Form N-MFP2 GOLDMAN SACHS TRUST For: May 28

June 7, 2021 8:46 AM EDT

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    N-MFP2
    
      
        
          0000822977
          XXXXXXXX
        
      
      
      
    
  
  
    
      2021-05-28
      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
      23
      45
      
        781048618.29
        839624370.64
        734649843.67
        713581476.09
      
      
        1246383337.24
        1294504233.87
        1255090114.19
        1155822395.24
        0.00
      
      
        0.4377
        0.4564
        0.4246
        0.4238
      
      
        0.6984
        0.7036
        0.7254
        0.6864
        0.0000
      
      564142.82
      1651352857.27
      483241239.84
      31852725.26
      214582.25
      1683555143.10
      1682045010.5600
      0.0000
      0.0011
      
        1.0009
        1.0009
        1.0009
        1.0009
        0.0000
      
    
    
      C000025288
      10000000.00
      1591161754.05
      1589728318.8400
      
        1.0009
        1.0009
        1.0009
        1.0009
        0.0000
      
      
        162453784.64
        546926222.61
      
      
        239398831.36
        184208988.24
      
      
        5732905.79
        115471634.48
      
      
        173231455.01
        196809332.05
      
      
        0.00
        0.00
      
      
        580816976.80
        1043416177.38
      
      0.0000
      Y
      For Institutional Shares the Investment Adviser waived $91,465 of Management Fees and $18,039 of Other Fees; and Goldman Sachs & Co. LLC waived $14,311 of Transfer Agency Fees.
    
    
      C000025289
      10000000.00
      6762991.90
      6757142.0200
      
        1.0009
        1.0009
        1.0009
        1.0009
        0.0000
      
      
        508.73
        0.00
      
      
        4255.42
        0.00
      
      
        3344.87
        0.00
      
      
        50000000.00
        72659743.36
      
      
        0.00
        0.00
      
      
        50008109.02
        72659743.36
      
      0.0000
      Y
      For Administration Shares the Investment Adviser waived $1,591 of Management Fees and $315 of Other Fees; and Goldman Sachs & Co. LLC waived $6,242 of Admin Fees and $250 of Transfer Agency Fees.
    
    
      C000025290
      10000000.00
      14183.21
      14169.1400
      
        1.0010
        1.0010
        1.0010
        1.0010
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        14000.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        14000.00
        0.00
      
      -0.0001
      Y
      For Service Shares Goldman Sachs & Co. LLC waived $3 of Admin Fees.
    
    
      C000025291
      10000000.00
      1013543.19
      1012865.4700
      
        1.0007
        1.0007
        1.0007
        1.0007
        0.0000
      
      
        13.20
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        13.20
        0.00
      
      0.0000
      Y
      For Preferred Shares the Investment Adviser waived $55 of Management Fees and $11 of Other Fees; and Goldman Sachs & Co. LLC waived $86 of Admin Fees and $9 of Transfer Agency Fees.
    
    
      C000025292
      10000000.00
      17808680.65
      17793372.1900
      
        1.0009
        1.0009
        1.0009
        1.0009
        0.0000
      
      
        246.98
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        300000.00
        250000.00
      
      
        0.00
        0.00
      
      
        300246.98
        250000.00
      
      0.0000
      Y
      For Select Shares the Investment Adviser waived $962 of Management Fees and $192 of Other Fees; and Goldman Sachs & Co. LLC waived $452 of Admin Fees and $151 of Transfer Agency Fees.
    
    
      C000025293
      10000000.00
      911355.51
      910613.6300
      
        1.0008
        1.0008
        1.0008
        1.0008
        0.0000
      
      
        12.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        12.00
        0.00
      
      0.0000
      Y
      For Capital Shares the Investment Adviser waived $49 of Management Fees and $10 of Other Fees; and Goldman Sachs & Co. LLC waived $116 of Admin Fees and $8 of Transfer Agency Fees.
    
    
      C000088811
      10000000.00
      1034.84
      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
      1049.32
      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
      1038.29
      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
      65879512.14
      65825410.1200
      
        1.0008
        1.0008
        1.0008
        1.0008
        0.0000
      
      
        529.20
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        529.20
        0.00
      
      0.0000
      Y
      For Drexel Hamilton Shares the Investment Adviser waived $3,572 of Management Fees and $711 of Other Fees; and Goldman Sachs & Co. LLC waived $560 of Transfer Agency Fees.
    
    
      ADVENTIST HEALTH SYSTEM/WEST
      ADVENTIST HEALTH SYSTEM/WEST 0.000000%
      00777NVK3
      5493008YM33UCY5QPW83
      Other Municipal Security
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-19
      2021-08-19
      2021-08-19
      N
      N
      N
      0.0012
      6998063.31
      6998063.31
      0.0042
      N
      N
      N
      N
    
    
      ALASKA HOUSING FINANCE CORPORATION
      ALASKA HOUSING FINANCE CORPORATION 0.140000%
      011839NY9
      549300HJ8NOJNYW6ER36
      US011839NY90
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      2021-06-07
      2047-12-01
      Y
      
        ALASKA HOUSING FINANCE CORPORATI
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
      
      N
      N
      0.0014
      8000000.00
      8000000.00
      0.0048
      N
      N
      Y
      N
    
    
      ALASKA HOUSING FINANCE CORPORATION
      ALASKA HOUSING FINANCE CORPORATION 0.079999%
      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+
      
      2021-06-07
      2021-06-07
      2044-12-01
      Y
      
        ALASKA HOUSING FINANCE CORPORATI
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
      
      N
      N
      0.0008
      25000000.00
      25000000.00
      0.0148
      N
      N
      Y
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329WT43
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-06-04
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0008
      18999704.36
      18999704.36
      0.0113
      N
      N
      Y
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329WUT6
      US01329WUT60
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-27
      2021-07-27
      2021-07-27
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0013
      2838384.87
      2838384.87
      0.0017
      N
      N
      N
      N
    
    
      ANTALIS
      ANTALIS 0.000000%
      03664AVB1
      549300G2LM2ZKZ0X4Y50
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-11
      2021-08-11
      2021-08-11
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0014
      6190258.50
      6190258.50
      0.0037
      N
      N
      N
      N
    
    
      ANTALIS
      ANTALIS 0.000000%
      03664AVC9
      549300G2LM2ZKZ0X4Y50
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-12
      2021-08-12
      2021-08-12
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0014
      4537696.81
      4537696.81
      0.0027
      N
      N
      N
      N
    
    
      APPLE INC.
      APPLE INC. 0.000000%
      03785DTH9
      HWUPKR0MPOU8FGXBT394
      Non-Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-17
      2021-06-17
      2021-06-17
      N
      N
      N
      0.0003
      9999833.30
      9999833.30
      0.0059
      N
      N
      N
      N
    
    
      BNZ INTERNATIONAL FUNDING LIMITED
      BNZ INTERNATIONAL FUNDING LIMITED 0.000000%
      0556X0UT9
      549300HVMZ89HDMELW08
      0001414365
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-27
      2021-07-27
      2021-07-27
      N
      N
      N
      0.0006
      14998500.00
      14998500.00
      0.0089
      N
      N
      N
      N
    
    
      BARCLAYS US CCP FUNDING LLC
      BARCLAYS US CCP FUNDING LLC 0.000000%
      06742XED5
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-03
      2021-08-03
      2021-08-03
      N
      Y
      
        Barclays Bank PLC
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0016
      1672517.39
      1672517.39
      0.0010
      N
      N
      N
      N
    
    
      BARCLAYS US CCP FUNDING LLC
      BARCLAYS US CCP FUNDING LLC 0.000000%
      06742XFK8
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-13
      2021-08-13
      2021-08-13
      N
      Y
      
        Barclays Bank PLC
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0016
      8996900.76
      8996900.76
      0.0053
      N
      N
      N
      N
    
    
      BARCLAYS US CCP FUNDING LLC
      BARCLAYS US CCP FUNDING LLC 0.000000%
      06742XFL6
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-14
      2021-06-14
      2021-06-14
      N
      Y
      
        Barclays Bank PLC
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0006
      8999740.71
      8999740.71
      0.0053
      N
      N
      N
      N
    
    
      BARCLAYS US CCP FUNDING LLC
      BARCLAYS US CCP FUNDING LLC 0.000000%
      06742XFR3
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-04
      2021-08-04
      2021-08-04
      N
      Y
      
        Barclays Bank PLC
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0016
      4159781.74
      4159781.74
      0.0025
      N
      N
      N
      N
    
    
      BARCLAYS BANK UK PLC
      BARCLAYS BANK UK PLC 0.000000%
      06744QUS7
      213800UUGANOMFJ9X769
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-26
      2021-07-26
      2021-07-26
      N
      N
      N
      0.0012
      4999016.65
      4999016.65
      0.0030
      N
      N
      N
      N
    
    
      BARTON CAPITAL S.A.
      BARTON CAPITAL S.A. 0.000000%
      06945LU63
      549300KOFKIMD0C37W24
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-06
      2021-07-06
      2021-07-06
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0009
      14998602.45
      14998602.45
      0.0089
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP.
      BEDFORD ROW FUNDING CORP. 0.000000%
      07644AV43
      US07644AV434
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-04
      2021-08-04
      2021-08-04
      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+
        
      
      N
      0.0007
      9998621.10
      9998621.10
      0.0059
      N
      N
      N
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.000000%
      09660ET19
      R0MUWSFPU8MPRO8K5P83
      0000310732
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0004
      14999933.40
      14999933.40
      0.0089
      N
      Y
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.000000%
      09660EUC3
      R0MUWSFPU8MPRO8K5P83
      0000310732
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-12
      2021-07-12
      2021-07-12
      N
      N
      N
      0.0008
      4999531.25
      4999531.25
      0.0030
      N
      N
      N
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.000000%
      09660EUD1
      R0MUWSFPU8MPRO8K5P83
      0000310732
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-13
      2021-07-13
      2021-07-13
      N
      N
      N
      0.0008
      8999137.53
      8999137.53
      0.0053
      N
      N
      N
      N
    
    
      CNPC FINANCE (HK) LIMITED
      CNPC FINANCE (HK) LIMITED 0.000000%
      12623KT15
      3003002NJ625UNILOU94
      Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0005
      27999844.32
      27999844.32
      0.0166
      N
      Y
      Y
      N
    
    
      CANCARA ASSET SECURITISATION LLC
      CANCARA ASSET SECURITISATION LLC 0.000000%
      13738JUE8
      US13738JUE80
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-14
      2021-07-14
      2021-07-14
      N
      Y
      
        LLOYDS BANK PLC
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0009
      1799786.14
      1799786.14
      0.0011
      N
      N
      N
      N
    
    
      CHARIOT FUNDING LLC
      CHARIOT FUNDING LLC 0.000000%
      15963TTB5
      549300EEWRNP448AMT79
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-11
      2021-06-11
      2021-06-11
      N
      N
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0007
      18699563.73
      18699563.73
      0.0111
      N
      N
      N
      N
    
    
      CHARIOT FUNDING LLC
      CHARIOT FUNDING LLC 0.000000%
      15963TU23
      549300EEWRNP448AMT79
      US15963TU232
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-02
      2021-07-02
      2021-07-02
      N
      N
      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
        
      
      0.0008
      5699650.88
      5699650.88
      0.0034
      N
      N
      N
      N
    
    
      CHESHAM FINANCE LIMITED - SERIES III
      CHESHAM FINANCE LIMITED - SERIES III 0.000000%
      16537HT18
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0006
      9999933.30
      9999933.30
      0.0059
      N
      Y
      Y
      N
    
    
      CHESHAM FINANCE LIMITED - SERIES II
      CHESHAM FINANCE LIMITED - SERIES II 0.000000%
      16537LT19
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      Y
      
        BANK OF CHINA LIMITED
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0006
      14999899.95
      14999899.95
      0.0089
      N
      Y
      Y
      N
    
    
      CHESHAM FINANCE LIMITED - SERIES V
      CHESHAM FINANCE LIMITED - SERIES V 0.000000%
      16538KT10
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      Y
      
        MIZUHO SECURITIES USA LLC
        1.0000
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0006
      9999933.30
      9999933.30
      0.0059
      N
      Y
      Y
      N
    
    
      CHINA CONSTRUCTION BANK CORPORATION
      CHINA CONSTRUCTION BANK CORPORATION 0.000000%
      16891MTP4
      5493001KQW6DM7KEDR62
      US16891MTP40
      0001445474
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-23
      2021-06-23
      2021-06-23
      N
      N
      N
      0.0012
      5270550.81
      5270550.81
      0.0031
      N
      N
      N
      N
    
    
      CHINA CONSTRUCTION BANK CORPORATION
      CHINA CONSTRUCTION BANK CORPORATION 0.000000%
      16891MU98
      5493001KQW6DM7KEDR62
      US16891MU981
      0001445474
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-09
      2021-07-09
      2021-07-09
      N
      N
      N
      0.0015
      6998775.00
      6998775.00
      0.0042
      N
      N
      N
      N
    
    
      CITIGROUP GLOBAL MARKETS INC.
      CITIGROUP GLOBAL MARKETS INC. 0.000000%
      17327AV20
      MBNUM2BPBDO7JBLYG310
      0000315030
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0008
      13564960.47
      13564960.47
      0.0081
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO., LLC
      COLLATERALIZED COMMERCIAL PAPER V CO., LLC 0.000000%
      19424HTM2
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-21
      2021-06-21
      2021-06-21
      N
      N
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0004
      18234477.20
      18234477.20
      0.0108
      N
      N
      N
      N
    
    
      COLORADO HOUSING AND FINANCE AUTHORITY
      COLORADO HOUSING AND FINANCE AUTHORITY 0.080001%
      196480RR0
      5493005GIROYQAWBMC18
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      2021-06-07
      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+
        
      
      0.0008
      3290000.00
      3290000.00
      0.0020
      N
      N
      Y
      N
    
    
      CONNECTICUT HOUSING FINANCE AUTHORITY
      CONNECTICUT HOUSING FINANCE AUTHORITY 0.029999%
      20775CPU2
      5493003DXX0NRJKSH186
      US20775CPU26
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      2021-06-07
      2047-11-15
      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+
        
      
      0.0003
      2000000.00
      2000000.00
      0.0012
      N
      N
      Y
      N
    
    
      COOEPERATIEVE RABOBANK U.A.
      COOEPERATIEVE RABOBANK U.A. 0.000000%
      21687AT11
      DG3RU1DBUFHT4ZF9WN62
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0005
      24999861.00
      24999861.00
      0.0148
      N
      Y
      Y
      N
    
    
      DBS BANK LTD
      DBS BANK LTD 0.000000%
      23305DU11
      ATUEL7OJR5057F2PV266
      US23305DU115
      0001031979
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-01
      2021-07-01
      2021-07-01
      N
      N
      N
      0.0007
      8283428.90
      8283428.90
      0.0049
      N
      N
      N
      N
    
    
      DBS BANK LTD
      DBS BANK LTD 0.000000%
      23305DU94
      ATUEL7OJR5057F2PV266
      US23305DU941
      0001031979
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-09
      2021-07-09
      2021-07-09
      N
      N
      N
      0.0008
      8022269.91
      8022269.91
      0.0048
      N
      N
      N
      N
    
    
      NORDEA BANK ABP
      NORDEA BANK ABP 0.020000%
      529900ODI3047E2LIV03
      0001002614
      245609849
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0002
      49999944.00
      49999944.00
      0.0297
      N
      Y
      Y
      N
    
    
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.030000%
      1VUV7VQFKUOQSJ21A208
      0001330437
      245609854
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0003
      50000000.00
      50000000.00
      0.0297
      N
      Y
      Y
      N
    
    
      DNB BANK ASA
      DNB BANK ASA 0.010000%
      549300GKFG0RYRRQ1414
      245610977
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      17000000.00
      17000000.00
      0.0101
      N
      Y
      Y
      N
    
    
      DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK, FRANKFURT AM MAIN
      DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK, FRANKFURT AM MAIN 0.000000%
      26821HT12
      529900HNOAA1KXQJUQ27
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0005
      19999888.80
      19999888.80
      0.0119
      N
      Y
      Y
      N
    
    
      EXXON MOBIL CORPORATION
      EXXON MOBIL CORPORATION 0.019998%
      270777AC9
      J3WHBG0MTS7O8ZVMDC91
      US270777AC97
      0000034088
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2021-06-01
      2035-08-01
      Y
      
        EXXON MOBIL CORPORATION
        1.0000
        1
        N
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0002
      5000000.00
      5000000.00
      0.0030
      N
      Y
      Y
      N
    
    
      FEDERATION DES CAISSES DESJARDINS DU QUEBEC
      FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
      31428FU29
      549300B2Q47IR0CR5B54
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-02
      2021-07-02
      2021-07-02
      N
      N
      N
      0.0007
      9999290.30
      9999290.30
      0.0059
      N
      N
      N
      N
    
    
      FIRST ABU DHABI BANK P.J.S.C.
      FIRST ABU DHABI BANK P.J.S.C. 0.000000%
      31849HV25
      2138002Y3WMK6RZS8H90
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0008
      10937355.54
      10937355.54
      0.0065
      N
      N
      N
      N
    
    
      FIRST ABU DHABI BANK P.J.S.C.
      FIRST ABU DHABI BANK P.J.S.C. 0.000000%
      31849HVK5
      2138002Y3WMK6RZS8H90
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-19
      2021-08-19
      2021-08-19
      N
      N
      N
      0.0009
      13997159.54
      13997159.54
      0.0083
      N
      N
      N
      N
    
    
      FMS WERTMANAGEMENT
      FMS WERTMANAGEMENT 0.000000%
      34411GTF3
      HZFDOR6TCRSIQLKQTX32
      US34411GTF36
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-15
      2021-06-15
      2021-06-15
      N
      N
      N
      0.0004
      10805773.07
      10805773.07
      0.0064
      N
      N
      N
      N
    
    
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH 0.000000%
      45581BTF4
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-15
      2021-06-15
      2021-06-15
      N
      N
      N
      0.0009
      7396667.14
      7396667.14
      0.0044
      N
      N
      N
      N
    
    
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH 0.000000%
      45581BTN7
      US45581BTN72
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-22
      2021-06-22
      2021-06-22
      N
      N
      N
      0.0010
      3590760.59
      3590760.59
      0.0021
      N
      N
      N
      N
    
    
      IONIC CAPITAL II TRUST
      IONIC CAPITAL II TRUST 0.000000%
      46221LT90
      254900ABXGHL7TZDR053
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-09
      2021-06-09
      2021-06-09
      N
      Y
      
        CITIBANK, NATIONAL ASSOCIATION
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0007
      9393793.33
      9393793.33
      0.0056
      N
      N
      N
      N
    
    
      IONIC CAPITAL II TRUST
      IONIC CAPITAL II TRUST 0.000000%
      46221LU15
      254900ABXGHL7TZDR053
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-01
      2021-07-01
      2021-07-01
      N
      Y
      
        CITIBANK, NATIONAL ASSOCIATION
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0008
      4999608.05
      4999608.05
      0.0030
      N
      N
      N
      N
    
    
      KFW
      KFW 0.000000%
      48246TT17
      549300GDPG70E3MBBU98
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0004
      9999955.60
      9999955.60
      0.0059
      N
      Y
      Y
      N
    
    
      LIBERTY STREET FUNDING LLC
      LIBERTY STREET FUNDING LLC 0.000000%
      53127TV59
      549300F33VRHM10B9391
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-05
      2021-08-05
      2021-08-05
      N
      Y
      
        Bank of Nova Scotia (The)
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0011
      9997968.30
      9997968.30
      0.0059
      N
      N
      N
      N
    
    
      MACQUARIE BANK LIMITED
      MACQUARIE BANK LIMITED 0.000000%
      55607KUF1
      4ZHCHI4KYZG2WVRT8631
      US55607KUF10
      0001257135
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-15
      2021-07-15
      2021-07-15
      N
      N
      N
      0.0011
      2999559.99
      2999559.99
      0.0018
      N
      N
      N
      N
    
    
      MACQUARIE BANK LIMITED
      MACQUARIE BANK LIMITED 0.000000%
      55607KUG9
      4ZHCHI4KYZG2WVRT8631
      0001257135
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-16
      2021-07-16
      2021-07-16
      N
      N
      N
      0.0011
      14997754.20
      14997754.20
      0.0089
      N
      N
      N
      N
    
    
      MATCHPOINT FINANCE PUBLIC LIMITED COMPANY
      MATCHPOINT FINANCE PUBLIC LIMITED COMPANY 0.000000%
      57666AU67
      635400YCKMVA7GIA6Q33
      US57666AU677
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-06
      2021-07-06
      2021-07-06
      N
      Y
      
        BNP Paribas
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0009
      6782368.03
      6782368.03
      0.0040
      N
      N
      N
      N
    
    
      MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND
      MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND 0.099999%
      59447TXC2
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-07
      2021-06-07
      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
      0.0010
      12900000.00
      12900000.00
      0.0077
      N
      N
      Y
      N
    
    
      CHEVRON CORPORATION
      CHEVRON CORPORATION 0.010001%
      60528ABM5
      US60528ABM53
      0000093410
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2021-06-01
      2030-12-01
      Y
      
        Chevron Corporation
        1.0000
        1
        N
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0001
      3000000.00
      3000000.00
      0.0018
      N
      Y
      Y
      N
    
    
      CHEVRON CORPORATION
      CHEVRON CORPORATION 0.059999%
      60528ABV5
      US60528ABV52
      0000093410
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      2021-06-07
      2030-12-01
      Y
      
        Chevron Corporation
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0006
      3000000.00
      3000000.00
      0.0018
      N
      N
      Y
      N
    
    
      MIZUHO BANK, LTD.-SINGAPORE BRANCH
      MIZUHO BANK, LTD.-SINGAPORE BRANCH 0.000000%
      60689PUS3
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-26
      2021-07-26
      2021-07-26
      N
      N
      N
      0.0011
      24995534.00
      24995534.00
      0.0148
      N
      N
      N
      N
    
    
      NRW.BANK
      NRW.BANK 0.000000%
      62939LTM1
      52990002O5KK6XOGJ020
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-21
      2021-06-21
      2021-06-21
      N
      N
      N
      0.0005
      11999576.04
      11999576.04
      0.0071
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.320000%
      63376DNL5
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-09
      2021-06-09
      2021-06-09
      N
      N
      N
      0.0010
      8359626.76
      8359626.76
      0.0050
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.320000%
      63376DPB5
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-25
      2021-06-25
      2021-06-25
      N
      N
      N
      0.0014
      4879667.50
      4879667.50
      0.0029
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.300000%
      63376DQK4
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-21
      2021-07-21
      2021-07-21
      N
      N
      N
      0.0019
      5000824.35
      5000824.35
      0.0030
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.200000%
      63376DRV9
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-26
      2021-07-26
      2021-07-26
      N
      N
      N
      0.0020
      5372017.57
      5372017.57
      0.0032
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.070000%
      63376DRY3
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-03
      2021-06-03
      2021-06-03
      N
      N
      N
      0.0008
      14999974.95
      14999974.95
      0.0089
      N
      N
      Y
      N
    
    
      NATIONWIDE BUILDING SOCIETY
      NATIONWIDE BUILDING SOCIETY 0.000000%
      6385E0U19
      549300XFX12G42QIKN82
      US6385E0U195
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-01
      2021-07-01
      2021-07-01
      N
      N
      N
      0.0007
      9999310.60
      9999310.60
      0.0059
      N
      N
      N
      N
    
    
      NATIONWIDE BUILDING SOCIETY
      NATIONWIDE BUILDING SOCIETY 0.000000%
      6385E0U27
      549300XFX12G42QIKN82
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-02
      2021-07-02
      2021-07-02
      N
      N
      N
      0.0007
      9999290.30
      9999290.30
      0.0059
      N
      N
      N
      N
    
    
      NATIXIS-NEW YORK BRANCH
      NATIXIS-NEW YORK BRANCH 0.000000%
      63873JT18
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0006
      14999906.70
      14999906.70
      0.0089
      N
      Y
      Y
      N
    
    
      NEDERLANDSE WATERSCHAPSBANK N.V.
      NEDERLANDSE WATERSCHAPSBANK N.V. 0.000000%
      63975UTR3
      JLP5FSPH9WPSHY3NIM24
      US63975UTR31
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-25
      2021-06-25
      2021-06-25
      N
      N
      N
      0.0008
      11999244.00
      11999244.00
      0.0071
      N
      N
      N
      N
    
    
      NEDERLANDSE WATERSCHAPSBANK N.V.
      NEDERLANDSE WATERSCHAPSBANK N.V. 0.000000%
      63975UTU6
      JLP5FSPH9WPSHY3NIM24
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-28
      2021-06-28
      2021-06-28
      N
      N
      N
      0.0008
      10491268.18
      10491268.18
      0.0062
      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
      
      2021-06-07
      2021-06-07
      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
      20000000.00
      20000000.00
      0.0119
      N
      N
      Y
      N
    
    
      NIEUW AMSTERDAM RECEIVABLES CORPORATION
      NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.000000%
      65409RTB6
      54930052Z500U6IGFJ82
      US65409RTB68
      0001372595
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-11
      2021-06-11
      2021-06-11
      N
      Y
      
        COOEPERATIEVE RABOBANK U.A.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0005
      8332841.17
      8332841.17
      0.0049
      N
      N
      N
      N
    
    
      NIEUW AMSTERDAM RECEIVABLES CORPORATION
      NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.000000%
      65409RV23
      54930052Z500U6IGFJ82
      US65409RV237
      0001372595
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      Y
      
        COOEPERATIEVE RABOBANK U.A.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0009
      9998276.70
      9998276.70
      0.0059
      N
      N
      N
      N
    
    
      NORINCHUKIN BANK (THE)
      NORINCHUKIN BANK (THE) 0.170000%
      65602YEW6
      5493007VSMFZCPV1NB83
      0001496637
      Certificate of Deposit
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-06
      2021-07-06
      2021-07-06
      N
      N
      N
      0.0009
      18001500.84
      18001500.84
      0.0107
      N
      N
      N
      N
    
    
      NORINCHUKIN BANK (THE)
      NORINCHUKIN BANK (THE) 0.070000%
      65602YJU5
      5493007VSMFZCPV1NB83
      0001496637
      Certificate of Deposit
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-02
      2021-07-02
      2021-07-02
      N
      N
      N
      0.0009
      5999871.66
      5999871.66
      0.0036
      N
      N
      N
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.099999%
      690353YE1
      549300IDY55XMYWXSD28
      US690353YE15
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      2021-06-07
      2034-06-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0010
      3557121.30
      3557121.30
      0.0021
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.099999%
      690353ZY6
      549300IDY55XMYWXSD28
      US690353ZY69
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      2021-06-07
      2034-06-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0010
      3799118.54
      3799118.54
      0.0023
      N
      N
      Y
      N
    
    
      PORTLAND MAINE (CITY OF)...
      PORTLAND MAINE (CITY OF)... 0.090002%
      7365594Y8
      US7365594Y83
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      2021-06-07
      2026-06-01
      Y
      
        SUMITOMO MITSUI BANKING CORPORAT
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        SUMITOMO MITSUI BANKING CORPORAT
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0009
      24800000.00
      24800000.00
      0.0147
      N
      N
      Y
      N
    
    
      PROVIDENCE ST. JOSEPH HEALTH
      PROVIDENCE ST. JOSEPH HEALTH 0.119999%
      743755AG5
      US743755AG53
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      2021-06-07
      2042-10-01
      Y
      
        U.S. BANK NATIONAL ASSOCIATION
        1.0000
        1
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        U.S. BANK NATIONAL ASSOCIATION
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0012
      31795000.00
      31795000.00
      0.0189
      N
      N
      Y
      N
    
    
      PROVIDENCE ST. JOSEPH HEALTH
      PROVIDENCE ST. JOSEPH HEALTH 0.100001%
      743756AA6
      US743756AA66
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-07
      2021-06-07
      2047-10-01
      Y
      
        MUFG BANK, LTD.-NEW YORK BRANCH
        1.0000
        1
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        MUFG BANK, LTD.-NEW YORK BRANCH
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0010
      20000000.00
      20000000.00
      0.0119
      N
      N
      Y
      N
    
    
      SALISBURY RECEIVABLES COMPANY LLC
      SALISBURY RECEIVABLES COMPANY LLC 0.000000%
      79490ATB4
      549300HB2PGDP0V6U989
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-11
      2021-06-11
      2021-06-11
      N
      Y
      
        Barclays Bank PLC
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0006
      9407784.18
      9407784.18
      0.0056
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK, LIMITED-SINGAPORE BRANCH
      SUMITOMO MITSUI TRUST BANK, LIMITED-SINGAPORE BRANCH 0.000000%
      86564YVX7
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0010
      9997493.10
      9997493.10
      0.0059
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORPORATION
      SUMITOMO MITSUI BANKING CORPORATION 0.080000%
      86565CR68
      5U0XI89JRFVHWIBS4F54
      0001158084
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-14
      2021-06-14
      2021-06-14
      N
      N
      N
      0.0006
      19000188.48
      19000188.48
      0.0113
      N
      N
      N
      N
    
    
      STATE OF TEXAS
      STATE OF TEXAS 0.099999%
      882723G78
      549300X9CH74QB747L76
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2021-06-07
      2021-06-07
      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+
        
      
      0.0010
      11000000.00
      11000000.00
      0.0065
      N
      N
      Y
      N
    
    
      STATE OF TEXAS
      STATE OF TEXAS 0.070000%
      882723H77
      549300X9CH74QB747L76
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2021-06-07
      2021-06-07
      2042-12-01
      Y
      
        STATE STREET BANK AND TRUST COMP
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        STATE STREET BANK AND TRUST COMP
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0007
      500000.00
      500000.00
      0.0003
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
      90376PBA8
      549300IDY55XMYWXSD28
      US90376PBA84
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      2021-06-07
      2027-08-13
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0009
      2000000.00
      2000000.00
      0.0012
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
      90376PBG5
      549300IDY55XMYWXSD28
      US90376PBG54
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      2021-06-07
      2028-06-20
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0009
      3000000.00
      3000000.00
      0.0018
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
      90376PBX8
      549300IDY55XMYWXSD28
      US90376PBX87
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      2021-06-07
      2027-09-30
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0009
      4500000.00
      4500000.00
      0.0027
      N
      N
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963S6
      254900HROIFWPRGM1V77
      US9127963S60
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-15
      2021-07-15
      2021-07-15
      N
      N
      N
      0.0001
      15500000.00
      15500000.00
      0.0092
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C56
      254900HROIFWPRGM1V77
      US912796C565
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-29
      2021-07-29
      2021-07-29
      N
      N
      N
      0.0001
      64999581.40
      64999581.40
      0.0386
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C64
      254900HROIFWPRGM1V77
      US912796C649
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-05
      2021-08-05
      2021-08-05
      N
      N
      N
      0.0001
      79998122.40
      79998122.40
      0.0475
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796D48
      254900HROIFWPRGM1V77
      US912796D480
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-19
      2021-08-19
      2021-08-19
      N
      N
      N
      0.0001
      36998944.39
      36998944.39
      0.0220
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.125000%
      9128282F6
      254900HROIFWPRGM1V77
      US9128282F67
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0002
      3208719.17
      3208719.17
      0.0019
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.000000%
      912828D72
      254900HROIFWPRGM1V77
      US912828D721
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0002
      1607821.14
      1607821.14
      0.0010
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.125000%
      912828RC6
      254900HROIFWPRGM1V77
      US912828RC60
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-15
      2021-08-15
      2021-08-15
      N
      N
      N
      0.0002
      3113498.86
      3113498.86
      0.0018
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.125000%
      912828S27
      254900HROIFWPRGM1V77
      US912828S273
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-30
      2021-06-30
      2021-06-30
      N
      N
      N
      0.0002
      890785.61
      890785.61
      0.0005
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.125000%
      912828S76
      254900HROIFWPRGM1V77
      US912828S760
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-31
      2021-07-31
      2021-07-31
      N
      N
      N
      0.0002
      1803287.36
      1803287.36
      0.0011
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.625000%
      912828Y20
      254900HROIFWPRGM1V77
      US912828Y206
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-15
      2021-07-15
      2021-07-15
      N
      N
      N
      0.0002
      7884855.60
      7884855.60
      0.0047
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.500000%
      912828YC8
      254900HROIFWPRGM1V77
      US912828YC87
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0002
      903286.75
      903286.75
      0.0005
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.064001%
      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+
      
      2021-06-01
      2023-01-31
      2023-01-31
      N
      N
      N
      0.0004
      16506092.46
      16506092.46
      0.0098
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.049000%
      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+
      
      2021-06-01
      2023-04-30
      2023-04-30
      N
      N
      N
      0.0004
      40001178.80
      40001178.80
      0.0238
      N
      Y
      Y
      N
    
    
      VERSAILLES COMMERCIAL PAPER LLC
      VERSAILLES COMMERCIAL PAPER LLC 0.000000%
      92512LTA9
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-10
      2021-06-10
      2021-06-10
      N
      Y
      
        NATIXIS
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0005
      10005830.20
      10005830.20
      0.0059
      N
      N
      N
      N
    
    
      VICTORY RECEIVABLES CORPORATION
      VICTORY RECEIVABLES CORPORATION 0.000000%
      92646KU75
      549300D0F37QF0LP7F94
      US92646KU758
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-07
      2021-07-07
      2021-07-07
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0009
      20997969.93
      20997969.93
      0.0125
      N
      N
      N
      N
    
    
      VICTORY RECEIVABLES CORPORATION
      VICTORY RECEIVABLES CORPORATION 0.000000%
      92646KVR0
      549300D0F37QF0LP7F94
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-25
      2021-08-25
      2021-08-25
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0010
      6998269.46
      6998269.46
      0.0042
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.090000%
      2IGI19DL77OX0HC3ZE78
      0000016847
      TPR03A0EF7791581CA
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-11-01
          
          3.000000
          1263.00
          393.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-04-01
          
          4.000000
          1067896.00
          97497.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          3.500000
          439810.00
          144615.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2043-03-01
          
          3.000000
          178220.00
          61168.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2032-11-01
          
          3.000000
          3568.00
          1872.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          1024.00
          879.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-01-01
          
          3.500000
          69671.00
          39071.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-03-01
          
          3.000000
          1024.00
          1081.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-04-01
          
          2.000000
          13568.00
          13905.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-05-01
          
          4.000000
          1000.00
          365.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-03-01
          
          3.500000
          1118370.00
          365326.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-04-01
          
          4.000000
          1600803.00
          158303.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          1041.00
          590.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-05-01
          
          4.000000
          1108054.00
          288060.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-11-01
          
          4.500000
          1038771.00
          239567.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-03-01
          
          4.500000
          1000.00
          592.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-11-01
          
          4.000000
          1132629.00
          492934.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-04-01
          
          3.500000
          1054030.00
          298636.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-05-01
          
          4.000000
          462259.00
          208012.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          4.000000
          1067860.00
          502490.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.500000
          1510435.00
          418576.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2059-01-01
          
          3.500000
          1200.00
          993.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          78087.00
          58271.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          4.000000
          1000.00
          619.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          4.000000
          1000.00
          748.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          3.500000
          176687.00
          148356.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          3.500000
          7840.00
          5731.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          388997.00
          386370.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.500000
          476193.00
          494478.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          2064.00
          1052.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          1000.00
          986.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          62064.00
          61346.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          2.500000
          600249.00
          605012.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.000000
          1000.00
          703.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.000000
          44800.00
          38773.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-03-01
          
          2.000000
          560232.00
          564619.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-06-01
          
          2.500000
          1000.00
          1038.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-09-20
          
          4.500000
          5367778.00
          1395290.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-07-15
          
          4.000000
          241181.00
          69331.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-09-20
          
          4.000000
          9349.00
          10243.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-11-20
          
          3.000000
          9111.00
          9464.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2046-06-15
          
          4.000000
          69223.00
          26180.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2046-07-20
          
          3.500000
          1284722.00
          502169.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-31
          
          0.125000
          9200.00
          9206.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-07
      2021-06-07
      2021-07-27
      Y
      
        CANADIAN IMPERIAL BANK OF COMMER
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0009
      7500000.00
      7500000.00
      0.0045
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.090000%
      2IGI19DL77OX0HC3ZE78
      0000016847
      TPR03A142779158CAN
      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
          
            2038-06-01
          
          4.000000
          2079449.00
          842049.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2032-11-01
          
          3.000000
          1000.00
          525.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          19703.00
          16904.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.000000
          1740.00
          1760.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.000000
          2657154.00
          762056.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          975217.00
          727734.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.500000
          2754258.00
          855909.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-10-01
          
          3.500000
          1578246.00
          821317.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          3.500000
          438475.00
          305882.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          4.000000
          1000.00
          898.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          1411765.00
          816944.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          4052.00
          2252.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          785869.00
          459691.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-06-01
          
          4.000000
          1000.00
          701.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          4.000000
          1000.00
          748.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-10-01
          
          4.000000
          537721.00
          495316.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.500000
          1000.00
          579.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          3.500000
          83309.00
          69951.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          3.500000
          6144.00
          4491.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-08-01
          
          3.000000
          488187.00
          427814.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          165470.00
          164353.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          16221.00
          16033.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          2.500000
          11351.00
          11441.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          2.500000
          44438.00
          45323.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-09-20
          
          4.500000
          860437.00
          223660.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2051-02-20
          
          2.000000
          125562.00
          126394.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-09-20
          
          4.000000
          6620.00
          7253.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-31
          
          0.125000
          2000.00
          2001.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-07
      2021-06-07
      2021-07-28
      Y
      
        CANADIAN IMPERIAL BANK OF COMMER
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0009
      7000000.00
      7000000.00
      0.0042
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A4317791581RO
      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
          
            2049-05-01
          
          4.500000
          11846.00
          9484.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-06-01
          
          4.500000
          339776.00
          163079.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          13811.00
          3860.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          119996.00
          66117.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-05-01
          
          2.500000
          4512.00
          4714.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          9586.00
          9287.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          140546.00
          133518.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.000000
          37672.00
          38112.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          27178.00
          14200.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          17547.00
          12798.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          16481.00
          15940.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          3.500000
          70568.00
          44731.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          32727.00
          29171.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          41735.00
          41829.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          18568.00
          17973.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          9639.00
          10009.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          4.000000
          4460.00
          4794.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          3.000000
          1000.00
          1059.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.000000
          5719738.00
          4757747.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          8701007.00
          8741376.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          113097.00
          120446.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-05-01
          
          2.500000
          29687.00
          31162.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          4.500000
          9670.00
          8594.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      2021-06-07
      2021-08-09
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0007
      14000000.00
      14000000.00
      0.0083
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A4327791582RO
      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
          
            2049-05-01
          
          4.500000
          6000.00
          4803.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-06-01
          
          4.500000
          11775.00
          5652.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          266771.00
          74567.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          39427.00
          21724.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-05-01
          
          2.500000
          2687.00
          2807.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          7823.00
          7579.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          14159409.00
          13451353.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.000000
          104090.00
          105307.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          193211.00
          169993.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          34274.00
          17908.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          7947.00
          5796.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          17606.00
          17028.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          30556.00
          27236.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          35123.00
          35202.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          21622.00
          20929.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          6462.00
          6710.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          18058.00
          18142.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          223769.00
          238309.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-05-01
          
          2.500000
          34485.00
          36198.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          4.500000
          14355.00
          12758.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      2021-06-07
      2021-08-09
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0007
      14000000.00
      14000000.00
      0.0083
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A49A7791583RO
      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
          
            2049-05-01
          
          4.500000
          55687.00
          44581.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          57398.00
          16044.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          205521.00
          113240.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-05-01
          
          2.500000
          21431.00
          22389.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2045-08-01
          
          3.500000
          16933210.00
          7693895.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          9250.00
          8962.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          101187.00
          96127.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.000000
          35895.00
          36315.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          486447.00
          427991.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          20495.00
          10709.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          4.000000
          9384139.00
          5752671.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          25361.00
          18497.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          26628.00
          25754.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          72214.00
          64367.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.000000
          23507.00
          19379.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          28412.00
          28476.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          26930.00
          28175.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          5094.00
          4931.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          11965.00
          12425.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          4.000000
          12195.00
          13109.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          677792.00
          680937.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          3.000000
          7652617.00
          7959735.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          315120.00
          335595.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-05-01
          
          2.500000
          28026.00
          29418.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          4.500000
          18316.00
          16278.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      2021-06-07
      2021-08-09
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0007
      23000000.00
      23000000.00
      0.0137
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A49C7791584RO
      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
          
            2049-05-01
          
          4.500000
          47287.00
          37857.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          619682.00
          173212.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          252303.00
          139017.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-05-01
          
          2.500000
          20608.00
          21529.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-04-01
          
          3.500000
          5446586.00
          2456548.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          18126.00
          17561.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-01-01
          
          2.500000
          3880900.00
          4010327.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          4029575.00
          3828072.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.000000
          39551.00
          40013.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          941993.00
          828795.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          86077.00
          44975.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-01-01
          
          3.500000
          71687.00
          52765.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          25081.00
          18293.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.500000
          8809091.00
          2970659.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          57233.00
          55354.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          3.500000
          165927.00
          105177.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.000000
          11169.00
          9208.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          85974.00
          86168.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          3151060.00
          3229096.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          3490000.00
          3358567.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          1831415.00
          1872645.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          172736.00
          176837.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          41394.00
          40067.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          18408.00
          19115.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          4319195.00
          3261950.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          4591773.00
          4613077.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          3.000000
          14652.00
          15389.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          1124066.00
          1197104.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.500000
          4408000.00
          3100995.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          3623972.00
          1944124.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          2590471.00
          2669812.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.500000
          11029843.00
          11486426.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-05-01
          
          2.500000
          99947.00
          104912.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          4.500000
          38658.00
          34356.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      2021-06-07
      2021-08-10
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0007
      51000000.00
      51000000.00
      0.0303
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03A6C57791581BN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-06-03
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-24
          
          0.00
          2449700.00
          2449132.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          0.00
          200.00
          118.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-01-15
          
          1.750000
          100.00
          155.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          1.375000
          877200.00
          1338309.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-02-15
          
          1.000000
          142400.00
          201021.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-11-15
          
          1.375000
          100.00
          87.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-28
          
          2.625000
          3111300.00
          3266923.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-15
          
          1.750000
          613500.00
          628972.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-15
          
          0.625000
          1332100.00
          1586626.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-11-30
          
          2.125000
          5891700.00
          6234302.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-15
          
          0.125000
          200.00
          241.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          1.875000
          5331400.00
          5428865.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-06-30
          
          2.125000
          145200.00
          146739.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-31
          
          1.875000
          1700.00
          1747.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-30
          
          1.500000
          2257800.00
          2345827.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-09-30
          
          1.500000
          700.00
          705.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-31
          
          1.375000
          300.00
          311.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          0.064000
          200.00
          200.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-30
          
          0.049000
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-08-15
          
          0.00
          122564.00
          101396.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-08-15
          
          0.00
          41.00
          29.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-11-15
          
          0.00
          5499030.00
          4647741.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-15
          
          0.00
          27648.00
          26981.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          0.00
          2163.00
          2042.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-11-15
          
          0.00
          104907.00
          74771.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          0.00
          48527.00
          31268.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-11-15
          
          0.00
          86546.00
          45302.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-07
      2021-06-07
      2021-08-19
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0006
      28000000.00
      28000000.00
      0.0166
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03A6C67791582BN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL FARM CREDIT BANK
          
            2040-08-13
          
          1.950000
          1338000.00
          1233534.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-09-15
          
          0.00
          10000.00
          8608.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-11-01
          
          6.000000
          6986.00
          157.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-03-01
          
          3.000000
          1954.00
          379.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-05-01
          
          3.000000
          1336.00
          321.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-08-01
          
          4.500000
          1183.00
          176.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          4.500000
          1029.00
          430.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-05-01
          
          6.000000
          15564.00
          260.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-09-01
          
          3.500000
          1009.00
          406.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          1000.00
          1020.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          2.500000
          1129.00
          858.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          1000.00
          1002.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-12-01
          
          5.500000
          2662.00
          93.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-08-01
          
          6.000000
          2593.00
          14.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-09-01
          
          6.000000
          1072.00
          9.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-02-01
          
          6.000000
          2102.00
          20.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          3.500000
          1056.00
          311.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-06-10
          
          0.00
          448900.00
          448898.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-19
          
          0.00
          42300.00
          42283.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-04-15
          
          3.625000
          700.00
          1561.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          1.375000
          100.00
          153.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-15
          
          1.750000
          13200.00
          13533.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-15
          
          0.625000
          706700.00
          841730.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-30
          
          2.125000
          100.00
          103.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-08-15
          
          0.00
          4056443.00
          3179034.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-11-15
          
          0.00
          10.00
          8.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-05-15
          
          0.00
          3650.00
          2874.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-05-15
          
          0.00
          2363816.00
          1812889.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-08-15
          
          0.00
          6041440.00
          5594645.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-11-15
          
          0.00
          104837.00
          74722.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-02-15
          
          0.00
          12.00
          7.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-02-15
          
          0.00
          10.00
          5.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          0.00
          13.00
          7.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-07
      2021-06-07
      2021-08-19
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0006
      13000000.00
      13000000.00
      0.0077
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03AA41779158ROY
      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
          
            2049-05-01
          
          4.500000
          1299.00
          1040.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-06-01
          
          4.500000
          80473.00
          38624.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          22539.00
          6300.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          8706.00
          4797.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-05-01
          
          2.500000
          1000.00
          1045.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          1741.00
          1687.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          3165895.00
          3007581.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.000000
          9245.00
          9353.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          7592.00
          3967.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          3896.00
          3768.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          6854.00
          6109.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          8482.00
          8501.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          1000.00
          1046.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          4799.00
          4645.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.500000
          1241.00
          1292.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          48254.00
          51389.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-05-01
          
          2.500000
          7659.00
          8039.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          4.500000
          3169.00
          2816.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      2021-06-07
      2021-08-30
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0007
      3100000.00
      3100000.00
      0.0018
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03AB0B7791583BN
      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
          
            2043-03-01
          
          3.000000
          280003.00
          97415.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-03-01
          
          4.000000
          1000.00
          546.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          2.875000
          100.00
          111.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          3.000000
          1578400.00
          1823818.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-07-15
          
          0.250000
          21860900.00
          25239264.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-31
          
          1.375000
          100.00
          101.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-15
          
          1.500000
          100.00
          102.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-31
          
          0.250000
          200.00
          197.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-11-15
          
          0.00
          20.00
          15.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-15
          
          0.00
          66.00
          63.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2038-08-15
          
          0.00
          43101.00
          29116.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-05-15
          
          0.00
          6583657.00
          3410203.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-07
      2021-06-07
      2021-09-07
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0006
      30000000.00
      30000000.00
      0.0178
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03AB0C779158BNP
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-04-15
          
          3.625000
          2107100.00
          4699246.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          2.000000
          8000.00
          12776.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-01-15
          
          2.500000
          4775800.00
          7674764.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          1.000000
          860100.00
          1185587.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          2.625000
          100.00
          110.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-15
          
          1.750000
          90600.00
          92885.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-15
          
          0.125000
          36100.00
          43475.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          1.875000
          9400.00
          9572.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-31
          
          1.875000
          3800.00
          3904.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-09-30
          
          1.500000
          2400.00
          2418.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-15
          
          1.375000
          12400.00
          12711.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-15
          
          0.00
          33536.00
          32390.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-11-15
          
          0.00
          309.00
          162.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-07
      2021-06-07
      2021-09-07
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0006
      13500000.00
      13500000.00
      0.0080
      N
      N
      Y
      N
    
    
      WELLS FARGO SECURITIES, LLC
      WELLS FARGO SECURITIES, LLC 0.190000%
      VYVVCKR63DVZZN70PB21
      0001224385
      TPR03C01D7791581WE
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AT&T INC
          549300Z40J86GGSTL398
          
            2021-09-23
          
          0.00
          275000.00
          274845.00
          Money Market
        
        
          AEGON FDG CO LLC
          
            2021-06-25
          
          0.00
          500000.00
          499900.00
          Money Market
        
        
          AMERICAN CRYSTAL SUGAR CO
          
            2021-06-16
          
          0.00
          1250101.00
          1250000.00
          Money Market
        
        
          B A T INTL FIN DISC COML PAPER
          
            2021-06-28
          
          0.00
          258539.00
          258503.00
          Money Market
        
        
          B A T INTL FIN DISC COML PAPER
          
            2021-07-01
          
          0.00
          1250195.00
          1250000.00
          Money Market
        
        
          BLACK HILLS CORP
          
            2021-06-01
          
          0.00
          1250022.00
          1249999.00
          Money Market
        
        
          CABOT CORP
          K05C0SER542GQ6VLRO68
          
            2021-06-30
          
          0.00
          1250182.00
          1249999.00
          Money Market
        
        
          CANADIAN PAC RY CO NEW
          
            2021-06-04
          
          0.00
          1250037.00
          1249999.00
          Money Market
        
        
          DOMINION RES INC VA
          
            2021-08-19
          
          0.00
          1250601.00
          1249999.00
          Money Market
        
        
          GENERAL MTRS FINL CO INC
          
            2021-07-09
          
          0.00
          500000.00
          499742.00
          Money Market
        
        
          HSBC USA INC
          549300LBOHZ4QSIWU288
          
            2022-02-25
          
          0.00
          224000.00
          223402.00
          Money Market
        
        
          HSBC USA INC
          549300LBOHZ4QSIWU288
          
            2022-05-12
          
          0.00
          1254476.00
          1250000.00
          Money Market
        
        
          HYUNDAI CAP AMER INC
          
            2022-04-26
          
          0.00
          1253267.00
          1250000.00
          Money Market
        
        
          LANDESBANK BADEN WURTTEMBERG CD 0.15%21
          
            2021-06-02
          
          0.00
          850000.00
          850017.00
          Money Market
        
        
          LANDESBANKBADEN-WURTTEMBERG NEW YORK BRH
          
            2021-08-27
          
          0.00
          1250000.00
          1250000.00
          Money Market
        
        
          LIBERTY UTILS CO DISC CP
          
            2021-07-29
          
          0.00
          1250378.00
          1249999.00
          Money Market
        
        
          NORINCHUKIN BK N Y BRH CD 0.37%21
          
            2021-12-01
          
          0.00
          751000.00
          751811.00
          Money Market
        
        
          NORINCHUKIN BK N Y BRH CD 0.17%21
          
            2021-06-18
          
          0.00
          800000.00
          800048.00
          Money Market
        
        
          NORINCHUKIN BK N Y BRH CD 0.175%21
          
            2021-07-20
          
          0.00
          900000.00
          900108.00
          Money Market
        
        
          PLAINS MIDSTREAM CANADA ULC
          
            2021-06-01
          
          0.00
          1250045.00
          1250000.00
          Money Market
        
        
          PUGET SOUND ENERGY INC
          
            2021-06-08
          
          0.00
          1250057.00
          1249999.00
          Money Market
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-06-17
          
          0.00
          1250082.00
          1249999.00
          Money Market
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-06-18
          
          0.00
          1250087.00
          1249999.00
          Money Market
        
        
          SVENSKA HANDELSBANKEN AB CD 0.245%22
          
            2022-03-16
          
          0.00
          417000.00
          417188.00
          Money Market
        
        
          TORONTO DOMINION BK N Y BRHCD 0.37%21
          
            2021-07-07
          
          0.00
          400000.00
          400132.00
          Money Market
        
        
          VW CREDIT INC
          
            2022-01-19
          
          0.00
          375000.00
          374311.00
          Money Market
        
        
          VW CREDIT INC
          
            2022-03-15
          
          0.00
          1252988.00
          1250000.00
          Money Market
        
        
          WGL HLDGS INC
          
            2021-06-17
          
          0.00
          1250082.00
          1249999.00
          Money Market
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-02
      2021-06-02
      2021-06-02
      N
      N
      N
      0.0019
      25000000.00
      25000000.00
      0.0148
      N
      N
      Y
      N
    
    
      SCOTIA CAPITAL (USA) INC.
      SCOTIA CAPITAL (USA) INC. 0.140000%
      549300BLWPABP1VNME36
      0000064241
      TPR03C0F17791581SC
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AIR PRODUCTS AND CHEMICALS, INC.
          7QEON6Y1RL5XR3R1W237
          
            2021-11-03
          
          3.000000
          3000.00
          3042.00
          Corporate Debt Securities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2021-12-05
          
          3.300000
          1216000.00
          1248295.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2022-02-09
          
          2.150000
          830000.00
          846840.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-08-13
          
          3.400000
          2000.00
          2033.00
          Corporate Debt Securities
        
        
          BUSINESS DEVELOPMENT CORPORATION OF AMERICA
          549300K8IFP295FLKS39
          
            2026-03-30
          
          3.250000
          867000.00
          885655.00
          Corporate Debt Securities
        
        
          CARGILL, INCORPORATED
          QXZYQNMR4JZ5RIRN4T31
          
            2021-11-15
          
          3.250000
          1164000.00
          1181453.00
          Corporate Debt Securities
        
        
          Chevron U.S.A. Inc.
          VA8TZDWPEZYU430RZ444
          
            2022-08-12
          
          0.333000
          2000.00
          2004.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-03-03
          
          2.411000
          24000.00
          24456.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-03-03
          
          2.498000
          1223000.00
          1249830.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2023-05-11
          
          1.059880
          3000.00
          3053.00
          Corporate Debt Securities
        
        
          CHOBANI LLC/FINANCE CORP
          
            2028-11-15
          
          4.625000
          5000.00
          5163.00
          Corporate Debt Securities
        
        
          MAXIM CRANE WORKS LLC
          
            2024-08-01
          
          10.125000
          5000.00
          5352.00
          Corporate Debt Securities
        
        
          COMMONWEALTH EDISON COMPANY
          D8YOXB8L2ZDC8P7Q0771
          
            2021-09-01
          
          3.400000
          928000.00
          937797.00
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK OF AUSTRALIA
          MSFSBD3QN1GSN7Q6C537
          
            2022-03-10
          
          2.750000
          19000.00
          19484.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-11-12
          
          2.100000
          1225000.00
          1236593.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2022-02-04
          
          0.460000
          1247000.00
          1249602.00
          Corporate Debt Securities
        
        
          Delta Air Lines, Inc.
          Q2CCMS6R0AS67HJMBN42
          
            2025-05-01
          
          7.000000
          6000.00
          6993.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2022-03-06
          
          2.397000
          281000.00
          286325.00
          Corporate Debt Securities
        
        
          Gateway Casinos & Entertainment Limited
          549300JSKBQMMD1B3U44
          
            2024-03-01
          
          8.250000
          560000.00
          561365.00
          Corporate Debt Securities
        
        
          The Home Depot, Inc.
          QEKMOTMBBKA8I816DO57
          
            2022-03-01
          
          3.250000
          18000.00
          18560.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2021-11-01
          
          1.850000
          447000.00
          450159.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2022-08-19
          
          0.483000
          1247000.00
          1249629.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2021-10-01
          
          3.300000
          1230000.00
          1249268.00
          Corporate Debt Securities
        
        
          JOHNSON & JOHNSON
          549300G0CFPGEF6X2043
          
            2022-03-03
          
          2.250000
          65000.00
          66277.00
          Corporate Debt Securities
        
        
          L BRANDS, INC.
          GR3KVMWVCR54YWQNXU90
          
            2025-07-01
          
          9.375000
          2000.00
          2614.00
          Corporate Debt Securities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2022-11-03
          
          2.650000
          10000.00
          10329.00
          Corporate Debt Securities
        
        
          NESTLE HOLDINGS, INC.
          549300EAEU8YV8MQXP30
          
            2021-09-24
          
          3.100000
          301000.00
          304733.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-07-08
          
          2.800000
          1222000.00
          1238838.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-09-15
          
          1.900000
          1240000.00
          1249204.00
          Corporate Debt Securities
        
        
          Par Pharmaceutical, Inc.
          549300KK5WR4MGN4YT97
          
            2027-04-01
          
          7.500000
          301000.00
          310594.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2021-10-06
          
          1.700000
          3000.00
          3019.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2023-05-01
          
          0.750000
          209000.00
          211323.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2021-11-15
          
          2.900000
          534000.00
          541266.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2022-08-17
          
          2.375000
          861000.00
          887487.00
          Corporate Debt Securities
        
        
          THE CHARLES SCHWAB CORPORATION
          549300VSGCJ7E698NM85
          
            2024-03-18
          
          0.510000
          253000.00
          255025.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-09-12
          
          1.750000
          918000.00
          925568.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2021-09-15
          
          1.700000
          250000.00
          251982.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2022-03-16
          
          2.700000
          250000.00
          256483.00
          Corporate Debt Securities
        
        
          Target Corporation
          8WDDFXB5T1Z6J0XC1L66
          
            2022-01-15
          
          2.900000
          1216000.00
          1249384.00
          Corporate Debt Securities
        
        
          TEEKAY CORPORATION
          YHKQM2RIPKZYOZ6RVZ46
          
            2022-11-15
          
          9.250000
          6000.00
          6185.00
          Corporate Debt Securities
        
        
          THE TORONTO-DOMINION BANK
          PT3QB789TSUIDF371261
          
            2023-07-19
          
          0.829750
          992000.00
          1003476.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2022-04-21
          
          1.750000
          997000.00
          1011575.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2024-02-09
          
          0.370000
          1247000.00
          1249139.00
          Corporate Debt Securities
        
        
          UNILEVER CAPITAL CORPORATION
          MYF1DAS6G5WY7PRWCU78
          
            2022-03-07
          
          3.000000
          1215000.00
          1249749.00
          Corporate Debt Securities
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2022-12-14
          
          2.800000
          84000.00
          88075.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2021-06-23
          
          3.125000
          145000.00
          147218.00
          Corporate Debt Securities
        
        
          WESTPAC BANKING CORPORATION
          EN5TNI6CI43VEPAMHL14
          
            2022-01-11
          
          2.800000
          1021000.00
          1048471.00
          Corporate Debt Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0014
      25000353.00
      25000353.00
      0.0148
      N
      Y
      Y
      N
    
    
      WELLS FARGO SECURITIES, LLC
      WELLS FARGO SECURITIES, LLC 0.140000%
      VYVVCKR63DVZZN70PB21
      0001224385
      TPR03C0F3779158WEL
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AMERICAN CRYSTAL SUGAR CO
          
            2021-06-16
          
          0.00
          800064.00
          799999.00
          Money Market
        
        
          B A T INTL FIN DISC COML PAPER
          
            2021-06-28
          
          0.00
          741461.00
          741357.00
          Money Market
        
        
          B A T INTL FIN DISC COML PAPER
          
            2021-07-01
          
          0.00
          800124.00
          799999.00
          Money Market
        
        
          BLACK HILLS CORP
          
            2021-06-01
          
          0.00
          800014.00
          800000.00
          Money Market
        
        
          CABOT CORP
          K05C0SER542GQ6VLRO68
          
            2021-06-30
          
          0.00
          800116.00
          799999.00
          Money Market
        
        
          CANADIAN PAC RY CO NEW
          
            2021-06-04
          
          0.00
          800024.00
          800000.00
          Money Market
        
        
          DOMINION RES INC VA
          
            2021-08-19
          
          0.00
          800385.00
          800000.00
          Money Market
        
        
          FIRST ABU DHABI BK P J S C DIS
          
            2021-12-02
          
          0.00
          800646.00
          799999.00
          Money Market
        
        
          GENERAL MTRS FINL CO INC
          
            2021-07-16
          
          0.00
          800492.00
          800000.00
          Money Market
        
        
          HSBC USA INC
          549300LBOHZ4QSIWU288
          
            2022-05-12
          
          0.00
          802864.00
          799999.00
          Money Market
        
        
          HYUNDAI CAP AMER INC
          
            2022-04-26
          
          0.00
          802091.00
          800000.00
          Money Market
        
        
          LANDESBANKBADEN-WURTTEMBERG NEW YORK BRH
          
            2021-08-27
          
          0.00
          800000.00
          800000.00
          Money Market
        
        
          LIBERTY UTILS CO DISC CP
          
            2021-07-29
          
          0.00
          800242.00
          800000.00
          Money Market
        
        
          NORTHWEST NAT GAS CO
          
            2021-06-01
          
          0.00
          800011.00
          800000.00
          Money Market
        
        
          OGE ENERGY CORP
          
            2021-06-09
          
          0.00
          379150.00
          379131.00
          Money Market
        
        
          PLAINS MIDSTREAM CANADA ULC
          
            2021-06-01
          
          0.00
          800028.00
          799999.00
          Money Market
        
        
          PUGET SOUND ENERGY INC
          
            2021-06-08
          
          0.00
          800036.00
          799999.00
          Money Market
        
        
          SONOCO PRODS CO
          
            2021-06-01
          
          0.00
          456000.00
          455992.00
          Money Market
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-06-17
          
          0.00
          800052.00
          799999.00
          Money Market
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-06-18
          
          0.00
          800056.00
          800000.00
          Money Market
        
        
          VW CREDIT INC
          
            2022-03-15
          
          0.00
          801912.00
          799999.00
          Money Market
        
        
          WGL HLDGS INC
          
            2021-06-17
          
          0.00
          800052.00
          799999.00
          Money Market
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0014
      16000225.92
      16000225.92
      0.0095
      N
      Y
      Y
      N
    
    
      SCOTIA CAPITAL (USA) INC.
      SCOTIA CAPITAL (USA) INC. 0.290000%
      549300BLWPABP1VNME36
      0000064241
      TPR03C0F4779158SCO
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AIR PRODUCTS AND CHEMICALS, INC.
          7QEON6Y1RL5XR3R1W237
          
            2021-11-03
          
          3.000000
          554000.00
          561708.00
          Corporate Debt Securities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2021-12-05
          
          3.300000
          1072000.00
          1100471.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2022-02-09
          
          2.150000
          874000.00
          891733.00
          Corporate Debt Securities
        
        
          Blackstone Secured Lending Fund
          549300KM7KWQHVBNH962
          
            2023-07-14
          
          3.650000
          11000.00
          11652.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2028-11-01
          
          3.450000
          8000.00
          8444.00
          Corporate Debt Securities
        
        
          Broadcom Inc.
          549300WV6GIDOZJTV909
          
            2030-04-15
          
          5.000000
          224000.00
          260006.00
          Corporate Debt Securities
        
        
          Broadcom Inc.
          549300WV6GIDOZJTV909
          
            2033-04-15
          
          3.419000
          254000.00
          259379.00
          Corporate Debt Securities
        
        
          BUSINESS DEVELOPMENT CORPORATION OF AMERICA
          549300K8IFP295FLKS39
          
            2026-03-30
          
          3.250000
          1223000.00
          1249315.00
          Corporate Debt Securities
        
        
          CK Hutchison International (21) Limited
          254900E16YL0NL5TFN79
          
            2041-04-15
          
          3.125000
          888000.00
          887541.00
          Corporate Debt Securities
        
        
          Chevron U.S.A. Inc.
          VA8TZDWPEZYU430RZ444
          
            2022-08-12
          
          0.333000
          156000.00
          156329.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-03-03
          
          2.498000
          3000.00
          3066.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2023-05-11
          
          1.059880
          10000.00
          10175.00
          Corporate Debt Securities
        
        
          CHOBANI LLC/FINANCE CORP
          
            2028-11-15
          
          4.625000
          3000.00
          3098.00
          Corporate Debt Securities
        
        
          CISCO SYSTEMS, INC.
          549300LKFJ962MZ46593
          
            2021-09-20
          
          1.850000
          4000.00
          4029.00
          Corporate Debt Securities
        
        
          CITIBANK, NATIONAL ASSOCIATION
          E57ODZWZ7FF32TWEFA76
          
            2021-07-23
          
          3.400000
          556000.00
          563676.00
          Corporate Debt Securities
        
        
          MAXIM CRANE WORKS LLC
          
            2024-08-01
          
          10.125000
          4000.00
          4282.00
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK OF AUSTRALIA
          MSFSBD3QN1GSN7Q6C537
          
            2021-09-06
          
          2.000000
          12000.00
          12114.00
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK OF AUSTRALIA
          MSFSBD3QN1GSN7Q6C537
          
            2022-03-10
          
          2.750000
          23000.00
          23586.00
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK OF AUSTRALIA
          MSFSBD3QN1GSN7Q6C537
          
            2022-09-18
          
          0.870000
          10000.00
          10100.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-10-29
          
          3.000000
          1232000.00
          1249737.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-11-12
          
          2.100000
          251000.00
          253375.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2022-02-04
          
          0.460000
          792000.00
          793653.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2022-03-06
          
          2.397000
          105000.00
          106990.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2021-11-01
          
          1.850000
          1241000.00
          1249771.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2022-08-19
          
          0.483000
          375000.00
          375791.00
          Corporate Debt Securities
        
        
          ISTAR INC.
          QFFLKWYYS3UPWD86E794
          
            2026-02-15
          
          5.500000
          5000.00
          5229.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2021-10-01
          
          3.300000
          789000.00
          801360.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2022-05-11
          
          2.350000
          427000.00
          435621.00
          Corporate Debt Securities
        
        
          JOHNSON & JOHNSON
          549300G0CFPGEF6X2043
          
            2022-03-03
          
          2.250000
          242000.00
          246756.00
          Corporate Debt Securities
        
        
          H-FOOD HOLDNG/HEARTHSIDE
          
            2026-06-01
          
          8.500000
          813000.00
          874497.00
          Corporate Debt Securities
        
        
          MERCK & CO., INC.
          4YV9Y5M8S0BRK1RP0397
          
            2022-02-10
          
          2.350000
          8000.00
          8176.00
          Corporate Debt Securities
        
        
          MILEAGE PLUS HLDINGS LLC
          
            2027-06-20
          
          6.500000
          158672.00
          175645.00
          Corporate Debt Securities
        
        
          NESTLE HOLDINGS, INC.
          549300EAEU8YV8MQXP30
          
            2021-09-24
          
          3.100000
          1234000.00
          1249303.00
          Corporate Debt Securities
        
        
          New Residential Investment Corp.
          549300WNTHGEO5LP2G31
          
            2025-10-15
          
          6.250000
          3000.00
          3022.00
          Corporate Debt Securities
        
        
          NOVELIS CORPORATION
          549300G5F3W3B52WYL23
          
            2026-09-30
          
          5.875000
          3000.00
          3126.00
          Corporate Debt Securities
        
        
          Oaktree Specialty Lending Corporation
          549300J6MGCEU5928620
          
            2027-01-15
          
          2.700000
          1242000.00
          1247639.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-07-08
          
          2.800000
          495000.00
          501821.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-09-15
          
          1.900000
          1240000.00
          1249204.00
          Corporate Debt Securities
        
        
          Par Pharmaceutical, Inc.
          549300KK5WR4MGN4YT97
          
            2027-04-01
          
          7.500000
          90000.00
          92869.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2022-03-05
          
          2.750000
          2000.00
          2051.00
          Corporate Debt Securities
        
        
          PFIZER INC.
          765LHXWGK1KXCLTFYQ30
          
            2022-03-11
          
          2.800000
          394000.00
          404527.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2021-11-15
          
          2.900000
          1215000.00
          1231533.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2022-08-17
          
          2.375000
          802000.00
          826672.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-09-12
          
          1.750000
          383000.00
          386158.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2021-09-15
          
          1.700000
          1240000.00
          1249830.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2022-03-16
          
          2.700000
          681000.00
          698658.00
          Corporate Debt Securities
        
        
          Target Corporation
          8WDDFXB5T1Z6J0XC1L66
          
            2022-01-15
          
          2.900000
          938000.00
          963752.00
          Corporate Debt Securities
        
        
          TEEKAY CORPORATION
          YHKQM2RIPKZYOZ6RVZ46
          
            2022-11-15
          
          9.250000
          147000.00
          151534.00
          Corporate Debt Securities
        
        
          THE TORONTO-DOMINION BANK
          PT3QB789TSUIDF371261
          
            2023-07-19
          
          0.829750
          88000.00
          89018.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2022-04-21
          
          1.750000
          905000.00
          918230.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2024-02-09
          
          0.370000
          1247000.00
          1249139.00
          Corporate Debt Securities
        
        
          U.S. BANK NATIONAL ASSOCIATION
          6BYL5QZYBDK8S7L73M02
          
            2022-01-21
          
          1.800000
          250000.00
          253880.00
          Corporate Debt Securities
        
        
          BAUSCH HEALTH COMPANIES INC.
          B3BS7ACMDUWISF18KY76
          
            2024-03-15
          
          7.000000
          224000.00
          231908.00
          Corporate Debt Securities
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2022-12-14
          
          2.800000
          132000.00
          138404.00
          Corporate Debt Securities
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2022-09-15
          
          2.150000
          39000.00
          40083.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2022-12-15
          
          2.350000
          29000.00
          30209.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2021-06-23
          
          3.125000
          496000.00
          503586.00
          Corporate Debt Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0029
      25000769.75
      25000769.75
      0.0148
      N
      Y
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.210000%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR03C0F7779158MUF
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AIRBNB, INC.
          549300HMUDNO0RY56D37
          
            2026-03-15
          
          0.00
          0.00
          228262.00
          Equities
        
        
          ALPHA METALLURGICAL RESOUR INC COM
          
            2021-05-28
          
          0.00
          0.00
          1063295.00
          Equities
        
        
          The Chefs' Warehouse, Inc.
          549300JYEDC8C547E980
          
            2024-12-01
          
          1.875000
          0.00
          194849.00
          Equities
        
        
          CHEWY INCCL A
          
            2021-05-28
          
          0.00
          0.00
          430300.00
          Equities
        
        
          CLOUDFLARE, INC.
          5493007DY18BGNLDWU14
          
            2025-05-15
          
          0.750000
          0.00
          2203375.00
          Equities
        
        
          DICK'S SPORTING GOODS, INC.
          529900SSBV5I4LWSK313
          
            2025-04-15
          
          3.250000
          0.00
          2997098.00
          Equities
        
        
          EAST RES ACQUISITION COCOM CL A
          
            2021-05-28
          
          0.00
          0.00
          10.00
          Equities
        
        
          FUBOTV INC
          
            2026-02-15
          
          3.250000
          0.00
          91672.00
          Equities
        
        
          GS ACQUISITION HOLDINGS CORP II
          549300BNTOWVWFNVTJ65
          
            2021-05-28
          
          0.00
          0.00
          53298.00
          Equities
        
        
          HOLICITY INC COM CL A
          
            2021-05-28
          
          0.00
          0.00
          10.00
          Equities
        
        
          Huazhu Group Limited
          549300Y5ML31FVN83730
          
            2026-05-01
          
          3.000000
          0.00
          202973.00
          Equities
        
        
          HYLIION HOLDINGS CORPCOMMON STOCK
          
            2021-05-28
          
          0.00
          0.00
          1003231.00
          Equities
        
        
          IMAX Corporation
          5493002KS2T1Q0X7VZ21
          
            2026-04-01
          
          0.500000
          0.00
          425903.00
          Equities
        
        
          iQIYI, Inc.
          222100XL8T2Q5B8MS302
          
            2023-12-01
          
          3.750000
          0.00
          474906.00
          Equities
        
        
          LUX HEALTH TECH ACQUISITION CO COM CL A
          
            2021-05-28
          
          0.00
          0.00
          311700.00
          Equities
        
        
          MALLARD ACQUISITION CORP COM
          
            2021-05-28
          
          0.00
          0.00
          361204.00
          Equities
        
        
          THE MIDDLEBY CORPORATION
          JDFO86U9VQRBKW5KYA35
          
            2025-09-01
          
          1.000000
          0.00
          868817.00
          Equities
        
        
          NORTONLIFELOCK INC.
          YF6ZV0M6AU4FY94MK914
          
            2022-08-15
          
          2.000000
          0.00
          2999932.00
          Equities
        
        
          NOVOCURE LIMITED
          213800YPP55UMHWA4826
          
            2025-11-01
          
          0.00
          0.00
          300376.00
          Equities
        
        
          ON Semiconductor Corporation
          ZV20P4CNJVT8V1ZGJ064
          
            2023-10-15
          
          1.625000
          0.00
          1239963.00
          Equities
        
        
          PALANTIR TECHNOLOGIES INC.
          549300UVN46B3BBDHO85
          
            2021-05-28
          
          0.00
          0.00
          2999987.00
          Equities
        
        
          PINE IS ACQUISITION CORP CL A
          
            2021-05-28
          
          0.00
          0.00
          1165125.00
          Equities
        
        
          SmileDirectClub, Inc.
          254900QFZEGKCURCJS93
          
            2026-02-01
          
          0.00
          0.00
          87991.00
          Equities
        
        
          SPARTACUS ACQUISITION CORP CL A
          
            2021-05-28
          
          0.00
          0.00
          1493863.00
          Equities
        
        
          SPORTS ENTERTAINMENT ACQU CORP COM CL A
          
            2021-05-28
          
          0.00
          0.00
          1951776.00
          Equities
        
        
          Summit Hotel Properties, Inc.
          254900OBQWJK6X20LS71
          
            2021-05-28
          
          0.00
          0.00
          3856.00
          Equities
        
        
          Tellurian Inc.
          254900ZYXZHH5MQG6H78
          
            2021-05-28
          
          0.00
          0.00
          545.00
          Equities
        
        
          ZENDESK, INC.
          549300SLI6BN94BKKO36
          
            2025-06-15
          
          0.625000
          0.00
          422169.00
          Equities
        
        
          ZSCALER, INC.
          529900MZ0RTK1BWRNF46
          
            2025-07-01
          
          0.125000
          0.00
          722255.00
          Equities
        
        
          AEA-BRIDGES IMPACT CORPSHS CL A
          
            2021-05-28
          
          0.00
          0.00
          2264925.00
          Equities
        
        
          APOLLO STRATEGIC GROWTH CAPTLSHS CL A
          
            2021-05-28
          
          0.00
          0.00
          435825.00
          Equities
        
        
          ASCENDANT DIGITAL ACQUISITIONCOM CL A
          
            2021-05-28
          
          0.00
          0.00
          430650.00
          Equities
        
        
          CITIC CAPITAL ACQUISITION CORP COM CL A
          
            2021-05-28
          
          0.00
          0.00
          10.00
          Equities
        
        
          Sarissa Capital Acquisition Corp.
          5493004KJWPWVA1PD410
          
            2021-05-28
          
          0.00
          0.00
          10.00
          Equities
        
        
          SOCIAL CAPITAL HEDOSOPHA HLDNG SHS CL A
          
            2021-05-28
          
          0.00
          0.00
          2999995.00
          Equities
        
        
          SOCIAL CAPITAL HEDOSOPHA HLDNG SHS CL A
          
            2021-05-28
          
          0.00
          0.00
          1920110.00
          Equities
        
        
          Trip.com Group Limited
          2549004RMYDSRQL4KW41
          
            2027-07-01
          
          1.500000
          0.00
          299925.00
          Equities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0021
      30000657.00
      30000657.00
      0.0178
      N
      Y
      Y
      N
    
    
      ING FINANCIAL MARKETS LLC
      ING FINANCIAL MARKETS LLC 0.180000%
      KBVRJ5K57JZ3E2AVWX40
      0000877559
      TPR03C0FA779158ING
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AHS HOSPITAL CORP.
          549300D7W3C9Z4RGJG34
          
            2051-07-01
          
          2.780000
          7000.00
          6701.00
          Corporate Debt Securities
        
        
          AMERICAN AIRLINES/AADVAN
          
            2026-04-20
          
          5.500000
          331134.00
          353190.00
          Corporate Debt Securities
        
        
          American Tower Corporation
          5493006ORUSIL88JOE18
          
            2023-06-15
          
          3.000000
          422000.00
          448706.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2025-10-30
          
          2.600000
          224000.00
          234150.00
          Corporate Debt Securities
        
        
          BROOKFIELD PPTY REIT INC
          
            2026-05-15
          
          5.750000
          6000.00
          6312.00
          Corporate Debt Securities
        
        
          CIGNA CORPORATION
          549300VIWYMSIGT1U456
          
            2027-10-15
          
          3.050000
          116000.00
          125563.00
          Corporate Debt Securities
        
        
          CARNIVAL CORPORATION.
          F1OF2ZSX47CR0BCWA982
          
            2027-03-01
          
          5.750000
          328000.00
          353844.00
          Corporate Debt Securities
        
        
          CENTENE CORPORATION
          549300Z7JJ4TQSQGT333
          
            2027-12-15
          
          4.250000
          7000.00
          7491.00
          Corporate Debt Securities
        
        
          CHESAPEAKE ENERGY CORPORATION
          X2MT1W32SPAZ9WSKLE78
          
            2029-02-01
          
          5.875000
          2000.00
          2193.00
          Corporate Debt Securities
        
        
          Citigroup Inc.
          6SHGI4ZSSLCXXQSBB395
          
            2026-07-01
          
          1.451630
          436000.00
          448447.00
          Corporate Debt Securities
        
        
          CITGO Petroleum Corporation
          YX52P86PXMLYDOTUQ225
          
            2026-06-15
          
          6.375000
          336000.00
          350767.00
          Corporate Debt Securities
        
        
          DIVERSIFIED HEALTHCARE T
          
            2031-03-01
          
          4.375000
          361000.00
          344166.00
          Corporate Debt Securities
        
        
          EBAY INC.
          OML71K8X303XQONU6T67
          
            2031-05-10
          
          2.600000
          4000.00
          3991.00
          Corporate Debt Securities
        
        
          EQUINIX, INC.
          549300EVUN2BTLJ3GT74
          
            2025-07-15
          
          1.250000
          162000.00
          163383.00
          Corporate Debt Securities
        
        
          EUROPEAN INVESTMENT BANK
          5493006YXS1U5GIHE750
          
            2021-09-15
          
          1.375000
          447000.00
          449878.00
          Corporate Debt Securities
        
        
          EUROPEAN INVESTMENT BANK
          5493006YXS1U5GIHE750
          
            2022-03-15
          
          2.250000
          440000.00
          449404.00
          Corporate Debt Securities
        
        
          EUROPEAN INVESTMENT BANK
          5493006YXS1U5GIHE750
          
            2022-06-15
          
          2.375000
          435000.00
          449800.00
          Corporate Debt Securities
        
        
          FMG Resources (August 2006) Pty Ltd
          549300EFD6S2NFE9D745
          
            2031-04-01
          
          4.375000
          331000.00
          348363.00
          Corporate Debt Securities
        
        
          FARMERS EXCHANGE CAP III
          
            2054-10-15
          
          5.454000
          300000.00
          371294.00
          Corporate Debt Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.000000
          8843.00
          8946.00
          Agency Mortgage-Backed Securities
        
        
          Gilead Sciences, Inc.
          549300WTZWR07K8MNV44
          
            2044-04-01
          
          4.800000
          83000.00
          101590.00
          Corporate Debt Securities
        
        
          Kraft Heinz Foods Company
          5493003STKEZ2S0RNU91
          
            2042-06-04
          
          5.000000
          294000.00
          348668.00
          Corporate Debt Securities
        
        
          Lowe's Companies, Inc.
          WAFCR4OKGSC504WU3E95
          
            2028-04-15
          
          1.300000
          2000.00
          1934.00
          Corporate Debt Securities
        
        
          MARKEL CORPORATION
          549300SCNO12JLWIK605
          
            2052-05-07
          
          3.450000
          447000.00
          446237.00
          Corporate Debt Securities
        
        
          MASCO CORPORATION
          5GCSNMQXHEYA1JO8QN11
          
            2027-11-15
          
          3.500000
          133000.00
          146102.00
          Corporate Debt Securities
        
        
          THE MOSAIC COMPANY
          2YD5STGSJNMUB7H76907
          
            2033-11-15
          
          5.450000
          362000.00
          448119.00
          Corporate Debt Securities
        
        
          NORDSTROM, INC.
          549300S3IZB5P35KNV16
          
            2031-08-01
          
          4.250000
          339000.00
          345571.00
          Corporate Debt Securities
        
        
          NOVARTIS CAPITAL CORPORATION
          5493002KF87V5RSRQS84
          
            2030-08-14
          
          2.200000
          26000.00
          26660.00
          Corporate Debt Securities
        
        
          PACCAR FINANCIAL CORP.
          PH3S12DWZBHHQKVYZ297
          
            2024-02-02
          
          0.350000
          450000.00
          449878.00
          Corporate Debt Securities
        
        
          PUBLIC STORAGE
          549300LMZF40TKJ6DM64
          
            2028-05-01
          
          1.850000
          2000.00
          2005.00
          Corporate Debt Securities
        
        
          THE J. M. SMUCKER COMPANY
          5493000WDH6A0LHDJD55
          
            2050-03-15
          
          3.550000
          2000.00
          2056.00
          Corporate Debt Securities
        
        
          Starbucks Corporation
          OQSJ1DU9TAOC51A47K68
          
            2023-03-01
          
          3.100000
          2000.00
          2107.00
          Corporate Debt Securities
        
        
          Starbucks Corporation
          OQSJ1DU9TAOC51A47K68
          
            2050-03-12
          
          3.350000
          13000.00
          12909.00
          Corporate Debt Securities
        
        
          UNITED AIRLINES, INC.
          K1OQBWM7XEOO08LDNP29
          
            2029-04-15
          
          4.625000
          310000.00
          322320.00
          Corporate Debt Securities
        
        
          Verizon Communications Inc.
          2S72QS2UO2OESLG6Y829
          
            2061-03-22
          
          3.700000
          440000.00
          446219.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2035-09-01
          
          5.250000
          331000.00
          445548.00
          Corporate Debt Securities
        
        
          WESCO Distribution, Inc.
          549300I2CEZJG9N4AH67
          
            2028-06-15
          
          7.250000
          293000.00
          334482.00
          Corporate Debt Securities
        
        
          Glencore Finance (Canada) Limited
          5493005TTO0UJ33KCK70
          
            2037-11-15
          
          6.900000
          330000.00
          449992.00
          Corporate Debt Securities
        
        
          GOL FINANCE
          5299007RH8MA67ZC6J07
          
            2026-06-30
          
          8.000000
          338000.00
          348375.00
          Corporate Debt Securities
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0018
      9000167.13
      9000167.13
      0.0053
      N
      Y
      Y
      N
    
    
      ABN AMRO BANK N.V.
      Joint Account III 0.020000%
      TPR03C109779158ABN
      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
          
            2026-10-01
          
          3.500000
          109171.40
          12423.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          3.500000
          109565.89
          26909.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2042-08-01
          
          3.500000
          235059.38
          41771.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2028-10-01
          
          3.000000
          306987.65
          83088.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-02-01
          
          3.500000
          38149.38
          10894.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2030-01-01
          
          3.000000
          159917.10
          63367.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.000000
          172380.05
          87074.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.000000
          193932.26
          109560.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-08-01
          
          3.500000
          245321.34
          119142.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-01-01
          
          3.500000
          256687.50
          220788.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2045-05-01
          
          4.000000
          324389.96
          119820.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.500000
          232500.00
          105109.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          4.500000
          57500.00
          31278.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          4.500000
          135465.28
          89616.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-07-01
          
          4.000000
          146890.24
          89263.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-09-01
          
          4.000000
          20128.99
          13331.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.500000
          16519.39
          8644.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          165561.08
          169637.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          813923.42
          734648.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-02-01
          
          1.500000
          24693.99
          24147.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          4.000000
          2016.26
          594.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.500000
          68346.25
          36996.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          1455135.95
          479107.90
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          3.000000
          588756.36
          258177.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          245224.22
          139125.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.500000
          508867.71
          190203.19
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-01-01
          
          3.500000
          423342.28
          86564.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.000000
          135627.94
          58488.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          38488.09
          4632.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          389046.78
          78836.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          56436.46
          14201.94
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-03-01
          
          3.500000
          17.21
          8.04
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          3.500000
          592286.88
          252241.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          3.500000
          199594.70
          85679.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-02-01
          
          3.500000
          283949.51
          178539.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          172110.60
          79197.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.500000
          86555.62
          55470.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          4.000000
          169025.56
          114796.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          216387.52
          122013.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          19327.80
          11490.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          19570.52
          11199.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.500000
          271797.14
          110469.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.500000
          23579.88
          16843.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.500000
          16812.18
          14794.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.500000
          731.19
          562.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          79570.62
          38449.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.000000
          18456.15
          9719.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          23245.76
          13074.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          65000.00
          26179.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-03-01
          
          3.000000
          174500.00
          114033.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          4.000000
          19340.55
          9836.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          3.500000
          17122.70
          12064.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          525828.61
          297443.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.000000
          504332.56
          255333.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          80695.19
          47967.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.500000
          6631.84
          3127.39
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          4.000000
          500522.20
          366440.30
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.500000
          33748.70
          33371.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.500000
          84791.09
          85677.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          3.000000
          3060.48
          3206.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          2.000000
          1671.38
          1659.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          20306.74
          21226.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          4.500000
          351443.22
          251031.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-03-01
          
          4.000000
          312500.00
          62004.92
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-10-01
          
          2.500000
          33592.65
          31292.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-11-01
          
          2.000000
          38019.28
          36729.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-01-01
          
          2.000000
          3702.89
          3679.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          2.500000
          9894.90
          10206.40
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-04-20
          
          3.500000
          43813.22
          15542.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2051-02-20
          
          2.000000
          1349342.96
          1358279.70
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-31
          
          2.500000
          11112.50
          11871.21
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-03-31
          
          2.125000
          41913.75
          44250.42
          U.S. Treasuries (including strips)
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0002
      7499999.63
      7499999.63
      0.0045
      N
      Y
      Y
      N
    
    
      BANK OF AMERICA, NATIONAL ASSOCIATION
      Joint Account III 0.010000%
      0000838440
      TPR03C109779158BAN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-07-20
          
          3.500000
          17716904.51
          6437500.00
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      6249999.69
      6249999.69
      0.0037
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES, INC.
      Joint Account III 0.010000%
      549300HN4UKV1E2R3U73
      TPR03C109779158BOF
      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
          
            2050-06-20
          
          3.000000
          5293400.92
          3862500.00
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      3749999.81
      3749999.81
      0.0022
      N
      Y
      Y
      N
    
    
      BANK OF NOVA SCOTIA (THE)
      Joint Account III 0.010000%
      L3I9ZG2KFGXZ61BMYR72
      0000009631
      TPR03C109779158THE
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2042-10-01
          
          3.500000
          65.32
          18.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2032-09-01
          
          3.000000
          983425.60
          254526.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2033-08-01
          
          4.000000
          36337.15
          12447.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          3.500000
          230013.20
          80010.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2028-05-01
          
          3.000000
          13.44
          3.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2040-07-01
          
          6.000000
          5234.96
          3564.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.500000
          709.49
          734.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2042-09-01
          
          3.500000
          615176.80
          154063.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-05-01
          
          4.000000
          26.56
          11.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          4.000000
          232418.40
          183475.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-07-01
          
          3.500000
          159516.00
          89358.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-09-01
          
          3.500000
          88.14
          55.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.000000
          745.00
          467.30
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.000000
          119365.60
          51983.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          3.000000
          141386.81
          115813.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2034-11-01
          
          3.000000
          46165.68
          36904.94
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2035-01-01
          
          3.000000
          70506.12
          54226.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-04-01
          
          2.500000
          26817.72
          28047.55
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-11-01
          
          4.000000
          23086.66
          3235.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-03-01
          
          4.000000
          22077.12
          1600.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-11-01
          
          3.500000
          721837.02
          189732.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          50000.00
          8769.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.500000
          323065.69
          75506.90
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-09-01
          
          3.500000
          220574.16
          40453.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          33219.54
          18138.16
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-04-01
          
          3.500000
          17277.22
          5743.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          4.000000
          500309.68
          145001.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-07-01
          
          3.500000
          80514.91
          23658.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          896516.16
          242501.85
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          3.500000
          65149.78
          17692.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-11-01
          
          3.500000
          20558.12
          3456.92
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.500000
          178011.52
          73468.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-01-01
          
          3.500000
          63259.68
          22030.90
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-04-01
          
          4.000000
          2876.95
          1429.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-06-01
          
          3.500000
          25250.00
          11922.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          6250.00
          1942.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          147834.74
          38424.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          3.000000
          51583.98
          11070.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-07-01
          
          3.500000
          56491.66
          23003.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-06-01
          
          3.500000
          15055.59
          5436.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-09-01
          
          4.000000
          33689.45
          15401.94
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          13.04
          6.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-02-01
          
          3.500000
          18756.88
          9327.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          126082.15
          71761.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          188732.75
          103757.42
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.000000
          44046.40
          23258.25
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          3.500000
          50021.31
          37775.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          134303.61
          76594.34
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          184948.20
          126539.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          167363.80
          110062.34
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.000000
          107764.79
          57797.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          26424.18
          26250.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          32842.61
          19334.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          62500.00
          36793.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          3.500000
          27500.00
          13775.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-05-01
          
          4.000000
          166539.00
          91957.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          5.000000
          24199.26
          10997.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          5.000000
          21913.91
          13054.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          3.500000
          519308.00
          306299.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.500000
          12.94
          8.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          89742.36
          88934.34
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          16546.72
          15800.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-03-01
          
          2.000000
          69988.78
          71022.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-06-01
          
          2.000000
          12.50
          13.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          5.000000
          141754.80
          33384.48
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          5.000000
          65703.70
          19238.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-06-01
          
          4.500000
          126575.09
          87595.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          4.500000
          23154.00
          11608.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.000000
          106894.69
          53715.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          1366400.00
          637955.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          12.60
          7.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          877503.00
          506550.94
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.500000
          1396008.86
          904452.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          4.500000
          34697.80
          19141.16
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-05-01
          
          3.500000
          407373.08
          258480.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          3.000000
          12.80
          9.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          5.000000
          20094.32
          15785.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          5.000000
          133560.50
          97047.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.000000
          19.21
          15.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.000000
          778569.24
          733870.48
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          2.500000
          343750.00
          311066.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.000000
          1193960.50
          1112674.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          717499.20
          698446.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          244002.40
          221797.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          3.000000
          186184.01
          194017.25
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.000000
          59009.30
          59170.16
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          185774.00
          190637.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          3.000000
          586069.74
          606130.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          3.000000
          1458.45
          1507.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          133412.80
          141283.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          2.500000
          36249.20
          36563.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          2.500000
          125512.40
          128510.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          2.000000
          4590.88
          4617.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          3.500000
          313385.28
          335973.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-07-01
          
          6.500000
          39.58
          1.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-02-01
          
          5.000000
          12.71
          0.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.500000
          24.68
          6.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-01-01
          
          4.000000
          1195040.25
          119877.55
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-08-01
          
          3.500000
          52655.09
          21701.19
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-09-01
          
          3.500000
          63840.94
          14778.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          4.000000
          155133.90
          41728.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-10-01
          
          2.500000
          27947.75
          26034.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-03-01
          
          2.000000
          12.60
          12.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.500000
          568505.44
          589289.66
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-08-15
          
          1.625000
          416126.25
          424621.78
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-30
          
          0.125000
          257935.00
          258081.79
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-28
          
          0.500000
          198022.50
          195971.42
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-04-30
          
          1.250000
          392161.25
          392731.10
          U.S. Treasuries (including strips)
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      12499999.38
      12499999.38
      0.0074
      N
      Y
      Y
      N
    
    
      Goldman Sachs Financial Square Funds - Prime Obligations
      2021-06-07
      Peter W. Fortner
      Peter W. Fortner
      Assistant Treasurer
    
  





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