Form N-MFP2 GOLDMAN SACHS TRUST For: Nov 30

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December 7, 2021 9:56 AM EST
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    N-MFP2
    
      
        
          0000822977
          XXXXXXXX
        
      
      
      
    
  
  
    
      2021-11-30
      0000822977
      549300PY02304776R694
      S000009258
      10
      N
      N
    
    
      033-17619
      
        Goldman Sachs Asset Management, L.P.
        801-37591
      
      
        PricewaterhouseCoopers LLP
        Boston
        MA
      
      
        Goldman Sachs Asset Management, L.P.
      
      
        The Bank of New York Mellon
      
      
        Goldman Sachs & Co. LLC
        0000734700
        084-01100
      
      N
      N
      N
      Prime
      N
      30
      108
      
        636045455.96
        650505371.22
        620343555.77
        621850586.90
      
      
        859555667.88
        865290914.14
        796244244.77
        802251934.88
        0.00
      
      
        0.5583
        0.5771
        0.5512
        0.5316
      
      
        0.7544
        0.7677
        0.7075
        0.6858
        0.0000
      
      113085.54
      1200357478.53
      211400980.64
      176660.65
      36058425.45
      1164588799.27
      1163595040.4800
      0.0000
      0.0012
      
        1.0009
        1.0009
        1.0009
        1.0009
        0.0000
      
    
    
      C000025288
      10000000.00
      1119478972.95
      1118521902.9600
      
        1.0009
        1.0009
        1.0009
        1.0009
        0.0000
      
      
        103877136.53
        106693349.50
      
      
        83247424.05
        82692076.80
      
      
        113521311.16
        113878800.92
      
      
        149185923.56
        101706126.68
      
      
        0.00
        0.00
      
      
        535095736.68
        495499736.48
      
      0.0002
      Y
      For Institutional Shares the Investment Adviser waived $71,685 of Management Fees and $48,230 of Other Fees; and Goldman Sachs & Co. LLC waived $9,063 of Transfer Agency Fees.
    
    
      C000025289
      10000000.00
      5407343.25
      5402908.5700
      
        1.0008
        1.0008
        1.0008
        1.0008
        0.0000
      
      
        2611.94
        0.00
      
      
        128798.41
        0.00
      
      
        411.28
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        131821.63
        823.74
      
      0.0002
      Y
      For Administration Shares the Investment Adviser waived $349 of Management Fees and $234 of Other Fees; and Goldman Sachs & Co. LLC waived $1,103 of Admin Fees and $44 of Transfer Agency Fees.
    
    
      C000025290
      10000000.00
      183.31
      183.1300
      
        1.0010
        1.0010
        1.0010
        1.0010
        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
    
    
      C000025291
      10000000.00
      13651.10
      13641.8700
      
        1.0007
        1.0007
        1.0007
        1.0007
        0.0000
      
      
        10.12
        0.00
      
      
        0.00
        500000.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        10.12
        500000.00
      
      0.0002
      Y
      For Preferred Shares the Investment Adviser waived $13 of Management Fees and $7 of Other Fees; and Goldman Sachs & Co. LLC waived $16 of Admin Fees and $2 of Transfer Agency Fees.
    
    
      C000025292
      10000000.00
      7894693.90
      7888153.2300
      
        1.0008
        1.0008
        1.0008
        1.0008
        0.0000
      
      
        119.04
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        200000.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        200119.04
        200000.00
      
      0.0002
      Y
      For Select Shares the Investment Adviser waived $509 of Management Fees and $339 of Other Fees; and Goldman Sachs & Co. LLC waived $193 of Admin Fees and $64 of Transfer Agency Fees.
    
    
      C000025293
      10000000.00
      911398.18
      910687.1700
      
        1.0008
        1.0008
        1.0008
        1.0008
        0.0000
      
      
        12.40
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        12.40
        0.00
      
      0.0002
      Y
      For Capital Shares the Investment Adviser waived $59 of Management Fees and $40 of Other Fees; and Goldman Sachs & Co. LLC waived $113 of Admin Fees and $7 of Transfer Agency Fees.
    
    
      C000088811
      10000000.00
      1034.89
      1033.7400
      
        1.0011
        1.0011
        1.0011
        1.0011
        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
    
    
      C000088814
      10000000.00
      1049.37
      1048.2100
      
        1.0011
        1.0011
        1.0011
        1.0011
        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
    
    
      C000088815
      10000000.00
      1038.27
      1037.2000
      
        1.0010
        1.0010
        1.0010
        1.0010
        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
    
    
      C000214496
      10000000.00
      30879434.05
      30854444.4000
      
        1.0008
        1.0008
        1.0008
        1.0008
        0.0000
      
      
        85.62
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        85.62
        0.00
      
      0.0002
      Y
      For Drexel Hamilton Shares the Investment Adviser waived $2,010 of Management Fees and $1,342 of Other Fees; and Goldman Sachs & Co. LLC waived $254 of Transfer Agency Fees.
    
    
      ADVENTIST HEALTH SYSTEM/WEST
      ADVENTIST HEALTH SYSTEM/WEST 0.000000%
      00777NZ86
      5493008YM33UCY5QPW83
      Non-Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-08
      2021-12-08
      2021-12-08
      N
      N
      N
      0.0008
      6474883.45
      6474883.45
      0.0056
      N
      N
      N
      N
    
    
      ALASKA HOUSING FINANCE CORPORATION
      ALASKA HOUSING FINANCE CORPORATION 0.090000%
      011839NY9
      549300HJ8NOJNYW6ER36
      US011839NY90
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-07
      2021-12-07
      2047-12-01
      Y
      
        ALASKA HOUSING FINANCE CORPORATI
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
      
      N
      N
      0.0009
      8000000.00
      8000000.00
      0.0069
      N
      N
      Y
      N
    
    
      ALASKA HOUSING FINANCE CORPORATION
      ALASKA HOUSING FINANCE CORPORATION 0.069998%
      011839VW4
      549300HJ8NOJNYW6ER36
      US011839VW43
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-07
      2021-12-07
      2044-12-01
      Y
      
        ALASKA HOUSING FINANCE CORPORATI
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
      
      N
      N
      0.0007
      25000000.00
      25000000.00
      0.0215
      N
      N
      Y
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329WZ38
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-03
      2021-12-03
      2021-12-03
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        MUFG BANK, LTD.
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0008
      9999930.80
      9999930.80
      0.0086
      N
      N
      Y
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329XBG3
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-02-16
      2022-02-16
      2022-02-16
      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
        
      
      Y
      
        MUFG BANK, LTD.
        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
      2106141.76
      2106141.76
      0.0018
      N
      N
      N
      N
    
    
      ANTALIS
      ANTALIS 0.000000%
      03664BAA4
      549300G2LM2ZKZ0X4Y50
      US03664BAA44
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-10
      2022-01-10
      2022-01-10
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        SOCIETE GENERALE
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0014
      4999219.85
      4999219.85
      0.0043
      N
      N
      N
      N
    
    
      ANTALIS
      ANTALIS 0.000000%
      03664BAD8
      549300G2LM2ZKZ0X4Y50
      US03664BAD82
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-13
      2022-01-13
      2022-01-13
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        SOCIETE GENERALE
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0014
      2499575.28
      2499575.28
      0.0021
      N
      N
      N
      N
    
    
      ANTALIS
      ANTALIS 0.000000%
      03664BB39
      549300G2LM2ZKZ0X4Y50
      US03664BB394
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-02-03
      2022-02-03
      2022-02-03
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        SOCIETE GENERALE
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0016
      4598646.17
      4598646.17
      0.0039
      N
      N
      N
      N
    
    
      ANTALIS
      ANTALIS 0.000000%
      03664BB47
      549300G2LM2ZKZ0X4Y50
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-02-04
      2022-02-04
      2022-02-04
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        SOCIETE GENERALE
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0016
      1399579.06
      1399579.06
      0.0012
      N
      N
      N
      N
    
    
      ANTALIS
      ANTALIS 0.000000%
      03664BBB1
      549300G2LM2ZKZ0X4Y50
      US03664BBB18
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-02-11
      2022-02-11
      2022-02-11
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        SOCIETE GENERALE
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0017
      999657.31
      999657.31
      0.0009
      N
      N
      N
      N
    
    
      APPLE INC.
      APPLE INC. 0.000000%
      03785DZ90
      HWUPKR0MPOU8FGXBT394
      Non-Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-09
      2021-12-09
      2021-12-09
      N
      N
      N
      0.0005
      12999837.50
      12999837.50
      0.0112
      N
      N
      N
      N
    
    
      ATLANTIC ASSET SECURITIZATION LLC
      ATLANTIC ASSET SECURITIZATION LLC 0.000000%
      04821TZG3
      549300BUNY5BIX4CVW20
      0000916935
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-16
      2021-12-16
      2021-12-16
      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
        
      
      Y
      
        CREDIT AGRICOLE CORPORATE AND IN
        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
      7999676.48
      7999676.48
      0.0069
      N
      N
      N
      N
    
    
      BANCO SANTANDER, S.A.
      BANCO SANTANDER, S.A. 0.000000%
      05970UAM0
      5493006QMFDDMYWIAM13
      0000891478
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-21
      2022-01-21
      2022-01-21
      N
      N
      N
      0.0014
      4999025.00
      4999025.00
      0.0043
      N
      N
      N
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.250000%
      06367CNW3
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-05-19
      2022-05-19
      2022-05-19
      N
      N
      N
      0.0026
      8699588.75
      8699588.75
      0.0075
      N
      N
      N
      N
    
    
      BARCLAYS US CCP FUNDING LLC
      BARCLAYS US CCP FUNDING LLC 0.000000%
      06742XSW8
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-02-04
      2022-02-04
      2022-02-04
      N
      Y
      
        Barclays Bank PLC
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        BARCLAYS BANK PLC
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0016
      3998856.00
      3998856.00
      0.0034
      N
      N
      N
      N
    
    
      BRIGHTHOUSE FINANCIAL SHORT TERM FUNDING, LLC
      BRIGHTHOUSE FINANCIAL SHORT TERM FUNDING, LLC 0.000000%
      10924JB82
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-02-08
      2022-02-08
      2022-02-08
      N
      N
      N
      0.0015
      2299315.75
      2299315.75
      0.0020
      N
      N
      N
      N
    
    
      CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE
      CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
      12802WET7
      969500P04DQJS4BPM574
      US12802WET71
      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+
      
      2022-05-27
      2022-05-27
      2022-05-27
      N
      N
      N
      0.0026
      7884889.58
      7884889.58
      0.0068
      N
      N
      N
      N
    
    
      CHARIOT FUNDING LLC
      CHARIOT FUNDING LLC 0.000000%
      15963TZM4
      549300EEWRNP448AMT79
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-21
      2021-12-21
      2021-12-21
      N
      N
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0010
      11999313.96
      11999313.96
      0.0103
      N
      N
      N
      N
    
    
      CHESHAM FINANCE LIMITED - SERIES III
      CHESHAM FINANCE LIMITED - SERIES III 0.000000%
      16537HZ11
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        SOCIETE GENERALE
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0008
      17999959.50
      17999959.50
      0.0155
      N
      Y
      Y
      N
    
    
      CHESHAM FINANCE LIMITED - SERIES II
      CHESHAM FINANCE LIMITED - SERIES II 0.000000%
      16537LZ12
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      Y
      
        BANK OF CHINA LIMITED
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        BANK OF CHINA LIMITED
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0008
      14999966.25
      14999966.25
      0.0129
      N
      Y
      Y
      N
    
    
      CHESHAM FINANCE LIMITED - SERIES V
      CHESHAM FINANCE LIMITED - SERIES V 0.000000%
      16538KZ13
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      Y
      
        MIZUHO SECURITIES USA LLC
        1.0000
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        MIZUHO SECURITIES USA LLC
        Liquidity/Partial C/E
        1.0000
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0008
      3999991.00
      3999991.00
      0.0034
      N
      Y
      Y
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER FLEX CO., LLC
      COLLATERALIZED COMMERCIAL PAPER FLEX CO., LLC 0.000000%
      19423KBP8
      549300QFFTZ0K7V16U14
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-02-23
      2022-02-23
      2022-02-23
      N
      N
      Y
      
        J.P. MORGAN SECURITIES LLC
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0017
      8515640.87
      8515640.87
      0.0073
      N
      N
      N
      N
    
    
      COLORADO HOUSING AND FINANCE AUTHORITY
      COLORADO HOUSING AND FINANCE AUTHORITY 0.070000%
      196480RR0
      5493005GIROYQAWBMC18
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-07
      2021-12-07
      2051-05-01
      Y
      
        FEDERAL HOME LOAN BANK OF TOPEKA
        1.0000
        7
        Y
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        FEDERAL HOME LOAN BANK OF TOPEKA
        Liquidity/Partial C/E
        1.0000
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0007
      3290000.00
      3290000.00
      0.0028
      N
      N
      Y
      N
    
    
      COOEPERATIEVE RABOBANK U.A.
      COOEPERATIEVE RABOBANK U.A. 3.875000%
      21685WDD6
      DG3RU1DBUFHT4ZF9WN62
      US21685WDD65
      Other Instrument
      Medium Term Note
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-02-08
      2022-02-08
      2022-02-08
      N
      N
      N
      0.0388
      2607654.64
      2607654.64
      0.0022
      N
      N
      N
      N
    
    
      COOEPERATIEVE RABOBANK U.A.
      COOEPERATIEVE RABOBANK U.A. 0.000000%
      21687AZ14
      DG3RU1DBUFHT4ZF9WN62
      US21687AZ147
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0007
      19999961.20
      19999961.20
      0.0172
      N
      Y
      Y
      N
    
    
      CREDIT INDUSTRIEL ET COMMERCIAL
      CREDIT INDUSTRIEL ET COMMERCIAL 0.260000%
      22536U2G4
      N4JDFKKH2FTD8RKFXO39
      0001274419
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0026
      30000000.00
      30000000.00
      0.0258
      N
      N
      N
      N
    
    
      CREDIT SUISSE AG-NEW YORK BRANCH
      CREDIT SUISSE AG-NEW YORK BRANCH 0.240000%
      22552G2M1
      549300D0YARF5HYP1809
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-02-15
      2022-02-15
      2022-02-15
      N
      N
      N
      0.0014
      4300907.82
      4300907.82
      0.0037
      N
      N
      N
      N
    
    
      DEXIA CREDIT LOCAL
      DEXIA CREDIT LOCAL 0.000000%
      25215WAB3
      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+
      
      2022-01-11
      2022-01-11
      2022-01-11
      N
      N
      N
      0.0010
      6999167.00
      6999167.00
      0.0060
      N
      N
      N
      N
    
    
      DEXIA CREDIT LOCAL
      DEXIA CREDIT LOCAL 0.000000%
      25215WAC1
      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+
      
      2022-01-12
      2022-01-12
      2022-01-12
      N
      N
      N
      0.0010
      2499692.43
      2499692.43
      0.0021
      N
      N
      N
      N
    
    
      DEXIA CREDIT LOCAL
      DEXIA CREDIT LOCAL 0.000000%
      25215WAJ6
      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+
      
      2022-01-18
      2022-01-18
      2022-01-18
      N
      N
      N
      0.0011
      9998516.40
      9998516.40
      0.0086
      N
      N
      N
      N
    
    
      DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK, FRANKFURT AM MAIN
      DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK, FRANKFURT AM MAIN 0.000000%
      26821HZ15
      529900HNOAA1KXQJUQ27
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0008
      29999933.40
      29999933.40
      0.0258
      N
      Y
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.060000%
      2IGI19DL77OX0HC3ZE78
      0000016847
      271942693
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      35000019.25
      35000019.25
      0.0301
      N
      Y
      Y
      N
    
    
      SWEDBANK AB
      SWEDBANK AB 0.060000%
      M312WZV08Y7LYUC71685
      0000946431
      271942697
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      30000016.50
      30000016.50
      0.0258
      N
      Y
      Y
      N
    
    
      BANCO SANTANDER, S.A.
      BANCO SANTANDER, S.A. 0.070000%
      5493006QMFDDMYWIAM13
      0000891478
      271942703
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F2
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0007
      35000029.05
      35000029.05
      0.0301
      N
      Y
      Y
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.070000%
      549300NB7FE83IH6BW96
      271943105
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0007
      21000000.00
      21000000.00
      0.0180
      N
      Y
      Y
      N
    
    
      EUROPEAN INVESTMENT BANK
      EUROPEAN INVESTMENT BANK 0.000000%
      29878RZG6
      5493006YXS1U5GIHE750
      US29878RZG63
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-16
      2021-12-16
      2021-12-16
      N
      N
      N
      0.0006
      4999866.65
      4999866.65
      0.0043
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.085007%
      3133ENFD7
      US3133ENFD76
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-01
      2023-10-23
      2023-10-23
      N
      N
      N
      0.0008
      1600000.34
      1600000.34
      0.0014
      N
      N
      N
      N
    
    
      FIRST ABU DHABI BANK P.J.S.C.
      FIRST ABU DHABI BANK P.J.S.C. 0.000000%
      31849HZ13
      2138002Y3WMK6RZS8H90
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0007
      4999990.30
      4999990.30
      0.0043
      N
      Y
      Y
      N
    
    
      FIRST ABU DHABI BANK P.J.S.C.
      FIRST ABU DHABI BANK P.J.S.C. 0.000000%
      31849MB18
      2138002Y3WMK6RZS8H90
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-02-01
      2022-02-01
      2022-02-01
      N
      N
      N
      0.0012
      3999139.00
      3999139.00
      0.0034
      N
      N
      N
      N
    
    
      FIRST ABU DHABI BANK USA N.V.
      FIRST ABU DHABI BANK USA N.V. 0.080000%
      31851XEE8
      Certificate of Deposit
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-06
      2021-12-06
      2021-12-06
      N
      N
      N
      0.0007
      25000041.75
      25000041.75
      0.0215
      N
      N
      Y
      N
    
    
      GOTHAM FUNDING CORPORATION
      GOTHAM FUNDING CORPORATION 0.000000%
      38346MA61
      549300Z2ZR7VTUMRPR17
      US38346MA610
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-06
      2022-01-06
      2022-01-06
      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
        
      
      Y
      
        MUFG BANK, LTD.
        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
      999877.69
      999877.69
      0.0009
      N
      N
      N
      N
    
    
      GOTHAM FUNDING CORPORATION
      GOTHAM FUNDING CORPORATION 0.000000%
      38346MAJ3
      549300Z2ZR7VTUMRPR17
      US38346MAJ36
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-18
      2022-01-18
      2022-01-18
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        MUFG BANK, LTD.
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0014
      4899079.63
      4899079.63
      0.0042
      N
      N
      N
      N
    
    
      GOTHAM FUNDING CORPORATION
      GOTHAM FUNDING CORPORATION 0.000000%
      38346MAT1
      549300Z2ZR7VTUMRPR17
      US38346MAT18
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-27
      2022-01-27
      2022-01-27
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        MUFG BANK, LTD.
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0016
      4598843.88
      4598843.88
      0.0039
      N
      N
      N
      N
    
    
      GOTHAM FUNDING CORPORATION
      GOTHAM FUNDING CORPORATION 0.000000%
      38346MB11
      549300Z2ZR7VTUMRPR17
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-02-01
      2022-02-01
      2022-02-01
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        MUFG BANK, LTD.
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0016
      4998591.25
      4998591.25
      0.0043
      N
      N
      N
      N
    
    
      IONIC CAPITAL III TRUST
      IONIC CAPITAL III TRUST 0.000000%
      46220XAC8
      254900X889N3JUSUDE39
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-12
      2022-01-12
      2022-01-12
      N
      Y
      
        UBS AG
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        UBS AG
        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
      2999573.58
      2999573.58
      0.0026
      N
      N
      N
      N
    
    
      IONIC CAPITAL III TRUST
      IONIC CAPITAL III TRUST 0.000000%
      46220XAR5
      254900X889N3JUSUDE39
      US46220XAR52
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-25
      2022-01-25
      2022-01-25
      N
      Y
      
        UBS AG
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        UBS AG
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0014
      6998453.77
      6998453.77
      0.0060
      N
      N
      N
      N
    
    
      IONIC CAPITAL III TRUST
      IONIC CAPITAL III TRUST 0.000000%
      46220XB29
      254900X889N3JUSUDE39
      US46220XB299
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-02-02
      2022-02-02
      2022-02-02
      N
      Y
      
        UBS AG
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        UBS AG
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0016
      8734592.43
      8734592.43
      0.0075
      N
      N
      N
      N
    
    
      IONIC CAPITAL II TRUST
      IONIC CAPITAL II TRUST 0.000000%
      46221MAB3
      254900ABXGHL7TZDR053
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-11
      2022-01-11
      2022-01-11
      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
        
      
      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
        
      
      0.0012
      2999586.99
      2999586.99
      0.0026
      N
      N
      N
      N
    
    
      IONIC CAPITAL II TRUST
      IONIC CAPITAL II TRUST 0.000000%
      46221MAD9
      254900ABXGHL7TZDR053
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-13
      2022-01-13
      2022-01-13
      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
        
      
      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
        
      
      0.0012
      5999127.36
      5999127.36
      0.0052
      N
      N
      N
      N
    
    
      IONIC CAPITAL II TRUST
      IONIC CAPITAL II TRUST 0.000000%
      46221MAR8
      254900ABXGHL7TZDR053
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-25
      2022-01-25
      2022-01-25
      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
        
      
      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
        
      
      0.0014
      7684302.24
      7684302.24
      0.0066
      N
      N
      N
      N
    
    
      J.P. MORGAN SECURITIES LLC
      J.P. MORGAN SECURITIES LLC 0.000000%
      46640QAC5
      ZBUT11V806EZRVTWT807
      US46640QAC50
      0000782124
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-12
      2022-01-12
      2022-01-12
      N
      N
      N
      0.0010
      7334097.57
      7334097.57
      0.0063
      N
      N
      N
      N
    
    
      JACKSON NATIONAL LIFE GLOBAL FUNDING
      JACKSON NATIONAL LIFE GLOBAL FUNDING 3.300000%
      46849LTE1
      635400PQXLYXWJI5QD78
      US46849LTE10
      Other Instrument
      Medium Term Note
      Y
      
        Fitch, Inc.
        A
      
      
        Moody's Investors Service, Inc.
        A2
      
      
        Standard and Poor's Ratings Services
        A
      
      2022-02-01
      2022-02-01
      2022-02-01
      N
      N
      N
      0.0330
      3307382.10
      3307382.10
      0.0028
      N
      N
      N
      N
    
    
      KBC BANK NV
      KBC BANK NV 0.070000%
      4823TCJ53
      6B2PBRV1FCJDMR45RZ53
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-02
      2021-12-02
      2021-12-02
      N
      N
      N
      0.0008
      11999993.28
      11999993.28
      0.0103
      N
      N
      Y
      N
    
    
      LMA-AMERICAS LLC
      LMA-AMERICAS LLC 0.000000%
      53944RD62
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-04-06
      2022-04-06
      2022-04-06
      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
        
      
      Y
      
        CREDIT AGRICOLE CORPORATE AND IN
        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
      4996560.40
      4996560.40
      0.0043
      N
      N
      N
      N
    
    
      LMA-AMERICAS LLC
      LMA-AMERICAS LLC 0.000000%
      53944RDE5
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-04-14
      2022-04-14
      2022-04-14
      N
      Y
      
        CREDIT AGRICOLE CORPORATE AND IN
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        CREDIT AGRICOLE CORPORATE AND IN
        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
      1708717.50
      1708717.50
      0.0015
      N
      N
      N
      N
    
    
      MACQUARIE BANK LIMITED
      MACQUARIE BANK LIMITED 0.000000%
      55607KZM1
      4ZHCHI4KYZG2WVRT8631
      0001257135
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-21
      2021-12-21
      2021-12-21
      N
      N
      N
      0.0010
      4999696.65
      4999696.65
      0.0043
      N
      N
      N
      N
    
    
      MACQUARIE BANK LIMITED
      MACQUARIE BANK LIMITED 0.000000%
      55607LA53
      4ZHCHI4KYZG2WVRT8631
      0001257135
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-05
      2022-01-05
      2022-01-05
      N
      N
      N
      0.0013
      999872.00
      999872.00
      0.0009
      N
      N
      N
      N
    
    
      MACQUARIE BANK LIMITED
      MACQUARIE BANK LIMITED 0.000000%
      55607LAA2
      4ZHCHI4KYZG2WVRT8631
      US55607LAA26
      0001257135
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-10
      2022-01-10
      2022-01-10
      N
      N
      N
      0.0014
      2349617.28
      2349617.28
      0.0020
      N
      N
      N
      N
    
    
      MACQUARIE BANK LIMITED
      MACQUARIE BANK LIMITED 0.000000%
      55607LBN3
      4ZHCHI4KYZG2WVRT8631
      0001257135
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-02-22
      2022-02-22
      2022-02-22
      N
      N
      N
      0.0019
      2199004.13
      2199004.13
      0.0019
      N
      N
      N
      N
    
    
      MANHATTAN ASSET FUNDING COMPANY LLC
      MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
      56274MC26
      549300S0NSJYSOB32S63
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-03-02
      2022-03-02
      2022-03-02
      N
      Y
      
        SUMITOMO MITSUI BANKING CORPORAT
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      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
        
      
      0.0017
      4997815.00
      4997815.00
      0.0043
      N
      N
      N
      N
    
    
      BANNER HEALTH
      BANNER HEALTH 0.080001%
      56682HDD8
      PLD0E0WJKFN8IZJ2WD85
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-07
      2021-12-07
      2056-01-01
      Y
      
        BANNER HEALTH
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0008
      7170000.00
      7170000.00
      0.0062
      N
      N
      Y
      N
    
    
      MATCHPOINT FINANCE PUBLIC LIMITED COMPANY
      MATCHPOINT FINANCE PUBLIC LIMITED COMPANY 0.000000%
      57666BC32
      635400YCKMVA7GIA6Q33
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-03-03
      2022-03-03
      2022-03-03
      N
      Y
      
        BNP Paribas
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        BNP Paribas
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0017
      4997778.35
      4997778.35
      0.0043
      N
      N
      N
      N
    
    
      METROPOLITAN WATER DISTRICT OF SOUTHERN CALIFORNIA (THE)
      METROPOLITAN WATER DISTRICT OF SOUTHERN CALIFORNIA (THE) 0.080001%
      59266TTK7
      5493003GD0S0P56RLT45
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-07
      2021-12-07
      2042-07-01
      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
        
      
      0.0008
      4650000.00
      4650000.00
      0.0040
      N
      N
      Y
      N
    
    
      MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND
      MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND 0.070000%
      59447TXC2
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-07
      2021-12-07
      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
      0.0007
      12900000.00
      12900000.00
      0.0111
      N
      N
      Y
      N
    
    
      NATIONAL BANK OF CANADA
      NATIONAL BANK OF CANADA 0.000000%
      63307MEJ4
      BSGEFEIOM18Y80CKCV46
      US63307MEJ45
      0000926171
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-05-18
      2022-05-18
      2022-05-18
      N
      N
      N
      0.0023
      8680535.63
      8680535.63
      0.0075
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.240000%
      63376DWG6
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-03
      2021-12-03
      2021-12-03
      N
      N
      N
      0.0007
      12000169.92
      12000169.92
      0.0103
      N
      N
      Y
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.240000%
      63376DWU5
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-17
      2021-12-17
      2021-12-17
      N
      N
      N
      0.0012
      5000287.90
      5000287.90
      0.0043
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.350000%
      63376DZZ1
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-04-01
      2022-04-01
      2022-04-01
      N
      N
      N
      0.0035
      5000000.00
      5000000.00
      0.0043
      N
      N
      N
      N
    
    
      NATIONWIDE BUILDING SOCIETY
      NATIONWIDE BUILDING SOCIETY 0.000000%
      6385E1AQ4
      549300XFX12G42QIKN82
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-24
      2022-01-24
      2022-01-24
      N
      N
      N
      0.0015
      4998838.90
      4998838.90
      0.0043
      N
      N
      N
      N
    
    
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY 0.099999%
      64972GSC9
      549300Q2EHQ6RJPQKP05
      US64972GSC95
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-07
      2021-12-07
      2051-06-15
      Y
      
        INDUSTRIAL AND COMMERCIAL BANK O
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        INDUSTRIAL AND COMMERCIAL BANK O
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0010
      9000000.00
      9000000.00
      0.0077
      N
      N
      Y
      N
    
    
      NIEUW AMSTERDAM RECEIVABLES CORPORATION
      NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.000000%
      65409SBB3
      54930052Z500U6IGFJ82
      US65409SBB34
      0001372595
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-02-11
      2022-02-11
      2022-02-11
      N
      Y
      
        COOEPERATIEVE RABOBANK U.A.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        COOEPERATIEVE RABOBANK U.A.
        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
      5998187.16
      5998187.16
      0.0052
      N
      N
      N
      N
    
    
      NORINCHUKIN BANK (THE)
      NORINCHUKIN BANK (THE) 0.090000%
      65602YRC6
      5493007VSMFZCPV1NB83
      0001496637
      Certificate of Deposit
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-20
      2021-12-20
      2021-12-20
      N
      N
      N
      0.0008
      10000055.50
      10000055.50
      0.0086
      N
      N
      N
      N
    
    
      OVERSEA-CHINESE BANKING CORPORATION LIMITED
      OVERSEA-CHINESE BANKING CORPORATION LIMITED 0.170000%
      69033ME37
      5493007O3QFXCPOGWK22
      US69033ME378
      0001448817
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-01-31
      2022-01-31
      2022-01-31
      N
      N
      N
      0.0011
      13001275.56
      13001275.56
      0.0112
      N
      N
      N
      N
    
    
      UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
      UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
      6903534U8
      254900QI8QTIK0FY6E92
      US6903534U89
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-07
      2021-12-07
      2026-09-15
      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+
        
      
      Y
      
        UNITED STATES OF AMERICA
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      0.0009
      5000000.00
      5000000.00
      0.0043
      N
      N
      Y
      N
    
    
      UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
      UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.080001%
      690353YE1
      254900QI8QTIK0FY6E92
      US690353YE15
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-07
      2021-12-07
      2034-06-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      Y
      
        UNITED STATES OF AMERICA
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      0.0008
      3446688.60
      3446688.60
      0.0030
      N
      N
      Y
      N
    
    
      UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
      UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.080001%
      690353ZY6
      254900QI8QTIK0FY6E92
      US690353ZY69
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-07
      2021-12-07
      2034-06-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      Y
      
        UNITED STATES OF AMERICA
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      0.0008
      3664292.04
      3664292.04
      0.0031
      N
      N
      Y
      N
    
    
      PORTLAND MAINE (CITY OF)...
      PORTLAND MAINE (CITY OF)... 0.070000%
      7365594Y8
      US7365594Y83
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-07
      2021-12-07
      2026-06-01
      Y
      
        TD BANK, NATIONAL ASSOCIATION
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        TD BANK, NATIONAL ASSOCIATION
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0007
      22300000.00
      22300000.00
      0.0191
      N
      N
      Y
      N
    
    
      PURE GROVE FUNDING
      PURE GROVE FUNDING 0.000000%
      74625UBN2
      5493001D6K5CFMBUWV36
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-02-22
      2022-02-22
      2022-02-22
      N
      Y
      
        Royal Bank of Canada
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      Y
      
        Royal Bank of Canada
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0017
      7996901.36
      7996901.36
      0.0069
      N
      N
      N
      N
    
    
      RIDGEFIELD FUNDING COMPANY, LLC
      RIDGEFIELD FUNDING COMPANY, LLC 0.000000%
      76582KEG2
      US76582KEG22
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-05-16
      2022-05-16
      2022-05-16
      N
      Y
      
        BNP Paribas
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        BNP Paribas
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0023
      5715815.32
      5715815.32
      0.0049
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.000000%
      78015DER7
      ES7IP3U3RHIGC71XBU11
      0001000275
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-05-25
      2022-05-25
      2022-05-25
      N
      N
      N
      0.0022
      7991278.24
      7991278.24
      0.0069
      N
      N
      N
      N
    
    
      SALISBURY RECEIVABLES COMPANY LLC
      SALISBURY RECEIVABLES COMPANY LLC 0.000000%
      79490AZA9
      549300HB2PGDP0V6U989
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-10
      2021-12-10
      2021-12-10
      N
      Y
      
        Barclays Bank PLC
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        BARCLAYS BANK PLC
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0007
      6999856.08
      6999856.08
      0.0060
      N
      N
      N
      N
    
    
      SALISBURY RECEIVABLES COMPANY LLC
      SALISBURY RECEIVABLES COMPANY LLC 0.000000%
      79490BB96
      549300HB2PGDP0V6U989
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-02-09
      2022-02-09
      2022-02-09
      N
      Y
      
        Barclays Bank PLC
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        BARCLAYS BANK PLC
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0013
      3699044.07
      3699044.07
      0.0032
      N
      N
      N
      N
    
    
      SOCIETE GENERALE
      SOCIETE GENERALE 0.000000%
      83368YFQ5
      O2RNE8IBXP4R0TD8PU41
      0000865845
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-13
      2021-12-13
      2021-12-13
      N
      N
      N
      0.0001
      3999980.00
      3999980.00
      0.0034
      N
      N
      N
      N
    
    
      SOCIETE GENERALE
      SOCIETE GENERALE 0.228629%
      83368YGC5
      O2RNE8IBXP4R0TD8PU41
      0000865845
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-31
      2022-01-31
      2022-01-31
      N
      N
      N
      0.0015
      13001790.23
      13001790.23
      0.0112
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK, LIMITED
      SUMITOMO MITSUI TRUST BANK, LIMITED 0.150000%
      86564G2W0
      5493006GGLR4BTEL8O61
      0001046017
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-21
      2022-01-21
      2022-01-21
      N
      N
      N
      0.0011
      8000496.56
      8000496.56
      0.0069
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK, LIMITED
      SUMITOMO MITSUI TRUST BANK, LIMITED 0.150000%
      86564G3J8
      5493006GGLR4BTEL8O61
      0001046017
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-24
      2022-01-24
      2022-01-24
      N
      N
      N
      0.0011
      9000522.18
      9000522.18
      0.0077
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK, LIMITED
      SUMITOMO MITSUI TRUST BANK, LIMITED 0.250000%
      86564G5U1
      5493006GGLR4BTEL8O61
      US86564G5U17
      0001046017
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-04-01
      2022-04-01
      2022-04-01
      N
      N
      N
      0.0024
      8300280.71
      8300280.71
      0.0071
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORPORATION
      SUMITOMO MITSUI BANKING CORPORATION 0.151132%
      86565CY60
      5U0XI89JRFVHWIBS4F54
      US86565CY609
      0001158084
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-21
      2021-12-21
      2021-12-21
      N
      N
      N
      0.0010
      5000163.70
      5000163.70
      0.0043
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORPORATION
      SUMITOMO MITSUI BANKING CORPORATION 0.180000%
      86565FBW1
      5U0XI89JRFVHWIBS4F54
      0001158084
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-31
      2022-01-31
      2022-01-31
      N
      N
      N
      0.0013
      11001041.37
      11001041.37
      0.0094
      N
      N
      N
      N
    
    
      STATE OF TEXAS
      STATE OF TEXAS 0.090002%
      882723G78
      549300X9CH74QB747L76
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2021-12-07
      2021-12-07
      2034-06-01
      Y
      
        STATE STREET BANK AND TRUST COMP
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        STATE STREET BANK AND TRUST COMP
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0009
      10500000.00
      10500000.00
      0.0090
      N
      N
      Y
      N
    
    
      TORONTO-DOMINION BANK (THE)
      TORONTO-DOMINION BANK (THE) 0.000000%
      89119AZ76
      PT3QB789TSUIDF371261
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-07
      2021-12-07
      2021-12-07
      N
      N
      N
      0.0007
      19999727.80
      19999727.80
      0.0172
      N
      N
      Y
      N
    
    
      TORONTO-DOMINION BANK (THE)
      TORONTO-DOMINION BANK (THE) 0.000000%
      89119BES1
      PT3QB789TSUIDF371261
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-05-26
      2022-05-26
      2022-05-26
      N
      N
      N
      0.0026
      7316778.98
      7316778.98
      0.0063
      N
      N
      N
      N
    
    
      UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
      UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
      90376PBA8
      254900QI8QTIK0FY6E92
      US90376PBA84
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-07
      2021-12-07
      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+
        
      
      Y
      
        UNITED STATES OF AMERICA
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      0.0009
      2000000.00
      2000000.00
      0.0017
      N
      N
      Y
      N
    
    
      UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
      UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
      90376PBG5
      254900QI8QTIK0FY6E92
      US90376PBG54
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-07
      2021-12-07
      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+
        
      
      Y
      
        UNITED STATES OF AMERICA
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      0.0009
      3000000.00
      3000000.00
      0.0026
      N
      N
      Y
      N
    
    
      UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
      UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.090002%
      90376PBX8
      254900QI8QTIK0FY6E92
      US90376PBX87
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-07
      2021-12-07
      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+
        
      
      Y
      
        UNITED STATES OF AMERICA
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      0.0009
      4500000.00
      4500000.00
      0.0039
      N
      N
      Y
      N
    
    
      UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
      UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.080001%
      90376PCF6
      254900QI8QTIK0FY6E92
      US90376PCF62
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-07
      2021-12-07
      2026-05-15
      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+
        
      
      Y
      
        UNITED STATES OF AMERICA
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      0.0008
      1980000.00
      1980000.00
      0.0017
      N
      N
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.750000%
      9128287C8
      254900HROIFWPRGM1V77
      US9128287C81
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-07-15
      2022-07-15
      2022-07-15
      N
      N
      N
      0.0014
      3105750.00
      3105750.00
      0.0027
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.125000%
      912828ZX1
      254900HROIFWPRGM1V77
      US912828ZX16
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-06-30
      2022-06-30
      2022-06-30
      N
      N
      N
      0.0011
      1069883.58
      1069883.58
      0.0009
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.105005%
      91282CAA9
      254900HROIFWPRGM1V77
      US91282CAA99
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-01
      2022-07-31
      2022-07-31
      N
      N
      N
      0.0006
      500136.82
      500136.82
      0.0004
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.105005%
      91282CAS0
      254900HROIFWPRGM1V77
      US91282CAS08
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-01
      2022-10-31
      2022-10-31
      N
      N
      N
      0.0006
      400178.84
      400178.84
      0.0003
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.099007%
      91282CBK6
      254900HROIFWPRGM1V77
      US91282CBK62
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-01
      2023-01-31
      2023-01-31
      N
      N
      N
      0.0008
      17703507.61
      17703507.61
      0.0152
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.084006%
      91282CBY6
      254900HROIFWPRGM1V77
      US91282CBY66
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-01
      2023-04-30
      2023-04-30
      N
      N
      N
      0.0008
      57401250.17
      57401250.17
      0.0493
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.079006%
      91282CCQ2
      254900HROIFWPRGM1V77
      US91282CCQ24
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-01
      2023-07-31
      2023-07-31
      N
      N
      N
      0.0009
      18898068.04
      18898068.04
      0.0162
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.085007%
      91282CDE8
      254900HROIFWPRGM1V77
      US91282CDE84
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-01
      2023-10-31
      2023-10-31
      N
      N
      N
      0.0009
      58594241.96
      58594241.96
      0.0503
      N
      Y
      Y
      N
    
    
      VICTORY RECEIVABLES CORPORATION
      VICTORY RECEIVABLES CORPORATION 0.000000%
      92646LAC4
      549300D0F37QF0LP7F94
      US92646LAC46
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-12
      2022-01-12
      2022-01-12
      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
        
      
      Y
      
        MUFG BANK, LTD.
        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
      999857.86
      999857.86
      0.0009
      N
      N
      N
      N
    
    
      VICTORY RECEIVABLES CORPORATION
      VICTORY RECEIVABLES CORPORATION 0.000000%
      92646LAK6
      549300D0F37QF0LP7F94
      US92646LAK61
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-01-19
      2022-01-19
      2022-01-19
      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
        
      
      Y
      
        MUFG BANK, LTD.
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0013
      5998916.64
      5998916.64
      0.0052
      N
      N
      N
      N
    
    
      VICTORY RECEIVABLES CORPORATION
      VICTORY RECEIVABLES CORPORATION 0.000000%
      92646LBE9
      549300D0F37QF0LP7F94
      US92646LBE92
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-02-14
      2022-02-14
      2022-02-14
      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
        
      
      Y
      
        MUFG BANK, LTD.
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0016
      1299558.14
      1299558.14
      0.0011
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORPORATION
      WESTPAC BANKING CORPORATION 0.155002%
      9612C4N98
      EN5TNI6CI43VEPAMHL14
      0000719245
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-02-04
      2022-02-04
      2022-02-04
      N
      N
      N
      0.0011
      6000445.08
      6000445.08
      0.0052
      N
      N
      N
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.069998%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR03CF8B779158BAN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
          2549001DPIFGXC1TOL40
          
            2026-05-22
          
          1.350000
          760000.00
          759088.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-11-01
          
          2.500000
          3271847.00
          3353119.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-06-01
          
          3.500000
          2087.00
          2161.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-07
      2021-12-07
      2022-01-20
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0007
      4000000.00
      4000000.00
      0.0034
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03DD137791581BN
      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
          
            2034-11-15
          
          0.00
          267.00
          212.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-16
          
          0.00
          1000.00
          999.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-14
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-17
          
          0.00
          952300.00
          952102.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-03
          
          0.00
          20000.00
          19963.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-14
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          0.00
          1500.00
          1063.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2050-11-15
          
          0.00
          36200.00
          20858.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-05-15
          
          2.500000
          12700.00
          14110.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-07-15
          
          0.375000
          16000.00
          20064.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-15
          
          2.250000
          1000.00
          1011.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          0.625000
          2800.00
          3586.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          0.375000
          600.00
          756.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-15
          
          0.375000
          5683600.00
          7124292.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-07-15
          
          0.125000
          300.00
          373.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-10-31
          
          0.250000
          100.00
          97.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-02-15
          
          0.00
          8.00
          6.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-11-15
          
          0.00
          16.00
          13.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          0.00
          438.00
          294.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-07
      2021-12-07
      2022-03-08
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0006
      8000000.00
      8000000.00
      0.0069
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03DD147791582BN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-12-23
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-10
          
          0.00
          3908200.00
          3907751.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-12-07
          
          0.00
          66100.00
          66100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-04-15
          
          3.375000
          100.00
          229.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-30
          
          2.125000
          13096300.00
          13365847.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-07
      2021-12-07
      2022-03-08
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0006
      17000000.00
      17000000.00
      0.0146
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.240000%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03F59F7791583BN
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          ACE SECURITIES CORP.
          
            2035-12-25
          
          0.736630
          371431.00
          250000.00
          Asset-Backed Securities
        
        
          BEAR STEARNS ASSET BACKED SECURITIES TRUST
          
            2035-12-25
          
          1.036630
          271437.00
          250000.00
          Asset-Backed Securities
        
        
          BEAR STEARNS ASSET BACKED SECURITIES TRUST
          
            2036-04-25
          
          0.661630
          271707.00
          249999.00
          Asset-Backed Securities
        
        
          BEAR STEARNS ASSET BACKED SECURITIES TRUST
          
            2036-06-25
          
          0.541630
          383649.00
          250000.00
          Asset-Backed Securities
        
        
          BEAR STEARNS ASSET BACKED SECURITIES TRUST
          
            2035-08-25
          
          0.291630
          433410.00
          250000.00
          Asset-Backed Securities
        
        
          BEAR STEARNS ASSET BACKED SECURITIES TRUST
          
            2047-01-25
          
          0.741630
          388000.00
          249989.00
          Asset-Backed Securities
        
        
          Bellemeade Re 2018-3 Ltd.
          2549009SOTYJD2MZFC61
          
            2028-10-25
          
          2.842000
          249490.00
          249999.00
          Asset-Backed Securities
        
        
          Bravo Mortgage Asset Trust
          
            2036-07-25
          
          0.542000
          1378465.00
          250000.00
          Asset-Backed Securities
        
        
          COUNTRYWIDE ASSET-BACKED CERTIFICATES
          
            2035-02-25
          
          1.889250
          316000.00
          249299.00
          Asset-Backed Securities
        
        
          COUNTRYWIDE ASSET-BACKED CERTIFICATES
          
            2035-10-25
          
          1.966630
          324000.00
          249963.00
          Asset-Backed Securities
        
        
          Coinstar Funding, LLC
          
            2047-04-25
          
          5.216000
          260000.00
          249610.00
          Asset-Backed Securities
        
        
          Coinstar Funding, LLC
          
            2047-04-25
          
          5.082000
          257000.00
          249612.00
          Asset-Backed Securities
        
        
          Eagle Re 2020-1 Ltd.
          254900SAV74IHXQ8XY35
          
            2030-01-25
          
          2.091630
          252314.00
          250000.00
          Asset-Backed Securities
        
        
          FIRST FRANKLIN MTG LOAN ASSET BACKED CERTIFICATES
          
            2036-08-25
          
          0.466630
          517542.00
          250000.00
          Asset-Backed Securities
        
        
          FREMONT HOME LOAN TRUST
          
            2035-11-25
          
          0.751630
          440913.00
          250000.00
          Asset-Backed Securities
        
        
          MASTR ASSET BACKED SECURITIES TRUST
          
            2036-01-25
          
          0.661630
          323241.00
          250000.00
          Asset-Backed Securities
        
        
          Mosaic Solar Loans LLC
          549300ZLA8SW2SVJMN33
          
            2047-04-22
          
          1.600000
          268000.00
          249975.00
          Asset-Backed Securities
        
        
          PEOPLE'S CHOICE HOME LOAN SECURITIES TRUST
          
            2035-08-25
          
          1.141630
          320420.00
          250000.00
          Asset-Backed Securities
        
        
          RESIDENTIAL ASSET SECURITIES CORPORATION
          
            2036-08-25
          
          0.571630
          280057.00
          250000.00
          Asset-Backed Securities
        
        
          Radnor Re 2020-1 Ltd.
          254900YVLP8CB4GC2O97
          
            2030-01-25
          
          2.091630
          253121.00
          250000.00
          Asset-Backed Securities
        
        
          Radnor Re LTD
          
            2031-11-25
          
          5.047670
          249654.00
          250000.00
          Asset-Backed Securities
        
        
          Radnor Re 2019-1 Ltd.
          254900JBDDKUTX6TX151
          
            2029-02-25
          
          3.292000
          248035.00
          250000.00
          Asset-Backed Securities
        
        
          RESIDENTIAL ASSET SECURITIES CORPORATION
          
            2035-12-25
          
          0.976630
          260392.00
          249999.00
          Asset-Backed Securities
        
        
          SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE
          
            2037-09-25
          
          0.569250
          25000.00
          8297.00
          Asset-Backed Securities
        
        
          STRUCTURED ASSET SECURITIES CORPORATION
          
            2035-02-25
          
          1.291630
          579606.00
          250000.00
          Asset-Backed Securities
        
        
          STRUCTURED ASSET SECURITIES CORPORATION
          
            2035-07-25
          
          3.466630
          545947.00
          250000.00
          Asset-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0024
      5000025.00
      5000025.00
      0.0043
      N
      Y
      Y
      N
    
    
      SCOTIA CAPITAL (USA) INC.
      SCOTIA CAPITAL (USA) INC. 0.170000%
      549300BLWPABP1VNME36
      0000064241
      TPR03F5A87791581SC
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          Chevron U.S.A. Inc.
          VA8TZDWPEZYU430RZ444
          
            2022-08-12
          
          0.333000
          7000.00
          7007.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-12-05
          
          2.355000
          9000.00
          9236.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-03-03
          
          2.411000
          24000.00
          24185.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2023-05-11
          
          1.049500
          3000.00
          3038.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2022-02-04
          
          0.500000
          749000.00
          749608.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2022-03-06
          
          2.397000
          696000.00
          701452.00
          Corporate Debt Securities
        
        
          JOHNSON & JOHNSON
          549300G0CFPGEF6X2043
          
            2022-03-03
          
          2.250000
          65000.00
          65584.00
          Corporate Debt Securities
        
        
          L BRANDS, INC.
          GR3KVMWVCR54YWQNXU90
          
            2025-07-01
          
          9.375000
          9000.00
          11263.00
          Corporate Debt Securities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2022-11-03
          
          2.650000
          10000.00
          10193.00
          Corporate Debt Securities
        
        
          Par Pharmaceutical, Inc.
          549300KK5WR4MGN4YT97
          
            2027-04-01
          
          7.500000
          301000.00
          309266.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2023-05-01
          
          0.750000
          209000.00
          209996.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2022-08-17
          
          2.375000
          735000.00
          747837.00
          Corporate Debt Securities
        
        
          THE CHARLES SCHWAB CORPORATION
          549300VSGCJ7E698NM85
          
            2024-03-18
          
          0.549242
          253000.00
          253757.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2022-03-16
          
          2.700000
          250000.00
          252980.00
          Corporate Debt Securities
        
        
          Target Corporation
          8WDDFXB5T1Z6J0XC1L66
          
            2022-01-15
          
          2.900000
          640000.00
          648995.00
          Corporate Debt Securities
        
        
          TEXAS INSTRUMENTS INCORPORATED
          WDJNR2L6D8RWOEB8T652
          
            2022-05-15
          
          1.850000
          251000.00
          252712.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2022-04-21
          
          1.750000
          200000.00
          201171.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2024-02-09
          
          0.410000
          748000.00
          749989.00
          Corporate Debt Securities
        
        
          UNILEVER CAPITAL CORPORATION
          MYF1DAS6G5WY7PRWCU78
          
            2022-03-07
          
          3.000000
          739000.00
          749528.00
          Corporate Debt Securities
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2022-12-14
          
          2.800000
          85000.00
          87956.00
          Corporate Debt Securities
        
        
          WESTPAC BANKING CORPORATION
          EN5TNI6CI43VEPAMHL14
          
            2022-01-11
          
          2.800000
          739000.00
          749073.00
          Corporate Debt Securities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2023-05-12
          
          0.250000
          4000.00
          3989.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2023-05-03
          
          2.400000
          3000.00
          3079.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2022-02-09
          
          2.500000
          178000.00
          179789.00
          Corporate Debt Securities
        
        
          ARKO CORP
          
            2029-11-15
          
          5.125000
          2000.00
          1951.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2024-08-12
          
          0.430000
          7000.00
          7038.00
          Corporate Debt Securities
        
        
          CALUMET SPECIALTY PROD
          
            2025-04-15
          
          11.000000
          2000.00
          2215.00
          Corporate Debt Securities
        
        
          Rabobank Netherlands
          DG3RU1DBUFHT4ZF9WN62
          
            2022-02-08
          
          3.875000
          206000.00
          209835.00
          Corporate Debt Securities
        
        
          CoreLogic, Inc.
          54930086CD8K2UIL0516
          
            2028-05-01
          
          4.500000
          5000.00
          4911.00
          Corporate Debt Securities
        
        
          EVERARC ESCROW SARL
          
            2029-10-30
          
          5.000000
          9000.00
          8907.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2023-04-15
          
          1.571000
          143000.00
          145197.00
          Corporate Debt Securities
        
        
          FIVE POINT OP CO LP/FIVE
          
            2025-11-15
          
          7.875000
          719000.00
          742929.00
          Corporate Debt Securities
        
        
          GO DADDY OPCO/FINCO
          
            2029-03-01
          
          3.500000
          3000.00
          2877.00
          Corporate Debt Securities
        
        
          Golden Nugget, Inc.
          91D14OD6M4H1RVBN7R43
          
            2024-10-15
          
          6.750000
          743000.00
          749269.00
          Corporate Debt Securities
        
        
          The Home Depot, Inc.
          QEKMOTMBBKA8I816DO57
          
            2022-06-01
          
          2.625000
          124000.00
          126829.00
          Corporate Debt Securities
        
        
          LITHIA MOTORS, INC
          SE8N1EZEHPZQBCBVKD53
          
            2027-12-15
          
          4.625000
          2000.00
          2134.00
          Corporate Debt Securities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2022-11-15
          
          2.125000
          155000.00
          157689.00
          Corporate Debt Securities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2022-02-12
          
          2.375000
          10000.00
          10094.00
          Corporate Debt Securities
        
        
          MOLINA HEALTHCARE, INC.
          549300NQQCEQ46YHZ591
          
            2032-05-15
          
          3.875000
          4000.00
          3906.00
          Corporate Debt Securities
        
        
          NABORS INDUSTRIES, INC.
          549300VFQWRKICUFNU92
          
            2027-05-15
          
          7.375000
          6000.00
          5979.00
          Corporate Debt Securities
        
        
          National Australia Bank Limited, New York Branch
          549300E2IPL06NDXMZ63
          
            2022-05-22
          
          2.500000
          732000.00
          739917.00
          Corporate Debt Securities
        
        
          NOVARTIS CAPITAL CORPORATION
          5493002KF87V5RSRQS84
          
            2022-09-21
          
          2.400000
          33000.00
          33694.00
          Corporate Debt Securities
        
        
          PBF HOLDING CO LLC
          
            2025-05-15
          
          9.250000
          11000.00
          10396.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2023-03-06
          
          2.625000
          25000.00
          25774.00
          Corporate Debt Securities
        
        
          THE PROCTER & GAMBLE COMPANY
          2572IBTT8CCZW6AU4141
          
            2022-08-11
          
          2.150000
          92000.00
          93768.00
          Corporate Debt Securities
        
        
          Prospect Capital Corporation
          549300FSD8T39P5Q0O47
          
            2028-10-15
          
          3.437000
          155000.00
          148821.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2023-01-17
          
          1.950000
          683000.00
          698842.00
          Corporate Debt Securities
        
        
          SCIENTIFIC GAMES INTERNATIONAL, INC.
          RLTHESQ0RNFQJWPBJN60
          
            2026-03-15
          
          8.250000
          698000.00
          743152.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2023-03-11
          
          0.400000
          251000.00
          250603.00
          Corporate Debt Securities
        
        
          SKANDINAVISKA ENSKILDA BANKEN AB
          F3JS33DEI6XQ4ZBPTN86
          
            2022-03-25
          
          3.050000
          401000.00
          406476.00
          Corporate Debt Securities
        
        
          TKC HOLDINGS INC
          
            2028-05-15
          
          6.875000
          727000.00
          748166.00
          Corporate Debt Securities
        
        
          THE TORONTO-DOMINION BANK
          PT3QB789TSUIDF371261
          
            2023-06-02
          
          0.300000
          557000.00
          555248.00
          Corporate Debt Securities
        
        
          Triumph Group, Inc.
          5493007L6S47Q14SL582
          
            2024-06-01
          
          8.875000
          7000.00
          7974.00
          Corporate Debt Securities
        
        
          U.S. BANK NATIONAL ASSOCIATION
          6BYL5QZYBDK8S7L73M02
          
            2022-01-21
          
          1.800000
          744000.00
          749595.00
          Corporate Debt Securities
        
        
          BAUSCH HEALTH COMPANIES INC.
          B3BS7ACMDUWISF18KY76
          
            2025-12-15
          
          9.000000
          9000.00
          9731.00
          Corporate Debt Securities
        
        
          Vector Group Ltd.
          549300TUIF4WWN6NDN50
          
            2029-02-01
          
          5.750000
          739000.00
          714810.00
          Corporate Debt Securities
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2022-09-15
          
          2.150000
          593000.00
          603537.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2022-12-15
          
          2.350000
          9000.00
          9264.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2023-06-26
          
          3.400000
          209000.00
          220993.00
          Corporate Debt Securities
        
        
          WESTPAC BANKING CORPORATION
          EN5TNI6CI43VEPAMHL14
          
            2023-01-13
          
          0.511750
          2000.00
          2008.00
          Corporate Debt Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0017
      15000045.75
      15000045.75
      0.0129
      N
      Y
      Y
      N
    
    
      SCOTIA CAPITAL (USA) INC.
      SCOTIA CAPITAL (USA) INC. 0.320000%
      549300BLWPABP1VNME36
      0000064241
      TPR03F5AC779158SCO
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          CHOBANI LLC/FINANCE CORP
          
            2028-11-15
          
          4.625000
          22000.00
          22311.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2023-04-15
          
          1.571000
          265000.00
          269071.00
          Corporate Debt Securities
        
        
          New Residential Investment Corp.
          549300WNTHGEO5LP2G31
          
            2025-10-15
          
          6.250000
          3000.00
          3008.00
          Corporate Debt Securities
        
        
          Par Pharmaceutical, Inc.
          549300KK5WR4MGN4YT97
          
            2027-04-01
          
          7.500000
          147000.00
          151037.00
          Corporate Debt Securities
        
        
          TEEKAY CORPORATION
          YHKQM2RIPKZYOZ6RVZ46
          
            2022-11-15
          
          9.250000
          147000.00
          150874.00
          Corporate Debt Securities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2023-05-12
          
          0.250000
          10000.00
          9972.00
          Corporate Debt Securities
        
        
          American Greetings Corporation
          549300WMJOT8C9DNMF90
          
            2025-04-15
          
          8.750000
          717000.00
          742767.00
          Corporate Debt Securities
        
        
          APEX TOOL / BC MOUNTAIN
          
            2023-02-15
          
          9.000000
          2000.00
          2010.00
          Corporate Debt Securities
        
        
          ARETEC ESCROW ISSUER INC
          
            2029-04-01
          
          7.500000
          238000.00
          248660.00
          Corporate Debt Securities
        
        
          ARKO CORP
          
            2029-11-15
          
          5.125000
          2000.00
          1951.00
          Corporate Debt Securities
        
        
          B&G Foods, Inc.
          549300TRW1LZMDJZAQ78
          
            2025-04-01
          
          5.250000
          727000.00
          742343.00
          Corporate Debt Securities
        
        
          BCPE EMPIRE HOLDINGS, INC.
          549300O2G0VI2955B626
          
            2027-05-01
          
          7.625000
          737000.00
          741895.00
          Corporate Debt Securities
        
        
          BWX Technologies, Inc.
          549300NP85N265KWMS58
          
            2029-04-15
          
          4.125000
          738000.00
          741894.00
          Corporate Debt Securities
        
        
          CALUMET SPECIALTY PROD
          
            2025-04-15
          
          11.000000
          142000.00
          157265.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-12-05
          
          2.355000
          358000.00
          367382.00
          Corporate Debt Securities
        
        
          COMMSCOPE, INC.
          549300Z6K4JXMFE8QY54
          
            2026-03-01
          
          6.000000
          223000.00
          231325.00
          Corporate Debt Securities
        
        
          CoreLogic, Inc.
          54930086CD8K2UIL0516
          
            2028-05-01
          
          4.500000
          40000.00
          39292.00
          Corporate Debt Securities
        
        
          CORECIVIC, INC.
          529900JFA3K6PTLT8B15
          
            2026-04-15
          
          8.250000
          718000.00
          747612.00
          Corporate Debt Securities
        
        
          Enova International, Inc.
          549300O8XOCQSB49UO63
          
            2024-09-01
          
          8.500000
          278000.00
          287317.00
          Corporate Debt Securities
        
        
          EVERARC ESCROW SARL
          
            2029-10-30
          
          5.000000
          139000.00
          137562.00
          Corporate Debt Securities
        
        
          FIVE POINT OP CO LP/FIVE
          
            2025-11-15
          
          7.875000
          719000.00
          742929.00
          Corporate Debt Securities
        
        
          Fortress Transportation and Infrastructure Investors LLC
          529900E7PUVK6BC8PE80
          
            2027-08-01
          
          9.750000
          9000.00
          10303.00
          Corporate Debt Securities
        
        
          FRONTIER COMMUNICATIONS
          549300ZCZ76HYCS0H445
          
            2027-10-15
          
          5.875000
          713000.00
          745737.00
          Corporate Debt Securities
        
        
          GO DADDY OPCO/FINCO
          
            2029-03-01
          
          3.500000
          312000.00
          299224.00
          Corporate Debt Securities
        
        
          Hudbay Minerals Inc.
          549300WI524AL577IX21
          
            2026-04-01
          
          4.500000
          748000.00
          738407.00
          Corporate Debt Securities
        
        
          LITHIA MOTORS, INC
          SE8N1EZEHPZQBCBVKD53
          
            2027-12-15
          
          4.625000
          2000.00
          2134.00
          Corporate Debt Securities
        
        
          LIVE NATION ENTERTAINMENT, INC.
          5493007B9BM9ZXJINO78
          
            2024-11-01
          
          4.875000
          77000.00
          77867.00
          Corporate Debt Securities
        
        
          THE MICHAELS COMPANIES, INC.
          549300H9LWMBP7HYLR98
          
            2029-05-01
          
          7.875000
          482000.00
          478956.00
          Corporate Debt Securities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2022-02-12
          
          2.375000
          6000.00
          6056.00
          Corporate Debt Securities
        
        
          MOLINA HEALTHCARE, INC.
          549300NQQCEQ46YHZ591
          
            2032-05-15
          
          3.875000
          2000.00
          1953.00
          Corporate Debt Securities
        
        
          NOVARTIS CAPITAL CORPORATION
          5493002KF87V5RSRQS84
          
            2022-09-21
          
          2.400000
          46000.00
          46967.00
          Corporate Debt Securities
        
        
          PBF HOLDING CO LLC
          
            2025-05-15
          
          9.250000
          761000.00
          719224.00
          Corporate Debt Securities
        
        
          PBF LOGISTICS LP/FINANCE
          
            2023-05-15
          
          6.875000
          775000.00
          733626.00
          Corporate Debt Securities
        
        
          PARK INTERMED HOLDINGS
          
            2028-10-01
          
          5.875000
          39000.00
          40643.00
          Corporate Debt Securities
        
        
          PRIME HEALTHCARE SERVICE
          
            2025-11-01
          
          7.250000
          47000.00
          49507.00
          Corporate Debt Securities
        
        
          THE PROCTER & GAMBLE COMPANY
          2572IBTT8CCZW6AU4141
          
            2022-08-11
          
          2.150000
          735000.00
          749126.00
          Corporate Debt Securities
        
        
          Aaron's Holdings Company, Inc.
          549300DHYTLBOVRXIG52
          
            2029-11-15
          
          6.000000
          81000.00
          81185.00
          Corporate Debt Securities
        
        
          SCIENTIFIC GAMES INTERNATIONAL, INC.
          RLTHESQ0RNFQJWPBJN60
          
            2026-03-15
          
          8.250000
          698000.00
          743152.00
          Corporate Debt Securities
        
        
          SINCLAIR TELEVISION GROUP, INC.
          549300CQGEN0CH65UD62
          
            2030-03-01
          
          5.500000
          239000.00
          222233.00
          Corporate Debt Securities
        
        
          SINCLAIR TELEVISION GROUP, INC.
          549300CQGEN0CH65UD62
          
            2030-12-01
          
          4.125000
          12000.00
          11088.00
          Corporate Debt Securities
        
        
          Sirius XM Radio Inc.
          WP5O65E6BMU84LNO4227
          
            2031-09-01
          
          3.875000
          3000.00
          2868.00
          Corporate Debt Securities
        
        
          TKC HOLDINGS INC
          
            2028-05-15
          
          6.875000
          727000.00
          748166.00
          Corporate Debt Securities
        
        
          TOTALENERGIES CAPITAL INTERNATIONAL
          549300U37G2I8G4RUG09
          
            2022-02-17
          
          2.875000
          2000.00
          2027.00
          Corporate Debt Securities
        
        
          TURNING POINT BRANDS, INC.
          549300IYG00QF0VVP302
          
            2026-02-15
          
          5.625000
          57000.00
          58933.00
          Corporate Debt Securities
        
        
          US FOODS, INC.
          5493000JOOFAOUY1JZ87
          
            2025-04-15
          
          6.250000
          711000.00
          747682.00
          Corporate Debt Securities
        
        
          Valeant Pharmaceuticals International
          KOO0397YRO83WY5MGD97
          
            2026-04-01
          
          9.250000
          700000.00
          744499.00
          Corporate Debt Securities
        
        
          Vector Group Ltd.
          549300TUIF4WWN6NDN50
          
            2026-11-01
          
          10.500000
          715000.00
          746073.00
          Corporate Debt Securities
        
        
          Vector Group Ltd.
          549300TUIF4WWN6NDN50
          
            2029-02-01
          
          5.750000
          451000.00
          436237.00
          Corporate Debt Securities
        
        
          Ziggo B.V.
          213800TQASLF9JXH5J59
          
            2027-01-15
          
          5.500000
          619000.00
          648789.00
          Corporate Debt Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0032
      15000108.30
      15000108.30
      0.0129
      N
      Y
      Y
      N
    
    
      ING FINANCIAL MARKETS LLC
      ING FINANCIAL MARKETS LLC 0.140000%
      KBVRJ5K57JZ3E2AVWX40
      0000877559
      TPR03F5B0779158ING
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          MasterCard Incorporated
          AR5L2ODV9HN37376R084
          
            2024-04-01
          
          3.375000
          469000.00
          499049.00
          Corporate Debt Securities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2024-05-12
          
          0.450000
          204000.00
          201886.00
          Corporate Debt Securities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2028-05-12
          
          1.650000
          502000.00
          498243.00
          Corporate Debt Securities
        
        
          American Express Company
          R4PP93JZOLY261QX3811
          
            2023-08-03
          
          3.700000
          472000.00
          498883.00
          Corporate Debt Securities
        
        
          AMERICAN HONDA FINANCE CORPORATION
          B6Q2VFHD1797Q7NZ3E43
          
            2028-03-24
          
          2.000000
          75000.00
          75583.00
          Corporate Debt Securities
        
        
          American Tower Corporation
          5493006ORUSIL88JOE18
          
            2030-01-15
          
          2.900000
          487000.00
          499991.00
          Corporate Debt Securities
        
        
          Amgen Inc.
          62QBXGPJ34PQ72Z12S66
          
            2052-01-15
          
          3.000000
          446000.00
          434221.00
          Corporate Debt Securities
        
        
          ANTHEM, INC.
          8MYN82XMYQH89CTMTH67
          
            2030-05-15
          
          2.250000
          504000.00
          499463.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2024-08-12
          
          0.750000
          449000.00
          446319.00
          Corporate Debt Securities
        
        
          BOSTON SCIENTIFIC CORPORATION
          Y6ZDD9FP4P8JSSJMW954
          
            2026-03-01
          
          3.750000
          459000.00
          499103.00
          Corporate Debt Securities
        
        
          BOSTON SCIENTIFIC CORPORATION
          Y6ZDD9FP4P8JSSJMW954
          
            2029-03-01
          
          4.000000
          436000.00
          489322.00
          Corporate Debt Securities
        
        
          CSX Corporation
          549300JVQR4N1MMP3Q88
          
            2051-05-15
          
          2.500000
          306000.00
          278329.00
          Corporate Debt Securities
        
        
          THE COCA-COLA COMPANY
          UWJKFUJFZ02DKWI3RY53
          
            2041-05-05
          
          2.875000
          484000.00
          498359.00
          Corporate Debt Securities
        
        
          Dollar General Corporation
          OPX52SQVOZI8IVSWYU66
          
            2030-04-03
          
          3.500000
          456000.00
          496562.00
          Corporate Debt Securities
        
        
          EUROPEAN INVESTMENT BANK
          5493006YXS1U5GIHE750
          
            2023-09-15
          
          0.250000
          502000.00
          499681.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2029-11-15
          
          2.450000
          19000.00
          19477.00
          Corporate Debt Securities
        
        
          LABORATORY CORPORATION OF AMERICA HOLDINGS
          OZ7UA8IXAIFILY2VZH07
          
            2026-06-01
          
          1.550000
          502000.00
          499634.00
          Corporate Debt Securities
        
        
          METROPOLITAN LIFE GLOBAL FUNDING I
          635400MMSOCXNNNZDZ82
          
            2030-04-09
          
          2.950000
          468000.00
          495069.00
          Corporate Debt Securities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2025-11-03
          
          3.125000
          105000.00
          112299.00
          Corporate Debt Securities
        
        
          PACCAR FINANCIAL CORP.
          PH3S12DWZBHHQKVYZ297
          
            2024-08-09
          
          0.500000
          506000.00
          499656.00
          Corporate Debt Securities
        
        
          PFIZER INC.
          765LHXWGK1KXCLTFYQ30
          
            2040-09-15
          
          5.600000
          276000.00
          389076.00
          Corporate Debt Securities
        
        
          Starbucks Corporation
          OQSJ1DU9TAOC51A47K68
          
            2050-03-12
          
          3.350000
          470000.00
          495638.00
          Corporate Debt Securities
        
        
          TEXAS INSTRUMENTS INCORPORATED
          WDJNR2L6D8RWOEB8T652
          
            2030-05-04
          
          1.750000
          506000.00
          497557.00
          Corporate Debt Securities
        
        
          TOYOTA MOTOR CREDIT CORPORATION
          Z2VZBHUMB7PWWJ63I008
          
            2024-09-13
          
          0.625000
          375000.00
          370945.00
          Corporate Debt Securities
        
        
          WELLS FARGO & COMPANY
          PBLD0EJDB5FWOLXP3B76
          
            2025-02-19
          
          3.000000
          475000.00
          499375.00
          Corporate Debt Securities
        
        
          VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC
          5493002SQ1AVQBY41K40
          
            2023-05-12
          
          3.125000
          200000.00
          206697.00
          Corporate Debt Securities
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0014
      10000022.20
      10000022.20
      0.0086
      N
      Y
      Y
      N
    
    
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.120000%
      1VUV7VQFKUOQSJ21A208
      0001330437
      TPR03F5B1779158CRE
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          ANHEUSER-BUSCH CO/INBEV
          
            2046-02-01
          
          4.900000
          18000.00
          22875.00
          Corporate Debt Securities
        
        
          ANHEUSER-BUSCH INBEV WORLDWIDE INC.
          549300CRGMZK3K53BF92
          
            2040-06-01
          
          4.350000
          1000.00
          1195.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2023-04-12
          
          3.450000
          381000.00
          396484.00
          Corporate Debt Securities
        
        
          BAIDU, INC.
          254900AL64IANZYI1E02
          
            2024-05-14
          
          4.375000
          400000.00
          428754.00
          Corporate Debt Securities
        
        
          BAIDU, INC.
          254900AL64IANZYI1E02
          
            2026-04-09
          
          1.720000
          240000.00
          237498.00
          Corporate Debt Securities
        
        
          THE BANK OF NOVA SCOTIA
          L3I9ZG2KFGXZ61BMYR72
          
            2099-12-31
          
          4.650000
          1000.00
          977.00
          Corporate Debt Securities
        
        
          BANK OF CHINA (HONG KONG) LIMITED
          KNPC1X7GHDZW8U2ZSF89
          
            2099-12-31
          
          5.900000
          1203000.00
          1299090.00
          Corporate Debt Securities
        
        
          Bristol-Myers Squibb Company
          HLYYNH7UQUORYSJQCN42
          
            2024-07-26
          
          2.900000
          33000.00
          34889.00
          Corporate Debt Securities
        
        
          BURLINGTN NORTH SANTA FE
          
            2022-09-01
          
          3.050000
          7000.00
          7153.00
          Corporate Debt Securities
        
        
          CATERPILLAR FINANCIAL SERVICES CORPORATION
          EDBQKYOPJUCJKLOJDE72
          
            2022-06-06
          
          2.400000
          4000.00
          4088.00
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK OF AUSTRALIA
          MSFSBD3QN1GSN7Q6C537
          
            2027-09-19
          
          3.150000
          685000.00
          743487.00
          Corporate Debt Securities
        
        
          EUROPEAN INVESTMENT BANK
          5493006YXS1U5GIHE750
          
            2026-03-26
          
          0.375000
          1000.00
          968.00
          Corporate Debt Securities
        
        
          GLENCOVE FDG DAC / GLENCOVE FD
          
            2022-03-08
          
          0.00
          41984.00
          41964.00
          Money Market
        
        
          HSBC HOLDINGS PLC
          MLU0ZO3ML4LN2LL2TL39
          
            2024-05-18
          
          1.160000
          1974000.00
          1992825.00
          Corporate Debt Securities
        
        
          HollyFrontier Corporation
          549300J3U2WK73C9ZK26
          
            2030-10-01
          
          4.500000
          1815000.00
          1955980.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2029-07-23
          
          4.203000
          195000.00
          219749.00
          Corporate Debt Securities
        
        
          KEURIG DR PEPPER INC.
          DYTQ8KRTKO7Y2BVU5K74
          
            2028-05-25
          
          4.597000
          213000.00
          241625.00
          Corporate Debt Securities
        
        
          MANHATTAN ASSET FDG CO LLC
          
            2022-03-02
          
          0.00
          2000742.00
          1999854.00
          Money Market
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2022-11-03
          
          2.650000
          1959000.00
          1996784.00
          Corporate Debt Securities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2027-02-06
          
          3.300000
          1802000.00
          1973893.00
          Corporate Debt Securities
        
        
          MILEAGE PLUS HLDINGS LLC
          
            2027-06-20
          
          6.500000
          21433.00
          23274.00
          Corporate Debt Securities
        
        
          Mitsubishi UFJ Financial Group, Inc.
          353800V2V8PUY9TK3E06
          
            2022-02-22
          
          2.998000
          1331000.00
          1349902.00
          Corporate Debt Securities
        
        
          NOVARTIS CAPITAL CORPORATION
          5493002KF87V5RSRQS84
          
            2022-09-21
          
          2.400000
          159000.00
          162344.00
          Corporate Debt Securities
        
        
          Old Line Funding LLC
          
            2022-03-17
          
          0.00
          2001092.00
          1999999.00
          Money Market
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2023-07-15
          
          3.625000
          673000.00
          713221.00
          Corporate Debt Securities
        
        
          PACIFIC GAS AND ELECTRIC COMPANY
          1HNPXZSMMB7HMBMVBS46
          
            2042-04-15
          
          4.450000
          53000.00
          54087.00
          Corporate Debt Securities
        
        
          PACIFIC GAS AND ELECTRIC COMPANY
          1HNPXZSMMB7HMBMVBS46
          
            2044-02-15
          
          4.750000
          47000.00
          49370.00
          Corporate Debt Securities
        
        
          PACIFIC GAS AND ELECTRIC COMPANY
          1HNPXZSMMB7HMBMVBS46
          
            2045-03-15
          
          4.300000
          76000.00
          78153.00
          Corporate Debt Securities
        
        
          PACIFIC GAS AND ELECTRIC COMPANY
          1HNPXZSMMB7HMBMVBS46
          
            2030-07-01
          
          4.550000
          1688678.00
          1865840.00
          Corporate Debt Securities
        
        
          PACIFIC GAS AND ELECTRIC COMPANY
          1HNPXZSMMB7HMBMVBS46
          
            2050-07-01
          
          4.950000
          513792.00
          576037.00
          Corporate Debt Securities
        
        
          PACIFIC GAS AND ELECTRIC COMPANY
          1HNPXZSMMB7HMBMVBS46
          
            2040-07-01
          
          4.500000
          1851226.00
          1965678.00
          Corporate Debt Securities
        
        
          SOCIETE GENERALE
          O2RNE8IBXP4R0TD8PU41
          
            2027-01-12
          
          4.000000
          1829000.00
          1998243.00
          Corporate Debt Securities
        
        
          UNILEVER CAPITAL CORPORATION
          MYF1DAS6G5WY7PRWCU78
          
            2026-07-28
          
          2.000000
          192000.00
          198103.00
          Corporate Debt Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-15
          
          0.125000
          6153500.00
          7591002.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-15
          
          0.00
          36.00
          36.00
          U.S. Treasuries (including strips)
        
        
          VALE OVERSEAS LIMITED
          254900BA3U6G5DNV5V04
          
            2036-11-21
          
          6.875000
          2000.00
          2550.00
          Corporate Debt Securities
        
        
          CREDIT SUISSE GROUP AG
          549300506SI9CRFV9Z86
          
            2023-12-14
          
          1.315750
          1334000.00
          1349347.00
          Corporate Debt Securities
        
        
          MUFG BANK, LTD.
          C3GTMMZIHMY46P4OIX74
          
            2024-09-08
          
          3.250000
          1880000.00
          1997505.00
          Corporate Debt Securities
        
        
          Nippon Life Insurance Company
          549300Y0HHMFW3EVWY08
          
            2047-09-19
          
          4.000000
          200000.00
          213328.00
          Corporate Debt Securities
        
        
          TOYOTA INDUSTRIES CORPORATION
          35380000WKGEAHEMW830
          
            2028-03-16
          
          3.566000
          1823000.00
          1986250.00
          Corporate Debt Securities
        
        
          BANGKOK BANK PUBLIC COMPANY LIMITED
          549300CCL2BKJGMYXV60
          
            2028-09-19
          
          4.450000
          1719000.00
          1999431.00
          Corporate Debt Securities
        
        
          KIA CORPORATION
          988400V8MJK9N7OI5X76
          
            2024-04-16
          
          1.000000
          1885000.00
          1884024.00
          Corporate Debt Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0012
      40000066.40
      40000066.40
      0.0343
      N
      Y
      Y
      N
    
    
      MIZUHO SECURITIES USA LLC
      MIZUHO SECURITIES USA LLC 0.170000%
      7TK5RJIZDFROZCA6XF66
      0000812291
      TPR03F5B2779158MIZ
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          Altria Group, Inc.
          XSGZFLO9YTNO9VCQV219
          
            2061-02-04
          
          4.000000
          780000.00
          749712.00
          Corporate Debt Securities
        
        
          American Express Company
          R4PP93JZOLY261QX3811
          
            2026-11-04
          
          0.700003
          747000.00
          749163.00
          Corporate Debt Securities
        
        
          B.A.T CAPITAL CORPORATION
          2138005GYEXN7XRHFA84
          
            2037-08-15
          
          4.390000
          698000.00
          749864.00
          Corporate Debt Securities
        
        
          The Bell Telephone Company of Canada or Bell Canada
          549300JYAVAQRV5MNZ86
          
            2051-03-17
          
          3.650000
          669000.00
          749201.00
          Corporate Debt Securities
        
        
          CANADIAN IMPERIAL BANK OF COMMERCE
          2IGI19DL77OX0HC3ZE78
          
            2024-10-18
          
          0.469234
          748000.00
          749242.00
          Corporate Debt Securities
        
        
          COX COMMUNICATIONS, INC.
          5493001NEDZNIFRP2R92
          
            2031-06-15
          
          2.600000
          744000.00
          749309.00
          Corporate Debt Securities
        
        
          THE WALT DISNEY COMPANY
          549300GZKULIZ0WOW665
          
            2043-10-01
          
          5.400000
          541000.00
          748739.00
          Corporate Debt Securities
        
        
          DISCOVERY COMMUNICATIONS, LLC
          L2Z2MO2EQURH3BREWI15
          
            2030-05-15
          
          3.625000
          703000.00
          749820.00
          Corporate Debt Securities
        
        
          Duke Energy Carolinas, LLC
          MWIUSDMN17TCR56VW396
          
            2028-12-01
          
          6.000000
          103000.00
          129980.00
          Corporate Debt Securities
        
        
          FedEx Corporation
          549300E707U7WNPZN687
          
            2046-04-01
          
          4.550000
          619000.00
          749669.00
          Corporate Debt Securities
        
        
          General Motors Financial Company, Inc.
          5493008B6JBRUJ90QL97
          
            2024-03-08
          
          0.809258
          745000.00
          749236.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2023-07-24
          
          1.123880
          746000.00
          749785.00
          Corporate Debt Securities
        
        
          GRAY OAK PIPELINE LLC
          
            2023-09-15
          
          2.000000
          738000.00
          749997.00
          Corporate Debt Securities
        
        
          HUNTINGTON BANCSHARES INCORPORATED
          549300XTVCVV9I7B5T19
          
            2024-08-06
          
          2.625000
          718000.00
          749019.00
          Corporate Debt Securities
        
        
          THE KROGER CO.
          6CPEOKI6OYJ13Q6O7870
          
            2043-08-01
          
          5.150000
          569000.00
          749369.00
          Corporate Debt Securities
        
        
          NXP BV/NXP FDG/NXP USA
          
            2026-06-18
          
          3.875000
          681000.00
          749977.00
          Corporate Debt Securities
        
        
          The Narragansett Electric Company
          VAI0KZ806W8MCH0BCZ61
          
            2028-08-01
          
          3.919000
          674000.00
          749006.00
          Corporate Debt Securities
        
        
          NEXTERA ENERGY CAPITAL HOLDINGS, INC.
          UMI46YPGBLUE4VGNNT48
          
            2023-02-22
          
          0.429630
          750000.00
          749449.00
          Corporate Debt Securities
        
        
          Owl Rock Capital Corporation
          2549000BD79OOCPF2L94
          
            2027-01-15
          
          2.625000
          758000.00
          749453.00
          Corporate Debt Securities
        
        
          Pioneer Natural Resources Company
          FY8JBF7CCL2VE4F1B628
          
            2024-01-15
          
          0.750000
          753000.00
          749756.00
          Corporate Debt Securities
        
        
          PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED
          PUSS41EMO3E6XXNV3U28
          
            2030-08-15
          
          1.600000
          679000.00
          631094.00
          Corporate Debt Securities
        
        
          T-MOBILE USA, INC.
          549300V2JRLO5DIFGE82
          
            2051-02-15
          
          3.300000
          770000.00
          749976.00
          Corporate Debt Securities
        
      
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0017
      15000045.75
      15000045.75
      0.0129
      N
      Y
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.240000%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR03F5B4779158MUF
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          ZANITE ACQUISITION CORPCOM CL A
          
            2021-11-30
          
          0.00
          0.00
          1657383.00
          Equities
        
        
          AF ACQUISITION CORPCLASS A COM
          
            2021-11-30
          
          0.00
          0.00
          232502.00
          Equities
        
        
          CHP MERGER CORPCOM CL A
          
            2021-11-30
          
          0.00
          0.00
          538401.00
          Equities
        
        
          DIGITAL TRANSFORMATN OPT CORPCLASS A COM
          
            2021-11-30
          
          0.00
          0.00
          11138.00
          Equities
        
        
          EAST RES ACQUISITION COCOM CL A
          
            2021-11-30
          
          0.00
          0.00
          851830.00
          Equities
        
        
          FTAC PARNASSUS ACQUISITN CORPCLASS A COM
          
            2021-11-30
          
          0.00
          0.00
          823241.00
          Equities
        
        
          Fortress Transportation and Infrastructure Investors LLC
          529900E7PUVK6BC8PE80
          
            2021-11-30
          
          0.00
          0.00
          1699991.00
          Equities
        
        
          GX ACQUISITION CORP II CLASS A COM
          
            2021-11-30
          
          0.00
          0.00
          751711.00
          Equities
        
        
          GOAL ACQUISITIONS CORP COM
          
            2021-11-30
          
          0.00
          0.00
          616315.00
          Equities
        
        
          GORES HOLDINGS VII INC COM CL A
          
            2021-11-30
          
          0.00
          0.00
          1699992.00
          Equities
        
        
          GORES TECHNOLOGY PARTNERS II CLASS A COM
          
            2021-11-30
          
          0.00
          0.00
          1453092.00
          Equities
        
        
          HAMILTON LANE ALLIANCE HLDGS I COM CL A
          
            2021-11-30
          
          0.00
          0.00
          701711.00
          Equities
        
        
          HUDSON EXECUTIVE INVS CORP IICOM CL A
          
            2021-11-30
          
          0.00
          0.00
          727729.00
          Equities
        
        
          INTERPRIVATE IV INFRATECH PRTN CLASS A COM
          
            2021-11-30
          
          0.00
          0.00
          405276.00
          Equities
        
        
          iSHARES TRUST - iShares Short Treasury Bond ETF
          549300F8ZJ4IZLOOBP30
          
            2021-11-30
          
          0.00
          0.00
          1699892.00
          Equities
        
        
          MALLARD ACQUISITION CORP COM
          
            2021-11-30
          
          0.00
          0.00
          98671.00
          Equities
        
        
          MONUMENT CIRCLE ACQUISITN CORP COM CL A
          
            2021-11-30
          
          0.00
          0.00
          450084.00
          Equities
        
        
          ONE EQUITY PARTNERS OPEN WTR I CL A
          
            2021-11-30
          
          0.00
          0.00
          381449.00
          Equities
        
        
          PINE TECHNOLOGY ACQUISITN CORP CLASS A COM
          
            2021-11-30
          
          0.00
          0.00
          417631.00
          Equities
        
        
          TRIBE CAPITAL GROWTH CORP ICLASS A COM
          
            2021-11-30
          
          0.00
          0.00
          689130.00
          Equities
        
        
          TWELVE SEAS INVESTMENT CO II COM CL A
          
            2021-11-30
          
          0.00
          0.00
          684360.00
          Equities
        
        
          26 CAPITAL ACQUISITION CORPCOM CL A
          
            2021-11-30
          
          0.00
          0.00
          635438.00
          Equities
        
        
          VECTOIQ ACQUISITION CORP IICOM CL A
          
            2021-11-30
          
          0.00
          0.00
          430770.00
          Equities
        
        
          Z-WORK ACQUISITION CORPCOM CL A
          
            2021-11-30
          
          0.00
          0.00
          587896.00
          Equities
        
        
          INMODE LTD SHS
          
            2021-11-30
          
          0.00
          0.00
          114366.00
          Equities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0024
      17000085.00
      17000085.00
      0.0146
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES, INC.
      BOFA SECURITIES, INC. 0.170000%
      549300HN4UKV1E2R3U73
      TPR03F5CA779158BOF
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          BP PRUDHOE BAY ROYALTY TRUST
          529900GWA7X2Z1HY3675
          
            2021-11-30
          
          0.00
          0.00
          32818.00
          Equities
        
        
          PMV CONSUMER ACQUISITION CORPCOM
          
            2021-11-30
          
          0.00
          0.00
          667093.00
          Equities
        
        
          ABVC BIOPHARMA INC COM
          
            2021-11-30
          
          0.00
          0.00
          37996.00
          Equities
        
        
          Versartis, Inc.
          5493002Z0KHRW71RNC19
          
            2021-11-30
          
          0.00
          0.00
          6500.00
          Equities
        
        
          Arlington Asset Investment Corp.
          549300LA9ZT7L8G7IT53
          
            2021-11-30
          
          0.00
          0.00
          1567.00
          Equities
        
        
          ATLANTIC AVE ACQUISITION CORPCOM CL A
          
            2021-11-30
          
          0.00
          0.00
          890481.00
          Equities
        
        
          ATLANTIC AVE ACQUISITION CORPCOM CL A
          
            2021-11-30
          
          0.00
          0.00
          59266.00
          Equities
        
        
          AVNET, INC.
          XJI53DCPL7QABOWK4Z75
          
            2021-11-30
          
          0.00
          0.00
          149.00
          Equities
        
        
          Biocept, Inc.
          5493000MP9GU5S88NF42
          
            2021-11-30
          
          0.00
          0.00
          30342.00
          Equities
        
        
          CAE INC.
          549300FFM2BEH2GF1E44
          
            2021-11-30
          
          0.00
          0.00
          25.00
          Equities
        
        
          Capricor Therapeutics, Inc.
          5493002ZI5PDLXV4DX14
          
            2021-11-30
          
          0.00
          0.00
          86130.00
          Equities
        
        
          CHECKMATE PHARMACEUTICALS INCCOM
          
            2021-11-30
          
          0.00
          0.00
          16200.00
          Equities
        
        
          CHENIERE ENERGY PARTNERS, L.P.
          5493005UEC8AZ34LDV29
          
            2021-11-30
          
          0.00
          0.00
          43.00
          Equities
        
        
          CHINA AUTOMOTIVE SYSTEMS, INC.
          52990059UORTCZ66JW45
          
            2021-11-30
          
          0.00
          0.00
          24648.00
          Equities
        
        
          Corvus Pharmaceuticals, Inc.
          549300I3AVJ8F75NCX65
          
            2021-11-30
          
          0.00
          0.00
          125925.00
          Equities
        
        
          Cyclacel Pharmaceuticals, Inc.
          549300IE74IVYY7IL203
          
            2021-11-30
          
          0.00
          0.00
          21168.00
          Equities
        
        
          D AND Z MEDIA ACQUISITION CORP COM CL A
          
            2021-11-30
          
          0.00
          0.00
          528376.00
          Equities
        
        
          D AND Z MEDIA ACQUISITION CORP COM CL A
          
            2021-11-30
          
          0.00
          0.00
          2786.00
          Equities
        
        
          DIGITAL BRANDS GROUP INC COM
          
            2021-11-30
          
          0.00
          0.00
          75920.00
          Equities
        
        
          DOMA HOLDINGS INCCOMMON STOCK
          
            2021-11-30
          
          0.00
          0.00
          6.00
          Equities
        
        
          DOVER MOTORSPORTS INCCOM
          
            2021-11-30
          
          0.00
          0.00
          6103.00
          Equities
        
        
          Ekso Bionics Holdings, Inc.
          549300KPH77IVQVN2I21
          
            2021-11-30
          
          0.00
          0.00
          54432.00
          Equities
        
        
          Newgioco Group, Inc.
          549300XZ6QXEL8JT4136
          
            2021-11-30
          
          0.00
          0.00
          55500.00
          Equities
        
        
          EMPOWERMENT & INCLUSION CAPITA COM CL A
          
            2021-11-30
          
          0.00
          0.00
          1018463.00
          Equities
        
        
          Millennial Esports Corp.
          894500NUPDOV8GTVN566
          
            2021-11-30
          
          0.00
          0.00
          4125.00
          Equities
        
        
          ETON PHARMACEUTICALS INC COM
          
            2021-11-30
          
          0.00
          0.00
          73164.00
          Equities
        
        
          Five Below, Inc.
          529900AAXP5Z6BGI7418
          
            2021-11-30
          
          0.00
          0.00
          34380.00
          Equities
        
        
          FOREST ROAD ACQUISITION COR II CL A
          
            2021-11-30
          
          0.00
          0.00
          393471.00
          Equities
        
        
          FORTRESS VALUE ACQUIS CORP III COM CL A
          
            2021-11-30
          
          0.00
          0.00
          573216.00
          Equities
        
        
          G&P ACQUISITION CORP COM CL A
          
            2021-11-30
          
          0.00
          0.00
          1079187.00
          Equities
        
        
          GEOVAX LABS, INC.
          549300KXK8Z4UZ4J7S86
          
            2021-11-30
          
          0.00
          0.00
          10650.00
          Equities
        
        
          GOHEALTH INC COM CL A
          
            2021-11-30
          
          0.00
          0.00
          10.00
          Equities
        
        
          GOLDEN FALCON ACQUISITION CORP CL A
          
            2021-11-30
          
          0.00
          0.00
          4331.00
          Equities
        
        
          GRAF ACQUISITION CORP IV COM
          
            2021-11-30
          
          0.00
          0.00
          444066.00
          Equities
        
        
          HCW BIOLOGICS INCCOM
          
            2021-11-30
          
          0.00
          0.00
          15895.00
          Equities
        
        
          Horizon Global Corporation
          549300D1ZZV3IWN54G85
          
            2021-11-30
          
          0.00
          0.00
          117470.00
          Equities
        
        
          INDEPENDENCE CONTRACT DRILLING COM
          
            2021-11-30
          
          0.00
          0.00
          111228.00
          Equities
        
        
          INTERPRIVATE II ACQUISITION CO CL A COM
          
            2021-11-30
          
          0.00
          0.00
          979290.00
          Equities
        
        
          Kandi Technologies Group, Inc.
          529900TXUELWMVI79005
          
            2021-11-30
          
          0.00
          0.00
          1194407.00
          Equities
        
        
          KINGSWOOD ACQUISITION CORP COM CL A
          
            2021-11-30
          
          0.00
          0.00
          556495.00
          Equities
        
        
          LA JOLLA PHARMACEUTICAL CO COM
          
            2021-11-30
          
          0.00
          0.00
          67297.00
          Equities
        
        
          LIQUIDIA CORPORATION COM NEW
          
            2021-11-30
          
          0.00
          0.00
          150718.00
          Equities
        
        
          Logicbio Therapeutics, Inc.
          549300GHIQDMXT6NPC14
          
            2021-11-30
          
          0.00
          0.00
          6192.00
          Equities
        
        
          NERDY INCCL A COM
          
            2021-11-30
          
          0.00
          0.00
          34684.00
          Equities
        
        
          American Realty Capital New York City REIT, Inc.
          549300MG8D4X8UCGRM43
          
            2021-11-30
          
          0.00
          0.00
          2040.00
          Equities
        
        
          NEWBURY STREET ACQUISITN CORPCOM
          
            2021-11-30
          
          0.00
          0.00
          166445.00
          Equities
        
        
          Nextdecade Corporation
          549300XB4GCLNGHFTT48
          
            2021-11-30
          
          0.00
          0.00
          145200.00
          Equities
        
        
          Nuzee, Inc.
          549300TVHCHY3640I014
          
            2021-11-30
          
          0.00
          0.00
          104430.00
          Equities
        
        
          OFFERPAD SOLUTIONS INC COM CL A
          
            2021-11-30
          
          0.00
          0.00
          8.00
          Equities
        
        
          OSIRIS ACQUISITION CORPCL A
          
            2021-11-30
          
          0.00
          0.00
          401872.00
          Equities
        
        
          PHX MINERALS INC.
          5493007OI1JOF1QSPE51
          
            2021-11-30
          
          0.00
          0.00
          16830.00
          Equities
        
        
          RENOVACOR INCCOM
          
            2021-11-30
          
          0.00
          0.00
          802870.00
          Equities
        
        
          REVIVA PHARMACEUTCLS HLDGS INC COM
          
            2021-11-30
          
          0.00
          0.00
          21600.00
          Equities
        
        
          SEACOR MARINE HOLDINGS INC.
          5493003LNKFW1W43N030
          
            2021-11-30
          
          0.00
          0.00
          2793.00
          Equities
        
        
          Salem Communications Corporation
          549300CTHBTS2MIXZL54
          
            2021-11-30
          
          0.00
          0.00
          2432.00
          Equities
        
        
          SAN JUAN BASIN RTY TRUNIT BEN INT
          
            2021-11-30
          
          0.00
          0.00
          23521.00
          Equities
        
        
          SATSUMA PHARMACEUTICALS, INC.
          549300CFJJ7QFB1VAD84
          
            2021-11-30
          
          0.00
          0.00
          10572.00
          Equities
        
        
          Sino-Global Shipping America, Ltd.
          529900WGYD5BTM777Z32
          
            2021-11-30
          
          0.00
          0.00
          31213.00
          Equities
        
        
          SOCIAL LEVERAGE ACQUISN CORP I COM CL A
          
            2021-11-30
          
          0.00
          0.00
          731416.00
          Equities
        
        
          Stantec Inc.
          549300MZ7NGUZDCP2T16
          
            2021-11-30
          
          0.00
          0.00
          22076.00
          Equities
        
        
          SUPER LEAGUE GAMING, INC.
          549300WQTSJRTPRU5C77
          
            2021-11-30
          
          0.00
          0.00
          87100.00
          Equities
        
        
          TASTEMAKER ACQUISITION CORPCOM CL A
          
            2021-11-30
          
          0.00
          0.00
          41139.00
          Equities
        
        
          TRAVELCENTERS OF AMERICA LLC
          529900FQY3V2OO9M4Z65
          
            2021-11-30
          
          0.00
          0.00
          53.00
          Equities
        
        
          U.S. Energy Corp.
          549300MS9QJ0KPN83B63
          
            2021-11-30
          
          0.00
          0.00
          14400.00
          Equities
        
        
          VerifyMe, Inc.
          549300PQWM4UB0090168
          
            2021-11-30
          
          0.00
          0.00
          5216.00
          Equities
        
        
          Vermilion Energy Inc.
          WT03B8BB1IX8WI9ZGV02
          
            2021-11-30
          
          0.00
          0.00
          10.00
          Equities
        
        
          VINCO VENTURES INC COM
          
            2021-11-30
          
          0.00
          0.00
          6.00
          Equities
        
        
          WORKSPORT LTDCOM NEW
          
            2021-11-30
          
          0.00
          0.00
          106533.00
          Equities
        
        
          Proteostasis Therapeutics, Inc.
          549300GNQLMQP5WNHC81
          
            2021-11-30
          
          0.00
          0.00
          15426.00
          Equities
        
        
          Health Enhancement Products, Inc.
          549300WXWSRBQ5NTCF69
          
            2021-11-30
          
          0.00
          0.00
          3540.00
          Equities
        
        
          ZYNERBA PHARMACEUTICALS, INC.
          549300JLJ5VQU2CN6016
          
            2021-11-30
          
          0.00
          0.00
          271635.00
          Equities
        
        
          AMERICAS TECHNOLOGY ACQSN CORP SHS
          
            2021-11-30
          
          0.00
          0.00
          176639.00
          Equities
        
        
          ANGEL POND HOLDINGS CORP SHS CL A
          
            2021-11-30
          
          0.00
          0.00
          551874.00
          Equities
        
        
          AVANTI ACQUISITION CORP.
          549300N1STADABPJNC94
          
            2021-11-30
          
          0.00
          0.00
          20.00
          Equities
        
        
          BIT DIGITAL INCSHS
          
            2021-11-30
          
          0.00
          0.00
          186770.00
          Equities
        
        
          BLUERIVER ACQUISITION CORP SHS CL A
          
            2021-11-30
          
          0.00
          0.00
          682051.00
          Equities
        
        
          CATCHA INVESTMENT CORP SHS CL A
          
            2021-11-30
          
          0.00
          0.00
          10.00
          Equities
        
        
          CATCHA INVESTMENT CORP SHS CL A
          
            2021-11-30
          
          0.00
          0.00
          1631723.00
          Equities
        
        
          CN ENERGY GROUP INCSHS
          
            2021-11-30
          
          0.00
          0.00
          4214.00
          Equities
        
        
          COLONNADE ACQUISITION CORP IISHS CL A
          
            2021-11-30
          
          0.00
          0.00
          226492.00
          Equities
        
        
          ESM ACQUISITION CORPORATIONSHS CL A
          
            2021-11-30
          
          0.00
          0.00
          790378.00
          Equities
        
        
          HPX CORP SHS CL A
          
            2021-11-30
          
          0.00
          0.00
          1548720.00
          Equities
        
        
          GENIUS SPORTS LIMITEDSHARES CL A
          
            2021-11-30
          
          0.00
          0.00
          176352.00
          Equities
        
        
          GOBI ACQUISITION CORPCLASS A ORD SHS
          
            2021-11-30
          
          0.00
          0.00
          59049.00
          Equities
        
        
          GREENLAND TECHNOLOGIES HLDGSHS NEW
          
            2021-11-30
          
          0.00
          0.00
          92484.00
          Equities
        
        
          IBERE PHARMACEUTICALSSHS CL A
          
            2021-11-30
          
          0.00
          0.00
          197847.00
          Equities
        
        
          L&F ACQUISITION CORP SHS CL A
          
            2021-11-30
          
          0.00
          0.00
          468080.00
          Equities
        
        
          PRIME IMPACT ACQUISITION I SHS CL A
          
            2021-11-30
          
          0.00
          0.00
          1290673.00
          Equities
        
        
          NISUN INTL ENT DVPMT GP CO LTD COM CL A
          
            2021-11-30
          
          0.00
          0.00
          21692.00
          Equities
        
        
          NOBLE CORP NEW SHS
          
            2021-11-30
          
          0.00
          0.00
          504742.00
          Equities
        
        
          OAKTREE ACQUISITION CORP IICL A SHS
          
            2021-11-30
          
          0.00
          0.00
          17840.00
          Equities
        
        
          ORION BIOTECH OPPORTUNTES CORP CLASS A ORD SHS
          
            2021-11-30
          
          0.00
          0.00
          31934.00
          Equities
        
        
          PROVIDENT ACQUISITION CORP CL A
          
            2021-11-30
          
          0.00
          0.00
          1077834.00
          Equities
        
        
          SCVX CORPCOM
          
            2021-11-30
          
          0.00
          0.00
          1697093.00
          Equities
        
        
          TIGA ACQUISITION CORPSHS CL A
          
            2021-11-30
          
          0.00
          0.00
          1097757.00
          Equities
        
        
          TWIN RIDGE CAPITAL ACQUIS CORP SHS CL A
          
            2021-11-30
          
          0.00
          0.00
          218069.00
          Equities
        
        
          TWOCOM CL A
          
            2021-11-30
          
          0.00
          0.00
          118345.00
          Equities
        
        
          VALARIS LIMITEDCL A
          
            2021-11-30
          
          0.00
          0.00
          31.00
          Equities
        
        
          CORPORACION AMER ARPTS S A COM
          
            2021-11-30
          
          0.00
          0.00
          189572.00
          Equities
        
        
          EVOGENE LTDSHS
          
            2021-11-30
          
          0.00
          0.00
          110751.00
          Equities
        
        
          MediWound Ltd
          549300LJKCS74GRYKF90
          
            2021-11-30
          
          0.00
          0.00
          23258.00
          Equities
        
        
          OTONOMO TECHNOLOGIES LTD ORDINARY SHARES
          
            2021-11-30
          
          0.00
          0.00
          118950.00
          Equities
        
        
          REE AUTOMOTIVE LTD CLASS A ORD SHS
          
            2021-11-30
          
          0.00
          0.00
          75616.00
          Equities
        
        
          Ferrari N.V.
          549300RIVY5EX8RCON76
          
            2021-11-30
          
          0.00
          0.00
          956772.00
          Equities
        
        
          KBS Fashion Group Limited
          54930094TV6SSEXV2R56
          
            2021-11-30
          
          0.00
          0.00
          33759.00
          Equities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0017
      25000076.25
      25000076.25
      0.0215
      N
      Y
      Y
      N
    
    
      ABN AMRO BANK N.V.
      Joint Account III 0.050000%
      TPR03F5D3779158ABN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.000000
          258570.08
          115263.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.000000
          290898.39
          148572.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-08-01
          
          3.500000
          367982.01
          150403.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-01-01
          
          3.500000
          385031.25
          291297.30
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-04-01
          
          2.000000
          1585466.72
          1531054.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          4.000000
          72796.22
          18567.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          1229310.24
          323294.92
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-09-01
          
          3.500000
          74947.12
          17918.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-09-01
          
          3.500000
          177.60
          55.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          3.000000
          937176.90
          330422.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.500000
          763301.57
          253791.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.000000
          203441.91
          73893.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          57713.38
          2686.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          583570.16
          95925.34
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          84654.69
          15483.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-03-01
          
          3.500000
          25.82
          10.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          3.500000
          888430.31
          331061.27
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          3.500000
          299392.05
          108684.30
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          4.000000
          253538.34
          145286.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          324581.29
          147042.17
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          28991.70
          14092.03
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          29355.79
          13652.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.500000
          35369.81
          21193.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.500000
          25218.26
          21891.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.500000
          1096.78
          790.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          119355.94
          46219.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.000000
          27684.22
          12167.85
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          34868.64
          15350.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          4.000000
          29010.82
          2605.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          3.500000
          25684.05
          15210.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          788742.92
          359186.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.000000
          756498.84
          304715.94
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          478436.79
          234676.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          4.000000
          750783.30
          448369.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.500000
          50729.94
          46492.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.500000
          148475.31
          137631.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          3.000000
          198249.88
          190777.93
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          3.000000
          43767.21
          43356.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          30895.50
          29965.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-07-01
          
          2.500000
          796300.35
          815491.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-07-01
          
          2.000000
          36856.99
          35889.94
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-10-01
          
          2.500000
          63489.09
          50386.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-01-01
          
          2.000000
          50503.39
          45778.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-11-01
          
          4.000000
          220.29
          44.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-04-01
          
          4.000000
          18.75
          5.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-03-01
          
          5.500000
          23.76
          0.30
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-08-01
          
          2.500000
          125920.82
          127421.57
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-10-01
          
          2.500000
          3683259.98
          3806016.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-11-01
          
          2.500000
          11086.58
          11486.83
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2051-04-20
          
          3.000000
          273984.09
          261535.05
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2051-09-20
          
          2.500000
          192060.04
          196305.81
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          2.250000
          29456.25
          32070.64
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-09-30
          
          3.000000
          8071.88
          8708.32
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-31
          
          1.500000
          26356.88
          26830.84
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-31
          
          2.250000
          104291.25
          108738.56
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      11249996.85
      11249996.85
      0.0097
      N
      Y
      Y
      N
    
    
      BANK OF AMERICA, NATIONAL ASSOCIATION
      Joint Account III 0.050000%
      0000838440
      TPR03F5D3779158BAN
      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
          
            2047-08-20
          
          3.000000
          12701644.52
          3521190.08
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-06-20
          
          3.000000
          21501389.36
          6135059.92
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      9374997.38
      9374997.38
      0.0081
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES, INC.
      Joint Account III 0.050000%
      549300HN4UKV1E2R3U73
      TPR03F5D3779158BOF
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-01-01
          
          3.000000
          187500.00
          64966.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2040-11-01
          
          4.000000
          684375.00
          59968.41
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2033-01-01
          
          3.000000
          71966.06
          49734.41
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2039-07-01
          
          4.500000
          900000.00
          41442.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2025-12-01
          
          3.500000
          971768.31
          46725.75
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2027-10-01
          
          2.500000
          328125.00
          48434.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2027-10-01
          
          2.500000
          383475.00
          69269.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2033-07-01
          
          4.000000
          65566.63
          37913.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2041-05-01
          
          4.500000
          481513.69
          36906.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2043-06-01
          
          3.500000
          155814.66
          59219.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2043-09-01
          
          3.500000
          118973.38
          41628.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-09-01
          
          3.500000
          40015.54
          28535.85
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-11-01
          
          4.500000
          47338.88
          31712.85
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-02-01
          
          4.000000
          72375.00
          29406.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-02-01
          
          4.500000
          62708.68
          31873.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.500000
          104856.45
          57234.77
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          5.000000
          276842.64
          68052.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          4.500000
          56988.02
          29478.41
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-09-01
          
          3.000000
          205312.50
          67990.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2037-05-01
          
          3.500000
          187500.00
          51678.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2025-05-01
          
          2.500000
          243750.00
          30891.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2043-04-01
          
          3.000000
          225000.00
          72006.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-09-01
          
          3.500000
          120729.47
          35526.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2041-08-01
          
          5.000000
          509062.50
          57120.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-05-01
          
          3.000000
          187500.00
          50213.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-06-01
          
          3.000000
          203397.08
          56511.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-06-01
          
          4.500000
          152062.50
          29523.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.500000
          140964.08
          27551.19
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2028-10-01
          
          2.500000
          219248.23
          44938.16
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2032-10-01
          
          2.500000
          172500.00
          56519.16
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2035-04-01
          
          3.000000
          93750.00
          30375.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-03-01
          
          3.500000
          152043.75
          56099.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2031-09-01
          
          5.000000
          131797.71
          38444.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-05-01
          
          3.000000
          135843.75
          62520.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-01-01
          
          3.500000
          144804.64
          48785.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          3.500000
          147243.75
          65788.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          5.000000
          225915.45
          52964.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2030-05-01
          
          2.500000
          123879.62
          61745.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2035-08-01
          
          2.500000
          77957.16
          69079.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2031-09-01
          
          2.500000
          49835.79
          50403.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2035-07-01
          
          2.500000
          79457.53
          48734.42
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          38896.58
          39657.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-05-01
          
          1.000000
          54555.34
          50247.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-07-01
          
          2.500000
          67091.66
          65298.34
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          4.000000
          75000.00
          36887.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          4.000000
          44156.25
          28709.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-02-01
          
          3.000000
          35662.50
          30029.27
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          78419.34
          69441.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          5.000000
          96760.67
          35396.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          5.000000
          229451.49
          54273.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.500000
          36318.75
          31909.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2043-04-01
          
          3.500000
          186574.86
          35702.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2030-02-01
          
          3.000000
          153008.31
          34423.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2043-10-01
          
          4.000000
          243750.00
          48971.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2044-02-01
          
          4.500000
          448826.53
          54768.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.500000
          148156.58
          50407.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2033-12-01
          
          4.000000
          144798.88
          40065.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2034-01-01
          
          4.000000
          241117.56
          56366.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2044-09-01
          
          4.000000
          92009.06
          33349.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2045-10-01
          
          4.000000
          240973.11
          64890.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-05-01
          
          4.000000
          43384.18
          33635.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-10-01
          
          3.500000
          102656.25
          55431.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-04-01
          
          3.500000
          87051.30
          53471.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-01
          
          5.000000
          44287.82
          28632.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-06-01
          
          3.500000
          41803.11
          28589.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-06-01
          
          3.500000
          59851.65
          30381.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-06-01
          
          3.500000
          76795.59
          31964.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          3.500000
          60155.87
          48399.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          3.500000
          73312.71
          52980.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          4.000000
          35876.25
          37836.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-08-01
          
          4.000000
          49683.90
          34385.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-03-01
          
          4.000000
          131250.00
          47624.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          3.500000
          58200.00
          45588.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          5.000000
          91104.24
          31892.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.500000
          112500.00
          60431.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.500000
          68028.79
          56634.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.000000
          63570.68
          54506.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          3.000000
          39375.00
          28527.17
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          3.000000
          40368.75
          31559.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.500000
          57051.39
          50538.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.500000
          39671.38
          33157.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          2.500000
          93750.00
          67415.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          4.000000
          33910.46
          31883.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          52604.64
          35880.43
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          3.500000
          39742.99
          31514.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          4.000000
          35992.69
          33020.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          3.000000
          28241.08
          29259.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.500000
          43792.05
          42072.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-12-01
          
          3.000000
          41297.40
          39531.04
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-02-01
          
          3.500000
          44859.94
          46326.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-04-01
          
          2.000000
          56300.08
          53874.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-06-01
          
          2.500000
          50848.01
          51594.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-07-01
          
          2.000000
          37558.84
          36487.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-06-01
          
          4.000000
          26775.60
          28672.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-08-01
          
          3.000000
          43330.59
          43076.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-08-01
          
          3.500000
          49192.65
          51668.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-08-01
          
          3.000000
          32376.56
          34329.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-08-01
          
          3.000000
          57480.15
          60122.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-08-01
          
          3.000000
          29268.99
          31041.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-08-01
          
          3.000000
          36573.75
          38776.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-08-01
          
          4.500000
          43176.17
          37244.48
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          2.500000
          48440.40
          49738.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          3.500000
          28479.11
          29871.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-08-01
          
          3.500000
          49451.25
          52368.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          3.000000
          37872.15
          39825.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          2.500000
          59784.38
          61161.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-08-01
          
          2.500000
          30690.04
          31488.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          3.000000
          30105.66
          31971.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-08-01
          
          1.500000
          43004.76
          41330.55
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          2.500000
          31192.89
          32026.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          3.000000
          22309.86
          23590.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          4.000000
          25677.47
          28047.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          3.000000
          37175.53
          39821.55
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          2.500000
          46024.97
          47256.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          2.000000
          33306.71
          33495.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          2.500000
          31908.94
          32970.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          1.500000
          62368.29
          60030.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          3.000000
          66787.33
          69610.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-10-01
          
          2.500000
          66969.84
          68827.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          2.500000
          69412.44
          72040.07
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          2.000000
          42971.68
          43081.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          3.500000
          26931.84
          27627.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-07-01
          
          2.000000
          32594.98
          32531.48
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-10-01
          
          2.500000
          29105.78
          30217.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-10-01
          
          3.000000
          55624.99
          58900.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-10-01
          
          2.000000
          71281.31
          71621.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          3.000000
          42246.56
          44951.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.000000
          58551.49
          58719.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-10-01
          
          3.000000
          55218.02
          58868.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-10-01
          
          3.000000
          61374.77
          65429.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-10-01
          
          3.000000
          30867.00
          32798.55
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-10-01
          
          2.500000
          45855.75
          47353.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-10-01
          
          3.000000
          42707.64
          45366.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-10-01
          
          2.500000
          30458.96
          31318.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-10-01
          
          3.000000
          43052.04
          45574.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-10-01
          
          2.000000
          44576.34
          44651.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          3.000000
          57651.15
          60276.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          3.000000
          63568.31
          67668.41
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          3.000000
          30197.94
          32025.43
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.500000
          45679.86
          47167.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-10-01
          
          2.000000
          31783.91
          32008.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.500000
          53635.65
          55261.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          3.000000
          38963.53
          41196.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          3.000000
          32269.82
          33946.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          3.000000
          58473.79
          61159.03
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.000000
          38421.08
          38630.48
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.500000
          56023.63
          57856.16
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.000000
          66809.72
          67073.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.500000
          42353.27
          43812.30
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.500000
          30430.44
          31624.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          3.000000
          26684.70
          28250.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-10-01
          
          3.000000
          56597.83
          59208.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.000000
          47023.61
          47384.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.000000
          28410.00
          28577.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.500000
          37385.14
          38412.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.500000
          31839.00
          32880.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-10-01
          
          2.000000
          62185.84
          62260.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.500000
          58427.10
          60198.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.000000
          33645.52
          33800.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.000000
          56351.25
          56610.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.000000
          32601.56
          32851.42
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.000000
          49854.75
          50184.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.000000
          47300.51
          47554.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          3.500000
          27576.43
          29623.16
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-12-01
          
          2.500000
          32239.69
          33294.30
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.000000
          27506.89
          27772.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.000000
          68729.16
          68811.77
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-12-01
          
          2.000000
          46579.14
          46833.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-12-01
          
          2.500000
          51234.00
          53302.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-12-01
          
          2.000000
          31600.12
          31886.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-12-01
          
          2.000000
          46617.94
          46975.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-12-01
          
          2.500000
          42346.95
          43943.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-12-01
          
          2.000000
          54334.44
          54584.55
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2040-08-01
          
          3.000000
          32612.81
          32914.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2041-10-01
          
          2.000000
          39888.75
          40591.39
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2034-10-01
          
          2.500000
          103125.00
          62311.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2034-10-01
          
          2.500000
          94856.25
          46064.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2035-03-01
          
          2.500000
          92448.84
          54517.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-05-01
          
          2.500000
          47676.17
          48368.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-06-01
          
          2.500000
          28788.86
          29204.42
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-09-01
          
          2.000000
          39245.23
          40177.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-10-01
          
          1.500000
          35476.01
          35445.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-10-01
          
          2.000000
          37933.72
          38967.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          32100.22
          33117.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          33254.51
          34261.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          27937.93
          28905.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          34679.68
          35696.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          65989.35
          68199.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          30753.75
          31788.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          56511.99
          58303.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          37953.92
          39083.85
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          1.500000
          29568.79
          29796.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          30327.68
          31378.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          41942.12
          43395.41
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          50230.33
          51912.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          34753.39
          35957.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          29267.70
          30247.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          32175.09
          33234.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          64036.42
          66180.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          29179.35
          30156.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          44817.96
          46294.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          1.500000
          68977.09
          69341.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          50748.45
          52506.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          27264.38
          28181.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          2.000000
          67577.31
          69803.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-06-01
          
          2.500000
          37132.69
          37976.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-08-01
          
          2.500000
          27879.38
          28554.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.500000
          94125.00
          30239.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          3.000000
          84375.00
          64109.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          5.000000
          98833.74
          42546.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          44812.50
          40575.75
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-10-01
          
          2.500000
          89996.91
          45166.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          3.000000
          81779.18
          55575.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-03-01
          
          4.000000
          153494.38
          46090.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.500000
          60200.85
          33202.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.500000
          50827.16
          27841.44
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      9374997.38
      9374997.38
      0.0081
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES, INC.
      BOFA SECURITIES, INC. 0.120000%
      549300HN4UKV1E2R3U73
      TPR03F5DB7791581BO
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2031-02-08
          
          1.650000
          516000.00
          499428.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2031-08-05
          
          1.700000
          514000.00
          499526.00
          Corporate Debt Securities
        
        
          BEREA COLLEGE
          5493001G8R2TVK4YF192
          
            2071-06-01
          
          3.592000
          428000.00
          498937.00
          Corporate Debt Securities
        
        
          THE CONNECTICUT LIGHT AND POWER COMPANY
          549300O45IUXEDS1VZ32
          
            2031-07-01
          
          2.050000
          467000.00
          462994.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2032-12-15
          
          4.000000
          422000.00
          499164.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2047-12-08
          
          3.734000
          435000.00
          498928.00
          Corporate Debt Securities
        
        
          JOHNSON & JOHNSON
          549300G0CFPGEF6X2043
          
            2028-01-15
          
          2.900000
          467000.00
          499678.00
          Corporate Debt Securities
        
        
          JOHNSON & JOHNSON
          549300G0CFPGEF6X2043
          
            2025-09-01
          
          0.550000
          514000.00
          499109.00
          Corporate Debt Securities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2035-02-12
          
          3.500000
          435000.00
          499284.00
          Corporate Debt Securities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2025-11-03
          
          3.125000
          467000.00
          499463.00
          Corporate Debt Securities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2027-02-06
          
          3.300000
          456000.00
          499498.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2025-04-30
          
          2.750000
          476000.00
          499606.00
          Corporate Debt Securities
        
        
          SE ALASKA REG HEALTH CON
          
            2051-07-01
          
          3.485000
          287000.00
          294774.00
          Corporate Debt Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-22
          
          0.00
          2673400.00
          2672865.00
          U.S. Treasuries (including strips)
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2027-04-15
          
          1.900000
          492000.00
          499053.00
          Corporate Debt Securities
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2031-02-15
          
          1.100000
          538000.00
          499715.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2051-09-22
          
          2.650000
          489000.00
          499932.00
          Corporate Debt Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0012
      10000016.60
      10000016.60
      0.0086
      N
      Y
      Y
      N
    
    
      Goldman Sachs Financial Square Funds - Prime Obligations
      2021-12-07
      Peter W. Fortner
      Peter W. Fortner
      Assistant Treasurer
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