Form N-MFP2 GOLDMAN SACHS TRUST For: Jul 31

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August 7, 2020 9:27 AM EDT
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    N-MFP2
    
      
        
          0000822977
          XXXXXXXX
        
      
      
      
    
  
  
    
      2020-07-31
      0000822977
      549300PY02304776R694
      S000009258
      10
      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
      N
      40
      48
      
        2319113803.94
        2402013619.19
        2037428395.08
        1951710477.52
        1970719502.27
      
      
        2999616555.67
        3109267597.01
        3002564060.32
        2904871295.94
        3095591007.27
      
      
        0.3993
        0.4192
        0.3679
        0.3554
        0.3556
      
      
        0.5165
        0.5426
        0.5422
        0.5289
        0.5586
      
      26042.17
      5529563327.63
      1146797787.59
      12415156.06
      105579375.86
      5436425150.00
      5428936883.3500
      0.0000
      0.0037
      
        1.0014
        1.0014
        1.0014
        1.0014
        1.0014
      
    
    
      C000025288
      10000000.00
      5279209694.63
      5271926642.8100
      
        1.0014
        1.0014
        1.0014
        1.0014
        1.0014
      
      
        174768310.96
        342062867.26
      
      
        205843445.41
        155948531.67
      
      
        132034424.29
        455930195.35
      
      
        172483976.40
        150031371.68
      
      
        171360409.99
        166480569.14
      
      
        737782558.62
        1138298219.17
      
      0.0018
      Y
      For Institutional Shares the Investment Adviser waived $32,914 of Other Fees.
    
    
      C000025289
      10000000.00
      10202974.16
      10189482.7200
      
        1.0014
        1.0014
        1.0014
        1.0013
        1.0013
      
      
        761.17
        235155.69
      
      
        267556.04
        2016568.00
      
      
        410.19
        12753.40
      
      
        0.00
        0.00
      
      
        184330.64
        6174.52
      
      
        453058.04
        2270651.61
      
      -0.0001
      Y
      For Administration Shares the Investment Adviser waived $63 of Other Fees; and Goldman Sachs & Co. LLC waived $231 of Admin Fees.
    
    
      C000025290
      10000000.00
      9180.61
      9175.8300
      
        1.0006
        1.0006
        1.0006
        1.0005
        1.0005
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      -0.0002
      Y
      For Service Shares Goldman Sachs & Co. LLC waived $2 of Admin Fees.
    
    
      C000025291
      10000000.00
      3364408.97
      3360593.9400
      
        1.0012
        1.0012
        1.0012
        1.0011
        1.0011
      
      
        691.63
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        691.63
        0.00
      
      0.0008
      Y
      For Preferred Shares the Investment Adviser waived $21 of Other Fees.
    
    
      C000025292
      10000000.00
      63240098.21
      63157624.1700
      
        1.0014
        1.0013
        1.0013
        1.0013
        1.0013
      
      
        590827.34
        6300000.00
      
      
        3500000.00
        12200000.00
      
      
        1505875.57
        3700000.00
      
      
        1200000.00
        4400000.00
      
      
        11224364.08
        1500000.00
      
      
        17971066.99
        25600000.00
      
      0.0015
      Y
      For Select Shares the Investment Adviser waived $361 of Other Fees.
    
    
      C000025293
      10000000.00
      5365857.57
      5359011.9600
      
        1.0013
        1.0013
        1.0013
        1.0013
        1.0013
      
      
        882.55
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        882.55
        0.00
      
      0.0003
      Y
      For Capital Shares the Investment Adviser waived $33 of Other Fees.
    
    
      C000088811
      10000000.00
      1035.06
      1033.7400
      
        1.0013
        1.0013
        1.0013
        1.0013
        1.0013
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0002
      N
    
    
      C000088814
      10000000.00
      1049.53
      1048.2100
      
        1.0013
        1.0013
        1.0013
        1.0013
        1.0013
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0002
      N
    
    
      C000088815
      10000000.00
      1038.53
      1037.2000
      
        1.0013
        1.0013
        1.0013
        1.0013
        1.0013
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0002
      N
    
    
      C000214496
      10000000.00
      75029812.73
      74931232.7700
      
        1.0014
        1.0014
        1.0013
        1.0013
        1.0013
      
      
        5780.96
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        5780.96
        0.00
      
      0.0018
      Y
      For Drexel Hamilton Shares the Investment Adviser waived $458 of Other Fees.
    
    
      ABN AMRO FUNDING USA LLC
      ABN AMRO FUNDING USA LLC 0.000000%
      00084BHM9
      549300WEQ09INLYV6558
      US00084BHM90
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-21
      2020-08-21
      2020-08-21
      N
      N
      N
      0.0013
      29997725.10
      29997725.10
      0.0055
      N
      N
      N
      N
    
    
      ABN AMRO FUNDING USA LLC
      ABN AMRO FUNDING USA LLC 0.000000%
      00084BLP7
      549300WEQ09INLYV6558
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-23
      2020-11-23
      2020-11-23
      N
      N
      N
      0.0031
      24974923.50
      24974923.50
      0.0046
      N
      N
      N
      N
    
    
      ABN AMRO BANK N.V.
      ABN AMRO BANK N.V. 0.681750%
      00084DAR1
      BFXS5XCH7N0Y05NIXW11
      US00084DAR17
      Other Instrument
      Medium Term Note
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-19
      2021-01-19
      2021-01-19
      N
      N
      N
      0.0036
      10700440.47
      10700440.47
      0.0020
      N
      N
      N
      N
    
    
      ALASKA HOUSING FINANCE CORPORATION
      ALASKA HOUSING FINANCE CORPORATION 0.220000%
      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+
      
      2020-08-07
      2020-08-07
      2047-12-01
      Y
      
        ALASKA HOUSING FINANCE CORPORATI
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
      
      N
      N
      0.0022
      8000000.00
      8000000.00
      0.0015
      N
      N
      Y
      N
    
    
      ALASKA HOUSING FINANCE CORPORATION
      ALASKA HOUSING FINANCE CORPORATION 0.240001%
      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+
      
      2020-08-07
      2020-08-07
      2044-12-01
      Y
      
        ALASKA HOUSING FINANCE CORPORATI
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
      
      N
      N
      0.0024
      25000000.00
      25000000.00
      0.0046
      N
      N
      Y
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329WH79
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-07
      2020-08-07
      2020-08-07
      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
      0.0009
      34999387.50
      34999387.50
      0.0064
      N
      N
      Y
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329WHL8
      US01329WHL81
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-20
      2020-08-20
      2020-08-20
      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
      0.0012
      44997075.00
      44997075.00
      0.0083
      N
      N
      N
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329WJF9
      US01329WJF95
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-09-15
      2020-09-15
      2020-09-15
      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
      16996937.11
      16996937.11
      0.0031
      N
      N
      N
      N
    
    
      ALPINE SECURITIZATION LLC
      ALPINE SECURITIZATION LLC 0.000000%
      02088WHL7
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-20
      2020-08-20
      2020-08-20
      N
      Y
      
        CREDIT SUISSE AG
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0017
      30558198.47
      30558198.47
      0.0056
      N
      N
      N
      N
    
    
      ALPINE SECURITIZATION LLC
      ALPINE SECURITIZATION LLC 0.000000%
      02088WL24
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      Y
      
        CREDIT SUISSE AG
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0026
      25982416.72
      25982416.72
      0.0048
      N
      N
      N
      N
    
    
      ALPINE SECURITIZATION LLC
      ALPINE SECURITIZATION LLC 0.000000%
      02088WLK4
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-19
      2020-11-19
      2020-11-19
      N
      Y
      
        CREDIT SUISSE AG
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0025
      12989858.96
      12989858.96
      0.0024
      N
      N
      N
      N
    
    
      ATLANTIC ASSET SECURITIZATION LLC
      ATLANTIC ASSET SECURITIZATION LLC 0.000000%
      04821TKT1
      549300BUNY5BIX4CVW20
      0000916935
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-27
      2020-10-27
      2020-10-27
      N
      Y
      
        CREDIT AGRICOLE CORPORATE AND IN
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0013
      19993693.40
      19993693.40
      0.0037
      N
      N
      N
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.394628%
      06370R2V0
      NQQ6HPCNCCU6TUTQYE16
      US06370R2V07
      0000927971
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-09-11
      2020-09-11
      2020-09-11
      N
      N
      N
      0.0020
      20952872.04
      20952872.04
      0.0039
      N
      N
      N
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.446501%
      06370R5F2
      NQQ6HPCNCCU6TUTQYE16
      US06370R5F20
      0000927971
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-08
      2020-10-08
      2020-10-08
      N
      N
      N
      0.0023
      12159166.49
      12159166.49
      0.0022
      N
      N
      N
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.460001%
      06370RV48
      NQQ6HPCNCCU6TUTQYE16
      US06370RV480
      0000927971
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-01
      2020-08-03
      2020-08-03
      N
      N
      N
      0.0046
      5000000.00
      5000000.00
      0.0009
      N
      Y
      Y
      N
    
    
      BANK OF NOVA SCOTIA (THE)
      BANK OF NOVA SCOTIA (THE) 0.656129%
      06417MEJ0
      L3I9ZG2KFGXZ61BMYR72
      US06417MEJ09
      0000009631
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-04
      2020-08-04
      2020-08-04
      N
      N
      N
      0.0066
      20000000.00
      20000000.00
      0.0037
      N
      N
      Y
      N
    
    
      BANK OF NOVA SCOTIA (THE)
      BANK OF NOVA SCOTIA (THE) 0.352631%
      06417MGU3
      L3I9ZG2KFGXZ61BMYR72
      US06417MGU36
      0000009631
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-07
      2020-08-07
      2020-08-07
      N
      N
      N
      0.0015
      15000590.85
      15000590.85
      0.0028
      N
      N
      Y
      N
    
    
      BANK OF NOVA SCOTIA (THE)
      BANK OF NOVA SCOTIA (THE) 0.524632%
      06417MHF5
      L3I9ZG2KFGXZ61BMYR72
      US06417MHF59
      0000009631
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-12
      2021-02-12
      2021-02-12
      N
      N
      N
      0.0028
      53016587.41
      53016587.41
      0.0098
      N
      N
      N
      N
    
    
      BANNER HEALTH
      BANNER HEALTH 0.450000%
      06654FHL9
      PLD0E0WJKFN8IZJ2WD85
      Non-Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-09-16
      2020-09-16
      2020-09-16
      N
      N
      N
      0.0045
      9999880.00
      9999880.00
      0.0018
      N
      N
      N
      N
    
    
      BANQUE ET CAISSE D'EPARGNE DE L'ETAT, LUXEMBOURG
      BANQUE ET CAISSE D'EPARGNE DE L'ETAT, LUXEMBOURG 0.000000%
      0667K0M42
      R7CQUF1DQM73HUTV1078
      Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-04
      2020-12-04
      2020-12-04
      N
      N
      N
      0.0018
      11892586.30
      11892586.30
      0.0022
      N
      N
      N
      N
    
    
      BARCLAYS BANK UK PLC
      BARCLAYS BANK UK PLC 0.000000%
      06744QH78
      213800UUGANOMFJ9X769
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-07
      2020-08-07
      2020-08-07
      N
      N
      N
      0.0013
      29999241.60
      29999241.60
      0.0055
      N
      N
      Y
      N
    
    
      BAY AREA TOLL AUTHORITY
      BAY AREA TOLL AUTHORITY 0.130000%
      072024KC5
      5493001FUZGUQMIP5D78
      US072024KC54
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-07
      2020-08-07
      2047-04-01
      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
      0.0013
      10000000.00
      10000000.00
      0.0018
      N
      N
      Y
      N
    
    
      CNPC FINANCE (HK) LIMITED
      CNPC FINANCE (HK) LIMITED 0.000000%
      12623KH42
      3003002NJ625UNILOU94
      Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-04
      2020-08-04
      2020-08-04
      N
      N
      N
      0.0022
      19999508.80
      19999508.80
      0.0037
      N
      N
      Y
      N
    
    
      STATE OF CALIFORNIA
      STATE OF CALIFORNIA 0.139999%
      13063A5W0
      US13063A5W01
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-03
      2020-08-03
      2034-05-01
      Y
      
        STATE STREET BANK AND TRUST COMP
        1.0000
        1
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      Y
      
        STATE STREET BANK AND TRUST COMP
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      0.0014
      20000000.00
      20000000.00
      0.0037
      N
      Y
      Y
      N
    
    
      STATE OF CALIFORNIA
      STATE OF CALIFORNIA 0.099999%
      13063A5X8
      US13063A5X83
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-03
      2020-08-03
      2034-05-01
      Y
      
        STATE STREET BANK AND TRUST COMP
        1.0000
        1
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      Y
      
        STATE STREET BANK AND TRUST COMP
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      0.0010
      10675000.00
      10675000.00
      0.0020
      N
      Y
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.256748%
      13608CKB7
      2IGI19DL77OX0HC3ZE78
      US13608CKB71
      0000016847
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-20
      2020-08-20
      2020-08-20
      N
      N
      N
      0.0016
      15000797.70
      15000797.70
      0.0028
      N
      N
      N
      N
    
    
      CHARIOT FUNDING LLC
      CHARIOT FUNDING LLC 0.000000%
      15963TKL2
      549300EEWRNP448AMT79
      US15963TKL25
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-20
      2020-10-20
      2020-10-20
      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
        
      
      0.0017
      24990212.50
      24990212.50
      0.0046
      N
      N
      N
      N
    
    
      CHEVRON CORPORATION
      CHEVRON CORPORATION 0.000000%
      16677JK13
      0000093410
      Non-Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-01
      2020-10-01
      2020-10-01
      N
      N
      N
      0.0013
      45989542.82
      45989542.82
      0.0085
      N
      N
      N
      N
    
    
      CHINA CONSTRUCTION BANK CORPORATION
      CHINA CONSTRUCTION BANK CORPORATION 0.000000%
      16891MJM2
      5493001KQW6DM7KEDR62
      US16891MJM29
      0001445474
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-09-21
      2020-09-21
      2020-09-21
      N
      N
      N
      0.0038
      14991874.95
      14991874.95
      0.0028
      N
      N
      N
      N
    
    
      CHINA CONSTRUCTION BANK CORPORATION
      CHINA CONSTRUCTION BANK CORPORATION 0.000000%
      16891MJV2
      5493001KQW6DM7KEDR62
      0001445474
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-09-29
      2020-09-29
      2020-09-29
      N
      N
      N
      0.0042
      24982500.00
      24982500.00
      0.0046
      N
      N
      N
      N
    
    
      CITIGROUP GLOBAL MARKETS INC.
      CITIGROUP GLOBAL MARKETS INC. 0.000000%
      17327AKG1
      MBNUM2BPBDO7JBLYG310
      US17327AKG12
      0000315030
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-16
      2020-10-16
      2020-10-16
      N
      N
      N
      0.0011
      30742765.14
      30742765.14
      0.0057
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER FLEX CO., LLC
      COLLATERALIZED COMMERCIAL PAPER FLEX CO., LLC 0.000000%
      19423JHE0
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-14
      2020-08-14
      2020-08-14
      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
      0.0014
      29998366.80
      29998366.80
      0.0055
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO., LLC
      COLLATERALIZED COMMERCIAL PAPER V CO., LLC 0.000000%
      19424HK58
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-05
      2020-10-05
      2020-10-05
      N
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0016
      15495339.62
      15495339.62
      0.0029
      N
      N
      N
      N
    
    
      COLUMBIA FUNDING COMPANY, LLC
      COLUMBIA FUNDING COMPANY, LLC 0.000000%
      19767CHB5
      549300O1V8MCLCRCFD82
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-11
      2020-08-11
      2020-08-11
      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
      0.0013
      19999230.00
      19999230.00
      0.0037
      N
      N
      N
      N
    
    
      COLUMBIA FUNDING COMPANY, LLC
      COLUMBIA FUNDING COMPANY, LLC 0.000000%
      19767CJ31
      549300O1V8MCLCRCFD82
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-09-03
      2020-09-03
      2020-09-03
      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
      0.0018
      49491818.64
      49491818.64
      0.0091
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      COMMONWEALTH BANK OF AUSTRALIA 0.409000%
      20272AN36
      MSFSBD3QN1GSN7Q6C537
      US20272AN368
      0000008565
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-09-17
      2020-09-17
      2020-09-17
      N
      N
      N
      0.0020
      20003907.80
      20003907.80
      0.0037
      N
      N
      N
      N
    
    
      CONNECTICUT HOUSING FINANCE AUTHORITY
      CONNECTICUT HOUSING FINANCE AUTHORITY 0.150001%
      20775CPU2
      5493003DXX0NRJKSH186
      US20775CPU26
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-07
      2020-08-07
      2047-11-15
      Y
      
        Landesbank Hessen-Thueringen Gir
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        LANDESBANK HESSEN-THUERINGEN GIR
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0015
      8480000.00
      8480000.00
      0.0016
      N
      N
      Y
      N
    
    
      CONNECTICUT HOUSING FINANCE AUTHORITY
      CONNECTICUT HOUSING FINANCE AUTHORITY 0.179999%
      20775CYA6
      5493003DXX0NRJKSH186
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-07
      2020-08-07
      2048-05-15
      Y
      
        Bank of America, National Associ
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        BANK OF AMERICA, NATIONAL ASSOCI
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0018
      7000000.00
      7000000.00
      0.0013
      N
      N
      Y
      N
    
    
      DBS BANK LTD
      DBS BANK LTD 0.140000%
      ATUEL7OJR5057F2PV266
      0001031979
      215593920
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-03
      2020-08-03
      2020-08-03
      N
      N
      N
      0.0014
      39996434.80
      39996434.80
      0.0074
      N
      Y
      Y
      N
    
    
      DBS BANK LTD
      DBS BANK LTD 0.140000%
      ATUEL7OJR5057F2PV266
      0001031979
      215595922
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-05
      2020-08-05
      2020-08-05
      N
      N
      N
      0.0014
      44993284.20
      44993284.20
      0.0083
      N
      N
      Y
      N
    
    
      DBS BANK LTD
      DBS BANK LTD 0.140000%
      ATUEL7OJR5057F2PV266
      0001031979
      216140477
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-06
      2020-08-06
      2020-08-06
      N
      N
      N
      0.0014
      44991898.20
      44991898.20
      0.0083
      N
      N
      Y
      N
    
    
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.090000%
      1VUV7VQFKUOQSJ21A208
      0001330437
      216140633
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-03
      2020-08-03
      2020-08-03
      N
      N
      N
      0.0009
      99990676.00
      99990676.00
      0.0184
      N
      Y
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.110000%
      ES7IP3U3RHIGC71XBU11
      0001000275
      216141066
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-03
      2020-08-03
      2020-08-03
      N
      N
      N
      0.0011
      100000000.00
      100000000.00
      0.0184
      N
      Y
      Y
      N
    
    
      COOEPERATIEVE RABOBANK U.A.
      COOEPERATIEVE RABOBANK U.A. 0.000000%
      21687AH30
      DG3RU1DBUFHT4ZF9WN62
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-03
      2020-08-03
      2020-08-03
      N
      N
      N
      0.0009
      49999608.50
      49999608.50
      0.0092
      N
      Y
      Y
      N
    
    
      CREDIT INDUSTRIEL ET COMMERCIAL
      CREDIT INDUSTRIEL ET COMMERCIAL 0.259999%
      22536UZC7
      N4JDFKKH2FTD8RKFXO39
      US22536UZC79
      0001274419
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-01
      2020-11-25
      2020-11-25
      N
      N
      N
      0.0028
      59996300.40
      59996300.40
      0.0110
      N
      N
      N
      N
    
    
      CREDIT SUISSE AG-NEW YORK BRANCH
      CREDIT SUISSE AG-NEW YORK BRANCH 0.940000%
      22549L6J9
      549300D0YARF5HYP1809
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-24
      2020-08-24
      2020-08-24
      N
      N
      N
      0.0020
      10004956.00
      10004956.00
      0.0018
      N
      N
      N
      N
    
    
      CREDIT SUISSE AG-NEW YORK BRANCH
      CREDIT SUISSE AG-NEW YORK BRANCH 0.310000%
      22549LE92
      549300D0YARF5HYP1809
      US22549LE926
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-01
      2020-11-18
      2020-11-18
      N
      N
      N
      0.0023
      10002532.10
      10002532.10
      0.0018
      N
      N
      N
      N
    
    
      CREDIT SUISSE AG-NEW YORK BRANCH
      CREDIT SUISSE AG-NEW YORK BRANCH 0.580000%
      22549LF67
      549300D0YARF5HYP1809
      US22549LF675
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-01
      2020-10-02
      2020-10-02
      N
      N
      N
      0.0020
      9005949.45
      9005949.45
      0.0017
      N
      N
      N
      N
    
    
      DNB BANK ASA
      DNB BANK ASA 0.279000%
      2332K4KN3
      549300GKFG0RYRRQ1414
      US2332K4KN30
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-24
      2021-02-24
      2021-02-24
      N
      N
      N
      0.0027
      7999430.32
      7999430.32
      0.0015
      N
      N
      N
      N
    
    
      DEXIA CREDIT LOCAL
      DEXIA CREDIT LOCAL 0.000000%
      25215VJ83
      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
      
      2020-09-08
      2020-09-08
      2020-09-08
      N
      N
      N
      0.0013
      29995710.00
      29995710.00
      0.0055
      N
      N
      N
      N
    
    
      DEXIA CREDIT LOCAL
      DEXIA CREDIT LOCAL 0.000000%
      25215VJE0
      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
      
      2020-09-14
      2020-09-14
      2020-09-14
      N
      N
      N
      0.0014
      18996675.00
      18996675.00
      0.0035
      N
      N
      N
      N
    
    
      DEXIA CREDIT LOCAL
      DEXIA CREDIT LOCAL 0.000000%
      25215VKU2
      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
      
      2020-10-28
      2020-10-28
      2020-10-28
      N
      N
      N
      0.0013
      16994494.38
      16994494.38
      0.0031
      N
      N
      N
      N
    
    
      EXXON MOBIL CORPORATION
      EXXON MOBIL CORPORATION 0.139999%
      270777AC9
      J3WHBG0MTS7O8ZVMDC91
      US270777AC97
      0000034088
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-03
      2020-08-03
      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
      0.0014
      30000000.00
      30000000.00
      0.0055
      N
      Y
      Y
      N
    
    
      EXXON MOBIL CORPORATION
      EXXON MOBIL CORPORATION 0.139999%
      270777AD7
      J3WHBG0MTS7O8ZVMDC91
      US270777AD70
      0000034088
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-03
      2020-08-03
      2040-12-01
      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
      0.0014
      41135000.00
      41135000.00
      0.0076
      N
      Y
      Y
      N
    
    
      EXXON MOBIL CORPORATION
      EXXON MOBIL CORPORATION 0.000000%
      30229AJU4
      J3WHBG0MTS7O8ZVMDC91
      0000034088
      Non-Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-09-28
      2020-09-28
      2020-09-28
      N
      N
      N
      0.0013
      34992600.30
      34992600.30
      0.0064
      N
      N
      N
      N
    
    
      FEDERATION DES CAISSES DESJARDINS DU QUEBEC
      FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.414630%
      31428HBF7
      549300B2Q47IR0CR5B54
      US31428HBF73
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-09-11
      2020-09-11
      2020-09-11
      N
      N
      N
      0.0020
      15002372.85
      15002372.85
      0.0028
      N
      N
      N
      N
    
    
      FIRST ABU DHABI BANK P.J.S.C.
      FIRST ABU DHABI BANK P.J.S.C. 0.000000%
      31849HHK1
      2138002Y3WMK6RZS8H90
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-19
      2020-08-19
      2020-08-19
      N
      N
      N
      0.0011
      29998210.80
      29998210.80
      0.0055
      N
      N
      N
      N
    
    
      FIRST ABU DHABI BANK P.J.S.C.
      FIRST ABU DHABI BANK P.J.S.C. 0.000000%
      31849HKE1
      2138002Y3WMK6RZS8H90
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-14
      2020-10-14
      2020-10-14
      N
      N
      N
      0.0017
      24991406.25
      24991406.25
      0.0046
      N
      N
      N
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.549999%
      34061YAG5
      254900HROIFWPRGM1V77
      US34061YAG52
      Other Municipal Security
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2021-01-28
      2021-01-28
      2049-01-01
      N
      N
      N
      0.0048
      20005685.80
      20005685.80
      0.0037
      N
      N
      N
      N
    
    
      OHIOHEALTH CORPORATION
      OHIOHEALTH CORPORATION 0.160001%
      3531867L7
      JGYGIL4QGKKPZU7C1D18
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2020-08-07
      2020-08-07
      2041-11-15
      Y
      
        Barclays Bank PLC
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        BARCLAYS BANK PLC
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0016
      9000000.00
      9000000.00
      0.0017
      N
      N
      Y
      N
    
    
      OHIOHEALTH CORPORATION
      OHIOHEALTH CORPORATION 0.160001%
      3531867M5
      JGYGIL4QGKKPZU7C1D18
      US3531867M54
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2020-08-07
      2020-08-07
      2041-11-15
      Y
      
        Barclays Bank PLC
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        BARCLAYS BANK PLC
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0016
      7530000.00
      7530000.00
      0.0014
      N
      N
      Y
      N
    
    
      CHILDREN'S HEALTHCARE OF ATLANTA, INC.
      CHILDREN'S HEALTHCARE OF ATLANTA, INC. 0.190002%
      359900UM7
      549300533NJL38F4K144
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-07
      2020-08-07
      2042-07-01
      Y
      
        PNC 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
      
        PNC 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
        
      
      0.0019
      16485000.00
      16485000.00
      0.0030
      N
      N
      Y
      N
    
    
      HSBC BANK USA, NATIONAL ASSOCIATION
      HSBC BANK USA, NATIONAL ASSOCIATION 0.700880%
      40435RFG1
      1IE8VN30JCEQV1H4R804
      US40435RFG11
      0001388002
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-06
      2020-11-06
      2020-11-06
      N
      N
      N
      0.0025
      3557855.77
      3557855.77
      0.0007
      N
      N
      N
      N
    
    
      HSBC BANK USA, NATIONAL ASSOCIATION
      HSBC BANK USA, NATIONAL ASSOCIATION 1.000000%
      40435RHZ7
      1IE8VN30JCEQV1H4R804
      0001388002
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-16
      2020-10-16
      2020-10-16
      N
      N
      N
      0.0035
      35048922.65
      35048922.65
      0.0064
      N
      N
      N
      N
    
    
      ING (U.S.) FUNDING LLC
      ING (U.S.) FUNDING LLC 0.358250%
      44988GBW7
      US44988GBW78
      Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-10
      2020-08-10
      2020-08-10
      N
      N
      N
      0.0015
      30001710.00
      30001710.00
      0.0055
      N
      N
      N
      N
    
    
      ADVOCATE HEALTH CARE NETWORK
      ADVOCATE HEALTH CARE NETWORK 0.179999%
      45200FFQ7
      549300WJLLL39QCA0C79
      US45200FFQ72
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-07
      2020-08-07
      2038-11-01
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      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
        
      
      0.0018
      25000000.00
      25000000.00
      0.0046
      N
      N
      Y
      N
    
    
      NORTHWESTERN UNIVERSITY
      NORTHWESTERN UNIVERSITY 0.200001%
      45203HYX4
      OBWWNZE695DUK77DTI34
      US45203HYX42
      0000873687
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      2046-12-01
      Y
      
        NORTHWESTERN UNIVERSITY
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          P-1
        
      
      N
      N
      0.0020
      13500000.00
      13500000.00
      0.0025
      N
      N
      Y
      N
    
    
      ASCENSION HEALTH
      ASCENSION HEALTH 0.170000%
      455057ZA0
      549300IWTBCMX5JB3277
      US455057ZA07
      0001663043
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      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
      0.0017
      9520000.00
      9520000.00
      0.0018
      N
      N
      Y
      N
    
    
      ING (U.S.) FUNDING LLC
      ING (U.S.) FUNDING LLC 0.000000%
      45685QHL6
      Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-20
      2020-08-20
      2020-08-20
      N
      N
      N
      0.0012
      27348222.25
      27348222.25
      0.0050
      N
      N
      N
      N
    
    
      IONIC CAPITAL II TRUST
      IONIC CAPITAL II TRUST 0.000000%
      46221LK81
      254900ABXGHL7TZDR053
      Asset Backed Commercial Paper
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-08
      2020-10-08
      2020-10-08
      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
      0.0036
      17234133.37
      17234133.37
      0.0032
      N
      N
      N
      N
    
    
      KELLS FUNDING, LLC
      KELLS FUNDING, LLC 0.000000%
      48802TZ24
      US48802TZ240
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-09-25
      2020-09-25
      2020-09-25
      N
      Y
      
        FMS WERTMANAGEMENT
        1.0000
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      0.0016
      39990168.80
      39990168.80
      0.0074
      N
      N
      N
      N
    
    
      KELLS FUNDING, LLC
      KELLS FUNDING, LLC 0.000000%
      48803NGE1
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-20
      2020-08-20
      2020-08-20
      N
      Y
      
        FMS WERTMANAGEMENT
        1.0000
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      0.0007
      24999027.75
      24999027.75
      0.0046
      N
      N
      N
      N
    
    
      KELLS FUNDING, LLC
      KELLS FUNDING, LLC 0.000000%
      48803TPA6
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-09-10
      2020-09-10
      2020-09-10
      N
      Y
      
        FMS WERTMANAGEMENT
        1.0000
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      0.0007
      19998519.40
      19998519.40
      0.0037
      N
      N
      N
      N
    
    
      LANDESBANK HESSEN-THUERINGEN GIROZENTRALE
      LANDESBANK HESSEN-THUERINGEN GIROZENTRALE 0.000000%
      51489GKS5
      DIZES5CFO5K3I5R58746
      US51489GKS56
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-26
      2020-10-26
      2020-10-26
      N
      N
      N
      0.0020
      44978141.25
      44978141.25
      0.0083
      N
      N
      N
      N
    
    
      EXXON MOBIL CORPORATION
      EXXON MOBIL CORPORATION 0.170000%
      533485BD9
      J3WHBG0MTS7O8ZVMDC91
      US533485BD99
      0000034088
      Other Municipal Security
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-03
      2020-08-03
      2044-10-01
      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
      0.0017
      18000000.00
      18000000.00
      0.0033
      N
      Y
      Y
      N
    
    
      LMA-AMERICAS LLC
      LMA-AMERICAS LLC 0.000000%
      53944QK90
      US53944QK901
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-09
      2020-10-09
      2020-10-09
      N
      Y
      
        CREDIT AGRICOLE CORPORATE AND IN
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0022
      19991561.20
      19991561.20
      0.0037
      N
      N
      N
      N
    
    
      LLOYDS BANK PLC
      LLOYDS BANK PLC 0.240001%
      53946BEX5
      H7FNTJ4851HG0EXQ1Z70
      0001167831
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-01
      2020-08-13
      2020-08-13
      N
      N
      N
      0.0013
      49126936.51
      49126936.51
      0.0090
      N
      N
      N
      N
    
    
      LOS ANGELES DEPARTMENT OF WATER AND POWER
      LOS ANGELES DEPARTMENT OF WATER AND POWER 0.139999%
      544495DL5
      549300S8NXV6YU61GG95
      US544495DL50
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-03
      2020-08-03
      2034-07-01
      Y
      
        TD BANK, NATIONAL ASSOCIATION
        1.0000
        1
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        TD 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+
        
      
      0.0014
      4000000.00
      4000000.00
      0.0007
      N
      Y
      Y
      N
    
    
      HOWARD HUGHES MEDICAL INSTITUTE
      HOWARD HUGHES MEDICAL INSTITUTE 0.170000%
      545910AG6
      LO6J21CTB52FW2R3US61
      US545910AG62
      0000810386
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      2038-02-15
      Y
      
        Howard Hughes Medical Institute
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0017
      11000000.00
      11000000.00
      0.0020
      N
      N
      Y
      N
    
    
      EXXON MOBIL CORPORATION
      EXXON MOBIL CORPORATION 0.110001%
      54834RAC3
      J3WHBG0MTS7O8ZVMDC91
      US54834RAC34
      0000034088
      Other Municipal Security
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-03
      2020-08-03
      2029-11-01
      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
      0.0011
      30000000.00
      30000000.00
      0.0055
      N
      Y
      Y
      N
    
    
      MUFG BANK, LTD.-NEW YORK BRANCH
      MUFG BANK, LTD.-NEW YORK BRANCH 0.550000%
      55380TDM9
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-27
      2020-08-27
      2020-08-27
      N
      N
      N
      0.0011
      41013647.26
      41013647.26
      0.0075
      N
      N
      N
      N
    
    
      MANHATTAN ASSET FUNDING COMPANY LLC
      MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
      56274LHQ0
      549300S0NSJYSOB32S63
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-24
      2020-08-24
      2020-08-24
      N
      Y
      
        SUMITOMO MITSUI BANKING CORPORAT
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0014
      19582211.39
      19582211.39
      0.0036
      N
      N
      N
      N
    
    
      MANHATTAN ASSET FUNDING COMPANY LLC
      MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
      56274LK11
      549300S0NSJYSOB32S63
      US56274LK117
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-01
      2020-10-01
      2020-10-01
      N
      Y
      
        SUMITOMO MITSUI BANKING CORPORAT
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0012
      8998201.98
      8998201.98
      0.0017
      N
      N
      N
      N
    
    
      MANHATTAN ASSET FUNDING COMPANY LLC
      MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
      56274LKE3
      549300S0NSJYSOB32S63
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-14
      2020-10-14
      2020-10-14
      N
      Y
      
        SUMITOMO MITSUI BANKING CORPORAT
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0016
      17994187.44
      17994187.44
      0.0033
      N
      N
      N
      N
    
    
      PARTNERS HEALTHCARE SYSTEM, INC.
      PARTNERS HEALTHCARE SYSTEM, INC. 0.160001%
      57586EHT1
      5493007Z86EDN0QFYU66
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-07
      2020-08-07
      2027-07-01
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      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
        
      
      0.0016
      13000000.00
      13000000.00
      0.0024
      N
      N
      Y
      N
    
    
      MATCHPOINT FINANCE PUBLIC LIMITED COMPANY
      MATCHPOINT FINANCE PUBLIC LIMITED COMPANY 0.000000%
      57666AJU7
      635400YCKMVA7GIA6Q33
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-09-28
      2020-09-28
      2020-09-28
      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
      0.0019
      39987610.00
      39987610.00
      0.0074
      N
      N
      N
      N
    
    
      METROPOLITAN WATER DISTRICT OF SOUTHERN CALIFORNIA (THE)
      METROPOLITAN WATER DISTRICT OF SOUTHERN CALIFORNIA (THE) 0.139999%
      592663XH6
      5493003GD0S0P56RLT45
      US592663XH65
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-03
      2020-08-03
      2035-07-01
      Y
      
        PNC BANK, NATIONAL ASSOCIATION
        1.0000
        1
        Y
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        PNC 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
        
      
      0.0014
      12000000.00
      12000000.00
      0.0022
      N
      Y
      Y
      N
    
    
      MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND
      MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND 0.179999%
      59447TXC2
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-07
      2020-08-07
      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
      0.0018
      20000000.00
      20000000.00
      0.0037
      N
      N
      Y
      N
    
    
      ASCENSION HEALTH
      ASCENSION HEALTH 0.190002%
      60635HK73
      549300IWTBCMX5JB3277
      US60635HK731
      0001663043
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2020-08-07
      2020-08-07
      2039-11-15
      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
      0.0019
      15000000.00
      15000000.00
      0.0028
      N
      N
      Y
      N
    
    
      ASCENSION HEALTH
      ASCENSION HEALTH 0.160001%
      60635HN54
      549300IWTBCMX5JB3277
      0001663043
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      2026-11-15
      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
      0.0016
      7000000.00
      7000000.00
      0.0013
      N
      N
      Y
      N
    
    
      MIZUHO BANK, LTD-NEW YORK BRANCH
      MIZUHO BANK, LTD-NEW YORK BRANCH 0.329000%
      60710AJG8
      US60710AJG85
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-24
      2020-08-24
      2020-08-24
      N
      N
      N
      0.0017
      20002141.40
      20002141.40
      0.0037
      N
      N
      N
      N
    
    
      MIZUHO BANK, LTD-NEW YORK BRANCH
      MIZUHO BANK, LTD-NEW YORK BRANCH 0.258250%
      60710AKF8
      US60710AKF83
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-11
      2020-09-11
      2020-09-11
      N
      N
      N
      0.0018
      10000711.50
      10000711.50
      0.0018
      N
      N
      N
      N
    
    
      MIZUHO BANK, LTD-NEW YORK BRANCH
      MIZUHO BANK, LTD-NEW YORK BRANCH 0.270000%
      60710AN99
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-09-15
      2020-09-15
      2020-09-15
      N
      N
      N
      0.0018
      35004155.55
      35004155.55
      0.0064
      N
      N
      N
      N
    
    
      MIZUHO BANK, LTD-NEW YORK BRANCH
      MIZUHO BANK, LTD-NEW YORK BRANCH 0.290000%
      60710AND0
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-14
      2020-10-14
      2020-10-14
      N
      N
      N
      0.0022
      12001872.24
      12001872.24
      0.0022
      N
      N
      N
      N
    
    
      INTERMOUNTAIN HEALTH CARE, INC.
      INTERMOUNTAIN HEALTH CARE, INC. 0.230002%
      626853CB9
      UHH3GVKP4EW0MPCVT846
      US626853CB96
      Variable Rate Demand Note
      Y
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      2036-05-15
      Y
      
        INTERMOUNTAIN HEALTH CARE, INC.
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0023
      25000000.00
      25000000.00
      0.0046
      N
      N
      Y
      N
    
    
      INTERMOUNTAIN HEALTH CARE, INC.
      INTERMOUNTAIN HEALTH CARE, INC. 0.230002%
      626853CC7
      UHH3GVKP4EW0MPCVT846
      US626853CC79
      Variable Rate Demand Note
      Y
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      2036-05-15
      Y
      
        INTERMOUNTAIN HEALTH CARE, INC.
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0023
      20000000.00
      20000000.00
      0.0037
      N
      N
      Y
      N
    
    
      NATIONAL AUSTRALIA BANK LIMITED
      NATIONAL AUSTRALIA BANK LIMITED 0.457132%
      63254GMR3
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-09-03
      2020-12-03
      2020-12-03
      N
      N
      N
      0.0027
      6596195.80
      6596195.80
      0.0012
      N
      N
      N
      N
    
    
      NATIONAL BANK OF CANADA
      NATIONAL BANK OF CANADA 0.460001%
      63307NEF0
      BSGEFEIOM18Y80CKCV46
      US63307NEF06
      0000926171
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-01
      2020-08-19
      2020-08-19
      N
      N
      N
      0.0022
      28265823.47
      28265823.47
      0.0052
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.500000%
      63376DDP7
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-09-18
      2020-09-18
      2020-09-18
      N
      N
      N
      0.0034
      20004293.60
      20004293.60
      0.0037
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.310000%
      63376DDY8
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-07
      2020-08-07
      2020-08-07
      N
      N
      N
      0.0015
      11000342.10
      11000342.10
      0.0020
      N
      N
      Y
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.300000%
      63376DEN1
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-20
      2020-08-20
      2020-08-20
      N
      N
      N
      0.0024
      25000819.00
      25000819.00
      0.0046
      N
      N
      N
      N
    
    
      NATIONWIDE BUILDING SOCIETY
      NATIONWIDE BUILDING SOCIETY 0.000000%
      6385E0H48
      549300XFX12G42QIKN82
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-04
      2020-08-04
      2020-08-04
      N
      N
      N
      0.0014
      24999611.00
      24999611.00
      0.0046
      N
      N
      Y
      N
    
    
      NATIONWIDE BUILDING SOCIETY
      NATIONWIDE BUILDING SOCIETY 0.000000%
      6385E0HE6
      549300XFX12G42QIKN82
      US6385E0HE60
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-14
      2020-08-14
      2020-08-14
      N
      N
      N
      0.0015
      19998841.20
      19998841.20
      0.0037
      N
      N
      N
      N
    
    
      NATIXIS-NEW YORK BRANCH
      NATIXIS-NEW YORK BRANCH 0.472630%
      63873N4H1
      US63873N4H13
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-07
      2020-08-07
      2020-08-07
      N
      N
      N
      0.0015
      15000940.80
      15000940.80
      0.0028
      N
      N
      Y
      N
    
    
      NATIXIS-NEW YORK BRANCH
      NATIXIS-NEW YORK BRANCH 0.633499%
      63873QAL8
      US63873QAL86
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-13
      2020-11-13
      2020-11-13
      N
      N
      N
      0.0020
      30020613.60
      30020613.60
      0.0055
      N
      N
      N
      N
    
    
      NATIXIS-NEW YORK BRANCH
      NATIXIS-NEW YORK BRANCH 0.506002%
      63873QBX1
      US63873QBX16
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-09-29
      2020-12-29
      2020-12-29
      N
      N
      N
      0.0021
      39938806.34
      39938806.34
      0.0073
      N
      N
      N
      N
    
    
      PRESBYTERIAN HEALTHCARE SERVICES
      PRESBYTERIAN HEALTHCARE SERVICES 0.179999%
      647370JU0
      549300PILQ3W3CCH7D05
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-07
      2020-08-07
      2042-08-01
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      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
        
      
      0.0018
      27000000.00
      27000000.00
      0.0050
      N
      N
      Y
      N
    
    
      CITY OF NEW YORK
      CITY OF NEW YORK 0.139999%
      64966LU41
      549300ABYZD2SFD5JB29
      US64966LU414
      Other Municipal Security
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-03
      2020-08-03
      2044-06-01
      Y
      
        Barclays Bank PLC
        1.0000
        1
        Y
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        BARCLAYS BANK PLC
        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
      26620000.00
      26620000.00
      0.0049
      N
      Y
      Y
      N
    
    
      METROPOLITAN MUSEUM OF ART (THE)
      METROPOLITAN MUSEUM OF ART (THE) 0.170000%
      649717NQ4
      549300LS1O4XQ1SY7T11
      US649717NQ45
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      2036-10-01
      Y
      
        METROPOLITAN MUSEUM OF ART (THE)
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0017
      10500000.00
      10500000.00
      0.0019
      N
      N
      Y
      N
    
    
      NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY
      NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY 0.160001%
      64971WUS7
      5493003476LG35QAKM08
      US64971WUS78
      Other Municipal Security
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-03
      2020-08-03
      2041-08-01
      Y
      
        Bank of America, National Associ
        1.0000
        1
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        BANK OF AMERICA, NATIONAL ASSOCI
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0016
      25000000.00
      25000000.00
      0.0046
      N
      Y
      Y
      N
    
    
      NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY
      NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY 0.139999%
      64971XKS6
      5493003476LG35QAKM08
      US64971XKS61
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-03
      2020-08-03
      2044-11-01
      Y
      
        Barclays Bank PLC
        1.0000
        1
        Y
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        BARCLAYS BANK PLC
        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
      16175000.00
      16175000.00
      0.0030
      N
      Y
      Y
      N
    
    
      NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY
      NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY 0.139999%
      64971XKU1
      5493003476LG35QAKM08
      US64971XKU18
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-03
      2020-08-03
      2039-08-01
      Y
      
        Barclays Bank PLC
        1.0000
        1
        Y
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        BARCLAYS BANK PLC
        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
      18275000.00
      18275000.00
      0.0034
      N
      Y
      Y
      N
    
    
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY 0.210000%
      64972GSC9
      549300Q2EHQ6RJPQKP05
      US64972GSC95
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-07
      2020-08-07
      2051-06-15
      Y
      
        INDUSTRIAL AND COMMERCIAL BANK O
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        INDUSTRIAL AND COMMERCIAL BANK O
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0021
      20000000.00
      20000000.00
      0.0037
      N
      N
      Y
      N
    
    
      NEW YORK (STATE OF)
      NEW YORK (STATE OF) 5.000000%
      64990FXG4
      549300C8XO7EXTX2XU71
      US64990FXG44
      Other Municipal Security
      Y
      
        Moody's Investors Service, Inc.
        MIG1
      
      
        Standard and Poor's Ratings Services
        SP-1+
      
      2021-03-31
      2021-03-31
      2021-03-31
      N
      N
      N
      0.0017
      17377160.64
      17377160.64
      0.0032
      N
      N
      N
      N
    
    
      NORDEA BANK ABP
      NORDEA BANK ABP 0.000000%
      65558JPQ4
      529900ODI3047E2LIV03
      0001002614
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-24
      2021-02-24
      2021-02-24
      N
      N
      N
      0.0025
      9985728.90
      9985728.90
      0.0018
      N
      N
      N
      N
    
    
      SENTARA HEALTHCARE
      SENTARA HEALTHCARE 0.150001%
      65588TAP4
      5493002B0YWN6UH30V71
      US65588TAP49
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      2034-11-01
      Y
      
        SENTARA HEALTHCARE
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0015
      4000000.00
      4000000.00
      0.0007
      N
      N
      Y
      N
    
    
      SENTARA HEALTHCARE
      SENTARA HEALTHCARE 0.170000%
      65588TAQ2
      5493002B0YWN6UH30V71
      US65588TAQ22
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      2034-11-01
      Y
      
        SENTARA HEALTHCARE
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0017
      11105000.00
      11105000.00
      0.0020
      N
      N
      Y
      N
    
    
      NORINCHUKIN BANK (THE)
      NORINCHUKIN BANK (THE) 0.300000%
      65602VF76
      5493007VSMFZCPV1NB83
      0001496637
      Certificate of Deposit
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-19
      2020-08-19
      2020-08-19
      N
      N
      N
      0.0016
      35002546.95
      35002546.95
      0.0064
      N
      N
      N
      N
    
    
      NORINCHUKIN BANK (THE)
      NORINCHUKIN BANK (THE) 0.300000%
      65602VH58
      5493007VSMFZCPV1NB83
      0001496637
      Certificate of Deposit
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-09-01
      2020-09-01
      2020-09-01
      N
      N
      N
      0.0021
      15001184.70
      15001184.70
      0.0028
      N
      N
      N
      N
    
    
      NORINCHUKIN BANK (THE)
      NORINCHUKIN BANK (THE) 0.290000%
      65602VJ31
      5493007VSMFZCPV1NB83
      0001496637
      Certificate of Deposit
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-21
      2020-08-21
      2020-08-21
      N
      N
      N
      0.0017
      20001387.00
      20001387.00
      0.0037
      N
      N
      N
      N
    
    
      NORINCHUKIN BANK (THE)
      NORINCHUKIN BANK (THE) 0.320000%
      65602VN28
      5493007VSMFZCPV1NB83
      0001496637
      Certificate of Deposit
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-09-18
      2020-09-18
      2020-09-18
      N
      N
      N
      0.0022
      30004242.00
      30004242.00
      0.0055
      N
      N
      N
      N
    
    
      CLEVELAND CLINIC
      CLEVELAND CLINIC 0.130000%
      67756AH96
      US67756AH960
      0001372440
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-03
      2020-08-03
      2043-01-01
      Y
      
        Barclays Bank PLC
        1.0000
        1
        Y
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        BARCLAYS BANK PLC
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0013
      14270000.00
      14270000.00
      0.0026
      N
      Y
      Y
      N
    
    
      OHIO WATER DEVELOPMENT AUTHORITY
      OHIO WATER DEVELOPMENT AUTHORITY 0.150001%
      67766WXK3
      549300QMBH1DMY67FZ74
      US67766WXK34
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      2036-12-01
      Y
      
        TD 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
      
        TD 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+
        
      
      0.0015
      31355000.00
      31355000.00
      0.0058
      N
      N
      Y
      N
    
    
      OVERSEA-CHINESE BANKING CORPORATION LIMITED
      OVERSEA-CHINESE BANKING CORPORATION LIMITED 1.620000%
      69033MMZ7
      5493007O3QFXCPOGWK22
      US69033MMZ76
      0001448817
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-20
      2020-08-20
      2020-08-20
      N
      N
      N
      0.0016
      20016230.40
      20016230.40
      0.0037
      N
      N
      N
      N
    
    
      OVERSEA-CHINESE BANKING CORPORATION LIMITED
      OVERSEA-CHINESE BANKING CORPORATION LIMITED 0.594000%
      69034CKA5
      5493007O3QFXCPOGWK22
      0001448817
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      2020-08-07
      N
      N
      N
      0.0018
      15000232.65
      15000232.65
      0.0028
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.200001%
      690353YE1
      549300IDY55XMYWXSD28
      US690353YE15
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      2034-06-15
      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
      0.0020
      3661040.25
      3661040.25
      0.0007
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.200001%
      690353ZY6
      549300IDY55XMYWXSD28
      US690353ZY69
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      2034-06-15
      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
      0.0020
      3926747.34
      3926747.34
      0.0007
      N
      N
      Y
      N
    
    
      PORTLAND MAINE (CITY OF)...
      PORTLAND MAINE (CITY OF)... 0.250000%
      7365594Y8
      US7365594Y83
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-07
      2020-08-07
      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
        
      
      0.0025
      22900000.00
      22900000.00
      0.0042
      N
      N
      Y
      N
    
    
      PROVIDENCE HEALTH & SERVICES
      PROVIDENCE HEALTH & SERVICES 0.330001%
      743755AG5
      US743755AG53
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      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+
        
      
      0.0033
      49390000.00
      49390000.00
      0.0091
      N
      N
      Y
      N
    
    
      PROVIDENCE HEALTH & SERVICES
      PROVIDENCE HEALTH & SERVICES 0.190001%
      743756AA6
      US743756AA66
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-07
      2020-08-07
      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
      0.0019
      20000000.00
      20000000.00
      0.0037
      N
      N
      Y
      N
    
    
      RIDGEFIELD FUNDING COMPANY, LLC
      RIDGEFIELD FUNDING COMPANY, LLC 0.000000%
      76582JK52
      US76582JK527
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-05
      2020-10-05
      2020-10-05
      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
      0.0017
      49984050.00
      49984050.00
      0.0092
      N
      N
      N
      N
    
    
      SALISBURY RECEIVABLES COMPANY LLC
      SALISBURY RECEIVABLES COMPANY LLC 0.000000%
      79490AJG4
      549300HB2PGDP0V6U989
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-09-16
      2020-09-16
      2020-09-16
      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
      0.0021
      9997323.60
      9997323.60
      0.0018
      N
      N
      N
      N
    
    
      SHEFFIELD RECEIVABLES COMPANY LLC
      SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
      82124LH39
      549300MYF6MOTU9T3G29
      US82124LH399
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-03
      2020-08-03
      2020-08-03
      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
      19999783.40
      19999783.40
      0.0037
      N
      Y
      Y
      N
    
    
      SHEFFIELD RECEIVABLES COMPANY LLC
      SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
      82124LHR6
      549300MYF6MOTU9T3G29
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-25
      2020-08-25
      2020-08-25
      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
      0.0016
      19997791.60
      19997791.60
      0.0037
      N
      N
      N
      N
    
    
      SHELL INTERNATIONAL FINANCE B.V.
      SHELL INTERNATIONAL FINANCE B.V. 0.000000%
      8225X2HX5
      213800ITMMKU4Z7I4F78
      US8225X2HX53
      0001333621
      Non-Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-31
      2020-08-31
      2020-08-31
      N
      N
      N
      0.0021
      9998234.70
      9998234.70
      0.0018
      N
      N
      N
      N
    
    
      SHELL INTERNATIONAL FINANCE B.V.
      SHELL INTERNATIONAL FINANCE B.V. 0.000000%
      8225X2JU9
      213800ITMMKU4Z7I4F78
      US8225X2JU96
      0001333621
      Non-Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-09-28
      2020-09-28
      2020-09-28
      N
      N
      N
      0.0028
      9995427.50
      9995427.50
      0.0018
      N
      N
      N
      N
    
    
      SHELL INTERNATIONAL FINANCE B.V.
      SHELL INTERNATIONAL FINANCE B.V. 0.000000%
      8225X2PG3
      213800ITMMKU4Z7I4F78
      US8225X2PG39
      0001333621
      Non-Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-16
      2021-02-16
      2021-02-16
      N
      N
      N
      0.0035
      21059323.84
      21059323.84
      0.0039
      N
      N
      N
      N
    
    
      SHELL INTERNATIONAL FINANCE B.V.
      SHELL INTERNATIONAL FINANCE B.V. 0.000000%
      8225X2PR9
      213800ITMMKU4Z7I4F78
      US8225X2PR93
      0001333621
      Non-Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-25
      2021-02-25
      2021-02-25
      N
      N
      N
      0.0036
      22053939.40
      22053939.40
      0.0041
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) 0.452002%
      83050PEP0
      F3JS33DEI6XQ4ZBPTN86
      US83050PEP09
      0000917311
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-02
      2020-10-02
      2020-10-02
      N
      N
      N
      0.0023
      40011134.80
      40011134.80
      0.0074
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) 0.440881%
      83050PEX3
      F3JS33DEI6XQ4ZBPTN86
      US83050PEX33
      0000917311
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-16
      2020-10-16
      2020-10-16
      N
      N
      N
      0.0023
      5760216.83
      5760216.83
      0.0011
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) 0.441382%
      83050PFB0
      F3JS33DEI6XQ4ZBPTN86
      US83050PFB04
      0000917311
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-21
      2020-10-21
      2020-10-21
      N
      N
      N
      0.0023
      17006993.46
      17006993.46
      0.0031
      N
      N
      N
      N
    
    
      SOCIETE GENERALE
      SOCIETE GENERALE 0.446749%
      83368YDY0
      O2RNE8IBXP4R0TD8PU41
      0000865845
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-19
      2020-08-19
      2020-08-19
      N
      N
      N
      0.0045
      15001275.00
      15001275.00
      0.0028
      N
      N
      N
      N
    
    
      SOCIETE GENERALE
      SOCIETE GENERALE 0.000000%
      83369BLC8
      O2RNE8IBXP4R0TD8PU41
      US83369BLC80
      0000865845
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-12
      2020-11-12
      2020-11-12
      N
      N
      N
      0.0021
      13691886.59
      13691886.59
      0.0025
      N
      N
      N
      N
    
    
      SOCIETE GENERALE
      SOCIETE GENERALE 0.630000%
      83369XE20
      O2RNE8IBXP4R0TD8PU41
      0000865845
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-29
      2020-10-29
      2020-10-29
      N
      N
      N
      0.0022
      15015353.10
      15015353.10
      0.0028
      N
      N
      N
      N
    
    
      STANDARD CHARTERED BANK-NEW YORK BRANCH
      STANDARD CHARTERED BANK-NEW YORK BRANCH 0.352631%
      85325V3S7
      US85325V3S76
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-07
      2021-02-08
      2021-02-08
      N
      N
      N
      0.0030
      40009625.20
      40009625.20
      0.0074
      N
      N
      N
      N
    
    
      STANDARD CHARTERED BANK-NEW YORK BRANCH
      STANDARD CHARTERED BANK-NEW YORK BRANCH 1.200000%
      85325V5B2
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-09-22
      2020-09-22
      2020-09-22
      N
      N
      N
      0.0027
      20435903.86
      20435903.86
      0.0038
      N
      N
      N
      N
    
    
      STARBIRD FUNDING CORPORATION
      STARBIRD FUNDING CORPORATION 0.000000%
      85520LJ89
      549300A8DDPP6QJBB522
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-09-08
      2020-09-08
      2020-09-08
      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
      0.0018
      29994084.90
      29994084.90
      0.0055
      N
      N
      N
      N
    
    
      STARBIRD FUNDING CORPORATION
      STARBIRD FUNDING CORPORATION 0.000000%
      85520LJJ5
      549300A8DDPP6QJBB522
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-09-18
      2020-09-18
      2020-09-18
      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
      0.0020
      19994691.60
      19994691.60
      0.0037
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORPORATION
      SUMITOMO MITSUI BANKING CORPORATION 0.000000%
      86562KK86
      5U0XI89JRFVHWIBS4F54
      0001158084
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-08
      2020-10-08
      2020-10-08
      N
      N
      N
      0.0019
      4998188.75
      4998188.75
      0.0009
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK, LIMITED
      SUMITOMO MITSUI TRUST BANK, LIMITED 0.000000%
      86563GH70
      5493006GGLR4BTEL8O61
      0001046017
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-07
      2020-08-07
      2020-08-07
      N
      N
      N
      0.0010
      34999319.60
      34999319.60
      0.0064
      N
      N
      Y
      N
    
    
      SUMITOMO MITSUI TRUST BANK, LIMITED
      SUMITOMO MITSUI TRUST BANK, LIMITED 0.680000%
      86564GBS9
      5493006GGLR4BTEL8O61
      0001046017
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-06
      2020-08-06
      2020-08-06
      N
      N
      N
      0.0011
      35003329.55
      35003329.55
      0.0064
      N
      N
      Y
      N
    
    
      SUMITOMO MITSUI TRUST BANK, LIMITED-SINGAPORE BRANCH
      SUMITOMO MITSUI TRUST BANK, LIMITED-SINGAPORE BRANCH 0.000000%
      86564YJE3
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-09-14
      2020-09-14
      2020-09-14
      N
      N
      N
      0.0016
      16596783.75
      16596783.75
      0.0031
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORPORATION
      SUMITOMO MITSUI BANKING CORPORATION 0.782500%
      86565BLX7
      5U0XI89JRFVHWIBS4F54
      US86565BLX72
      0001158084
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-28
      2020-08-28
      2020-08-28
      N
      N
      N
      0.0020
      3617132.28
      3617132.28
      0.0007
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORPORATION
      SUMITOMO MITSUI BANKING CORPORATION 0.500000%
      86565CCU1
      5U0XI89JRFVHWIBS4F54
      0001158084
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-10
      2020-08-10
      2020-08-10
      N
      N
      N
      0.0011
      40004287.20
      40004287.20
      0.0074
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORPORATION
      SUMITOMO MITSUI BANKING CORPORATION 0.300000%
      86565CFA2
      5U0XI89JRFVHWIBS4F54
      0001158084
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-26
      2020-08-26
      2020-08-26
      N
      N
      N
      0.0014
      10001190.90
      10001190.90
      0.0018
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB-NEW YORK BRANCH
      SVENSKA HANDELSBANKEN AB-NEW YORK BRANCH 0.430880%
      86959RCU2
      US86959RCU23
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-16
      2020-10-16
      2020-10-16
      N
      N
      N
      0.0023
      13156796.93
      13156796.93
      0.0024
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB-NEW YORK BRANCH
      SVENSKA HANDELSBANKEN AB-NEW YORK BRANCH 0.457880%
      86959REG1
      US86959REG11
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-09-30
      2020-12-30
      2020-12-30
      N
      N
      N
      0.0025
      50030596.50
      50030596.50
      0.0092
      N
      N
      N
      N
    
    
      TEXAS HEALTH RESOURCES
      TEXAS HEALTH RESOURCES 0.200001%
      87638TCG6
      54930008C10TUBW7Z611
      US87638TCG67
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      2033-11-15
      Y
      
        TEXAS HEALTH RESOURCES
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0020
      14000000.00
      14000000.00
      0.0026
      N
      N
      Y
      N
    
    
      TEXAS HEALTH RESOURCES
      TEXAS HEALTH RESOURCES 0.200001%
      87638TCJ0
      54930008C10TUBW7Z611
      US87638TCJ07
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      2033-11-15
      Y
      
        TEXAS HEALTH RESOURCES
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0020
      15000000.00
      15000000.00
      0.0028
      N
      N
      Y
      N
    
    
      STATE OF TEXAS
      STATE OF TEXAS 0.200001%
      882722Q53
      549300X9CH74QB747L76
      US882722Q534
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2020-08-07
      2020-08-07
      2042-06-01
      Y
      
        FEDERAL HOME LOAN BANK OF DALLAS
        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 DALLAS
        Liquidity/Partial C/E
        1.0000
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0020
      18495000.00
      18495000.00
      0.0034
      N
      N
      Y
      N
    
    
      STATE OF TEXAS
      STATE OF TEXAS 0.240001%
      882723G78
      549300X9CH74QB747L76
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2020-08-07
      2020-08-07
      2034-06-01
      Y
      
        State of Texas
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          P-1
        
      
      N
      N
      0.0024
      11500000.00
      11500000.00
      0.0021
      N
      N
      Y
      N
    
    
      STATE OF TEXAS
      STATE OF TEXAS 0.200001%
      882723H77
      549300X9CH74QB747L76
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2020-08-07
      2020-08-07
      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+
        
      
      0.0020
      46425000.00
      46425000.00
      0.0085
      N
      N
      Y
      N
    
    
      STATE OF TEXAS
      STATE OF TEXAS 0.280001%
      882724LX3
      549300X9CH74QB747L76
      US882724LX38
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2020-08-07
      2020-08-07
      2050-06-01
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      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
        
      
      0.0028
      41025000.00
      41025000.00
      0.0075
      N
      N
      Y
      N
    
    
      THUNDER BAY FUNDING, LLC
      THUNDER BAY FUNDING, LLC 0.000000%
      88602TKN2
      US88602TKN27
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-22
      2020-10-22
      2020-10-22
      N
      N
      Y
      
        Royal Bank of Canada
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0017
      10346062.65
      10346062.65
      0.0019
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (THE)
      TORONTO-DOMINION BANK (THE) 0.620881%
      89114M4Q7
      PT3QB789TSUIDF371261
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-05
      2020-08-05
      2020-08-05
      N
      N
      N
      0.0020
      15000054.15
      15000054.15
      0.0028
      N
      N
      Y
      N
    
    
      TORONTO-DOMINION BANK (THE)
      TORONTO-DOMINION BANK (THE) 0.000000%
      89119AH35
      PT3QB789TSUIDF371261
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-03
      2020-08-03
      2020-08-03
      N
      N
      N
      0.0009
      9999921.70
      9999921.70
      0.0018
      N
      Y
      Y
      N
    
    
      TORONTO-DOMINION BANK (THE)
      TORONTO-DOMINION BANK (THE) 0.000000%
      89119AJP4
      PT3QB789TSUIDF371261
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-09-23
      2020-09-23
      2020-09-23
      N
      N
      N
      0.0017
      59985060.00
      59985060.00
      0.0110
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (THE)
      TORONTO-DOMINION BANK (THE) 0.497880%
      89120DPF0
      PT3QB789TSUIDF371261
      US89120DPF05
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-09-30
      2020-09-30
      2020-09-30
      N
      N
      N
      0.0020
      18006835.50
      18006835.50
      0.0033
      N
      N
      N
      N
    
    
      TRIBOROUGH BRIDGE AND TUNNEL AUTHORITY
      TRIBOROUGH BRIDGE AND TUNNEL AUTHORITY 0.130000%
      89602RDT9
      54930020ZN4LQF7K3456
      US89602RDT95
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-03
      2020-08-03
      2032-01-01
      Y
      
        CITIBANK, NATIONAL ASSOCIATION
        1.0000
        1
        Y
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        CITIBANK, 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
        
      
      0.0013
      13000000.00
      13000000.00
      0.0024
      N
      Y
      Y
      N
    
    
      UBS AG-LONDON BRANCH
      UBS AG-LONDON BRANCH 2.450000%
      902674XK1
      US902674XK19
      Other Instrument
      Medium Term Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0030
      29299565.52
      29299565.52
      0.0054
      N
      N
      N
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.200001%
      90376PBA8
      549300IDY55XMYWXSD28
      US90376PBA84
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      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
      0.0020
      2000000.00
      2000000.00
      0.0004
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.200002%
      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+
      
      2020-08-07
      2020-08-07
      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
      0.0020
      3000000.00
      3000000.00
      0.0006
      N
      N
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127962H1
      254900HROIFWPRGM1V77
      US9127962H15
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-09-24
      2020-09-24
      2020-09-24
      N
      N
      N
      0.0010
      39294323.51
      39294323.51
      0.0072
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127962R9
      254900HROIFWPRGM1V77
      US9127962R96
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-15
      2020-10-15
      2020-10-15
      N
      N
      N
      0.0010
      8498233.28
      8498233.28
      0.0016
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127962S7
      254900HROIFWPRGM1V77
      US9127962S79
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-22
      2020-10-22
      2020-10-22
      N
      N
      N
      0.0010
      155565855.14
      155565855.14
      0.0286
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127962T5
      254900HROIFWPRGM1V77
      US9127962T52
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-29
      2020-10-29
      2020-10-29
      N
      N
      N
      0.0010
      67983566.44
      67983566.44
      0.0125
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127962Z1
      254900HROIFWPRGM1V77
      US9127962Z13
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-12
      2020-11-12
      2020-11-12
      N
      N
      N
      0.0011
      6098203.06
      6098203.06
      0.0011
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963A5
      254900HROIFWPRGM1V77
      US9127963A52
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-19
      2020-11-19
      2020-11-19
      N
      N
      N
      0.0010
      52683794.75
      52683794.75
      0.0097
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963B3
      254900HROIFWPRGM1V77
      US9127963B36
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-27
      2020-11-27
      2020-11-27
      N
      N
      N
      0.0011
      3998646.68
      3998646.68
      0.0007
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963L1
      254900HROIFWPRGM1V77
      US9127963L18
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-24
      2020-12-24
      2020-12-24
      N
      N
      N
      0.0010
      89963356.50
      89963356.50
      0.0165
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963R8
      254900HROIFWPRGM1V77
      US9127963R87
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-09-01
      2020-09-01
      2020-09-01
      N
      N
      N
      0.0010
      92592913.32
      92592913.32
      0.0170
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964G1
      254900HROIFWPRGM1V77
      US9127964G14
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-06
      2020-10-06
      2020-10-06
      N
      N
      N
      0.0009
      1499773.34
      1499773.34
      0.0003
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964H9
      254900HROIFWPRGM1V77
      US9127964H96
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-13
      2020-10-13
      2020-10-13
      N
      N
      N
      0.0010
      37492974.00
      37492974.00
      0.0069
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964J5
      254900HROIFWPRGM1V77
      US9127964J52
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-20
      2020-10-20
      2020-10-20
      N
      N
      N
      0.0009
      11297796.50
      11297796.50
      0.0021
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964K2
      254900HROIFWPRGM1V77
      US9127964K26
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-27
      2020-10-27
      2020-10-27
      N
      N
      N
      0.0010
      99977.57
      99977.57
      0.0000
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964Q9
      254900HROIFWPRGM1V77
      US9127964Q95
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-03
      2020-11-03
      2020-11-03
      N
      N
      N
      0.0010
      41090021.74
      41090021.74
      0.0076
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964R7
      254900HROIFWPRGM1V77
      US9127964R78
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-10
      2020-11-10
      2020-11-10
      N
      N
      N
      0.0008
      1899608.13
      1899608.13
      0.0003
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964T3
      254900HROIFWPRGM1V77
      US9127964T35
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-24
      2020-11-24
      2020-11-24
      N
      N
      N
      0.0008
      87479400.75
      87479400.75
      0.0161
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964U0
      254900HROIFWPRGM1V77
      US9127964U08
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0009
      40087970.00
      40087970.00
      0.0074
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127965C9
      254900HROIFWPRGM1V77
      US9127965C90
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-15
      2020-12-15
      2020-12-15
      N
      N
      N
      0.0010
      399851.11
      399851.11
      0.0001
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127965D7
      254900HROIFWPRGM1V77
      US9127965D73
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-22
      2020-12-22
      2020-12-22
      N
      N
      N
      0.0010
      46081944.01
      46081944.01
      0.0085
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127965F2
      254900HROIFWPRGM1V77
      US9127965F22
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-29
      2020-12-29
      2020-12-29
      N
      N
      N
      0.0012
      2998581.66
      2998581.66
      0.0006
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796TJ8
      254900HROIFWPRGM1V77
      US912796TJ85
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-09-10
      2020-09-10
      2020-09-10
      N
      N
      N
      0.0009
      1599843.78
      1599843.78
      0.0003
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796TY5
      254900HROIFWPRGM1V77
      US912796TY52
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-31
      2020-12-31
      2020-12-31
      N
      N
      N
      0.0011
      3898212.51
      3898212.51
      0.0007
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796XG9
      254900HROIFWPRGM1V77
      US912796XG90
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-27
      2020-08-27
      2020-08-27
      N
      N
      N
      0.0010
      63695859.50
      63695859.50
      0.0117
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796XH7
      254900HROIFWPRGM1V77
      US912796XH73
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-09-03
      2020-09-03
      2020-09-03
      N
      N
      N
      0.0010
      97191839.09
      97191839.09
      0.0179
      N
      Y
      Y
      N
    
    
      REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CENTER PO...
      REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CENTER PO... 0.099999%
      913366KA7
      RRR42I7GG51DB5HDQR14
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-03
      2020-08-03
      2045-05-15
      Y
      
        REGENTS OF THE UNIVERSITY OF CAL
        1.0000
        1
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0010
      18240000.00
      18240000.00
      0.0034
      N
      Y
      Y
      N
    
    
      REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE)
      REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) 0.160001%
      91412GEX9
      US91412GEX97
      0000315054
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      2041-07-01
      Y
      
        REGENTS OF THE UNIVERSITY OF CAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0016
      30000000.00
      30000000.00
      0.0055
      N
      N
      Y
      N
    
    
      REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE)
      REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) 0.099999%
      91412GSH9
      US91412GSH91
      0000315054
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      2048-05-15
      Y
      
        REGENTS OF THE UNIVERSITY OF CAL
        1.0000
        1
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0010
      5085000.00
      5085000.00
      0.0009
      N
      N
      Y
      N
    
    
      REGENTS OF THE UNIVERSITY OF COLORADO (THE)
      REGENTS OF THE UNIVERSITY OF COLORADO (THE) 0.139999%
      91417K4Y4
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2020-08-07
      2020-08-07
      2050-06-01
      Y
      
        TD 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
      
        TD 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+
        
      
      0.0014
      10000000.00
      10000000.00
      0.0018
      N
      N
      Y
      N
    
    
      UNIVERSITY OF COLORADO HOSPITAL AUTHORITY
      UNIVERSITY OF COLORADO HOSPITAL AUTHORITY 0.160001%
      914183BC1
      GQ60RLZ5ZEBY2J9KLI75
      US914183BC14
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      2039-11-15
      Y
      
        UNIVERSITY OF COLORADO HOSPITAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0016
      15000000.00
      15000000.00
      0.0028
      N
      N
      Y
      N
    
    
      UNIVERSITY OF COLORADO HOSPITAL AUTHORITY
      UNIVERSITY OF COLORADO HOSPITAL AUTHORITY 0.160001%
      914183BQ0
      GQ60RLZ5ZEBY2J9KLI75
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      2049-11-15
      Y
      
        UNIVERSITY OF COLORADO HOSPITAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0016
      20000000.00
      20000000.00
      0.0037
      N
      N
      Y
      N
    
    
      UNIVERSITY OF WISCONSIN HOSPITALS AND CLINICS AUTHORITY
      UNIVERSITY OF WISCONSIN HOSPITALS AND CLINICS AUTHORITY 0.139999%
      915260CN1
      549300O76DW14JGO7224
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-03
      2020-08-03
      2048-04-01
      Y
      
        BMO HARRIS BANK NATIONAL ASSOCIA
        1.0000
        1
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        BMO HARRIS BANK NATIONAL ASSOCIA
        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
      17525000.00
      17525000.00
      0.0032
      N
      Y
      Y
      N
    
    
      VERSAILLES COMMERCIAL PAPER LLC
      VERSAILLES COMMERCIAL PAPER LLC 0.000000%
      92512LK75
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-07
      2020-10-07
      2020-10-07
      N
      Y
      
        NATIXIS
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0022
      24989847.25
      24989847.25
      0.0046
      N
      N
      N
      N
    
    
      VICTORY RECEIVABLES CORPORATION
      VICTORY RECEIVABLES CORPORATION 0.000000%
      92646KJJ2
      549300D0F37QF0LP7F94
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-09-18
      2020-09-18
      2020-09-18
      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
      0.0022
      9996978.30
      9996978.30
      0.0018
      N
      N
      N
      N
    
    
      VICTORY RECEIVABLES CORPORATION
      VICTORY RECEIVABLES CORPORATION 0.000000%
      92646KKS0
      549300D0F37QF0LP7F94
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-26
      2020-10-26
      2020-10-26
      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
      0.0019
      24988339.50
      24988339.50
      0.0046
      N
      N
      N
      N
    
    
      PROVIDENCE ST. JOSEPH HEALTH
      PROVIDENCE ST. JOSEPH HEALTH 0.200001%
      93978HGF6
      549300ZVPWQIL3N5TL85
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      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+
        
      
      0.0020
      13000000.00
      13000000.00
      0.0024
      N
      N
      Y
      N
    
    
      PROVIDENCE ST. JOSEPH HEALTH
      PROVIDENCE ST. JOSEPH HEALTH 0.200001%
      93978HGG4
      549300ZVPWQIL3N5TL85
      US93978HGG48
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-08-07
      2020-08-07
      2042-10-01
      Y
      
        PROVIDENCE ST. JOSEPH HEALTH
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0020
      8000000.00
      8000000.00
      0.0015
      N
      N
      Y
      N
    
    
      WESTPAC BANKING CORPORATION
      WESTPAC BANKING CORPORATION 0.398250%
      9612C4H79
      EN5TNI6CI43VEPAMHL14
      US9612C4H799
      0000719245
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-30
      2020-10-30
      2020-10-30
      N
      N
      N
      0.0022
      30011592.90
      30011592.90
      0.0055
      N
      N
      N
      N
    
    
      WELLS FARGO SECURITIES, LLC
      WELLS FARGO SECURITIES, LLC 0.240000%
      VYVVCKR63DVZZN70PB21
      0001224385
      TPR036B0E779158WEL
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AMCOR FIN USA INC
          
            2020-08-11
          
          0.00
          2850096.00
          2849999.00
          Money Market
        
        
          AMERICAN CRYSTAL SUGAR CO
          
            2020-08-12
          
          0.00
          2850171.00
          2850000.00
          Money Market
        
        
          B.A.T CAPITAL CORPORATION
          2138005GYEXN7XRHFA84
          
            2049-09-06
          
          4.758000
          1580461.00
          1908998.00
          Corporate Debt Securities
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2051-03-20
          
          4.083000
          1407847.00
          1846078.00
          Corporate Debt Securities
        
        
          BLACK HILLS CORP
          
            2020-08-03
          
          0.00
          700000.00
          699985.00
          Money Market
        
        
          CABOT CORP
          K05C0SER542GQ6VLRO68
          
            2020-08-31
          
          0.00
          2850544.00
          2850000.00
          Money Market
        
        
          DAIRY FMRS AMER
          
            2020-08-03
          
          0.00
          2850059.00
          2849999.00
          Money Market
        
        
          EMPIRE DIST ELEC CO DISC COML
          
            2020-08-21
          
          0.00
          2850319.00
          2850000.00
          Money Market
        
        
          EMPIRE DIST ELEC CO DISC COML
          
            2020-09-02
          
          0.00
          2850590.00
          2850000.00
          Money Market
        
        
          EVERGY MO WEST INC DISC CP 4/A
          
            2020-08-07
          
          0.00
          2850116.00
          2849999.00
          Money Market
        
        
          JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
          7H6GLXDRUGQFU57RNE97
          
            2020-08-05
          
          0.00
          2142470.00
          2849999.00
          Money Market
        
        
          JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
          7H6GLXDRUGQFU57RNE97
          
            2020-09-04
          
          0.00
          357000.00
          437325.00
          Money Market
        
        
          JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
          7H6GLXDRUGQFU57RNE97
          
            2020-10-05
          
          0.00
          954000.00
          1161590.00
          Money Market
        
        
          JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
          7H6GLXDRUGQFU57RNE97
          
            2021-07-06
          
          0.00
          146000.00
          165506.00
          Money Market
        
        
          JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
          7H6GLXDRUGQFU57RNE97
          
            2020-11-05
          
          0.00
          48000.00
          58757.00
          Money Market
        
        
          JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
          7H6GLXDRUGQFU57RNE97
          
            2021-02-05
          
          0.00
          546000.00
          662189.00
          Money Market
        
        
          JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
          7H6GLXDRUGQFU57RNE97
          
            2021-04-05
          
          0.00
          30000.00
          35322.00
          Money Market
        
        
          JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
          7H6GLXDRUGQFU57RNE97
          
            2022-05-05
          
          0.00
          12000.00
          13610.00
          Money Market
        
        
          JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
          7H6GLXDRUGQFU57RNE97
          
            2022-09-06
          
          0.00
          26000.00
          26107.00
          Money Market
        
        
          JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
          7H6GLXDRUGQFU57RNE97
          
            2024-04-05
          
          0.00
          10000.00
          12201.00
          Money Market
        
        
          JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
          7H6GLXDRUGQFU57RNE97
          
            2024-05-31
          
          0.00
          2000.00
          2008.00
          Money Market
        
        
          JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
          7H6GLXDRUGQFU57RNE97
          
            2025-05-05
          
          0.00
          11000.00
          11915.00
          Money Market
        
        
          JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
          7H6GLXDRUGQFU57RNE97
          
            2025-09-08
          
          0.00
          5000.00
          5139.00
          Money Market
        
        
          JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
          7H6GLXDRUGQFU57RNE97
          
            2025-11-05
          
          0.00
          1000.00
          1127.00
          Money Market
        
        
          JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
          7H6GLXDRUGQFU57RNE97
          
            2021-02-19
          
          0.300000
          450000.00
          450337.00
          Money Market
        
        
          MORGAN STANLEY
          IGJSJL3JD5P30I6NJZ34
          
            2022-07-06
          
          0.00
          64500.00
          82883.00
          Corporate Debt Securities
        
        
          NOBLE ENERGY INC
          
            2020-08-06
          
          0.00
          2850105.00
          2850000.00
          Money Market
        
        
          NUTRIEN LTD DISC COML PAPER 4/
          
            2020-08-25
          
          0.00
          2850404.00
          2849999.00
          Money Market
        
        
          OGLETHORPE PWR CORP ELEC MEMBE
          
            2020-08-25
          
          0.00
          2850761.00
          2850000.00
          Money Market
        
        
          PARKER HANNIFIN CORP
          
            2020-09-08
          
          0.00
          2850738.00
          2850000.00
          Money Market
        
        
          Prudential Financial, Inc.
          5PRBRS5FEH7NREC8OR45
          
            2048-03-27
          
          4.418000
          90000.00
          116918.00
          Corporate Debt Securities
        
        
          Saudi Arabian Oil Company
          5586006WD91QHB7J4X50
          
            2039-04-16
          
          4.250000
          220000.00
          265755.00
          Corporate Debt Securities
        
        
          SOUTH JERSEY GAS CO DISC COML
          
            2020-08-07
          
          0.00
          2850116.00
          2849999.00
          Money Market
        
        
          State Grid Overseas Investment (2016) Limited
          3003006V8BHG5158QO96
          
            2047-05-04
          
          4.000000
          1000000.00
          1292276.00
          Corporate Debt Securities
        
        
          THAIOIL TREASURY CENTER COMPANY LIMITED
          549300NH03B9E8VGJR89
          
            2048-11-20
          
          5.375000
          1000000.00
          1292841.00
          Corporate Debt Securities
        
        
          THAIOIL TREASURY CENTER COMPANY LIMITED
          549300NH03B9E8VGJR89
          
            2048-11-20
          
          5.375000
          2204446.00
          2849999.00
          Corporate Debt Securities
        
        
          3M COMPANY
          LUZQVYP4VS22CLWDAR65
          
            2047-10-15
          
          3.625000
          670000.00
          851144.00
          Corporate Debt Securities
        
        
          WGL HLDGS INC
          
            2020-08-13
          
          0.00
          2850387.00
          2849999.00
          Money Market
        
        
          WGL HLDGS INC
          
            2020-08-19
          
          0.00
          2850581.00
          2849999.00
          Money Market
        
        
          State Grid Overseas Investment (2016) Limited
          3003006V8BHG5158QO96
          
            2047-05-04
          
          4.000000
          2205412.00
          2850000.00
          Corporate Debt Securities
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-07
      2020-08-07
      2020-08-07
      N
      N
      N
      0.0024
      57000976.41
      57000976.41
      0.0105
      N
      N
      Y
      N
    
    
      BOFA SECURITIES, INC.
      BOFA SECURITIES, INC. 0.190000%
      549300HN4UKV1E2R3U73
      TPR036B1A779158BOF
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          ACME UNITED CORPORATION
          549300NVT8NN13WP8M83
          
            2020-07-31
          
          0.00
          0.00
          334.00
          Equities
        
        
          Adamas Pharmaceuticals Inc.
          529900JBG6S9MXH83I79
          
            2020-07-31
          
          0.00
          0.00
          385930.00
          Equities
        
        
          AeroCentury Corp.
          25490058LPSOM53QUK54
          
            2020-07-31
          
          0.00
          0.00
          9774.00
          Equities
        
        
          Alexco Resource Corp.
          529900K3MN63IDNCWX87
          
            2020-07-31
          
          0.00
          0.00
          581477.00
          Equities
        
        
          The Alkaline Water Company Inc.
          549300I2ISCNYQMQQA67
          
            2020-07-31
          
          0.00
          0.00
          210254.00
          Equities
        
        
          AMERICAN SHARED HOSPITAL SVCSCOM
          
            2020-07-31
          
          0.00
          0.00
          28.00
          Equities
        
        
          AMERICAN SHARED HOSPITAL SVCSCOM
          
            2020-07-31
          
          0.00
          0.00
          1573.00
          Equities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2020-07-31
          
          0.00
          0.00
          9999912.00
          Equities
        
        
          AQUABOUNTY TECHNOLOGIES, INC.
          549300TOJ0S836KCH094
          
            2020-07-31
          
          0.00
          0.00
          15653.00
          Equities
        
        
          ARMATA PHARMACEUTICALS, INC.
          549300QM1VCWH8KT0S21
          
            2020-07-31
          
          0.00
          0.00
          9003.00
          Equities
        
        
          ARMATA PHARMACEUTICALS, INC.
          549300QM1VCWH8KT0S21
          
            2020-07-31
          
          0.00
          0.00
          12541.00
          Equities
        
        
          Auryn Resources Inc.
          549300J7HGQZCNNOU191
          
            2020-07-31
          
          0.00
          0.00
          4123.00
          Equities
        
        
          AWARE INC MASS COM
          
            2020-07-31
          
          0.00
          0.00
          12176.00
          Equities
        
        
          BP PRUDHOE BAY ROYALTY TRUST
          529900GWA7X2Z1HY3675
          
            2020-07-31
          
          0.00
          0.00
          31436.00
          Equities
        
        
          BK TECHNOLOGIES CORPORATIONCOM
          
            2020-07-31
          
          0.00
          0.00
          15859.00
          Equities
        
        
          BIOCARDIA INCCOM
          
            2020-07-31
          
          0.00
          0.00
          1898.00
          Equities
        
        
          BIOMX INCCOM
          
            2020-07-31
          
          0.00
          0.00
          203.00
          Equities
        
        
          BOWL AMER INCCL A
          
            2020-07-31
          
          0.00
          0.00
          96.00
          Equities
        
        
          CKX LANDS INCCOM
          
            2020-07-31
          
          0.00
          0.00
          88.00
          Equities
        
        
          CKX LANDS INCCOM
          
            2020-07-31
          
          0.00
          0.00
          1305.00
          Equities
        
        
          CVD Equipment Corporation
          549300M516CGRTF3JO44
          
            2020-07-31
          
          0.00
          0.00
          10.00
          Equities
        
        
          Caladrius Biosciences, Inc.
          5493002287F62M3EGQ04
          
            2020-07-31
          
          0.00
          0.00
          76793.00
          Equities
        
        
          CANCER GENETICS, INC.
          529900PK9IZ6P1W48153
          
            2020-07-31
          
          0.00
          0.00
          21.00
          Equities
        
        
          Capitala Finance Corp.
          5493007DZ22O2I4VJ124
          
            2020-07-31
          
          0.00
          0.00
          87313.00
          Equities
        
        
          CHICAGO RIVET & MACH COCOM
          
            2020-07-31
          
          0.00
          0.00
          2823.00
          Equities
        
        
          CHICAGO RIVET & MACH COCOM
          
            2020-07-31
          
          0.00
          0.00
          4663.00
          Equities
        
        
          CLEARONE INC COM
          
            2020-07-31
          
          0.00
          0.00
          16036.00
          Equities
        
        
          CLEVELAND BIOLABS INCCOM NEW
          
            2020-07-31
          
          0.00
          0.00
          15.00
          Equities
        
        
          COMPUTER TASK GROUP INCCOM
          
            2020-07-31
          
          0.00
          0.00
          29808.00
          Equities
        
        
          Comstock Holding Companies, Inc.
          549300PHU1FSZ2GXMI11
          
            2020-07-31
          
          0.00
          0.00
          579.00
          Equities
        
        
          Supertel Hospitality, Inc.
          549300298M8ZORSXAG74
          
            2020-07-31
          
          0.00
          0.00
          8.00
          Equities
        
        
          Conifer Holdings, Inc.
          549300CVR7X0GTYVM324
          
            2020-07-31
          
          0.00
          0.00
          110.00
          Equities
        
        
          CNX Coal Resources LP
          549300HKQ3MCV666AJ88
          
            2020-07-31
          
          0.00
          0.00
          2108.00
          Equities
        
        
          CONTURA ENERGY INC COM
          
            2020-07-31
          
          0.00
          0.00
          846085.00
          Equities
        
        
          CORE MOLDING TECHNOLOGIES, INC.
          549300ZY2MFRXCKVIJ28
          
            2020-07-31
          
          0.00
          0.00
          135.00
          Equities
        
        
          CounterPath Corporation
          549300MSHK83KSD7BK48
          
            2020-07-31
          
          0.00
          0.00
          48486.00
          Equities
        
        
          CROWDSTRIKE HOLDINGS, INC.
          549300YBY08K9KM4HX32
          
            2020-07-31
          
          0.00
          0.00
          9999942.00
          Equities
        
        
          CYANOTECH CORP COM PAR $0.02
          
            2020-07-31
          
          0.00
          0.00
          35.00
          Equities
        
        
          DATA I O CORPCOM
          
            2020-07-31
          
          0.00
          0.00
          79.00
          Equities
        
        
          DAXOR CORP COM
          
            2020-07-31
          
          0.00
          0.00
          2496.00
          Equities
        
        
          DISCOVERY, INC.
          5493006ZCRFWKF6B1K26
          
            2020-07-31
          
          0.00
          0.00
          9999996.00
          Equities
        
        
          DocuSign, Inc.
          549300Q7PVDWRZ39JG09
          
            2020-07-31
          
          0.00
          0.00
          9999983.00
          Equities
        
        
          ELECTRO-SENSORS INCCOM
          
            2020-07-31
          
          0.00
          0.00
          35.00
          Equities
        
        
          EMCORE Corp.
          529900B9OHDEWU534K08
          
            2020-07-31
          
          0.00
          0.00
          380033.00
          Equities
        
        
          EMPIRE STATE REALTY OP, L.P.
          549300JHBOF3KL3CI814
          
            2020-07-31
          
          0.00
          0.00
          248473.00
          Equities
        
        
          EMPIRE STATE REALTY OP, L.P.
          549300JHBOF3KL3CI814
          
            2020-07-31
          
          0.00
          0.00
          5233.00
          Equities
        
        
          EMPIRE STATE REALTY OP, L.P.
          549300JHBOF3KL3CI814
          
            2020-07-31
          
          0.00
          0.00
          38432.00
          Equities
        
        
          EMPIRE STATE REALTY OP, L.P.
          549300JHBOF3KL3CI814
          
            2020-07-31
          
          0.00
          0.00
          16690.00
          Equities
        
        
          ENERPLUS CORPORATION
          549300OEXJU0X6FYBQ42
          
            2020-07-31
          
          0.00
          0.00
          22.00
          Equities
        
        
          ENERPLUS CORPORATION
          549300OEXJU0X6FYBQ42
          
            2020-07-31
          
          0.00
          0.00
          70607.00
          Equities
        
        
          ENLINK MIDSTREAM, LLC
          54930000GY1H533OBE23
          
            2020-07-31
          
          0.00
          0.00
          27187.00
          Equities
        
        
          EPSILON ENERGY LTD COM
          
            2020-07-31
          
          0.00
          0.00
          10473.00
          Equities
        
        
          ESPEY MFG & ELECTRS CORP COM
          
            2020-07-31
          
          0.00
          0.00
          100816.00
          Equities
        
        
          ESSA PHARMA INCCOM NEW
          
            2020-07-31
          
          0.00
          0.00
          11868.00
          Equities
        
        
          Flanigan's Enterprises, Inc.
          3SQB3XBDRJL87DZJOO94
          
            2020-07-31
          
          0.00
          0.00
          46.00
          Equities
        
        
          Flanigan's Enterprises, Inc.
          3SQB3XBDRJL87DZJOO94
          
            2020-07-31
          
          0.00
          0.00
          30186.00
          Equities
        
        
          FLEXIBLE SOLUTIONS INTL INCCOM
          
            2020-07-31
          
          0.00
          0.00
          7573.00
          Equities
        
        
          FRIEDMAN INDS INCCOM
          
            2020-07-31
          
          0.00
          0.00
          149.00
          Equities
        
        
          FRIEDMAN INDS INCCOM
          
            2020-07-31
          
          0.00
          0.00
          28656.00
          Equities
        
        
          SkyPeople Fruit Juice, Inc.
          549300ON6WZ5PWKH5626
          
            2020-07-31
          
          0.00
          0.00
          139.00
          Equities
        
        
          GIGCAPITAL2, INC.
          549300OSKGXG2OH2XE50
          
            2020-07-31
          
          0.00
          0.00
          9217.00
          Equities
        
        
          GLEN BURNIE BANCORPCOM
          
            2020-07-31
          
          0.00
          0.00
          59.00
          Equities
        
        
          GLEN BURNIE BANCORPCOM
          
            2020-07-31
          
          0.00
          0.00
          20248.00
          Equities
        
        
          Golden Star Resources Ltd.
          549300NSWNLPBZ2XTO69
          
            2020-07-31
          
          0.00
          0.00
          121661.00
          Equities
        
        
          Golden Star Resources Ltd.
          549300NSWNLPBZ2XTO69
          
            2020-07-31
          
          0.00
          0.00
          26129.00
          Equities
        
        
          Golden Star Resources Ltd.
          549300NSWNLPBZ2XTO69
          
            2020-07-31
          
          0.00
          0.00
          368446.00
          Equities
        
        
          THE GOLDFIELD CORPORATION
          529900JWVNR6IODRDW05
          
            2020-07-31
          
          0.00
          0.00
          5000.00
          Equities
        
        
          THE GOLDFIELD CORPORATION
          529900JWVNR6IODRDW05
          
            2020-07-31
          
          0.00
          0.00
          1911.00
          Equities
        
        
          THE GOLDFIELD CORPORATION
          529900JWVNR6IODRDW05
          
            2020-07-31
          
          0.00
          0.00
          1743.00
          Equities
        
        
          Great Elm Capital Group, Inc.
          549300EGSCCDHJ89P871
          
            2020-07-31
          
          0.00
          0.00
          242.00
          Equities
        
        
          GULF ISLAND FABRICATION INCCOM
          
            2020-07-31
          
          0.00
          0.00
          24.00
          Equities
        
        
          Gyrodyne, LLC
          549300CF8EE7IDXWHQ23
          
            2020-07-31
          
          0.00
          0.00
          7346.00
          Equities
        
        
          HMG COURTLAND PPTYS INCCOM
          
            2020-07-31
          
          0.00
          0.00
          56250.00
          Equities
        
        
          Heat Biologics, Inc.
          549300C7CB2MWG4V3I09
          
            2020-07-31
          
          0.00
          0.00
          327.00
          Equities
        
        
          HENNESSY ADVISORS, INC.
          549300OM5HCSFZO7FR31
          
            2020-07-31
          
          0.00
          0.00
          68087.00
          Equities
        
        
          Conatus Pharmaceuticals Inc.
          549300XHWPP338YQ8O67
          
            2020-07-31
          
          0.00
          0.00
          2676.00
          Equities
        
        
          HOUSTON WIRE & CABLE COCOM
          
            2020-07-31
          
          0.00
          0.00
          1129.00
          Equities
        
        
          Image Sensing Systems, Inc.
          549300HNKGS8QHP17358
          
            2020-07-31
          
          0.00
          0.00
          764.00
          Equities
        
        
          EVINE Live Inc.
          5299009C9SZXPB0EEN07
          
            2020-07-31
          
          0.00
          0.00
          13222.00
          Equities
        
        
          INCOME OPPORTUNITY RLTY INVS COM
          
            2020-07-31
          
          0.00
          0.00
          82.00
          Equities
        
        
          INCOME OPPORTUNITY RLTY INVS COM
          
            2020-07-31
          
          0.00
          0.00
          956.00
          Equities
        
        
          INFRASTRUCTURE AND ENERGY ALTERNATIVES, INC.
          549300CZ3FQ7JWXZHD54
          
            2020-07-31
          
          0.00
          0.00
          43666.00
          Equities
        
        
          INTERPRIVATE ACQUISITION CORPCOM
          
            2020-07-31
          
          0.00
          0.00
          27595.00
          Equities
        
        
          INTEST CORPCOM
          
            2020-07-31
          
          0.00
          0.00
          192.00
          Equities
        
        
          INTEST CORPCOM
          
            2020-07-31
          
          0.00
          0.00
          1757.00
          Equities
        
        
          INTEST CORPCOM
          
            2020-07-31
          
          0.00
          0.00
          14436.00
          Equities
        
        
          IRIDEX CORPCOM
          
            2020-07-31
          
          0.00
          0.00
          23.00
          Equities
        
        
          IRIDEX CORPCOM
          
            2020-07-31
          
          0.00
          0.00
          4912.00
          Equities
        
        
          JERASH HLDGS US INCCOM
          
            2020-07-31
          
          0.00
          0.00
          51.00
          Equities
        
        
          The LGL Group, Inc.
          5493005MPYH70BZ7T366
          
            2020-07-31
          
          0.00
          0.00
          49460.00
          Equities
        
        
          LGL SYS ACQUISITION CORP COM CL A
          
            2020-07-31
          
          0.00
          0.00
          689926.00
          Equities
        
        
          MDC Partners Inc.
          529900SR4J92B5C43M74
          
            2020-07-31
          
          0.00
          0.00
          281573.00
          Equities
        
        
          IAC/INTERACTIVECORP
          15OMOPB0A8K0EFUVD031
          
            2020-07-31
          
          0.00
          0.00
          9999902.00
          Equities
        
        
          MERRIMACK PHARMACEUTICALS INCCOM NEW
          
            2020-07-31
          
          0.00
          0.00
          128.00
          Equities
        
        
          Mitcham Industries, Inc.
          549300JBV7RJ5ZY83U38
          
            2020-07-31
          
          0.00
          0.00
          7003.00
          Equities
        
        
          Myomo, Inc.
          549300G63SSKC2EGLN41
          
            2020-07-31
          
          0.00
          0.00
          7639.00
          Equities
        
        
          NanoViricides, Inc.
          5493003CK9Y2H0OORR73
          
            2020-07-31
          
          0.00
          0.00
          424688.00
          Equities
        
        
          Natural Resource Partners L.P.
          529900EECJ7CSX1S1S58
          
            2020-07-31
          
          0.00
          0.00
          12231.00
          Equities
        
        
          Natural Resource Partners L.P.
          529900EECJ7CSX1S1S58
          
            2020-07-31
          
          0.00
          0.00
          225076.00
          Equities
        
        
          NAVIDEA BIOPHARMACEUTICALS, INC.
          549300HXUMV6VNCPEE05
          
            2020-07-31
          
          0.00
          0.00
          3310.00
          Equities
        
        
          NAVIDEA BIOPHARMACEUTICALS, INC.
          549300HXUMV6VNCPEE05
          
            2020-07-31
          
          0.00
          0.00
          10502.00
          Equities
        
        
          NAVIDEA BIOPHARMACEUTICALS, INC.
          549300HXUMV6VNCPEE05
          
            2020-07-31
          
          0.00
          0.00
          407360.00
          Equities
        
        
          NetSol Technologies, Inc.
          529900EXOTPTUR7O6B54
          
            2020-07-31
          
          0.00
          0.00
          45440.00
          Equities
        
        
          NETWORK-1 TECHNOLOGIES, INC.
          529900GYEMDKBILURW28
          
            2020-07-31
          
          0.00
          0.00
          1241.00
          Equities
        
        
          NORTECH SYS INCCOM
          
            2020-07-31
          
          0.00
          0.00
          22.00
          Equities
        
        
          NORTH EUROPEAN OIL RTY TRSH BEN INT
          
            2020-07-31
          
          0.00
          0.00
          8521.00
          Equities
        
        
          1LIFE HEALTHCARE INC COM
          
            2020-07-31
          
          0.00
          0.00
          9999976.00
          Equities
        
        
          OPTICAL CABLE CORPORATION
          529900VDFC1HM862HG67
          
            2020-07-31
          
          0.00
          0.00
          35173.00
          Equities
        
        
          OSPREY TECHNLGY AQUISTION CORP COM CL A
          
            2020-07-31
          
          0.00
          0.00
          2988.00
          Equities
        
        
          Otonomy, Inc.
          549300DNCEGUZLZ8SP61
          
            2020-07-31
          
          0.00
          0.00
          65462.00
          Equities
        
        
          PACIFIC MERCANTILE BANCORP COM
          
            2020-07-31
          
          0.00
          0.00
          48271.00
          Equities
        
        
          PDS BIOTECHNOLOGY CORPORATION
          5493002KU8ACFTSMC935
          
            2020-07-31
          
          0.00
          0.00
          43120.00
          Equities
        
        
          PERMIAN BASIN RTY TR UNIT BEN INT
          
            2020-07-31
          
          0.00
          0.00
          22270.00
          Equities
        
        
          PERMROCK ROYALTY TRUST TR UNIT
          
            2020-07-31
          
          0.00
          0.00
          2856.00
          Equities
        
        
          PIVOTAL INVESTMENT CORPORATION II
          549300W71XJ8DIF9RQ35
          
            2020-07-31
          
          0.00
          0.00
          835244.00
          Equities
        
        
          Polar Power, Inc.
          549300QOGO0JPJM23M83
          
            2020-07-31
          
          0.00
          0.00
          35580.00
          Equities
        
        
          Power REIT
          549300GLI9IPZRYGFI71
          
            2020-07-31
          
          0.00
          0.00
          17509.00
          Equities
        
        
          PSYCHEMEDICS CORPCOM NEW
          
            2020-07-31
          
          0.00
          0.00
          71.00
          Equities
        
        
          QUICKLOGIC CORPORATION
          529900V52LUN2EHHCH56
          
            2020-07-31
          
          0.00
          0.00
          46.00
          Equities
        
        
          Qumu Corporation
          549300MBGQ16A6C8B745
          
            2020-07-31
          
          0.00
          0.00
          183.00
          Equities
        
        
          RMG ACQUISITION CORP CL A
          
            2020-07-31
          
          0.00
          0.00
          1139007.00
          Equities
        
        
          Rexahn Pharmaceuticals, Inc.
          529900C85NBMQFSETD92
          
            2020-07-31
          
          0.00
          0.00
          12950.00
          Equities
        
        
          RICHARDSON ELECTRS LTD COM
          
            2020-07-31
          
          0.00
          0.00
          179.00
          Equities
        
        
          Rocky Mountain Chocolate Factory, Inc.
          549300D6ZL62HPKRUC81
          
            2020-07-31
          
          0.00
          0.00
          11112.00
          Equities
        
        
          S&W Seed Company
          5493000VGNLHM547AC08
          
            2020-07-31
          
          0.00
          0.00
          28149.00
          Equities
        
        
          SCHMITT INDUSTRIES, INC.
          5299003BMFILFJNCJG46
          
            2020-07-31
          
          0.00
          0.00
          132.00
          Equities
        
        
          SELECT INTERIOR CONCEPTS INC CL A
          
            2020-07-31
          
          0.00
          0.00
          1488.00
          Equities
        
        
          Sensus Healthcare, Inc.
          549300F3JF8NCDJJZW04
          
            2020-07-31
          
          0.00
          0.00
          135.00
          Equities
        
        
          Servotronics, Inc.
          549300G2MISHW24LEA03
          
            2020-07-31
          
          0.00
          0.00
          76796.00
          Equities
        
        
          SIFCO Industries, Inc
          549300DGPYFSWVYAMD66
          
            2020-07-31
          
          0.00
          0.00
          2531.00
          Equities
        
        
          SIGMATRON INTERNATIONAL, INC.
          52990038RIWCDHP8G117
          
            2020-07-31
          
          0.00
          0.00
          41.00
          Equities
        
        
          SILVERSUN TECHNOLOGIES INC COM NEW
          
            2020-07-31
          
          0.00
          0.00
          17.00
          Equities
        
        
          SWITCHBACK ENERGY ACQUISTN CRP COM CL A
          
            2020-07-31
          
          0.00
          0.00
          486076.00
          Equities
        
        
          T-MOBILE US, INC.
          549300QHIJYOHPACPG31
          
            2020-07-31
          
          0.00
          0.00
          9999926.00
          Equities
        
        
          TSR INCCOM
          
            2020-07-31
          
          0.00
          0.00
          23.00
          Equities
        
        
          TSR INCCOM
          
            2020-07-31
          
          0.00
          0.00
          4204.00
          Equities
        
        
          TAITRON COMPONENTS INC CL A
          
            2020-07-31
          
          0.00
          0.00
          8758.00
          Equities
        
        
          Tandy Leather Factory, Inc.
          549300XB36MQTBM8UQ34
          
            2020-07-31
          
          0.00
          0.00
          1424.00
          Equities
        
        
          TECHNICAL COMMUNICATIONS CORPCOM
          
            2020-07-31
          
          0.00
          0.00
          3857.00
          Equities
        
        
          Tesla, Inc.
          54930043XZGB27CTOV49
          
            2020-07-31
          
          0.00
          0.00
          9998908.00
          Equities
        
        
          TEXAS INSTRUMENTS INCORPORATED
          WDJNR2L6D8RWOEB8T652
          
            2020-07-31
          
          0.00
          0.00
          9999931.00
          Equities
        
        
          TRANSACT TECHNOLOGIES INCCOM
          
            2020-07-31
          
          0.00
          0.00
          18.00
          Equities
        
        
          Trilogy Metals Inc.
          52990084YC9OR0TUH237
          
            2020-07-31
          
          0.00
          0.00
          11952.00
          Equities
        
        
          TRINE ACQUISITION CORP COM CL A
          
            2020-07-31
          
          0.00
          0.00
          1037761.00
          Equities
        
        
          TRIO TECH INTL COM NEW
          
            2020-07-31
          
          0.00
          0.00
          28.00
          Equities
        
        
          TRIO TECH INTL COM NEW
          
            2020-07-31
          
          0.00
          0.00
          4013.00
          Equities
        
        
          TUSCAN HOLDINGS CORP. II
          549300PT0K8ZAABWJU18
          
            2020-07-31
          
          0.00
          0.00
          181611.00
          Equities
        
        
          US Global Investors Inc.
          529900IRM26R91LI8531
          
            2020-07-31
          
          0.00
          0.00
          17869.00
          Equities
        
        
          UNUM THERAPEUTICS INCCOM
          
            2020-07-31
          
          0.00
          0.00
          352.00
          Equities
        
        
          UNIQUE FABRICATING, INC.
          549300D4PBRSJ1EPEB72
          
            2020-07-31
          
          0.00
          0.00
          75.00
          Equities
        
        
          UNIQUE FABRICATING, INC.
          549300D4PBRSJ1EPEB72
          
            2020-07-31
          
          0.00
          0.00
          90.00
          Equities
        
        
          USIO INC COM
          
            2020-07-31
          
          0.00
          0.00
          18858.00
          Equities
        
        
          VIRCO MFG CO COM
          
            2020-07-31
          
          0.00
          0.00
          70.00
          Equities
        
        
          ZOOM VIDEO COMMUNICATIONS, INC.
          549300T9GCHU0ODOM055
          
            2020-07-31
          
          0.00
          0.00
          1865500.00
          Equities
        
        
          ALUSSA ENERGY ACQUISITION CORP SHS CL A
          
            2020-07-31
          
          0.00
          0.00
          9919.00
          Equities
        
        
          ANDINA ACQUISITION CORP IIISHS
          
            2020-07-31
          
          0.00
          0.00
          1627583.00
          Equities
        
        
          EAST STONE ACQUISITION CORPSHS
          
            2020-07-31
          
          0.00
          0.00
          162722.00
          Equities
        
        
          EURO TECH HOLDINGS CO LTDSHS NEW
          
            2020-07-31
          
          0.00
          0.00
          1484.00
          Equities
        
        
          FULING GLOBAL INCSHS
          
            2020-07-31
          
          0.00
          0.00
          416.00
          Equities
        
        
          FULING GLOBAL INCSHS
          
            2020-07-31
          
          0.00
          0.00
          92421.00
          Equities
        
        
          INTL GNRL INSURANCE HLDNGS LTD SHS
          
            2020-07-31
          
          0.00
          0.00
          78283.00
          Equities
        
        
          OAKTREE ACQUISITION CORP.
          549300ZQ4ZUYSAAX6P59
          
            2020-07-31
          
          0.00
          0.00
          743742.00
          Equities
        
        
          POWERBRIDGE TECHNLOGIES CO LTD ORD SHS
          
            2020-07-31
          
          0.00
          0.00
          22011.00
          Equities
        
        
          SC HEALTH CORP COM CL A
          
            2020-07-31
          
          0.00
          0.00
          736098.00
          Equities
        
        
          SC HEALTH CORP COM CL A
          
            2020-07-31
          
          0.00
          0.00
          766418.00
          Equities
        
        
          SCVX CORPCOM
          
            2020-07-31
          
          0.00
          0.00
          1033076.00
          Equities
        
        
          MAGAL SECURITY SYS LTD ORD
          
            2020-07-31
          
          0.00
          0.00
          27311.00
          Equities
        
        
          MediWound Ltd
          549300LJKCS74GRYKF90
          
            2020-07-31
          
          0.00
          0.00
          26575.00
          Equities
        
        
          OPTIBASE LTD SHS NEW NIS0.13
          
            2020-07-31
          
          0.00
          0.00
          58593.00
          Equities
        
        
          GasLog Partners L.P.
          5299004R0RSGEG82BS06
          
            2020-07-31
          
          0.00
          0.00
          5611.00
          Equities
        
        
          GasLog Partners L.P.
          5299004R0RSGEG82BS06
          
            2020-07-31
          
          0.00
          0.00
          224094.00
          Equities
        
        
          STEALTHGAS INC.
          549300JCJUO3WBVVKJ89
          
            2020-07-31
          
          0.00
          0.00
          1322.00
          Equities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-03
      2020-08-03
      2020-08-03
      N
      N
      N
      0.0019
      100000355.00
      100000355.00
      0.0184
      N
      Y
      Y
      N
    
    
      ING FINANCIAL MARKETS LLC
      ING FINANCIAL MARKETS LLC 0.190000%
      KBVRJ5K57JZ3E2AVWX40
      0000877559
      TPR036B257791581IN
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AEP TEXAS INC.
          5493001L78U618KXNZ75
          
            2049-05-01
          
          4.150000
          2140.00
          2731.00
          Corporate Debt Securities
        
        
          BOC AVIATION LIMITED
          254900H06V5RMEB3KE72
          
            2024-10-10
          
          3.500000
          401088.00
          427461.00
          Corporate Debt Securities
        
        
          CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.
          VZFZPMWDHTQCFKYOBP05
          
            2048-12-01
          
          4.650000
          31085.00
          44108.00
          Corporate Debt Securities
        
        
          DANAHER CORPORATION
          S4BKK9OTCEWQ3YHPFM11
          
            2045-09-15
          
          4.375000
          128000.00
          174748.00
          Corporate Debt Securities
        
        
          EUROPEAN INVESTMENT BANK
          5493006YXS1U5GIHE750
          
            2020-09-15
          
          2.875000
          23000.00
          23317.00
          Corporate Debt Securities
        
        
          EUROPEAN INVESTMENT BANK
          5493006YXS1U5GIHE750
          
            2022-03-15
          
          2.250000
          1000.00
          1041.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2026-05-15
          
          1.562380
          82000.00
          81864.00
          Corporate Debt Securities
        
        
          HYUNDAI CAPITAL AMERICA
          549300RIPPWJB5Z0FK07
          
            2027-02-10
          
          3.000000
          175496.00
          182098.00
          Corporate Debt Securities
        
        
          INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED
          5493002ERZU2K9PZDL40
          
            2022-11-08
          
          2.957000
          402000.00
          420169.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2031-03-24
          
          4.493000
          2.00
          3.00
          Corporate Debt Securities
        
        
          Mitsubishi UFJ Financial Group, Inc.
          353800V2V8PUY9TK3E06
          
            2025-02-25
          
          2.193000
          420.00
          445.00
          Corporate Debt Securities
        
        
          Mizuho Financial Group, Inc.
          353800CI5L6DDAN5XZ33
          
            2024-09-11
          
          3.922000
          5634.00
          6191.00
          Corporate Debt Securities
        
        
          Mizuho Financial Group, Inc.
          353800CI5L6DDAN5XZ33
          
            2024-05-25
          
          0.989500
          334630.00
          332005.00
          Corporate Debt Securities
        
        
          THE PROCTER & GAMBLE COMPANY
          2572IBTT8CCZW6AU4141
          
            2050-03-25
          
          3.600000
          76.00
          104.00
          Corporate Debt Securities
        
        
          REPUBLIC OF TURKEY
          5493000PCHOG3B6S3Q85
          
            2024-11-14
          
          5.600000
          20995689.00
          20188661.00
          Other Instrument
          SOVEREIGN DEBT
        
        
          COMMONWEALTH BANK OF AUSTRALIA
          MSFSBD3QN1GSN7Q6C537
          
            2034-09-12
          
          3.610000
          29776.00
          32722.00
          Corporate Debt Securities
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-03
      2020-08-03
      2020-08-03
      N
      N
      N
      0.0019
      20000071.00
      20000071.00
      0.0037
      N
      Y
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.260000%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR036B28779158MUF
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          Acorda Therapeutics, Inc.
          5493007NPB5YRM8QGL53
          
            2024-12-01
          
          6.000000
          0.00
          550460.00
          Equities
        
        
          Alexandria Real Estate Equities, Inc.
          MGCJBT4MKTQBVLNUIS88
          
            2020-07-31
          
          0.00
          0.00
          176.00
          Equities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2020-07-31
          
          0.00
          0.00
          3052.00
          Equities
        
        
          Apyx Medical Corporation
          5299009QZVYUYO082S45
          
            2020-07-31
          
          0.00
          0.00
          214742.00
          Equities
        
        
          AVADEL FIN CAYMAN LTD
          
            2023-02-01
          
          4.500000
          0.00
          1249373.00
          Equities
        
        
          Avis Budget Group, Inc.
          529900E95812SYWMCE44
          
            2020-07-31
          
          0.00
          0.00
          8999979.00
          Equities
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2020-07-31
          
          0.00
          0.00
          794880.00
          Equities
        
        
          Berkshire Hathaway Inc.
          5493000C01ZX7D35SD85
          
            2020-07-31
          
          0.00
          0.00
          2681340.00
          Equities
        
        
          Bloomin' Brands, Inc.
          E1UJ2GO305B5FXGV7N04
          
            2025-05-01
          
          5.000000
          0.00
          1830928.00
          Equities
        
        
          BOOKING HOLDINGS INC.
          FXM8FAOHMYDIPD38UZ17
          
            2020-07-31
          
          0.00
          0.00
          1688.00
          Equities
        
        
          BROOKFIELD ASSET MANAGEMENT INC.
          C6J3FGIWG6MBDGTE8F80
          
            2020-07-31
          
          0.00
          0.00
          167700.00
          Equities
        
        
          CHP MERGER CORPCOM CL A
          
            2020-07-31
          
          0.00
          0.00
          839992.00
          Equities
        
        
          CARRIER GLOBAL CORPORATION
          549300JE3W6CWY2NAN77
          
            2020-07-31
          
          0.00
          0.00
          341630.00
          Equities
        
        
          The Chefs' Warehouse, Inc.
          549300JYEDC8C547E980
          
            2024-12-01
          
          1.875000
          0.00
          2015935.00
          Equities
        
        
          Collegium Pharmaceutical, Inc.
          54930049FXZMTLW8D496
          
            2020-07-31
          
          0.00
          0.00
          1623.00
          Equities
        
        
          CyberArk Software Ltd.
          529900YEXNDM894PWS93
          
            2024-11-15
          
          0.00
          0.00
          515555.00
          Equities
        
        
          DIAMONDPEAK HLDGS CORCOM CL A
          
            2020-07-31
          
          0.00
          0.00
          3414288.00
          Equities
        
        
          DUPONT DE NEMOURS, INC.
          5493004JF0SDFLM8GD76
          
            2020-07-31
          
          0.00
          0.00
          8999962.00
          Equities
        
        
          ELECTRONIC ARTS INC.
          549300O7A67PUEYKDL45
          
            2020-07-31
          
          0.00
          0.00
          1870965.00
          Equities
        
        
          ENVISTA HOLDINGS CORPORATION
          549300BX623VURJZ5269
          
            2025-06-01
          
          2.375000
          0.00
          447889.00
          Equities
        
        
          Facebook, Inc.
          BQ4BKCS1HXDV9HN80Z93
          
            2020-07-31
          
          0.00
          0.00
          8999876.00
          Equities
        
        
          GFL Environmental Inc.
          549300FYK4MBXWIVZU26
          
            2020-07-31
          
          0.00
          0.00
          22.00
          Equities
        
        
          ARTHUR J. GALLAGHER & CO.
          54930049QLLMPART6V29
          
            2020-07-31
          
          0.00
          0.00
          941.00
          Equities
        
        
          Gilead Sciences, Inc.
          549300WTZWR07K8MNV44
          
            2020-07-31
          
          0.00
          0.00
          571407.00
          Equities
        
        
          Gogo Inc.
          549300VL3DIHSFHYTO04
          
            2022-05-15
          
          6.000000
          0.00
          2250470.00
          Equities
        
        
          GRAPHIC PACKAGING HLDG COCOM
          
            2020-07-31
          
          0.00
          0.00
          1084.00
          Equities
        
        
          GREAT LAKES DREDGE & DOCK CORPORATION
          549300H65E3MZ1CX0P05
          
            2020-07-31
          
          0.00
          0.00
          801363.00
          Equities
        
        
          Hasbro, Inc.
          549300NUB6D2R1ITYR45
          
            2020-07-31
          
          0.00
          0.00
          102620.00
          Equities
        
        
          HILLENBRAND, INC.
          U246OE781574J2BUD366
          
            2020-07-31
          
          0.00
          0.00
          59.00
          Equities
        
        
          HOWMET AEROSPACE INC.
          549300HO5WFZUT5N2T22
          
            2020-07-31
          
          0.00
          0.00
          719038.00
          Equities
        
        
          Illumina, Inc.
          SQ95QG8SR5Q56LSNF682
          
            2021-06-15
          
          0.500000
          0.00
          1593268.00
          Equities
        
        
          International Business Machines Corporation
          VGRQXHF3J8VDLUA7XE92
          
            2020-07-31
          
          0.00
          0.00
          3687000.00
          Equities
        
        
          iSHARES TRUST - iShares Russell 1000 Value ETF
          549300KLSYN5NN4YNM90
          
            2020-07-31
          
          0.00
          0.00
          728562.00
          Equities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2020-07-31
          
          0.00
          0.00
          97.00
          Equities
        
        
          LAMAR ADVERTISING COMPANY
          529900Y8WW4MKVPTB543
          
            2020-07-31
          
          0.00
          0.00
          66.00
          Equities
        
        
          Lions Gate Entertainment Corp.
          5493000JSMHPHZURLM72
          
            2020-07-31
          
          0.00
          0.00
          270688.00
          Equities
        
        
          LUMOS PHARMA INC COM
          
            2020-07-31
          
          0.00
          0.00
          350250.00
          Equities
        
        
          MERIDA MERGER CORP I COM
          
            2020-07-31
          
          0.00
          0.00
          1091709.00
          Equities
        
        
          MODEL N, INC.
          549300WCIL3W0EYSBN94
          
            2025-06-01
          
          2.625000
          0.00
          1703203.00
          Equities
        
        
          NORTONLIFELOCK INC.
          YF6ZV0M6AU4FY94MK914
          
            2020-07-31
          
          0.00
          0.00
          3570273.00
          Equities
        
        
          Novavax, Inc.
          529900J4GJHPEPQ23205
          
            2020-07-31
          
          0.00
          0.00
          8999975.00
          Equities
        
        
          OMEROS CORPORATION
          549300CJWLXX2MXVVV71
          
            2023-11-15
          
          6.250000
          0.00
          178184.00
          Equities
        
        
          PALO ALTO NETWORKS, INC.
          549300QXR2YVZV231H43
          
            2020-07-31
          
          0.00
          0.00
          66221.00
          Equities
        
        
          PFIZER INC.
          765LHXWGK1KXCLTFYQ30
          
            2020-07-31
          
          0.00
          0.00
          1301470.00
          Equities
        
        
          PINTEREST INCCL A
          
            2020-07-31
          
          0.00
          0.00
          1781563.00
          Equities
        
        
          PULTE GROUP INCCOM
          
            2020-07-31
          
          0.00
          0.00
          293929.00
          Equities
        
        
          Quidel Corporation
          549300X2FQ6S98OQLQ46
          
            2020-07-31
          
          0.00
          0.00
          622150.00
          Equities
        
        
          RAYTHEON TECHNOLOGIES CORPORATION
          I07WOS4YJ0N7YRFE7309
          
            2020-07-31
          
          0.00
          0.00
          1924910.00
          Equities
        
        
          SCHULTZE SPL PURP ACQUSTN CORP COM
          
            2020-07-31
          
          0.00
          0.00
          320280.00
          Equities
        
        
          SPLUNK INC.
          549300XGDSGBP6UEI867
          
            2025-09-15
          
          1.125000
          0.00
          469550.00
          Equities
        
        
          TRANSLATE BIO INCCOM
          
            2020-07-31
          
          0.00
          0.00
          16.00
          Equities
        
        
          UNITED STATES STEEL CORPORATION
          JNLUVFYJT1OZSIQ24U47
          
            2020-07-31
          
          0.00
          0.00
          7.00
          Equities
        
        
          Vaneck Vectors ETF Trust - Vaneck Vectors Gold Miners ETF
          54930031TORTKAM9TJ98
          
            2020-07-31
          
          0.00
          0.00
          8999990.00
          Equities
        
        
          Vaneck Vectors ETF Trust - Vaneck Vectors Junior Gold Miners ETF
          549300P2HS5GYBL1ME59
          
            2020-07-31
          
          0.00
          0.00
          3115810.00
          Equities
        
        
          Willscot Corporation
          549300HJ4VIXF476Q166
          
            2020-07-31
          
          0.00
          0.00
          5482433.00
          Equities
        
        
          XEROX HOLDINGS CORPCOM NEW
          
            2020-07-31
          
          0.00
          0.00
          274176.00
          Equities
        
        
          Establishment Labs Holdings Inc.
          549300BCBQ714JNJ7V58
          
            2020-07-31
          
          0.00
          0.00
          1638094.00
          Equities
        
        
          FIVERR INTERNATIONAL LTD
          549300Z8OREY6THCPF67
          
            2020-07-31
          
          0.00
          0.00
          512792.00
          Equities
        
        
          Wright Medical Group N.V.
          549300JGCCQ1HTDOXU32
          
            2020-07-31
          
          0.00
          0.00
          67440.00
          Equities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-03
      2020-08-03
      2020-08-03
      N
      N
      N
      0.0026
      90000837.00
      90000837.00
      0.0166
      N
      Y
      Y
      N
    
    
      ING FINANCIAL MARKETS LLC
      ING FINANCIAL MARKETS LLC 0.270000%
      KBVRJ5K57JZ3E2AVWX40
      0000877559
      TPR036B2A7791582IN
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          Federative Republic of Brazil
          254900ZFY40OYEADAP90
          
            2021-01-22
          
          4.875000
          19730000.00
          20096649.00
          Other Instrument
          SOVEREIGN DEBT
        
        
          Federative Republic of Brazil
          254900ZFY40OYEADAP90
          
            2026-04-07
          
          6.000000
          19916897.00
          23667913.00
          Other Instrument
          SOVEREIGN DEBT
        
        
          Kraft Heinz Foods Company
          5493003STKEZ2S0RNU91
          
            2046-06-01
          
          4.375000
          36000.00
          37591.00
          Corporate Debt Securities
        
        
          PETROBRAS GLOBAL FINANCE B.V.
          549300FNENFFSMO3GT38
          
            2025-01-27
          
          5.299000
          184486.00
          198773.00
          Corporate Debt Securities
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-03
      2020-08-03
      2020-08-03
      N
      N
      N
      0.0027
      40000404.80
      40000404.80
      0.0074
      N
      Y
      Y
      N
    
    
      MIZUHO SECURITIES USA LLC
      MIZUHO SECURITIES USA LLC 0.390000%
      7TK5RJIZDFROZCA6XF66
      0000812291
      TPR036B2C779158MIZ
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-28
          
          2.750000
          3388700.00
          3819351.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-31
          
          2.625000
          6909800.00
          7793031.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-04-30
          
          2.375000
          7817900.00
          8787667.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-03
      2020-08-03
      2020-08-03
      N
      N
      N
      0.0039
      20000399.80
      20000399.80
      0.0037
      N
      Y
      Y
      N
    
    
      SCOTIA CAPITAL (USA) INC.
      SCOTIA CAPITAL (USA) INC. 0.340000%
      549300BLWPABP1VNME36
      0000064241
      TPR036B2F779158SCO
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2060-06-01
          
          3.850000
          3666.00
          4087.00
          Corporate Debt Securities
        
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2060-06-01
          
          3.850000
          11429.00
          12742.00
          Corporate Debt Securities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2021-12-05
          
          3.300000
          14000.00
          14586.00
          Corporate Debt Securities
        
        
          APEX TOOL / BC MOUNTAIN
          
            2023-02-15
          
          9.000000
          1883527.00
          1584988.00
          Corporate Debt Securities
        
        
          PETSMART INC
          
            2023-03-15
          
          7.125000
          663000.00
          687476.00
          Corporate Debt Securities
        
        
          Aruba Investments, Inc.
          549300CH22U9L3I13F89
          
            2023-02-15
          
          8.750000
          1872000.00
          1999010.00
          Corporate Debt Securities
        
        
          BGC Partners, Inc.
          TF1LXM1YNB81WKUH5G19
          
            2025-12-15
          
          4.375000
          30.00
          30.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-09-15
          
          1.850000
          3000.00
          3055.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-08-13
          
          3.400000
          1841712.00
          1923183.00
          Corporate Debt Securities
        
        
          Berkshire Hathaway Inc.
          5493000C01ZX7D35SD85
          
            2021-03-15
          
          2.200000
          260000.00
          264771.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2028-11-01
          
          3.450000
          4.00
          4.00
          Corporate Debt Securities
        
        
          BOOZ ALLEN HAMILTON INC.
          549300D7XCH2480XU542
          
            2025-05-01
          
          5.125000
          6000.00
          6212.00
          Corporate Debt Securities
        
        
          CVR Energy Inc.
          529900SOYZIXZBTXB558
          
            2025-02-15
          
          5.250000
          10.00
          10.00
          Corporate Debt Securities
        
        
          CALUMET SPECIALTY PROD
          
            2025-04-15
          
          11.000000
          52.00
          52.00
          Corporate Debt Securities
        
        
          CANADIAN IMPERIAL BANK OF COMMERCE
          2IGI19DL77OX0HC3ZE78
          
            2023-09-13
          
          0.973380
          2.00
          2.00
          Corporate Debt Securities
        
        
          CEDAR FAIR/CAN/MAGNUM/MI
          
            2025-05-01
          
          5.500000
          90580.00
          93447.00
          Corporate Debt Securities
        
        
          CISCO SYSTEMS, INC.
          8E6NF1YAL0WT6CWXXV93
          
            2021-09-20
          
          1.850000
          692000.00
          708602.00
          Corporate Debt Securities
        
        
          CITGO Petroleum Corporation
          YX52P86PXMLYDOTUQ225
          
            2025-06-15
          
          7.000000
          1529554.00
          1592130.00
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK OF AUSTRALIA
          MSFSBD3QN1GSN7Q6C537
          
            2022-09-18
          
          0.987880
          10000.00
          10106.00
          Corporate Debt Securities
        
        
          CORECIVIC, INC.
          529900JFA3K6PTLT8B15
          
            2027-10-15
          
          4.750000
          15780.00
          13555.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-10-29
          
          3.000000
          543000.00
          564919.00
          Corporate Debt Securities
        
        
          FIVE POINT OP CO LP/FIVE
          
            2025-11-15
          
          7.875000
          183.00
          180.00
          Corporate Debt Securities
        
        
          FXI Holdings, Inc.
          549300VLKCUZW3MSVS50
          
            2026-11-15
          
          12.250000
          1475367.00
          1491391.00
          Corporate Debt Securities
        
        
          GEO GROUP INC/THE
          5493003VOR6NTY465495
          
            2022-01-15
          
          5.875000
          2030000.00
          1933801.00
          Corporate Debt Securities
        
        
          Gateway Casinos & Entertainment Limited
          549300AK9XBIDV7T6V58
          
            2024-03-01
          
          8.250000
          2399000.00
          1953686.00
          Corporate Debt Securities
        
        
          General Motors Financial Company, Inc.
          5493008B6JBRUJ90QL97
          
            2030-06-21
          
          3.600000
          1009.00
          1040.00
          Corporate Debt Securities
        
        
          HCA Inc.
          L3CJ6J7LJ2DX62FTXD46
          
            2026-06-15
          
          5.250000
          216000.00
          255005.00
          Corporate Debt Securities
        
        
          Health Care Service Corporation, a Mutual Legal Reserve Company
          549300TMJ1FKCKECR148
          
            2050-06-01
          
          3.200000
          30707.00
          34055.00
          Corporate Debt Securities
        
        
          The Home Depot, Inc.
          QEKMOTMBBKA8I816DO57
          
            2050-04-15
          
          3.350000
          30268.00
          36904.00
          Corporate Debt Securities
        
        
          ING BANK N.V.
          3TK20IVIUJ8J3ZU0QE75
          
            2021-06-09
          
          5.000000
          1623000.00
          1699317.00
          Corporate Debt Securities
        
        
          K. Hovnanian Enterprises, Inc.
          549300JJCQ0KAI7CJG32
          
            2026-02-15
          
          7.750000
          1409894.00
          1432080.00
          Corporate Debt Securities
        
        
          L BRANDS, INC.
          GR3KVMWVCR54YWQNXU90
          
            2028-02-01
          
          5.250000
          5708.00
          5460.00
          Corporate Debt Securities
        
        
          L BRANDS, INC.
          GR3KVMWVCR54YWQNXU90
          
            2021-04-01
          
          6.625000
          2000.00
          2114.00
          Corporate Debt Securities
        
        
          NATIONAL AUSTRALIA BANK LIMITED
          F8SB4JFBSYQFRQEH3Z21
          
            2023-04-12
          
          0.866250
          469.00
          472.00
          Corporate Debt Securities
        
        
          CSC HOLDINGS, LLC
          3HG2WD2W22M120IUNG49
          
            2025-10-15
          
          10.875000
          1773000.00
          1908782.00
          Corporate Debt Securities
        
        
          NESTLE HOLDINGS, INC.
          549300EAEU8YV8MQXP30
          
            2021-09-24
          
          3.100000
          1191000.00
          1239612.00
          Corporate Debt Securities
        
        
          NORDSTROM, INC.
          549300S3IZB5P35KNV16
          
            2030-04-01
          
          4.375000
          2000.00
          1578.00
          Corporate Debt Securities
        
        
          PACIFIC GAS AND ELECTRIC COMPANY
          1HNPXZSMMB7HMBMVBS46
          
            2030-07-01
          
          4.550000
          10.00
          11.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2021-04-15
          
          2.000000
          1820000.00
          1850083.00
          Corporate Debt Securities
        
        
          PETROLEOS MEXICANOS
          549300CAZKPF4HKMPX17
          
            2027-09-15
          
          9.500000
          898000.00
          945706.00
          Other Instrument
          SOVEREIGN DEBT
        
        
          Prudential Financial, Inc.
          5PRBRS5FEH7NREC8OR45
          
            2050-02-25
          
          4.350000
          175873.00
          234217.00
          Corporate Debt Securities
        
        
          RAYONIER A.M. PRODUCTS INC.
          549300ZGRDDK1QM6MM16
          
            2024-06-01
          
          5.500000
          3193000.00
          1965025.00
          Corporate Debt Securities
        
        
          REYNOLDS GRP ISS/REYNOLD
          
            2023-07-15
          
          5.125000
          1913000.00
          1945823.00
          Corporate Debt Securities
        
        
          Rite Aid Corporation
          529900W353T1JY1DKT44
          
            2027-02-15
          
          7.700000
          2272000.00
          1991852.00
          Corporate Debt Securities
        
        
          SBL HOLDINGS INC
          
            2025-05-13
          
          7.000000
          127762.00
          108938.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-05-10
          
          1.875000
          11000.00
          11185.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2021-09-15
          
          1.700000
          1958000.00
          1998677.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2022-03-16
          
          2.700000
          1216000.00
          1271109.00
          Corporate Debt Securities
        
        
          SOLERA LLC / SOLERA FINA
          
            2024-03-01
          
          10.500000
          1281000.00
          1411982.00
          Corporate Debt Securities
        
        
          TEEKAY CORPORATION
          YHKQM2RIPKZYOZ6RVZ46
          
            2022-11-15
          
          9.250000
          391360.00
          391075.00
          Corporate Debt Securities
        
        
          TPC GROUP INC.
          549300K276KVW5JD1583
          
            2024-08-01
          
          10.500000
          1941096.00
          1829483.00
          Corporate Debt Securities
        
        
          Triumph Group, Inc.
          5493007L6S47Q14SL582
          
            2024-09-15
          
          6.250000
          436.00
          395.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2020-12-01
          
          2.450000
          1958000.00
          1976141.00
          Corporate Debt Securities
        
        
          U.S. BANK NATIONAL ASSOCIATION
          6BYL5QZYBDK8S7L73M02
          
            2022-01-21
          
          1.800000
          3.00
          3.00
          Corporate Debt Securities
        
        
          BAUSCH HEALTH COMPANIES INC.
          B3BS7ACMDUWISF18KY76
          
            2023-05-15
          
          5.875000
          1947000.00
          1971148.00
          Corporate Debt Securities
        
        
          Verizon Communications Inc.
          2S72QS2UO2OESLG6Y829
          
            2050-03-22
          
          4.000000
          1391200.00
          1870629.00
          Corporate Debt Securities
        
        
          WELLS FARGO BANK, NATIONAL ASSOCIATION
          KB1H1DSPRFMYMCUFXT09
          
            2022-05-27
          
          2.897000
          200.00
          205.00
          Corporate Debt Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-08-03
      2020-08-03
      2020-08-03
      N
      N
      N
      0.0034
      40000635.20
      40000635.20
      0.0074
      N
      Y
      Y
      N
    
    
      ABN AMRO BANK N.V.
      Joint Account III 0.100000%
      BFXS5XCH7N0Y05NIXW11
      TPR036B45779158ABN
      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
          45719.69
          7098.13
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          3.500000
          19641.33
          7338.30
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-08-01
          
          3.500000
          230153.76
          72386.72
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-10-01
          
          3.000000
          300580.95
          108698.08
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-02-01
          
          3.500000
          37353.21
          14056.65
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-01-01
          
          3.000000
          46035.95
          22539.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-07-01
          
          4.000000
          15807.44
          11403.64
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-03-01
          
          3.500000
          408025.80
          179638.15
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-07-01
          
          3.500000
          13403.92
          8144.81
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.000000
          168782.55
          156771.46
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.000000
          182709.81
          137098.66
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.000000
          545742.83
          437582.50
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-08-01
          
          3.500000
          428369.57
          282031.23
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-05-01
          
          4.000000
          317620.09
          150246.92
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.500000
          227647.83
          169738.93
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.000000
          178624.89
          103830.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.500000
          331402.40
          268335.74
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          4.500000
          56300.00
          43886.08
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          4.500000
          129332.15
          110574.75
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-07-01
          
          4.500000
          283632.35
          215750.47
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-09-01
          
          4.000000
          19708.90
          15558.31
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-10-01
          
          4.000000
          102883.48
          79228.40
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.500000
          16174.64
          12401.52
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.000000
          178483.61
          145892.09
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          1780303.91
          1871965.45
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.000000
          25033.21
          26430.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          4.000000
          431769.33
          164042.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.500000
          66919.89
          46858.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          613833.69
          280804.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          3.500000
          26847.71
          11520.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.000000
          64255.43
          32568.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-07-01
          
          4.000000
          91152.34
          51944.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          147368.70
          111403.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.500000
          7413.61
          5295.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.500000
          332552.36
          239135.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.500000
          498247.86
          228663.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-01-01
          
          3.500000
          414507.31
          117723.37
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          4.500000
          429508.86
          144489.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.000000
          19.37
          10.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          37684.86
          11769.55
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          106818.79
          34444.07
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          55258.66
          18506.30
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          3.500000
          249848.76
          140896.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-02-01
          
          3.500000
          149450.86
          112040.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          168518.73
          104959.34
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.500000
          84749.25
          68227.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          4.000000
          104550.27
          96488.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          211871.61
          164862.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-10-01
          
          4.000000
          33642.92
          23226.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          5059.99
          4227.75
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.500000
          28049.21
          17141.37
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          19162.10
          11685.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          5.000000
          388.29
          304.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.500000
          266124.85
          157275.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.500000
          23087.77
          22494.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.500000
          16461.31
          16190.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          77895.63
          64511.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.000000
          18070.98
          12529.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          22760.63
          18026.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          63643.48
          40524.43
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          4.000000
          46263.91
          28454.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          4.000000
          18936.92
          12398.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          3.500000
          16765.36
          15696.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.000000
          26669.84
          27959.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.500000
          46091.32
          49061.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          33110.14
          26367.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          1847.69
          1394.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.000000
          424716.45
          334492.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          64527.60
          52047.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          407616.12
          378500.42
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.500000
          31.86
          23.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.000000
          247711.21
          255014.93
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-09-01
          
          3.000000
          21679.98
          21459.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.500000
          189874.93
          206417.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.500000
          180747.97
          193580.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          22728.76
          23236.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          4.500000
          155279.73
          154735.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-04-01
          
          3.000000
          83407.26
          43252.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.000000
          12.24
          12.52
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          1.125000
          1318869.11
          1353692.45
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-30
          
          2.125000
          262823.09
          285585.05
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-31
          
          1.500000
          815.13
          848.99
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-15
          
          1.625000
          460.19
          477.47
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          2.000000
          1055.01
          1131.91
          U.S. Treasuries (including strips)
        
      
      Y
      2020-08-03
      2020-08-03
      2020-08-03
      N
      N
      N
      0.0010
      10403220.82
      10403220.82
      0.0019
      N
      Y
      Y
      N
    
    
      BANK OF AMERICA, NATIONAL ASSOCIATION
      Joint Account III 0.100000%
      B4TYDEB6GKMZO031MB27
      0000838440
      TPR036B45779158BAN
      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
          
            2044-04-20
          
          4.000000
          10462400.32
          2198925.26
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-05-20
          
          3.000000
          4219560.76
          1736163.72
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-04-20
          
          4.500000
          7308780.58
          804586.37
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-05-20
          
          4.500000
          12762965.22
          1563476.82
          Agency Mortgage-Backed Securities
        
      
      Y
      2020-08-03
      2020-08-03
      2020-08-03
      N
      N
      N
      0.0010
      6119541.66
      6119541.66
      0.0011
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES, INC.
      Joint Account III 0.100000%
      549300HN4UKV1E2R3U73
      TPR036B45779158BOF
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          5.000000
          1457494.82
          806607.46
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.500000
          1589817.87
          865697.34
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-01-01
          
          4.000000
          1669085.43
          859116.45
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.000000
          1175384.89
          769452.10
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-10-01
          
          3.000000
          945546.26
          674990.87
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-12-01
          
          3.500000
          905022.50
          716846.14
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          5.000000
          937503.16
          763827.61
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          2.000000
          484613.77
          504011.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-09-01
          
          4.000000
          1368593.33
          825010.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-08-01
          
          3.000000
          1179839.93
          736254.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-04-01
          
          4.000000
          1770891.20
          752148.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          1259081.24
          711944.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          1166938.37
          780401.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-07-01
          
          2.000000
          822676.96
          852971.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          728013.35
          765455.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          674821.08
          710120.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          3.500000
          802715.61
          674932.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          5.000000
          865444.00
          670304.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          3.500000
          611956.52
          655550.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.000000
          709413.80
          733995.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          611956.52
          658918.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          713102.05
          756075.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-06-01
          
          3.000000
          661131.25
          703381.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          730417.12
          790331.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          647684.76
          684455.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          605011.28
          643065.48
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.000000
          734347.83
          782751.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          634292.93
          659540.16
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          711153.21
          738636.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-08-01
          
          2.000000
          781682.63
          814237.10
          Agency Mortgage-Backed Securities
        
      
      Y
      2020-08-03
      2020-08-03
      2020-08-03
      N
      N
      N
      0.0010
      21418395.80
      21418395.80
      0.0039
      N
      Y
      Y
      N
    
    
      BANK OF NOVA SCOTIA (THE)
      Joint Account III 0.100000%
      L3I9ZG2KFGXZ61BMYR72
      0000009631
      TPR036B45779158THE
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-09-01
          
          3.000000
          556.54
          191.58
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-08-01
          
          3.500000
          12.24
          10.39
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-07-01
          
          6.500000
          133.95
          2.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-07-01
          
          4.500000
          7679.82
          1862.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-11-01
          
          3.500000
          12.24
          5.90
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-06-01
          
          2.500000
          26063.72
          8189.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          4.000000
          12.30
          4.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          4.000000
          22113.78
          7907.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-03-01
          
          4.000000
          25090.22
          11439.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-05-01
          
          3.500000
          29727.46
          14181.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-07-01
          
          4.500000
          13.49
          2.90
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-11-01
          
          3.500000
          706772.59
          263532.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-01-01
          
          4.500000
          12.25
          1.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          31.42
          8.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.500000
          316323.45
          89437.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-09-01
          
          3.500000
          215951.93
          51901.37
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.000000
          100430.47
          54127.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          32526.27
          24131.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-07-01
          
          3.000000
          257009.50
          64758.19
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          319085.53
          136665.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          3.500000
          63790.13
          22629.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          3.500000
          32031.27
          20703.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-01-01
          
          3.500000
          55969.09
          24804.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          3.500000
          1883.05
          667.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-04-01
          
          2.500000
          2071.25
          778.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-07-01
          
          3.000000
          13.94
          7.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          4.000000
          12.24
          7.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          4.000000
          12.24
          9.42
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.000000
          599717.39
          457141.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-02-01
          
          2.500000
          12.25
          7.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-04-01
          
          4.000000
          2817.99
          2046.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-05-01
          
          3.000000
          12.24
          5.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          28634.55
          11376.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          12.35
          4.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          3.000000
          50507.44
          14326.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-07-01
          
          4.000000
          38984.32
          18011.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-08-01
          
          4.000000
          85.67
          24.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-11-01
          
          4.000000
          12.57
          5.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-03-01
          
          3.500000
          12.24
          9.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-07-01
          
          4.000000
          12.24
          4.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-10-01
          
          3.000000
          32651.64
          19629.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-10-01
          
          3.500000
          30548.87
          24922.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          3.500000
          12.48
          8.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-09-01
          
          3.500000
          36.73
          24.39
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-10-01
          
          3.500000
          12.24
          6.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-10-01
          
          2.500000
          5088.91
          2877.03
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          12.24
          7.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-04-01
          
          3.500000
          12.25
          10.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          3.500000
          12.24
          10.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          3.500000
          12.24
          10.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          123450.87
          89923.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          184793.98
          140276.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.000000
          12.34
          10.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          12.24
          8.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-09-01
          
          3.000000
          12.24
          9.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          4.000000
          12.24
          12.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          3.500000
          12.24
          9.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.000000
          6945.07
          4658.85
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-01-01
          
          3.000000
          24478.26
          20207.75
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          5.000000
          28004.45
          10490.48
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-10-01
          
          3.000000
          10521.67
          7289.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          12.24
          10.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          4.000000
          12.26
          9.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-12-01
          
          4.000000
          24.49
          12.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.000000
          104662.40
          83245.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          3.500000
          1349114.01
          1201798.17
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.500000
          1366874.76
          1206869.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          4.500000
          33973.67
          28717.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          3.000000
          453.77
          454.37
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-09-01
          
          3.000000
          479.00
          472.57
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-02-01
          
          3.000000
          73924.35
          76195.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.000000
          803025.39
          824636.94
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          12255898.84
          12199890.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-08-01
          
          3.500000
          123690.17
          25514.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          3.000000
          1180.42
          694.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2024-09-01
          
          4.000000
          53528.67
          4068.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-08-01
          
          3.500000
          51557.68
          27577.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          4.000000
          151934.41
          53946.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.000000
          611518.79
          631633.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          4.000000
          21488.25
          22477.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-05-01
          
          6.000000
          29.09
          1.62
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2040-05-15
          
          6.500000
          166714.29
          91283.38
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-06-20
          
          5.500000
          33262.92
          36238.45
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-02-15
          
          0.750000
          541728.39
          765022.11
          U.S. Treasuries (including strips)
        
      
      Y
      2020-08-03
      2020-08-03
      2020-08-03
      N
      N
      N
      0.0010
      18358624.97
      18358624.97
      0.0034
      N
      Y
      Y
      N
    
    
      Goldman Sachs Financial Square Funds - Prime Obligations
      2020-08-07
      Peter W. Fortner
      Peter W. Fortner
      Assistant Treasurer
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Form N-MFP2 GOLDMAN SACHS TRUST For: Jul 31

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