Altaba Inc.
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Consolidated Schedule of Investments
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As of September 30, 2022 (unaudited)
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($ in thousands)
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Description:
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Shares
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Fair Value $
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Unaffiliated Investments:
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Common Shares — 0.0%
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Internet Software & Services - 0.0%
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SeatGeek, Inc. (1)(2)
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47
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254
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Total Common Shares (Cost — $9)
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47
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254
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Rate % (3)
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Final Maturity (4)
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Shares
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Fair Value $
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Money Market Funds — 8.5%
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BlackRock Liquidity Funds T-Fund - Institutional Class(6)
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2.85
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2,287
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2,287
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Federated Hermes Government Obligations Fund - Premier Class
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2.86
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185,891
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185,891
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Total Money Market Investments (Cost — $188,178)
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187,526
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188,178
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Fixed Income Securities
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Rate Type
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Rate % (5)
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Final Maturity
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Principal $
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Fair Value $
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Short Term
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U.S. Government Debt (6) — 62.5%
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United States Treasury
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Zero Coupon
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2.09
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10/13/2022
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324,750
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324,508
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United States Treasury
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Zero Coupon
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2.61
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11/3/2022
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334,450
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333,662
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United States Treasury
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Zero Coupon
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2.74
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11/17/2022
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28,500
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28,398
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United States Treasury
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Zero Coupon
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2.92
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12/8/2022
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44,750
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44,505
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United States Treasury
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Zero Coupon
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2.80
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12/15/2022
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520,000
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516,990
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United States Treasury
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Fixed
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4.04
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5/15/2023
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20,000
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19,522
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United States Treasury
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Fixed
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4.18
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7/15/2023
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20,000
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19,375
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United States Treasury
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Fixed
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3.90
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3/15/2023
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36,900
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36,335
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United States Treasury
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Fixed
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3.26
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10/15/2022
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20,000
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19,984
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United States Treasury
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Fixed
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3.55
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1/15/2023
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20,000
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19,881
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United States Treasury
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Fixed
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3.28
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12/15/2022
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20,000
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19,931
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Total U.S. Government Debt (Cost — $1,384,846)
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1,389,350
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1,383,091
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Total Short Term Fixed Income Securities (Cost — $1,384,844) — 62.5%
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1,389,350
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1,383,091
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Total Unaffiliated Investments (Cost — $1,573,033)
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1,571,523
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Total Investments — 71.0%
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1,571,523
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Other Liabilities/Other Assets — 29.0%
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641,948
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Net Assets Applicable to Common Shares — 100.0%
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$ 2,213,471
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(1) Non-income producing securities.
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(2) Fair-value investment. Represents fair value measured in good faith under procedures approved by the Board of Directors.
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(3) Presented rate represents the Money Market Fund's average 7-day % yield as of September 30, 2022.
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(4) Money Market Funds do not have a set maturity date.
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(5) For zero coupon bonds, the rate presented is Yield as of September 30, 2022.
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(6) A portion of this security has been deposited into a separate Altaba U.S. Bank account in connection with the Fund's agreement with the IRS.
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At September 30, 2022, the tax basis cost of the Fund's investments was $1,573,033 and the unrealized depreciation was $1,510.
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See Notes to Consolidated Financial Statements.
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Level 1
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Level 2
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Level 3
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Total
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Unaffiliated investments:
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Common shares
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$
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-
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$
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-
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$
|
254
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$
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254
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Money market funds
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188,178
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-
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-
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188,178
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Fixed income securities:
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U.S. government debt
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-
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1,383,091
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-
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1,383,091
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Total financial assets at fair value
|
$
|
188,178
|
$
|
1,383,091
|
$
|
254
|
$
|
1,571,523
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Assets
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Total
Investments
|
Unaffiliated
Investments
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Balance as of January 1, 2022
|
$
|
185
|
$
|
185
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Purchases
|
-
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-
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Sales
|
-
|
-
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Change in unrealized appreciation (depreciation)
|
69
|
69
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Realized gain (loss)
|
-
|
-
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||||||
Transfers out of Level 3
|
-
|
-
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||||||
Balance as of September 30, 2022
|
$
|
254
|
$
|
254
|
Type of investment
|
Fair Value at
September 30, 2022
(in thousands)
|
Valuation Technique
|
Unobservable Inputs
|
||
Unaffiliated investments - common shares
|
$254
|
Recent Round of Financing
|
Transaction Price
|
$5.35
|
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