Form N-MFP2 GOLDMAN SACHS TRUST For: Sep 30

  
    N-MFP2
    
      
        
          0000822977
          XXXXXXXX
        
      
      
      
    
  
  
    
      2020-09-30
      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
      39
      40
      
        3648536580.22
        3496910661.87
        3269858608.22
        3422279987.05
      
      
        4577524433.92
        4370599828.73
        4065968467.64
        4289037067.16
        0.00
      
      
        0.5656
        0.5642
        0.5601
        0.5821
      
      
        0.7096
        0.7051
        0.6964
        0.7296
        0.0000
      
      894402.42
      5916378555.97
      776454194.44
      91533061.43
      445520874.09
      5563285145.73
      5557826962.4200
      0.0000
      0.0022
      
        1.0010
        1.0010
        1.0010
        1.0010
        0.0000
      
    
    
      C000025295
      10000000.00
      5543765676.19
      5538326410.2900
      
        1.0010
        1.0010
        1.0010
        1.0010
        0.0000
      
      
        232927043.19
        575458948.85
      
      
        148737515.78
        280919387.22
      
      
        358922987.42
        714931660.55
      
      
        263276235.91
        315615387.98
      
      
        0.00
        0.00
      
      
        1160886019.56
        2211975234.80
      
      0.0003
      Y
      For Institutional Shares the Investment Adviser waived $28,091 of Other Fees; and Goldman Sachs & Co. LLC waived $1 of Transfer Agency Fees.
    
    
      C000025296
      10000000.00
      3692440.28
      3689114.0500
      
        1.0010
        1.0009
        1.0009
        1.0009
        0.0000
      
      
        61.15
        0.00
      
      
        1.00
        400000.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        62.15
        813068.43
      
      -0.0006
      Y
      For Administration Shares the Investment Adviser waived $20 of Other Fees; and Goldman Sachs & Co. LLC waived $637 of Admin Fees.
    
    
      C000025297
      10000000.00
      2656.00
      2654.7100
      
        1.0006
        1.0006
        1.0006
        1.0005
        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
      
      -0.0012
      Y
      For Service Shares Goldman Sachs & Co. LLC waived $1 of Admin Fees.
    
    
      C000025298
      10000000.00
      1918965.83
      1917086.9100
      
        1.0010
        1.0010
        1.0010
        1.0010
        0.0000
      
      
        45.28
        0.00
      
      
        1.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        46.28
        0.00
      
      -0.0006
      Y
      For Preferred Shares the Investment Adviser waived $9 of Other Fees; and Goldman Sachs & Co. LLC waived $59 of Admin Fees.
    
    
      C000025299
      10000000.00
      2361388.98
      2359356.5100
      
        1.0009
        1.0009
        1.0009
        1.0009
        0.0000
      
      
        161.66
        0.00
      
      
        1.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        162.66
        0.00
      
      0.0000
      Y
      For Select Shares the Investment Adviser waived $11 of Other Fees.
    
    
      C000025300
      10000000.00
      11540896.19
      11529219.3700
      
        1.0011
        1.0011
        1.0011
        1.0010
        0.0000
      
      
        212.66
        0.00
      
      
        0.00
        2402456.88
      
      
        0.00
        0.00
      
      
        0.00
        1320317.62
      
      
        0.00
        0.00
      
      
        212.66
        3722774.50
      
      -0.0006
      Y
      For Capital Shares the Investment Adviser waived $62 of Other Fees; and Goldman Sachs & Co. LLC waived $961 of Admin Fees.
    
    
      C000088816
      10000000.00
      1034.17
      1033.6400
      
        1.0008
        1.0007
        1.0006
        1.0006
        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
      
      0.0002
      N
    
    
      C000088817
      10000000.00
      1049.19
      1048.5300
      
        1.0009
        1.0008
        1.0008
        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
      
      0.0002
      N
    
    
      C000088818
      10000000.00
      1038.90
      1038.4100
      
        1.0007
        1.0007
        1.0006
        1.0005
        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
      
      0.0002
      N
    
    
      AGRICULTURAL BANK OF CHINA LIMITED
      AGRICULTURAL BANK OF CHINA LIMITED 0.000000%
      00850UME1
      549300E7TSGLCOVSY746
      US00850UME19
      0001501437
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-14
      2020-12-14
      2020-12-14
      N
      N
      N
      0.0039
      14987812.50
      14987812.50
      0.0027
      N
      N
      N
      N
    
    
      ALASKA HOUSING FINANCE CORPORATION
      ALASKA HOUSING FINANCE CORPORATION 0.180000%
      011839NY9
      549300HJ8NOJNYW6ER36
      US011839NY90
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-07
      2020-10-07
      2047-12-01
      Y
      
        ALASKA HOUSING FINANCE CORPORATI
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
      
      N
      N
      0.0018
      18600000.00
      18600000.00
      0.0033
      N
      N
      Y
      N
    
    
      ALASKA HOUSING FINANCE CORPORATION
      ALASKA HOUSING FINANCE CORPORATION 0.150001%
      011839VW4
      549300HJ8NOJNYW6ER36
      US011839VW43
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-07
      2020-10-07
      2044-12-01
      Y
      
        ALASKA HOUSING FINANCE CORPORATI
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
      
      N
      N
      0.0015
      45800000.00
      45800000.00
      0.0082
      N
      N
      Y
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329WK26
      US01329WK260
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-02
      2020-10-02
      2020-10-02
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0009
      54999725.00
      54999725.00
      0.0099
      N
      N
      Y
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329WLD1
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-13
      2020-11-13
      2020-11-13
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0012
      16400694.39
      16400694.39
      0.0029
      N
      N
      N
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329WLR0
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-25
      2020-11-25
      2020-11-25
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0012
      4403184.78
      4403184.78
      0.0008
      N
      N
      N
      N
    
    
      ALPINE SECURITIZATION LLC
      ALPINE SECURITIZATION LLC 0.000000%
      02088WL24
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      Y
      
        CREDIT SUISSE AG
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0019
      34993872.20
      34993872.20
      0.0063
      N
      N
      N
      N
    
    
      ANTALIS
      ANTALIS 0.000000%
      03664AL97
      549300G2LM2ZKZ0X4Y50
      US03664AL973
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-09
      2020-11-09
      2020-11-09
      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
      0.0016
      17996740.02
      17996740.02
      0.0032
      N
      N
      N
      N
    
    
      BNP PARIBAS-NEW YORK BRANCH
      BNP PARIBAS-NEW YORK BRANCH 0.468382%
      05586FGP6
      US05586FGP62
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-09
      2020-10-09
      2020-10-09
      N
      N
      N
      0.0018
      15485752.11
      15485752.11
      0.0028
      N
      N
      N
      N
    
    
      BANCO DEL ESTADO DE CHILE
      BANCO DEL ESTADO DE CHILE 0.250000%
      05971XUH2
      5493004R4EJC0W0XVQ72
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-06
      2020-11-06
      2020-11-06
      N
      N
      N
      0.0017
      11415996.30
      11415996.30
      0.0021
      N
      N
      N
      N
    
    
      BANK OF CHINA LIMITED-HONG KONG BRANCH
      BANK OF CHINA LIMITED-HONG KONG BRANCH 0.000000%
      06119QM38
      549300OGSFI8KL1WUU09
      US06119QM383
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-03
      2020-12-03
      2020-12-03
      N
      N
      N
      0.0044
      17778209.24
      17778209.24
      0.0032
      N
      N
      N
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.455630%
      06370R2X6
      NQQ6HPCNCCU6TUTQYE16
      US06370R2X62
      0000927971
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-09
      2020-10-09
      2020-10-09
      N
      N
      N
      0.0014
      10000775.20
      10000775.20
      0.0018
      N
      N
      N
      N
    
    
      BARTON CAPITAL S.A.
      BARTON CAPITAL S.A. 0.000000%
      06945LKS6
      549300KOFKIMD0C37W24
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-26
      2020-10-26
      2020-10-26
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0016
      13998412.54
      13998412.54
      0.0025
      N
      N
      N
      N
    
    
      BARTON CAPITAL S.A.
      BARTON CAPITAL S.A. 0.000000%
      06945LKT4
      549300KOFKIMD0C37W24
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-27
      2020-10-27
      2020-10-27
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0016
      24997037.50
      24997037.50
      0.0045
      N
      N
      N
      N
    
    
      CNPC FINANCE (HK) LIMITED
      CNPC FINANCE (HK) LIMITED 0.000000%
      12623KK63
      3003002NJ625UNILOU94
      Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-06
      2020-10-06
      2020-10-06
      N
      N
      N
      0.0029
      29998565.10
      29998565.10
      0.0054
      N
      N
      Y
      N
    
    
      STATE OF CALIFORNIA
      STATE OF CALIFORNIA 0.120000%
      13063A5W0
      US13063A5W01
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-01
      2020-10-01
      2034-05-01
      Y
      
        STATE STREET BANK AND TRUST COMP
        1.0000
        1
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      Y
      
        STATE STREET BANK AND TRUST COMP
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      0.0012
      7000000.00
      7000000.00
      0.0013
      N
      Y
      Y
      N
    
    
      CHEVRON CORPORATION
      CHEVRON CORPORATION 0.000000%
      16677JK13
      0000093410
      Non-Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-01
      2020-10-01
      2020-10-01
      N
      N
      N
      0.0012
      29999900.10
      29999900.10
      0.0054
      N
      Y
      Y
      N
    
    
      CHINA CONSTRUCTION BANK CORPORATION
      CHINA CONSTRUCTION BANK CORPORATION 0.380000%
      16955AP36
      5493001KQW6DM7KEDR62
      0001445474
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-06
      2020-11-06
      2020-11-06
      N
      N
      N
      0.0020
      20003758.60
      20003758.60
      0.0036
      N
      N
      N
      N
    
    
      CITIGROUP GLOBAL MARKETS INC.
      CITIGROUP GLOBAL MARKETS INC. 0.000000%
      17327AKG1
      MBNUM2BPBDO7JBLYG310
      US17327AKG12
      0000315030
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-16
      2020-10-16
      2020-10-16
      N
      N
      N
      0.0009
      29998786.80
      29998786.80
      0.0054
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER FLEX CO., LLC
      COLLATERALIZED COMMERCIAL PAPER FLEX CO., LLC 0.305500%
      19423MCE8
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-23
      2020-10-23
      2020-10-23
      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
      0.0031
      35002275.00
      35002275.00
      0.0063
      N
      N
      N
      N
    
    
      COLUMBIA FUNDING COMPANY, LLC
      COLUMBIA FUNDING COMPANY, LLC 0.000000%
      19767CK88
      549300O1V8MCLCRCFD82
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-08
      2020-10-08
      2020-10-08
      N
      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
      0.0010
      24999422.25
      24999422.25
      0.0045
      N
      N
      N
      N
    
    
      CONNECTICUT HOUSING FINANCE AUTHORITY
      CONNECTICUT HOUSING FINANCE AUTHORITY 0.120000%
      20775CKN3
      5493003DXX0NRJKSH186
      US20775CKN38
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-07
      2020-10-07
      2046-11-15
      Y
      
        Landesbank Hessen-Thueringen Gir
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        LANDESBANK HESSEN-THUERINGEN GIR
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0012
      24570000.00
      24570000.00
      0.0044
      N
      N
      Y
      N
    
    
      CONNECTICUT HOUSING FINANCE AUTHORITY
      CONNECTICUT HOUSING FINANCE AUTHORITY 0.120000%
      20775CYA6
      5493003DXX0NRJKSH186
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-07
      2020-10-07
      2048-05-15
      Y
      
        Bank of America, National Associ
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        BANK OF AMERICA, NATIONAL ASSOCI
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0012
      9000000.00
      9000000.00
      0.0016
      N
      N
      Y
      N
    
    
      CREDIT INDUSTRIEL ET COMMERCIAL
      CREDIT INDUSTRIEL ET COMMERCIAL 0.100000%
      N4JDFKKH2FTD8RKFXO39
      0001274419
      220990369
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-01
      2020-10-01
      2020-10-01
      N
      N
      N
      0.0010
      100000000.00
      100000000.00
      0.0180
      N
      Y
      Y
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) 0.080000%
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      220990372
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-01
      2020-10-01
      2020-10-01
      N
      N
      N
      0.0008
      74999958.00
      74999958.00
      0.0135
      N
      Y
      Y
      N
    
    
      MIZUHO BANK, LTD.-LONDON BRANCH
      MIZUHO BANK, LTD.-LONDON BRANCH 0.000000%
      222838398
      549300IJV8X2BVHFN697
      XS2228383985
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-04
      2020-12-04
      2020-12-04
      N
      N
      N
      0.0025
      19991084.60
      19991084.60
      0.0036
      N
      N
      N
      N
    
    
      CREDIT SUISSE AG-NEW YORK BRANCH
      CREDIT SUISSE AG-NEW YORK BRANCH 0.280001%
      22549LE92
      549300D0YARF5HYP1809
      US22549LE926
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-01
      2020-11-18
      2020-11-18
      N
      N
      N
      0.0013
      27005519.07
      27005519.07
      0.0049
      N
      N
      N
      N
    
    
      CREDIT SUISSE AG-NEW YORK BRANCH
      CREDIT SUISSE AG-NEW YORK BRANCH 0.550001%
      22549LF67
      549300D0YARF5HYP1809
      US22549LF675
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-01
      2020-10-02
      2020-10-02
      N
      N
      N
      0.0011
      13550334.96
      13550334.96
      0.0024
      N
      N
      Y
      N
    
    
      DEXIA CREDIT LOCAL
      DEXIA CREDIT LOCAL 0.000000%
      25215VLJ6
      F4G136OIPBYND1F41110
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-18
      2020-11-18
      2020-11-18
      N
      N
      N
      0.0012
      34994473.85
      34994473.85
      0.0063
      N
      N
      N
      N
    
    
      ERSTE ABWICKLUNGSANSTALT
      ERSTE ABWICKLUNGSANSTALT 0.000000%
      29604CLC4
      7TG4VWERK338227TR435
      US29604CLC46
      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+
      
      2020-11-12
      2020-11-12
      2020-11-12
      N
      N
      N
      0.0009
      19125852.31
      19125852.31
      0.0034
      N
      N
      N
      N
    
    
      FIRST ABU DHABI BANK P.J.S.C.
      FIRST ABU DHABI BANK P.J.S.C. 0.000000%
      31849HKE1
      2138002Y3WMK6RZS8H90
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-14
      2020-10-14
      2020-10-14
      N
      N
      N
      0.0009
      32998845.00
      32998845.00
      0.0059
      N
      N
      N
      N
    
    
      FIRST ABU DHABI BANK P.J.S.C.
      FIRST ABU DHABI BANK P.J.S.C. 0.000000%
      31849HLD2
      2138002Y3WMK6RZS8H90
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-13
      2020-11-13
      2020-11-13
      N
      N
      N
      0.0012
      29995783.20
      29995783.20
      0.0054
      N
      N
      N
      N
    
    
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH 0.000000%
      45581BLW5
      US45581BLW53
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-30
      2020-11-30
      2020-11-30
      N
      N
      N
      0.0019
      38987245.83
      38987245.83
      0.0070
      N
      N
      N
      N
    
    
      IONIC CAPITAL II TRUST
      IONIC CAPITAL II TRUST 0.000000%
      46221LK81
      254900ABXGHL7TZDR053
      Asset Backed Commercial Paper
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-08
      2020-10-08
      2020-10-08
      N
      Y
      
        CITIBANK, NATIONAL ASSOCIATION
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0018
      21670133.16
      21670133.16
      0.0039
      N
      N
      N
      N
    
    
      KELLS FUNDING, LLC
      KELLS FUNDING, LLC 0.000000%
      48803T5K6
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-22
      2020-10-22
      2020-10-22
      N
      Y
      
        FMS WERTMANAGEMENT
        1.0000
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      0.0007
      24998930.50
      24998930.50
      0.0045
      N
      N
      N
      N
    
    
      LANDESBANK HESSEN-THUERINGEN GIROZENTRALE
      LANDESBANK HESSEN-THUERINGEN GIROZENTRALE 0.000000%
      51489GKS5
      DIZES5CFO5K3I5R58746
      US51489GKS56
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-26
      2020-10-26
      2020-10-26
      N
      N
      N
      0.0011
      54995551.05
      54995551.05
      0.0099
      N
      N
      N
      N
    
    
      LIME FUNDING LLC
      LIME FUNDING LLC 0.000000%
      53262QM27
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-02
      2020-12-02
      2020-12-02
      N
      Y
      
        SUMITOMO MITSUI TRUST BANK, LIMI
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0019
      11995989.00
      11995989.00
      0.0022
      N
      N
      N
      N
    
    
      LMA-AMERICAS LLC
      LMA-AMERICAS LLC 0.000000%
      53944QK90
      US53944QK901
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-09
      2020-10-09
      2020-10-09
      N
      Y
      
        CREDIT AGRICOLE CORPORATE AND IN
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0010
      19999500.00
      19999500.00
      0.0036
      N
      N
      N
      N
    
    
      HOWARD HUGHES MEDICAL INSTITUTE
      HOWARD HUGHES MEDICAL INSTITUTE 0.139999%
      545910AK7
      LO6J21CTB52FW2R3US61
      US545910AK74
      0000810386
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-07
      2020-10-07
      2038-02-15
      Y
      
        Howard Hughes Medical Institute
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      4300000.00
      4300000.00
      0.0008
      N
      N
      Y
      N
    
    
      HOWARD HUGHES MEDICAL INSTITUTE
      HOWARD HUGHES MEDICAL INSTITUTE 0.120000%
      545910AP6
      LO6J21CTB52FW2R3US61
      US545910AP61
      0000810386
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-07
      2020-10-07
      2039-10-01
      Y
      
        Howard Hughes Medical Institute
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0012
      10000000.00
      10000000.00
      0.0018
      N
      N
      Y
      N
    
    
      COMMONWEALTH OF MASSACHUSETTS
      COMMONWEALTH OF MASSACHUSETTS 0.110001%
      575827R44
      5493001N1YCXNI1O7K10
      US575827R440
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-07
      2020-10-07
      2030-12-01
      Y
      
        CITIBANK, 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
      
        CITIBANK, NATIONAL ASSOCIATION
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0011
      15000000.00
      15000000.00
      0.0027
      N
      N
      Y
      N
    
    
      TRUSTEES OF TUFTS COLLEGE
      TRUSTEES OF TUFTS COLLEGE 0.110001%
      57584YNF2
      549300P8P46IPM1SBD64
      US57584YNF24
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-01
      2020-10-01
      2048-08-15
      Y
      
        U.S. BANK NATIONAL ASSOCIATION
        1.0000
        1
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        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+
        
      
      0.0011
      5995000.00
      5995000.00
      0.0011
      N
      Y
      Y
      N
    
    
      MASS GENERAL BRIGHAM INCORPORATED
      MASS GENERAL BRIGHAM INCORPORATED 0.089999%
      57586EHU8
      5493007Z86EDN0QFYU66
      US57586EHU82
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-07
      2020-10-07
      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
        
      
      0.0009
      150000.00
      150000.00
      0.0000
      N
      N
      Y
      N
    
    
      MATCHPOINT FINANCE PUBLIC LIMITED COMPANY
      MATCHPOINT FINANCE PUBLIC LIMITED COMPANY 0.000000%
      57666AKU5
      635400YCKMVA7GIA6Q33
      US57666AKU50
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-28
      2020-10-28
      2020-10-28
      N
      Y
      
        BNP Paribas
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0014
      19997837.80
      19997837.80
      0.0036
      N
      N
      N
      N
    
    
      MATCHPOINT FINANCE PUBLIC LIMITED COMPANY
      MATCHPOINT FINANCE PUBLIC LIMITED COMPANY 0.000000%
      57666AL26
      635400YCKMVA7GIA6Q33
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      Y
      
        BNP Paribas
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0014
      19997415.00
      19997415.00
      0.0036
      N
      N
      N
      N
    
    
      MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND
      MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND 0.160001%
      59447TXC2
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-07
      2020-10-07
      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
      0.0016
      20000000.00
      20000000.00
      0.0036
      N
      N
      Y
      N
    
    
      CHEVRON CORPORATION
      CHEVRON CORPORATION 0.120000%
      60528ABV5
      US60528ABV52
      0000093410
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-07
      2020-10-07
      2030-12-01
      Y
      
        Chevron Corporation
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0012
      11595000.00
      11595000.00
      0.0021
      N
      N
      Y
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION-SINGAPORE BRANCH
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION-SINGAPORE BRANCH 0.000000%
      60682YL93
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-09
      2020-11-09
      2020-11-09
      N
      N
      N
      0.0010
      29996666.70
      29996666.70
      0.0054
      N
      N
      N
      N
    
    
      MIZUHO BANK, LTD-NEW YORK BRANCH
      MIZUHO BANK, LTD-NEW YORK BRANCH 0.290000%
      60710AND0
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-14
      2020-10-14
      2020-10-14
      N
      N
      N
      0.0012
      10000664.60
      10000664.60
      0.0018
      N
      N
      N
      N
    
    
      INTERMOUNTAIN HEALTH CARE, INC.
      INTERMOUNTAIN HEALTH CARE, INC. 0.099999%
      626853CC7
      US626853CC79
      Variable Rate Demand Note
      Y
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-07
      2020-10-07
      2036-05-15
      Y
      
        INTERMOUNTAIN HEALTH CARE, INC.
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0010
      29100000.00
      29100000.00
      0.0052
      N
      N
      Y
      N
    
    
      NRW.BANK
      NRW.BANK 0.000000%
      62939LLL1
      52990002O5KK6XOGJ020
      US62939LLL17
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-20
      2020-11-20
      2020-11-20
      N
      N
      N
      0.0013
      33303771.03
      33303771.03
      0.0060
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LIMITED
      NATIONAL AUSTRALIA BANK LIMITED 0.379001%
      63254GMB8
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-05
      2020-11-05
      2020-11-05
      N
      N
      N
      0.0020
      40006038.80
      40006038.80
      0.0072
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.300000%
      63376DFH3
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-09
      2020-11-09
      2020-11-09
      N
      N
      N
      0.0022
      30002662.80
      30002662.80
      0.0054
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.300000%
      63376DFK6
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-16
      2020-11-16
      2020-11-16
      N
      N
      N
      0.0023
      40003806.40
      40003806.40
      0.0072
      N
      N
      N
      N
    
    
      NATIONWIDE BUILDING SOCIETY
      NATIONWIDE BUILDING SOCIETY 0.000000%
      6385E0KE2
      549300XFX12G42QIKN82
      US6385E0KE24
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-14
      2020-10-14
      2020-10-14
      N
      N
      N
      0.0014
      30998312.36
      30998312.36
      0.0056
      N
      N
      N
      N
    
    
      NATIONWIDE BUILDING SOCIETY
      NATIONWIDE BUILDING SOCIETY 0.000000%
      6385E0KG7
      549300XFX12G42QIKN82
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-16
      2020-10-16
      2020-10-16
      N
      N
      N
      0.0015
      40997357.96
      40997357.96
      0.0074
      N
      N
      N
      N
    
    
      NEDERLANDSE WATERSCHAPSBANK N.V.
      NEDERLANDSE WATERSCHAPSBANK N.V. 0.000000%
      63975UKN1
      JLP5FSPH9WPSHY3NIM24
      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+
      
      2020-10-22
      2020-10-22
      2020-10-22
      N
      N
      N
      0.0012
      19998557.80
      19998557.80
      0.0036
      N
      N
      N
      N
    
    
      NEDERLANDSE WATERSCHAPSBANK N.V.
      NEDERLANDSE WATERSCHAPSBANK N.V. 0.000000%
      63975UL34
      JLP5FSPH9WPSHY3NIM24
      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+
      
      2020-11-03
      2020-11-03
      2020-11-03
      N
      N
      N
      0.0012
      9998828.90
      9998828.90
      0.0018
      N
      N
      N
      N
    
    
      NEDERLANDSE WATERSCHAPSBANK N.V.
      NEDERLANDSE WATERSCHAPSBANK N.V. 0.000000%
      63975ULP5
      JLP5FSPH9WPSHY3NIM24
      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+
      
      2020-11-23
      2020-11-23
      2020-11-23
      N
      N
      N
      0.0013
      19996040.00
      19996040.00
      0.0036
      N
      N
      N
      N
    
    
      PRESBYTERIAN HEALTHCARE SERVICES
      PRESBYTERIAN HEALTHCARE SERVICES 0.120000%
      647370JU0
      549300PILQ3W3CCH7D05
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-07
      2020-10-07
      2042-08-01
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0012
      35000000.00
      35000000.00
      0.0063
      N
      N
      Y
      N
    
    
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY 0.190002%
      64972GSC9
      549300Q2EHQ6RJPQKP05
      US64972GSC95
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-07
      2020-10-07
      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
        
      
      0.0019
      27045000.00
      27045000.00
      0.0049
      N
      N
      Y
      N
    
    
      NORDEA BANK ABP
      NORDEA BANK ABP 0.000000%
      65558JLP0
      529900ODI3047E2LIV03
      0001002614
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-23
      2020-11-23
      2020-11-23
      N
      N
      N
      0.0012
      39993040.00
      39993040.00
      0.0072
      N
      N
      N
      N
    
    
      NORDEA BANK ABP-NEW YORK BRANCH
      NORDEA BANK ABP-NEW YORK BRANCH 0.415501%
      65558TNY7
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-23
      2020-10-23
      2020-10-23
      N
      N
      N
      0.0018
      75009180.00
      75009180.00
      0.0135
      N
      N
      N
      N
    
    
      NORINCHUKIN BANK (THE)
      NORINCHUKIN BANK (THE) 0.220000%
      65602VT63
      5493007VSMFZCPV1NB83
      0001496637
      Certificate of Deposit
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-06
      2020-11-06
      2020-11-06
      N
      N
      N
      0.0014
      20001705.00
      20001705.00
      0.0036
      N
      N
      N
      N
    
    
      NORINCHUKIN BANK (THE)
      NORINCHUKIN BANK (THE) 0.210000%
      65602VW85
      5493007VSMFZCPV1NB83
      0001496637
      Certificate of Deposit
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-24
      2020-11-24
      2020-11-24
      N
      N
      N
      0.0016
      15351288.79
      15351288.79
      0.0028
      N
      N
      N
      N
    
    
      NORINCHUKIN BANK (THE)
      NORINCHUKIN BANK (THE) 0.200000%
      65602VY42
      5493007VSMFZCPV1NB83
      0001496637
      Certificate of Deposit
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-03
      2020-12-03
      2020-12-03
      N
      N
      N
      0.0016
      33002168.43
      33002168.43
      0.0059
      N
      N
      N
      N
    
    
      ORLANDO UTILITIES COMMISSION
      ORLANDO UTILITIES COMMISSION 0.150001%
      686507EA8
      549300EJR7JVMRXL5D66
      US686507EA81
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-07
      2020-10-07
      2033-10-01
      Y
      
        TD BANK, NATIONAL ASSOCIATION
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        TD BANK, NATIONAL ASSOCIATION
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0015
      18550000.00
      18550000.00
      0.0033
      N
      N
      Y
      N
    
    
      PORTLAND MAINE (CITY OF)...
      PORTLAND MAINE (CITY OF)... 0.200001%
      7365594Y8
      US7365594Y83
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-07
      2020-10-07
      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
        
      
      0.0020
      30400000.00
      30400000.00
      0.0055
      N
      N
      Y
      N
    
    
      PROVIDENCE HEALTH & SERVICES
      PROVIDENCE HEALTH & SERVICES 0.259999%
      743755AG5
      US743755AG53
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-07
      2020-10-07
      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+
        
      
      0.0026
      60000000.00
      60000000.00
      0.0108
      N
      N
      Y
      N
    
    
      PROVIDENCE ST. JOSEPH HEALTH
      PROVIDENCE ST. JOSEPH HEALTH 0.159998%
      743756AA6
      US743756AA66
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-07
      2020-10-07
      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
      0.0016
      35950000.00
      35950000.00
      0.0065
      N
      N
      Y
      N
    
    
      RIDGEFIELD FUNDING COMPANY, LLC
      RIDGEFIELD FUNDING COMPANY, LLC 0.000000%
      76582JK52
      US76582JK527
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-05
      2020-10-05
      2020-10-05
      N
      Y
      
        BNP Paribas
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0011
      34999484.80
      34999484.80
      0.0063
      N
      N
      Y
      N
    
    
      RIDGEFIELD FUNDING COMPANY, LLC
      RIDGEFIELD FUNDING COMPANY, LLC 0.000000%
      76582JL44
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-04
      2020-11-04
      2020-11-04
      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
      49992125.00
      49992125.00
      0.0090
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) 0.440881%
      83050PEX3
      F3JS33DEI6XQ4ZBPTN86
      US83050PEX33
      0000917311
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-16
      2020-10-16
      2020-10-16
      N
      N
      N
      0.0020
      18323423.62
      18323423.62
      0.0033
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) 0.383749%
      83050PHN2
      F3JS33DEI6XQ4ZBPTN86
      US83050PHN24
      0000917311
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-05
      2020-10-05
      2020-10-05
      N
      N
      N
      0.0021
      115000956.80
      115000956.80
      0.0207
      N
      N
      Y
      N
    
    
      SOCIETE GENERALE
      SOCIETE GENERALE 0.000000%
      83369BLC8
      O2RNE8IBXP4R0TD8PU41
      US83369BLC80
      0000865845
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-12
      2020-11-12
      2020-11-12
      N
      N
      N
      0.0009
      12998540.36
      12998540.36
      0.0023
      N
      N
      N
      N
    
    
      STANDARD CHARTERED BANK-NEW YORK BRANCH
      STANDARD CHARTERED BANK-NEW YORK BRANCH 0.290002%
      85325V3Y4
      US85325V3Y45
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-01
      2020-11-16
      2020-11-16
      N
      N
      N
      0.0013
      20004182.60
      20004182.60
      0.0036
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK, LIMITED-SINGAPORE BRANCH
      SUMITOMO MITSUI TRUST BANK, LIMITED-SINGAPORE BRANCH 0.000000%
      86564YKL5
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-20
      2020-10-20
      2020-10-20
      N
      N
      N
      0.0009
      25998642.28
      25998642.28
      0.0047
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORPORATION
      SUMITOMO MITSUI BANKING CORPORATION 0.200000%
      86565CNM7
      5U0XI89JRFVHWIBS4F54
      0001158084
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-04
      2020-11-04
      2020-11-04
      N
      N
      N
      0.0011
      40003614.80
      40003614.80
      0.0072
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB-NEW YORK BRANCH
      SVENSKA HANDELSBANKEN AB-NEW YORK BRANCH 0.430880%
      86959RCU2
      US86959RCU23
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-16
      2020-10-16
      2020-10-16
      N
      N
      N
      0.0019
      36991874.42
      36991874.42
      0.0066
      N
      N
      N
      N
    
    
      TEXAS HEALTH RESOURCES
      TEXAS HEALTH RESOURCES 0.120000%
      87638TCJ0
      54930008C10TUBW7Z611
      US87638TCJ07
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-07
      2020-10-07
      2033-11-15
      Y
      
        TEXAS HEALTH RESOURCES
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0012
      15000000.00
      15000000.00
      0.0027
      N
      N
      Y
      N
    
    
      STATE OF TEXAS
      STATE OF TEXAS 0.130000%
      882722Q53
      549300X9CH74QB747L76
      US882722Q534
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2020-10-07
      2020-10-07
      2042-06-01
      Y
      
        FEDERAL HOME LOAN BANK OF DALLAS
        1.0000
        7
        Y
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        FEDERAL HOME LOAN BANK OF DALLAS
        Liquidity/Partial C/E
        1.0000
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0013
      22735000.00
      22735000.00
      0.0041
      N
      N
      Y
      N
    
    
      STATE OF TEXAS
      STATE OF TEXAS 0.099999%
      882724LX3
      549300X9CH74QB747L76
      US882724LX38
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2020-10-07
      2020-10-07
      2050-06-01
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0010
      52000000.00
      52000000.00
      0.0093
      N
      N
      Y
      N
    
    
      THUNDER BAY FUNDING, LLC
      THUNDER BAY FUNDING, LLC 0.000000%
      88602TKN2
      US88602TKN27
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-22
      2020-10-22
      2020-10-22
      N
      N
      Y
      
        Royal Bank of Canada
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0012
      14998945.80
      14998945.80
      0.0027
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (THE)
      TORONTO-DOMINION BANK (THE) 0.000000%
      89119AK98
      PT3QB789TSUIDF371261
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-09
      2020-10-09
      2020-10-09
      N
      N
      N
      0.0009
      49998837.50
      49998837.50
      0.0090
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORPORATION
      TOYOTA MOTOR CREDIT CORPORATION 0.479999%
      89236TGP4
      Z2VZBHUMB7PWWJ63I008
      US89236TGP49
      0000834071
      Other Instrument
      Medium Term Note
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-01
      2020-10-23
      2020-10-23
      N
      N
      N
      0.0010
      65014077.05
      65014077.05
      0.0117
      N
      N
      N
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      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+
      
      2020-10-07
      2020-10-07
      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
      0.0013
      10000000.00
      10000000.00
      0.0018
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      90376PBA8
      549300IDY55XMYWXSD28
      US90376PBA84
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-07
      2020-10-07
      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
      0.0013
      2000000.00
      2000000.00
      0.0004
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      90376PBG5
      549300IDY55XMYWXSD28
      US90376PBG54
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-07
      2020-10-07
      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
      0.0013
      3000000.00
      3000000.00
      0.0005
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      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+
      
      2020-10-07
      2020-10-07
      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
      0.0013
      5500000.00
      5500000.00
      0.0010
      N
      N
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127962F5
      254900HROIFWPRGM1V77
      US9127962F58
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-25
      2021-03-25
      2021-03-25
      N
      N
      N
      0.0011
      94950355.85
      94950355.85
      0.0171
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127962S7
      254900HROIFWPRGM1V77
      US9127962S79
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-22
      2020-10-22
      2020-10-22
      N
      N
      N
      0.0008
      142793127.04
      142793127.04
      0.0257
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127962T5
      254900HROIFWPRGM1V77
      US9127962T52
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-29
      2020-10-29
      2020-10-29
      N
      N
      N
      0.0009
      58645780.72
      58645780.72
      0.0105
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127962Z1
      254900HROIFWPRGM1V77
      US9127962Z13
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-12
      2020-11-12
      2020-11-12
      N
      N
      N
      0.0009
      237374726.40
      237374726.40
      0.0427
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963A5
      254900HROIFWPRGM1V77
      US9127963A52
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-19
      2020-11-19
      2020-11-19
      N
      N
      N
      0.0009
      117805567.05
      117805567.05
      0.0212
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963B3
      254900HROIFWPRGM1V77
      US9127963B36
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-27
      2020-11-27
      2020-11-27
      N
      N
      N
      0.0010
      85487139.09
      85487139.09
      0.0154
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963K3
      254900HROIFWPRGM1V77
      US9127963K35
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-17
      2020-12-17
      2020-12-17
      N
      N
      N
      0.0009
      27794499.77
      27794499.77
      0.0050
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963L1
      254900HROIFWPRGM1V77
      US9127963L18
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-24
      2020-12-24
      2020-12-24
      N
      N
      N
      0.0010
      245342740.82
      245342740.82
      0.0441
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963U1
      254900HROIFWPRGM1V77
      US9127963U17
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-14
      2021-01-14
      2021-01-14
      N
      N
      N
      0.0010
      4398700.64
      4398700.64
      0.0008
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963V9
      254900HROIFWPRGM1V77
      US9127963V99
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-21
      2021-01-21
      2021-01-21
      N
      N
      N
      0.0010
      12396045.76
      12396045.76
      0.0022
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963W7
      254900HROIFWPRGM1V77
      US9127963W72
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-04
      2021-02-04
      2021-02-04
      N
      N
      N
      0.0010
      4998206.25
      4998206.25
      0.0009
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964D8
      254900HROIFWPRGM1V77
      US9127964D82
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-18
      2021-02-18
      2021-02-18
      N
      N
      N
      0.0010
      33387011.07
      33387011.07
      0.0060
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964F3
      254900HROIFWPRGM1V77
      US9127964F31
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-04
      2021-03-04
      2021-03-04
      N
      N
      N
      0.0010
      8396406.65
      8396406.65
      0.0015
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964J5
      254900HROIFWPRGM1V77
      US9127964J52
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-20
      2020-10-20
      2020-10-20
      N
      N
      N
      0.0008
      48898064.54
      48898064.54
      0.0088
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964K2
      254900HROIFWPRGM1V77
      US9127964K26
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-27
      2020-10-27
      2020-10-27
      N
      N
      N
      0.0008
      49997.20
      49997.20
      0.0000
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964M8
      254900HROIFWPRGM1V77
      US9127964M81
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-11
      2021-03-11
      2021-03-11
      N
      N
      N
      0.0010
      29486477.20
      29486477.20
      0.0053
      N
      Y
      Y
      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
      0.0011
      57967012.50
      57967012.50
      0.0104
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964Q9
      254900HROIFWPRGM1V77
      US9127964Q95
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-03
      2020-11-03
      2020-11-03
      N
      N
      N
      0.0009
      20898227.89
      20898227.89
      0.0038
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964R7
      254900HROIFWPRGM1V77
      US9127964R78
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-10
      2020-11-10
      2020-11-10
      N
      N
      N
      0.0008
      2499784.73
      2499784.73
      0.0004
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964T3
      254900HROIFWPRGM1V77
      US9127964T35
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-24
      2020-11-24
      2020-11-24
      N
      N
      N
      0.0009
      113590589.28
      113590589.28
      0.0204
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127965B1
      254900HROIFWPRGM1V77
      US9127965B18
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-08
      2020-12-08
      2020-12-08
      N
      N
      N
      0.0014
      165656182.29
      165656182.29
      0.0298
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127965F2
      254900HROIFWPRGM1V77
      US9127965F22
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-29
      2020-12-29
      2020-12-29
      N
      N
      N
      0.0009
      2559430.40
      2559430.40
      0.0005
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796A58
      254900HROIFWPRGM1V77
      US912796A585
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-05
      2021-01-05
      2021-01-05
      N
      N
      N
      0.0010
      17695516.06
      17695516.06
      0.0032
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796A66
      254900HROIFWPRGM1V77
      US912796A668
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-12
      2021-01-12
      2021-01-12
      N
      N
      N
      0.0008
      43490665.77
      43490665.77
      0.0078
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796A74
      254900HROIFWPRGM1V77
      US912796A742
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-19
      2021-01-19
      2021-01-19
      N
      N
      N
      0.0011
      68677958.98
      68677958.98
      0.0123
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796A82
      254900HROIFWPRGM1V77
      US912796A825
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-26
      2021-01-26
      2021-01-26
      N
      N
      N
      0.0013
      78668028.13
      78668028.13
      0.0141
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796B65
      254900HROIFWPRGM1V77
      US912796B658
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-02
      2021-02-02
      2021-02-02
      N
      N
      N
      0.0010
      9296956.85
      9296956.85
      0.0017
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796B99
      254900HROIFWPRGM1V77
      US912796B997
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-23
      2021-02-23
      2021-02-23
      N
      N
      N
      0.0010
      1999194.44
      1999194.44
      0.0004
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C23
      254900HROIFWPRGM1V77
      US912796C235
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-02
      2021-03-02
      2021-03-02
      N
      N
      N
      0.0010
      73369009.05
      73369009.05
      0.0132
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C72
      254900HROIFWPRGM1V77
      US912796C722
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-09
      2021-03-09
      2021-03-09
      N
      N
      N
      0.0010
      54975295.65
      54975295.65
      0.0099
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796TP4
      254900HROIFWPRGM1V77
      US912796TP46
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-05
      2020-11-05
      2020-11-05
      N
      N
      N
      0.0009
      140643034.48
      140643034.48
      0.0253
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796TU3
      254900HROIFWPRGM1V77
      US912796TU31
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-03
      2020-12-03
      2020-12-03
      N
      N
      N
      0.0010
      10898187.88
      10898187.88
      0.0020
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796TY5
      254900HROIFWPRGM1V77
      US912796TY52
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-31
      2020-12-31
      2020-12-31
      N
      N
      N
      0.0010
      59285384.92
      59285384.92
      0.0107
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.625000%
      9128282Z2
      254900HROIFWPRGM1V77
      US9128282Z22
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-15
      2020-10-15
      2020-10-15
      N
      N
      N
      0.0010
      8104722.46
      8104722.46
      0.0015
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.375000%
      912828L99
      254900HROIFWPRGM1V77
      US912828L997
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-31
      2020-10-31
      2020-10-31
      N
      N
      N
      0.0010
      1401454.39
      1401454.39
      0.0003
      N
      Y
      Y
      N
    
    
      REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE)
      REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) 0.120000%
      91412GEX9
      RRR42I7GG51DB5HDQR14
      US91412GEX97
      0000315054
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-07
      2020-10-07
      2041-07-01
      Y
      
        REGENTS OF THE UNIVERSITY OF CAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0012
      35025000.00
      35025000.00
      0.0063
      N
      N
      Y
      N
    
    
      UNIVERSITY OF COLORADO HOSPITAL AUTHORITY
      UNIVERSITY OF COLORADO HOSPITAL AUTHORITY 0.120000%
      914183BQ0
      GQ60RLZ5ZEBY2J9KLI75
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-07
      2020-10-07
      2049-11-15
      Y
      
        UNIVERSITY OF COLORADO HOSPITAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0012
      25000000.00
      25000000.00
      0.0045
      N
      N
      Y
      N
    
    
      EXXON MOBIL CORPORATION
      EXXON MOBIL CORPORATION 0.130000%
      919061BU4
      J3WHBG0MTS7O8ZVMDC91
      US919061BU42
      0000034088
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-01
      2020-10-01
      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
      0.0013
      135000.00
      135000.00
      0.0000
      N
      Y
      Y
      N
    
    
      VERSAILLES COMMERCIAL PAPER LLC
      VERSAILLES COMMERCIAL PAPER LLC 0.000000%
      92512LK67
      US92512LK678
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-06
      2020-10-06
      2020-10-06
      N
      Y
      
        NATIXIS
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0019
      14999527.50
      14999527.50
      0.0027
      N
      N
      Y
      N
    
    
      VERSAILLES COMMERCIAL PAPER LLC
      VERSAILLES COMMERCIAL PAPER LLC 0.000000%
      92512LK75
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-07
      2020-10-07
      2020-10-07
      N
      Y
      
        NATIXIS
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0020
      9999611.10
      9999611.10
      0.0018
      N
      N
      Y
      N
    
    
      PROVIDENCE ST. JOSEPH HEALTH
      PROVIDENCE ST. JOSEPH HEALTH 0.120000%
      93978HGF6
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-07
      2020-10-07
      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
      17740000.00
      17740000.00
      0.0032
      N
      N
      Y
      N
    
    
      PROVIDENCE ST. JOSEPH HEALTH
      PROVIDENCE ST. JOSEPH HEALTH 0.120000%
      93978HGG4
      US93978HGG48
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-07
      2020-10-07
      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
      8550000.00
      8550000.00
      0.0015
      N
      N
      Y
      N
    
    
      WESTPAC BANKING CORPORATION
      WESTPAC BANKING CORPORATION 0.398250%
      9612C4H79
      EN5TNI6CI43VEPAMHL14
      US9612C4H799
      0000719245
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-30
      2020-10-30
      2020-10-30
      N
      N
      N
      0.0019
      60007926.00
      60007926.00
      0.0108
      N
      N
      N
      N
    
    
      WELLS FARGO SECURITIES, LLC
      WELLS FARGO SECURITIES, LLC 0.230000%
      VYVVCKR63DVZZN70PB21
      0001224385
      TPR037CB9779157Wel
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          B A T INTL FIN DISC COML PAPER
          
            2020-11-02
          
          0.00
          910578.00
          910412.00
          Money Market
        
        
          Bank of the West
          QOT5WN9RBKQTFRVKEV31
          
            2022-12-05
          
          0.00
          2149463.00
          2871253.00
          Money Market
        
        
          COOPERATIEVE RABOBANK U.A.
          DG3RU1DBUFHT4ZF9WN62
          
            2020-12-09
          
          0.421750
          2501714.00
          2503430.00
          Money Market
        
        
          DNB BANK ASA
          549300GKFG0RYRRQ1414
          
            2021-05-05
          
          0.449000
          3494414.00
          3500000.00
          Money Market
        
        
          ENABLE MIDSTREAM PARTNERS LP
          
            2020-10-26
          
          0.00
          3501158.00
          3499999.00
          Money Market
        
        
          ENABLE MIDSTREAM PARTNERS LP
          
            2020-11-10
          
          0.00
          1000000.00
          999477.00
          Money Market
        
        
          ENABLE MIDSTREAM PARTNERS LP
          
            2021-01-05
          
          0.00
          3504570.00
          3500000.00
          Money Market
        
        
          FMC TECHNOLOGIES INC
          
            2020-11-23
          
          0.00
          3501106.00
          3500000.00
          Money Market
        
        
          FMC TECHNOLOGIES INC
          
            2020-12-01
          
          0.00
          3501299.00
          3500000.00
          Money Market
        
        
          FMC TECHNOLOGIES INC
          
            2020-12-03
          
          0.00
          3501348.00
          3500000.00
          Money Market
        
        
          FMC TECHNOLOGIES INC
          
            2020-12-17
          
          0.00
          3501712.00
          3500000.00
          Money Market
        
        
          GENERAL MTRS FINL CO INC
          
            2020-10-20
          
          0.00
          3217000.00
          3215433.00
          Money Market
        
        
          GENERAL MTRS FINL CO INC
          
            2021-01-28
          
          0.00
          3510915.00
          3500000.00
          Money Market
        
        
          HYUNDAI CAP AMER INC
          
            2021-01-04
          
          0.00
          3504145.00
          3500000.00
          Money Market
        
        
          HYUNDAI CAP AMER INC
          
            2021-01-05
          
          0.00
          3504205.00
          3500000.00
          Money Market
        
        
          LLOYDS BANK CORPORATE MARKETS PLC
          213800MBWEIJDM5CU638
          
            2021-09-15
          
          0.350380
          3499489.00
          3500000.00
          Money Market
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-01-07
          
          0.00
          3501992.00
          3499999.00
          Money Market
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-01-08
          
          0.00
          3502024.00
          3500000.00
          Money Market
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-01-11
          
          0.00
          3502094.00
          3500000.00
          Money Market
        
        
          SUMITOMO MITSUI BANKING CORPORATION
          5U0XI89JRFVHWIBS4F54
          
            2020-12-23
          
          0.323250
          3498730.00
          3500000.00
          Money Market
        
        
          Sumitomo Mitsui Banking Corporation, New York Branch
          549300MS3WYYVQ4HXM15
          
            2021-02-22
          
          0.278250
          3499085.00
          3500000.00
          Money Market
        
        
          WASTE MGMT INC
          
            2021-09-20
          
          0.00
          3512469.00
          3500000.00
          Money Market
        
        
          WOORI BK KOREA CD 0.3%21
          
            2021-03-15
          
          0.00
          3499965.00
          3500000.00
          Money Market
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-02
      2020-10-02
      2020-10-02
      N
      N
      N
      0.0023
      70000000.00
      70000000.00
      0.0126
      N
      N
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.250000%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR037DFE779157MUF
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          ANGI Homeservices Inc.
          5493003ENY577E6SZL06
          
            2020-09-30
          
          0.00
          0.00
          349048.00
          Equities
        
        
          ACAMAR PARTNERS ACQSITION CORP CL A
          
            2020-09-30
          
          0.00
          0.00
          273980.00
          Equities
        
        
          Acorda Therapeutics, Inc.
          5493007NPB5YRM8QGL53
          
            2024-12-01
          
          6.000000
          0.00
          5.00
          Equities
        
        
          ANTERO RESOURCES CORPORATION
          APVBKPOULHUX7YZLKU17
          
            2020-09-30
          
          0.00
          0.00
          436814.00
          Equities
        
        
          Chegg, Inc.
          549300AKX7O8JG0O3G77
          
            2025-03-15
          
          0.125000
          0.00
          474100.00
          Equities
        
        
          CHENIERE ENERGY PARTNERS, L.P.
          5493005UEC8AZ34LDV29
          
            2020-09-30
          
          0.00
          0.00
          31302.00
          Equities
        
        
          CHURCHILL CAP CORP III COM
          
            2020-09-30
          
          0.00
          0.00
          8999906.00
          Equities
        
        
          Citigroup Inc.
          6SHGI4ZSSLCXXQSBB395
          
            2049-01-01
          
          6.300000
          0.00
          190402.00
          Equities
        
        
          CONYERS PK II ACQUISITION CORP COM CL A
          
            2020-09-30
          
          0.00
          0.00
          2346757.00
          Equities
        
        
          CRESCENT ACQUISITION CORPCOM CL A
          
            2020-09-30
          
          0.00
          0.00
          123098.00
          Equities
        
        
          CyberArk Software Ltd.
          529900YEXNDM894PWS93
          
            2024-11-15
          
          0.00
          0.00
          408258.00
          Equities
        
        
          ENVIVA PARTNERS, LP
          549300WH5VXDEFM5KR81
          
            2020-09-30
          
          0.00
          0.00
          586350.00
          Equities
        
        
          ETSY, INC.
          54930089Q7XT501AEA40
          
            2027-09-01
          
          0.125000
          0.00
          353844.00
          Equities
        
        
          FINSERV ACQUISITION CORP CL A
          
            2020-09-30
          
          0.00
          0.00
          1980223.00
          Equities
        
        
          First Trust Exchange-Traded Fund VII - First Trust Alternative Absolute Return Strategy ETF
          549300WHPXXR83TGJA80
          
            2020-09-30
          
          0.00
          0.00
          502601.00
          Equities
        
        
          GIGCAPITAL2, INC.
          549300OSKGXG2OH2XE50
          
            2020-09-30
          
          0.00
          0.00
          359744.00
          Equities
        
        
          HENNESSY CAP ACQUSTION CORP IV CL A COM
          
            2020-09-30
          
          0.00
          0.00
          817644.00
          Equities
        
        
          HOLLY ENERGY PARTNERS, L.P.
          529900NVV7ODCT0QCG29
          
            2020-09-30
          
          0.00
          0.00
          1105770.00
          Equities
        
        
          HOWMET AEROSPACE INC.
          549300HO5WFZUT5N2T22
          
            2020-09-30
          
          0.00
          0.00
          6148420.00
          Equities
        
        
          Invesco Exchange-Traded Self-Indexed Fund Trust - Invesco BulletShares 2025 High Yield Corporate Bond ETF
          5493003HZTJG8FUBIK93
          
            2020-09-30
          
          0.00
          0.00
          1397526.00
          Equities
        
        
          IRONWOOD PHARMACEUTICALS, INC.
          549300PC8MR6QHH6P296
          
            2024-06-15
          
          0.750000
          0.00
          233160.00
          Equities
        
        
          iSHARES TRUST - iShares Short Treasury Bond ETF
          549300F8ZJ4IZLOOBP30
          
            2020-09-30
          
          0.00
          0.00
          573921.00
          Equities
        
        
          ISHARES SILVER TRUST
          549300K2C2CG14B0ZA09
          
            2020-09-30
          
          0.00
          0.00
          810000.00
          Equities
        
        
          JUNIPER INDL HLDGS INC COM CL A
          
            2020-09-30
          
          0.00
          0.00
          11.00
          Equities
        
        
          LANDMARK INFRASTRUCTURE PARTNERS LP
          549300I3H10A778Y4H45
          
            2020-09-30
          
          0.00
          0.00
          60190.00
          Equities
        
        
          Livent Corporation
          254900OOLQ2VNMZTJL47
          
            2025-07-15
          
          4.125000
          0.00
          590564.00
          Equities
        
        
          MPLX LP
          5493000CZJ19CK4P3G36
          
            2020-09-30
          
          0.00
          0.00
          341744.00
          Equities
        
        
          MAGELLAN MIDSTREAM PARTNERS, L.P.
          MZF5TI8NFVZZNUSKDL39
          
            2020-09-30
          
          0.00
          0.00
          1528620.00
          Equities
        
        
          MERIDA MERGER CORP I COM
          
            2020-09-30
          
          0.00
          0.00
          213840.00
          Equities
        
        
          MONOCLE ACQUISITION CORP COM
          
            2020-09-30
          
          0.00
          0.00
          1633280.00
          Equities
        
        
          MONSTER BEVERAGE CORPORATION
          52990090AP0E7HCB6F33
          
            2020-09-30
          
          0.00
          0.00
          7979.00
          Equities
        
        
          NETFLIX, INC.
          549300Y7VHGU0I7CE873
          
            2020-09-30
          
          0.00
          0.00
          394784.00
          Equities
        
        
          NETGEAR, INC.
          54930067KX3UNRHDWA78
          
            2020-09-30
          
          0.00
          0.00
          210868.00
          Equities
        
        
          NEW PROVIDENCE ACQUISITION COM CL A
          
            2020-09-30
          
          0.00
          0.00
          2028000.00
          Equities
        
        
          NEXTERA ENERGY PARTNERS, LP
          5493008F4ZOQFNG3WN54
          
            2020-09-30
          
          0.00
          0.00
          283344.00
          Equities
        
        
          OCCIDENTAL PETROLEUM CORPORATION
          IM7X0T3ECJW4C1T7ON55
          
            2020-09-30
          
          0.00
          0.00
          329670.00
          Equities
        
        
          OMNICELL, INC.
          5493008RH0GTKHHPZI77
          
            2025-09-15
          
          0.250000
          0.00
          1073877.00
          Equities
        
        
          PIMCO ETF Trust - PIMCO Active Bond Exchange-Traded Fund
          WFXVQL1P1SLFR2PGV620
          
            2020-09-30
          
          0.00
          0.00
          3139029.00
          Equities
        
        
          PLAINS ALL AMERICAN PIPELINE, L.P.
          5521FA2ITF25TVH63740
          
            2020-09-30
          
          0.00
          0.00
          1443420.00
          Equities
        
        
          PLAINS GP HOLDINGS, L.P.
          549300O56BSKRD8FAM12
          
            2020-09-30
          
          0.00
          0.00
          65988.00
          Equities
        
        
          PROPTECH ACQUISITION CORPCOM CL A
          
            2020-09-30
          
          0.00
          0.00
          1138200.00
          Equities
        
        
          RBC BEARINGS INC COM
          
            2020-09-30
          
          0.00
          0.00
          48756.00
          Equities
        
        
          RETROPHIN INCCOM
          
            2020-09-30
          
          0.00
          0.00
          61446.00
          Equities
        
        
          SPDR SERIES TRUST - SPDR(R) S&P(R) Oil & Gas Exploration & Production ETF
          5493001H1FSSB667C124
          
            2020-09-30
          
          0.00
          0.00
          742875.00
          Equities
        
        
          THE CHARLES SCHWAB CORPORATION
          549300VSGCJ7E698NM85
          
            2049-01-01
          
          5.950000
          0.00
          257.00
          Equities
        
        
          THE SELECT SECTOR SPDR TRUST - The Energy Select Sector SPDR Fund
          54930064FLK0RD4TRU75
          
            2020-09-30
          
          0.00
          0.00
          1312177.00
          Equities
        
        
          SERVICENOW, INC.
          549300HJTQM36M0E1G39
          
            2020-09-30
          
          0.00
          0.00
          1854324.00
          Equities
        
        
          Snap Inc.
          549300JNC0L6VP8A2Q35
          
            2020-09-30
          
          0.00
          0.00
          286.00
          Equities
        
        
          Snap Inc.
          549300JNC0L6VP8A2Q35
          
            2026-08-01
          
          0.750000
          0.00
          137686.00
          Equities
        
        
          SOUTH MOUNTAIN MERGER CORP.
          549300K51KDPS5MBVB54
          
            2020-09-30
          
          0.00
          0.00
          130500.00
          Equities
        
        
          STABLE RD ACQUISITION CORP COM CL A
          
            2020-09-30
          
          0.00
          0.00
          951792.00
          Equities
        
        
          TEGNA INC.
          549300YC5EDBGX85AO10
          
            2020-09-30
          
          0.00
          0.00
          664392.00
          Equities
        
        
          3M COMPANY
          LUZQVYP4VS22CLWDAR65
          
            2020-09-30
          
          0.00
          0.00
          7862652.00
          Equities
        
        
          TIFFANY & CO.
          549300EJG9IEYQL5XT21
          
            2020-09-30
          
          0.00
          0.00
          3376760.00
          Equities
        
        
          VERRA MOBILITY CORPCOM
          
            2020-09-30
          
          0.00
          0.00
          18306.00
          Equities
        
        
          VIACOMCBS INC.
          5KYC8KF17ROCY24M3H09
          
            2020-09-30
          
          0.00
          0.00
          1882400.00
          Equities
        
        
          WIX.COM LTD
          5493008P6N29Q1AG9464
          
            2025-08-15
          
          0.00
          0.00
          1361034.00
          Equities
        
        
          WYNDHAM HOTELS & RESORTS, INC.
          549300FE3MQ4RVXXC673
          
            2020-09-30
          
          0.00
          0.00
          40448.00
          Equities
        
        
          JOYY Inc.
          549300N6CHVU5CQZPW24
          
            2026-06-15
          
          1.375000
          0.00
          130952.00
          Equities
        
        
          ZENDESK, INC.
          549300SLI6BN94BKKO36
          
            2020-09-30
          
          0.00
          0.00
          10180.00
          Equities
        
        
          Zillow Group, Inc.
          2549002XEELQDIR6FU05
          
            2020-09-30
          
          0.00
          0.00
          7340636.00
          Equities
        
        
          Zillow Group, Inc.
          2549002XEELQDIR6FU05
          
            2020-09-30
          
          0.00
          0.00
          507100.00
          Equities
        
        
          ZOOM VIDEO COMMUNICATIONS, INC.
          549300T9GCHU0ODOM055
          
            2020-09-30
          
          0.00
          0.00
          6982500.00
          Equities
        
        
          ZYNGA INCCL A
          
            2020-09-30
          
          0.00
          0.00
          584592.00
          Equities
        
        
          Argo Group International Holdings, Ltd.
          549300M4T8Y5TTWI6O03
          
            2020-09-30
          
          0.00
          0.00
          5659718.00
          Equities
        
        
          EAST STONE ACQUISITION CORPSHS
          
            2020-09-30
          
          0.00
          0.00
          966288.00
          Equities
        
        
          THUNDER BRDG ACQUISTION II LTD CL A SHS
          
            2020-09-30
          
          0.00
          0.00
          2210464.00
          Equities
        
        
          CRISPR Therapeutics AG
          506700O6IRRIQLT3W370
          
            2020-09-30
          
          0.00
          0.00
          59493.00
          Equities
        
        
          Kornit Digital Ltd.
          5299006DPCQWP3VTFK34
          
            2020-09-30
          
          0.00
          0.00
          153288.00
          Equities
        
        
          RADWARE LTDORD
          
            2020-09-30
          
          0.00
          0.00
          202376.00
          Equities
        
        
          NXP Semiconductors N.V.
          724500M9BY5293JDF951
          
            2020-09-30
          
          0.00
          0.00
          8999923.00
          Equities
        
        
          AZURE PWR GLOBAL LTD SHS
          
            2020-09-30
          
          0.00
          0.00
          47385.00
          Equities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-01
      2020-10-01
      2020-10-01
      N
      N
      N
      0.0025
      90000274.50
      90000274.50
      0.0162
      N
      Y
      Y
      N
    
    
      SCOTIA CAPITAL (USA) INC.
      SCOTIA CAPITAL (USA) INC. 0.330000%
      549300BLWPABP1VNME36
      0000064241
      TPR037DFF779157SCO
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2055-09-15
          
          3.550000
          26592.00
          25714.00
          Corporate Debt Securities
        
        
          ALBERTSONS COS/SAFEWAY
          
            2023-02-15
          
          3.500000
          1337464.00
          1357359.00
          Corporate Debt Securities
        
        
          APEX TOOL / BC MOUNTAIN
          
            2023-02-15
          
          9.000000
          15989.00
          15010.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2021-05-06
          
          2.850000
          1529000.00
          1570390.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2021-02-23
          
          2.250000
          618000.00
          623564.00
          Corporate Debt Securities
        
        
          PETSMART INC
          
            2023-03-15
          
          7.125000
          2144000.00
          2166445.00
          Corporate Debt Securities
        
        
          Aruba Investments, Inc.
          549300CH22U9L3I13F89
          
            2023-02-15
          
          8.750000
          2085000.00
          2128655.00
          Corporate Debt Securities
        
        
          AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
          JHE42UYNWWTJB8YTTU19
          
            2022-11-21
          
          0.736880
          3.00
          3.00
          Corporate Debt Securities
        
        
          B.A.T CAPITAL CORPORATION
          2138005GYEXN7XRHFA84
          
            2040-09-25
          
          3.734000
          260.00
          262.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-09-15
          
          1.850000
          1889000.00
          1913653.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-08-13
          
          3.400000
          1211662.00
          1247138.00
          Corporate Debt Securities
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2041-06-19
          
          2.676000
          815000.00
          834648.00
          Corporate Debt Securities
        
        
          CVS Health Corporation
          549300EJG376EN5NQE29
          
            2050-04-01
          
          4.250000
          50.00
          60.00
          Corporate Debt Securities
        
        
          CALPINE CORPORATION
          43R4VPJBXTU2O15HEF41
          
            2028-02-15
          
          4.500000
          250.00
          256.00
          Corporate Debt Securities
        
        
          CALUMET SPECIALTY PROD
          
            2023-04-15
          
          7.750000
          2268000.00
          2116091.00
          Corporate Debt Securities
        
        
          Cincinnati Bell Inc.
          549300JYVZOCUJOHL272
          
            2025-10-15
          
          8.000000
          93.00
          102.00
          Corporate Debt Securities
        
        
          CENTENE CORPORATION
          549300Z7JJ4TQSQGT333
          
            2022-05-15
          
          4.750000
          2127000.00
          2192538.00
          Corporate Debt Securities
        
        
          CHANGE HEALTH / FIN INC
          
            2025-03-01
          
          5.750000
          1883000.00
          1896429.00
          Corporate Debt Securities
        
        
          CHARTER COMM OPT LLC/CAP
          
            2028-02-15
          
          3.750000
          19931.00
          22176.00
          Corporate Debt Securities
        
        
          CISCO SYSTEMS, INC.
          8E6NF1YAL0WT6CWXXV93
          
            2021-09-20
          
          1.850000
          12000.00
          12177.00
          Corporate Debt Securities
        
        
          CITGO Petroleum Corporation
          YX52P86PXMLYDOTUQ225
          
            2025-06-15
          
          7.000000
          2152598.00
          2147934.00
          Corporate Debt Securities
        
        
          CORECIVIC, INC.
          529900JFA3K6PTLT8B15
          
            2027-10-15
          
          4.750000
          761007.00
          664329.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-11-12
          
          2.100000
          1110.00
          1141.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2022-02-04
          
          0.530430
          99.00
          99.00
          Corporate Debt Securities
        
        
          Deutsche Bank Aktiengesellschaft
          7LTWFZYICNSX8D621K86
          
            2099-12-31
          
          7.500000
          1400000.00
          1365189.00
          Corporate Debt Securities
        
        
          EXPEDIA GROUP INC
          
            2025-05-01
          
          7.000000
          173133.00
          191301.00
          Corporate Debt Securities
        
        
          FIVE POINT OP CO LP/FIVE
          
            2025-11-15
          
          7.875000
          2098947.00
          2137360.00
          Corporate Debt Securities
        
        
          Gateway Casinos & Entertainment Limited
          549300AK9XBIDV7T6V58
          
            2024-03-01
          
          8.250000
          45000.00
          38774.00
          Corporate Debt Securities
        
        
          GRAHAM PACKAGING/GPC CAP
          
            2028-08-15
          
          7.125000
          21898.00
          23044.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2022-08-19
          
          0.483000
          35296.00
          35376.00
          Corporate Debt Securities
        
        
          ING BANK N.V.
          3TK20IVIUJ8J3ZU0QE75
          
            2021-06-09
          
          5.000000
          1146000.00
          1199893.00
          Corporate Debt Securities
        
        
          IRON MOUNTAIN INCORPORATED
          SQL3F6CKNNBM3SQGHX24
          
            2029-09-15
          
          4.875000
          88330.00
          89834.00
          Corporate Debt Securities
        
        
          KANSAS CITY SOUTHERN
          5493008C12PZMWP3WY03
          
            2045-08-15
          
          4.950000
          1875000.00
          2137758.00
          Corporate Debt Securities
        
        
          L BRANDS, INC.
          GR3KVMWVCR54YWQNXU90
          
            2025-07-01
          
          9.375000
          10.00
          12.00
          Corporate Debt Securities
        
        
          LPL Holdings, Inc.
          549300Z5YF8CCRMYUL26
          
            2027-11-15
          
          4.625000
          2129744.00
          2177330.00
          Corporate Debt Securities
        
        
          L BRANDS, INC.
          GR3KVMWVCR54YWQNXU90
          
            2021-04-01
          
          6.625000
          188000.00
          199570.00
          Corporate Debt Securities
        
        
          NATIONAL AUSTRALIA BANK LIMITED
          F8SB4JFBSYQFRQEH3Z21
          
            2023-04-12
          
          0.866250
          190995.00
          192685.00
          Corporate Debt Securities
        
        
          NEWFIELD EXPLORATION COMPANY
          T8W3X1PFLPW2YE0UIP44
          
            2024-07-01
          
          5.625000
          507000.00
          503191.00
          Corporate Debt Securities
        
        
          PBF HOLDING CO LLC
          
            2025-05-15
          
          9.250000
          21120.00
          22391.00
          Corporate Debt Securities
        
        
          PNC Bank, National Association
          AD6GFRVSDT01YPT1CS68
          
            2023-02-24
          
          0.581130
          964164.00
          965829.00
          Corporate Debt Securities
        
        
          PACIFIC GAS AND ELECTRIC COMPANY
          1HNPXZSMMB7HMBMVBS46
          
            2027-12-01
          
          3.300000
          100000.00
          103263.00
          Corporate Debt Securities
        
        
          Peabody Energy Corporation
          EJCO258LNNVSKAR2JX59
          
            2022-03-31
          
          6.000000
          2200000.00
          1430000.00
          Corporate Debt Securities
        
        
          Peabody Energy Corporation
          EJCO258LNNVSKAR2JX59
          
            2025-03-31
          
          6.375000
          1015000.00
          466900.00
          Corporate Debt Securities
        
        
          PETROLEOS MEXICANOS
          549300CAZKPF4HKMPX17
          
            2027-09-15
          
          9.500000
          4013000.00
          4268862.00
          Other Instrument
          SOVEREIGN DEBT
        
        
          THE PROCTER & GAMBLE COMPANY
          2572IBTT8CCZW6AU4141
          
            2021-02-02
          
          1.850000
          2000.00
          2017.00
          Corporate Debt Securities
        
        
          RAYONIER A.M. PRODUCTS INC.
          549300ZGRDDK1QM6MM16
          
            2024-06-01
          
          5.500000
          78000.00
          54068.00
          Corporate Debt Securities
        
        
          Rite Aid Corporation
          529900W353T1JY1DKT44
          
            2027-02-15
          
          7.700000
          45000.00
          37308.00
          Corporate Debt Securities
        
        
          Roche Holdings, Inc.
          PVJRP0EQNV6OGDPZGY95
          
            2022-01-28
          
          1.750000
          421000.00
          430099.00
          Corporate Debt Securities
        
        
          SBL HOLDINGS INC
          
            2025-05-13
          
          7.000000
          609480.00
          532770.00
          Corporate Debt Securities
        
        
          Seven & I Holdings Co. Ltd.
          52990037G8JRM3TWGY86
          
            2021-09-17
          
          3.350000
          89880.00
          92058.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-05-10
          
          1.875000
          90000.00
          91529.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2021-09-15
          
          1.700000
          250000.00
          253437.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2022-03-16
          
          2.700000
          430000.00
          444753.00
          Corporate Debt Securities
        
        
          SOLERA LLC / SOLERA FINA
          
            2024-03-01
          
          10.500000
          1973000.00
          2078473.00
          Corporate Debt Securities
        
        
          SUNOCO LP/FINANCE CORP
          
            2023-01-15
          
          4.875000
          2034149.00
          2065976.00
          Corporate Debt Securities
        
        
          TELESAT CANADA/TELESAT L
          
            2027-06-01
          
          4.875000
          434580.00
          442670.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2020-12-01
          
          2.450000
          1493000.00
          1507764.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2022-04-21
          
          1.750000
          803.00
          825.00
          Corporate Debt Securities
        
        
          U.S. BANK NATIONAL ASSOCIATION
          6BYL5QZYBDK8S7L73M02
          
            2022-01-21
          
          1.800000
          135050.00
          137985.00
          Corporate Debt Securities
        
        
          BAUSCH HEALTH COMPANIES INC.
          B3BS7ACMDUWISF18KY76
          
            2024-03-15
          
          7.000000
          2074000.00
          2147454.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2021-06-23
          
          3.125000
          2000.00
          2059.00
          Corporate Debt Securities
        
        
          WELLS FARGO BANK, NATIONAL ASSOCIATION
          KB1H1DSPRFMYMCUFXT09
          
            2022-05-27
          
          2.897000
          25099.00
          25753.00
          Corporate Debt Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-01
      2020-10-01
      2020-10-01
      N
      N
      N
      0.0033
      45000237.15
      45000237.15
      0.0081
      N
      Y
      Y
      N
    
    
      ING FINANCIAL MARKETS LLC
      ING FINANCIAL MARKETS LLC 0.230000%
      KBVRJ5K57JZ3E2AVWX40
      0000877559
      TPR037E037791571IN
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          Federative Republic of Brazil
          254900ZFY40OYEADAP90
          
            2026-04-07
          
          6.000000
          46128041.00
          55000001.00
          Other Instrument
          SOVEREIGN DEBT
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-01
      2020-10-01
      2020-10-01
      N
      N
      N
      0.0023
      50000125.00
      50000125.00
      0.0090
      N
      Y
      Y
      N
    
    
      MIZUHO SECURITIES USA LLC
      MIZUHO SECURITIES USA LLC 0.380000%
      7TK5RJIZDFROZCA6XF66
      0000812291
      TPR037E05779157MIZ
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          2.250000
          1307800.00
          1427559.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-06-30
          
          1.875000
          26747400.00
          29172520.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-01
      2020-10-01
      2020-10-01
      N
      N
      N
      0.0038
      30000199.80
      30000199.80
      0.0054
      N
      Y
      Y
      N
    
    
      RBC CAPITAL MARKETS, LLC
      RBC CAPITAL MARKETS, LLC 0.180000%
      549300LCO2FLSSVFFR64
      0000050916
      TPR037E06779157RBC
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2042-12-15
          
          4.300000
          7000.00
          8039.00
          Corporate Debt Securities
        
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2021-06-01
          
          0.996000
          200000.00
          201056.00
          Corporate Debt Securities
        
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2051-06-01
          
          3.650000
          6000.00
          6156.00
          Corporate Debt Securities
        
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2055-09-15
          
          3.550000
          1920000.00
          1856627.00
          Corporate Debt Securities
        
        
          ABBOTT LABORATORIES
          HQD377W2YR662HK5JX27
          
            2046-11-30
          
          4.900000
          3489000.00
          5046711.00
          Corporate Debt Securities
        
        
          Altria Group, Inc.
          XSGZFLO9YTNO9VCQV219
          
            2025-05-06
          
          2.350000
          3032000.00
          3232082.00
          Corporate Debt Securities
        
        
          AMERICAN HONDA FINANCE CORPORATION
          B6Q2VFHD1797Q7NZ3E43
          
            2022-06-27
          
          2.200000
          635000.00
          658142.00
          Corporate Debt Securities
        
        
          AMERICAN HONDA FINANCE CORPORATION
          B6Q2VFHD1797Q7NZ3E43
          
            2024-09-10
          
          2.150000
          445000.00
          468921.00
          Corporate Debt Securities
        
        
          AMERICAN HONDA FINANCE CORPORATION
          B6Q2VFHD1797Q7NZ3E43
          
            2023-05-10
          
          0.613250
          3405000.00
          3404689.00
          Corporate Debt Securities
        
        
          ANHEUSER-BUSCH CO/INBEV
          
            2046-02-01
          
          4.900000
          4600000.00
          5729855.00
          Corporate Debt Securities
        
        
          ANHEUSER-BUSCH INBEV WORLDWIDE INC.
          549300CRGMZK3K53BF92
          
            2031-01-23
          
          4.900000
          2300000.00
          2943976.00
          Corporate Debt Securities
        
        
          AvalonBay Communities, Inc.
          K9G90K85RBWD2LAGQX17
          
            2025-06-01
          
          3.450000
          550000.00
          616794.00
          Corporate Debt Securities
        
        
          BAE SYSTEMS PLC
          8SVCSVKSGDWMW2QHOH83
          
            2031-02-15
          
          1.900000
          250000.00
          248223.00
          Corporate Debt Securities
        
        
          B.A.T CAPITAL CORPORATION
          2138005GYEXN7XRHFA84
          
            2026-09-06
          
          3.215000
          600000.00
          646802.00
          Corporate Debt Securities
        
        
          B.A.T. INTERNATIONAL FINANCE P.L.C.
          21380041YBGOQDFAC823
          
            2025-06-15
          
          3.950000
          384000.00
          430979.00
          Corporate Debt Securities
        
        
          BHP BILLITON FINANCE (USA) LIMITED
          5493003NUVITP3TMY274
          
            2043-09-30
          
          5.000000
          27000.00
          38167.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2024-04-18
          
          3.150000
          3770000.00
          4111468.00
          Corporate Debt Securities
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2024-08-26
          
          4.200000
          7000.00
          7847.00
          Corporate Debt Securities
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2027-11-25
          
          4.183000
          19000.00
          22032.00
          Corporate Debt Securities
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2023-01-20
          
          3.124000
          465000.00
          482393.00
          Corporate Debt Securities
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2023-04-24
          
          2.881000
          3193000.00
          3341456.00
          Corporate Debt Securities
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2026-02-05
          
          1.019000
          8000.00
          7988.00
          Corporate Debt Securities
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2024-03-05
          
          1.038000
          2500000.00
          2512411.00
          Corporate Debt Securities
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2041-06-19
          
          2.676000
          82000.00
          83977.00
          Corporate Debt Securities
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2025-09-25
          
          0.981000
          30000.00
          29962.00
          Corporate Debt Securities
        
        
          BANK OF MONTREAL
          NQQ6HPCNCCU6TUTQYE16
          
            2024-02-05
          
          3.300000
          5000.00
          5446.00
          Corporate Debt Securities
        
        
          BANK OF MONTREAL
          NQQ6HPCNCCU6TUTQYE16
          
            2024-06-28
          
          2.500000
          20000.00
          21431.00
          Corporate Debt Securities
        
        
          The Bank Of New York Mellon Corporation
          WFLLPEPC7FZXENRZV188
          
            2022-02-07
          
          2.600000
          209000.00
          216074.00
          Corporate Debt Securities
        
        
          BAYER US FINANCE II LLC
          529900XWNEXYNJ3X6T40
          
            2048-06-25
          
          4.875000
          429000.00
          546389.00
          Corporate Debt Securities
        
        
          BELROSE FUNDING TRUST
          
            2030-08-15
          
          2.330000
          1500000.00
          1490728.00
          Corporate Debt Securities
        
        
          BNP PARIBAS
          R0MUWSFPU8MPRO8K5P83
          
            2035-08-12
          
          2.588000
          3000000.00
          2919212.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2050-02-01
          
          3.750000
          2613000.00
          2393915.00
          Corporate Debt Securities
        
        
          BROADCOM CRP /  CAYMN FI
          
            2028-01-15
          
          3.500000
          32000.00
          34880.00
          Corporate Debt Securities
        
        
          CVS Health Corporation
          549300EJG376EN5NQE29
          
            2038-03-25
          
          4.780000
          44000.00
          53486.00
          Corporate Debt Securities
        
        
          CVS Health Corporation
          549300EJG376EN5NQE29
          
            2030-04-01
          
          3.750000
          7754348.00
          8976123.00
          Corporate Debt Securities
        
        
          CAMPBELL SOUP COMPANY
          5493007JDSMX8Z5Z1902
          
            2021-03-15
          
          0.880380
          70000.00
          70156.00
          Corporate Debt Securities
        
        
          CANADIAN NATURAL RESOURCES LIMITED
          549300T15RIMIKZC5Q38
          
            2047-06-01
          
          4.950000
          3500000.00
          4020389.00
          Corporate Debt Securities
        
        
          CAPITAL ONE FINANCIAL CORPORATION
          ZUE8T73ROZOF6FLBAR73
          
            2025-10-29
          
          4.200000
          34000.00
          38240.00
          Corporate Debt Securities
        
        
          CATERPILLAR FINANCIAL SERVICES CORPORATION
          EDBQKYOPJUCJKLOJDE72
          
            2021-03-15
          
          0.480380
          500000.00
          500505.00
          Corporate Debt Securities
        
        
          Citigroup Inc.
          6SHGI4ZSSLCXXQSBB395
          
            2021-12-08
          
          2.900000
          4793000.00
          4968530.00
          Corporate Debt Securities
        
        
          Citigroup Inc.
          6SHGI4ZSSLCXXQSBB395
          
            2024-05-17
          
          1.380130
          8907000.00
          8999961.00
          Corporate Debt Securities
        
        
          Citigroup Inc.
          6SHGI4ZSSLCXXQSBB395
          
            2029-04-23
          
          4.075000
          1000.00
          1173.00
          Corporate Debt Securities
        
        
          Citigroup Inc.
          6SHGI4ZSSLCXXQSBB395
          
            2024-06-01
          
          4.044000
          3000.00
          3285.00
          Corporate Debt Securities
        
        
          Citigroup Inc.
          6SHGI4ZSSLCXXQSBB395
          
            2022-11-04
          
          2.312000
          2650000.00
          2723502.00
          Corporate Debt Securities
        
        
          Comcast Corporation
          51M0QTTNCGUN7KFCFZ59
          
            2021-10-01
          
          0.665130
          100000.00
          100550.00
          Corporate Debt Securities
        
        
          CREDIT AGRICOLE SA
          969500TJ5KRTCJQWXH05
          
            2023-04-24
          
          1.283500
          5800000.00
          5851587.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2024-09-09
          
          3.625000
          2000000.00
          2219149.00
          Corporate Debt Securities
        
        
          JOHN DEERE CAPITAL CORPORATION
          E0KSF7PFQ210NWI8Z391
          
            2022-09-08
          
          0.728000
          240000.00
          241192.00
          Corporate Debt Securities
        
        
          JOHN DEERE CAPITAL CORPORATION
          E0KSF7PFQ210NWI8Z391
          
            2021-01-08
          
          2.350000
          10000.00
          10109.00
          Corporate Debt Securities
        
        
          DELL INT LLC / EMC CORP
          
            2026-06-15
          
          6.020000
          75000.00
          89548.00
          Corporate Debt Securities
        
        
          THE WALT DISNEY COMPANY
          549300GZKULIZ0WOW665
          
            2022-09-15
          
          3.000000
          4100000.00
          4310412.00
          Corporate Debt Securities
        
        
          THE WALT DISNEY COMPANY
          549300GZKULIZ0WOW665
          
            2031-01-13
          
          2.650000
          721000.00
          786247.00
          Corporate Debt Securities
        
        
          EMPOWER FINANCE 2020 LP
          
            2031-03-17
          
          1.776000
          5107000.00
          5111143.00
          Corporate Debt Securities
        
        
          ENERGY TRANSFER OPERATING, L.P.
          5493008K8W3OKZE54J59
          
            2050-05-15
          
          5.000000
          2436000.00
          2284578.00
          Corporate Debt Securities
        
        
          ORANGE
          969500MCOONR8990S771
          
            2031-03-01
          
          9.000000
          20000.00
          33179.00
          Corporate Debt Securities
        
        
          GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY
          549300G6UZOB126GBY72
          
            2035-11-15
          
          4.418000
          800000.00
          857734.00
          Corporate Debt Securities
        
        
          GENERAL ELECTRIC COMPANY
          3C7474T6CDKPR9K6YT90
          
            2040-05-01
          
          4.250000
          2259000.00
          2341595.00
          Corporate Debt Securities
        
        
          GENERAL ELECTRIC COMPANY
          3C7474T6CDKPR9K6YT90
          
            2032-03-15
          
          6.750000
          3000.00
          3773.00
          Corporate Debt Securities
        
        
          GENERAL ELECTRIC COMPANY
          3C7474T6CDKPR9K6YT90
          
            2032-07-15
          
          4.000000
          11000.00
          11051.00
          Corporate Debt Securities
        
        
          GENERAL MOTORS COMPANY
          54930070NSV60J38I987
          
            2045-04-01
          
          5.200000
          24000.00
          26503.00
          Corporate Debt Securities
        
        
          GLAXOSMITHKLINE CAPITAL PLC
          549300U0LV41VX7LEP38
          
            2029-06-01
          
          3.375000
          200000.00
          233325.00
          Corporate Debt Securities
        
        
          GLENCORE FUNDING LLC
          213800STG1QDNBY87K49
          
            2030-09-01
          
          2.500000
          3000000.00
          2918052.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2024-07-08
          
          3.850000
          76000.00
          84068.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2037-08-15
          
          5.000000
          10000.00
          11576.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2023-04-02
          
          1.733880
          10000.00
          10169.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2032-03-15
          
          4.050000
          150000.00
          165249.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2020-12-10
          
          3.000000
          20000.00
          20102.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2022-10-31
          
          2.876000
          40000.00
          41441.00
          Corporate Debt Securities
        
        
          GRAY OAK PIPELINE LLC
          
            2025-10-15
          
          2.600000
          1000000.00
          1004523.00
          Corporate Debt Securities
        
        
          HBOS PLC
          213800RS21X7UUH5QU25
          
            2033-11-01
          
          6.000000
          6635000.00
          8998741.00
          Corporate Debt Securities
        
        
          HOST HOTELS & RESORTS, L.P.
          FXB7X4WXVA8QPMNOGS12
          
            2026-02-01
          
          4.500000
          3600000.00
          3843270.00
          Corporate Debt Securities
        
        
          HYUNDAI CAPITAL AMERICA
          549300RIPPWJB5Z0FK07
          
            2023-09-18
          
          1.250000
          1439861.00
          1438330.00
          Corporate Debt Securities
        
        
          HYUNDAI CAPITAL AMERICA
          549300RIPPWJB5Z0FK07
          
            2030-04-08
          
          6.375000
          1100000.00
          1445285.00
          Corporate Debt Securities
        
        
          INTERCONTINENTAL EXCHANGE, INC.
          5493000F4ZO33MV32P92
          
            2060-09-15
          
          3.000000
          85000.00
          87328.00
          Corporate Debt Securities
        
        
          IPALCO ENTERPRISES INC
          5493000YFVK2DZX0JV43
          
            2030-05-01
          
          4.250000
          2710000.00
          3120774.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2023-10-24
          
          1.493500
          48000.00
          48869.00
          Corporate Debt Securities
        
        
          JEFFERIES GRP LLC / CAP
          
            2037-12-28
          
          6.000000
          70000.00
          51859.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2021-03-30
          
          2.000000
          25000.00
          24703.00
          Corporate Debt Securities
        
        
          KLA CORPORATION
          549300H0BF5JCG96TJ81
          
            2049-03-15
          
          5.000000
          790000.00
          1056659.00
          Corporate Debt Securities
        
        
          LLOYDS BANKING GROUP PLC
          549300PPXHEU2JF0AM85
          
            2023-11-07
          
          2.907000
          530000.00
          555757.00
          Corporate Debt Securities
        
        
          LLOYDS BANKING GROUP PLC
          549300PPXHEU2JF0AM85
          
            2025-07-09
          
          3.870000
          3290000.00
          3607707.00
          Corporate Debt Securities
        
        
          MASCO CORPORATION
          5GCSNMQXHEYA1JO8QN11
          
            2047-05-15
          
          4.500000
          1100000.00
          1314253.00
          Corporate Debt Securities
        
        
          MCDONALD'S CORPORATION
          UE2136O97NLB5BYP9H04
          
            2026-01-30
          
          3.700000
          412000.00
          471941.00
          Corporate Debt Securities
        
        
          MetLife, Inc.
          C4BXATY60WC6XEOZDX54
          
            2099-12-31
          
          5.875000
          387000.00
          420842.00
          Corporate Debt Securities
        
        
          MORGAN STANLEY
          IGJSJL3JD5P30I6NJZ34
          
            2023-04-25
          
          2.645730
          10000.00
          10366.00
          Corporate Debt Securities
        
        
          MORGAN STANLEY
          IGJSJL3JD5P30I6NJZ34
          
            2024-10-15
          
          2.145730
          25000.00
          26304.00
          Corporate Debt Securities
        
        
          Mylan Inc.
          30ZMPDNA1RHIBH89C294
          
            2048-04-15
          
          5.200000
          4075000.00
          5172493.00
          Corporate Debt Securities
        
        
          Mylan N.V.
          549300A0CD4KNFGIIS89
          
            2026-06-15
          
          3.950000
          200000.00
          227386.00
          Corporate Debt Securities
        
        
          NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION
          4NYF266XZC35SCTGX023
          
            2029-10-15
          
          3.500000
          15000.00
          16661.00
          Corporate Debt Securities
        
        
          NATIONWIDE BUILDING SOCIETY
          549300XFX12G42QIKN82
          
            2026-09-14
          
          4.000000
          3000000.00
          3239393.00
          Corporate Debt Securities
        
        
          NEWCREST FINANCE PTY LIMITED
          549300I0XDZ4K7PDSS04
          
            2030-05-13
          
          3.250000
          735000.00
          811505.00
          Corporate Debt Securities
        
        
          NISSAN MOTOR CO., LTD.
          353800DRBDH1LUTNAY26
          
            2023-09-15
          
          3.043000
          1450000.00
          1469994.00
          Corporate Debt Securities
        
        
          NISSAN MOTOR CO., LTD.
          353800DRBDH1LUTNAY26
          
            2025-09-17
          
          3.522000
          4427000.00
          4477210.00
          Corporate Debt Securities
        
        
          NOBLE ENERGY, INC.
          02VFQXG2D1LR5ZH3K186
          
            2028-01-15
          
          3.850000
          2700000.00
          3094310.00
          Corporate Debt Securities
        
        
          NUTRITION & BIOSCIENCES
          
            2025-10-01
          
          1.230000
          6000000.00
          5998490.00
          Corporate Debt Securities
        
        
          NUTRITION & BIOSCIENCES
          
            2050-12-01
          
          3.468000
          1000000.00
          1017969.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2055-05-15
          
          4.375000
          2415000.00
          3104642.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2024-11-15
          
          2.950000
          33000.00
          36194.00
          Corporate Debt Securities
        
        
          OVERSEA-CHINESE BANKING CORPORATION LIMITED
          5493007O3QFXCPOGWK22
          
            2030-09-10
          
          1.832000
          78000.00
          77859.00
          Corporate Debt Securities
        
        
          Parker-Hannifin Corporation
          5493002CONDB4N2HKI23
          
            2029-06-14
          
          3.250000
          1800000.00
          2038139.00
          Corporate Debt Securities
        
        
          BOOKING HOLDINGS INC.
          FXM8FAOHMYDIPD38UZ17
          
            2026-06-01
          
          3.600000
          762000.00
          855071.00
          Corporate Debt Securities
        
        
          The Progressive Corporation
          529900TACNVLY9DCR586
          
            2021-08-23
          
          3.750000
          3910000.00
          4045771.00
          Corporate Debt Securities
        
        
          The Progressive Corporation
          529900TACNVLY9DCR586
          
            2049-01-01
          
          5.375000
          12000.00
          11997.00
          Corporate Debt Securities
        
        
          Prudential Financial, Inc.
          5PRBRS5FEH7NREC8OR45
          
            2050-02-25
          
          4.350000
          888.00
          1082.00
          Corporate Debt Securities
        
        
          Prudential Financial, Inc.
          5PRBRS5FEH7NREC8OR45
          
            2026-03-10
          
          1.500000
          2550000.00
          2658919.00
          Corporate Debt Securities
        
        
          ROGERS COMMUNICATIONS INC.
          54930030NVF3Y2OL0A78
          
            2049-05-01
          
          4.350000
          5000.00
          6189.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2031-07-15
          
          3.000000
          1000.00
          1017.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2030-01-31
          
          2.250000
          9000.00
          8985.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2023-04-17
          
          1.600000
          1000000.00
          1032314.00
          Corporate Debt Securities
        
        
          SANTANDER UK PLC
          PTCQB104N23FMNK2RZ28
          
            2020-11-03
          
          0.551000
          507000.00
          507562.00
          Corporate Debt Securities
        
        
          SANTANDER UK PLC
          PTCQB104N23FMNK2RZ28
          
            2021-06-01
          
          0.866000
          500000.00
          501969.00
          Corporate Debt Securities
        
        
          THE CHARLES SCHWAB CORPORATION
          549300VSGCJ7E698NM85
          
            2049-01-01
          
          4.625000
          10000.00
          10144.00
          Corporate Debt Securities
        
        
          SEMPRA ENERGY
          PBBKGKLRK5S5C0Y4T545
          
            2038-02-01
          
          3.800000
          3000.00
          3397.00
          Corporate Debt Securities
        
        
          Takeda Pharmaceutical Company Limited
          549300ZLMVP4X0OGR454
          
            2040-07-09
          
          3.025000
          6040675.00
          6349512.00
          Corporate Debt Securities
        
        
          Target Corporation
          8WDDFXB5T1Z6J0XC1L66
          
            2042-07-01
          
          4.000000
          10000.00
          13300.00
          Corporate Debt Securities
        
        
          THE TORONTO-DOMINION BANK
          PT3QB789TSUIDF371261
          
            2024-03-11
          
          3.250000
          14000.00
          15252.00
          Corporate Debt Securities
        
        
          THE TORONTO-DOMINION BANK
          PT3QB789TSUIDF371261
          
            2023-09-28
          
          0.520446
          985000.00
          985167.00
          Corporate Debt Securities
        
        
          The Travelers Companies, Inc.
          549300Y650407RU8B149
          
            2048-03-07
          
          4.050000
          3100000.00
          3884881.00
          Corporate Debt Securities
        
        
          Truist Financial Corporation
          549300DRQQI75D2JP341
          
            2049-01-01
          
          4.950000
          230000.00
          246413.00
          Corporate Debt Securities
        
        
          RAYTHEON TECHNOLOGIES CORPORATION
          I07WOS4YJ0N7YRFE7309
          
            2023-08-16
          
          3.650000
          11000.00
          11919.00
          Corporate Debt Securities
        
        
          UNITEDHEALTH GROUP INCORPORATED
          549300GHBMY8T5GXDE41
          
            2035-07-15
          
          4.625000
          51000.00
          67736.00
          Corporate Debt Securities
        
        
          USB CAPITAL IX
          
            2049-01-01
          
          3.500000
          300000.00
          277199.00
          Corporate Debt Securities
        
        
          VENTAS REALTY, LIMITED PARTNERSHIP
          32SXKSJ72K64GM3HOU64
          
            2030-11-15
          
          4.750000
          4360450.00
          5155308.00
          Corporate Debt Securities
        
        
          Verizon Communications Inc.
          2S72QS2UO2OESLG6Y829
          
            2022-11-01
          
          2.450000
          3000.00
          3137.00
          Corporate Debt Securities
        
        
          Verizon Communications Inc.
          2S72QS2UO2OESLG6Y829
          
            2026-08-15
          
          2.625000
          344000.00
          377313.00
          Corporate Debt Securities
        
        
          Verizon Communications Inc.
          2S72QS2UO2OESLG6Y829
          
            2029-02-08
          
          3.875000
          146000.00
          173894.00
          Corporate Debt Securities
        
        
          VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC
          5493002SQ1AVQBY41K40
          
            2024-09-26
          
          2.850000
          200000.00
          212383.00
          Corporate Debt Securities
        
        
          WELLS FARGO & COMPANY
          PBLD0EJDB5FWOLXP3B76
          
            2023-02-13
          
          3.450000
          29000.00
          30871.00
          Corporate Debt Securities
        
        
          The Williams Companies, Inc.
          D71FAKCBLFS2O0RBPG08
          
            2048-03-01
          
          4.850000
          98614.00
          111778.00
          Corporate Debt Securities
        
        
          ZOETIS INC.
          549300HD9Q1LOC9KLJ48
          
            2030-05-15
          
          2.000000
          1000000.00
          1039267.00
          Corporate Debt Securities
        
        
          CK Hutchison International (17) (II) Limited
          254900F7C0PB6TKONV55
          
            2023-03-29
          
          2.750000
          200000.00
          207987.00
          Corporate Debt Securities
        
      
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-01
      2020-10-01
      2020-10-01
      N
      N
      N
      0.0018
      180000199.80
      180000199.80
      0.0324
      N
      Y
      Y
      N
    
    
      ING FINANCIAL MARKETS LLC
      ING FINANCIAL MARKETS LLC 0.180000%
      KBVRJ5K57JZ3E2AVWX40
      0000877559
      TPR037E24779157ING
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          Berkshire Hathaway Finance Corporation
          549300RLHFT5RU20WM87
          
            2048-08-15
          
          4.200000
          15000.00
          19370.00
          Corporate Debt Securities
        
        
          CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.
          VZFZPMWDHTQCFKYOBP05
          
            2048-12-01
          
          4.650000
          376288.00
          499921.00
          Corporate Debt Securities
        
        
          CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.
          VZFZPMWDHTQCFKYOBP05
          
            2050-04-01
          
          3.950000
          119836.00
          148303.00
          Corporate Debt Securities
        
        
          EUROPEAN INVESTMENT BANK
          5493006YXS1U5GIHE750
          
            2022-03-15
          
          2.250000
          485000.00
          499951.00
          Corporate Debt Securities
        
        
          PETROLEOS MEXICANOS
          549300CAZKPF4HKMPX17
          
            2047-09-21
          
          6.750000
          10701000.00
          8163980.00
          Other Instrument
          SOVEREIGN DEBT
        
        
          National Treasury of the Republic of South Africa
          378900AAFB4F17004C49
          
            2049-09-30
          
          5.750000
          1235037.00
          1051263.00
          Other Instrument
          SOVEREIGN DEBT
        
        
          UNITED PARCEL SERVICE, INC.
          D01LMJZU09ULLNCY6Z23
          
            2050-04-01
          
          5.300000
          24511.00
          36904.00
          Corporate Debt Securities
        
        
          V.F. CORPORATION
          CWAJJ9DJ5Z7P057HV541
          
            2025-04-23
          
          2.400000
          465751.00
          499181.00
          Corporate Debt Securities
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-10-01
      2020-10-01
      2020-10-01
      N
      N
      N
      0.0018
      10000011.10
      10000011.10
      0.0018
      N
      Y
      Y
      N
    
    
      FIXED INCOME CLEARING CORPORATION
      FIXED INCOME CLEARING CORPORATION 0.080000%
      549300H47WTHXPU08X20
      0001232861
      TPR037E2A779157BNY
      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
          
            2022-09-15
          
          1.500000
          175112900.00
          179927725.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-15
          
          0.125000
          126102300.00
          126072357.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-10-01
      2020-10-01
      2020-10-01
      N
      N
      N
      0.0008
      299999499.00
      299999499.00
      0.0539
      N
      Y
      Y
      N
    
    
      ABN AMRO BANK N.V.
      Joint Account III 0.080000%
      TPR037E34779157ABN
      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
          472680.94
          69871.48
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          3.500000
          248509.63
          85712.86
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-08-01
          
          3.500000
          2368836.91
          677674.18
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-10-01
          
          3.000000
          3093702.41
          1080242.53
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-02-01
          
          3.500000
          384454.60
          136945.55
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-01-01
          
          3.000000
          473820.84
          227655.27
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.000000
          1737179.25
          1342972.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.000000
          1881951.45
          1376167.70
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.000000
          5617008.96
          4204471.79
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-08-01
          
          3.500000
          4408955.22
          2764146.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-01-01
          
          3.500000
          2586797.01
          2748032.38
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-05-01
          
          4.000000
          3269076.16
          1482870.21
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-07-01
          
          4.500000
          27008.76
          20083.04
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.500000
          2343044.78
          1621592.69
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.000000
          1838480.67
          981653.25
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.500000
          3410929.38
          2655960.42
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          4.500000
          579462.69
          434774.25
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          4.500000
          1364771.93
          1176881.66
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-07-01
          
          4.500000
          2919260.46
          2146423.76
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-09-01
          
          4.000000
          202852.12
          158670.61
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-10-01
          
          4.000000
          1058918.93
          786099.58
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.500000
          166475.98
          114428.51
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.000000
          2000905.06
          1487799.55
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          18303420.74
          19058309.08
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.000000
          257652.04
          266044.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          4.000000
          4472378.42
          1659370.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.500000
          688766.99
          468800.30
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          2067979.26
          899994.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.000000
          661343.28
          324203.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-07-01
          
          4.000000
          938177.17
          502132.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          3.000000
          6731728.00
          4395534.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          1516779.11
          1093470.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.500000
          80944.26
          55705.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.500000
          1642554.51
          1130828.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.500000
          5128171.34
          2267101.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-01-01
          
          3.500000
          4266279.17
          1141288.17
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          4.500000
          4420681.28
          1384434.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.000000
          199.41
          99.77
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          387868.01
          121403.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          1099422.74
          330814.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          568744.77
          154887.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          3.500000
          2571545.93
          1387253.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-02-01
          
          3.500000
          1538209.53
          1127865.17
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          1734463.84
          1027776.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.500000
          872274.00
          690620.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          4.000000
          1076074.30
          967471.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          2180669.51
          1602750.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          106982.42
          84148.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          197224.16
          121093.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          5.000000
          4672.48
          3561.93
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.500000
          2739066.08
          1485379.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.500000
          237628.83
          232317.93
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.500000
          169426.58
          167283.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          801733.74
          643167.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.000000
          185993.92
          115294.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          234261.77
          174985.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          655044.78
          395252.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          4.000000
          194906.56
          127440.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          3.500000
          172555.93
          158341.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.000000
          1093592.59
          1203051.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.500000
          474390.73
          503685.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          1535097.31
          1154754.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          19017.21
          13259.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          664144.48
          494438.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          149560.33
          130534.30
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          4.000000
          5044068.50
          4849495.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.500000
          1954270.66
          2067792.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.500000
          1860332.20
          1938756.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          233933.75
          226963.19
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          4.500000
          1598190.97
          1517895.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-04-01
          
          3.000000
          858459.74
          413419.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          625819.70
          656286.34
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-04-20
          
          3.500000
          6415223.34
          3549804.54
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          2.500000
          6304700.03
          5655958.93
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          2.000000
          10399572.75
          10811279.60
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-11-15
          
          2.250000
          1245101.55
          1410322.11
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-31
          
          2.750000
          117429.37
          126545.71
          U.S. Treasuries (including strips)
        
      
      Y
      2020-10-01
      2020-10-01
      2020-10-01
      N
      N
      N
      0.0008
      107074448.06
      107074448.06
      0.0192
      N
      Y
      Y
      N
    
    
      BANK OF AMERICA, NATIONAL ASSOCIATION
      Joint Account III 0.080000%
      B4TYDEB6GKMZO031MB27
      0000838440
      TPR037E34779157BAN
      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
          
            2042-11-20
          
          3.000000
          90621725.26
          27468673.09
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-10-20
          
          3.500000
          105104924.10
          37405953.78
          Agency Mortgage-Backed Securities
        
      
      Y
      2020-10-01
      2020-10-01
      2020-10-01
      N
      N
      N
      0.0008
      62984969.44
      62984969.44
      0.0113
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES, INC.
      Joint Account III 0.080000%
      549300HN4UKV1E2R3U73
      TPR037E34779157BOF
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.000000
          12097543.28
          6970508.95
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-10-01
          
          3.000000
          9731949.85
          6608676.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-12-01
          
          3.500000
          9314862.69
          6969477.51
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          5.000000
          9649166.93
          7234390.34
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          3.000000
          6351494.41
          6748015.82
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          2.500000
          6069290.29
          6509969.40
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          2992111.51
          3117723.65
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.000000
          4519737.66
          4733011.04
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.000000
          6972502.31
          7227961.58
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          4.000000
          6099850.90
          6691836.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          12958980.45
          6532294.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.000000
          9708279.56
          6632814.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          15962099.11
          7164116.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          2.500000
          6394118.93
          6480988.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          6329997.98
          6652561.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          6337611.37
          6702067.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          3.500000
          8261878.21
          6626742.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          3.500000
          6298507.46
          6626095.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          6298507.46
          6757223.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.000000
          6531485.73
          6762778.76
          Agency Mortgage-Backed Securities
        
      
      Y
      2020-10-01
      2020-10-01
      2020-10-01
      N
      N
      N
      0.0008
      125969938.88
      125969938.88
      0.0226
      N
      Y
      Y
      N
    
    
      BANK OF NOVA SCOTIA (THE)
      Joint Account III 0.080000%
      0000009631
      TPR037E34779157THE
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-02-01
          
          5.000000
          345.28
          7.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-08-01
          
          5.000000
          1045552.24
          9896.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-08-01
          
          5.500000
          100776.12
          992.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2024-08-01
          
          5.500000
          544023.00
          10184.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-02-01
          
          5.500000
          1850981.44
          38551.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-07-01
          
          4.500000
          79043.88
          17261.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          4.000000
          126.60
          47.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-05-01
          
          3.500000
          305967.26
          139417.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-07-01
          
          4.500000
          138.69
          28.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-11-01
          
          3.500000
          7274393.42
          2549579.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-01-01
          
          4.500000
          126.22
          19.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          323.37
          82.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.000000
          223597.01
          99748.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.500000
          3255730.63
          860011.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-09-01
          
          3.500000
          2222860.06
          511405.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.000000
          1033671.62
          532759.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-09-01
          
          3.500000
          283432.84
          141242.77
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-11-01
          
          3.500000
          137641.66
          65997.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-09-01
          
          4.500000
          51269.85
          19629.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-08-01
          
          3.000000
          453492.54
          224213.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-10-01
          
          3.000000
          133967.11
          90443.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          334773.73
          239905.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-06-01
          
          3.500000
          57985.07
          17152.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-07-01
          
          3.500000
          251940.30
          87726.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-07-01
          
          3.000000
          2645246.79
          628951.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          3284144.46
          1329356.94
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-08-01
          
          3.500000
          76841.79
          19672.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          3.500000
          656554.15
          213281.19
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-01-01
          
          3.500000
          576056.83
          230864.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          3.500000
          19381.26
          6491.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-07-01
          
          3.000000
          37791.04
          17324.04
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-09-01
          
          3.500000
          503880.60
          185879.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-09-01
          
          4.500000
          1478889.55
          318048.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-04-01
          
          3.500000
          1614307.46
          827869.77
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          4.000000
          251940.30
          90447.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          4.000000
          125.97
          68.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          4.000000
          126.10
          85.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-09-01
          
          3.000000
          128954.63
          126049.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          109468.06
          72428.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-12-01
          
          3.000000
          720549.25
          490503.07
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          3.500000
          670539.10
          457039.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          3.500000
          138526.22
          89087.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-04-01
          
          4.000000
          29003.87
          19682.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-05-01
          
          3.000000
          125.97
          53.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-05-01
          
          3.000000
          188955.22
          75662.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          294718.50
          110453.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          151.04
          52.03
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          3.000000
          519843.28
          135190.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-07-01
          
          3.000000
          163761.19
          78786.39
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-07-01
          
          4.000000
          401242.64
          170125.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-11-01
          
          4.000000
          129.37
          56.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-07-01
          
          3.500000
          188955.22
          93636.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-11-01
          
          3.500000
          154262.92
          122123.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          3.000000
          155.20
          105.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          3.500000
          279204.02
          157316.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-10-01
          
          3.000000
          160263.25
          108760.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          131.39
          82.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          5.000000
          16376.12
          8552.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          4.000000
          142.22
          106.57
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          3.000000
          145841.81
          71748.19
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          4.000000
          1580917.56
          1227227.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          1270606.98
          916653.41
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          1901975.41
          1378026.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.000000
          126.98
          95.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          3.500000
          1439838.81
          942925.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          125.97
          86.42
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          1259701.49
          936509.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          3.500000
          1691596.20
          1495788.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          4.000000
          125.97
          124.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          3.500000
          391410.16
          274584.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          4.000000
          334889.75
          312529.92
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          5.000000
          193747.00
          190966.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.000000
          467056.50
          482908.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          5.000000
          189905.04
          202663.93
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-02-01
          
          3.500000
          191150.00
          201725.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.000000
          208603.42
          191498.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          5.000000
          287829.32
          316364.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          5.000000
          31492.54
          24257.19
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.000000
          30862.69
          25578.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          5.000000
          1852332.85
          1290224.19
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-07-01
          
          4.000000
          164013.13
          118171.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-02-01
          
          4.500000
          39050.75
          31071.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-10-01
          
          4.000000
          172579.10
          122156.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          125.97
          106.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-04-01
          
          5.500000
          5093433.56
          3058611.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          5.500000
          1712710.05
          816182.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.000000
          143.73
          121.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          3.500000
          1889552.24
          1148157.07
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          1329775.03
          834059.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          5.500000
          107007.61
          64706.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.000000
          131076.22
          102234.85
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.500000
          812147.82
          373296.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          3.500000
          406199.19
          323431.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          194691.15
          208735.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          182372.02
          193379.30
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          5.000000
          312495.03
          302393.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          5.000000
          985371.26
          1025190.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.000000
          152636.14
          152180.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          203211.90
          198161.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          4.500000
          157926.63
          170319.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          249397.21
          255104.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          171451.67
          158496.90
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.000000
          140511.89
          153643.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          4.000000
          140088.76
          155287.43
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          163216.37
          157248.92
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          5.000000
          25109.63
          13520.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.500000
          279653.73
          285668.30
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1816109.75
          1933862.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.500000
          169632.91
          158631.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          4.000000
          142294.62
          154843.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          3.500000
          184313.73
          192718.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          5.000000
          448803.42
          505942.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          319107.58
          228464.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.500000
          136756.09
          149007.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          3.500000
          158094.80
          172344.04
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          131897.17
          141402.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          4.000000
          151794.03
          161596.90
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.000000
          321161.40
          335821.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.000000
          169847.44
          179299.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.000000
          369875.06
          344681.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.000000
          3090621.43
          3120809.17
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          4.000000
          132669.87
          139113.37
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          5.000000
          184519.31
          174457.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          134103.92
          144653.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          5.000000
          473130.40
          517130.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.500000
          1158949.94
          1077547.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          499926.39
          521490.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.500000
          149775.36
          159795.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.500000
          200172.11
          209571.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.500000
          779144.02
          839167.41
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          3.500000
          129061.46
          141103.07
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          3.500000
          153009.52
          155787.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.500000
          149516.11
          160298.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.000000
          153987.17
          166327.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.500000
          166841.42
          182022.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          5.000000
          172954.62
          144075.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.500000
          228469.92
          242875.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          1201197.43
          1224425.19
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.000000
          164575.97
          171316.25
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          129985.95
          141800.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.000000
          207966.51
          221732.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          140972.69
          113187.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.500000
          283083.39
          317919.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          635792.76
          682416.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          136017.40
          147432.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.500000
          128989.40
          138747.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.500000
          773417.79
          743945.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.000000
          133672.72
          139919.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.000000
          1164891.57
          1135926.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          316214.43
          332043.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          1063483.46
          1155982.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          490093.16
          517886.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          5.000000
          183355.47
          200920.37
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          936569.67
          938955.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          4.000000
          404450.97
          434902.37
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          194939.81
          210311.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          206105.93
          217875.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.000000
          131821.59
          140475.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.500000
          208079.76
          183102.27
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.000000
          167004.80
          177985.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          1266204.45
          1326594.04
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          153311.09
          169392.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.000000
          161719.34
          169933.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.500000
          373617.51
          391944.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.000000
          140508.62
          131269.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          272282.84
          286024.17
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.000000
          796713.96
          846746.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          149173.35
          161775.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          188612.21
          203345.30
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          5.000000
          160597.33
          176158.17
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.500000
          400053.73
          402388.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.500000
          127841.69
          138431.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          5.000000
          255373.36
          280468.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          4.000000
          220630.29
          238053.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          4.500000
          234373.64
          254060.25
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          5.000000
          184131.32
          203209.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          5.000000
          223967.62
          246205.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          4.000000
          166872.66
          178292.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          4.500000
          196849.40
          213913.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.000000
          140070.37
          147324.48
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          3288675.85
          3481818.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          1772026.12
          1871404.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          891722.41
          942272.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          4.500000
          261175.93
          284216.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-12-01
          
          4.000000
          251.94
          113.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.000000
          278617.37
          258944.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.500000
          327522.39
          163053.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.000000
          1077228.31
          784955.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          3.500000
          13885638.91
          11366017.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          5.500000
          118858.38
          69858.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.500000
          14068435.58
          11938287.03
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          4.500000
          349670.96
          277606.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.500000
          270317.96
          272135.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-08-01
          
          3.500000
          251940.30
          217873.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          3.500000
          62985.07
          27303.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-09-01
          
          3.000000
          4931.35
          4675.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-02-01
          
          3.000000
          760859.70
          770562.93
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          5.000000
          13842.86
          11124.17
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          5.000000
          2296970.19
          1549738.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          5.000000
          2041080.35
          2155873.16
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          2.500000
          3464179.10
          3616026.42
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.500000
          60592.02
          63621.85
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.500000
          4440304.41
          4704794.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          5.000000
          433223.18
          452492.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          5.000000
          137815.75
          123147.16
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.500000
          425119.15
          448466.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          3.500000
          133528.36
          123073.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-08-01
          
          4.500000
          370982.09
          312280.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-01-01
          
          3.500000
          1071416.93
          1009714.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.500000
          4364713.12
          4371180.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          4.000000
          1051348.63
          917321.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          5.500000
          140753.25
          139036.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-03-01
          
          5.500000
          188673.18
          3022.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-08-01
          
          4.500000
          395872.28
          26238.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-07-01
          
          6.500000
          133.91
          7.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-04-01
          
          4.500000
          144865.67
          30371.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-04-01
          
          3.000000
          267686.57
          77357.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-04-01
          
          3.500000
          669828.63
          191719.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-09-01
          
          3.000000
          629850.75
          206781.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-08-01
          
          3.000000
          904577.41
          278410.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-08-01
          
          3.000000
          1986889.50
          506946.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.500000
          430.44
          154.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          3.500000
          30021.58
          10015.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          3.000000
          755820.90
          372386.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-02-01
          
          4.000000
          226746.27
          30912.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-04-01
          
          3.000000
          440895.52
          118601.90
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-06-01
          
          3.000000
          710471.64
          197535.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-07-01
          
          3.000000
          566865.67
          162224.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-08-01
          
          3.000000
          86383.65
          25849.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-09-01
          
          3.000000
          3551098.51
          1117199.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-10-01
          
          3.000000
          125970.15
          40861.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-11-01
          
          3.000000
          251940.30
          82739.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-12-01
          
          3.000000
          925880.60
          323902.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-01-01
          
          3.000000
          1034214.93
          371041.04
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-02-01
          
          3.000000
          377910.45
          142248.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-05-01
          
          3.000000
          144843.25
          66038.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-08-01
          
          3.500000
          530644.72
          271940.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-06-01
          
          4.000000
          67394.03
          32343.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          1259701.49
          396362.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          4.000000
          1563736.75
          530829.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          3.500000
          34641.79
          12046.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.000000
          629850.75
          187429.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-11-01
          
          3.000000
          142713.98
          136557.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          3.500000
          188955.22
          64964.19
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          5.500000
          29316.53
          19499.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          3.500000
          314925.37
          137193.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          3.500000
          818805.97
          404594.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          3.500000
          125970.15
          72392.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          5.500000
          723700.40
          566123.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          5.000000
          254765.56
          160234.16
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.000000
          6294002.14
          6418840.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          4.500000
          1112315.91
          1025875.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.000000
          79408.05
          80330.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          5.000000
          50543.38
          49796.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.500000
          27455.95
          28458.92
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.500000
          426773.76
          441782.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-07-01
          
          5.500000
          1445502.68
          56934.48
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-07-01
          
          5.500000
          481348.06
          18848.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-10-01
          
          4.500000
          240602.99
          37100.10
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-11-15
          
          2.250000
          116547.58
          132013.06
          U.S. Treasuries (including strips)
        
      
      Y
      2020-10-01
      2020-10-01
      2020-10-01
      N
      N
      N
      0.0008
      125969938.88
      125969938.88
      0.0226
      N
      Y
      Y
      N
    
    
      Goldman Sachs Financial Square Funds - Money Market
      2020-10-07
      Peter W. Fortner
      Peter W. Fortner
      Assistant Treasurer