355.35 Agency Mortgage-Backed Securities FNMS 03.500 CLBE1534 B1V7KEBTPIMZEU4LTD58 2047-02-01 3.500000 39900.00 20553.17 Agency Mortgage-Backed Securities FNMS 03.500 CLBE2103 B1V7KEBTPIMZEU4LTD58 2046-12-01 3.500000 30000.00 13125.84 Agency Mortgage-Backed Securities FNMS 03.000 CLBE3222 B1V7KEBTPIMZEU4LTD58 2047-03-01 3.000000 52500.00 14642.77 Agency Mortgage-Backed Securities FNMS 04.500 U3BF0047 B1V7KEBTPIMZEU4LTD58 2039-01-01 4.500000 1000.00 239.59 Agency Mortgage-Backed Securities FNMS 03.500 U4BF0315 B1V7KEBTPIMZEU4LTD58 2055-09-01 3.500000 1000.00 376.03 Agency Mortgage-Backed Securities FNMS 03.000 I3BF0501 B1V7KEBTPIMZEU4LTD58 2050-05-01 3.000000 2900.00 1564.29 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0546 B1V7KEBTPIMZEU4LTD58 2061-07-01 2.500000 1200.00 901.18 Agency Mortgage-Backed Securities FNMS 03.500 CLBH0158 B1V7KEBTPIMZEU4LTD58 2047-03-01 3.500000 1000.00 187.40 Agency Mortgage-Backed Securities FNMS 04.000 CIBK7641 B1V7KEBTPIMZEU4LTD58 2033-09-01 4.000000 20000.00 7945.93 Agency Mortgage-Backed Securities FNMS 03.500 CLBM3358 B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 25300.00 9518.24 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5968 B1V7KEBTPIMZEU4LTD58 2049-05-01 4.500000 1000.00 245.35 Agency Mortgage-Backed Securities FNMS 04.000 CLBN0525 B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 1000.00 214.32 Agency Mortgage-Backed Securities FNMS 04.000 CLBN3093 B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 1000.00 172.18 Agency Mortgage-Backed Securities FNMS 04.000 CLBN4035 B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 1034.00 454.65 Agency Mortgage-Backed Securities FNMS 03.000 CLBO1040 B1V7KEBTPIMZEU4LTD58 2049-09-01 3.000000 1000.00 220.46 Agency Mortgage-Backed Securities FNMS 03.000 CLBO3356 B1V7KEBTPIMZEU4LTD58 2049-08-01 3.000000 36200.00 13839.63 Agency Mortgage-Backed Securities FNMS 03.000 CLBO4402 B1V7KEBTPIMZEU4LTD58 2050-05-01 3.000000 46100.00 25075.83 Agency Mortgage-Backed Securities FNMS 05.500 CLBO3746 B1V7KEBTPIMZEU4LTD58 2049-08-01 5.500000 1100.00 589.96 Agency Mortgage-Backed Securities FNMS 03.000 CLBO5168 B1V7KEBTPIMZEU4LTD58 2049-11-01 3.000000 2000.00 476.79 Agency Mortgage-Backed Securities FNMS 03.000 CLBO8296 B1V7KEBTPIMZEU4LTD58 2049-11-01 3.000000 60400.00 18819.42 Agency Mortgage-Backed Securities FNMS 03.000 CLBO8619 B1V7KEBTPIMZEU4LTD58 2049-12-01 3.000000 38900.00 11225.00 Agency Mortgage-Backed Securities FNMS 02.000 CLBR2667 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 75000.00 46511.99 Agency Mortgage-Backed Securities FNMS 03.500 CLBV1928 B1V7KEBTPIMZEU4LTD58 2052-02-01 3.500000 254725.00 204954.39 Agency Mortgage-Backed Securities FNMS 04.000 CLBW1658 B1V7KEBTPIMZEU4LTD58 2052-06-01 4.000000 1993400.00 1863391.50 Agency Mortgage-Backed Securities FNMS 02.500 CIBW1804 B1V7KEBTPIMZEU4LTD58 2037-07-01 2.500000 55400.00 48167.20 Agency Mortgage-Backed Securities 03.000 FGPC G30642 G S6XOOCT0IEG5ABCC6L87 2033-05-01 3.000000 1000.00 209.99 Agency Mortgage-Backed Securities 03.500 FGPC G15815 G S6XOOCT0IEG5ABCC6L87 2031-04-01 3.500000 1000.00 234.32 Agency Mortgage-Backed Securities 03.500 FGPC G16292 G S6XOOCT0IEG5ABCC6L87 2032-04-01 3.500000 13900.00 4211.86 Agency Mortgage-Backed Securities 04.000 FGPC J28988 G S6XOOCT0IEG5ABCC6L87 2029-08-01 4.000000 2000.00 330.39 Agency Mortgage-Backed Securities 03.000 FGPC J32181 G S6XOOCT0IEG5ABCC6L87 2030-07-01 3.000000 1900.00 478.32 Agency Mortgage-Backed Securities 04.000 FGPC J37001 G S6XOOCT0IEG5ABCC6L87 2032-05-01 4.000000 1000.00 335.59 Agency Mortgage-Backed Securities FEPC 02.500 CIZK7380 S6XOOCT0IEG5ABCC6L87 2030-05-01 2.500000 1000.00 195.48 Agency Mortgage-Backed Securities FEPC 03.000 CIZK7590 S6XOOCT0IEG5ABCC6L87 2029-01-01 3.000000 1000.00 157.83 Agency Mortgage-Backed Securities FEPC 03.000 CLZL6863 S6XOOCT0IEG5ABCC6L87 2043-08-01 3.000000 1000.00 251.73 Agency Mortgage-Backed Securities FEPC 03.500 CLZL8294 S6XOOCT0IEG5ABCC6L87 2044-07-01 3.500000 42500.00 11645.00 Agency Mortgage-Backed Securities FEPC 03.500 CLZM5215 S6XOOCT0IEG5ABCC6L87 2047-12-01 3.500000 1000.00 232.17 Agency Mortgage-Backed Securities FEPC 03.000 3VZN0651 S6XOOCT0IEG5ABCC6L87 2043-03-01 3.000000 2000.00 469.25 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4127 S6XOOCT0IEG5ABCC6L87 2044-07-01 4.500000 1000.00 163.03 Agency Mortgage-Backed Securities FEPC 02.500 CIZS7744 S6XOOCT0IEG5ABCC6L87 2031-04-01 2.500000 9900.00 2754.55 Agency Mortgage-Backed Securities FEPC 03.500 CISB0019 S6XOOCT0IEG5ABCC6L87 2034-06-01 3.500000 1000.00 203.49 Agency Mortgage-Backed Securities FEPC 04.000 CISB0257 S6XOOCT0IEG5ABCC6L87 2033-11-01 4.000000 1000.00 205.67 Agency Mortgage-Backed Securities FEPC 02.500 CISB8085 S6XOOCT0IEG5ABCC6L87 2035-12-01 2.500000 3000.00 1459.19 Agency Mortgage-Backed Securities FEPC 04.000 CLSD0492 S6XOOCT0IEG5ABCC6L87 2048-08-01 4.000000 42900.00 23627.60 Agency Mortgage-Backed Securities 03.000 FGPC U80204 G S6XOOCT0IEG5ABCC6L87 2033-02-01 3.000000 1000.00 181.40 Agency Mortgage-Backed Securities 03.000 FGPC V61194 G S6XOOCT0IEG5ABCC6L87 2028-06-01 3.000000 2300.00 622.32 Agency Mortgage-Backed Securities 03.000 FGPC V61458 G S6XOOCT0IEG5ABCC6L87 2028-08-01 3.000000 1000.00 273.05 Agency Mortgage-Backed Securities FNMS 03.000 CNCA2568 B1V7KEBTPIMZEU4LTD58 2028-10-01 3.000000 1000.00 197.38 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2602 B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 2005.00 815.43 Agency Mortgage-Backed Securities FNMS 04.000 CTCA2073 B1V7KEBTPIMZEU4LTD58 2038-07-01 4.000000 1047.00 322.53 Agency Mortgage-Backed Securities Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 11000000.00 11000000.00 0.0020 N Y Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 4.550000% 7TK5RJIZDFROZCA6XF66 0000812291 ARP0VZ7N5 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 2023-04-30 4.841730 8128900.00 8160045.40 U.S. Treasuries (including strips) Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 8000000.00 8000000.00 0.0014 N Y Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 4.670000% 7TK5RJIZDFROZCA6XF66 0000812291 ARP0VZ7R6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BLUELINX HLDGS INC COM NEW 549300YSX7GU28F5I540 2500-12-31 N/A 1200.00 99924.00 Equities BRISTOL-MYERS SQUIBB CO COM HLYYNH7UQUORYSJQCN42 2500-12-31 N/A 1428.00 99945.72 Equities THE CIGNA GROUP COM 549300VIWYMSIGT1U456 2500-12-31 N/A 337.00 99873.32 Equities LOCKHEED MARTIN CORP COM DPRBOZP0K5RM2YE8UU08 2500-12-31 N/A 208.00 99733.92 Equities PPL CORP COM 9N3UAJSNOUXFKQLF3V18 2500-12-31 N/A 3629.00 99978.95 Equities EMBRACE CHANGE ACQUISITN CORP ORDINARY SHARES 2500-12-31 N/A 9661.00 99991.35 Equities HAINAN MANASLU ACQUISTN CORP ORDINARY SHARES 2500-12-31 N/A 9718.00 99998.22 Equities ARAMARK COM 549300MR6PG2DWZUIL39 2500-12-31 N/A 2701.00 99991.02 Equities BALL CORP COM 0BGI85ALH27ZJP15DY16 2500-12-31 N/A 1782.00 99970.20 Equities BAUSCH HEALTH COS INC COM B3BS7ACMDUWISF18KY76 2500-12-31 N/A 10718.00 99998.94 Equities FEDEX CORP COM 549300E707U7WNPZN687 2500-12-31 N/A 490.00 99989.40 Equities GENESIS UNICORN CAPITAL CORP CLASS A COM 2500-12-31 N/A 9514.00 99992.14 Equities KHOSLA VENTURES ACQUT CO III COM CL A 2500-12-31 N/A 9920.00 99993.60 Equities LOGISTICS INNOVTN TECHNLGS CRP CLASS A COM 2500-12-31 N/A 9910.00 99991.90 Equities LL FLOORING HOLDINGS INC COM 2500-12-31 N/A 15352.00 79062.80 Equities PHILLIPS 66 COM 5493005JBO5YSIGK1814 2500-12-31 N/A 964.00 99918.60 Equities UNITI GROUP INC COM 549300V3NU625PJUVA84 2500-12-31 N/A 17152.00 99996.16 Equities ALPHA STAR ACQUISITION CORP ORDINARY SHARES 2500-12-31 N/A 9633.00 99990.54 Equities A SPAC II ACQUISITION CORP ORD SHS CL A 2500-12-31 N/A 9675.00 99991.12 Equities BLUE WORLD ACQUISITION CORP CLASS A ORD SHS 2500-12-31 N/A 7759.00 80460.83 Equities PROJECT ENERGY REIMAGINED ACQU CLASS A ORD 2500-12-31 N/A 121.00 1225.73 Equities SILVER SPIKE ACQUISITN CORP II CLASS A ORD SHS 2500-12-31 N/A 9813.00 99994.47 Equities CORAZON CAPITAL V838 MONOCERO CLASS A ORD SHS 2500-12-31 N/A 9803.00 99990.60 Equities Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0467 2000000.00 2000000.00 0.0004 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 4.560000% VYVVCKR63DVZZN70PB21 0001224385 ARP0VZ7T2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEPC 05.000 CLZT0303 S6XOOCT0IEG5ABCC6L87 2048-01-01 5.000000 500000.00 74146.43 Agency Mortgage-Backed Securities FEPC 07.000 4UZL1058 S6XOOCT0IEG5ABCC6L87 2035-01-01 7.000000 1384664.00 56572.28 Agency Mortgage-Backed Securities FEPC 05.000 CLZN5345 S6XOOCT0IEG5ABCC6L87 2035-10-01 5.000000 670024.00 116170.51 Agency Mortgage-Backed Securities FEPC 06.000 CISB8221 S6XOOCT0IEG5ABCC6L87 2038-02-01 6.000000 5670552.00 5693705.40 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7530 S6XOOCT0IEG5ABCC6L87 2050-11-01 2.500000 1963000.00 1208642.85 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8219 S6XOOCT0IEG5ABCC6L87 2052-06-01 2.500000 257953.00 212742.18 Agency Mortgage-Backed Securities FEPC 03.000 CLQC5877 S6XOOCT0IEG5ABCC6L87 2051-08-01 3.000000 18829761.00 14674068.37 Agency Mortgage-Backed Securities FEPC 03.000 CLQC5880 S6XOOCT0IEG5ABCC6L87 2051-08-01 3.000000 2366087.00 1886981.89 Agency Mortgage-Backed Securities Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0456 23000000.00 23000000.00 0.0041 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 4.550000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0VZ7U9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-06-15 0.00 2899300.00 2858924.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-04-13 0.00 1505700.00 1497387.03 U.S. Treasuries (including strips) Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 4270299.00 4270299.00 0.0008 N Y Y N ABN AMRO BANK NV ABN AMRO BANK NV 4.570000% BFXS5XCH7N0Y05NIXW11 0001784384 ATD1FBVX4 Non-Negotiable Time Deposit Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0457 18000000.00 18000000.00 0.0032 N Y Y N CREDIT INDUSTRIEL ET COMMERCIAL CREDIT INDUSTRIEL ET COMMERCIAL 4.590000% N4JDFKKH2FTD8RKFXO39 0001274419 ATD1FBW13 Non-Negotiable Time Deposit Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0459 14000000.00 14000000.00 0.0025 N Y Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 4.570000% JHE42UYNWWTJB8YTTU19 0000859994 ATD1FBWF2 Non-Negotiable Time Deposit Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0457 34000000.00 34000000.00 0.0061 N Y Y N BANCO SANTANDER SA (NEW YORK BRANCH) BANCO SANTANDER SA (NEW YORK BRANCH) 4.570000% 5493006QMFDDMYWIAM13 0000891478 ATD1FBWJ4 Non-Negotiable Time Deposit Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0457 56000000.00 56000000.00 0.0100 N Y Y N DBS BANK LTD DBS BANK LTD 4.570000% ATUEL7OJR5057F2PV266 0001501323 ATD1FBWK1 Non-Negotiable Time Deposit Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0457 1000000.00 1000000.00 0.0002 N Y Y N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.560000% 0000917311 ATD1FCX93 Non-Negotiable Time Deposit Y 2023-03-02 2023-03-02 2023-03-02 N N N 0.0456 39000000.00 39000000.00 0.0070 N N Y N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 4.570000% RB0PEZSDGCO3JS6CEU02 0001512734 ATD1FCXF9 Non-Negotiable Time Deposit Y 2023-03-02 2023-03-02 2023-03-02 N N N 0.0457 28000000.00 28000000.00 0.0050 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 4.570000% JHE42UYNWWTJB8YTTU19 0000859994 ATD1FCXG7 Non-Negotiable Time Deposit Y 2023-03-02 2023-03-02 2023-03-02 N N N 0.0457 68000000.00 68000000.00 0.0122 N N Y N CREDIT INDUSTRIEL ET COMMERCIAL CREDIT INDUSTRIEL ET COMMERCIAL 4.590000% N4JDFKKH2FTD8RKFXO39 0001274419 ATD1FCXJ1 Non-Negotiable Time Deposit Y 2023-03-02 2023-03-02 2023-03-02 N N N 0.0459 21000000.00 21000000.00 0.0038 N N Y N ING BANK NV ING BANK NV 4.570000% 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD1FCXO0 Non-Negotiable Time Deposit Y 2023-03-02 2023-03-02 2023-03-02 N N N 0.0457 66000000.00 66000000.00 0.0118 N N Y N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 4.580000% ZUHK7JXNDU6FLQ1O6482 ATD1FCXU6 Non-Negotiable Time Deposit Y 2023-03-02 2023-03-02 2023-03-02 N N N 0.0458 14000000.00 14000000.00 0.0025 N N Y N ABN AMRO BANK NV ABN AMRO BANK NV 4.570000% BFXS5XCH7N0Y05NIXW11 0001784384 ATD1FCXV4 Non-Negotiable Time Deposit Y 2023-03-02 2023-03-02 2023-03-02 N N N 0.0457 14000000.00 14000000.00 0.0025 N N Y N DBS BANK LTD DBS BANK LTD 4.570000% ATUEL7OJR5057F2PV266 0001501323 ATD1FCXX0 Non-Negotiable Time Deposit Y 2023-03-02 2023-03-02 2023-03-02 N N N 0.0457 6000000.00 6000000.00 0.0011 N N Y N ERSTE GROUP BANK AG (NEW YORK BRANCH) ERSTE GROUP BANK AG (NEW YORK BRANCH) 4.580000% ATD1FE483 Non-Negotiable Time Deposit Y 2023-03-03 2023-03-03 2023-03-03 N N N 0.0458 21000000.00 21000000.00 0.0038 N N Y N ABN AMRO BANK NV ABN AMRO BANK NV 4.570000% BFXS5XCH7N0Y05NIXW11 0001784384 ATD1FE4F7 Non-Negotiable Time Deposit Y 2023-03-03 2023-03-03 2023-03-03 N N N 0.0457 11000000.00 11000000.00 0.0020 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 4.570000% JHE42UYNWWTJB8YTTU19 0000859994 ATD1FE4H3 Non-Negotiable Time Deposit Y 2023-03-03 2023-03-03 2023-03-03 N N N 0.0457 28000000.00 28000000.00 0.0050 N N Y N DBS BANK LTD DBS BANK LTD 4.570000% ATUEL7OJR5057F2PV266 0001501323 ATD1FE4P5 Non-Negotiable Time Deposit Y 2023-03-03 2023-03-03 2023-03-03 N N N 0.0457 11000000.00 11000000.00 0.0020 N N Y N ERSTE GROUP BANK AG (NEW YORK BRANCH) ERSTE GROUP BANK AG (NEW YORK BRANCH) 4.580000% ATD1FF7V6 Non-Negotiable Time Deposit Y 2023-03-06 2023-03-06 2023-03-06 N N N 0.0458 7000000.00 7000000.00 0.0013 N N Y N ING BANK NV ING BANK NV 4.570000% 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD1FF8D5 Non-Negotiable Time Deposit Y 2023-03-06 2023-03-06 2023-03-06 N N N 0.0457 67000000.00 67000000.00 0.0120 N N Y N NRW BANK NRW BANK 4.560000% 52990002O5KK6XOGJ020 0001448613 ATD1FF8G8 Non-Negotiable Time Deposit Y 2023-03-06 2023-03-06 2023-03-06 N N N 0.0456 28000000.00 28000000.00 0.0050 N N Y N DBS BANK LTD DBS BANK LTD 4.570000% ATUEL7OJR5057F2PV266 0001501323 ATD1FF8H6 Non-Negotiable Time Deposit Y 2023-03-06 2023-03-06 2023-03-06 N N N 0.0457 11000000.00 11000000.00 0.0020 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 4.570000% ES7IP3U3RHIGC71XBU11 0000352613 ATD1FGCB2 Non-Negotiable Time Deposit Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0457 14000000.00 14000000.00 0.0025 N Y Y N ABN AMRO BANK NV ABN AMRO BANK NV 4.560000% BFXS5XCH7N0Y05NIXW11 0001784384 ATD1FGCF3 Non-Negotiable Time Deposit Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0456 2000000.00 2000000.00 0.0004 N Y Y N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 4.580000% ZUHK7JXNDU6FLQ1O6482 ATD1FGCG1 Non-Negotiable Time Deposit Y 2023-03-07 2023-03-07 2023-03-07 N N N 0.0458 14000000.00 14000000.00 0.0025 N N Y N TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 4.570000% PT3QB789TSUIDF371261 0000947263 ATD1FGCH9 Non-Negotiable Time Deposit Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0457 3000000.00 3000000.00 0.0005 N Y Y N ING BANK NV ING BANK NV 4.570000% 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD1FGCJ5 Non-Negotiable Time Deposit Y 2023-03-07 2023-03-07 2023-03-07 N N N 0.0457 6000000.00 6000000.00 0.0011 N N Y N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 4.570000% RB0PEZSDGCO3JS6CEU02 0001512734 ATD1FGCR7 Non-Negotiable Time Deposit Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0457 7000000.00 7000000.00 0.0013 N Y Y N The Charles Schwab Family of Funds 2023-03-07 Dana Smith Dana Smith CFO