Form N-MFP2 GOLDMAN SACHS TRUST For: Apr 30

  
    N-MFP2
    
      
        
          0000822977
          XXXXXXXX
        
      
      
      
    
  
  
    
      2021-04-30
      0000822977
      54930084EFW9KNNXA727
      S000051191
      7
      N
      N
    
    
      033-17619
      
        Goldman Sachs Asset Management, L.P.
        801-37591
      
      
        PricewaterhouseCoopers LLP
        Boston
        MA
      
      
        Goldman Sachs Asset Management, L.P.
      
      
        The Bank of New York Mellon
      
      
        Goldman Sachs & Co. LLC
        0000734700
        084-01100
      
      N
      N
      N
      Prime
      Y
      28
      40
      
        737747380.24
        738022724.58
        724674350.89
        724408792.22
        790116145.02
      
      
        1118171863.60
        1150702501.94
        1052265754.68
        1066402429.88
        1138952814.47
      
      
        0.4881
        0.4866
        0.4858
        0.4805
        0.5014
      
      
        0.7398
        0.7587
        0.7054
        0.7074
        0.7228
      
      743655.93
      1574983471.95
      1574932243.38
      152430.28
      8322265.63
      1567506063.96
      1567610536.7500
      1.0000
      0.0011
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
    
    
      C000161182
      10000000.00
      1244537342.07
      1244620289.3100
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        13798304.91
        15616323.62
      
      
        26358813.14
        23084396.49
      
      
        18852114.98
        32942129.16
      
      
        43918288.57
        24383489.45
      
      
        47525049.32
        23852627.54
      
      
        143028561.35
        108285787.77
      
      0.0000
      Y
      For Class I Shares the Investment Adviser waived $50,856 of Management Fees and $17,845 of Other Fees; and Goldman Sachs & Co. LLC waived $9,994 of Transfer Agency Fees.
    
    
      C000166000
      1000.00
      171421032.58
      171432457.6200
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        786111.18
        2377314.60
      
      
        1012295.74
        1948162.38
      
      
        615042.39
        2684969.91
      
      
        554877.31
        1890730.03
      
      
        1215211.90
        2365178.09
      
      
        3543375.81
        9712459.25
      
      0.0000
      Y
      For Class A Shares the Investment Adviser waived $7,281 of Management Fees and $2,561 of Other Fees; and Goldman Sachs & Co. LLC waived  and $35,847 of Distribution or Servicing Fees$1,434 of Transfer Agency Fees.
    
    
      C000166001
      1000.00
      38979.86
      38982.4600
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        1.25
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        1.25
        0.00
      
      0.0000
      Y
      For Class C Shares the Investment Adviser waived $2 of Management Fees and $1 of Other Fees; and Goldman Sachs & Co. LLC waived $32 of Admin Fees.
    
    
      C000166002
      10000000.00
      29029632.65
      29031567.4400
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        334848.41
        509183.18
      
      
        816244.93
        1413198.91
      
      
        1304358.19
        2164173.33
      
      
        2388964.53
        1016164.86
      
      
        473116.29
        1105960.73
      
      
        5002213.89
        5768825.91
      
      0.0000
      Y
      For Administration Shares the Investment Adviser waived $1,220 of Management Fees and $429 of Other Fees; and Goldman Sachs & Co. LLC waived $6,007 of Admin Fees and $240 of Transfer Agency Fees.
    
    
      C000172501
      10000000.00
      79507902.01
      79513201.1400
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        2871844.04
        906664.93
      
      
        3423161.06
        3901053.27
      
      
        1609366.95
        4108438.12
      
      
        534697.74
        3672671.19
      
      
        41197596.34
        600342.47
      
      
        48404935.79
        12282505.05
      
      0.0000
      Y
      For Cash Management Shares the Investment Adviser waived $1,876 of Management Fees and $648 of Other Fees; and Goldman Sachs & Co. LLC waived $18,220 of Admin Fees, $10,932 of Distribution or Servicing Fees and $364 of Transfer Agency Fees.
    
    
      C000172502
      10000000.00
      10663.42
      10664.1300
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        0.27
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.27
        0.00
      
      0.0000
      Y
      For Resource Shares Goldman Sachs & Co. LLC waived $5 of Admin Fees and $1 of Distribution or Servicing Fees.
    
    
      C000172503
      10000000.00
      42960511.37
      42963374.6500
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        1056947.72
        399496.25
      
      
        177099.15
        1248059.62
      
      
        562926.64
        1021562.21
      
      
        675627.43
        1342816.25
      
      
        6.54
        2146345.10
      
      
        2216782.55
        5758783.18
      
      0.0000
      Y
      For Service Shares the Investment Adviser waived $1,905 of Management Fees and $671 of Other Fees; and Goldman Sachs & Co. LLC waived $18,789 of Admin Fees and $376 of Transfer Agency Fees.
    
    
      ADVENTIST HEALTH SYSTEM/WEST
      ADVENTIST HEALTH SYSTEM/WEST 0.000000%
      00777NSQ4
      5493008YM33UCY5QPW83
      Other Instrument
      Financial Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-24
      2021-05-24
      2021-05-24
      N
      N
      N
      0.0010
      4999680.00
      4999680.00
      0.0032
      N
      N
      N
      N
    
    
      AGRICULTURAL BANK OF CHINA LIMITED
      AGRICULTURAL BANK OF CHINA LIMITED 0.000000%
      00850USQ8
      549300E7TSGLCOVSY746
      0001501437
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-24
      2021-05-24
      2021-05-24
      N
      N
      N
      0.0016
      4999456.65
      4999456.65
      0.0032
      N
      N
      N
      N
    
    
      ALASKA HOUSING FINANCE CORPORATION
      ALASKA HOUSING FINANCE CORPORATION 0.140000%
      011839NY9
      549300HJ8NOJNYW6ER36
      US011839NY90
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-07
      2021-05-07
      2047-12-01
      Y
      
        ALASKA HOUSING FINANCE CORPORATI
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
      
      N
      N
      0.0014
      2000000.00
      2000000.00
      0.0013
      N
      N
      Y
      N
    
    
      ALASKA HOUSING FINANCE CORPORATION
      ALASKA HOUSING FINANCE CORPORATION 0.090000%
      011839VW4
      549300HJ8NOJNYW6ER36
      US011839VW43
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-07
      2021-05-07
      2044-12-01
      Y
      
        ALASKA HOUSING FINANCE CORPORATI
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
      
      N
      N
      0.0009
      5000000.00
      5000000.00
      0.0032
      N
      N
      Y
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329WS77
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-07
      2021-05-07
      2021-05-07
      N
      N
      N
      0.0009
      2999947.50
      2999947.50
      0.0019
      N
      N
      Y
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329WUT6
      US01329WUT60
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-27
      2021-07-27
      2021-07-27
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0016
      1958233.82
      1958233.82
      0.0012
      N
      N
      N
      N
    
    
      ANTALIS
      ANTALIS 0.000000%
      03664AS66
      549300G2LM2ZKZ0X4Y50
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-06
      2021-05-06
      2021-05-06
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0008
      3662951.76
      3662951.76
      0.0023
      N
      N
      Y
      N
    
    
      ANTALIS
      ANTALIS 0.000000%
      03664ASB5
      549300G2LM2ZKZ0X4Y50
      US03664ASB51
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-11
      2021-05-11
      2021-05-11
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0009
      7999780.00
      7999780.00
      0.0051
      N
      N
      N
      N
    
    
      ANTALIS
      ANTALIS 0.000000%
      03664ASH2
      549300G2LM2ZKZ0X4Y50
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-17
      2021-05-17
      2021-05-17
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0011
      4999747.35
      4999747.35
      0.0032
      N
      N
      N
      N
    
    
      BNZ INTERNATIONAL FUNDING LIMITED
      BNZ INTERNATIONAL FUNDING LIMITED 0.000000%
      0556X0UT9
      549300HVMZ89HDMELW08
      0001414365
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-27
      2021-07-27
      2021-07-27
      N
      N
      N
      0.0010
      9997580.00
      9997580.00
      0.0064
      N
      N
      N
      N
    
    
      BANCO SANTANDER, S.A.
      BANCO SANTANDER, S.A. 0.000000%
      05970RS48
      5493006QMFDDMYWIAM13
      0000891478
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-04
      2021-05-04
      2021-05-04
      N
      N
      N
      0.0006
      8699941.97
      8699941.97
      0.0056
      N
      N
      Y
      N
    
    
      BARCLAYS US CCP FUNDING LLC
      BARCLAYS US CCP FUNDING LLC 0.000000%
      06742V5B3
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-14
      2021-05-14
      2021-05-14
      N
      Y
      
        Barclays Bank PLC
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0007
      17294535.98
      17294535.98
      0.0110
      N
      N
      N
      N
    
    
      BARCLAYS US CCP FUNDING LLC
      BARCLAYS US CCP FUNDING LLC 0.000000%
      06742XDJ3
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-14
      2021-05-14
      2021-05-14
      N
      Y
      
        Barclays Bank PLC
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0007
      7119808.97
      7119808.97
      0.0045
      N
      N
      N
      N
    
    
      BARTON CAPITAL S.A.
      BARTON CAPITAL S.A. 0.000000%
      06945LU63
      549300KOFKIMD0C37W24
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-06
      2021-07-06
      2021-07-06
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0015
      14995868.40
      14995868.40
      0.0096
      N
      N
      N
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.000000%
      09660ES44
      R0MUWSFPU8MPRO8K5P83
      0000310732
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-04
      2021-05-04
      2021-05-04
      N
      N
      N
      0.0006
      6999953.31
      6999953.31
      0.0045
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.000000%
      09660EUC3
      R0MUWSFPU8MPRO8K5P83
      0000310732
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-12
      2021-07-12
      2021-07-12
      N
      N
      N
      0.0012
      4998793.45
      4998793.45
      0.0032
      N
      N
      N
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.000000%
      09660EUD1
      R0MUWSFPU8MPRO8K5P83
      0000310732
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-13
      2021-07-13
      2021-07-13
      N
      N
      N
      0.0012
      6998287.73
      6998287.73
      0.0045
      N
      N
      N
      N
    
    
      CNPC FINANCE (HK) LIMITED
      CNPC FINANCE (HK) LIMITED 0.000000%
      12623KS40
      3003002NJ625UNILOU94
      US12623KS402
      Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-04
      2021-05-04
      2021-05-04
      N
      N
      N
      0.0006
      24999833.25
      24999833.25
      0.0159
      N
      N
      Y
      N
    
    
      CAISSE DES DEPOTS ET CONSIGNATIONS
      CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
      12800ASR6
      969500Q2PFTTP0Y5QL44
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-25
      2021-05-25
      2021-05-25
      N
      N
      N
      0.0007
      9999486.10
      9999486.10
      0.0064
      N
      N
      N
      N
    
    
      CHARIOT FUNDING LLC
      CHARIOT FUNDING LLC 0.000000%
      15963TTB5
      549300EEWRNP448AMT79
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-11
      2021-06-11
      2021-06-11
      N
      N
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0014
      15097604.08
      15097604.08
      0.0096
      N
      N
      N
      N
    
    
      CHESHAM FINANCE LIMITED - SERIES III
      CHESHAM FINANCE LIMITED - SERIES III 0.000000%
      16537HS35
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-03
      2021-05-03
      2021-05-03
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0007
      9999938.30
      9999938.30
      0.0064
      N
      Y
      Y
      N
    
    
      CHESHAM FINANCE LIMITED - SERIES II
      CHESHAM FINANCE LIMITED - SERIES II 0.000000%
      16537LS36
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-03
      2021-05-03
      2021-05-03
      N
      Y
      
        BANK OF CHINA LIMITED
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0007
      13999913.62
      13999913.62
      0.0089
      N
      Y
      Y
      N
    
    
      CHESHAM FINANCE LIMITED - SERIES V
      CHESHAM FINANCE LIMITED - SERIES V 0.000000%
      16538KS37
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-03
      2021-05-03
      2021-05-03
      N
      Y
      
        MIZUHO SECURITIES USA LLC
        1.0000
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0007
      7999950.64
      7999950.64
      0.0051
      N
      Y
      Y
      N
    
    
      CHINA CONSTRUCTION BANK CORPORATION
      CHINA CONSTRUCTION BANK CORPORATION 0.000000%
      16891MTP4
      5493001KQW6DM7KEDR62
      US16891MTP40
      0001445474
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-23
      2021-06-23
      2021-06-23
      N
      N
      N
      0.0021
      3996740.63
      3996740.63
      0.0025
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO., LLC
      COLLATERALIZED COMMERCIAL PAPER V CO., LLC 0.000000%
      19424HTM2
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-21
      2021-06-21
      2021-06-21
      N
      N
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0012
      13621736.92
      13621736.92
      0.0087
      N
      N
      N
      N
    
    
      COLORADO HOUSING AND FINANCE AUTHORITY
      COLORADO HOUSING AND FINANCE AUTHORITY 0.090002%
      196480RR0
      5493005GIROYQAWBMC18
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-07
      2021-05-07
      2051-05-01
      Y
      
        FEDERAL HOME LOAN BANK OF TOPEKA
        1.0000
        7
        Y
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        FEDERAL HOME LOAN BANK OF TOPEKA
        Liquidity/Partial C/E
        1.0000
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0009
      2230000.00
      2230000.00
      0.0014
      N
      N
      Y
      N
    
    
      COLORADO SPRINGS COLORADO (COMBINED UTILITIES SYTEM)
      COLORADO SPRINGS COLORADO (COMBINED UTILITIES SYTEM) 0.070000%
      196632CH4
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-07
      2021-05-07
      2038-11-01
      Y
      
        U.S. BANK NATIONAL ASSOCIATION
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        U.S. BANK NATIONAL ASSOCIATION
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0007
      4365000.00
      4365000.00
      0.0028
      N
      N
      Y
      N
    
    
      COLUMBIA FUNDING COMPANY, LLC
      COLUMBIA FUNDING COMPANY, LLC 0.000000%
      19767CUL8
      549300O1V8MCLCRCFD82
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-20
      2021-07-20
      2021-07-20
      N
      Y
      
        J.P. MORGAN SECURITIES LLC
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0021
      4997671.25
      4997671.25
      0.0032
      N
      N
      N
      N
    
    
      COOEPERATIEVE RABOBANK U.A.
      COOEPERATIEVE RABOBANK U.A. 0.000000%
      21687AS38
      DG3RU1DBUFHT4ZF9WN62
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0006
      19999900.00
      19999900.00
      0.0128
      N
      Y
      Y
      N
    
    
      DBS BANK LTD
      DBS BANK LTD 0.000000%
      23305DU11
      ATUEL7OJR5057F2PV266
      US23305DU115
      0001031979
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-01
      2021-07-01
      2021-07-01
      N
      N
      N
      0.0012
      6700603.37
      6700603.37
      0.0043
      N
      N
      N
      N
    
    
      DBS BANK LTD
      DBS BANK LTD 0.000000%
      23305DU94
      ATUEL7OJR5057F2PV266
      US23305DU941
      0001031979
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-09
      2021-07-09
      2021-07-09
      N
      N
      N
      0.0013
      5119735.42
      5119735.42
      0.0033
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION-LONDON BRANCH
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION-LONDON BRANCH 0.000000%
      234022563
      XS2340225635
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-03
      2021-08-03
      2021-08-03
      N
      N
      N
      0.0000
      7996101.92
      7996101.92
      0.0051
      N
      N
      N
      N
    
    
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.030000%
      1VUV7VQFKUOQSJ21A208
      0001330437
      241843866
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0003
      40000000.00
      40000000.00
      0.0255
      N
      Y
      Y
      N
    
    
      ERSTE GROUP BANK AG-NEW YORK BRANCH
      ERSTE GROUP BANK AG-NEW YORK BRANCH 0.050000%
      241843872
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0005
      40000066.40
      40000066.40
      0.0255
      N
      Y
      Y
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) 0.020000%
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      241844184
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0002
      21000000.00
      21000000.00
      0.0134
      N
      Y
      Y
      N
    
    
      DEXIA CREDIT LOCAL
      DEXIA CREDIT LOCAL 0.000000%
      25215VUG2
      F4G136OIPBYND1F41110
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-16
      2021-07-16
      2021-07-16
      N
      N
      N
      0.0013
      6998008.71
      6998008.71
      0.0045
      N
      N
      N
      N
    
    
      EXXON MOBIL CORPORATION
      EXXON MOBIL CORPORATION 0.040000%
      270777AC9
      J3WHBG0MTS7O8ZVMDC91
      US270777AC97
      0000034088
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-03
      2021-05-03
      2035-08-01
      Y
      
        EXXON MOBIL CORPORATION
        1.0000
        1
        N
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0004
      169000.00
      169000.00
      0.0001
      N
      Y
      Y
      N
    
    
      EUROPEAN INVESTMENT BANK
      EUROPEAN INVESTMENT BANK 0.000000%
      29878RSE9
      5493006YXS1U5GIHE750
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-14
      2021-05-14
      2021-05-14
      N
      N
      N
      0.0006
      2999931.18
      2999931.18
      0.0019
      N
      N
      N
      N
    
    
      FEDERATION DES CAISSES DESJARDINS DU QUEBEC
      FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
      31428FU29
      549300B2Q47IR0CR5B54
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-02
      2021-07-02
      2021-07-02
      N
      N
      N
      0.0011
      4999028.75
      4999028.75
      0.0032
      N
      N
      N
      N
    
    
      FIRST ABU DHABI BANK P.J.S.C.
      FIRST ABU DHABI BANK P.J.S.C. 0.000000%
      31849HU91
      2138002Y3WMK6RZS8H90
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-09
      2021-07-09
      2021-07-09
      N
      N
      N
      0.0011
      9997802.80
      9997802.80
      0.0064
      N
      N
      N
      N
    
    
      FIRST ABU DHABI BANK P.J.S.C.
      FIRST ABU DHABI BANK P.J.S.C. 0.000000%
      31849HV25
      2138002Y3WMK6RZS8H90
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0012
      6076047.93
      6076047.93
      0.0039
      N
      N
      N
      N
    
    
      FMS WERTMANAGEMENT
      FMS WERTMANAGEMENT 0.000000%
      34411GTF3
      HZFDOR6TCRSIQLKQTX32
      US34411GTF36
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-15
      2021-06-15
      2021-06-15
      N
      N
      N
      0.0008
      11136904.13
      11136904.13
      0.0071
      N
      N
      N
      N
    
    
      FMS WERTMANAGEMENT
      FMS WERTMANAGEMENT 0.000000%
      34411GU87
      HZFDOR6TCRSIQLKQTX32
      Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-08
      2021-07-08
      2021-07-08
      N
      N
      N
      0.0012
      4434988.24
      4434988.24
      0.0028
      N
      N
      N
      N
    
    
      ASCENSION HEALTH
      ASCENSION HEALTH 0.059999%
      455057ZC6
      0001663043
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-07
      2021-05-07
      2033-11-15
      Y
      
        Ascension Health
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0006
      15000000.00
      15000000.00
      0.0096
      N
      N
      Y
      N
    
    
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH 0.000000%
      45581BSH1
      US45581BSH14
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-17
      2021-05-17
      2021-05-17
      N
      N
      N
      0.0009
      7999644.88
      7999644.88
      0.0051
      N
      N
      N
      N
    
    
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH 0.000000%
      45581BTF4
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-15
      2021-06-15
      2021-06-15
      N
      N
      N
      0.0013
      5409087.50
      5409087.50
      0.0035
      N
      N
      N
      N
    
    
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH 0.000000%
      45581BTN7
      US45581BTN72
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-22
      2021-06-22
      2021-06-22
      N
      N
      N
      0.0015
      2810395.80
      2810395.80
      0.0018
      N
      N
      N
      N
    
    
      IONIC CAPITAL II TRUST
      IONIC CAPITAL II TRUST 0.000000%
      46221LT41
      254900ABXGHL7TZDR053
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-06-04
      N
      Y
      
        CITIBANK, NATIONAL ASSOCIATION
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0014
      9998687.50
      9998687.50
      0.0064
      N
      N
      N
      N
    
    
      IONIC CAPITAL II TRUST
      IONIC CAPITAL II TRUST 0.000000%
      46221LT90
      254900ABXGHL7TZDR053
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-09
      2021-06-09
      2021-06-09
      N
      Y
      
        CITIBANK, NATIONAL ASSOCIATION
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0014
      9086586.27
      9086586.27
      0.0058
      N
      N
      N
      N
    
    
      IONIC CAPITAL II TRUST
      IONIC CAPITAL II TRUST 0.000000%
      46221LU15
      254900ABXGHL7TZDR053
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-01
      2021-07-01
      2021-07-01
      N
      Y
      
        CITIBANK, NATIONAL ASSOCIATION
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0017
      4998527.50
      4998527.50
      0.0032
      N
      N
      N
      N
    
    
      KFW
      KFW 0.000000%
      48246TT17
      549300GDPG70E3MBBU98
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0008
      5999568.00
      5999568.00
      0.0038
      N
      N
      N
      N
    
    
      KFW
      KFW 0.000000%
      48246TT41
      549300GDPG70E3MBBU98
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-04
      2021-06-04
      2021-06-04
      N
      N
      N
      0.0008
      5699540.07
      5699540.07
      0.0036
      N
      N
      N
      N
    
    
      MACQUARIE BANK LIMITED
      MACQUARIE BANK LIMITED 0.000000%
      55607KUG9
      4ZHCHI4KYZG2WVRT8631
      0001257135
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-16
      2021-07-16
      2021-07-16
      N
      N
      N
      0.0015
      4998385.15
      4998385.15
      0.0032
      N
      N
      N
      N
    
    
      MATCHPOINT FINANCE PUBLIC LIMITED COMPANY
      MATCHPOINT FINANCE PUBLIC LIMITED COMPANY 0.000000%
      57666AU67
      635400YCKMVA7GIA6Q33
      US57666AU677
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-06
      2021-07-06
      2021-07-06
      N
      Y
      
        BNP Paribas
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0015
      6038291.34
      6038291.34
      0.0039
      N
      N
      N
      N
    
    
      MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND
      MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND 0.120001%
      59447TXC2
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-07
      2021-05-07
      2049-09-01
      Y
      
        Bank of America, National Associ
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        BANK OF AMERICA, NATIONAL ASSOCI
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0012
      7100000.00
      7100000.00
      0.0045
      N
      N
      Y
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION 0.150000%
      60683BV26
      JBONEPAGQXF4QP29B387
      0001462160
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-16
      2021-07-16
      2021-07-16
      N
      N
      N
      0.0014
      7500144.15
      7500144.15
      0.0048
      N
      N
      N
      N
    
    
      MIZUHO BANK, LTD.-SINGAPORE BRANCH
      MIZUHO BANK, LTD.-SINGAPORE BRANCH 0.000000%
      60689PS31
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0009
      19999850.00
      19999850.00
      0.0128
      N
      Y
      Y
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.300000%
      63376DMP7
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-14
      2021-05-14
      2021-05-14
      N
      N
      N
      0.0011
      11450827.84
      11450827.84
      0.0073
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.320000%
      63376DNG6
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-06-04
      N
      N
      N
      0.0018
      3953537.61
      3953537.61
      0.0025
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.320000%
      63376DNL5
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-09
      2021-06-09
      2021-06-09
      N
      N
      N
      0.0019
      4696677.73
      4696677.73
      0.0030
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.320000%
      63376DPB5
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-25
      2021-06-25
      2021-06-25
      N
      N
      N
      0.0022
      3054465.06
      3054465.06
      0.0019
      N
      N
      N
      N
    
    
      NATIONWIDE BUILDING SOCIETY
      NATIONWIDE BUILDING SOCIETY 0.000000%
      6385E0SA2
      549300XFX12G42QIKN82
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-10
      2021-05-10
      2021-05-10
      N
      N
      N
      0.0009
      4187896.47
      4187896.47
      0.0027
      N
      N
      N
      N
    
    
      NATIONWIDE BUILDING SOCIETY
      NATIONWIDE BUILDING SOCIETY 0.000000%
      6385E0SE4
      549300XFX12G42QIKN82
      US6385E0SE42
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-14
      2021-05-14
      2021-05-14
      N
      N
      N
      0.0011
      16427271.75
      16427271.75
      0.0105
      N
      N
      N
      N
    
    
      NATIONWIDE BUILDING SOCIETY
      NATIONWIDE BUILDING SOCIETY 0.000000%
      6385E0SQ7
      549300XFX12G42QIKN82
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-24
      2021-05-24
      2021-05-24
      N
      N
      N
      0.0013
      4999570.00
      4999570.00
      0.0032
      N
      N
      N
      N
    
    
      NATIXIS-NEW YORK BRANCH
      NATIXIS-NEW YORK BRANCH 0.000000%
      63873JS35
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0007
      14999907.45
      14999907.45
      0.0096
      N
      Y
      Y
      N
    
    
      NIEUW AMSTERDAM RECEIVABLES CORPORATION
      NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.000000%
      65409RTB6
      54930052Z500U6IGFJ82
      US65409RTB68
      0001372595
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-11
      2021-06-11
      2021-06-11
      N
      Y
      
        COOEPERATIEVE RABOBANK U.A.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0012
      5555196.21
      5555196.21
      0.0035
      N
      N
      N
      N
    
    
      NIEUW AMSTERDAM RECEIVABLES CORPORATION
      NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.000000%
      65409RUN8
      54930052Z500U6IGFJ82
      US65409RUN87
      0001372595
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-22
      2021-07-22
      2021-07-22
      N
      Y
      
        COOEPERATIEVE RABOBANK U.A.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0015
      14994881.70
      14994881.70
      0.0096
      N
      N
      N
      N
    
    
      NORINCHUKIN BANK (THE)
      NORINCHUKIN BANK (THE) 0.170000%
      65602YEW6
      5493007VSMFZCPV1NB83
      0001496637
      Certificate of Deposit
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-06
      2021-07-06
      2021-07-06
      N
      N
      N
      0.0014
      15000920.55
      15000920.55
      0.0096
      N
      N
      N
      N
    
    
      PORTLAND MAINE (CITY OF)...
      PORTLAND MAINE (CITY OF)... 0.090002%
      7365594Y8
      US7365594Y83
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-07
      2021-05-07
      2026-06-01
      Y
      
        SUMITOMO MITSUI BANKING CORPORAT
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        SUMITOMO MITSUI BANKING CORPORAT
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0009
      10305000.00
      10305000.00
      0.0066
      N
      N
      Y
      N
    
    
      PROVIDENCE ST. JOSEPH HEALTH
      PROVIDENCE ST. JOSEPH HEALTH 0.119999%
      743755AG5
      US743755AG53
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-07
      2021-05-07
      2042-10-01
      Y
      
        U.S. BANK NATIONAL ASSOCIATION
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        U.S. BANK NATIONAL ASSOCIATION
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0012
      7880000.00
      7880000.00
      0.0050
      N
      N
      Y
      N
    
    
      PROVIDENCE ST. JOSEPH HEALTH
      PROVIDENCE ST. JOSEPH HEALTH 0.110002%
      743756AA6
      US743756AA66
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-07
      2021-05-07
      2047-10-01
      Y
      
        MUFG BANK, LTD.-NEW YORK BRANCH
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        MUFG BANK, LTD.-NEW YORK BRANCH
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0011
      17000000.00
      17000000.00
      0.0108
      N
      N
      Y
      N
    
    
      SALISBURY RECEIVABLES COMPANY LLC
      SALISBURY RECEIVABLES COMPANY LLC 0.000000%
      79490ATB4
      549300HB2PGDP0V6U989
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-11
      2021-06-11
      2021-06-11
      N
      Y
      
        Barclays Bank PLC
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0013
      6262035.50
      6262035.50
      0.0040
      N
      N
      N
      N
    
    
      SHEFFIELD RECEIVABLES COMPANY LLC
      SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
      82124LS45
      549300MYF6MOTU9T3G29
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-04
      2021-05-04
      2021-05-04
      N
      Y
      
        Barclays Bank PLC
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0008
      7999932.48
      7999932.48
      0.0051
      N
      N
      Y
      N
    
    
      SUMITOMO MITSUI TRUST BANK, LIMITED
      SUMITOMO MITSUI TRUST BANK, LIMITED 0.150000%
      86564GVT5
      5493006GGLR4BTEL8O61
      0001046017
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-16
      2021-07-16
      2021-07-16
      N
      N
      N
      0.0013
      7500304.58
      7500304.58
      0.0048
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK, LIMITED-SINGAPORE BRANCH
      SUMITOMO MITSUI TRUST BANK, LIMITED-SINGAPORE BRANCH 0.000000%
      86564YSU7
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-28
      2021-05-28
      2021-05-28
      N
      N
      N
      0.0009
      6999531.77
      6999531.77
      0.0045
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORPORATION
      SUMITOMO MITSUI BANKING CORPORATION 0.090000%
      86565CH77
      5U0XI89JRFVHWIBS4F54
      0001158084
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-14
      2021-05-14
      2021-05-14
      N
      N
      N
      0.0007
      10000070.00
      10000070.00
      0.0064
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORPORATION
      SUMITOMO MITSUI BANKING CORPORATION 0.150000%
      86565CYR4
      5U0XI89JRFVHWIBS4F54
      0001158084
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-25
      2021-05-25
      2021-05-25
      N
      N
      N
      0.0009
      8951366.54
      8951366.54
      0.0057
      N
      N
      N
      N
    
    
      STATE OF TEXAS
      STATE OF TEXAS 0.080001%
      882723H77
      549300X9CH74QB747L76
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2021-05-07
      2021-05-07
      2042-12-01
      Y
      
        STATE STREET BANK AND TRUST COMP
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        STATE STREET BANK AND TRUST COMP
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0008
      15000000.00
      15000000.00
      0.0096
      N
      N
      Y
      N
    
    
      TORONTO-DOMINION BANK (THE)
      TORONTO-DOMINION BANK (THE) 0.000000%
      89119ASL3
      PT3QB789TSUIDF371261
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-20
      2021-05-20
      2021-05-20
      N
      N
      N
      0.0009
      2999848.32
      2999848.32
      0.0019
      N
      N
      N
      N
    
    
      TRIBOROUGH BRIDGE AND TUNNEL AUTHORITY
      TRIBOROUGH BRIDGE AND TUNNEL AUTHORITY 0.099999%
      89602RFE0
      54930020ZN4LQF7K3456
      US89602RFE09
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-07
      2021-05-07
      2032-11-15
      Y
      
        Bank of America, National Associ
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        BANK OF AMERICA, NATIONAL ASSOCI
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0010
      3665000.00
      3665000.00
      0.0023
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
      90376PAU5
      549300IDY55XMYWXSD28
      US90376PAU57
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-07
      2021-05-07
      2030-03-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0009
      4000000.00
      4000000.00
      0.0026
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.100001%
      90376PBG5
      549300IDY55XMYWXSD28
      US90376PBG54
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-07
      2021-05-07
      2028-06-20
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0010
      1000000.00
      1000000.00
      0.0006
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.100001%
      90376PBX8
      549300IDY55XMYWXSD28
      US90376PBX87
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-07
      2021-05-07
      2027-09-30
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0010
      2000000.00
      2000000.00
      0.0013
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.099999%
      90376PCG4
      549300IDY55XMYWXSD28
      US90376PCG46
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-07
      2021-05-07
      2027-08-13
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0010
      2200000.00
      2200000.00
      0.0014
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.000000%
      90376PCL3
      549300IDY55XMYWXSD28
      US90376PCL31
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-01-26
      2022-01-26
      2022-01-26
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0018
      4003542.88
      4003542.88
      0.0026
      N
      N
      N
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963S6
      254900HROIFWPRGM1V77
      US9127963S60
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-15
      2021-07-15
      2021-07-15
      N
      N
      N
      0.0001
      9999721.20
      9999721.20
      0.0064
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796B57
      254900HROIFWPRGM1V77
      US912796B575
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-08
      2021-07-08
      2021-07-08
      N
      N
      N
      0.0002
      19999450.00
      19999450.00
      0.0128
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C49
      254900HROIFWPRGM1V77
      US912796C490
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-22
      2021-07-22
      2021-07-22
      N
      N
      N
      0.0002
      19999333.40
      19999333.40
      0.0128
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C56
      254900HROIFWPRGM1V77
      US912796C565
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-29
      2021-07-29
      2021-07-29
      N
      N
      N
      0.0002
      24999093.75
      24999093.75
      0.0159
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C64
      254900HROIFWPRGM1V77
      US912796C649
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-05
      2021-08-05
      2021-08-05
      N
      N
      N
      0.0002
      54997429.30
      54997429.30
      0.0351
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796D48
      254900HROIFWPRGM1V77
      US912796D480
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-19
      2021-08-19
      2021-08-19
      N
      N
      N
      0.0002
      26998987.50
      26998987.50
      0.0172
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796G37
      254900HROIFWPRGM1V77
      US912796G376
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      15999871.04
      15999871.04
      0.0102
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796H28
      254900HROIFWPRGM1V77
      US912796H283
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-22
      2021-06-22
      2021-06-22
      N
      N
      N
      0.0001
      8958875.56
      8958875.56
      0.0057
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796H85
      254900HROIFWPRGM1V77
      US912796H853
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-06
      2021-07-06
      2021-07-06
      N
      N
      N
      0.0001
      21999687.16
      21999687.16
      0.0140
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.125000%
      9128282F6
      254900HROIFWPRGM1V77
      US9128282F67
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0005
      2107359.53
      2107359.53
      0.0013
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.000000%
      912828D72
      254900HROIFWPRGM1V77
      US912828D721
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0005
      1106992.80
      1106992.80
      0.0007
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.125000%
      912828RC6
      254900HROIFWPRGM1V77
      US912828RC60
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-15
      2021-08-15
      2021-08-15
      N
      N
      N
      0.0005
      2213111.60
      2213111.60
      0.0014
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.125000%
      912828S27
      254900HROIFWPRGM1V77
      US912828S273
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-30
      2021-06-30
      2021-06-30
      N
      N
      N
      0.0005
      560964.28
      560964.28
      0.0004
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.125000%
      912828S76
      254900HROIFWPRGM1V77
      US912828S760
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-31
      2021-07-31
      2021-07-31
      N
      N
      N
      0.0005
      1203170.74
      1203170.74
      0.0008
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.625000%
      912828Y20
      254900HROIFWPRGM1V77
      US912828Y206
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-15
      2021-07-15
      2021-07-15
      N
      N
      N
      0.0005
      4985749.20
      4985749.20
      0.0032
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.500000%
      912828YC8
      254900HROIFWPRGM1V77
      US912828YC87
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0005
      602836.24
      602836.24
      0.0004
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.069001%
      91282CBK6
      254900HROIFWPRGM1V77
      US91282CBK62
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-01
      2023-01-31
      2023-01-31
      N
      N
      N
      0.0005
      12004639.68
      12004639.68
      0.0077
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.054000%
      91282CBY6
      254900HROIFWPRGM1V77
      US91282CBY66
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-01
      2023-04-30
      2023-04-30
      N
      N
      N
      0.0005
      15500625.89
      15500625.89
      0.0099
      N
      Y
      Y
      N
    
    
      REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE)
      REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) 0.090002%
      91412GEX9
      RRR42I7GG51DB5HDQR14
      US91412GEX97
      0000315054
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-07
      2021-05-07
      2041-07-01
      Y
      
        REGENTS OF THE UNIVERSITY OF CAL
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0009
      15530000.00
      15530000.00
      0.0099
      N
      N
      Y
      N
    
    
      VERSAILLES COMMERCIAL PAPER LLC
      VERSAILLES COMMERCIAL PAPER LLC 0.000000%
      92512LS69
      US92512LS697
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-06
      2021-05-06
      2021-05-06
      N
      Y
      
        NATIXIS
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0006
      6999928.81
      6999928.81
      0.0045
      N
      N
      Y
      N
    
    
      VERSAILLES COMMERCIAL PAPER LLC
      VERSAILLES COMMERCIAL PAPER LLC 0.000000%
      92512LTA9
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-10
      2021-06-10
      2021-06-10
      N
      Y
      
        NATIXIS
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0014
      9636518.16
      9636518.16
      0.0061
      N
      N
      N
      N
    
    
      VICTORY RECEIVABLES CORPORATION
      VICTORY RECEIVABLES CORPORATION 0.000000%
      92646KU75
      549300D0F37QF0LP7F94
      US92646KU758
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-07
      2021-07-07
      2021-07-07
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0014
      9997355.60
      9997355.60
      0.0064
      N
      N
      N
      N
    
    
      VICTORY RECEIVABLES CORPORATION
      VICTORY RECEIVABLES CORPORATION 0.000000%
      92646KUT7
      549300D0F37QF0LP7F94
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-27
      2021-07-27
      2021-07-27
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0014
      9996577.80
      9996577.80
      0.0064
      N
      N
      N
      N
    
    
      VICTORY RECEIVABLES CORPORATION
      VICTORY RECEIVABLES CORPORATION 0.000000%
      92646KV33
      549300D0F37QF0LP7F94
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-03
      2021-08-03
      2021-08-03
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0014
      4998139.60
      4998139.60
      0.0032
      N
      N
      N
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.130000%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR038816779224BAN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-04-15
          
          3.875000
          207400.00
          469855.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          2.250000
          4325000.00
          4590499.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          3.125000
          35000.00
          39861.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-03
      2021-05-03
      2021-05-03
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0013
      5000000.00
      5000000.00
      0.0032
      N
      Y
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.119999%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR038B697792242BA
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2051-04-20
          
          3.000000
          1459365.00
          1544981.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          3.125000
          100.00
          114.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-07
      2021-05-07
      2021-05-11
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0012
      1500000.00
      1500000.00
      0.0010
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.119999%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR0399137792243BA
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2051-04-20
          
          2.500000
          1000.00
          1040.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2051-04-20
          
          3.000000
          2917784.00
          3088961.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-07
      2021-05-07
      2021-05-11
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0012
      3000000.00
      3000000.00
      0.0019
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.090000%
      2IGI19DL77OX0HC3ZE78
      0000016847
      TPR03A0EF7792241CA
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.000000
          11090.00
          6227.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          4.000000
          1698656.00
          1474851.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          3.500000
          616951.00
          253784.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          3.000000
          3015527.00
          1648278.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-10-01
          
          2.000000
          1554166.00
          1485424.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          25683.00
          25645.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          4.500000
          246250.00
          226381.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.500000
          2608.00
          2294.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-03-01
          
          2.000000
          23763.00
          23960.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-09-20
          
          3.500000
          1000.00
          372.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-02-15
          
          0.875000
          700.00
          936.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2050-02-15
          
          0.250000
          100.00
          109.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-07-15
          
          0.250000
          1500.00
          1718.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-07
      2021-05-07
      2021-07-27
      Y
      
        CANADIAN IMPERIAL BANK OF COMMER
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0009
      5000000.00
      5000000.00
      0.0032
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.090000%
      2IGI19DL77OX0HC3ZE78
      0000016847
      TPR03A142779224CAN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.000000
          9370.00
          5261.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-10-01
          
          4.500000
          3964201.00
          878718.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          3.500000
          26201.00
          12695.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          4.000000
          1000.00
          544.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          3.000000
          1131.00
          600.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-03-01
          
          4.500000
          1580933.00
          945495.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          4.000000
          899841.00
          639226.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.500000
          1058560.00
          696751.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.000000
          1000.00
          274.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          4.000000
          1000.00
          707.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          3.000000
          1674400.00
          915222.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-10-01
          
          2.000000
          842109.00
          804862.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          46076.00
          46007.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          4.500000
          205392.00
          188820.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.000000
          1035.00
          762.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.500000
          1000.00
          880.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-12-20
          
          4.500000
          51982.00
          12884.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          0.00
          100.00
          94.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2051-02-15
          
          0.00
          100.00
          50.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-02-15
          
          0.875000
          100.00
          134.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2050-02-15
          
          0.250000
          100.00
          109.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-07
      2021-05-07
      2021-07-28
      Y
      
        CANADIAN IMPERIAL BANK OF COMMER
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0009
      5000000.00
      5000000.00
      0.0032
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.090000%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR03A34A7792241BA
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2051-04-20
          
          3.000000
          746228.00
          790007.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-04-15
          
          3.875000
          780300.00
          1767733.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-07
      2021-05-07
      2021-05-07
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0009
      2500000.00
      2500000.00
      0.0016
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A4317792242RO
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          103889.00
          29928.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          19749.00
          11473.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          5.000000
          8428013.00
          3592293.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          4281.00
          4160.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          51385.00
          49523.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          14418.00
          7617.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          4365.00
          3265.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          9836.00
          9553.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          25097.00
          22832.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          14544.00
          14861.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          2975.00
          2880.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          1925.00
          2003.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          3.000000
          1067.00
          1133.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.500000
          2495.00
          2591.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          6346.00
          6159.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          4703378.00
          4649573.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          1528985.00
          1551424.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          224128.00
          238732.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-07
      2021-05-07
      2021-08-09
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0007
      10000000.00
      10000000.00
      0.0064
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A4327792243RO
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          73316.00
          21120.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          88311.00
          51305.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          7824.00
          7604.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          3960722.00
          3817200.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          16158.00
          8536.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          18539.00
          13866.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          11382.00
          11054.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          23941.00
          21781.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          5897737.00
          6026176.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          11942.00
          11562.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          7028.00
          7311.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          3.000000
          9237.00
          9809.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.500000
          3187.00
          3310.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          2239.00
          2173.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          31004.00
          30649.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          65776.00
          66741.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          84308.00
          89801.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-07
      2021-05-07
      2021-08-09
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0007
      10000000.00
      10000000.00
      0.0064
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A49A7792244RO
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          105561.00
          30409.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          40512.00
          23536.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2045-08-01
          
          3.500000
          1253481.00
          589326.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          11961.00
          11624.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          49992.00
          48180.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          13945.00
          7367.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          8407.00
          6288.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          1000.00
          971.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          48247.00
          43893.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1000.00
          1022.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          9212490.00
          8525257.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          11008.00
          11550.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          10699.00
          10358.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          9172.00
          9542.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          3.000000
          2504.00
          2659.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          2484.00
          2411.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          5676.00
          5611.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          830853.00
          843046.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          3.000000
          13119.00
          13864.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          315854.00
          336435.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          4.000000
          24031845.00
          5796649.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-07
      2021-05-07
      2021-08-09
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0007
      16000000.00
      16000000.00
      0.0102
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A49C779224ROY
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          411613.00
          118575.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          125857.00
          73117.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-04-01
          
          3.500000
          2706308.00
          1274077.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          18792.00
          18263.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          208161.00
          200618.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          52293.00
          27627.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          16799.00
          12565.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          47107.00
          45751.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-08-01
          
          4.000000
          6381131.00
          3778201.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          3.500000
          83227.00
          56248.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.500000
          4648557.00
          3481390.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          2.000000
          4600000.00
          4044037.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          135745.00
          138701.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          4476190.00
          4584957.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          2919867.00
          3063754.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          15448.00
          14956.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-02-01
          
          2.000000
          3969051.00
          4019870.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          12932.00
          13453.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          3.000000
          1000.00
          1062.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          4.500000
          6354624.00
          4808773.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          16423.00
          15939.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          5251194.00
          5191122.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          1099213.00
          1115345.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          583574.00
          621599.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-07
      2021-05-07
      2021-08-10
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0007
      36000000.00
      36000000.00
      0.0230
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03A6C57792243BN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-12
          
          0.00
          46300.00
          46297.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-05-15
          
          0.00
          309700.00
          163069.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          1.875000
          3700.00
          3767.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-07-15
          
          0.750000
          15685800.00
          18987341.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-09-30
          
          1.500000
          446400.00
          449677.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-02-15
          
          0.00
          41.00
          32.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          0.00
          8127.00
          5105.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          0.00
          1434270.00
          744711.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-07
      2021-05-07
      2021-08-19
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0006
      20000000.00
      20000000.00
      0.0128
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03A6C67792241BN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2045-02-15
          
          4.000000
          100000.00
          3063.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-15
          
          4.500000
          1000.00
          1237.00
          Agency Collateralized Mortgage Obligation
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-09-01
          
          7.500000
          1970.00
          20.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.500000
          2967.00
          3049.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          2.000000
          1001.00
          1013.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          1000.00
          986.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          1980.00
          1946.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-06-01
          
          5.000000
          10342.00
          1004.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2034-11-20
          
          2.486000
          1000.00
          443.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-20
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          0.00
          1700.00
          1125.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-15
          
          8.125000
          700.00
          728.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-02-15
          
          4.750000
          300.00
          418.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-08-15
          
          3.875000
          1485500.00
          1914054.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-02-15
          
          0.750000
          1222500.00
          1613638.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-15
          
          2.750000
          100.00
          101.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-15
          
          0.375000
          6649600.00
          6657385.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-07
      2021-05-07
      2021-08-19
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0006
      10000000.00
      10000000.00
      0.0064
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03AA417792241RO
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          4.000000
          1000.00
          263.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          5602.00
          1614.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          18404.00
          10692.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          1297.00
          1260.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          255309.00
          246058.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          1332.00
          704.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          3293.00
          3198.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          7747.00
          7048.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1575.00
          1609.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          1000.00
          1049.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          1000.00
          968.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          4.000000
          1000.00
          1081.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          3.000000
          8063.00
          8562.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          1000.00
          971.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          11406.00
          11276.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          47068.00
          47759.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          92101.00
          98102.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          4.000000
          2468615.00
          1801787.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-07
      2021-05-07
      2021-08-30
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0007
      2200000.00
      2200000.00
      0.0014
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03AB0B779224BNP
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-20
          
          0.00
          200.00
          200.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-11-15
          
          0.00
          20300.00
          13622.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-05-15
          
          0.00
          100.00
          53.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          6.625000
          8750000.00
          11624968.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-31
          
          2.000000
          2024400.00
          2081061.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          1.875000
          6260100.00
          6373138.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          1.500000
          40500.00
          41928.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-15
          
          0.375000
          30800.00
          30836.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-02-15
          
          0.00
          10.00
          7.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-11-15
          
          0.00
          2087085.00
          1570886.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-15
          
          0.00
          23.00
          23.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-05-15
          
          0.00
          1331462.00
          703278.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-07
      2021-05-07
      2021-09-07
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0006
      22000000.00
      22000000.00
      0.0140
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03AB0C7792242BN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-12
          
          0.00
          7316500.00
          7316098.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-12-02
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-08-15
          
          2.875000
          2554000.00
          2854979.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-30
          
          2.750000
          1000.00
          1051.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-09-30
          
          1.500000
          1900.00
          1914.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          0.375000
          2600.00
          2608.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          0.069001
          13300.00
          13306.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-02-29
          
          1.125000
          100.00
          99.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          0.00
          15673.00
          9845.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-07
      2021-05-07
      2021-09-07
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0006
      10000000.00
      10000000.00
      0.0064
      N
      N
      Y
      N
    
    
      WELLS FARGO SECURITIES, LLC
      WELLS FARGO SECURITIES, LLC 0.210000%
      VYVVCKR63DVZZN70PB21
      0001224385
      TPR03B927779224WEL
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AGRICULTURAL BK CHINA LTD N Y
          
            2021-12-01
          
          0.00
          951776.00
          950000.00
          Money Market
        
        
          ARIZONA PUBLIC SERVICE COMPANY
          YG6VT0TPHRH4TFVAQV64
          
            2050-05-15
          
          3.350000
          305000.00
          315533.00
          Corporate Debt Securities
        
        
          CABOT CORP
          K05C0SER542GQ6VLRO68
          
            2021-05-06
          
          0.00
          950027.00
          949999.00
          Money Market
        
        
          CABOT CORP
          K05C0SER542GQ6VLRO68
          
            2021-05-28
          
          0.00
          950136.00
          949999.00
          Money Market
        
        
          Duke Realty Limited Partnership
          2549009GZDBNY1KE9O81
          
            2050-03-01
          
          3.050000
          1008000.00
          949081.00
          Corporate Debt Securities
        
        
          GE CAPITAL FUNDING, LLC
          549300XAGH9TOLX5XM67
          
            2032-05-15
          
          4.550000
          804000.00
          949463.00
          Corporate Debt Securities
        
        
          GENERAL MTRS FINL CO INC
          
            2021-07-20
          
          0.00
          951263.00
          950000.00
          Money Market
        
        
          GENERAL MTRS FINL CO INC
          
            2021-07-28
          
          0.00
          951451.00
          950000.00
          Money Market
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2023-11-17
          
          0.627000
          731000.00
          733627.00
          Corporate Debt Securities
        
        
          HARLEY-DAVIDSON FDG CORP
          
            2021-08-03
          
          0.00
          940210.00
          938691.00
          Money Market
        
        
          HARLEY-DAVIDSON FDG CORP
          
            2021-09-09
          
          0.00
          952321.00
          949999.00
          Money Market
        
        
          HARLEY-DAVIDSON FDG CORP
          
            2021-10-21
          
          0.00
          953709.00
          950000.00
          Money Market
        
        
          HYUNDAI CAP AMER INC
          
            2022-01-18
          
          0.00
          952353.00
          950000.00
          Money Market
        
        
          HYUNDAI CAP AMER INC
          
            2022-04-26
          
          0.00
          953345.00
          950000.00
          Money Market
        
        
          PT PERTAMINA (PERSERO)
          254900NDAKGNZ2IBBL45
          
            2060-02-25
          
          4.150000
          753000.00
          736361.00
          Corporate Debt Securities
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-05-10
          
          0.00
          949773.00
          949737.00
          Money Market
        
        
          SWEDBANK FORENINGSSPARBKN AB
          
            2021-11-29
          
          0.00
          950961.00
          950000.00
          Money Market
        
        
          VW CREDIT INC
          
            2022-01-19
          
          0.00
          952509.00
          949999.00
          Money Market
        
        
          VW CREDIT INC
          
            2022-03-08
          
          0.00
          952982.00
          949999.00
          Money Market
        
        
          VW CREDIT INC
          
            2022-03-15
          
          0.00
          953049.00
          949999.00
          Money Market
        
        
          Sinopec Group Overseas Development (2015) Limited
          5299002Z28NLP3WPFH36
          
            2045-04-28
          
          4.100000
          876000.00
          949880.00
          Corporate Debt Securities
        
        
          ONCOR ELECTRIC DELIVERY COMPANY LLC
          549300SP2X2BS1KERD24
          
            2049-06-01
          
          3.800000
          63000.00
          71872.00
          Corporate Debt Securities
        
        
          PETRONAS Capital Limited
          549300G7YFX3540OYR85
          
            2061-04-28
          
          3.404000
          985089.00
          949999.00
          Corporate Debt Securities
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-05
      2021-05-05
      2021-05-05
      N
      N
      N
      0.0021
      19000000.00
      19000000.00
      0.0121
      N
      N
      Y
      N
    
    
      SCOTIA CAPITAL (USA) INC.
      SCOTIA CAPITAL (USA) INC. 0.150000%
      549300BLWPABP1VNME36
      0000064241
      TPR03B9B87792241SC
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AIR PRODUCTS AND CHEMICALS, INC.
          7QEON6Y1RL5XR3R1W237
          
            2021-11-03
          
          3.000000
          1069000.00
          1099691.00
          Corporate Debt Securities
        
        
          ALPHABET INC.
          5493006MHB84DD0ZWV18
          
            2021-05-19
          
          3.625000
          217000.00
          220852.00
          Corporate Debt Securities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2021-12-05
          
          3.300000
          1314000.00
          1348298.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2021-05-06
          
          2.850000
          255000.00
          258559.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2022-02-09
          
          2.150000
          1322000.00
          1348767.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-09-15
          
          1.850000
          11000.00
          11078.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-08-13
          
          3.400000
          2000.00
          2032.00
          Corporate Debt Securities
        
        
          Blackstone Secured Lending Fund
          549300KM7KWQHVBNH962
          
            2023-07-14
          
          3.650000
          5000.00
          5285.00
          Corporate Debt Securities
        
        
          Broadcom Inc.
          549300WV6GIDOZJTV909
          
            2034-04-15
          
          3.469000
          2000.00
          2026.00
          Corporate Debt Securities
        
        
          BUSINESS DEVELOPMENT CORPORATION OF AMERICA
          549300K8IFP295FLKS39
          
            2026-03-30
          
          3.250000
          28000.00
          28030.00
          Corporate Debt Securities
        
        
          CANADIAN IMPERIAL BANK OF COMMERCE
          2IGI19DL77OX0HC3ZE78
          
            2023-09-13
          
          0.843880
          1095000.00
          1111478.00
          Corporate Debt Securities
        
        
          Chevron U.S.A. Inc.
          VA8TZDWPEZYU430RZ444
          
            2022-08-12
          
          0.333000
          2000.00
          2003.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2021-05-16
          
          2.100000
          1090000.00
          1101180.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-03-03
          
          2.498000
          1064000.00
          1086892.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2023-05-11
          
          1.102500
          20000.00
          20382.00
          Corporate Debt Securities
        
        
          CISCO SYSTEMS, INC.
          549300LKFJ962MZ46593
          
            2021-09-20
          
          1.850000
          1328000.00
          1337635.00
          Corporate Debt Securities
        
        
          MAXIM CRANE WORKS LLC
          
            2024-08-01
          
          10.125000
          2000.00
          2135.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-10-29
          
          3.000000
          996000.00
          1009160.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-11-12
          
          2.100000
          1079000.00
          1099577.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2022-02-04
          
          0.460000
          1093000.00
          1093895.00
          Corporate Debt Securities
        
        
          Delta Air Lines, Inc.
          Q2CCMS6R0AS67HJMBN42
          
            2025-05-01
          
          7.000000
          3000.00
          3592.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2022-03-06
          
          2.397000
          316000.00
          321870.00
          Corporate Debt Securities
        
        
          Gateway Casinos & Entertainment Limited
          549300JSKBQMMD1B3U44
          
            2024-03-01
          
          8.250000
          5000.00
          4868.00
          Corporate Debt Securities
        
        
          The Home Depot, Inc.
          QEKMOTMBBKA8I816DO57
          
            2022-03-01
          
          3.250000
          6000.00
          6183.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2022-08-19
          
          0.483000
          1347000.00
          1349388.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2021-10-01
          
          3.300000
          1065000.00
          1081314.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2022-05-11
          
          2.350000
          1067000.00
          1099898.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2042-04-22
          
          3.157000
          8854.00
          8875.00
          Corporate Debt Securities
        
        
          JOHNSON & JOHNSON
          549300G0CFPGEF6X2043
          
            2022-03-03
          
          2.250000
          604000.00
          615097.00
          Corporate Debt Securities
        
        
          NESTLE HOLDINGS, INC.
          549300EAEU8YV8MQXP30
          
            2021-09-24
          
          3.100000
          515000.00
          521278.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-07-08
          
          2.800000
          1070000.00
          1084157.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-09-15
          
          1.900000
          1081000.00
          1088778.00
          Corporate Debt Securities
        
        
          PFIZER INC.
          765LHXWGK1KXCLTFYQ30
          
            2022-03-11
          
          2.800000
          1066000.00
          1093802.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2021-11-15
          
          2.900000
          2000.00
          2056.00
          Corporate Debt Securities
        
        
          THE PROCTER & GAMBLE COMPANY
          2572IBTT8CCZW6AU4141
          
            2022-02-06
          
          2.300000
          3000.00
          3063.00
          Corporate Debt Securities
        
        
          SANTOS FINANCE LTD
          213800BKUBSWG53XNS94
          
            2031-04-29
          
          3.649000
          506.00
          505.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-05-10
          
          1.875000
          781000.00
          788173.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-09-12
          
          1.750000
          1082000.00
          1090833.00
          Corporate Debt Securities
        
        
          SVENSKA HANDELSBANKEN AB
          NHBDILHZTYCNBV5UYZ31
          
            2021-05-24
          
          3.350000
          1081000.00
          1098714.00
          Corporate Debt Securities
        
        
          Target Corporation
          8WDDFXB5T1Z6J0XC1L66
          
            2022-01-15
          
          2.900000
          570000.00
          585355.00
          Corporate Debt Securities
        
        
          TEEKAY CORPORATION
          YHKQM2RIPKZYOZ6RVZ46
          
            2022-11-15
          
          9.250000
          55000.00
          58432.00
          Corporate Debt Securities
        
        
          TITAN INTERNATIONAL INC
          
            2023-11-30
          
          6.500000
          29000.00
          30745.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2022-04-21
          
          1.750000
          1320000.00
          1338107.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2024-02-09
          
          0.377600
          201000.00
          201331.00
          Corporate Debt Securities
        
        
          U.S. BANK NATIONAL ASSOCIATION
          6BYL5QZYBDK8S7L73M02
          
            2022-01-21
          
          1.800000
          1182000.00
          1199825.00
          Corporate Debt Securities
        
        
          UNILEVER CAPITAL CORPORATION
          MYF1DAS6G5WY7PRWCU78
          
            2022-03-07
          
          3.000000
          147000.00
          151096.00
          Corporate Debt Securities
        
        
          WELLS FARGO BANK, NATIONAL ASSOCIATION
          KB1H1DSPRFMYMCUFXT09
          
            2022-05-27
          
          2.897000
          1320000.00
          1338602.00
          Corporate Debt Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0015
      27000000.00
      27000000.00
      0.0172
      N
      Y
      Y
      N
    
    
      SCOTIA CAPITAL (USA) INC.
      SCOTIA CAPITAL (USA) INC. 0.300000%
      549300BLWPABP1VNME36
      0000064241
      TPR03B9B9779224SCO
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          ALPHABET INC.
          5493006MHB84DD0ZWV18
          
            2021-05-19
          
          3.625000
          2000.00
          2036.00
          Corporate Debt Securities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2021-12-05
          
          3.300000
          1314000.00
          1348298.00
          Corporate Debt Securities
        
        
          ANTERO MIDSTREAM PART/FI
          
            2028-01-15
          
          5.750000
          545000.00
          558228.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2021-05-06
          
          2.850000
          192000.00
          194679.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2022-02-09
          
          2.150000
          1322000.00
          1348767.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-09-15
          
          1.850000
          1331000.00
          1340453.00
          Corporate Debt Securities
        
        
          Blackstone Secured Lending Fund
          549300KM7KWQHVBNH962
          
            2023-07-14
          
          3.650000
          219000.00
          231491.00
          Corporate Debt Securities
        
        
          BUSINESS DEVELOPMENT CORPORATION OF AMERICA
          549300K8IFP295FLKS39
          
            2026-03-30
          
          3.250000
          18000.00
          18019.00
          Corporate Debt Securities
        
        
          CK Hutchison International (21) Limited
          254900E16YL0NL5TFN79
          
            2041-04-15
          
          3.125000
          1559.00
          1533.00
          Corporate Debt Securities
        
        
          CVR PARTNERS/CVR NITROGE
          
            2023-06-15
          
          9.250000
          710000.00
          739953.00
          Corporate Debt Securities
        
        
          CANADIAN IMPERIAL BANK OF COMMERCE
          2IGI19DL77OX0HC3ZE78
          
            2023-09-13
          
          0.843880
          2000.00
          2030.00
          Corporate Debt Securities
        
        
          Chevron U.S.A. Inc.
          VA8TZDWPEZYU430RZ444
          
            2022-08-12
          
          0.333000
          8000.00
          8010.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2021-05-16
          
          2.100000
          2000.00
          2021.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2023-05-11
          
          1.102500
          7000.00
          7134.00
          Corporate Debt Securities
        
        
          CHOBANI LLC/FINANCE CORP
          
            2028-11-15
          
          4.625000
          117000.00
          123613.00
          Corporate Debt Securities
        
        
          CISCO SYSTEMS, INC.
          549300LKFJ962MZ46593
          
            2021-09-20
          
          1.850000
          1328000.00
          1337635.00
          Corporate Debt Securities
        
        
          MAXIM CRANE WORKS LLC
          
            2024-08-01
          
          10.125000
          684000.00
          730191.00
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK OF AUSTRALIA
          MSFSBD3QN1GSN7Q6C537
          
            2022-09-18
          
          0.870000
          2000.00
          2018.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-10-29
          
          3.000000
          1312000.00
          1329336.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-11-12
          
          2.100000
          456000.00
          464696.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2022-02-04
          
          0.460000
          1346000.00
          1347102.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2022-03-06
          
          2.397000
          229000.00
          233254.00
          Corporate Debt Securities
        
        
          Gateway Casinos & Entertainment Limited
          549300JSKBQMMD1B3U44
          
            2024-03-01
          
          8.250000
          758000.00
          737929.00
          Corporate Debt Securities
        
        
          The Home Depot, Inc.
          QEKMOTMBBKA8I816DO57
          
            2022-03-01
          
          3.250000
          15000.00
          15457.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2021-11-01
          
          1.850000
          53000.00
          53841.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2022-08-19
          
          0.483000
          977000.00
          978732.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2021-10-01
          
          3.300000
          24000.00
          24368.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2022-05-11
          
          2.350000
          2000.00
          2062.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2042-04-22
          
          3.157000
          2004.00
          2009.00
          Corporate Debt Securities
        
        
          JOHNSON & JOHNSON
          549300G0CFPGEF6X2043
          
            2022-03-03
          
          2.250000
          697000.00
          709806.00
          Corporate Debt Securities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2022-02-12
          
          2.375000
          1320000.00
          1347055.00
          Corporate Debt Securities
        
        
          NESTLE HOLDINGS, INC.
          549300EAEU8YV8MQXP30
          
            2021-09-24
          
          3.100000
          481000.00
          486863.00
          Corporate Debt Securities
        
        
          NOVELIS CORPORATION
          549300G5F3W3B52WYL23
          
            2026-09-30
          
          5.875000
          704000.00
          753025.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-07-08
          
          2.800000
          365000.00
          369829.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-09-15
          
          1.900000
          590000.00
          594245.00
          Corporate Debt Securities
        
        
          PBF LOGISTICS LP/FINANCE
          
            2023-05-15
          
          6.875000
          79000.00
          81391.00
          Corporate Debt Securities
        
        
          Par Pharmaceutical, Inc.
          549300KK5WR4MGN4YT97
          
            2027-04-01
          
          7.500000
          476000.00
          500296.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2021-10-06
          
          1.700000
          2000.00
          2011.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2021-11-15
          
          2.900000
          368000.00
          378349.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2022-08-17
          
          2.375000
          2000.00
          2062.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-05-10
          
          1.875000
          12000.00
          12110.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2021-09-15
          
          1.700000
          255000.00
          256972.00
          Corporate Debt Securities
        
        
          SVENSKA HANDELSBANKEN AB
          NHBDILHZTYCNBV5UYZ31
          
            2021-05-24
          
          3.350000
          1328000.00
          1349761.00
          Corporate Debt Securities
        
        
          Target Corporation
          8WDDFXB5T1Z6J0XC1L66
          
            2022-01-15
          
          2.900000
          500000.00
          513469.00
          Corporate Debt Securities
        
        
          TEEKAY CORPORATION
          YHKQM2RIPKZYOZ6RVZ46
          
            2022-11-15
          
          9.250000
          1268000.00
          1347118.00
          Corporate Debt Securities
        
        
          TITAN INTERNATIONAL INC
          
            2023-11-30
          
          6.500000
          2000.00
          2120.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2022-04-21
          
          1.750000
          1322000.00
          1340135.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2024-02-09
          
          0.377600
          1286000.00
          1288121.00
          Corporate Debt Securities
        
        
          U.S. BANK NATIONAL ASSOCIATION
          6BYL5QZYBDK8S7L73M02
          
            2022-01-21
          
          1.800000
          1329000.00
          1349041.00
          Corporate Debt Securities
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2022-12-14
          
          2.800000
          43000.00
          45073.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2021-06-23
          
          3.125000
          1329000.00
          1348675.00
          Corporate Debt Securities
        
        
          WELLS FARGO BANK, NATIONAL ASSOCIATION
          KB1H1DSPRFMYMCUFXT09
          
            2022-05-27
          
          2.897000
          1323000.00
          1341644.00
          Corporate Debt Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0030
      27000000.00
      27000000.00
      0.0172
      N
      Y
      Y
      N
    
    
      RBC CAPITAL MARKETS, LLC
      RBC CAPITAL MARKETS, LLC 0.150000%
      549300LCO2FLSSVFFR64
      0000050916
      TPR03B9C8779224RBC
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          ADVOCATE HEALTH AND HOSPITALS CORPORATION
          549300AEHU3PPOUCIL87
          
            2048-08-15
          
          4.272000
          6000.00
          7344.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in Right of the Province of Alberta
          LQPXMHHNJKIPJYE53543
          
            2022-07-26
          
          2.200000
          25000.00
          25741.00
          Corporate Debt Securities
        
        
          Altria Group, Inc.
          XSGZFLO9YTNO9VCQV219
          
            2039-02-06
          
          10.200000
          439000.00
          734355.00
          Corporate Debt Securities
        
        
          Altria Group, Inc.
          XSGZFLO9YTNO9VCQV219
          
            2051-02-04
          
          3.700000
          2369000.00
          2140697.00
          Corporate Debt Securities
        
        
          HOWMET AEROSPACE INC.
          549300HO5WFZUT5N2T22
          
            2028-01-15
          
          6.750000
          60000.00
          72431.00
          Corporate Debt Securities
        
        
          American Greetings Corporation
          549300WMJOT8C9DNMF90
          
            2025-04-15
          
          8.750000
          25000.00
          25904.00
          Corporate Debt Securities
        
        
          ANHEUSER-BUSCH CO/INBEV
          
            2046-02-01
          
          4.900000
          1586000.00
          1911866.00
          Corporate Debt Securities
        
        
          ANHEUSER-BUSCH INBEV WORLDWIDE INC.
          549300CRGMZK3K53BF92
          
            2060-06-01
          
          4.600000
          199000.00
          232302.00
          Corporate Debt Securities
        
        
          ANTHEM, INC.
          8MYN82XMYQH89CTMTH67
          
            2027-12-01
          
          3.650000
          1732000.00
          1948755.00
          Corporate Debt Securities
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2023-01-20
          
          3.124000
          30000.00
          30849.00
          Corporate Debt Securities
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2024-07-23
          
          3.864000
          8000.00
          8631.00
          Corporate Debt Securities
        
        
          BANK OF MONTREAL
          NQQ6HPCNCCU6TUTQYE16
          
            2022-11-06
          
          2.550000
          255000.00
          266438.00
          Corporate Debt Securities
        
        
          Berkshire Hathaway Finance Corporation
          549300RLHFT5RU20WM87
          
            2030-03-12
          
          1.850000
          350000.00
          346082.00
          Corporate Debt Securities
        
        
          Brighthouse Financial, Inc.
          5493003T8SZSHOGGAW52
          
            2030-05-15
          
          5.625000
          1834000.00
          2235795.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in right of the Province of British Columbia
          54930058TO7MEKUHWL16
          
            2021-09-22
          
          2.650000
          10000.00
          10122.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in right of the Province of British Columbia
          54930058TO7MEKUHWL16
          
            2022-10-23
          
          2.000000
          43000.00
          44143.00
          Corporate Debt Securities
        
        
          BROADSTREET PARTNERS, INC.
          549300BS9N54G8DD0R75
          
            2029-04-15
          
          5.875000
          250000.00
          253492.00
          Corporate Debt Securities
        
        
          CCO HLDGS LLC/CAP CORP
          
            2023-03-01
          
          4.000000
          64000.00
          64980.00
          Corporate Debt Securities
        
        
          CEDAR FAIR LP/CANADA'S W
          
            2024-06-01
          
          5.375000
          58000.00
          59900.00
          Corporate Debt Securities
        
        
          LUMEN TECHNOLOGIES, INC.
          8M3THTGWLTYZVE6BBY25
          
            2023-12-01
          
          6.750000
          41000.00
          46399.00
          Corporate Debt Securities
        
        
          Citigroup Inc.
          6SHGI4ZSSLCXXQSBB395
          
            2024-06-01
          
          1.213500
          345000.00
          349745.00
          Corporate Debt Securities
        
        
          CITIZENS FINANCIAL GROUP, INC.
          2138004JDDA4ZQUPFW65
          
            2030-04-30
          
          3.250000
          780000.00
          829733.00
          Corporate Debt Securities
        
        
          CLEVELAND-CLIFFS INC.
          549300TM2WLI2BJMDD86
          
            2025-03-01
          
          5.750000
          50000.00
          51909.00
          Corporate Debt Securities
        
        
          Comcast Corporation
          51M0QTTNCGUN7KFCFZ59
          
            2045-08-15
          
          4.600000
          665000.00
          819535.00
          Corporate Debt Securities
        
        
          Comstock Resources, Inc.
          I03QQGEA4SS774AURI46
          
            2025-05-15
          
          7.500000
          18000.00
          19210.00
          Corporate Debt Securities
        
        
          CREDIT AGRICOLE SA
          969500TJ5KRTCJQWXH05
          
            2030-01-14
          
          3.250000
          2133000.00
          2229730.00
          Corporate Debt Securities
        
        
          EDISON INTERNATIONAL
          549300I7ROF15MAEVP56
          
            2022-09-15
          
          2.400000
          2198000.00
          2248488.00
          Corporate Debt Securities
        
        
          ENERGY TRANSFER LP
          MTLVN9N7JE8MIBIJ1H73
          
            2066-11-01
          
          3.193130
          79000.00
          58988.00
          Corporate Debt Securities
        
        
          EnLink Midstream Partners, LP
          88CPW63VL7KHJWS0NY83
          
            2099-12-31
          
          6.000000
          300000.00
          207750.00
          Corporate Debt Securities
        
        
          EXPEDIA GROUP INC
          
            2031-03-15
          
          2.950000
          2238000.00
          2235562.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2039-08-16
          
          2.995000
          30000.00
          29627.00
          Corporate Debt Securities
        
        
          FEDERAL FARM CREDIT BANK
          
            2033-12-15
          
          3.400000
          25000.00
          29283.00
          Corporate Debt Securities
        
        
          GLAXOSMITHKLINE CAPITAL PLC
          549300U0LV41VX7LEP38
          
            2029-06-01
          
          3.375000
          2034000.00
          2249134.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2023-03-08
          
          0.440761
          2248000.00
          2249459.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2032-04-22
          
          2.615000
          1925953.00
          1943019.00
          Corporate Debt Securities
        
        
          HIGHTOWER HOLDING LLC
          
            2029-04-15
          
          6.750000
          49410.00
          50667.00
          Corporate Debt Securities
        
        
          HUNTINGTON BANCSHARES INCORPORATED
          549300XTVCVV9I7B5T19
          
            2099-12-31
          
          5.700000
          57000.00
          58917.00
          Corporate Debt Securities
        
        
          HYDRO-QUEBEC
          6THEVG93PYJH84S4D167
          
            2029-12-01
          
          8.500000
          25000.00
          38421.00
          Corporate Debt Securities
        
        
          HYDRO-QUEBEC
          6THEVG93PYJH84S4D167
          
            2026-04-15
          
          8.250000
          5000.00
          6650.00
          Corporate Debt Securities
        
        
          HYDRO-QUEBEC
          6THEVG93PYJH84S4D167
          
            2025-03-28
          
          8.400000
          597000.00
          760713.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2032-04-22
          
          2.580000
          2222533.00
          2233609.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2042-04-22
          
          3.157000
          1596398.00
          1600104.00
          Corporate Debt Securities
        
        
          The Johns Hopkins Health System Corporation
          549300D81FCFUS7TQR04
          
            2046-05-15
          
          3.837000
          85000.00
          98898.00
          Corporate Debt Securities
        
        
          JOHNSON & JOHNSON
          549300G0CFPGEF6X2043
          
            2026-03-01
          
          2.450000
          229000.00
          245338.00
          Corporate Debt Securities
        
        
          JOHNSON & JOHNSON
          549300G0CFPGEF6X2043
          
            2025-01-15
          
          2.625000
          450000.00
          483433.00
          Corporate Debt Securities
        
        
          JOHNSON & JOHNSON
          549300G0CFPGEF6X2043
          
            2050-09-01
          
          2.250000
          545000.00
          485528.00
          Corporate Debt Securities
        
        
          LEVEL 3 FINANCING INC
          
            2029-07-15
          
          3.750000
          250000.00
          246536.00
          Corporate Debt Securities
        
        
          LOCAL INITIATIVES SUPPORT CORPORATION
          549300V1ATNB9BHB6146
          
            2028-04-15
          
          1.900000
          50000.00
          49608.00
          Corporate Debt Securities
        
        
          Province of Manitoba
          5493003QILFOB3JRKE30
          
            2022-09-06
          
          2.100000
          70000.00
          71953.00
          Corporate Debt Securities
        
        
          Province of Manitoba
          5493003QILFOB3JRKE30
          
            2024-05-14
          
          3.050000
          61000.00
          66422.00
          Corporate Debt Securities
        
        
          MARRIOTT INTERNATIONAL, INC.
          225YDZ14ZO8E1TXUSU86
          
            2031-04-15
          
          2.850000
          2231000.00
          2221862.00
          Corporate Debt Securities
        
        
          MOUNTAIN STATES TEL & TE
          
            2030-05-01
          
          7.375000
          10000.00
          12436.00
          Corporate Debt Securities
        
        
          Utah Acquisition Sub Inc.
          254900JOFV74IJ7H9933
          
            2026-06-15
          
          3.950000
          30000.00
          33556.00
          Corporate Debt Securities
        
        
          Utah Acquisition Sub Inc.
          254900JOFV74IJ7H9933
          
            2046-06-15
          
          5.250000
          1324000.00
          1568434.00
          Corporate Debt Securities
        
        
          Province of Newfoundland and Labrador
          549300CLWWW48GTPOJ49
          
            2023-10-13
          
          7.320000
          5000.00
          5825.00
          Corporate Debt Securities
        
        
          NIKE, INC.
          787RXPR0UX0O0XUXPZ81
          
            2025-03-27
          
          2.400000
          63000.00
          66626.00
          Corporate Debt Securities
        
        
          NISSAN MOTOR CO., LTD.
          353800DRBDH1LUTNAY26
          
            2027-09-17
          
          4.345000
          2040000.00
          2244795.00
          Corporate Debt Securities
        
        
          NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY
          1DU7IM20QESYGDO4HO54
          
            2040-03-30
          
          6.063000
          832000.00
          1147738.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in Right of the Province of Nova Scotia
          5493002W033HJBDP3481
          
            2022-04-01
          
          8.750000
          4000.00
          4328.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in right of Ontario
          C7PVKCRGLG18EBQGZV36
          
            2021-09-10
          
          2.500000
          59000.00
          59687.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in right of Ontario
          C7PVKCRGLG18EBQGZV36
          
            2022-06-29
          
          2.450000
          30000.00
          31007.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in right of Ontario
          C7PVKCRGLG18EBQGZV36
          
            2024-05-16
          
          3.200000
          25000.00
          27353.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2025-05-15
          
          2.950000
          802000.00
          866473.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2031-03-25
          
          2.875000
          1985000.00
          2022010.00
          Corporate Debt Securities
        
        
          PHH Mortgage Corporation
          PAOOWF3GUFM46FBSP561
          
            2026-03-15
          
          7.875000
          50000.00
          51371.00
          Corporate Debt Securities
        
        
          PACIFIC GAS AND ELECTRIC COMPANY
          1HNPXZSMMB7HMBMVBS46
          
            2050-07-01
          
          4.950000
          501000.00
          518145.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2027-03-19
          
          2.625000
          15000.00
          16107.00
          Corporate Debt Securities
        
        
          Progress Energy, Inc.
          549300FBMTW0JYWMNB26
          
            2031-10-30
          
          7.000000
          1603000.00
          2176521.00
          Corporate Debt Securities
        
        
          PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE
          549300SHPFALUPKK2351
          
            2050-09-01
          
          2.400000
          184000.00
          155587.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2023-06-21
          
          0.936630
          50000.00
          50272.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2025-07-25
          
          0.00
          15000.00
          15014.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2031-08-18
          
          4.100000
          1000.00
          932.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2034-07-31
          
          4.464000
          6000.00
          5865.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2022-11-28
          
          0.540500
          15000.00
          14967.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2026-07-22
          
          2.000000
          25000.00
          25156.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2031-07-29
          
          2.550000
          250000.00
          251716.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2024-08-26
          
          1.750000
          5000.00
          4928.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2026-11-30
          
          2.250000
          5000.00
          5044.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2027-01-27
          
          2.750000
          52000.00
          52523.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2022-04-12
          
          0.937750
          25000.00
          25066.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2022-04-05
          
          0.00
          49000.00
          23479.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2031-07-15
          
          3.000000
          1000.00
          1010.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2024-10-30
          
          2.150000
          25000.00
          25282.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2030-01-31
          
          2.250000
          9000.00
          9046.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2025-04-30
          
          2.000000
          5000.00
          4892.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2022-06-08
          
          1.000000
          131000.00
          131982.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2046-05-10
          
          4.000000
          104000.00
          118573.00
          Corporate Debt Securities
        
        
          SIMMONS FOOD INC/SIMMONS
          
            2029-03-01
          
          4.625000
          44000.00
          44672.00
          Corporate Debt Securities
        
        
          Talen Energy Supply, LLC
          K5K33XN0PQAU1XF7NN66
          
            2026-01-15
          
          10.500000
          37000.00
          35085.00
          Corporate Debt Securities
        
        
          3M COMPANY
          LUZQVYP4VS22CLWDAR65
          
            2029-08-26
          
          2.375000
          150000.00
          155372.00
          Corporate Debt Securities
        
        
          THE TORONTO-DOMINION BANK
          PT3QB789TSUIDF371261
          
            2023-04-27
          
          0.581380
          25000.00
          24829.00
          Corporate Debt Securities
        
        
          TOYOTA MOTOR CREDIT CORPORATION
          Z2VZBHUMB7PWWJ63I008
          
            2027-08-13
          
          1.150000
          405000.00
          396309.00
          Corporate Debt Securities
        
        
          TRANSOCEAN GUARDIAN LTD
          
            2024-01-15
          
          5.875000
          141000.00
          97588.00
          Corporate Debt Securities
        
        
          UNISYS CORPORATION
          549300T21W22FIJJOW08
          
            2027-11-01
          
          6.875000
          25000.00
          28356.00
          Corporate Debt Securities
        
      
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0015
      45000000.00
      45000000.00
      0.0287
      N
      Y
      Y
      N
    
    
      WELLS FARGO SECURITIES, LLC
      WELLS FARGO SECURITIES, LLC 0.150000%
      VYVVCKR63DVZZN70PB21
      0001224385
      TPR03B9CE7792241WE
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AGRICULTURAL BK CHINA LTD N Y
          
            2021-12-01
          
          0.00
          350654.00
          350000.00
          Money Market
        
        
          ARIZONA PUBLIC SERVICE COMPANY
          YG6VT0TPHRH4TFVAQV64
          
            2050-05-15
          
          3.350000
          225000.00
          232770.00
          Corporate Debt Securities
        
        
          CABOT CORP
          K05C0SER542GQ6VLRO68
          
            2021-05-06
          
          0.00
          350010.00
          350000.00
          Money Market
        
        
          CABOT CORP
          K05C0SER542GQ6VLRO68
          
            2021-05-28
          
          0.00
          350050.00
          350000.00
          Money Market
        
        
          Duke Realty Limited Partnership
          2549009GZDBNY1KE9O81
          
            2050-03-01
          
          3.050000
          371000.00
          349315.00
          Corporate Debt Securities
        
        
          ENTERGY TEXAS, INC.
          LWXX58X12AJXISQ28573
          
            2045-06-01
          
          5.150000
          175000.00
          198969.00
          Corporate Debt Securities
        
        
          GE CAPITAL FUNDING, LLC
          549300XAGH9TOLX5XM67
          
            2032-05-15
          
          4.550000
          296000.00
          349554.00
          Corporate Debt Securities
        
        
          GENERAL MTRS FINL CO INC
          
            2021-07-20
          
          0.00
          350465.00
          350000.00
          Money Market
        
        
          GENERAL MTRS FINL CO INC
          
            2021-07-28
          
          0.00
          350534.00
          349999.00
          Money Market
        
        
          HARLEY-DAVIDSON FDG CORP
          
            2021-08-03
          
          0.00
          350566.00
          349999.00
          Money Market
        
        
          HARLEY-DAVIDSON FDG CORP
          
            2021-09-09
          
          0.00
          350855.00
          350000.00
          Money Market
        
        
          HARLEY-DAVIDSON FDG CORP
          
            2021-10-21
          
          0.00
          351366.00
          350000.00
          Money Market
        
        
          HYUNDAI CAP AMER INC
          
            2022-01-18
          
          0.00
          350867.00
          350000.00
          Money Market
        
        
          HYUNDAI CAP AMER INC
          
            2022-04-26
          
          0.00
          351232.00
          350000.00
          Money Market
        
        
          PT PERTAMINA (PERSERO)
          254900NDAKGNZ2IBBL45
          
            2060-02-25
          
          4.150000
          357000.00
          349111.00
          Corporate Debt Securities
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-05-10
          
          0.00
          350013.00
          350000.00
          Money Market
        
        
          SWEDBANK FORENINGSSPARBKN AB
          
            2021-11-29
          
          0.00
          350354.00
          350000.00
          Money Market
        
        
          VW CREDIT INC
          
            2022-01-19
          
          0.00
          350924.00
          349999.00
          Money Market
        
        
          VW CREDIT INC
          
            2022-03-08
          
          0.00
          351098.00
          349999.00
          Money Market
        
        
          VW CREDIT INC
          
            2022-03-15
          
          0.00
          351123.00
          349999.00
          Money Market
        
        
          WYETH LLC
          549300Q9GR3WRH4N4836
          
            2034-02-01
          
          6.500000
          123000.00
          177879.00
          Corporate Debt Securities
        
        
          ONCOR ELECTRIC DELIVERY COMPANY LLC
          549300SP2X2BS1KERD24
          
            2049-06-01
          
          3.800000
          63000.00
          71872.00
          Corporate Debt Securities
        
        
          PETRONAS Capital Limited
          549300G7YFX3540OYR85
          
            2061-04-28
          
          3.404000
          362927.00
          349999.00
          Corporate Debt Securities
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0015
      7000000.00
      7000000.00
      0.0045
      N
      Y
      Y
      N
    
    
      ABN AMRO BANK N.V.
      Joint Account III 0.020000%
      TPR03B9DE779224ABN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-10-01
          
          3.500000
          369224.35
          43544.95
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          3.500000
          194622.41
          51703.30
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-08-01
          
          3.500000
          1850387.30
          335432.51
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-10-01
          
          3.000000
          2416606.78
          679560.24
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-02-01
          
          3.500000
          300311.88
          87103.88
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-05-01
          
          4.000000
          2553597.78
          984699.43
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-09-01
          
          4.000000
          158455.39
          106992.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.500000
          538021.68
          302344.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          11454830.20
          3989301.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-07-01
          
          4.000000
          4231200.00
          1693487.03
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-01-01
          
          3.500000
          3332550.39
          715167.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          4.500000
          4559955.88
          1139166.27
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          3.500000
          4662482.28
          2073477.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-02-01
          
          3.500000
          2235250.56
          1449879.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          1354854.64
          655046.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.500000
          681365.88
          460064.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          511680.00
          216434.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          4139322.84
          2461379.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          1180800.00
          598776.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          1476000.00
          835010.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          4.500000
          2814232.42
          1511842.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2030-01-01
          
          3.000000
          370119.20
          147711.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.000000
          1356975.75
          698417.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.000000
          1470062.74
          847678.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-08-01
          
          3.500000
          4110.56
          2079.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-01-01
          
          3.500000
          2020644.00
          1796315.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.500000
          1830240.00
          868663.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.000000
          1436119.27
          597324.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          4.500000
          452640.00
          268688.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          4.500000
          1066074.46
          772077.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-07-01
          
          4.500000
          3297808.30
          2004528.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-10-01
          
          4.000000
          827161.22
          484868.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.500000
          130040.62
          74698.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          439.55
          452.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          235648.22
          216379.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-02-01
          
          1.500000
          349.32
          344.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          4.000000
          14687577.70
          4460553.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-09-01
          
          4.000000
          439848.00
          116767.34
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.000000
          516600.00
          206198.77
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          3.000000
          4560131.42
          2071633.90
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          1874729.89
          1094199.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.500000
          1333742.04
          769279.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.500000
          4005806.63
          1551878.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.000000
          1067663.12
          471755.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          4.500000
          1945066.70
          779428.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          302978.22
          76369.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          3062576.21
          679951.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          444267.83
          112536.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          3.500000
          1571209.48
          704922.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.500000
          3635693.93
          1805319.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          4.000000
          1330569.23
          960778.19
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          1703402.60
          1007486.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          152148.44
          94484.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          154059.17
          89546.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.500000
          2139587.07
          915641.03
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.500000
          185620.78
          142245.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.500000
          132345.44
          117596.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.500000
          5755.91
          4713.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          626379.96
          305607.57
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.000000
          145286.81
          76998.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          182990.64
          104149.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-03-01
          
          3.000000
          1373664.00
          928540.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          4.000000
          152248.81
          96066.94
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          3.500000
          134789.89
          95490.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-03-01
          
          2.000000
          170092.86
          174761.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.000000
          3970105.93
          2114336.25
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          635232.52
          395266.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.500000
          52206.02
          26485.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          4.000000
          3940110.76
          2985267.37
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.500000
          61700.74
          61990.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.500000
          652277.66
          662301.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          3.000000
          11716.09
          12297.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          4338477.84
          4332015.42
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          2.000000
          13157.06
          13120.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          152802.90
          161481.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          4.500000
          2766561.07
          2108239.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-10-01
          
          2.500000
          264441.34
          253967.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-01-01
          
          2.000000
          6997.32
          7006.47
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-09-20
          
          3.000000
          50757.57
          21772.87
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-05-15
          
          3.000000
          10282.80
          11840.47
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          3.625000
          9.84
          12.40
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-05-15
          
          3.375000
          186290.88
          227496.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-02-15
          
          0.750000
          105976.80
          139523.62
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-05-15
          
          3.000000
          5362.80
          6194.87
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-15
          
          1.500000
          3284690.40
          3389266.08
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-07-15
          
          0.375000
          127437.84
          153914.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-30
          
          2.125000
          49081.92
          51943.69
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-12-31
          
          2.625000
          419961.36
          459230.93
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-05-15
          
          2.375000
          2863.44
          3096.45
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-15
          
          2.375000
          4103.28
          4385.69
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-15
          
          2.000000
          4428.00
          4688.37
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-15
          
          2.000000
          1260504.00
          1336306.14
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          1.750000
          12496.80
          12898.27
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-03-31
          
          2.125000
          829512.00
          874161.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-05-15
          
          2.375000
          1702044.48
          1846789.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          2.000000
          9.84
          10.43
          U.S. Treasuries (including strips)
        
      
      Y
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0002
      68880000.00
      68880000.00
      0.0439
      N
      Y
      Y
      N
    
    
      BANK OF AMERICA, NATIONAL ASSOCIATION
      Joint Account III 0.010000%
      0000838440
      TPR03B9DE779224BAN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-07-20
          
          3.500000
          128985406.62
          50676000.00
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0001
      49200000.00
      49200000.00
      0.0314
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES, INC.
      Joint Account III 0.010000%
      549300HN4UKV1E2R3U73
      TPR03B9DE779224BOF
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          7384470.61
          5482080.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.000000
          5803446.22
          5666428.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.500000
          2117275.16
          2167149.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          2.000000
          5491435.17
          5545987.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-04-01
          
          2.000000
          668258.61
          692846.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          4.500000
          7590769.95
          5189118.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-05-01
          
          1.500000
          5545069.27
          5661988.94
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0001
      29520000.00
      29520000.00
      0.0188
      N
      Y
      Y
      N
    
    
      BANK OF NOVA SCOTIA (THE)
      Joint Account III 0.010000%
      L3I9ZG2KFGXZ61BMYR72
      0000009631
      TPR03B9DE779224THE
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.000000
          5214.41
          2374.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-11-01
          
          3.500000
          5682301.06
          1565406.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-09-01
          
          3.500000
          1736359.71
          328340.43
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          261504.20
          146829.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          2565397.91
          742798.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          1057237.94
          675293.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.500000
          10989381.77
          7417415.42
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-08-01
          
          3.500000
          414500.85
          179087.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          4.000000
          1221321.81
          338788.94
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2033-08-01
          
          4.000000
          286046.04
          98781.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2028-05-01
          
          3.000000
          105.78
          32.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.500000
          5585.09
          5800.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-05-01
          
          4.000000
          209.10
          95.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          4.500000
          5944867.19
          3159945.57
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-07-01
          
          3.500000
          1255709.95
          718564.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-09-01
          
          3.500000
          693.82
          451.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.000000
          5864.64
          3787.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-04-01
          
          4.000000
          956263.80
          466827.90
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          5.000000
          419615.48
          232813.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-06-01
          
          5.000000
          98.40
          106.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-05-01
          
          3.500000
          84862.52
          60009.34
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          3.000000
          1112996.99
          943626.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          3.500000
          207519.11
          208620.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          18726.21
          17921.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          6304799.53
          5996336.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          3.500000
          19462.93
          21060.16
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-04-01
          
          2.000000
          101406.12
          102547.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2035-03-01
          
          2.500000
          56226.15
          52094.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2035-12-01
          
          1.500000
          1278429.53
          1258422.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-01-01
          
          1.500000
          11134976.08
          10824662.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          2.000000
          48683.79
          45217.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          3505914.46
          3219238.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.500000
          491291.32
          501108.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2034-11-01
          
          3.000000
          2840604.02
          2361611.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2034-11-01
          
          3.000000
          363416.29
          295229.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2035-01-01
          
          3.000000
          3750064.15
          3239843.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          5.000000
          309638.13
          294090.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-03-01
          
          4.000000
          173903.21
          12706.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-03-01
          
          3.500000
          51925.68
          16984.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          393600.00
          72132.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.500000
          2543173.09
          630716.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-07-01
          
          4.000000
          98.40
          37.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-08-01
          
          4.000000
          98.40
          36.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          3.500000
          5146222.49
          2568652.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-04-01
          
          3.500000
          136006.32
          51542.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          4.000000
          3938437.76
          1150375.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          3.500000
          512859.03
          140845.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-11-01
          
          3.500000
          161833.56
          27604.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-01-01
          
          3.500000
          449979.56
          161847.43
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-08-01
          
          3.000000
          88524.18
          40212.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-04-01
          
          3.500000
          33544.56
          12985.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          1583332.56
          968714.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-04-01
          
          4.000000
          22647.35
          11606.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          49200.00
          15396.94
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          1163755.05
          304648.07
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          3.000000
          406069.05
          88435.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-09-01
          
          3.500000
          510761.34
          129558.75
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-09-01
          
          4.000000
          265203.35
          122101.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          5.500000
          156.46
          3.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          102.63
          53.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2059-01-01
          
          3.000000
          105288.00
          91259.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          992518.68
          567932.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          1485704.21
          844005.43
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-10-01
          
          4.000000
          3213999.64
          1272947.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-12-01
          
          3.500000
          906794.87
          573980.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          1455912.23
          1049862.17
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.000000
          848324.41
          476493.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.000000
          473031.63
          328746.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-05-01
          
          4.000000
          1310995.01
          752996.55
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.500000
          4178177.95
          937629.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          5.000000
          190496.40
          86974.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          5.000000
          172506.32
          103570.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.500000
          101.84
          79.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.000000
          841470.36
          451633.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          99.19
          61.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          10085782.73
          5300877.77
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          4.500000
          273141.08
          159058.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          2.500000
          2706000.00
          2484877.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          1625922.34
          1584934.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          1920786.89
          1774165.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          2105563.20
          2114552.43
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          3.000000
          1465620.08
          1535142.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          7266134.18
          7164986.75
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.000000
          464521.21
          473770.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          1462412.93
          1512746.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          1050225.56
          1114856.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          2.500000
          988033.61
          1016497.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          3.500000
          2466968.88
          2668923.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.000000
          362976.44
          368807.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          844879.13
          879255.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.500000
          226.52
          65.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-01-01
          
          4.000000
          9432309.12
          981828.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-09-01
          
          3.500000
          502555.86
          118548.68
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          4.000000
          4920000.00
          2416695.34
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-11-20
          
          4.000000
          4920000.00
          2501283.23
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-11-20
          
          3.000000
          2952000.00
          2991559.65
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-10-20
          
          2.500000
          1141666.52
          1172742.81
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2051-02-20
          
          2.500000
          1375328.04
          1425351.16
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0001
      98400000.00
      98400000.00
      0.0628
      N
      Y
      Y
      N
    
    
      Goldman Sachs Investor Fund - Money Market
      2021-05-07
      Peter W. Fortner
      Peter W. Fortner
      Assistant Treasurer