Form N-MFP2 GOLDMAN SACHS TRUST For: Mar 31

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April 7, 2021 10:29 AM EDT
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    N-MFP2
    
      
        
          0000822977
          XXXXXXXX
        
      
      
      
    
  
  
    
      2021-03-31
      0000822977
      549300AT6GF2CKVD8535
      S000009259
      9
      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
      35
      39
      
        1003352567.19
        885102975.40
        1029603216.36
        1222607367.99
      
      
        1719076439.47
        1552524152.87
        1659827129.03
        1963331245.82
        0.00
      
      
        0.4347
        0.4004
        0.4342
        0.4533
      
      
        0.7448
        0.7023
        0.6999
        0.7279
        0.0000
      
      298288.15
      2876924789.67
      731857811.30
      283311.75
      86428500.90
      2791077888.67
      2788868881.4700
      0.0000
      0.0013
      
        1.0008
        1.0008
        1.0008
        1.0008
        0.0000
      
    
    
      C000025295
      10000000.00
      2781223407.79
      2779022095.3600
      
        1.0008
        1.0008
        1.0008
        1.0008
        0.0000
      
      
        281739864.26
        287727199.08
      
      
        254366813.69
        351015456.70
      
      
        353260438.76
        192517118.84
      
      
        629580959.48
        303545980.65
      
      
        0.00
        0.00
      
      
        1812529925.36
        1334156532.30
      
      0.0002
      Y
      For Institutional Shares the Investment Adviser waived $94,720 of Management Fees and $22,171 of Other Fees; and Goldman Sachs & Co. LLC waived $19,952 of Transfer Agency Fees.
    
    
      C000025296
      10000000.00
      4992244.84
      4988677.2600
      
        1.0007
        1.0007
        1.0007
        1.0007
        0.0000
      
      
        61.01
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        61.01
        0.00
      
      0.0002
      Y
      For Administration Shares the Investment Adviser waived $199 of Management Fees and $49 of Other Fees; and Goldman Sachs & Co. LLC waived $1,060 of Admin Fees and $42 of Transfer Agency Fees.
    
    
      C000025297
      10000000.00
      2656.58
      2654.7100
      
        1.0007
        1.0007
        1.0007
        1.0007
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      -0.0004
      Y
      For Service Shares Goldman Sachs & Co. LLC waived $1 of Admin Fees.
    
    
      C000025298
      10000000.00
      65878.41
      65824.8500
      
        1.0008
        1.0008
        1.0008
        1.0008
        0.0000
      
      
        0.84
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.84
        0.00
      
      0.0002
      Y
      For Preferred Shares the Investment Adviser waived $3 of Management Fees and $1 of Other Fees; and Goldman Sachs & Co. LLC waived $6 of Admin Fees and $1 of Transfer Agency Fees.
    
    
      C000025299
      10000000.00
      1699577.54
      1698394.8800
      
        1.0007
        1.0007
        1.0007
        1.0007
        0.0000
      
      
        20.82
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        20.82
        0.00
      
      0.0002
      Y
      For Select Shares the Investment Adviser waived $68 of Management Fees and $17 of Other Fees; and Goldman Sachs & Co. LLC waived $43 of Admin Fees and $14 of Transfer Agency Fees.
    
    
      C000025300
      10000000.00
      3091000.45
      3088113.8300
      
        1.0009
        1.0009
        1.0010
        1.0009
        0.0000
      
      
        50.68
        0.00
      
      
        0.00
        1000000.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        50.68
        1000000.00
      
      0.0002
      Y
      For Capital Shares the Investment Adviser waived $131 of Management Fees and $33 of Other Fees; and Goldman Sachs & Co. LLC waived $422 of Admin Fees and $28 of Transfer Agency Fees.
    
    
      C000088816
      10000000.00
      1034.45
      1033.6400
      
        1.0008
        1.0008
        1.0008
        1.0008
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0010
      N
    
    
      C000088817
      10000000.00
      1049.37
      1048.5300
      
        1.0008
        1.0008
        1.0008
        1.0008
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0010
      N
    
    
      C000088818
      10000000.00
      1039.24
      1038.4100
      
        1.0008
        1.0008
        1.0008
        1.0008
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0010
      N
    
    
      AGRICULTURAL BANK OF CHINA LIMITED
      AGRICULTURAL BANK OF CHINA LIMITED 0.000000%
      00850USQ8
      549300E7TSGLCOVSY746
      0001501437
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-24
      2021-05-24
      2021-05-24
      N
      N
      N
      0.0022
      9996760.00
      9996760.00
      0.0036
      N
      N
      N
      N
    
    
      ALASKA HOUSING FINANCE CORPORATION
      ALASKA HOUSING FINANCE CORPORATION 0.130000%
      011839NY9
      549300HJ8NOJNYW6ER36
      US011839NY90
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-07
      2021-04-07
      2047-12-01
      Y
      
        ALASKA HOUSING FINANCE CORPORATI
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
      
      N
      N
      0.0013
      18600000.00
      18600000.00
      0.0067
      N
      N
      Y
      N
    
    
      ALASKA HOUSING FINANCE CORPORATION
      ALASKA HOUSING FINANCE CORPORATION 0.100001%
      011839VW4
      549300HJ8NOJNYW6ER36
      US011839VW43
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-07
      2021-04-07
      2044-12-01
      Y
      
        ALASKA HOUSING FINANCE CORPORATI
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
      
      N
      N
      0.0010
      45800000.00
      45800000.00
      0.0164
      N
      N
      Y
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329WR11
      US01329WR117
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      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
      0.0006
      14999976.30
      14999976.30
      0.0054
      N
      Y
      Y
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329WRT0
      US01329WRT08
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-27
      2021-04-27
      2021-04-27
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0014
      15998368.00
      15998368.00
      0.0057
      N
      N
      N
      N
    
    
      ANTALIS
      ANTALIS 0.000000%
      03664AS41
      549300G2LM2ZKZ0X4Y50
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-04
      2021-05-04
      2021-05-04
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0013
      4999409.70
      4999409.70
      0.0018
      N
      N
      N
      N
    
    
      ANTALIS
      ANTALIS 0.000000%
      03664AS66
      549300G2LM2ZKZ0X4Y50
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-06
      2021-05-06
      2021-05-06
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0013
      8676889.22
      8676889.22
      0.0031
      N
      N
      N
      N
    
    
      ANTALIS
      ANTALIS 0.000000%
      03664ASB5
      549300G2LM2ZKZ0X4Y50
      US03664ASB51
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-11
      2021-05-11
      2021-05-11
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0014
      7998770.00
      7998770.00
      0.0029
      N
      N
      N
      N
    
    
      ANTALIS
      ANTALIS 0.000000%
      03664ASH2
      549300G2LM2ZKZ0X4Y50
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-17
      2021-05-17
      2021-05-17
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0014
      9998159.20
      9998159.20
      0.0036
      N
      N
      N
      N
    
    
      BNZ INTERNATIONAL FUNDING LIMITED
      BNZ INTERNATIONAL FUNDING LIMITED 0.000000%
      0556X0RT3
      549300HVMZ89HDMELW08
      0001414365
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-27
      2021-04-27
      2021-04-27
      N
      N
      N
      0.0008
      12999259.00
      12999259.00
      0.0047
      N
      N
      N
      N
    
    
      BANCO SANTANDER, S.A.
      BANCO SANTANDER, S.A. 0.000000%
      05970RS48
      5493006QMFDDMYWIAM13
      0000891478
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-04
      2021-05-04
      2021-05-04
      N
      N
      N
      0.0014
      22197001.67
      22197001.67
      0.0080
      N
      N
      N
      N
    
    
      BARCLAYS US CCP FUNDING LLC
      BARCLAYS US CCP FUNDING LLC 0.000000%
      06742V5B3
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-14
      2021-05-14
      2021-05-14
      N
      Y
      
        Barclays Bank PLC
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0014
      34310170.05
      34310170.05
      0.0123
      N
      N
      N
      N
    
    
      BARTON CAPITAL S.A.
      BARTON CAPITAL S.A. 0.000000%
      06945LRS9
      549300KOFKIMD0C37W24
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-26
      2021-04-26
      2021-04-26
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0012
      2779759.06
      2779759.06
      0.0010
      N
      N
      N
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.000000%
      09660ER11
      R0MUWSFPU8MPRO8K5P83
      0000310732
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0004
      24999969.50
      24999969.50
      0.0090
      N
      Y
      Y
      N
    
    
      CNPC FINANCE (HK) LIMITED
      CNPC FINANCE (HK) LIMITED 0.000000%
      12623KR66
      3003002NJ625UNILOU94
      Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-06
      2021-04-06
      2021-04-06
      N
      N
      N
      0.0026
      56997492.00
      56997492.00
      0.0204
      N
      N
      Y
      N
    
    
      CHARIOT FUNDING LLC
      CHARIOT FUNDING LLC 0.000000%
      15963TRG6
      549300EEWRNP448AMT79
      US15963TRG66
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-16
      2021-04-16
      2021-04-16
      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
        
      
      0.0011
      29998506.60
      29998506.60
      0.0107
      N
      N
      N
      N
    
    
      CHESHAM FINANCE LIMITED - SERIES III
      CHESHAM FINANCE LIMITED - SERIES III 0.000000%
      16537HR10
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0007
      17499964.48
      17499964.48
      0.0063
      N
      Y
      Y
      N
    
    
      CHESHAM FINANCE LIMITED - SERIES II
      CHESHAM FINANCE LIMITED - SERIES II 0.000000%
      16537LR11
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      Y
      
        BANK OF CHINA LIMITED
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0007
      17999963.46
      17999963.46
      0.0064
      N
      Y
      Y
      N
    
    
      CHESHAM FINANCE LIMITED - SERIES V
      CHESHAM FINANCE LIMITED - SERIES V 0.000000%
      16538KR12
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      Y
      
        MIZUHO SECURITIES USA LLC
        1.0000
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0007
      9999979.70
      9999979.70
      0.0036
      N
      Y
      Y
      N
    
    
      CHINA CONSTRUCTION BANK CORPORATION
      CHINA CONSTRUCTION BANK CORPORATION 0.000000%
      16891MRC5
      5493001KQW6DM7KEDR62
      US16891MRC54
      0001445474
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-12
      2021-04-12
      2021-04-12
      N
      N
      N
      0.0012
      10813578.25
      10813578.25
      0.0039
      N
      N
      N
      N
    
    
      CHINA CONSTRUCTION BANK CORPORATION
      CHINA CONSTRUCTION BANK CORPORATION 0.000000%
      16891MRS0
      5493001KQW6DM7KEDR62
      US16891MRS07
      0001445474
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-26
      2021-04-26
      2021-04-26
      N
      N
      N
      0.0017
      6892173.60
      6892173.60
      0.0025
      N
      N
      N
      N
    
    
      CHINA CONSTRUCTION BANK CORPORATION
      CHINA CONSTRUCTION BANK CORPORATION 0.000000%
      16891MTP4
      5493001KQW6DM7KEDR62
      US16891MTP40
      0001445474
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-23
      2021-06-23
      2021-06-23
      N
      N
      N
      0.0024
      5657777.02
      5657777.02
      0.0020
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO., LLC
      COLLATERALIZED COMMERCIAL PAPER V CO., LLC 0.228629%
      19424G3X8
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-26
      2021-05-25
      2021-05-25
      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
        
      
      0.0015
      20002405.20
      20002405.20
      0.0072
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO., LLC
      COLLATERALIZED COMMERCIAL PAPER V CO., LLC 0.000000%
      19424HTM2
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-21
      2021-06-21
      2021-06-21
      N
      N
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0016
      21864178.35
      21864178.35
      0.0078
      N
      N
      N
      N
    
    
      COLORADO HOUSING AND FINANCE AUTHORITY
      COLORADO HOUSING AND FINANCE AUTHORITY 0.090002%
      196480RR0
      5493005GIROYQAWBMC18
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-07
      2021-04-07
      2051-05-01
      Y
      
        FEDERAL HOME LOAN BANK OF TOPEKA
        1.0000
        7
        Y
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        FEDERAL HOME LOAN BANK OF TOPEKA
        Liquidity/Partial C/E
        1.0000
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0009
      4480000.00
      4480000.00
      0.0016
      N
      N
      Y
      N
    
    
      COLUMBIA FUNDING COMPANY, LLC
      COLUMBIA FUNDING COMPANY, LLC 0.000000%
      19767CRG3
      549300O1V8MCLCRCFD82
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-16
      2021-04-16
      2021-04-16
      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
      0.0011
      14999253.30
      14999253.30
      0.0054
      N
      N
      N
      N
    
    
      COOEPERATIEVE RABOBANK U.A.
      COOEPERATIEVE RABOBANK U.A. 0.000000%
      21687AR13
      DG3RU1DBUFHT4ZF9WN62
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0006
      31999945.92
      31999945.92
      0.0115
      N
      Y
      Y
      N
    
    
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.090000%
      JHE42UYNWWTJB8YTTU19
      0000859994
      238423272
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-06
      2021-04-06
      2021-04-06
      N
      N
      N
      0.0009
      60000599.40
      60000599.40
      0.0215
      N
      N
      Y
      N
    
    
      SWEDBANK AB
      SWEDBANK AB 0.020000%
      M312WZV08Y7LYUC71685
      0000946431
      238780662
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0002
      69999980.40
      69999980.40
      0.0251
      N
      Y
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.040000%
      254900VH02JQR2L8XD64
      0000016847
      238780664
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0004
      70000018.90
      70000018.90
      0.0251
      N
      Y
      Y
      N
    
    
      BANCO SANTANDER, S.A.
      BANCO SANTANDER, S.A. 0.070000%
      5493006QMFDDMYWIAM13
      0000891478
      238780666
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F2
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0007
      15000016.65
      15000016.65
      0.0054
      N
      Y
      Y
      N
    
    
      NORDEA BANK ABP
      NORDEA BANK ABP 0.020000%
      529900ODI3047E2LIV03
      0001002614
      238780669
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0002
      69999980.40
      69999980.40
      0.0251
      N
      Y
      Y
      N
    
    
      CREDIT INDUSTRIEL ET COMMERCIAL
      CREDIT INDUSTRIEL ET COMMERCIAL 0.090000%
      N4JDFKKH2FTD8RKFXO39
      0001274419
      238780671
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0009
      30000049.80
      30000049.80
      0.0107
      N
      Y
      Y
      N
    
    
      FIRST ABU DHABI BANK USA N.V.
      FIRST ABU DHABI BANK USA N.V. 0.050000%
      238780673
      Non-Negotiable Time Deposit
      Y
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0005
      50000027.50
      50000027.50
      0.0179
      N
      Y
      Y
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) 0.030000%
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      238782334
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0003
      68000000.00
      68000000.00
      0.0244
      N
      Y
      Y
      N
    
    
      DEXIA CREDIT LOCAL
      DEXIA CREDIT LOCAL 0.000000%
      25215VRL5
      F4G136OIPBYND1F41110
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-20
      2021-04-20
      2021-04-20
      N
      N
      N
      0.0009
      3768817.84
      3768817.84
      0.0014
      N
      N
      N
      N
    
    
      DEXIA CREDIT LOCAL
      DEXIA CREDIT LOCAL 0.000000%
      25215VTF6
      F4G136OIPBYND1F41110
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-15
      2021-06-15
      2021-06-15
      N
      N
      N
      0.0014
      17783704.75
      17783704.75
      0.0064
      N
      N
      N
      N
    
    
      ERSTE ABWICKLUNGSANSTALT
      ERSTE ABWICKLUNGSANSTALT 0.000000%
      29604CRE4
      7TG4VWERK338227TR435
      US29604CRE48
      0001560283
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-14
      2021-04-14
      2021-04-14
      N
      N
      N
      0.0008
      11459647.95
      11459647.95
      0.0041
      N
      N
      N
      N
    
    
      FIRST ABU DHABI BANK P.J.S.C.
      FIRST ABU DHABI BANK P.J.S.C. 0.000000%
      31849HRD6
      2138002Y3WMK6RZS8H90
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-13
      2021-04-13
      2021-04-13
      N
      N
      N
      0.0008
      29999165.70
      29999165.70
      0.0107
      N
      N
      N
      N
    
    
      FMS WERTMANAGEMENT
      FMS WERTMANAGEMENT 0.000000%
      34411GTF3
      HZFDOR6TCRSIQLKQTX32
      US34411GTF36
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-15
      2021-06-15
      2021-06-15
      N
      N
      N
      0.0014
      18505685.31
      18505685.31
      0.0066
      N
      N
      N
      N
    
    
      FMS WERTMANAGEMENT
      FMS WERTMANAGEMENT 0.000000%
      34411GTU0
      HZFDOR6TCRSIQLKQTX32
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-28
      2021-06-28
      2021-06-28
      N
      N
      N
      0.0015
      24990791.00
      24990791.00
      0.0090
      N
      N
      N
      N
    
    
      ING (U.S.) FUNDING LLC
      ING (U.S.) FUNDING LLC 0.000000%
      4497W0U22
      Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-02
      2021-07-02
      2021-07-02
      N
      N
      N
      0.0013
      24991539.50
      24991539.50
      0.0090
      N
      N
      N
      N
    
    
      NORTHWESTERN MEMORIAL HOSPITAL
      NORTHWESTERN MEMORIAL HOSPITAL 0.059999%
      45200FBZ1
      54930028ZZZN8PN0OC50
      US45200FBZ18
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-01
      2021-04-01
      2042-08-15
      Y
      
        WELLS FARGO BANK, NATIONAL ASSOC
        1.0000
        1
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        WELLS FARGO BANK, NATIONAL ASSOC
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0006
      7800000.00
      7800000.00
      0.0028
      N
      Y
      Y
      N
    
    
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH 0.000000%
      45581BR17
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0009
      30310924.22
      30310924.22
      0.0109
      N
      Y
      Y
      N
    
    
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH 0.000000%
      45581BSH1
      US45581BSH14
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-17
      2021-05-17
      2021-05-17
      N
      N
      N
      0.0015
      9998067.80
      9998067.80
      0.0036
      N
      N
      N
      N
    
    
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH 0.000000%
      45581BTF4
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-15
      2021-06-15
      2021-06-15
      N
      N
      N
      0.0020
      7313879.74
      7313879.74
      0.0026
      N
      N
      N
      N
    
    
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH 0.000000%
      45581BTN7
      US45581BTN72
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-22
      2021-06-22
      2021-06-22
      N
      N
      N
      0.0022
      4096958.70
      4096958.70
      0.0015
      N
      N
      N
      N
    
    
      IONIC CAPITAL II TRUST
      IONIC CAPITAL II TRUST 0.000000%
      46221LRP6
      254900ABXGHL7TZDR053
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-23
      2021-04-23
      2021-04-23
      N
      Y
      
        CITIBANK, NATIONAL ASSOCIATION
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0014
      21911026.08
      21911026.08
      0.0079
      N
      N
      N
      N
    
    
      IONIC CAPITAL II TRUST
      IONIC CAPITAL II TRUST 0.000000%
      46221LT41
      254900ABXGHL7TZDR053
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-06-04
      N
      Y
      
        CITIBANK, NATIONAL ASSOCIATION
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0018
      19993427.80
      19993427.80
      0.0072
      N
      N
      N
      N
    
    
      IONIC CAPITAL II TRUST
      IONIC CAPITAL II TRUST 0.000000%
      46221LT90
      254900ABXGHL7TZDR053
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-09
      2021-06-09
      2021-06-09
      N
      Y
      
        CITIBANK, NATIONAL ASSOCIATION
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0018
      13713118.72
      13713118.72
      0.0049
      N
      N
      N
      N
    
    
      KFW
      KFW 0.000000%
      48246TT17
      549300GDPG70E3MBBU98
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0011
      9998088.30
      9998088.30
      0.0036
      N
      N
      N
      N
    
    
      KFW
      KFW 0.000000%
      48246TT41
      549300GDPG70E3MBBU98
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-04
      2021-06-04
      2021-06-04
      N
      N
      N
      0.0011
      17996360.04
      17996360.04
      0.0064
      N
      N
      N
      N
    
    
      LANDESBANK HESSEN-THUERINGEN GIROZENTRALE
      LANDESBANK HESSEN-THUERINGEN GIROZENTRALE 0.240000%
      51500VUX5
      DIZES5CFO5K3I5R58746
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0008
      35000155.40
      35000155.40
      0.0125
      N
      Y
      Y
      N
    
    
      LMA-AMERICAS LLC
      LMA-AMERICAS LLC 0.000000%
      53944QR10
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      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
      0.0007
      28131942.89
      28131942.89
      0.0101
      N
      Y
      Y
      N
    
    
      LMA-AMERICAS LLC
      LMA-AMERICAS LLC 0.000000%
      53944QRE2
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-14
      2021-04-14
      2021-04-14
      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
      0.0011
      2540894.27
      2540894.27
      0.0009
      N
      N
      N
      N
    
    
      LMA-AMERICAS LLC
      LMA-AMERICAS LLC 0.000000%
      53944QT91
      US53944QT910
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-09
      2021-06-09
      2021-06-09
      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
      0.0015
      4998512.50
      4998512.50
      0.0018
      N
      N
      N
      N
    
    
      LMA-AMERICAS LLC
      LMA-AMERICAS LLC 0.000000%
      53944QU24
      US53944QU249
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-02
      2021-07-02
      2021-07-02
      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
      0.0016
      5197850.68
      5197850.68
      0.0019
      N
      N
      N
      N
    
    
      MACQUARIE BANK LIMITED
      MACQUARIE BANK LIMITED 0.000000%
      55607KR99
      4ZHCHI4KYZG2WVRT8631
      0001257135
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-09
      2021-04-09
      2021-04-09
      N
      N
      N
      0.0008
      25522508.68
      25522508.68
      0.0091
      N
      N
      N
      N
    
    
      MASS GENERAL BRIGHAM INCORPORATED
      MASS GENERAL BRIGHAM INCORPORATED 0.050001%
      57586EHU8
      5493007Z86EDN0QFYU66
      US57586EHU82
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-07
      2021-04-07
      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
        
      
      0.0005
      150000.00
      150000.00
      0.0001
      N
      N
      Y
      N
    
    
      MATCHPOINT FINANCE PUBLIC LIMITED COMPANY
      MATCHPOINT FINANCE PUBLIC LIMITED COMPANY 0.000000%
      57666AR61
      635400YCKMVA7GIA6Q33
      US57666AR616
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-06
      2021-04-06
      2021-04-06
      N
      Y
      
        BNP Paribas
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0007
      2499970.83
      2499970.83
      0.0009
      N
      N
      Y
      N
    
    
      MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND
      MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND 0.080001%
      59447TXC2
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-07
      2021-04-07
      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
      0.0008
      10000000.00
      10000000.00
      0.0036
      N
      N
      Y
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.350000%
      63376DLA1
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-07
      2021-04-07
      2021-04-07
      N
      N
      N
      0.0009
      10000505.40
      10000505.40
      0.0036
      N
      N
      Y
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.320000%
      63376DNG6
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-06-04
      N
      N
      N
      0.0025
      5754747.04
      5754747.04
      0.0021
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.320000%
      63376DNL5
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-09
      2021-06-09
      2021-06-09
      N
      N
      N
      0.0026
      10388270.75
      10388270.75
      0.0037
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.320000%
      63376DPB5
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-25
      2021-06-25
      2021-06-25
      N
      N
      N
      0.0028
      6682589.95
      6682589.95
      0.0024
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.070000%
      63376DPF6
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-05
      2021-04-05
      2021-04-05
      N
      N
      N
      0.0009
      19999944.40
      19999944.40
      0.0072
      N
      N
      Y
      N
    
    
      NEDERLANDSE WATERSCHAPSBANK N.V.
      NEDERLANDSE WATERSCHAPSBANK N.V. 0.000000%
      63975URD6
      JLP5FSPH9WPSHY3NIM24
      US63975URD62
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-13
      2021-04-13
      2021-04-13
      N
      N
      N
      0.0010
      24999142.25
      24999142.25
      0.0090
      N
      N
      N
      N
    
    
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY 0.099999%
      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
      
      2021-04-07
      2021-04-07
      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
        
      
      0.0010
      17345000.00
      17345000.00
      0.0062
      N
      N
      Y
      N
    
    
      NORINCHUKIN BANK (THE)
      NORINCHUKIN BANK (THE) 0.210000%
      65602V7F7
      5493007VSMFZCPV1NB83
      0001496637
      Certificate of Deposit
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-07
      2021-04-07
      2021-04-07
      N
      N
      N
      0.0007
      30000816.60
      30000816.60
      0.0107
      N
      N
      Y
      N
    
    
      CHILDREN'S HOSPITAL OF PHILADELPHIA (THE)
      CHILDREN'S HOSPITAL OF PHILADELPHIA (THE) 0.059999%
      717903E87
      254900N2KNSY5WTR1Q61
      US717903E875
      0001632060
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2041-07-01
      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
        
      
      0.0006
      4000000.00
      4000000.00
      0.0014
      N
      Y
      Y
      N
    
    
      PORTLAND MAINE (CITY OF)...
      PORTLAND MAINE (CITY OF)... 0.090002%
      7365594Y8
      US7365594Y83
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-07
      2021-04-07
      2026-06-01
      Y
      
        SUMITOMO MITSUI BANKING CORPORAT
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        SUMITOMO MITSUI BANKING CORPORAT
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0009
      30400000.00
      30400000.00
      0.0109
      N
      N
      Y
      N
    
    
      PROVIDENCE ST. JOSEPH HEALTH
      PROVIDENCE ST. JOSEPH HEALTH 0.119999%
      743755AG5
      US743755AG53
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-07
      2021-04-07
      2042-10-01
      Y
      
        U.S. BANK NATIONAL ASSOCIATION
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        U.S. BANK NATIONAL ASSOCIATION
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0012
      59200000.00
      59200000.00
      0.0212
      N
      N
      Y
      N
    
    
      PROVIDENCE ST. JOSEPH HEALTH
      PROVIDENCE ST. JOSEPH HEALTH 0.110002%
      743756AA6
      US743756AA66
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-07
      2021-04-07
      2047-10-01
      Y
      
        MUFG BANK, LTD.-NEW YORK BRANCH
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        MUFG BANK, LTD.-NEW YORK BRANCH
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0011
      35950000.00
      35950000.00
      0.0129
      N
      N
      Y
      N
    
    
      RIDGEFIELD FUNDING COMPANY, LLC
      RIDGEFIELD FUNDING COMPANY, LLC 0.193000%
      76582EEK7
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-05
      2021-04-05
      2021-04-05
      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
      0.0011
      2500029.15
      2500029.15
      0.0009
      N
      N
      Y
      N
    
    
      ST ENGINEERING NORTH AMERICA, INC.
      ST ENGINEERING NORTH AMERICA, INC. 0.000000%
      78476GSU0
      Non-Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-28
      2021-05-28
      2021-05-28
      N
      N
      N
      0.0009
      18497406.86
      18497406.86
      0.0066
      N
      N
      N
      N
    
    
      SALISBURY RECEIVABLES COMPANY LLC
      SALISBURY RECEIVABLES COMPANY LLC 0.000000%
      79490AR75
      549300HB2PGDP0V6U989
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-07
      2021-04-07
      2021-04-07
      N
      Y
      
        Barclays Bank PLC
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0007
      4999931.95
      4999931.95
      0.0018
      N
      N
      Y
      N
    
    
      SALISBURY RECEIVABLES COMPANY LLC
      SALISBURY RECEIVABLES COMPANY LLC 0.000000%
      79490ATB4
      549300HB2PGDP0V6U989
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-11
      2021-06-11
      2021-06-11
      N
      Y
      
        Barclays Bank PLC
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0027
      10385305.73
      10385305.73
      0.0037
      N
      N
      N
      N
    
    
      SANTANDER UK PLC
      SANTANDER UK PLC 0.000000%
      80285PR12
      PTCQB104N23FMNK2RZ28
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0007
      19999959.40
      19999959.40
      0.0072
      N
      Y
      Y
      N
    
    
      SANTANDER UK PLC
      SANTANDER UK PLC 0.000000%
      80285PRC8
      PTCQB104N23FMNK2RZ28
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-12
      2021-04-12
      2021-04-12
      N
      N
      N
      0.0009
      29999100.00
      29999100.00
      0.0107
      N
      N
      N
      N
    
    
      SHEFFIELD RECEIVABLES COMPANY LLC
      SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
      82124LS45
      549300MYF6MOTU9T3G29
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-05-04
      2021-05-04
      2021-05-04
      N
      Y
      
        Barclays Bank PLC
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0013
      29996458.20
      29996458.20
      0.0107
      N
      N
      N
      N
    
    
      SOCIETE GENERALE
      SOCIETE GENERALE 1.563998%
      83368RAH5
      O2RNE8IBXP4R0TD8PU41
      US83368RAH57
      0000865845
      Other Instrument
      Financial Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-08
      2021-04-08
      2021-04-08
      N
      N
      N
      0.0017
      3000337.50
      3000337.50
      0.0011
      N
      N
      Y
      N
    
    
      SOCIETE GENERALE
      SOCIETE GENERALE 0.000000%
      83368YFM4
      O2RNE8IBXP4R0TD8PU41
      US83368YFM49
      0000865845
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-28
      2021-06-28
      2021-06-28
      N
      N
      N
      0.0017
      14493910.00
      14493910.00
      0.0052
      N
      N
      N
      N
    
    
      STARBIRD FUNDING CORPORATION
      STARBIRD FUNDING CORPORATION 0.000000%
      85520LU11
      549300A8DDPP6QJBB522
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-01
      2021-07-01
      2021-07-01
      N
      Y
      
        BNP Paribas
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0016
      13744342.70
      13744342.70
      0.0049
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK, LIMITED
      SUMITOMO MITSUI TRUST BANK, LIMITED 0.100000%
      86564GTA9
      5493006GGLR4BTEL8O61
      0001046017
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-12
      2021-04-12
      2021-04-12
      N
      N
      N
      0.0008
      30000240.00
      30000240.00
      0.0107
      N
      N
      N
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.099999%
      90376PAU5
      549300IDY55XMYWXSD28
      US90376PAU57
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-07
      2021-04-07
      2030-03-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0010
      10000000.00
      10000000.00
      0.0036
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
      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+
      
      2021-04-07
      2021-04-07
      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
      0.0009
      2000000.00
      2000000.00
      0.0007
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
      90376PBG5
      549300IDY55XMYWXSD28
      US90376PBG54
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-07
      2021-04-07
      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
      0.0009
      3000000.00
      3000000.00
      0.0011
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
      90376PBX8
      549300IDY55XMYWXSD28
      US90376PBX87
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-07
      2021-04-07
      2027-09-30
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0009
      5500000.00
      5500000.00
      0.0020
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
      90376PCG4
      549300IDY55XMYWXSD28
      US90376PCG46
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-07
      2021-04-07
      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
      0.0009
      2200000.00
      2200000.00
      0.0008
      N
      N
      Y
      N
    
    
      UNITED OVERSEAS BANK LIMITED
      UNITED OVERSEAS BANK LIMITED 0.000000%
      91127PST9
      IO66REGK3RCBAMA8HR66
      US91127PST92
      0000867530
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-27
      2021-05-27
      2021-05-27
      N
      N
      N
      0.0012
      24995329.25
      24995329.25
      0.0090
      N
      N
      N
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964P1
      254900HROIFWPRGM1V77
      US9127964P13
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0000
      10000000.00
      10000000.00
      0.0036
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C64
      254900HROIFWPRGM1V77
      US912796C649
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-05
      2021-08-05
      2021-08-05
      N
      N
      N
      0.0002
      99993000.00
      99993000.00
      0.0358
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796D48
      254900HROIFWPRGM1V77
      US912796D480
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-19
      2021-08-19
      2021-08-19
      N
      N
      N
      0.0002
      54994866.85
      54994866.85
      0.0197
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796D63
      254900HROIFWPRGM1V77
      US912796D639
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-09-02
      2021-09-02
      2021-09-02
      N
      N
      N
      0.0002
      25129946.54
      25129946.54
      0.0090
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796F46
      254900HROIFWPRGM1V77
      US912796F469
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-09-16
      2021-09-16
      2021-09-16
      N
      N
      N
      0.0003
      59992579.80
      59992579.80
      0.0215
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796F61
      254900HROIFWPRGM1V77
      US912796F618
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-09-30
      2021-09-30
      2021-09-30
      N
      N
      N
      0.0004
      84982811.30
      84982811.30
      0.0304
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.125000%
      9128282F6
      254900HROIFWPRGM1V77
      US9128282F67
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0005
      4720929.71
      4720929.71
      0.0017
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.000000%
      912828D72
      254900HROIFWPRGM1V77
      US912828D721
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0005
      2318507.82
      2318507.82
      0.0008
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.125000%
      912828RC6
      254900HROIFWPRGM1V77
      US912828RC60
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-15
      2021-08-15
      2021-08-15
      N
      N
      N
      0.0007
      4333257.83
      4333257.83
      0.0016
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.125000%
      912828S27
      254900HROIFWPRGM1V77
      US912828S273
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-30
      2021-06-30
      2021-06-30
      N
      N
      N
      0.0007
      1193120.16
      1193120.16
      0.0004
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.125000%
      912828S76
      254900HROIFWPRGM1V77
      US912828S760
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-31
      2021-07-31
      2021-07-31
      N
      N
      N
      0.0007
      2508789.08
      2508789.08
      0.0009
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.625000%
      912828Y20
      254900HROIFWPRGM1V77
      US912828Y206
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-15
      2021-07-15
      2021-07-15
      N
      N
      N
      0.0004
      11042200.00
      11042200.00
      0.0040
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.500000%
      912828YC8
      254900HROIFWPRGM1V77
      US912828YC87
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0004
      1207218.76
      1207218.76
      0.0004
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.069001%
      91282CBK6
      254900HROIFWPRGM1V77
      US91282CBK62
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-01
      2023-01-31
      2023-01-31
      N
      N
      N
      0.0005
      17006096.88
      17006096.88
      0.0061
      N
      Y
      Y
      N
    
    
      EXXON MOBIL CORPORATION
      EXXON MOBIL CORPORATION 0.080001%
      919061BU4
      J3WHBG0MTS7O8ZVMDC91
      US919061BU42
      0000034088
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-01
      2021-04-01
      2025-10-01
      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
      0.0008
      135000.00
      135000.00
      0.0000
      N
      Y
      Y
      N
    
    
      VERSAILLES COMMERCIAL PAPER LLC
      VERSAILLES COMMERCIAL PAPER LLC 0.000000%
      92512LTA9
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-10
      2021-06-10
      2021-06-10
      N
      Y
      
        NATIXIS
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0015
      18505377.84
      18505377.84
      0.0066
      N
      N
      N
      N
    
    
      VERSAILLES COMMERCIAL PAPER LLC
      VERSAILLES COMMERCIAL PAPER LLC 0.000000%
      92512LU17
      US92512LU172
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-01
      2021-07-01
      2021-07-01
      N
      Y
      
        NATIXIS
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0016
      24989777.75
      24989777.75
      0.0090
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORPORATION
      WESTPAC BANKING CORPORATION 2.100000%
      961214CV3
      EN5TNI6CI43VEPAMHL14
      US961214CV30
      0000719245
      Other Instrument
      Medium Term Note
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-13
      2021-05-13
      2021-05-13
      N
      N
      N
      0.0016
      1002048.53
      1002048.53
      0.0004
      N
      N
      N
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.130000%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR0388167791571Ba
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-11-15
          
          4.250000
          73200.00
          98122.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-08-15
          
          0.00
          16651900.00
          13161878.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-07
      2021-04-07
      2021-05-03
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0013
      13000000.00
      13000000.00
      0.0047
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.119999%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR038B697791572Ba
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2025-12-11
          
          0.00
          2305000.00
          2206784.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-04-01
          
          1.500000
          1878721.00
          1889355.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-06-24
          
          0.00
          1800.00
          1800.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-15
          
          1.500000
          200.00
          205.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-31
          
          0.125000
          200.00
          200.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-07
      2021-04-07
      2021-05-11
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0012
      4000000.00
      4000000.00
      0.0014
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.119999%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR0399137791573Ba
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          5711.00
          5875.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-03-01
          
          2.000000
          7999961.00
          8234125.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-07
      2021-04-07
      2021-05-11
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0012
      8000000.00
      8000000.00
      0.0029
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.100001%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR039D267791571RO
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-08-01
          
          6.423000
          95106894.00
          21061132.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          122723.00
          36179.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          22449.00
          13634.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          138764.00
          136485.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          9389.00
          4938.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          3.500000
          54207.00
          38752.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          46132.00
          47350.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          4009.00
          4127.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          27021.00
          26918.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          35412.00
          35944.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          11924.00
          12188.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          3.000000
          2228.00
          2353.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-07
      2021-04-07
      2021-04-14
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0010
      21000000.00
      21000000.00
      0.0075
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.100001%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR039D957791572RO
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          4.000000
          20282.00
          5674.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          107144.00
          31586.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          115946.00
          70419.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-05-01
          
          4.000000
          39499251.00
          12313780.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          994760.00
          978421.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          7131.00
          3750.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-10-01
          
          4.500000
          7023868.00
          5423632.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.000000
          9780872.00
          5777140.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          4793.00
          4920.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          6335.00
          6627.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          3321.00
          3201.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          4.000000
          5765.00
          6236.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          3290.00
          3277.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          821824.00
          834167.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          16657.00
          17026.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          3.000000
          19078.00
          20145.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-07
      2021-04-07
      2021-04-14
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0010
      25000000.00
      25000000.00
      0.0090
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.090000%
      254900VH02JQR2L8XD64
      0000016847
      TPR03A0EF7791571CA
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-17
          
          0.00
          8000.00
          6771.00
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
          2549001DPIFGXC1TOL40
          
            2034-02-14
          
          3.750000
          210000.00
          216862.00
          Agency Debentures and Agency Strips
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          4.500000
          1482.00
          1060.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.000000
          10327.00
          9189.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          4.000000
          1048.00
          726.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-10-01
          
          4.000000
          54574.00
          28952.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2031-03-15
          
          0.00
          1000.00
          818.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-05-15
          
          0.00
          297000.00
          248572.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.000000
          1000.00
          274.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-06-01
          
          4.000000
          3258708.00
          2032172.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-10-01
          
          4.000000
          15362.00
          4952.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          3.500000
          4477571.00
          1977964.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          3.500000
          5150000.00
          1732406.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-08-01
          
          3.000000
          1317952.00
          1174408.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-03-01
          
          2.000000
          1411.00
          1411.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          4.000000
          2988863.00
          1879921.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-10-01
          
          2.000000
          458354.00
          448000.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          1958.00
          1963.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.000000
          4736.00
          2582.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.500000
          5376.00
          4987.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.000000
          16999.00
          6891.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-07
      2021-04-07
      2021-07-27
      Y
      
        CANADIAN IMPERIAL BANK OF COMMER
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0009
      9500000.00
      9500000.00
      0.0034
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.090000%
      254900VH02JQR2L8XD64
      0000016847
      TPR03A142779157CAN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-12-01
          
          4.000000
          2807860.00
          719331.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-17
          
          0.00
          6000.00
          5079.00
          Agency Debentures and Agency Strips
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-05-01
          
          4.000000
          1000.00
          297.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.000000
          1000.00
          473.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.000000
          10890.00
          6161.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.000000
          8027.00
          7143.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-10-01
          
          4.000000
          27680.00
          17060.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.500000
          24063.00
          25479.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2031-03-15
          
          0.00
          2000.00
          1636.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-05-15
          
          0.00
          293000.00
          245224.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-03-01
          
          3.500000
          1000.00
          325.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-05-01
          
          4.000000
          1000.00
          382.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-01-01
          
          4.000000
          1470094.00
          565323.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-11-01
          
          3.500000
          1422744.00
          813169.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-09-01
          
          4.000000
          1311261.00
          799503.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-01-01
          
          4.000000
          1068782.00
          688822.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-02-01
          
          3.500000
          1032736.00
          614651.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-10-01
          
          5.000000
          2008.00
          298.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          4.500000
          1075879.00
          635709.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.000000
          1069757.00
          587100.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          4.000000
          274315.00
          195062.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          3.500000
          1298517.00
          670304.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.000000
          1000.00
          274.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          4.000000
          1502846.00
          594455.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          448837.00
          350022.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.000000
          3973.00
          2840.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          1065061.00
          668835.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.500000
          930767.00
          572794.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          3.500000
          4434.00
          4379.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.500000
          1000.00
          1043.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-03-01
          
          2.000000
          2275.00
          2274.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          3.000000
          1600.00
          1173.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-10-01
          
          2.000000
          872076.00
          852376.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          13704.00
          13740.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.000000
          33152.00
          18072.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.500000
          3456.00
          3206.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.000000
          69937.00
          65278.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.000000
          1000.00
          292.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.000000
          17998.00
          7296.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-10-20
          
          3.500000
          44761.00
          25649.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-07
      2021-04-07
      2021-07-28
      Y
      
        CANADIAN IMPERIAL BANK OF COMMER
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0009
      9500000.00
      9500000.00
      0.0034
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.090000%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR03A149779157Ban
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          6782.00
          6977.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-03-01
          
          1.500000
          8783987.00
          8844693.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-03-01
          
          2.000000
          906788.00
          933330.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-07
      2021-04-07
      2021-04-29
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0009
      9500000.00
      9500000.00
      0.0034
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.090000%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR03A34A7791574Ba
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          2856.00
          2938.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2051-03-20
          
          3.000000
          3903983.00
          4117062.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-07
      2021-04-07
      2021-05-07
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0009
      4000000.00
      4000000.00
      0.0014
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A4317791575RO
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          53769.00
          15851.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          114123.00
          69312.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.500000
          3217746.00
          3090606.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          109237.00
          107443.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-01-01
          
          4.000000
          3077298.00
          446972.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-09-01
          
          4.500000
          1431.00
          335.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-09-01
          
          3.500000
          4366287.00
          2274188.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          4.000000
          867612.00
          386247.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-10-01
          
          4.500000
          1455486.00
          522360.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          17627.00
          9271.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2057-02-01
          
          3.500000
          136549.00
          88903.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          6517.00
          4996.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2059-08-01
          
          4.000000
          1949.00
          1884.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          27348.00
          28070.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          1000.00
          1046.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.500000
          405182.00
          415254.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          4676.00
          4814.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          4.000000
          2489.00
          2692.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.000000
          1100477.00
          963442.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          2588826.00
          2578979.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          312324.00
          317015.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          3231.00
          3303.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          3.000000
          18771.00
          19821.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-03-01
          
          2.500000
          4382.00
          4528.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-06-01
          
          5.500000
          340509.00
          5878.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-06-01
          
          4.000000
          5552019.00
          1402965.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-01-01
          
          2.500000
          22895.00
          23515.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-04-01
          
          6.000000
          1080228.00
          337576.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-08-01
          
          6.000000
          1212021.00
          103240.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-04-01
          
          5.500000
          146089.00
          18187.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-11-01
          
          7.000000
          3138301.00
          752008.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-03-01
          
          6.000000
          1199752.00
          158627.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-03-01
          
          6.000000
          1711447.00
          258786.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-05-01
          
          6.000000
          1541484.00
          412455.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-05-01
          
          6.000000
          1278138.00
          169861.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-08-01
          
          5.500000
          1529159.00
          192647.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          5.500000
          423079.00
          317386.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-06-01
          
          5.500000
          1172190.00
          325332.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-07-01
          
          5.500000
          3677710.00
          484208.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-07
      2021-04-07
      2021-08-09
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0007
      16000000.00
      16000000.00
      0.0057
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A4327791576RO
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          174702.00
          51502.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          76885.00
          46695.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          6978225.00
          6863604.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          27367.00
          14393.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2057-02-01
          
          3.500000
          18716.00
          12185.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          10424.00
          7991.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          3.500000
          3907428.00
          3797648.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          38585.00
          39604.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          6756.00
          6513.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          5448.00
          5608.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          4.000000
          1000.00
          1082.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          403772.00
          405574.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          25559.00
          25462.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          329154.00
          334097.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          6759.00
          6909.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          3.000000
          8801.00
          9293.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-03-01
          
          2.500000
          1897.00
          1960.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.500000
          5442051.00
          3381627.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.500000
          3363159.00
          1308251.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-07
      2021-04-07
      2021-08-09
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0007
      16000000.00
      16000000.00
      0.0057
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A49A7791577RO
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          105723.00
          31167.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          91506.00
          55575.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          99512.00
          97877.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-01-01
          
          3.000000
          5083953.00
          5329811.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          26807.00
          14099.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          3.500000
          6153572.00
          5980687.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          57264.00
          58776.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          1425842.00
          1491496.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          1726.00
          1777.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.000000
          9388915.00
          5624774.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          22361.00
          22276.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.500000
          5265440.00
          5220750.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          525489.00
          533381.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          16162.00
          16520.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-03-01
          
          2.500000
          1000.00
          1033.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-07
      2021-04-07
      2021-08-09
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0007
      24000000.00
      24000000.00
      0.0086
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A49C7791578RO
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          636182.00
          187547.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          241298.00
          146550.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-01-01
          
          3.500000
          2555186.00
          862128.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-10-01
          
          4.000000
          3943586.00
          2741273.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          2166220.00
          2130639.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-12-01
          
          3.500000
          7189395.00
          2335872.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          3.000000
          716832.00
          161002.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-10-01
          
          4.000000
          2219980.00
          851109.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-03-01
          
          4.500000
          4013492.00
          1810971.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-09-01
          
          3.500000
          1033904.00
          863294.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          3.500000
          3249796.00
          2085018.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-04-01
          
          3.500000
          1232312.00
          833852.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-08-01
          
          3.000000
          1205617.00
          859753.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2057-02-01
          
          3.500000
          6141193.00
          3998355.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          24277.00
          18610.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          4.500000
          555063.00
          373452.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.000000
          3555967.00
          2060133.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          3.500000
          115443.00
          82530.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.500000
          2416725.00
          2530437.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          123118.00
          126370.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          1091094.00
          1111326.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          2.500000
          1802354.00
          1852302.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          29965.00
          28885.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          2.000000
          2334810.00
          2327535.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.000000
          2512071.00
          2506476.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          18704.00
          19255.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          4054183.00
          4010226.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          109628.00
          109211.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          3845707.00
          3903464.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          17398.00
          17784.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          4.000000
          3000000.00
          2903111.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          3.000000
          15611.00
          16484.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          4.000000
          2280813.00
          1919778.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.000000
          3655061.00
          2856503.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-03-01
          
          2.500000
          24948.00
          25778.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-09-01
          
          3.500000
          26088000.00
          2064389.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-02-01
          
          3.500000
          26575000.00
          1882167.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-02-01
          
          4.500000
          17585182.00
          2466432.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-07
      2021-04-07
      2021-08-10
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0007
      54000000.00
      54000000.00
      0.0193
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.069998%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR03A6C07791575Ba
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          2856.00
          2938.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2051-03-20
          
          3.000000
          3903983.00
          4117062.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-07
      2021-04-07
      2021-04-20
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0007
      4000000.00
      4000000.00
      0.0014
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03A6C57791571BN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-24
          
          0.00
          2793000.00
          2791659.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-20
          
          0.00
          29538200.00
          29535985.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-15
          
          8.125000
          100.00
          104.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-28
          
          1.875000
          304200.00
          309683.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-31
          
          0.125000
          2600.00
          2602.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-07
      2021-04-07
      2021-08-19
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0006
      32000000.00
      32000000.00
      0.0115
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03A6C67791572BN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-24
          
          0.00
          15243400.00
          15234254.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          1.875000
          64600.00
          65758.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-07
      2021-04-07
      2021-08-19
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0006
      15000000.00
      15000000.00
      0.0054
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03AA41779157ROY
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          24961.00
          7359.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          8741.00
          5309.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          3163096.00
          3111141.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          7594.00
          3994.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          12427.00
          12755.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          4811.00
          4638.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          2707.00
          2697.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          12059.00
          12240.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          1828.00
          1869.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-07
      2021-04-07
      2021-08-30
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0007
      3100000.00
      3100000.00
      0.0011
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03AB0B7791573BN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-06-17
          
          0.00
          300.00
          300.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-09-23
          
          0.00
          57800.00
          57790.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-27
          
          0.00
          52400.00
          52396.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-07-15
          
          0.375000
          16256500.00
          19290308.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-15
          
          0.125000
          10342700.00
          12219220.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-07
      2021-04-07
      2021-09-07
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0006
      31000000.00
      31000000.00
      0.0111
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03AB0C779157BNP
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-04-15
          
          3.625000
          6453800.00
          14203569.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-28
          
          0.125000
          58600.00
          58579.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-05-15
          
          0.00
          3.00
          2.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-11-15
          
          0.00
          28051.00
          17851.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-07
      2021-04-07
      2021-09-07
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0006
      14000000.00
      14000000.00
      0.0050
      N
      N
      Y
      N
    
    
      WELLS FARGO SECURITIES, LLC
      WELLS FARGO SECURITIES, LLC 0.220000%
      VYVVCKR63DVZZN70PB21
      0001224385
      TPR03B21F7791571We
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AIG GLOBAL FUNDING
          54930057MDZ7KOVOTV71
          
            2025-09-22
          
          0.900000
          434959.00
          424026.00
          Corporate Debt Securities
        
        
          AIR LIQUIDE FINANCE
          549300YGXL5Z3R14K812
          
            2026-09-27
          
          2.500000
          1241000.00
          1299896.00
          Corporate Debt Securities
        
        
          AMERICAN CRYSTAL SUGAR CO
          
            2021-04-02
          
          0.00
          1300015.00
          1299999.00
          Money Market
        
        
          BAE SYSTEMS PLC
          8SVCSVKSGDWMW2QHOH83
          
            2030-04-15
          
          3.400000
          1211315.00
          1299999.00
          Corporate Debt Securities
        
        
          CCR Inc. MT100 Payment Rights Master Trust
          
            2022-07-10
          
          4.750000
          3188000.00
          617932.00
          Corporate Debt Securities
        
        
          ESSEX PORTFOLIO, L.P.
          5493003GN3O58H286O74
          
            2050-09-01
          
          2.650000
          1554133.00
          1299999.00
          Corporate Debt Securities
        
        
          General Motors Financial Company, Inc.
          5493008B6JBRUJ90QL97
          
            2026-10-06
          
          4.000000
          1169000.00
          1299477.00
          Corporate Debt Securities
        
        
          GENERAL MTRS FINL CO INC
          
            2021-04-01
          
          0.00
          379916.00
          379910.00
          Money Market
        
        
          GLAXOSMITHKLINE CAPITAL PLC
          549300U0LV41VX7LEP38
          
            2029-06-01
          
          3.375000
          1183000.00
          1299845.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2029-04-23
          
          3.814000
          1169000.00
          1299950.00
          Corporate Debt Securities
        
        
          GREAT-WEST LIFECO FIN 18
          
            2048-05-17
          
          4.581000
          1092000.00
          1299045.00
          Corporate Debt Securities
        
        
          ITC HOLDINGS CORP.
          549300HTO5U9D3SLE207
          
            2026-06-30
          
          3.250000
          1197000.00
          1299242.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2023-05-01
          
          3.375000
          1213000.00
          1299660.00
          Corporate Debt Securities
        
        
          MARSH & MCLENNAN COMPANIES, INC.
          549300XMP3KDCKJXIU47
          
            2029-03-15
          
          4.375000
          1133000.00
          1299669.00
          Corporate Debt Securities
        
        
          Nevada Power Company
          MJZFGXRJ52U8U4MKJ519
          
            2030-05-01
          
          2.400000
          1289861.00
          1299999.00
          Corporate Debt Securities
        
        
          New York Life Insurance Company
          TAE73CY392TBWJ3O3305
          
            2050-05-15
          
          3.750000
          1223475.00
          1299999.00
          Corporate Debt Securities
        
        
          PENSKE TRUCK LEASING/PTL
          
            2024-07-01
          
          3.450000
          1092000.00
          1183777.00
          Corporate Debt Securities
        
        
          Sinopec Group Overseas Development (2018) Limited
          549300C6OZZ8LTVR8209
          
            2048-09-12
          
          4.600000
          1112000.00
          1299572.00
          Corporate Debt Securities
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-04-01
          
          0.00
          1300009.00
          1300000.00
          Money Market
        
        
          NUVEEN FINANCE LLC
          
            2024-11-01
          
          4.125000
          1152000.00
          1299730.00
          Corporate Debt Securities
        
        
          TRINITY HEALTH CORPORATION
          TWSRHFGEDJDX0GKMGJ67
          
            2045-12-01
          
          4.125000
          1105000.00
          1299016.00
          Corporate Debt Securities
        
        
          THE TRUSTEES OF PRINCETON UNIVERSITY.
          549300PJZYINN64GDJ90
          
            2048-07-01
          
          3.840000
          1109000.00
          1299515.00
          Corporate Debt Securities
        
        
          ULTRATECH CEMENT LIMITED
          335800PC9O9B4BQHG814
          
            2031-02-16
          
          2.800000
          1380000.00
          1299742.00
          Corporate Debt Securities
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-07
      2021-04-07
      2021-04-07
      N
      N
      N
      0.0022
      26000859.30
      26000859.30
      0.0093
      N
      N
      Y
      N
    
    
      ING FINANCIAL MARKETS LLC
      ING FINANCIAL MARKETS LLC 0.220000%
      KBVRJ5K57JZ3E2AVWX40
      0000877559
      TPR03B227779157ING
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2044-06-01
          
          4.650000
          96000.00
          108145.00
          Corporate Debt Securities
        
        
          ABBVIE INC.
          FR5LCKFTG8054YNNRU85
          
            2049-11-21
          
          4.250000
          702612.00
          799999.00
          Corporate Debt Securities
        
        
          CHUBB INA HOLDINGS INC.
          CZCBJZWDMLTHWJDXU843
          
            2045-11-03
          
          4.350000
          663000.00
          799826.00
          Corporate Debt Securities
        
        
          AETNA INC.
          549300QKBENKLBXQ8968
          
            2023-06-15
          
          2.800000
          317000.00
          333327.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2025-02-09
          
          2.500000
          754000.00
          799776.00
          Corporate Debt Securities
        
        
          CPI CG INC
          
            2026-03-15
          
          8.625000
          20.00
          21.00
          Corporate Debt Securities
        
        
          CSC HOLDINGS, LLC
          3HG2WD2W22M120IUNG49
          
            2030-12-01
          
          4.625000
          803264.00
          799341.00
          Corporate Debt Securities
        
        
          CSX Corporation
          549300JVQR4N1MMP3Q88
          
            2050-04-15
          
          3.800000
          743548.00
          800000.00
          Corporate Debt Securities
        
        
          CENTENE CORPORATION
          549300Z7JJ4TQSQGT333
          
            2027-12-15
          
          4.250000
          532.00
          566.00
          Corporate Debt Securities
        
        
          CHESAPEAKE ENERGY CORPORATION
          X2MT1W32SPAZ9WSKLE78
          
            2029-02-01
          
          5.875000
          19.00
          20.00
          Corporate Debt Securities
        
        
          Cinemark USA, Inc.
          54930008H2137JSCPQ09
          
            2025-05-01
          
          8.750000
          447.00
          505.00
          Corporate Debt Securities
        
        
          EQT CORPORATION
          4NT01YGM4X7ZX86ISY52
          
            2027-10-01
          
          3.900000
          769681.00
          794311.00
          Corporate Debt Securities
        
        
          EQUINIX, INC.
          549300EVUN2BTLJ3GT74
          
            2025-07-15
          
          1.250000
          805835.00
          800000.00
          Corporate Debt Securities
        
        
          EUROPEAN INVESTMENT BANK
          5493006YXS1U5GIHE750
          
            2021-09-15
          
          1.375000
          795000.00
          799796.00
          Corporate Debt Securities
        
        
          EUROPEAN INVESTMENT BANK
          5493006YXS1U5GIHE750
          
            2022-03-15
          
          2.250000
          783000.00
          799410.00
          Corporate Debt Securities
        
        
          EUROPEAN INVESTMENT BANK
          5493006YXS1U5GIHE750
          
            2022-06-15
          
          2.375000
          774000.00
          799795.00
          Corporate Debt Securities
        
        
          FIFTH THIRD BANCORP
          THRNG6BD57P9QWTQLG42
          
            2023-05-05
          
          1.625000
          777000.00
          799230.00
          Corporate Debt Securities
        
        
          GLOBE LIFE INC.
          5493001JFHKQOPP6XA71
          
            2030-08-15
          
          2.150000
          433341.00
          417012.00
          Corporate Debt Securities
        
        
          The Home Depot, Inc.
          QEKMOTMBBKA8I816DO57
          
            2027-04-15
          
          2.500000
          750407.00
          800000.00
          Corporate Debt Securities
        
        
          INDIGO NATURAL RESOURCES LLC
          549300F7DOI6H6TA3C86
          
            2029-02-01
          
          5.375000
          35.00
          35.00
          Corporate Debt Securities
        
        
          JOHNSON CONTROLS/TYCO FI
          
            2030-09-15
          
          1.750000
          852017.00
          799999.00
          Corporate Debt Securities
        
        
          MASCO CORPORATION
          5GCSNMQXHEYA1JO8QN11
          
            2027-11-15
          
          3.500000
          73540.00
          81057.00
          Corporate Debt Securities
        
        
          PERNOD RICARD INTERNATIONAL FINANCE LLC
          5493009254WI1A8WXT48
          
            2028-04-01
          
          1.250000
          846363.00
          799999.00
          Corporate Debt Securities
        
        
          PETSMART INC/PETSMART FI
          
            2028-02-15
          
          4.750000
          1108.00
          1132.00
          Corporate Debt Securities
        
        
          The ADT Corporation
          5493009JEEDYLVRA0J13
          
            2032-07-15
          
          4.875000
          782000.00
          793958.00
          Corporate Debt Securities
        
        
          Starbucks Corporation
          OQSJ1DU9TAOC51A47K68
          
            2050-03-12
          
          3.350000
          804948.00
          783446.00
          Corporate Debt Securities
        
        
          XILINX, INC.
          6EY4K7ZMF9UX1CU6KC79
          
            2024-06-01
          
          2.950000
          746000.00
          799647.00
          Corporate Debt Securities
        
        
          Glencore Finance (Canada) Limited
          5493005TTO0UJ33KCK70
          
            2037-11-15
          
          6.900000
          587000.00
          799328.00
          Corporate Debt Securities
        
        
          Hutchison Whampoa International (11) Limited
          254900NSPYVQR5EXP064
          
            2022-01-13
          
          4.625000
          768000.00
          799405.00
          Corporate Debt Securities
        
        
          Sinopec Group Overseas Development (2017) Limited
          5493001IPW8ZGQ181Z16
          
            2022-09-13
          
          2.500000
          781000.00
          799823.00
          Corporate Debt Securities
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0022
      16000084.32
      16000084.32
      0.0057
      N
      Y
      Y
      N
    
    
      SCOTIA CAPITAL (USA) INC.
      SCOTIA CAPITAL (USA) INC. 0.320000%
      549300BLWPABP1VNME36
      0000064241
      TPR03B22A7791571SC
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          ALPHABET INC.
          5493006MHB84DD0ZWV18
          
            2021-05-19
          
          3.625000
          25000.00
          25447.00
          Corporate Debt Securities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2021-12-05
          
          3.300000
          1801000.00
          1848210.00
          Corporate Debt Securities
        
        
          American Greetings Corporation
          549300WMJOT8C9DNMF90
          
            2025-04-15
          
          8.750000
          19000.00
          20337.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2021-05-06
          
          2.850000
          1823000.00
          1848575.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2022-02-09
          
          2.150000
          1813000.00
          1848617.00
          Corporate Debt Securities
        
        
          ARES CAPITAL CORPORATION
          WEQ82666OJYSI5GUAB47
          
            2026-01-15
          
          3.875000
          22308.00
          23704.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-09-15
          
          1.850000
          1822000.00
          1834157.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-08-13
          
          3.400000
          292.00
          297.00
          Corporate Debt Securities
        
        
          Blackstone Secured Lending Fund
          549300KM7KWQHVBNH962
          
            2023-07-14
          
          3.650000
          14000.00
          14721.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2028-11-01
          
          3.450000
          136.00
          143.00
          Corporate Debt Securities
        
        
          Broadcom Inc.
          549300WV6GIDOZJTV909
          
            2030-04-15
          
          5.000000
          490973.00
          570155.00
          Corporate Debt Securities
        
        
          BUSINESS DEVELOPMENT CORPORATION OF AMERICA
          549300K8IFP295FLKS39
          
            2026-03-30
          
          3.250000
          35490.00
          35288.00
          Corporate Debt Securities
        
        
          CVR PARTNERS/CVR NITROGE
          
            2023-06-15
          
          9.250000
          12000.00
          12432.00
          Corporate Debt Securities
        
        
          Cincinnati Bell Inc.
          549300JYVZOCUJOHL272
          
            2025-10-15
          
          8.000000
          93.00
          102.00
          Corporate Debt Securities
        
        
          Chevron U.S.A. Inc.
          VA8TZDWPEZYU430RZ444
          
            2022-08-12
          
          0.333000
          1006.00
          1007.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-03-03
          
          2.498000
          1702000.00
          1738036.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2023-05-11
          
          1.102500
          1587.00
          1615.00
          Corporate Debt Securities
        
        
          CISCO SYSTEMS, INC.
          549300LKFJ962MZ46593
          
            2021-09-20
          
          1.850000
          1820000.00
          1832531.00
          Corporate Debt Securities
        
        
          CITIBANK, NATIONAL ASSOCIATION
          E57ODZWZ7FF32TWEFA76
          
            2021-07-23
          
          3.400000
          23934.00
          24261.00
          Corporate Debt Securities
        
        
          MAXIM CRANE WORKS LLC
          
            2024-08-01
          
          10.125000
          2000.00
          2126.00
          Corporate Debt Securities
        
        
          Comcast Corporation
          51M0QTTNCGUN7KFCFZ59
          
            2050-02-01
          
          3.450000
          1333000.00
          1378695.00
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK OF AUSTRALIA
          MSFSBD3QN1GSN7Q6C537
          
            2021-09-06
          
          2.000000
          78000.00
          78662.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-10-29
          
          3.000000
          1798000.00
          1848194.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-11-12
          
          2.100000
          1646000.00
          1676926.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2022-02-04
          
          0.469660
          250000.00
          250307.00
          Corporate Debt Securities
        
        
          Gateway Casinos & Entertainment Limited
          549300JSKBQMMD1B3U44
          
            2024-03-01
          
          8.250000
          129000.00
          123759.00
          Corporate Debt Securities
        
        
          GLENCORE FUNDING LLC
          213800STG1QDNBY87K49
          
            2030-09-01
          
          2.500000
          1064.00
          1021.00
          Corporate Debt Securities
        
        
          HECLA MINING COMPANY
          5493009Y6HOBZD1QD537
          
            2028-02-15
          
          7.250000
          6.00
          6.00
          Corporate Debt Securities
        
        
          The Home Depot, Inc.
          QEKMOTMBBKA8I816DO57
          
            2022-03-01
          
          3.250000
          13000.00
          13400.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2021-11-01
          
          1.850000
          1575000.00
          1599930.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2022-08-19
          
          0.483000
          1055405.00
          1056844.00
          Corporate Debt Securities
        
        
          Hospitality Properties Trust
          529900IS770AG1K9QG27
          
            2024-03-15
          
          4.650000
          237000.00
          237490.00
          Corporate Debt Securities
        
        
          ISTAR INC.
          QFFLKWYYS3UPWD86E794
          
            2026-02-15
          
          5.500000
          227000.00
          233884.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2021-10-01
          
          3.300000
          76000.00
          78399.00
          Corporate Debt Securities
        
        
          JOHNSON & JOHNSON
          549300G0CFPGEF6X2043
          
            2022-03-03
          
          2.250000
          177000.00
          180420.00
          Corporate Debt Securities
        
        
          Kinder Morgan, Inc.
          549300WR7IX8XE0TBO16
          
            2098-03-01
          
          7.450000
          4000.00
          5386.00
          Corporate Debt Securities
        
        
          L BRANDS, INC.
          GR3KVMWVCR54YWQNXU90
          
            2025-07-01
          
          9.375000
          932639.00
          1185326.00
          Corporate Debt Securities
        
        
          H-FOOD HOLDNG/HEARTHSIDE
          
            2026-06-01
          
          8.500000
          58000.00
          60948.00
          Corporate Debt Securities
        
        
          NATIONAL HEALTH INVESTORS, INC.
          549300ZPKZIG6DKDEC02
          
            2031-02-01
          
          3.000000
          1220086.00
          1150025.00
          Corporate Debt Securities
        
        
          NESTLE HOLDINGS, INC.
          549300EAEU8YV8MQXP30
          
            2021-09-24
          
          3.100000
          150000.00
          151820.00
          Corporate Debt Securities
        
        
          NOVELIS CORPORATION
          549300G5F3W3B52WYL23
          
            2026-09-30
          
          5.875000
          2000.00
          2129.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-09-15
          
          1.900000
          1271000.00
          1279407.00
          Corporate Debt Securities
        
        
          PNC Bank, National Association
          AD6GFRVSDT01YPT1CS68
          
            2022-07-22
          
          2.232000
          762669.00
          770477.00
          Corporate Debt Securities
        
        
          Par Pharmaceutical, Inc.
          549300KK5WR4MGN4YT97
          
            2027-04-01
          
          7.500000
          56.00
          61.00
          Corporate Debt Securities
        
        
          Peabody Energy Corporation
          EJCO258LNNVSKAR2JX59
          
            2025-03-31
          
          6.375000
          565000.00
          248250.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2022-03-05
          
          2.750000
          237000.00
          243085.00
          Corporate Debt Securities
        
        
          PFIZER INC.
          765LHXWGK1KXCLTFYQ30
          
            2021-12-15
          
          2.200000
          1188000.00
          1212233.00
          Corporate Debt Securities
        
        
          PFIZER INC.
          765LHXWGK1KXCLTFYQ30
          
            2022-03-11
          
          2.800000
          3000.00
          3079.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2021-11-15
          
          2.900000
          30000.00
          30834.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2022-08-17
          
          2.375000
          1796000.00
          1849472.00
          Corporate Debt Securities
        
        
          Prospect Capital Corporation
          549300FSD8T39P5Q0O47
          
            2026-01-22
          
          3.706000
          17340.00
          17239.00
          Corporate Debt Securities
        
        
          SBL HOLDINGS INC
          
            2031-02-18
          
          5.000000
          2479.00
          2501.00
          Corporate Debt Securities
        
        
          Seven & I Holdings Co. Ltd.
          52990037G8JRM3TWGY86
          
            2021-09-17
          
          3.350000
          268000.00
          271787.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-05-10
          
          1.875000
          618000.00
          623632.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-09-12
          
          1.750000
          1128000.00
          1137276.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2021-09-15
          
          1.700000
          250000.00
          251867.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2022-03-16
          
          2.700000
          1783000.00
          1826024.00
          Corporate Debt Securities
        
        
          SYNCHRONY FINANCIAL
          549300RS7EWPM9MA6C78
          
            2026-08-04
          
          3.700000
          384000.00
          414788.00
          Corporate Debt Securities
        
        
          Target Corporation
          8WDDFXB5T1Z6J0XC1L66
          
            2022-01-15
          
          2.900000
          951000.00
          977050.00
          Corporate Debt Securities
        
        
          TEEKAY CORPORATION
          YHKQM2RIPKZYOZ6RVZ46
          
            2022-11-15
          
          9.250000
          182000.00
          189223.00
          Corporate Debt Securities
        
        
          TITAN INTERNATIONAL INC
          
            2023-11-30
          
          6.500000
          8851.00
          9043.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2022-04-21
          
          1.750000
          1337000.00
          1366186.00
          Corporate Debt Securities
        
        
          UNILEVER CAPITAL CORPORATION
          MYF1DAS6G5WY7PRWCU78
          
            2022-05-05
          
          2.200000
          74896.00
          77031.00
          Corporate Debt Securities
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2022-12-14
          
          2.800000
          1243000.00
          1301983.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2022-12-15
          
          2.350000
          2000.00
          2085.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2021-06-23
          
          3.125000
          9000.00
          9137.00
          Corporate Debt Securities
        
        
          WELLS FARGO BANK, NATIONAL ASSOCIATION
          KB1H1DSPRFMYMCUFXT09
          
            2022-05-27
          
          2.897000
          1821540.00
          1846948.00
          Corporate Debt Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0032
      37000297.85
      37000297.85
      0.0133
      N
      Y
      Y
      N
    
    
      SCOTIA CAPITAL (USA) INC.
      SCOTIA CAPITAL (USA) INC. 0.170000%
      549300BLWPABP1VNME36
      0000064241
      TPR03B22B779157SCO
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2061-02-01
          
          3.500000
          134.00
          121.00
          Corporate Debt Securities
        
        
          MODULAIRE GLOBAL FINANCE PLC
          5493000PLZTCKZAJDO03
          
            2023-02-15
          
          8.000000
          747000.00
          769410.00
          Corporate Debt Securities
        
        
          ALPHABET INC.
          5493006MHB84DD0ZWV18
          
            2021-05-19
          
          3.625000
          23000.00
          23411.00
          Corporate Debt Securities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2021-12-05
          
          3.300000
          1801000.00
          1848210.00
          Corporate Debt Securities
        
        
          American Greetings Corporation
          549300WMJOT8C9DNMF90
          
            2025-04-15
          
          8.750000
          185000.00
          198014.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2021-05-06
          
          2.850000
          1824000.00
          1849589.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2022-02-09
          
          2.150000
          1813000.00
          1848617.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2022-02-09
          
          2.500000
          2000.00
          2041.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-09-15
          
          1.850000
          23000.00
          23153.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-08-13
          
          3.400000
          1640.00
          1666.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2028-11-01
          
          3.450000
          453.00
          476.00
          Corporate Debt Securities
        
        
          Broadcom Inc.
          549300WV6GIDOZJTV909
          
            2030-04-15
          
          5.000000
          293.00
          340.00
          Corporate Debt Securities
        
        
          BUSINESS DEVELOPMENT CORPORATION OF AMERICA
          549300K8IFP295FLKS39
          
            2026-03-30
          
          3.250000
          3870.00
          3848.00
          Corporate Debt Securities
        
        
          CVR PARTNERS/CVR NITROGE
          
            2023-06-15
          
          9.250000
          5000.00
          5180.00
          Corporate Debt Securities
        
        
          Chevron U.S.A. Inc.
          VA8TZDWPEZYU430RZ444
          
            2022-08-12
          
          0.333000
          30.00
          30.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2021-05-16
          
          2.100000
          1833000.00
          1849964.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-03-03
          
          2.498000
          1811000.00
          1849344.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2023-05-11
          
          1.102500
          75457.00
          76796.00
          Corporate Debt Securities
        
        
          CISCO SYSTEMS, INC.
          549300LKFJ962MZ46593
          
            2021-09-20
          
          1.850000
          1820000.00
          1832531.00
          Corporate Debt Securities
        
        
          CITIBANK, NATIONAL ASSOCIATION
          E57ODZWZ7FF32TWEFA76
          
            2021-07-23
          
          3.400000
          54986.00
          55737.00
          Corporate Debt Securities
        
        
          MAXIM CRANE WORKS LLC
          
            2024-08-01
          
          10.125000
          4000.00
          4253.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-10-29
          
          3.000000
          1798000.00
          1848194.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-11-12
          
          2.100000
          1494000.00
          1522070.00
          Corporate Debt Securities
        
        
          EMERSON ELECTRIC CO.
          FGLT0EWZSUIRRITFOA30
          
            2021-12-01
          
          2.625000
          14000.00
          14321.00
          Corporate Debt Securities
        
        
          EXPEDIA GROUP INC
          
            2025-05-01
          
          6.250000
          1780.00
          2103.00
          Corporate Debt Securities
        
        
          EXPEDIA GROUP INC
          
            2031-03-15
          
          2.950000
          294.00
          289.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2022-03-06
          
          2.397000
          1794000.00
          1826892.00
          Corporate Debt Securities
        
        
          FIVE POINT OP CO LP/FIVE
          
            2025-11-15
          
          7.875000
          273668.00
          293441.00
          Corporate Debt Securities
        
        
          Gateway Casinos & Entertainment Limited
          549300JSKBQMMD1B3U44
          
            2024-03-01
          
          8.250000
          66000.00
          63319.00
          Corporate Debt Securities
        
        
          GLENCORE FUNDING LLC
          213800STG1QDNBY87K49
          
            2030-09-01
          
          2.500000
          376.00
          361.00
          Corporate Debt Securities
        
        
          The Home Depot, Inc.
          QEKMOTMBBKA8I816DO57
          
            2022-03-01
          
          3.250000
          382000.00
          393754.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2021-11-01
          
          1.850000
          523000.00
          531278.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2022-08-19
          
          0.483000
          68463.00
          68556.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2021-10-01
          
          3.300000
          108000.00
          111408.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2022-05-11
          
          2.350000
          1794000.00
          1849415.00
          Corporate Debt Securities
        
        
          JOHNSON & JOHNSON
          549300G0CFPGEF6X2043
          
            2022-03-03
          
          2.250000
          41000.00
          41792.00
          Corporate Debt Securities
        
        
          NATIONAL HEALTH INVESTORS, INC.
          549300ZPKZIG6DKDEC02
          
            2031-02-01
          
          3.000000
          1003.00
          945.00
          Corporate Debt Securities
        
        
          NESTLE HOLDINGS, INC.
          549300EAEU8YV8MQXP30
          
            2021-09-24
          
          3.100000
          1800000.00
          1821839.00
          Corporate Debt Securities
        
        
          New Residential Investment Corp.
          549300WNTHGEO5LP2G31
          
            2025-10-15
          
          6.250000
          336000.00
          346535.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-07-08
          
          2.800000
          1825000.00
          1848899.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-09-15
          
          1.900000
          1820000.00
          1832038.00
          Corporate Debt Securities
        
        
          Par Pharmaceutical, Inc.
          549300KK5WR4MGN4YT97
          
            2027-04-01
          
          7.500000
          625924.00
          686495.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2022-03-05
          
          2.750000
          1012000.00
          1037984.00
          Corporate Debt Securities
        
        
          PFIZER INC.
          765LHXWGK1KXCLTFYQ30
          
            2022-03-11
          
          2.800000
          1779000.00
          1825833.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2022-08-17
          
          2.375000
          125000.00
          128722.00
          Corporate Debt Securities
        
        
          Prospect Capital Corporation
          549300FSD8T39P5Q0O47
          
            2026-01-22
          
          3.706000
          674820.00
          670888.00
          Corporate Debt Securities
        
        
          Prudential Financial, Inc.
          5PRBRS5FEH7NREC8OR45
          
            2050-02-25
          
          4.350000
          111000.00
          127853.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-05-10
          
          1.875000
          1225000.00
          1236164.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-09-12
          
          1.750000
          1820000.00
          1834967.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2021-09-15
          
          1.700000
          250000.00
          251867.00
          Corporate Debt Securities
        
        
          Target Corporation
          8WDDFXB5T1Z6J0XC1L66
          
            2022-01-15
          
          2.900000
          1800000.00
          1849306.00
          Corporate Debt Securities
        
        
          TEEKAY CORPORATION
          YHKQM2RIPKZYOZ6RVZ46
          
            2022-11-15
          
          9.250000
          275000.00
          285914.00
          Corporate Debt Securities
        
        
          TITAN INTERNATIONAL INC
          
            2023-11-30
          
          6.500000
          41170.00
          42062.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2022-04-21
          
          1.750000
          891000.00
          910450.00
          Corporate Debt Securities
        
        
          U.S. BANK NATIONAL ASSOCIATION
          6BYL5QZYBDK8S7L73M02
          
            2022-01-21
          
          1.800000
          837000.00
          849379.00
          Corporate Debt Securities
        
        
          UNILEVER CAPITAL CORPORATION
          MYF1DAS6G5WY7PRWCU78
          
            2022-05-05
          
          2.200000
          24768.00
          25474.00
          Corporate Debt Securities
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2022-12-14
          
          2.800000
          522000.00
          546770.00
          Corporate Debt Securities
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2022-09-15
          
          2.150000
          317.00
          326.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2021-06-23
          
          3.125000
          2000.00
          2030.00
          Corporate Debt Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0017
      37000143.56
      37000143.56
      0.0133
      N
      Y
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.240000%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR03B22D779157MUF
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          Alarm.com Holdings, Inc.
          549300HIH92U1EKIHZ32
          
            2026-01-15
          
          0.00
          0.00
          911243.00
          Equities
        
        
          CERIDIAN HCM HOLDING INC.
          549300T64GVCHFJ8L449
          
            2026-03-15
          
          0.250000
          0.00
          1483977.00
          Equities
        
        
          CHARDAN HEALTHCR ACQSTN 2 CORP COM
          
            2021-03-31
          
          0.00
          0.00
          1342656.00
          Equities
        
        
          DICK'S SPORTING GOODS, INC.
          529900SSBV5I4LWSK313
          
            2025-04-15
          
          3.250000
          0.00
          7499986.00
          Equities
        
        
          Farfetch Limited
          549300QFQ74Z0F96NS78
          
            2021-03-31
          
          0.00
          0.00
          2934045.00
          Equities
        
        
          FISKER INC CL A COM STK
          
            2021-03-31
          
          0.00
          0.00
          3293840.00
          Equities
        
        
          FIVERR INTERNATIONAL LTD
          549300Z8OREY6THCPF67
          
            2025-11-01
          
          0.00
          0.00
          355890.00
          Equities
        
        
          FULCRUM THERAPEUTICS INC COM
          
            2021-03-31
          
          0.00
          0.00
          2723769.00
          Equities
        
        
          Guidewire Software, Inc.
          549300WXSG0J8IXZCK32
          
            2025-03-15
          
          1.250000
          0.00
          30205.00
          Equities
        
        
          iSHARES TRUST - iShares TIPS Bond ETF
          549300EHD1VQKMRQ0829
          
            2021-03-31
          
          0.00
          0.00
          301128.00
          Equities
        
        
          iShares Trust - iShares 7-10 Year Treasury Bond ETF
          549300XS1PPZG92M8L16
          
            2021-03-31
          
          0.00
          0.00
          904720.00
          Equities
        
        
          iSHARES TRUST - iShares Short Treasury Bond ETF
          549300F8ZJ4IZLOOBP30
          
            2021-03-31
          
          0.00
          0.00
          1105100.00
          Equities
        
        
          ISHARES SILVER TRUST
          549300K2C2CG14B0ZA09
          
            2021-03-31
          
          0.00
          0.00
          126882.00
          Equities
        
        
          JMP Group LLC
          549300RVM9B0BWD4MH68
          
            2021-03-31
          
          0.00
          0.00
          4470000.00
          Equities
        
        
          LIVANOVA USA, INC.
          549300NGTE5LS6KMBT20
          
            2025-12-15
          
          3.000000
          0.00
          283893.00
          Equities
        
        
          MGM GROWTH PROPERTIES LLC
          549300E2UGIBHWE12262
          
            2021-03-31
          
          0.00
          0.00
          5547414.00
          Equities
        
        
          NIO INC.
          549300JBU4TV5OCKJV96
          
            2026-02-01
          
          0.00
          0.00
          272970.00
          Equities
        
        
          PTK ACQUISITION CORP COM
          
            2021-03-31
          
          0.00
          0.00
          1025828.00
          Equities
        
        
          PALANTIR TECHNOLOGIES INC.
          549300UVN46B3BBDHO85
          
            2021-03-31
          
          0.00
          0.00
          7499992.00
          Equities
        
        
          ROYAL CARIBBEAN CRUISES LTD.
          K2NEH8QNVW44JIWK7Z55
          
            2023-06-15
          
          4.250000
          0.00
          2036228.00
          Equities
        
        
          SPDR GOLD TR GOLD SHS
          
            2021-03-31
          
          0.00
          0.00
          866635.00
          Equities
        
        
          Snap Inc.
          549300JNC0L6VP8A2Q35
          
            2021-03-31
          
          0.00
          0.00
          411763.00
          Equities
        
        
          Snowflake Inc.
          254900CJNSY1K7T53Z16
          
            2021-03-31
          
          0.00
          0.00
          755038.00
          Equities
        
        
          Square, Inc.
          549300OHIIUWSTIZME52
          
            2025-03-01
          
          0.125000
          0.00
          5902847.00
          Equities
        
        
          Thomson Reuters Corporation
          549300561UZND4C7B569
          
            2021-03-31
          
          0.00
          0.00
          7229475.00
          Equities
        
        
          ASCENDANT DIGITAL ACQUISITIONCOM CL A
          
            2021-03-31
          
          0.00
          0.00
          524170.00
          Equities
        
        
          CITIC CAPITAL ACQUISITION CORP COM CL A
          
            2021-03-31
          
          0.00
          0.00
          7499880.00
          Equities
        
        
          COHN ROBBINS HOLDINGS CORP COM CL A
          
            2021-03-31
          
          0.00
          0.00
          58292.00
          Equities
        
        
          Establishment Labs Holdings Inc.
          549300BCBQ714JNJ7V58
          
            2021-03-31
          
          0.00
          0.00
          1862420.00
          Equities
        
        
          GALILEO ACQUISITION CORP SHS
          
            2021-03-31
          
          0.00
          0.00
          698600.00
          Equities
        
        
          MYOVANT SCIENCES LTD COM
          
            2021-03-31
          
          0.00
          0.00
          536052.00
          Equities
        
        
          REDBALL ACQUISITION CORP COM CL A
          
            2021-03-31
          
          0.00
          0.00
          5814803.00
          Equities
        
        
          TREBIA ACQUISITION CORPCOM CL A
          
            2021-03-31
          
          0.00
          0.00
          2194801.00
          Equities
        
        
          YUCAIPA ACQUISITION CORP COM
          
            2021-03-31
          
          0.00
          0.00
          1543978.00
          Equities
        
        
          AerCap Holdings N.V.
          549300SZYINBBLJQU475
          
            2021-03-31
          
          0.00
          0.00
          1292886.00
          Equities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0024
      75000437.25
      75000437.25
      0.0269
      N
      Y
      Y
      N
    
    
      MIZUHO SECURITIES USA LLC
      MIZUHO SECURITIES USA LLC 0.370000%
      7TK5RJIZDFROZCA6XF66
      0000812291
      TPR03B230779157MIZ
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-11-15
          
          4.250000
          17458800.00
          23459073.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-11-15
          
          3.750000
          2407200.00
          3060944.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0037
      26000245.44
      26000245.44
      0.0093
      N
      Y
      Y
      N
    
    
      RBC CAPITAL MARKETS, LLC
      RBC CAPITAL MARKETS, LLC 0.170000%
      549300LCO2FLSSVFFR64
      0000050916
      TPR03B235779157RBC
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2055-09-15
          
          3.550000
          924145.00
          838318.00
          Corporate Debt Securities
        
        
          ANHEUSER-BUSCH INBEV WORLDWIDE INC.
          549300CRGMZK3K53BF92
          
            2060-06-01
          
          4.600000
          39000.00
          44175.00
          Corporate Debt Securities
        
        
          ANTHEM, INC.
          8MYN82XMYQH89CTMTH67
          
            2031-03-15
          
          2.550000
          2268000.00
          2264829.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2022-02-09
          
          2.150000
          41000.00
          41805.00
          Corporate Debt Securities
        
        
          BASF SE
          529900PM64WH8AF1E917
          
            2021-06-01
          
          0.00
          4101025.00
          4100000.00
          Money Market
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2025-10-01
          
          3.093000
          2000.00
          2166.00
          Corporate Debt Securities
        
        
          BARCLAYS PLC
          213800LBQA1Y9L22JB70
          
            2047-01-10
          
          4.950000
          3349000.00
          4050306.00
          Corporate Debt Securities
        
        
          BorgWarner Inc.
          549300DSFX2IE88NSX47
          
            2025-10-01
          
          5.000000
          1963000.00
          2312375.00
          Corporate Debt Securities
        
        
          Brighthouse Financial, Inc.
          5493003T8SZSHOGGAW52
          
            2047-06-22
          
          4.700000
          1639000.00
          1689080.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in right of the Province of British Columbia
          54930058TO7MEKUHWL16
          
            2021-09-22
          
          2.650000
          27000.00
          27332.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in right of the Province of British Columbia
          54930058TO7MEKUHWL16
          
            2022-10-23
          
          2.000000
          111000.00
          115056.00
          Corporate Debt Securities
        
        
          CIGNA CORPORATION
          549300VIWYMSIGT1U456
          
            2038-08-15
          
          4.800000
          1846000.00
          2214948.00
          Corporate Debt Securities
        
        
          CREDIT AGRICOLE SA
          969500TJ5KRTCJQWXH05
          
            2030-01-14
          
          3.250000
          421000.00
          435992.00
          Corporate Debt Securities
        
        
          THE WALT DISNEY COMPANY
          549300GZKULIZ0WOW665
          
            2040-05-13
          
          3.500000
          3197593.00
          3413708.00
          Corporate Debt Securities
        
        
          DISCOVERY COMMUNICATIONS, LLC
          L2Z2MO2EQURH3BREWI15
          
            2023-04-01
          
          3.250000
          1490000.00
          1579758.00
          Corporate Debt Securities
        
        
          ENERGY TRANSFER OPERATING, L.P.
          5493008K8W3OKZE54J59
          
            2022-02-01
          
          5.200000
          303000.00
          313649.00
          Corporate Debt Securities
        
        
          Evergy Metro, Inc.
          1128SIJQ26096WL7IO82
          
            2030-06-01
          
          2.250000
          2958710.00
          2955160.00
          Corporate Debt Securities
        
        
          FOX CORPORATION
          549300DDU6FDRBIELS05
          
            2030-04-08
          
          3.500000
          2719000.00
          2940651.00
          Corporate Debt Securities
        
        
          GENERAL ELECTRIC COMPANY
          3C7474T6CDKPR9K6YT90
          
            2038-01-14
          
          5.875000
          2000.00
          2587.00
          Corporate Debt Securities
        
        
          GENERAL MOTORS COMPANY
          54930070NSV60J38I987
          
            2043-10-02
          
          6.250000
          2947000.00
          3847651.00
          Corporate Debt Securities
        
        
          HBOS PLC
          213800RS21X7UUH5QU25
          
            2033-11-01
          
          6.000000
          2571000.00
          3367710.00
          Corporate Debt Securities
        
        
          Las Vegas Sands Corp.
          549300DUOO1KXOHPM605
          
            2024-08-08
          
          3.200000
          2237000.00
          2344177.00
          Corporate Debt Securities
        
        
          LLOYDS BANKING GROUP PLC
          549300PPXHEU2JF0AM85
          
            2026-03-24
          
          4.650000
          1213000.00
          1357874.00
          Corporate Debt Securities
        
        
          MACQUARIE BANK LIMITED
          4ZHCHI4KYZG2WVRT8631
          
            2021-04-07
          
          6.625000
          1600000.00
          1652619.00
          Corporate Debt Securities
        
        
          MCDONALD'S CORPORATION
          UE2136O97NLB5BYP9H04
          
            2030-03-01
          
          2.125000
          179000.00
          175313.00
          Corporate Debt Securities
        
        
          MICRON TECHNOLOGY, INC.
          B3DXGBC8GAIYWI2Z0172
          
            2030-02-15
          
          4.663000
          3258105.00
          3723357.00
          Corporate Debt Securities
        
        
          NISSAN MOTOR CO., LTD.
          353800DRBDH1LUTNAY26
          
            2030-09-17
          
          4.810000
          1871504.00
          2050620.00
          Corporate Debt Securities
        
        
          NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY
          1DU7IM20QESYGDO4HO54
          
            2040-03-30
          
          6.063000
          10000.00
          13562.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2038-04-15
          
          6.500000
          1040000.00
          1453642.00
          Corporate Debt Securities
        
        
          PVH CORP.
          123WALMHY1GZXG2YDL90
          
            2025-07-10
          
          4.625000
          3557476.00
          3957394.00
          Corporate Debt Securities
        
        
          Progress Energy, Inc.
          549300FBMTW0JYWMNB26
          
            2031-10-30
          
          7.000000
          2762000.00
          3774816.00
          Corporate Debt Securities
        
        
          Puget Energy, Inc.
          SYBSJ96YIDMIUY7WDR33
          
            2022-07-15
          
          5.625000
          141000.00
          150152.00
          Corporate Debt Securities
        
        
          PROVINCE OF QUEBEC
          549300WN65YFEQH74Y36
          
            2024-10-16
          
          2.875000
          141000.00
          153876.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2033-03-28
          
          3.000000
          10000.00
          10043.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2028-05-10
          
          3.000000
          5000.00
          5008.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2023-06-21
          
          0.936630
          10000.00
          10049.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2025-07-25
          
          0.00
          20000.00
          20017.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2031-08-18
          
          4.100000
          50000.00
          48021.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2034-11-28
          
          2.450000
          5000.00
          4405.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2024-12-23
          
          3.096000
          100000.00
          105702.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2021-04-30
          
          0.455000
          50000.00
          50040.00
          Corporate Debt Securities
        
        
          SERVICENOW, INC.
          549300HJTQM36M0E1G39
          
            2030-09-01
          
          1.400000
          1784410.00
          1607730.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2045-05-11
          
          4.375000
          190000.00
          222692.00
          Corporate Debt Securities
        
        
          Sumitomo Mitsui Financial Group, Inc.
          35380028MYWPB6AUO129
          
            2022-07-12
          
          2.784000
          52000.00
          53881.00
          Corporate Debt Securities
        
        
          Swiss Re Finance (Luxembourg) S.A.
          549300CLQZ6TM98LW631
          
            2049-04-02
          
          5.000000
          1093754.00
          1264273.00
          Corporate Debt Securities
        
        
          Toyota Motor Corporation
          5493006W3QUS5LMH6R84
          
            2029-07-02
          
          2.760000
          5214.00
          5459.00
          Corporate Debt Securities
        
        
          U.S. Bancorp
          N1GZ7BBF3NP8GI976H15
          
            2029-07-30
          
          3.000000
          4000.00
          4210.00
          Corporate Debt Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-15
          
          2.500000
          2405600.00
          2464476.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-05-15
          
          1.625000
          5317900.00
          5529207.00
          U.S. Treasuries (including strips)
        
        
          UNITEDHEALTH GROUP INCORPORATED
          549300GHBMY8T5GXDE41
          
            2038-02-15
          
          6.875000
          2401000.00
          3617838.00
          Corporate Debt Securities
        
        
          VIACOMCBS INC.
          5KYC8KF17ROCY24M3H09
          
            2050-05-19
          
          4.950000
          9000.00
          10678.00
          Corporate Debt Securities
        
        
          VIACOMCBS INC.
          5KYC8KF17ROCY24M3H09
          
            2032-05-19
          
          4.200000
          2274109.00
          2574405.00
          Corporate Debt Securities
        
        
          VODAFONE GROUP PUBLIC LIMITED COMPANY
          213800TB53ELEUKM7Q61
          
            2037-02-27
          
          6.150000
          1294000.00
          1722377.00
          Corporate Debt Securities
        
        
          Weyerhaeuser Company
          08IRJODWFYBI7QWRGS31
          
            2033-12-15
          
          6.875000
          1085000.00
          1474225.00
          Corporate Debt Securities
        
        
          HSBC BANK CANADA
          DMB80L5QKUQ124HSYW98
          
            2022-09-10
          
          1.650000
          189000.00
          192718.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2022-09-23
          
          1.900000
          2000000.00
          2047324.00
          Corporate Debt Securities
        
        
          ANGLO AMERICAN CAPITAL PLC
          TINT358G1SSHR3L3PW36
          
            2030-09-10
          
          2.625000
          4017000.00
          3946093.00
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK OF AUSTRALIA
          MSFSBD3QN1GSN7Q6C537
          
            2031-03-11
          
          2.688000
          800000.00
          773535.00
          Corporate Debt Securities
        
        
          Nissan Motor Acceptance Corporation
          7D6DIU2QXTUJRFNNJA49
          
            2022-01-13
          
          1.114500
          16000.00
          16083.00
          Corporate Debt Securities
        
        
          POSCO
          988400E5HRVX81AYLM04
          
            2022-11-12
          
          2.375000
          697000.00
          719767.00
          Corporate Debt Securities
        
      
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0017
      82000318.16
      82000318.16
      0.0294
      N
      Y
      Y
      N
    
    
      WELLS FARGO SECURITIES, LLC
      WELLS FARGO SECURITIES, LLC 0.170000%
      VYVVCKR63DVZZN70PB21
      0001224385
      TPR03B23C779157Wel
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AIG GLOBAL FUNDING
          54930057MDZ7KOVOTV71
          
            2025-09-22
          
          0.900000
          1333518.00
          1300000.00
          Corporate Debt Securities
        
        
          AMERICAN CRYSTAL SUGAR CO
          
            2021-04-02
          
          0.00
          1299705.00
          1299689.00
          Money Market
        
        
          Appalachian Power Company
          3SCHO1ABYYIG382BEI70
          
            2050-05-01
          
          3.700000
          1276804.00
          1299999.00
          Corporate Debt Securities
        
        
          BAE SYSTEMS PLC
          8SVCSVKSGDWMW2QHOH83
          
            2030-04-15
          
          3.400000
          1211315.00
          1299999.00
          Corporate Debt Securities
        
        
          CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED
          549300PXR5FKNXF0OH19
          
            2021-04-16
          
          3.450000
          593000.00
          603010.00
          Corporate Debt Securities
        
        
          ESSEX PORTFOLIO, L.P.
          5493003GN3O58H286O74
          
            2050-09-01
          
          2.650000
          1539779.00
          1287992.00
          Corporate Debt Securities
        
        
          General Motors Financial Company, Inc.
          5493008B6JBRUJ90QL97
          
            2026-10-06
          
          4.000000
          769000.00
          854832.00
          Corporate Debt Securities
        
        
          GLAXOSMITHKLINE CAPITAL PLC
          549300U0LV41VX7LEP38
          
            2029-06-01
          
          3.375000
          368000.00
          404347.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2029-04-23
          
          3.814000
          1169000.00
          1299950.00
          Corporate Debt Securities
        
        
          GREAT-WEST LIFECO FIN 18
          
            2048-05-17
          
          4.581000
          1092000.00
          1299045.00
          Corporate Debt Securities
        
        
          ITC HOLDINGS CORP.
          549300HTO5U9D3SLE207
          
            2026-06-30
          
          3.250000
          1197000.00
          1299242.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2023-05-01
          
          3.375000
          1213000.00
          1299660.00
          Corporate Debt Securities
        
        
          MARSH & MCLENNAN COMPANIES, INC.
          549300XMP3KDCKJXIU47
          
            2029-03-15
          
          4.375000
          31000.00
          35560.00
          Corporate Debt Securities
        
        
          MARSH & MCLENNAN COMPANIES, INC.
          549300XMP3KDCKJXIU47
          
            2030-11-15
          
          2.250000
          1314951.00
          1300000.00
          Corporate Debt Securities
        
        
          MCCORMICK & COMPANY, INCORPORATED
          549300JQQA6MQ4OJP259
          
            2026-02-15
          
          0.900000
          594000.00
          578532.00
          Corporate Debt Securities
        
        
          Nevada Power Company
          MJZFGXRJ52U8U4MKJ519
          
            2030-05-01
          
          2.400000
          1289861.00
          1299999.00
          Corporate Debt Securities
        
        
          New York Life Insurance Company
          TAE73CY392TBWJ3O3305
          
            2050-05-15
          
          3.750000
          1223475.00
          1299999.00
          Corporate Debt Securities
        
        
          Sinopec Group Overseas Development (2018) Limited
          549300C6OZZ8LTVR8209
          
            2048-09-12
          
          4.600000
          369000.00
          431243.00
          Corporate Debt Securities
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-04-01
          
          0.00
          1300009.00
          1300000.00
          Money Market
        
        
          NUVEEN FINANCE LLC
          
            2024-11-01
          
          4.125000
          1152000.00
          1299730.00
          Corporate Debt Securities
        
        
          TENNESSEE GAS PIPELINE
          
            2030-03-01
          
          2.900000
          160000.00
          159812.00
          Corporate Debt Securities
        
        
          TRINITY HEALTH CORPORATION
          TWSRHFGEDJDX0GKMGJ67
          
            2045-12-01
          
          4.125000
          159000.00
          186917.00
          Corporate Debt Securities
        
        
          THE TRUSTEES OF PRINCETON UNIVERSITY.
          549300PJZYINN64GDJ90
          
            2048-07-01
          
          3.840000
          259000.00
          303494.00
          Corporate Debt Securities
        
        
          WEA FINANCE LLC
          3CYEJKBUJZO3UW777J80
          
            2022-04-05
          
          3.150000
          1255880.00
          1299999.00
          Corporate Debt Securities
        
        
          WILLIS NORTH AMERICA INC.
          5493004KVU1HWZCP0C66
          
            2049-09-15
          
          3.875000
          1066000.00
          1122543.00
          Corporate Debt Securities
        
        
          BOSTON GAS COMPANY
          FN7P4E7K9JOBORDEUX61
          
            2029-08-01
          
          3.001000
          515000.00
          534978.00
          Corporate Debt Securities
        
        
          PT Indonesia Asahan Aluminium (Persero)
          2549008P48EB9SN2OI80
          
            2050-05-15
          
          5.800000
          1126000.00
          1299686.00
          Corporate Debt Securities
        
        
          ULTRATECH CEMENT LIMITED
          335800PC9O9B4BQHG814
          
            2031-02-16
          
          2.800000
          1380000.00
          1299742.00
          Corporate Debt Securities
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0017
      26000100.88
      26000100.88
      0.0093
      N
      Y
      Y
      N
    
    
      ABN AMRO BANK N.V.
      Joint Account III 0.020000%
      TPR03B250779157ABN
      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
          45027.36
          5406.29
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          3.500000
          23734.44
          6458.96
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-08-01
          
          3.500000
          225656.98
          44322.52
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-10-01
          
          3.000000
          294708.14
          86501.20
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-02-01
          
          3.500000
          36623.40
          10979.53
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-01-01
          
          3.000000
          45136.49
          18612.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.000000
          165484.85
          85521.82
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.000000
          179275.94
          107117.26
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-08-01
          
          3.500000
          492.19
          255.76
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-01-01
          
          3.500000
          246420.00
          223408.40
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.000000
          369462.12
          315915.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-05-01
          
          4.000000
          311414.36
          122648.96
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.500000
          223200.00
          112385.48
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.000000
          175136.50
          78219.52
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          4.500000
          55200.00
          33766.20
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          4.500000
          130009.08
          99967.70
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-07-01
          
          4.500000
          402171.74
          254493.10
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-09-01
          
          4.000000
          19323.83
          13595.69
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-10-01
          
          4.000000
          100873.32
          61407.94
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.500000
          15858.61
          9439.15
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          28737.59
          27021.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          4.000000
          1853769.19
          576325.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.500000
          65612.40
          37576.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          1396930.52
          510529.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-09-01
          
          4.000000
          53640.00
          14597.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.000000
          63000.00
          25493.27
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-07-01
          
          4.000000
          516000.00
          210832.07
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          3.000000
          556113.59
          268440.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          228625.60
          139057.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.500000
          162651.47
          93952.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.500000
          488513.00
          190352.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-01-01
          
          3.500000
          406408.58
          89871.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          4.500000
          556092.18
          142468.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.000000
          130202.82
          58485.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          4.500000
          237203.26
          98460.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          36948.56
          9323.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          373484.90
          87286.55
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          54179.00
          13737.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          3.500000
          568595.40
          257792.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          4.500000
          970.40
          689.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          3.500000
          191610.91
          88997.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.500000
          443377.31
          231518.27
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-02-01
          
          3.500000
          272591.53
          184860.42
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          165226.18
          81274.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.500000
          83093.40
          58193.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          4.000000
          162264.54
          119566.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          207732.02
          129801.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          18554.69
          11968.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          18787.70
          10922.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.500000
          260925.25
          114440.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.500000
          22636.68
          17379.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.500000
          16139.69
          14362.39
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.500000
          701.94
          605.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          76387.80
          41594.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.000000
          17717.90
          9416.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          22315.93
          12674.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          62400.00
          28054.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-03-01
          
          3.000000
          167520.00
          116140.19
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          4.000000
          18566.93
          11774.04
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          3.500000
          16437.79
          11568.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          504795.47
          308016.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          144000.00
          77555.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.000000
          484159.26
          272293.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          180000.00
          106941.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          4.500000
          343199.08
          191308.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          77467.38
          50858.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.500000
          6364.69
          3427.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          4.000000
          480501.31
          379188.37
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.500000
          7524.48
          7534.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.500000
          79546.06
          80784.43
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          3.000000
          1427.95
          1500.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          311277.37
          312092.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          2.000000
          1604.52
          1591.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          18634.50
          19688.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          4.500000
          337384.22
          266208.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-10-01
          
          2.500000
          32250.84
          31537.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          5.500000
          9310.80
          12043.69
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          3.625000
          1.20
          1.49
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          3.000000
          38094.00
          43140.88
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-02-15
          
          0.750000
          12924.00
          16751.94
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-05-15
          
          3.000000
          654.00
          744.30
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          3.000000
          94855.20
          107417.95
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-15
          
          1.500000
          1627.20
          1671.65
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-07-15
          
          0.375000
          1334.40
          1585.56
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-30
          
          2.125000
          67812.00
          71656.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-12-31
          
          2.625000
          172580.40
          188025.88
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-15
          
          2.375000
          500.40
          534.02
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-15
          
          2.000000
          238106.40
          251664.88
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          1.750000
          1524.00
          1572.73
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          2.000000
          1.20
          1.27
          U.S. Treasuries (including strips)
        
      
      Y
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0002
      8399995.97
      8399995.97
      0.0030
      N
      Y
      Y
      N
    
    
      BANK OF AMERICA, NATIONAL ASSOCIATION
      Joint Account III 0.010000%
      0000838440
      TPR03B250779157BAN
      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
          
            2046-09-20
          
          3.000000
          13860282.79
          5432738.50
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          2.500000
          747078.46
          747261.50
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0001
      5999997.12
      5999997.12
      0.0021
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES, INC.
      Joint Account III 0.010000%
      549300HN4UKV1E2R3U73
      TPR03B250779157BOF
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2031-04-01
          
          7.000000
          1353.90
          9.91
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-04-01
          
          5.500000
          7860.00
          103.07
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-10-01
          
          5.500000
          24000.00
          300.55
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-03-01
          
          6.000000
          15000.00
          614.92
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-08-01
          
          5.500000
          25091.89
          711.34
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-01-01
          
          5.500000
          394.31
          11.30
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-07-01
          
          5.500000
          6079.00
          23.54
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-04-01
          
          5.500000
          6000.00
          153.86
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-07-01
          
          5.500000
          6000.00
          101.29
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-07-01
          
          7.000000
          300.00
          29.24
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-06-01
          
          6.000000
          31571.83
          1060.69
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-08-01
          
          7.000000
          240.00
          17.15
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-01-01
          
          5.500000
          14904.00
          291.52
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-12-01
          
          6.000000
          60.00
          0.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-09-01
          
          6.000000
          8400.00
          339.62
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-11-01
          
          6.000000
          4980.00
          233.28
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2038-01-01
          
          6.000000
          780.00
          15.98
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2038-02-01
          
          6.000000
          2340.00
          111.16
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2038-05-01
          
          5.500000
          2957.38
          69.16
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-12-01
          
          7.000000
          6000.00
          273.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-08-01
          
          6.000000
          11748.00
          146.45
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-10-01
          
          5.000000
          13404.00
          324.10
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-04-01
          
          5.500000
          16080.00
          0.01
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-05-01
          
          5.500000
          1200.00
          0.02
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-05-01
          
          5.500000
          51900.00
          1.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-05-01
          
          6.000000
          16740.00
          0.59
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-07-01
          
          5.500000
          3314.99
          1.04
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-07-01
          
          6.000000
          14017.22
          6.85
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-11-01
          
          5.000000
          169182.90
          68.81
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-12-01
          
          5.500000
          59933.80
          73.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-11-01
          
          5.500000
          7727.26
          5.15
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-11-01
          
          6.000000
          21000.00
          26.10
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-05-01
          
          6.000000
          43200.00
          1127.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-10-01
          
          6.000000
          1260.00
          54.25
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-06-01
          
          6.000000
          7197.30
          403.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-10-01
          
          6.000000
          6993.80
          87.59
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-08-01
          
          5.000000
          15850.78
          901.84
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2038-08-01
          
          6.000000
          2520.00
          24.04
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2038-09-01
          
          6.000000
          2220.00
          68.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-10-01
          
          3.000000
          300.00
          125.94
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-05-01
          
          5.000000
          1150.31
          0.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-11-01
          
          6.000000
          17220.00
          18.36
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-12-01
          
          5.500000
          7719.29
          0.83
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-04-01
          
          5.000000
          29820.00
          3.76
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-12-01
          
          5.000000
          12000.00
          0.05
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-06-01
          
          6.000000
          20220.00
          73.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-02-01
          
          6.000000
          170779.02
          411.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-09-01
          
          5.500000
          420.00
          1.43
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-11-01
          
          6.000000
          6000.00
          23.06
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-12-01
          
          5.500000
          1800.00
          6.79
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-01-01
          
          6.000000
          6141.38
          30.62
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-05-01
          
          4.500000
          96000.00
          653.69
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-08-01
          
          5.000000
          600.00
          5.32
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-01-01
          
          5.500000
          18788.72
          136.86
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-12-01
          
          5.500000
          6839.98
          5.81
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-12-01
          
          6.000000
          6420.00
          44.75
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-08-01
          
          6.000000
          2616.00
          7.45
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-08-01
          
          4.000000
          960.00
          21.82
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-12-01
          
          5.000000
          35560.68
          2.53
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-06-01
          
          5.000000
          81.22
          1.52
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-06-01
          
          5.000000
          8280.00
          122.66
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-07-01
          
          4.500000
          10989.88
          580.55
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-11-01
          
          3.000000
          300.00
          116.81
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-10-01
          
          3.500000
          336.00
          124.99
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-02-01
          
          3.500000
          2028.00
          764.34
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-06-01
          
          3.000000
          300.00
          111.41
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-06-01
          
          3.500000
          4200.00
          822.68
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-08-01
          
          3.500000
          600.00
          131.48
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-01-01
          
          3.000000
          900.00
          266.35
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-01-01
          
          3.500000
          4200.00
          1016.46
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-06-01
          
          3.000000
          2400.00
          893.50
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-07-01
          
          3.000000
          1800.00
          674.77
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-08-01
          
          3.500000
          3720.00
          1032.18
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-11-01
          
          3.500000
          900.00
          269.36
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-12-01
          
          3.000000
          1747.18
          642.70
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-12-01
          
          3.500000
          4200.00
          1280.05
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-01-01
          
          3.500000
          3900.00
          1173.04
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-06-01
          
          4.000000
          60.52
          19.54
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-12-01
          
          3.500000
          1800.00
          701.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-06-01
          
          6.000000
          4992.52
          1.94
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-03-01
          
          5.500000
          3561.82
          34.50
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-02-01
          
          4.000000
          42000.00
          402.53
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-04-01
          
          4.000000
          20040.00
          283.43
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-05-01
          
          4.000000
          2760.00
          38.65
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2025-06-01
          
          5.500000
          5360.92
          97.63
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2025-08-01
          
          5.500000
          8520.00
          185.45
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-02-01
          
          5.500000
          18169.30
          258.73
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-07-01
          
          5.500000
          17116.07
          293.10
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-01-01
          
          5.500000
          24000.00
          375.85
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-05-01
          
          5.500000
          15000.00
          232.98
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-07-01
          
          5.500000
          11361.12
          150.01
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-12-01
          
          5.500000
          37320.00
          699.95
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-01-01
          
          5.500000
          36000.00
          671.62
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-08-01
          
          5.500000
          60000.00
          924.71
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-10-01
          
          5.500000
          12000.00
          175.91
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-06-01
          
          5.500000
          6000.60
          122.81
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-05-01
          
          5.000000
          26592.00
          243.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-05-01
          
          4.500000
          12936.60
          577.91
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-01-01
          
          6.500000
          972.00
          45.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2025-05-01
          
          4.000000
          36000.00
          706.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-08-01
          
          7.000000
          900.00
          6.72
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-10-01
          
          6.500000
          13077.92
          118.90
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2038-10-01
          
          6.500000
          2391.48
          38.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2038-08-01
          
          6.000000
          7320.00
          263.38
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-04-01
          
          8.000000
          203.28
          0.30
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-06-01
          
          7.000000
          21.54
          0.36
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-08-01
          
          6.000000
          843.86
          3.82
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          7.000000
          107.70
          2.21
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2025-05-01
          
          4.000000
          24000.00
          452.68
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-10-01
          
          6.000000
          1476.00
          11.65
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-06-01
          
          6.000000
          515.40
          26.66
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-09-01
          
          6.000000
          215.40
          7.13
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-09-01
          
          7.500000
          107.70
          4.58
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-11-01
          
          6.000000
          430.80
          28.32
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-10-01
          
          6.000000
          215.40
          4.37
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-10-01
          
          6.000000
          107.70
          5.52
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-10-01
          
          6.000000
          107.70
          4.21
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-03-01
          
          6.000000
          107.70
          4.04
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-07-01
          
          7.000000
          107.70
          8.64
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-05-01
          
          6.000000
          107.70
          3.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-11-01
          
          6.000000
          407.70
          11.96
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-12-01
          
          7.000000
          407.70
          15.50
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-12-01
          
          6.000000
          107.70
          8.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-05-01
          
          6.000000
          407.70
          34.14
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-04-01
          
          6.000000
          600.00
          9.16
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-05-01
          
          6.000000
          1200.00
          37.91
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-12-01
          
          7.000000
          407.70
          31.28
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-12-01
          
          6.000000
          407.70
          29.10
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-03-01
          
          6.000000
          407.70
          25.74
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-02-01
          
          7.000000
          407.70
          34.15
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-05-01
          
          6.000000
          600.00
          51.98
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-01-01
          
          5.500000
          45453.56
          284.45
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2031-05-01
          
          6.000000
          1334.82
          4.86
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-11-01
          
          8.000000
          323.10
          4.54
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          3014.88
          734.34
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-07-01
          
          5.500000
          32043.04
          308.14
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-11-01
          
          5.500000
          4800.00
          96.62
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-10-01
          
          5.500000
          81000.00
          1139.04
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-08-01
          
          4.500000
          45166.01
          896.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-07-01
          
          4.500000
          45806.09
          787.14
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-01-01
          
          4.500000
          3021.78
          107.41
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-08-01
          
          4.500000
          61440.56
          1116.49
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-09-01
          
          4.500000
          60312.86
          1168.20
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-05-01
          
          5.500000
          18660.00
          1052.04
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-06-01
          
          4.500000
          6446.98
          378.20
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-06-01
          
          4.500000
          29859.48
          1124.95
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-07-01
          
          4.500000
          5102.88
          436.39
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-07-01
          
          4.500000
          4962.40
          282.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-03-01
          
          4.500000
          13816.50
          422.74
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-02-01
          
          4.500000
          12021.13
          429.86
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-02-01
          
          4.500000
          18875.53
          598.91
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-03-01
          
          4.500000
          2824.74
          62.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-08-01
          
          5.000000
          3360.00
          285.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-09-01
          
          4.500000
          13020.04
          769.07
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-09-01
          
          4.500000
          6477.25
          374.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-12-01
          
          4.500000
          5092.44
          364.50
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-12-01
          
          4.500000
          13964.89
          871.02
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-01-01
          
          4.500000
          35458.14
          1048.72
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-07-01
          
          4.500000
          3835.09
          263.95
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-09-01
          
          4.500000
          900.00
          63.61
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-09-01
          
          4.500000
          6720.42
          325.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-09-01
          
          4.000000
          354.52
          49.97
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-10-01
          
          4.500000
          4254.36
          420.12
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-10-01
          
          4.000000
          6960.00
          933.10
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-11-01
          
          4.000000
          3604.64
          702.50
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-11-01
          
          4.000000
          3394.44
          839.47
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-12-01
          
          4.500000
          840.00
          176.74
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-01-01
          
          4.500000
          6674.12
          734.20
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-02-01
          
          4.500000
          12935.70
          1104.32
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-02-01
          
          4.500000
          9799.58
          1172.52
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-02-01
          
          4.500000
          2532.00
          235.94
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-02-01
          
          4.500000
          456.00
          35.53
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-03-01
          
          4.500000
          1553.39
          134.38
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-03-01
          
          4.500000
          3300.00
          589.28
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-10-01
          
          5.500000
          12325.94
          517.07
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2031-06-01
          
          7.000000
          7283.99
          97.42
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-05-01
          
          6.500000
          12060.00
          0.82
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-10-01
          
          6.500000
          19279.28
          476.75
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-07-01
          
          4.500000
          5641.06
          259.58
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2025-07-01
          
          4.000000
          13920.00
          698.18
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2025-12-01
          
          3.500000
          18000.00
          1195.73
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-03-01
          
          4.000000
          144.00
          8.20
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-05-01
          
          4.000000
          14400.00
          812.18
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-09-01
          
          2.500000
          6244.43
          1207.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-11-01
          
          2.500000
          6000.00
          1175.35
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-03-01
          
          3.500000
          516.00
          150.28
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-07-01
          
          3.000000
          227.70
          103.97
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-08-01
          
          3.000000
          263.56
          107.82
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-12-01
          
          3.000000
          186.89
          71.08
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-12-01
          
          3.000000
          240.12
          96.53
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-07-01
          
          3.500000
          48.00
          17.81
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-05-01
          
          4.500000
          466.49
          32.93
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-05-01
          
          4.500000
          14724.00
          1000.24
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-05-01
          
          4.500000
          12768.00
          1159.12
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-07-01
          
          4.500000
          5460.00
          448.01
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-09-01
          
          4.500000
          13800.97
          1052.71
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-09-01
          
          4.500000
          5221.15
          397.61
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-09-01
          
          4.500000
          11239.28
          1052.59
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-11-01
          
          4.500000
          3043.57
          733.73
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-02-01
          
          4.500000
          3628.26
          1069.34
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-09-01
          
          3.500000
          3448.50
          842.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-09-01
          
          3.000000
          300.00
          94.39
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-01-01
          
          3.000000
          300.00
          132.20
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-02-01
          
          3.000000
          1020.00
          500.15
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-04-01
          
          3.000000
          2040.00
          869.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-06-01
          
          3.500000
          3083.36
          945.73
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-10-01
          
          4.500000
          12.00
          3.65
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-11-01
          
          4.500000
          49.99
          13.97
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-11-01
          
          4.500000
          82.99
          12.48
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-01-01
          
          4.500000
          146.03
          12.47
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-07-01
          
          4.500000
          3113.81
          1086.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-09-01
          
          4.500000
          1020.00
          219.77
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-05-01
          
          3.000000
          300.00
          127.25
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-09-01
          
          4.000000
          1932.00
          776.94
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-10-01
          
          4.000000
          1788.00
          465.30
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-10-01
          
          4.000000
          2412.00
          186.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-11-01
          
          4.000000
          1740.00
          685.54
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-11-01
          
          4.000000
          3888.00
          1020.98
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-11-01
          
          4.000000
          2004.00
          1055.82
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-11-01
          
          3.500000
          599.11
          239.40
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-12-01
          
          4.000000
          4068.00
          1137.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-12-01
          
          4.000000
          3198.67
          1183.39
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-02-01
          
          4.000000
          4320.00
          866.09
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-04-01
          
          4.000000
          3168.00
          916.79
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-05-01
          
          3.500000
          1406.26
          638.42
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-07-01
          
          4.500000
          339.73
          137.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-02-01
          
          4.000000
          540.00
          361.25
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-10-01
          
          3.500000
          449.86
          181.46
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-09-01
          
          3.000000
          1320.00
          629.68
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-12-01
          
          3.500000
          514.12
          346.10
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-02-01
          
          4.000000
          300.00
          173.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-05-01
          
          4.000000
          3300.00
          943.31
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-10-01
          
          3.500000
          2568.00
          1149.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-08-01
          
          4.000000
          1680.00
          640.28
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-12-01
          
          3.000000
          372.00
          317.40
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-12-01
          
          5.000000
          918.40
          452.29
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-01-01
          
          4.500000
          492.00
          335.60
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-03-01
          
          4.500000
          1120.45
          552.26
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-04-01
          
          4.500000
          3600.00
          1219.66
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-06-01
          
          4.500000
          720.00
          259.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.000000
          1200.00
          333.85
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.500000
          612.00
          211.63
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          3.500000
          218.41
          114.77
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.000000
          3600.00
          820.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.000000
          1883.99
          555.01
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          5.000000
          2100.00
          802.97
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.000000
          1920.00
          888.34
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.000000
          4800.00
          1116.72
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.000000
          6060.00
          821.66
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-02-01
          
          4.500000
          1320.00
          684.74
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          5.500000
          3459.78
          1001.52
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-03-01
          
          8.500000
          30209.35
          103.39
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-09-01
          
          8.500000
          5915.98
          7.25
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-06-01
          
          8.500000
          16985.23
          25.94
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-09-01
          
          6.500000
          69806.70
          12.17
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-11-01
          
          6.500000
          6000.00
          2.18
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-06-01
          
          6.500000
          137940.00
          142.20
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-10-01
          
          5.500000
          146775.02
          220.58
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-08-01
          
          4.500000
          15097.56
          130.99
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-09-01
          
          4.500000
          18000.00
          167.65
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-10-01
          
          5.500000
          60000.00
          589.46
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-08-01
          
          4.500000
          324.00
          18.68
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-10-01
          
          4.500000
          420.00
          27.40
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-11-01
          
          4.500000
          983.50
          94.82
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-11-01
          
          4.500000
          1224.00
          181.06
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          3.500000
          1680.00
          493.66
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          3.500000
          4032.00
          804.07
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-03-01
          
          3.000000
          2635.49
          943.19
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-02-01
          
          3.000000
          38.04
          5.23
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-04-01
          
          4.500000
          20445.56
          193.26
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-01-01
          
          5.500000
          19200.00
          242.68
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-07-01
          
          5.000000
          10557.28
          155.64
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-10-01
          
          5.500000
          88680.00
          1223.40
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-04-01
          
          5.500000
          90000.00
          1164.12
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-03-01
          
          5.500000
          18000.00
          328.86
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-08-01
          
          5.500000
          16800.00
          440.36
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-06-01
          
          5.500000
          1722.42
          26.18
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-05-01
          
          5.500000
          501.44
          10.82
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-07-01
          
          5.500000
          372.00
          20.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-09-01
          
          5.000000
          12000.00
          633.05
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-02-01
          
          4.500000
          138.59
          12.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-12-01
          
          4.000000
          180.49
          63.64
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-10-01
          
          4.000000
          1044.00
          534.19
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-05-01
          
          4.500000
          300.00
          102.86
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-01-01
          
          3.500000
          420.00
          147.84
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-06-01
          
          4.000000
          960.00
          370.73
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.000000
          4800.00
          1066.68
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-06-01
          
          3.500000
          202.86
          76.76
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          4.000000
          1200.00
          425.90
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-02-01
          
          4.500000
          1166.51
          305.45
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-02-01
          
          8.000000
          1850.96
          50.69
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-12-01
          
          4.500000
          1860.00
          77.46
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-01-01
          
          5.500000
          3300.00
          85.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-04-01
          
          4.500000
          34680.00
          1095.28
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-12-01
          
          5.500000
          60000.00
          1233.25
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-04-01
          
          4.500000
          35012.57
          1129.04
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-06-01
          
          4.500000
          44882.58
          1106.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-04-01
          
          4.500000
          33600.00
          1154.10
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-08-01
          
          5.500000
          36000.00
          667.48
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-08-01
          
          4.500000
          1208.27
          34.06
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-08-01
          
          4.500000
          315.25
          6.42
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-10-01
          
          4.500000
          2323.64
          48.62
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-10-01
          
          4.500000
          71668.39
          1287.02
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-05-01
          
          4.500000
          1465.75
          38.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-06-01
          
          6.000000
          18000.00
          209.50
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          6.000000
          18000.00
          209.03
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-05-01
          
          4.500000
          26287.98
          902.09
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-01-01
          
          4.500000
          453.41
          13.75
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-04-01
          
          4.500000
          22124.88
          552.82
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-05-01
          
          4.500000
          480.00
          48.64
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-12-01
          
          6.500000
          42621.17
          400.62
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2038-01-01
          
          6.000000
          20400.00
          676.73
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2038-02-01
          
          6.500000
          16800.00
          46.69
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2038-09-01
          
          6.000000
          30000.00
          681.58
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2038-06-01
          
          4.500000
          16783.13
          466.43
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-09-01
          
          5.500000
          24000.00
          423.35
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-09-01
          
          3.500000
          2904.00
          850.99
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-10-01
          
          4.500000
          3964.20
          249.34
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-12-01
          
          4.500000
          8069.98
          532.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-04-01
          
          4.500000
          4500.00
          250.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-09-01
          
          4.500000
          12000.00
          746.17
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2038-06-01
          
          4.500000
          8044.37
          397.91
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-02-01
          
          4.500000
          3000.00
          421.01
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-12-01
          
          4.500000
          16200.00
          1253.86
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-11-01
          
          4.500000
          660.00
          89.04
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-07-01
          
          4.500000
          5352.00
          375.53
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-10-01
          
          4.500000
          17444.78
          1187.09
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-05-01
          
          4.500000
          15735.96
          1182.97
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-05-01
          
          3.500000
          6000.00
          1246.15
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-10-01
          
          4.500000
          6027.59
          784.99
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-03-01
          
          4.500000
          888.00
          251.47
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-09-01
          
          4.500000
          247.09
          51.61
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-10-01
          
          5.500000
          3600.00
          85.26
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-06-01
          
          5.000000
          1092.00
          550.96
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-07-01
          
          4.500000
          18550.64
          1034.60
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-08-01
          
          4.500000
          2038.62
          40.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-11-01
          
          5.500000
          12000.00
          323.29
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-12-01
          
          4.500000
          4800.00
          351.34
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-10-01
          
          7.000000
          497.60
          12.04
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-04-01
          
          5.500000
          4800.00
          80.81
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-07-01
          
          3.500000
          300.00
          99.42
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-06-01
          
          3.500000
          2268.00
          444.08
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-01-01
          
          3.500000
          4789.94
          1158.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-02-01
          
          3.500000
          3431.59
          852.82
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-03-01
          
          3.500000
          406.20
          124.25
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-03-01
          
          4.000000
          1236.00
          379.31
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-04-01
          
          3.500000
          2489.69
          789.61
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-10-01
          
          4.000000
          2940.00
          722.92
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-11-01
          
          3.500000
          1320.00
          394.92
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-12-01
          
          4.000000
          3000.00
          818.57
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-02-01
          
          4.000000
          2776.20
          789.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-11-01
          
          3.000000
          1134.55
          495.14
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-06-01
          
          4.000000
          3900.00
          1258.86
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-09-01
          
          4.000000
          1920.00
          699.79
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-10-01
          
          4.000000
          2400.00
          896.23
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-12-01
          
          3.000000
          24.00
          10.10
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-12-01
          
          4.000000
          2400.00
          949.79
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          2400.00
          763.42
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-04-01
          
          3.500000
          1440.00
          535.45
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-05-01
          
          3.500000
          1266.85
          467.82
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-06-01
          
          3.500000
          3984.00
          1178.45
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-05-01
          
          6.000000
          4500.00
          0.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-11-01
          
          5.500000
          150281.88
          100.14
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-02-01
          
          4.000000
          252.00
          12.08
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2025-07-01
          
          5.000000
          24279.98
          202.81
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-12-01
          
          5.000000
          19872.00
          154.19
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-11-01
          
          4.000000
          2760.00
          59.94
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-05-01
          
          4.000000
          108.00
          17.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-05-01
          
          4.000000
          240.00
          16.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-07-01
          
          4.000000
          5783.72
          269.21
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2025-06-01
          
          4.000000
          2400.00
          233.53
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-07-01
          
          3.500000
          2400.00
          565.14
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-07-01
          
          4.500000
          12948.06
          883.26
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-07-01
          
          4.000000
          60.00
          17.26
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-11-01
          
          5.000000
          824.50
          12.66
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-10-01
          
          6.500000
          4837.88
          54.30
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-01-01
          
          5.500000
          1696.68
          48.64
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-11-01
          
          6.500000
          5400.00
          297.77
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-03-01
          
          6.500000
          21000.00
          309.54
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-02-01
          
          4.500000
          5375.32
          42.18
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2025-05-01
          
          4.000000
          9000.00
          267.28
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-07-01
          
          3.000000
          1500.00
          363.04
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2031-04-01
          
          2.500000
          1200.00
          452.87
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2031-10-01
          
          2.500000
          1908.00
          855.83
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-04-01
          
          3.000000
          276.00
          119.81
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-11-01
          
          6.500000
          4560.00
          4.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-03-01
          
          6.500000
          1680.00
          11.84
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-08-01
          
          5.500000
          18000.00
          483.71
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-09-01
          
          5.500000
          12000.00
          252.91
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-09-01
          
          4.000000
          540.00
          228.84
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-11-01
          
          4.500000
          2237.92
          598.66
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-11-01
          
          4.500000
          2400.00
          716.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-01-01
          
          3.500000
          2601.29
          1039.03
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-12-01
          
          4.500000
          66.16
          26.63
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.000000
          4800.00
          1257.96
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          5.000000
          3000.00
          1265.15
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-12-01
          
          3.000000
          588.00
          328.63
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-09-01
          
          3.000000
          2400.00
          1106.40
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-11-01
          
          4.000000
          1152.00
          505.48
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-03-01
          
          4.000000
          300.00
          185.26
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.500000
          728.62
          293.45
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.000000
          2400.00
          601.16
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          4.500000
          947.26
          267.05
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-11-01
          
          4.000000
          359.04
          218.95
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-10-01
          
          2.000000
          1200.00
          1192.88
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-03-01
          
          3.000000
          624.00
          413.53
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          3.000000
          636.00
          575.64
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          4.500000
          2520.00
          1206.36
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          2.500000
          209.16
          166.68
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.500000
          444.00
          442.93
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-06-01
          
          5.500000
          3526.22
          282.13
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-02-01
          
          3.500000
          600.00
          101.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-04-01
          
          3.000000
          948.00
          583.14
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-06-01
          
          3.000000
          912.00
          396.36
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-04-01
          
          5.500000
          1200.00
          382.25
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-06-01
          
          3.000000
          3600.00
          1212.68
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-07-01
          
          3.000000
          900.00
          307.88
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-08-01
          
          3.000000
          300.00
          119.77
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-12-01
          
          4.000000
          533.09
          187.99
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-06-01
          
          4.000000
          636.00
          323.17
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-07-01
          
          3.000000
          460.14
          218.16
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-11-01
          
          3.000000
          1200.00
          571.45
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-07-01
          
          4.000000
          1200.00
          435.34
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-10-01
          
          4.000000
          120.00
          60.95
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-11-01
          
          3.500000
          1680.00
          758.26
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          5.000000
          72.00
          61.76
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-08-01
          
          4.000000
          1680.00
          941.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-12-01
          
          4.500000
          450.01
          181.16
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-06-01
          
          5.500000
          420.00
          122.21
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-10-01
          
          3.000000
          996.00
          574.01
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-02-01
          
          5.500000
          32400.00
          432.73
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-05-01
          
          5.500000
          9000.00
          134.82
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-08-01
          
          5.500000
          6421.87
          71.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2025-01-01
          
          5.500000
          15931.12
          354.72
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2025-04-01
          
          5.500000
          9000.00
          194.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-01-01
          
          5.500000
          12000.00
          32.03
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-09-01
          
          5.500000
          10015.13
          11.99
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-03-01
          
          5.500000
          2400.00
          8.03
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-07-01
          
          5.500000
          84660.00
          643.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-08-20
          
          5.000000
          10800.00
          3957.58
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-09-01
          
          5.000000
          660.00
          461.93
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          5.000000
          818.63
          488.16
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          3.000000
          168.00
          138.31
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-02-01
          
          3.000000
          1248.00
          1113.10
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          3.000000
          1200.00
          762.65
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.000000
          1020.00
          998.63
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-12-01
          
          4.500000
          1767.46
          996.38
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.000000
          1693.22
          985.70
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-08-01
          
          7.000000
          47993.54
          465.90
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2051-03-20
          
          2.000000
          3487114.66
          3524962.63
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0001
      3599998.27
      3599998.27
      0.0013
      N
      Y
      Y
      N
    
    
      BANK OF NOVA SCOTIA (THE)
      Joint Account III 0.010000%
      L3I9ZG2KFGXZ61BMYR72
      0000009631
      TPR03B250779157THE
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-10-01
          
          3.500000
          408901.20
          121163.24
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-09-01
          
          3.000000
          6635.75
          1832.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-07-01
          
          3.000000
          177900.00
          72340.81
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.500000
          270000.00
          122819.87
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-03-01
          
          3.500000
          17349.58
          9406.21
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.500000
          2121.94
          1349.62
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-04-01
          
          3.500000
          420761.09
          166261.38
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-04-01
          
          2.000000
          461451.26
          474475.12
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          5.000000
          84836.96
          50783.24
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-03-01
          
          4.000000
          8926.02
          4646.94
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-05-01
          
          4.000000
          12.00
          5.81
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-07-01
          
          3.500000
          153135.36
          88867.88
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.000000
          715.20
          472.30
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-10-01
          
          4.000000
          232554.64
          89933.59
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.000000
          635.90
          299.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          3.500000
          25307.21
          25325.93
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          450263.81
          419501.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          1347826.14
          1306459.98
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-01-01
          
          1.500000
          1357923.84
          1329990.74
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          5.000000
          37760.75
          37892.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-07-01
          
          4.500000
          7529.77
          1453.48
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          4.000000
          12.06
          3.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-05-01
          
          3.500000
          29146.64
          11773.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-07-01
          
          4.500000
          13.18
          2.27
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          4.000000
          72619.13
          16152.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-11-01
          
          3.500000
          692963.54
          195176.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-01-01
          
          4.500000
          12.07
          1.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          30.78
          6.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.500000
          310143.06
          77083.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-09-01
          
          3.500000
          211751.21
          40680.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.000000
          98468.24
          44409.16
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-08-01
          
          4.000000
          775825.92
          296840.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          3.500000
          627588.10
          321601.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          31891.03
          19068.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-07-01
          
          3.000000
          251987.99
          49116.07
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          312853.38
          97311.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          3.500000
          62543.78
          18504.55
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-11-01
          
          3.500000
          2355.04
          401.39
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-12-01
          
          2.500000
          104082.82
          26463.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-01-01
          
          3.500000
          54875.56
          20353.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          3.500000
          1846.28
          528.85
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          4.000000
          12.00
          5.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          4.000000
          12.01
          6.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-04-01
          
          4.000000
          2762.93
          1481.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          28075.08
          8901.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          14.41
          3.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          3.000000
          49520.62
          11817.07
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-07-01
          
          4.000000
          38222.64
          14990.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-11-01
          
          4.000000
          12.32
          4.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-09-01
          
          4.000000
          32341.87
          14907.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-09-01
          
          4.250000
          17.66
          1.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          12.52
          6.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          4.000000
          13.55
          6.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          121038.86
          70783.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          181183.44
          106246.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.000000
          12.48
          5.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-12-01
          
          3.500000
          110584.74
          73056.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          12.00
          6.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          4.000000
          12.38
          10.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          12.00
          7.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.000000
          14.95
          9.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-05-01
          
          4.000000
          159877.44
          96008.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-12-01
          
          4.000000
          21.13
          6.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.000000
          102618.34
          58231.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          3.500000
          1322756.40
          824804.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          12.10
          7.94
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          1229973.50
          673877.41
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.500000
          1340168.51
          934309.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          4.500000
          33309.89
          20179.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-09-01
          
          3.000000
          469.32
          346.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-02-01
          
          3.000000
          72480.00
          62059.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          4.000000
          173379.46
          155030.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          2.500000
          330000.00
          307070.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          271143.17
          264992.34
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          256776.00
          257914.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          178343.04
          182431.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          128076.29
          135620.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-07-01
          
          6.500000
          14.78
          0.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.500000
          31.64
          9.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-04-01
          
          3.500000
          1778.81
          709.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-08-01
          
          3.500000
          50549.48
          22269.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          4.000000
          148950.08
          42653.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.000000
          24000.00
          21687.40
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2051-03-20
          
          2.500000
          547489.57
          565913.33
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-03-15
          
          4.000000
          48000.00
          48227.65
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-01-15
          
          3.500000
          32010.41
          6806.99
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2040-05-15
          
          6.500000
          163456.99
          72602.87
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-05-20
          
          4.500000
          3600.00
          1269.41
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-06-20
          
          5.500000
          180000.00
          164012.11
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-03-15
          
          3.000000
          12000.00
          6289.58
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-03-15
          
          3.000000
          12000.00
          6232.09
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          2.625000
          520842.00
          566211.30
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-28
          
          2.500000
          469879.20
          507389.17
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-15
          
          2.000000
          432332.40
          456689.98
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-30
          
          0.125000
          19918.80
          19918.38
          U.S. Treasuries (including strips)
        
      
      Y
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0001
      11999994.24
      11999994.24
      0.0043
      N
      Y
      Y
      N
    
    
      Goldman Sachs Financial Square Funds - Money Market
      2021-04-07
      Peter W. Fortner
      Peter W. Fortner
      Assistant Treasurer
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