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
      549300AT6GF2CKVD8535
      S000009259
      9
      N
      N
    
    
      033-17619
      
        Goldman Sachs Asset Management, L.P.
        801-37591
      
      
        PricewaterhouseCoopers LLP
        Boston
        MA
      
      
        Goldman Sachs Asset Management, L.P.
      
      
        The Bank of New York Mellon
      
      
        Goldman Sachs & Co. LLC
        0000734700
        084-01100
      
      N
      N
      N
      Prime
      N
      18
      34
      
        1669918613.33
        1653398539.94
        1813711233.29
        2013058519.14
      
      
        2382880166.15
        2277399854.16
        2606900940.58
        2664577691.04
        0.00
      
      
        0.5019
        0.5032
        0.5082
        0.5191
      
      
        0.7162
        0.6931
        0.7304
        0.6871
        0.0000
      
      345534.90
      3824684418.48
      935025000.00
      53172164.10
      80197544.71
      3798004572.77
      3795397787.9900
      0.0000
      0.0009
      
        1.0007
        1.0007
        1.0007
        1.0007
        0.0000
      
    
    
      C000025295
      10000000.00
      3791469902.88
      3788867736.0600
      
        1.0007
        1.0007
        1.0007
        1.0007
        0.0000
      
      
        405451798.68
        394391863.38
      
      
        196777920.69
        238386515.04
      
      
        550727742.27
        273915348.46
      
      
        722221032.18
        482473611.31
      
      
        0.00
        0.00
      
      
        1875178493.82
        1389167338.19
      
      0.0002
      Y
      For Institutional Shares the Investment Adviser waived $248,852 of Management Fees and $2,842 of Other Fees; and Goldman Sachs & Co. LLC waived $29,406 of Transfer Agency Fees.
    
    
      C000025296
      10000000.00
      1672423.85
      1671408.7400
      
        1.0006
        1.0006
        1.0006
        1.0006
        0.0000
      
      
        75379.37
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        3520377.71
      
      
        0.00
        0.00
      
      
        75379.37
        3520377.71
      
      0.0002
      Y
      For Administration Shares the Investment Adviser waived $307 of Management Fees and $5 of Other Fees; and Goldman Sachs & Co. LLC waived $933 of Admin Fees and $37 of Transfer Agency Fees.
    
    
      C000025297
      10000000.00
      2656.36
      2654.7100
      
        1.0006
        1.0006
        1.0006
        1.0006
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0008
      Y
      For Service Shares Goldman Sachs & Co. LLC waived $1 of Admin Fees.
    
    
      C000025298
      10000000.00
      65878.34
      65832.0000
      
        1.0007
        1.0007
        1.0007
        1.0007
        0.0000
      
      
        4.85
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        4.85
        0.00
      
      0.0002
      Y
      For Preferred Shares the Investment Adviser waived $5 of Management Fees; and Goldman Sachs & Co. LLC waived $6 of Admin Fees and $1 of Transfer Agency Fees.
    
    
      C000025299
      10000000.00
      1699581.86
      1698580.7700
      
        1.0006
        1.0006
        1.0006
        1.0006
        0.0000
      
      
        126.59
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        126.59
        0.00
      
      0.0002
      Y
      For Select Shares the Investment Adviser waived $122 of Management Fees and $1 of Other Fees; and Goldman Sachs & Co. LLC waived $43 of Admin Fees and $14 of Transfer Agency Fees.
    
    
      C000025300
      10000000.00
      3091006.36
      3088455.1300
      
        1.0009
        1.0009
        1.0008
        1.0008
        0.0000
      
      
        230.06
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        230.06
        0.00
      
      0.0002
      Y
      For Capital Shares the Investment Adviser waived $221 of Management Fees and $3 of Other Fees; and Goldman Sachs & Co. LLC waived $394 of Admin Fees and $26 of Transfer Agency Fees.
    
    
      C000088816
      10000000.00
      1034.47
      1033.6400
      
        1.0008
        1.0008
        1.0008
        1.0008
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0008
      N
    
    
      C000088817
      10000000.00
      1049.39
      1048.5300
      
        1.0008
        1.0008
        1.0008
        1.0008
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0008
      N
    
    
      C000088818
      10000000.00
      1039.26
      1038.4100
      
        1.0008
        1.0008
        1.0008
        1.0008
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0008
      N
    
    
      AGRICULTURAL BANK OF CHINA LIMITED
      AGRICULTURAL BANK OF CHINA LIMITED 0.000000%
      00850UVQ4
      549300E7TSGLCOVSY746
      US00850UVQ48
      0001501437
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-24
      2021-08-24
      2021-08-24
      N
      N
      N
      0.0019
      6395044.12
      6395044.12
      0.0017
      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
      18600000.00
      18600000.00
      0.0049
      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
      45800000.00
      45800000.00
      0.0121
      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
      49999222.00
      49999222.00
      0.0132
      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
      4250078.94
      4250078.94
      0.0011
      N
      N
      N
      N
    
    
      ANTALIS
      ANTALIS 0.000000%
      03664AV47
      549300G2LM2ZKZ0X4Y50
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-04
      2021-08-04
      2021-08-04
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0013
      9997582.20
      9997582.20
      0.0026
      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
      6586147.13
      6586147.13
      0.0017
      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
      8417582.53
      8417582.53
      0.0022
      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
      19999666.60
      19999666.60
      0.0053
      N
      N
      N
      N
    
    
      ASIAN DEVELOPMENT BANK
      ASIAN DEVELOPMENT BANK 0.379501%
      045167DP5
      549300X0MVH42CY8Q105
      US045167DP51
      0000311669
      Other Instrument
      Medium Term Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-16
      2021-06-16
      2021-06-16
      N
      N
      N
      0.0011
      15001670.40
      15001670.40
      0.0039
      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
      24997500.00
      24997500.00
      0.0066
      N
      N
      N
      N
    
    
      BANCO SANTANDER, S.A.
      BANCO SANTANDER, S.A. 0.000000%
      05970RU29
      5493006QMFDDMYWIAM13
      0000891478
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-02
      2021-07-02
      2021-07-02
      N
      N
      N
      0.0007
      1499893.55
      1499893.55
      0.0004
      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
      2462289.50
      2462289.50
      0.0006
      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
      17993801.52
      17993801.52
      0.0047
      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
      15999539.04
      15999539.04
      0.0042
      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
      4640640.92
      4640640.92
      0.0012
      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
      5998819.98
      5998819.98
      0.0016
      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
      18998229.77
      18998229.77
      0.0050
      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
      29999866.80
      29999866.80
      0.0079
      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
      9999062.50
      9999062.50
      0.0026
      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
      18998179.23
      18998179.23
      0.0050
      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
      57999677.52
      57999677.52
      0.0153
      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
      2499702.98
      2499702.98
      0.0007
      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
      35499171.79
      35499171.79
      0.0093
      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
      10399363.00
      10399363.00
      0.0027
      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
      19999866.60
      19999866.60
      0.0053
      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
      54999633.15
      54999633.15
      0.0145
      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
      14999899.95
      14999899.95
      0.0039
      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
      5660517.57
      5660517.57
      0.0015
      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
      19224109.61
      19224109.61
      0.0051
      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
      21871372.93
      21871372.93
      0.0058
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO., LLC
      COLLATERALIZED COMMERCIAL PAPER V CO., LLC 0.000000%
      19424HUG3
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-16
      2021-07-16
      2021-07-16
      N
      N
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0006
      16584577.75
      16584577.75
      0.0044
      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
      4480000.00
      4480000.00
      0.0012
      N
      N
      Y
      N
    
    
      COLUMBIA FUNDING COMPANY, LLC
      COLUMBIA FUNDING COMPANY, LLC 0.000000%
      19767CUL8
      549300O1V8MCLCRCFD82
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-20
      2021-07-20
      2021-07-20
      N
      Y
      
        J.P. MORGAN SECURITIES LLC
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0012
      19996407.80
      19996407.80
      0.0053
      N
      N
      N
      N
    
    
      CONNECTICUT HOUSING FINANCE AUTHORITY
      CONNECTICUT HOUSING FINANCE AUTHORITY 0.029999%
      20775CKN3
      5493003DXX0NRJKSH186
      US20775CKN38
      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
      2046-11-15
      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
      5000000.00
      5000000.00
      0.0013
      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
      5000000.00
      5000000.00
      0.0013
      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
      54999694.20
      54999694.20
      0.0145
      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
      10825253.66
      10825253.66
      0.0029
      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
      11397962.69
      11397962.69
      0.0030
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.030000%
      2IGI19DL77OX0HC3ZE78
      0000016847
      245609847
      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
      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
      0.0003
      50000000.00
      50000000.00
      0.0132
      N
      Y
      Y
      N
    
    
      NORDEA BANK ABP
      NORDEA BANK ABP 0.020000%
      529900ODI3047E2LIV03
      0001002614
      245609850
      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
      119999865.60
      119999865.60
      0.0316
      N
      Y
      Y
      N
    
    
      SWEDBANK AB
      SWEDBANK AB 0.010000%
      M312WZV08Y7LYUC71685
      0000946431
      245609852
      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
      49999888.50
      49999888.50
      0.0132
      N
      Y
      Y
      N
    
    
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.030000%
      1VUV7VQFKUOQSJ21A208
      0001330437
      245609855
      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
      120000000.00
      120000000.00
      0.0316
      N
      Y
      Y
      N
    
    
      BANCO SANTANDER, S.A.
      BANCO SANTANDER, S.A. 0.050000%
      5493006QMFDDMYWIAM13
      0000891478
      245609858
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F2
      
      
        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
      120000266.40
      120000266.40
      0.0316
      N
      Y
      Y
      N
    
    
      CREDIT INDUSTRIEL ET COMMERCIAL
      CREDIT INDUSTRIEL ET COMMERCIAL 0.080000%
      N4JDFKKH2FTD8RKFXO39
      0001274419
      245609861
      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
      0.0008
      100000555.00
      100000555.00
      0.0263
      N
      Y
      Y
      N
    
    
      ERSTE GROUP BANK AG-NEW YORK BRANCH
      ERSTE GROUP BANK AG-NEW YORK BRANCH 0.050000%
      245609863
      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
      0.0005
      120000266.40
      120000266.40
      0.0316
      N
      Y
      Y
      N
    
    
      SVENSKA HANDELSBANKEN AB
      SVENSKA HANDELSBANKEN AB 0.020000%
      NHBDILHZTYCNBV5UYZ31
      0001448613
      245609866
      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
      0.0002
      119999865.60
      119999865.60
      0.0316
      N
      Y
      Y
      N
    
    
      DNB BANK ASA
      DNB BANK ASA 0.010000%
      549300GKFG0RYRRQ1414
      245610978
      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
      62000000.00
      62000000.00
      0.0163
      N
      Y
      Y
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) 0.020000%
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      245610980
      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
      0.0002
      100000000.00
      100000000.00
      0.0263
      N
      Y
      Y
      N
    
    
      DEXIA CREDIT LOCAL
      DEXIA CREDIT LOCAL 0.000000%
      25215VTF6
      F4G136OIPBYND1F41110
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-15
      2021-06-15
      2021-06-15
      N
      N
      N
      0.0006
      17788448.54
      17788448.54
      0.0047
      N
      N
      N
      N
    
    
      DEXIA CREDIT LOCAL
      DEXIA CREDIT LOCAL 0.000000%
      25215VUG2
      F4G136OIPBYND1F41110
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-16
      2021-07-16
      2021-07-16
      N
      N
      N
      0.0008
      14998366.65
      14998366.65
      0.0039
      N
      N
      N
      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
      79999555.20
      79999555.20
      0.0211
      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
      0.0013
      N
      Y
      Y
      N
    
    
      FEDERATION DES CAISSES DESJARDINS DU QUEBEC
      FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
      31428FTJ4
      549300B2Q47IR0CR5B54
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-18
      2021-06-18
      2021-06-18
      N
      N
      N
      0.0005
      29999055.00
      29999055.00
      0.0079
      N
      N
      N
      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
      4999645.15
      4999645.15
      0.0013
      N
      N
      N
      N
    
    
      FEDERATION DES CAISSES DESJARDINS DU QUEBEC
      FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
      31428FUC7
      549300B2Q47IR0CR5B54
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-12
      2021-07-12
      2021-07-12
      N
      N
      N
      0.0008
      14998500.00
      14998500.00
      0.0039
      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
      23820418.54
      23820418.54
      0.0063
      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
      19995942.20
      19995942.20
      0.0053
      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
      18510611.27
      18510611.27
      0.0049
      N
      N
      N
      N
    
    
      FMS WERTMANAGEMENT
      FMS WERTMANAGEMENT 0.000000%
      34411GTU0
      HZFDOR6TCRSIQLKQTX32
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-28
      2021-06-28
      2021-06-28
      N
      N
      N
      0.0005
      9999560.80
      9999560.80
      0.0026
      N
      N
      N
      N
    
    
      FMS WERTMANAGEMENT
      FMS WERTMANAGEMENT 0.000000%
      34411GU87
      HZFDOR6TCRSIQLKQTX32
      Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-08
      2021-07-08
      2021-07-08
      N
      N
      N
      0.0006
      6903551.79
      6903551.79
      0.0018
      N
      N
      N
      N
    
    
      ING (U.S.) FUNDING LLC
      ING (U.S.) FUNDING LLC 0.000000%
      4497W0U22
      Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-02
      2021-07-02
      2021-07-02
      N
      N
      N
      0.0008
      24998055.50
      24998055.50
      0.0066
      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
      7316670.74
      7316670.74
      0.0019
      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
      4098726.72
      4098726.72
      0.0011
      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
      13717698.20
      13717698.20
      0.0036
      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
      18998510.59
      18998510.59
      0.0050
      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
      0.0026
      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
      4998984.15
      4998984.15
      0.0013
      N
      N
      N
      N
    
    
      LMA-AMERICAS LLC
      LMA-AMERICAS LLC 0.000000%
      53944QT91
      US53944QT910
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-09
      2021-06-09
      2021-06-09
      N
      Y
      
        CREDIT AGRICOLE CORPORATE AND IN
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0007
      4999890.00
      4999890.00
      0.0013
      N
      N
      N
      N
    
    
      LMA-AMERICAS LLC
      LMA-AMERICAS LLC 0.000000%
      53944QU24
      US53944QU249
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-02
      2021-07-02
      2021-07-02
      N
      Y
      
        CREDIT AGRICOLE CORPORATE AND IN
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0008
      5199580.41
      5199580.41
      0.0014
      N
      N
      N
      N
    
    
      LMA-AMERICAS LLC
      LMA-AMERICAS LLC 0.000000%
      53944QUG3
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-16
      2021-07-16
      2021-07-16
      N
      Y
      
        CREDIT AGRICOLE CORPORATE AND IN
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0009
      12998354.46
      12998354.46
      0.0034
      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
      9998502.80
      9998502.80
      0.0026
      N
      N
      N
      N
    
    
      MASS GENERAL BRIGHAM INCORPORATED
      MASS GENERAL BRIGHAM INCORPORATED 0.050001%
      57586EHU8
      5493007Z86EDN0QFYU66
      US57586EHU82
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-07
      2021-06-07
      2027-07-01
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0005
      150000.00
      150000.00
      0.0000
      N
      N
      Y
      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
      8337223.15
      8337223.15
      0.0022
      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
      30000000.00
      30000000.00
      0.0079
      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
      3655000.00
      3655000.00
      0.0010
      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
      4195000.00
      4195000.00
      0.0011
      N
      N
      Y
      N
    
    
      BJC HEALTH SYSTEM
      BJC HEALTH SYSTEM 0.040000%
      60635R2H9
      XFVDUYE2F5QV8HL5F394
      0001539668
      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
      2038-05-15
      Y
      
        BJC HEALTH SYSTEM
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0004
      10000000.00
      10000000.00
      0.0026
      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
      36993390.32
      36993390.32
      0.0097
      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
      29998940.10
      29998940.10
      0.0079
      N
      N
      N
      N
    
    
      NRW.BANK
      NRW.BANK 0.000000%
      62939LUV9
      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+
      
      2021-07-29
      2021-07-29
      2021-07-29
      N
      N
      N
      0.0007
      34995720.20
      34995720.20
      0.0092
      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
      10387778.82
      10387778.82
      0.0027
      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
      6682914.16
      6682914.16
      0.0018
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.300000%
      63376DPW9
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-08
      2021-07-08
      2021-07-08
      N
      N
      N
      0.0017
      10001502.20
      10001502.20
      0.0026
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.290000%
      63376DRK3
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-20
      2021-08-20
      2021-08-20
      N
      N
      N
      0.0026
      15001188.75
      15001188.75
      0.0039
      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
      5754018.82
      5754018.82
      0.0015
      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
      29999949.90
      29999949.90
      0.0079
      N
      N
      Y
      N
    
    
      NATIONWIDE BUILDING SOCIETY
      NATIONWIDE BUILDING SOCIETY 0.000000%
      6385E0T94
      549300XFX12G42QIKN82
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-09
      2021-06-09
      2021-06-09
      N
      N
      N
      0.0006
      19999626.60
      19999626.60
      0.0053
      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
      14998935.45
      14998935.45
      0.0039
      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
      34999782.30
      34999782.30
      0.0092
      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
      24998425.00
      24998425.00
      0.0066
      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
      21752482.66
      21752482.66
      0.0057
      N
      N
      N
      N
    
    
      NEDERLANDSE WATERSCHAPSBANK N.V.
      NEDERLANDSE WATERSCHAPSBANK N.V. 0.000000%
      63975UTV4
      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+
      
      2021-06-29
      2021-06-29
      2021-06-29
      N
      N
      N
      0.0008
      14998893.30
      14998893.30
      0.0039
      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
      17345000.00
      17345000.00
      0.0046
      N
      N
      Y
      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
      14997415.05
      14997415.05
      0.0039
      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
      30002501.40
      30002501.40
      0.0079
      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
      25099463.11
      25099463.11
      0.0066
      N
      N
      N
      N
    
    
      STATE OF OHIO
      STATE OF OHIO 0.040000%
      677524EN6
      5493005LEB5E170OMX59
      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
      2040-10-01
      Y
      
        State of Ohio
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0004
      10000000.00
      10000000.00
      0.0026
      N
      N
      Y
      N
    
    
      OHIO STATE UNIVERSITY (THE)
      OHIO STATE UNIVERSITY (THE) 0.029999%
      677632E72
      JFC10ZULKO4X2E3HBY86
      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
      2039-12-01
      Y
      
        OHIO STATE UNIVERSITY (THE)
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0003
      6780000.00
      6780000.00
      0.0018
      N
      N
      Y
      N
    
    
      CHILDREN'S HOSPITAL OF PHILADELPHIA (THE)
      CHILDREN'S HOSPITAL OF PHILADELPHIA (THE) 0.010001%
      717903E87
      254900N2KNSY5WTR1Q61
      US717903E875
      0001632060
      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
      2041-07-01
      Y
      
        Bank of America, National Associ
        1.0000
        1
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        BANK OF AMERICA, NATIONAL ASSOCI
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0001
      4000000.00
      4000000.00
      0.0011
      N
      Y
      Y
      N
    
    
      MAYO CLINIC
      MAYO CLINIC 0.019998%
      71884SAC4
      5493001OHMD58DCY4635
      US71884SAC44
      0001318153
      Variable Rate Demand Note
      Y
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2021-06-01
      2052-11-15
      Y
      
        WELLS FARGO BANK, NATIONAL ASSOC
        1.0000
        1
        Y
        
          Fitch, Inc.
          F1+
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        WELLS FARGO BANK, NATIONAL ASSOC
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0002
      15000000.00
      15000000.00
      0.0039
      N
      Y
      Y
      N
    
    
      PORTLAND MAINE (CITY OF)...
      PORTLAND MAINE (CITY OF)... 0.090002%
      7365594Y8
      US7365594Y83
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      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
      30400000.00
      30400000.00
      0.0080
      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
      59200000.00
      59200000.00
      0.0156
      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
      35950000.00
      35950000.00
      0.0095
      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
      10390761.63
      10390761.63
      0.0027
      N
      N
      N
      N
    
    
      SANTA CLARA VALLEY TRANSPORTATION AUTHORITY
      SANTA CLARA VALLEY TRANSPORTATION AUTHORITY 0.029999%
      80168NDR7
      549300R6Q7T4MD3V9H68
      US80168NDR70
      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
      2036-04-01
      Y
      
        SUMITOMO MITSUI BANKING CORPORAT
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        SUMITOMO MITSUI BANKING CORPORAT
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0003
      5000000.00
      5000000.00
      0.0013
      N
      N
      Y
      N
    
    
      SHEFFIELD RECEIVABLES COMPANY LLC
      SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
      82124LV25
      549300MYF6MOTU9T3G29
      US82124LV259
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      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
      0.0010
      9998093.30
      9998093.30
      0.0026
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
      SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) 0.000000%
      83050TVR9
      F3JS33DEI6XQ4ZBPTN86
      US83050TVR93
      0000917311
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-25
      2021-08-25
      2021-08-25
      N
      N
      N
      0.0010
      39990111.20
      39990111.20
      0.0105
      N
      N
      N
      N
    
    
      SOCIETE GENERALE
      SOCIETE GENERALE 0.000000%
      83368YFM4
      O2RNE8IBXP4R0TD8PU41
      US83368YFM49
      0000865845
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-28
      2021-06-28
      2021-06-28
      N
      N
      N
      0.0012
      14498637.00
      14498637.00
      0.0038
      N
      N
      N
      N
    
    
      SOCIETE GENERALE
      SOCIETE GENERALE 0.000000%
      83369BVQ6
      O2RNE8IBXP4R0TD8PU41
      US83369BVQ66
      0000865845
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-24
      2021-08-24
      2021-08-24
      N
      N
      N
      0.0010
      14996370.00
      14996370.00
      0.0039
      N
      N
      N
      N
    
    
      STARBIRD FUNDING CORPORATION
      STARBIRD FUNDING CORPORATION 0.000000%
      85520LU11
      549300A8DDPP6QJBB522
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-01
      2021-07-01
      2021-07-01
      N
      Y
      
        BNP Paribas
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0008
      13748922.14
      13748922.14
      0.0036
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK, LIMITED
      SUMITOMO MITSUI TRUST BANK, LIMITED 0.150000%
      86564GVT5
      5493006GGLR4BTEL8O61
      0001046017
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-16
      2021-07-16
      2021-07-16
      N
      N
      N
      0.0008
      14501321.82
      14501321.82
      0.0038
      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
      29992479.30
      29992479.30
      0.0079
      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
      35000347.20
      35000347.20
      0.0092
      N
      N
      N
      N
    
    
      TEXAS HEALTH RESOURCES
      TEXAS HEALTH RESOURCES 0.040000%
      87638TEH2
      54930008C10TUBW7Z611
      US87638TEH23
      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
      
        TEXAS HEALTH RESOURCES
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0004
      4610000.00
      4610000.00
      0.0012
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.099999%
      90376PAU5
      549300IDY55XMYWXSD28
      US90376PAU57
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      2021-06-07
      2030-03-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0010
      10000000.00
      10000000.00
      0.0026
      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
      0.0005
      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
      0.0008
      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
      5500000.00
      5500000.00
      0.0014
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.090002%
      90376PCG4
      549300IDY55XMYWXSD28
      US90376PCG46
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      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
      2200000.00
      2200000.00
      0.0006
      N
      N
      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
      29999295.90
      29999295.90
      0.0079
      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
      54998430.85
      54998430.85
      0.0145
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796J34
      254900HROIFWPRGM1V77
      US912796J347
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-27
      2021-07-27
      2021-07-27
      N
      N
      N
      0.0001
      79575380.90
      79575380.90
      0.0210
      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
      4712806.28
      4712806.28
      0.0012
      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
      2311242.88
      2311242.88
      0.0006
      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
      4318724.22
      4318724.22
      0.0011
      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
      1191050.42
      1191050.42
      0.0003
      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
      2504565.78
      2504565.78
      0.0007
      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
      10994658.70
      10994658.70
      0.0029
      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
      1204382.33
      1204382.33
      0.0003
      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
      17006277.08
      17006277.08
      0.0045
      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
      70302071.74
      70302071.74
      0.0185
      N
      Y
      Y
      N
    
    
      REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE)
      REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) 0.010001%
      913366GN4
      RRR42I7GG51DB5HDQR14
      US913366GN41
      0000315054
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2021-06-01
      2047-05-15
      Y
      
        REGENTS OF THE UNIVERSITY OF CAL
        1.0000
        1
        N
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0001
      4000000.00
      4000000.00
      0.0011
      N
      Y
      Y
      N
    
    
      UNIVERSITY OF NORTH CAROLINA AT CHAPEL HILL
      UNIVERSITY OF NORTH CAROLINA AT CHAPEL HILL 0.019998%
      914713VU3
      US914713VU33
      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
      2025-12-01
      Y
      
        UNIVERSITY OF NORTH CAROLINA AT
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0002
      6210000.00
      6210000.00
      0.0016
      N
      N
      Y
      N
    
    
      EXXON MOBIL CORPORATION
      EXXON MOBIL CORPORATION 0.019998%
      919061BU4
      J3WHBG0MTS7O8ZVMDC91
      US919061BU42
      0000034088
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2021-06-01
      2025-10-01
      Y
      
        EXXON MOBIL CORPORATION
        1.0000
        1
        N
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0002
      135000.00
      135000.00
      0.0000
      N
      Y
      Y
      N
    
    
      VERSAILLES COMMERCIAL PAPER LLC
      VERSAILLES COMMERCIAL PAPER LLC 0.000000%
      92512LTA9
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-10
      2021-06-10
      2021-06-10
      N
      Y
      
        NATIXIS
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0005
      18510685.87
      18510685.87
      0.0049
      N
      N
      N
      N
    
    
      VERSAILLES COMMERCIAL PAPER LLC
      VERSAILLES COMMERCIAL PAPER LLC 0.000000%
      92512LU17
      US92512LU172
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-01
      2021-07-01
      2021-07-01
      N
      Y
      
        NATIXIS
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0008
      24998040.25
      24998040.25
      0.0066
      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
      13098733.62
      13098733.62
      0.0034
      N
      N
      N
      N
    
    
      VICTORY RECEIVABLES CORPORATION
      VICTORY RECEIVABLES CORPORATION 0.000000%
      92646KUT7
      549300D0F37QF0LP7F94
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-27
      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
      0.0009
      19997000.00
      19997000.00
      0.0053
      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
      12996786.14
      12996786.14
      0.0034
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.090000%
      2IGI19DL77OX0HC3ZE78
      0000016847
      TPR03A0EF7791571CA
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.000000
          20619.00
          11030.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          685056.00
          587732.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-03-01
          
          4.000000
          1314903.00
          416532.00
          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
          
            2047-05-01
          
          4.000000
          2919687.00
          837349.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-06-01
          
          4.000000
          2696836.00
          1547410.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          3.500000
          2544129.00
          970090.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          3.500000
          5150000.00
          1471360.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          3.500000
          5216.00
          3813.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-08-01
          
          3.000000
          1317952.00
          1154963.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          464136.00
          461002.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          2.000000
          1000.00
          1008.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.500000
          9171.00
          9523.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          4.000000
          2988862.00
          1744435.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          31317.00
          30955.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.000000
          37428.00
          26319.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-10-01
          
          2.500000
          351786.00
          327702.00
          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
          
            2049-01-20
          
          5.000000
          730659.00
          170247.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-09-20
          
          4.000000
          6123.00
          6708.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-11-30
          
          0.625000
          5300.00
          5139.00
          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
      9500000.00
      9500000.00
      0.0025
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.090000%
      2IGI19DL77OX0HC3ZE78
      0000016847
      TPR03A1427791572CA
      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
          
            2029-05-01
          
          4.000000
          1000.00
          246.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.000000
          1213.00
          532.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.000000
          10890.00
          4899.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.000000
          19890.00
          10640.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2043-10-01
          
          4.000000
          27680.00
          16914.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-04-01
          
          2.000000
          142208.00
          145739.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-03-01
          
          3.500000
          1000.00
          321.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-01-01
          
          4.000000
          1470094.00
          550190.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-11-01
          
          3.500000
          1422744.00
          705893.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-09-01
          
          4.000000
          1311261.00
          793492.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-01-01
          
          4.000000
          1068782.00
          683287.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-02-01
          
          3.500000
          1032736.00
          610477.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-10-01
          
          5.000000
          2002.00
          271.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          4.500000
          1075879.00
          628522.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.000000
          1069757.00
          587576.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          4.000000
          274315.00
          143016.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          3.500000
          1298517.00
          664883.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          4.000000
          1502846.00
          433708.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          448837.00
          334935.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.000000
          3973.00
          2644.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          1065061.00
          591863.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.500000
          930766.00
          543270.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          3.500000
          4434.00
          3723.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          3.500000
          7680.00
          5614.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          282113.00
          280208.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.500000
          10387.00
          10786.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          42142.00
          41655.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.000000
          69605.00
          60240.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-03-01
          
          2.000000
          1112820.00
          1121534.00
          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
          
            2048-06-20
          
          4.500000
          1182971.00
          296380.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-01-20
          
          5.000000
          2123775.00
          494851.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-07-15
          
          4.000000
          1237.00
          356.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-09-20
          
          4.000000
          7831.00
          8580.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          2.875000
          100.00
          112.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          3.125000
          5800.00
          6551.00
          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
      9500000.00
      9500000.00
      0.0025
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A4317791571RO
      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
          42287.00
          33854.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          53762.00
          15027.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          114123.00
          62881.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-05-01
          
          2.500000
          32385.00
          33833.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.500000
          3217746.00
          2955590.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          379802.00
          367957.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          109237.00
          103774.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.000000
          874961.00
          886588.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.000000
          1621645.00
          1640600.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-01-01
          
          4.000000
          3077298.00
          441911.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-09-01
          
          4.500000
          1431.00
          317.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-09-01
          
          3.500000
          4366287.00
          2118918.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          4.000000
          867612.00
          341111.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          360110.00
          316836.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-10-01
          
          4.500000
          1455486.00
          516500.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          17627.00
          9210.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2057-02-01
          
          3.500000
          136549.00
          83794.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          6517.00
          4753.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2059-08-01
          
          4.000000
          1949.00
          1821.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          8790.00
          8501.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          49939.00
          44512.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.000000
          14127.00
          11646.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          27559.00
          27621.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          1000.00
          1046.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.500000
          44949.00
          45672.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          4676.00
          4856.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          4.000000
          2489.00
          2676.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          3.000000
          6281.00
          6650.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.000000
          1100477.00
          915390.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          312324.00
          313773.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          3.000000
          18771.00
          19715.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          439779.00
          468354.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          17962.00
          9636.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-05-01
          
          2.500000
          44812.00
          47038.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-06-01
          
          5.500000
          340509.00
          5539.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          4.000000
          5552019.00
          1267289.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-04-01
          
          6.000000
          1080228.00
          336055.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-08-01
          
          6.000000
          1212021.00
          102797.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-04-01
          
          5.500000
          146089.00
          17564.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-11-01
          
          7.000000
          3138301.00
          748199.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-03-01
          
          6.000000
          1199752.00
          155607.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-03-01
          
          6.000000
          1711447.00
          257265.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-05-01
          
          6.000000
          1541484.00
          410172.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-05-01
          
          6.000000
          1278138.00
          167448.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-08-01
          
          5.500000
          1529159.00
          191361.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          5.500000
          423079.00
          290356.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-06-01
          
          5.500000
          1172190.00
          222084.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-07-01
          
          5.500000
          2101073.00
          275219.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          4.500000
          12016.00
          10679.00
          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
      16000000.00
      16000000.00
      0.0042
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A4327791572RO
      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
          25679.00
          20558.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          174696.00
          48831.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          76885.00
          42363.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-05-01
          
          2.500000
          68131.00
          71177.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          6978225.00
          6629272.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.000000
          11837.00
          11975.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          366743.00
          322672.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          27367.00
          14299.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2057-02-01
          
          3.500000
          18716.00
          11485.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          10424.00
          7603.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          3.500000
          3907428.00
          3609159.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          17652.00
          17073.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          70958.00
          63247.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.000000
          13418.00
          11062.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          35349.00
          35429.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          6756.00
          6539.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          5448.00
          5657.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          4.000000
          1000.00
          1075.00
          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
          
            2050-08-01
          
          2.500000
          403772.00
          403790.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          329154.00
          330681.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          3.000000
          8801.00
          9244.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          382537.00
          407393.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          9498.00
          5095.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-05-01
          
          2.500000
          31163.00
          32711.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.500000
          5442051.00
          3201569.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.500000
          2769094.00
          981259.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          4.500000
          19942.00
          17723.00
          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
      16000000.00
      16000000.00
      0.0042
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A49A7791573RO
      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
          
            2032-07-01
          
          6.500000
          1019.00
          81.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          4.500000
          41726.00
          33405.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          105697.00
          29544.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          91506.00
          50419.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-01-01
          
          3.500000
          7558.00
          4813.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-05-01
          
          2.500000
          905777.00
          946271.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          57193.00
          52415.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          3058.00
          2804.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          10946.00
          10605.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          99512.00
          94536.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-01-01
          
          3.000000
          5083953.00
          5275006.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          261018.00
          229652.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          26807.00
          14007.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          3.500000
          6153572.00
          5683847.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          51391.00
          49704.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.000000
          8514.00
          7019.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          127477.00
          127765.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          1425842.00
          1491764.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          1726.00
          1792.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          3.000000
          10240.00
          10842.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.500000
          1054559.00
          1098651.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          63084.00
          63329.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.500000
          5265440.00
          5231321.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          525489.00
          527927.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          3.500000
          125035.00
          123134.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          3.000000
          805442.00
          845943.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          444341.00
          473213.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          4.000000
          492702.00
          343015.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          23011.00
          12345.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.500000
          12010.00
          12490.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-05-01
          
          2.500000
          704397.00
          739387.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.500000
          66441.00
          23544.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-02-01
          
          4.500000
          510451.00
          64721.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          4.000000
          73881.00
          16864.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-01-01
          
          3.000000
          400000.00
          151445.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.000000
          208436.00
          183138.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-07-01
          
          5.500000
          223940.00
          29334.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-11-01
          
          4.000000
          1212492.00
          284987.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          5.500000
          770378.00
          124146.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          4.500000
          16626.00
          14776.00
          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
      24000000.00
      24000000.00
      0.0063
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A49C7791574RO
      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
          110757.00
          88669.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          636176.00
          177822.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          241298.00
          132953.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-05-01
          
          2.500000
          36691.00
          38331.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2042-01-01
          
          3.500000
          2555186.00
          851494.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2043-10-01
          
          4.000000
          3943586.00
          2719623.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          17464.00
          16919.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          2166220.00
          2057896.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.000000
          118871.00
          120260.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-12-01
          
          3.500000
          7189395.00
          1839727.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          3.000000
          716832.00
          155714.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-10-01
          
          4.000000
          2219980.00
          830371.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-03-01
          
          4.500000
          4013492.00
          1520747.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-09-01
          
          3.500000
          1033904.00
          739294.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          3.500000
          3249796.00
          1802000.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-04-01
          
          3.500000
          1232312.00
          828483.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-08-01
          
          3.000000
          1205617.00
          732717.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2057-02-01
          
          3.500000
          6141193.00
          3768594.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-01-01
          
          3.500000
          2104579.00
          1549062.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          24277.00
          17707.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          4.500000
          555063.00
          304923.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          61729.00
          59703.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.000000
          3555967.00
          2044898.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          3.500000
          115443.00
          73176.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.000000
          37501.00
          30915.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.500000
          2416725.00
          2521323.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          261611.00
          262202.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          1091094.00
          1115657.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          2.500000
          1802354.00
          1867727.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          29965.00
          29004.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          18704.00
          19422.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          3.000000
          13993.00
          14816.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          4054183.00
          3929740.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          3845707.00
          3863549.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          4.000000
          3000000.00
          2888650.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          3.000000
          15611.00
          16396.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          1385812.00
          1475857.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          4.000000
          2280813.00
          1763753.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.000000
          3655061.00
          2609721.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          52281.00
          28047.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-06-01
          
          2.000000
          97829.00
          99249.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-05-01
          
          2.500000
          4417415.00
          4636846.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-09-01
          
          3.500000
          26088000.00
          1892879.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-02-01
          
          3.500000
          26575000.00
          1743449.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-02-01
          
          4.500000
          13845653.00
          1755526.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          4.500000
          49720.00
          44187.00
          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
      54000000.00
      54000000.00
      0.0142
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03A6C57791571BN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-24
          
          0.00
          2792800.00
          2792152.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-06
          
          0.00
          6500.00
          6500.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-11-15
          
          0.00
          100.00
          61.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          0.00
          2637600.00
          1521684.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          2.375000
          4600.00
          7532.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-08-15
          
          4.500000
          100.00
          138.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-31
          
          1.875000
          400.00
          421.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-15
          
          0.125000
          21851800.00
          26190632.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          1.875000
          33800.00
          34418.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-31
          
          1.875000
          12900.00
          13253.00
          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
          
            2021-10-31
          
          0.315000
          500.00
          501.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-15
          
          1.375000
          7000.00
          7176.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          0.070000
          300.00
          300.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-31
          
          0.125000
          5200.00
          5202.00
          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
          
            2026-04-15
          
          0.125000
          1565100.00
          1735976.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-05-15
          
          0.00
          17966.00
          14965.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-05-15
          
          0.00
          388285.00
          297789.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-11-15
          
          0.00
          19336.00
          10121.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          0.00
          58.00
          30.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-05-15
          
          0.00
          830.00
          430.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-05-15
          
          0.00
          624.00
          317.00
          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
      32000000.00
      32000000.00
      0.0084
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03A6C67791572BN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL FARM CREDIT BANK
          
            2040-08-13
          
          1.950000
          33000.00
          30423.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-09-15
          
          0.00
          1000.00
          861.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-05-15
          
          0.00
          6000.00
          5990.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.500000
          1000.00
          982.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-03-01
          
          2.000000
          119314.00
          119930.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.000000
          2567.00
          808.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          6.000000
          1000.00
          36.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-05-15
          
          0.00
          22423500.00
          13133444.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-11-15
          
          0.00
          43400.00
          22120.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-15
          
          0.625000
          1667900.00
          1986588.00
          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
      15000000.00
      15000000.00
      0.0039
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03AA41779157ROY
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          4.500000
          1302.00
          1042.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-06-01
          
          4.500000
          80462.00
          38619.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          24938.00
          6971.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          8741.00
          4816.00
          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
          1740.00
          1686.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          3163096.00
          3004922.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.000000
          6895.00
          6976.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          7594.00
          3968.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          3897.00
          3769.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          6855.00
          6110.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          8478.00
          8497.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          4811.00
          4657.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.500000
          1233.00
          1284.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          5405.00
          5430.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          48220.00
          51353.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-05-01
          
          2.500000
          7658.00
          8038.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          4.500000
          3171.00
          2818.00
          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
      0.0008
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03AB0B7791573BN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2044-10-01
          
          4.000000
          7690.00
          768.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL FARM CREDIT BANK
          
            2040-08-13
          
          1.950000
          36000.00
          33189.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.500000
          1000.00
          1013.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-03-01
          
          2.000000
          89882.00
          90346.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          2.000000
          1006.00
          1011.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-03-20
          
          4.000000
          1045.00
          290.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-11-20
          
          4.000000
          3559.00
          3817.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2026-10-15
          
          3.000000
          3230.00
          294.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-07
          
          0.00
          91800.00
          91792.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-27
          
          0.00
          5000.00
          4999.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-05-15
          
          0.00
          116100.00
          71949.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-11-15
          
          0.00
          1200.00
          675.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-05-15
          
          0.00
          100.00
          54.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-05-15
          
          0.00
          352200.00
          185979.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-08-15
          
          0.00
          200.00
          105.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          0.00
          13951900.00
          7242710.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-15
          
          8.000000
          100.00
          104.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          2.375000
          389700.00
          638089.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-07-15
          
          0.375000
          16049600.00
          19553757.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-15
          
          2.000000
          315800.00
          321995.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-31
          
          0.125000
          47000.00
          47015.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-02-15
          
          0.00
          141.00
          112.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-08-15
          
          0.00
          44.00
          34.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2035-02-15
          
          0.00
          10.00
          8.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-11-15
          
          0.00
          101.00
          85.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-05-15
          
          0.00
          1771236.00
          1475353.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-11-15
          
          0.00
          470.00
          376.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-05-15
          
          0.00
          2243952.00
          1766986.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-11-15
          
          0.00
          75.00
          56.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-15
          
          0.00
          167.00
          162.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-15
          
          0.00
          89776.00
          86709.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-15
          
          0.00
          83.00
          79.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          0.00
          360.00
          338.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-08-15
          
          0.00
          160.00
          140.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-08-15
          
          0.00
          11.00
          9.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-05-15
          
          0.00
          20.00
          14.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-08-15
          
          0.00
          17.00
          12.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-11-15
          
          0.00
          20.00
          14.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2038-05-15
          
          0.00
          20.00
          13.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-02-15
          
          0.00
          168.00
          112.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          0.00
          152.00
          98.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-02-15
          
          0.00
          78.00
          47.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          0.00
          121.00
          70.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          0.00
          66.00
          38.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-02-15
          
          0.00
          37.00
          21.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-08-15
          
          0.00
          8.00
          4.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-05-15
          
          0.00
          171.00
          93.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          0.00
          3.00
          2.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-02-15
          
          0.00
          4.00
          2.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-11-15
          
          0.00
          10.00
          5.00
          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
      31000000.00
      31000000.00
      0.0082
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03AB0C779157BNP
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          0.00
          200.00
          106.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-04-15
          
          3.625000
          6352600.00
          14167544.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-04-15
          
          3.375000
          2500.00
          5518.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-31
          
          1.625000
          200.00
          205.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          1.875000
          2800.00
          2851.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-31
          
          0.125000
          44100.00
          44114.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-11-15
          
          0.00
          113980.00
          59662.00
          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
      14000000.00
      14000000.00
      0.0037
      N
      N
      Y
      N
    
    
      WELLS FARGO SECURITIES, LLC
      WELLS FARGO SECURITIES, LLC 0.190000%
      VYVVCKR63DVZZN70PB21
      0001224385
      TPR03C01D7791571We
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AGRICULTURAL BK CHINA LTD N Y
          
            2021-12-01
          
          0.00
          1227536.00
          1225722.00
          Money Market
        
        
          AMERICAN CRYSTAL SUGAR CO
          
            2021-06-16
          
          0.00
          1300105.00
          1300000.00
          Money Market
        
        
          B A T INTL FIN DISC COML PAPER
          
            2021-07-01
          
          0.00
          1300202.00
          1299999.00
          Money Market
        
        
          BLACK HILLS CORP
          
            2021-06-01
          
          0.00
          1300023.00
          1300000.00
          Money Market
        
        
          CABOT CORP
          K05C0SER542GQ6VLRO68
          
            2021-06-30
          
          0.00
          1300189.00
          1299999.00
          Money Market
        
        
          CANADIAN PAC RY CO NEW
          
            2021-06-04
          
          0.00
          1300039.00
          1300000.00
          Money Market
        
        
          DOMINION RES INC VA
          
            2021-08-19
          
          0.00
          1300625.00
          1299999.00
          Money Market
        
        
          FIRST ABU DHABI BK P J S C DIS
          
            2021-12-02
          
          0.00
          1301051.00
          1300000.00
          Money Market
        
        
          GENERAL MTRS FINL CO INC
          
            2021-07-16
          
          0.00
          1300800.00
          1300000.00
          Money Market
        
        
          HSBC USA INC
          549300LBOHZ4QSIWU288
          
            2022-05-12
          
          0.00
          1304655.00
          1300000.00
          Money Market
        
        
          HYUNDAI CAP AMER INC
          
            2022-04-26
          
          0.00
          1303398.00
          1300000.00
          Money Market
        
        
          LANDESBANKBADEN-WURTTEMBERG NEW YORK BRH
          
            2021-08-27
          
          0.00
          1300000.00
          1300000.00
          Money Market
        
        
          LIBERTY UTILS CO DISC CP
          
            2021-07-29
          
          0.00
          1300394.00
          1300000.00
          Money Market
        
        
          NORTHWEST NAT GAS CO
          
            2021-06-01
          
          0.00
          1300018.00
          1300000.00
          Money Market
        
        
          OGE ENERGY CORP
          
            2021-06-09
          
          0.00
          1300065.00
          1300000.00
          Money Market
        
        
          PLAINS MIDSTREAM CANADA ULC
          
            2021-06-01
          
          0.00
          1300046.00
          1299999.00
          Money Market
        
        
          PUGET SOUND ENERGY INC
          
            2021-06-08
          
          0.00
          1300059.00
          1299999.00
          Money Market
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-06-17
          
          0.00
          1300085.00
          1299999.00
          Money Market
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-06-18
          
          0.00
          1300091.00
          1300000.00
          Money Market
        
        
          VW CREDIT INC
          
            2022-03-15
          
          0.00
          1303107.00
          1299999.00
          Money Market
        
        
          WGL HLDGS INC
          
            2021-06-17
          
          0.00
          1300085.00
          1299999.00
          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
      26000000.00
      26000000.00
      0.0068
      N
      N
      Y
      N
    
    
      RBC CAPITAL MARKETS, LLC
      RBC CAPITAL MARKETS, LLC 0.140000%
      549300LCO2FLSSVFFR64
      0000050916
      TPR03C0EC779157RBC
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2061-05-12
          
          3.250000
          989000.00
          991507.00
          Corporate Debt Securities
        
        
          AMERISOURCEBERGEN CORPORATION
          AI8GXW8LG5WK7E9UD086
          
            2031-03-15
          
          2.700000
          528000.00
          539848.00
          Corporate Debt Securities
        
        
          ANHEUSER-BUSCH INBEV WORLDWIDE INC.
          549300CRGMZK3K53BF92
          
            2040-06-01
          
          4.350000
          2616000.00
          3035312.00
          Corporate Debt Securities
        
        
          ANHEUSER-BUSCH INBEV WORLDWIDE INC.
          549300CRGMZK3K53BF92
          
            2060-06-01
          
          4.600000
          39000.00
          45598.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2022-02-09
          
          2.150000
          41000.00
          41832.00
          Corporate Debt Securities
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2052-03-13
          
          3.483000
          434000.00
          453595.00
          Corporate Debt Securities
        
        
          BLACKSTONE HOLDINGS FINANCE CO. L.L.C.
          549300D2L6J4NC1QVZ22
          
            2027-10-02
          
          3.150000
          2051000.00
          2245763.00
          Corporate Debt Securities
        
        
          Brighthouse Financial, Inc.
          5493003T8SZSHOGGAW52
          
            2047-06-22
          
          4.700000
          1639000.00
          1800567.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in right of the Province of British Columbia
          54930058TO7MEKUHWL16
          
            2022-10-23
          
          2.000000
          111000.00
          114033.00
          Corporate Debt Securities
        
        
          CBL & Associates Limited Partnership
          549300VS75TWHD9JTH89
          
            2024-10-15
          
          4.600000
          26000.00
          14105.00
          Corporate Debt Securities
        
        
          CBL & Associates Limited Partnership
          549300VS75TWHD9JTH89
          
            2026-12-15
          
          5.950000
          57000.00
          30592.00
          Corporate Debt Securities
        
        
          CIGNA CORPORATION
          549300VIWYMSIGT1U456
          
            2038-08-15
          
          4.800000
          2842000.00
          3469239.00
          Corporate Debt Securities
        
        
          LUMEN TECHNOLOGIES, INC.
          8M3THTGWLTYZVE6BBY25
          
            2028-01-15
          
          6.875000
          225000.00
          256027.00
          Corporate Debt Securities
        
        
          LUMEN TECHNOLOGIES, INC.
          8M3THTGWLTYZVE6BBY25
          
            2042-03-15
          
          7.650000
          80000.00
          90641.00
          Corporate Debt Securities
        
        
          LUMEN TECHNOLOGIES, INC.
          8M3THTGWLTYZVE6BBY25
          
            2023-12-01
          
          6.750000
          82000.00
          93031.00
          Corporate Debt Securities
        
        
          Comcast Corporation
          51M0QTTNCGUN7KFCFZ59
          
            2049-11-01
          
          3.999000
          1771000.00
          1999334.00
          Corporate Debt Securities
        
        
          CONSTELLATION BRANDS, INC.
          5493005GKEG8QCVY7037
          
            2029-08-01
          
          3.150000
          3259000.00
          3485069.00
          Corporate Debt Securities
        
        
          CREDIT AGRICOLE SA
          969500TJ5KRTCJQWXH05
          
            2030-01-14
          
          3.250000
          427000.00
          449015.00
          Corporate Debt Securities
        
        
          DELL INT LLC / EMC CORP
          
            2036-07-15
          
          8.100000
          1942000.00
          2922933.00
          Corporate Debt Securities
        
        
          DISCOVERY COMMUNICATIONS, LLC
          L2Z2MO2EQURH3BREWI15
          
            2023-04-01
          
          3.250000
          1490000.00
          1560411.00
          Corporate Debt Securities
        
        
          DISH DBS CORP
          
            2024-11-15
          
          5.875000
          35000.00
          37365.00
          Corporate Debt Securities
        
        
          R. R. DONNELLEY & SONS COMPANY
          SU4X0P4WWRGOQDTSV032
          
            2031-04-15
          
          8.820000
          19000.00
          21582.00
          Corporate Debt Securities
        
        
          ENERGY TRANSFER LP
          MTLVN9N7JE8MIBIJ1H73
          
            2022-02-01
          
          5.200000
          303000.00
          314090.00
          Corporate Debt Securities
        
        
          FIRSTENERGY CORP.
          549300SVYJS666PQJH88
          
            2027-07-15
          
          4.400000
          64000.00
          70812.00
          Corporate Debt Securities
        
        
          FOX CORPORATION
          549300DDU6FDRBIELS05
          
            2030-04-08
          
          3.500000
          2719000.00
          2948351.00
          Corporate Debt Securities
        
        
          GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY
          549300G6UZOB126GBY72
          
            2035-11-15
          
          4.418000
          756000.00
          877992.00
          Corporate Debt Securities
        
        
          GENERAL MOTORS COMPANY
          54930070NSV60J38I987
          
            2043-10-02
          
          6.250000
          2194000.00
          2973182.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2022-10-31
          
          2.876000
          2468000.00
          2499262.00
          Corporate Debt Securities
        
        
          HCA Inc.
          L3CJ6J7LJ2DX62FTXD46
          
            2049-06-15
          
          5.250000
          2770000.00
          3484496.00
          Corporate Debt Securities
        
        
          HBOS PLC
          213800RS21X7UUH5QU25
          
            2033-11-01
          
          6.000000
          2649000.00
          3484362.00
          Corporate Debt Securities
        
        
          THE HERTZ CORPORATION
          549300PD0C69OJ0NLB27
          
            2028-01-15
          
          7.000000
          150000.00
          150000.00
          Corporate Debt Securities
        
        
          THE HERTZ CORPORATION
          549300PD0C69OJ0NLB27
          
            2022-10-15
          
          6.250000
          120000.00
          124200.00
          Corporate Debt Securities
        
        
          ICAHN ENTERPRISES/FIN
          
            2027-05-15
          
          5.250000
          250000.00
          257036.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2027-04-22
          
          1.578000
          2529000.00
          2552540.00
          Corporate Debt Securities
        
        
          Life Time Fitness, Inc.
          549300PALKE96VYH4X17
          
            2026-04-15
          
          8.000000
          401000.00
          434484.00
          Corporate Debt Securities
        
        
          LLOYDS BANKING GROUP PLC
          549300PPXHEU2JF0AM85
          
            2026-03-24
          
          4.650000
          920000.00
          1048871.00
          Corporate Debt Securities
        
        
          MGM GROWTH/MGM FINANCE
          
            2024-05-01
          
          5.625000
          238000.00
          256557.00
          Corporate Debt Securities
        
        
          Mallinckrodt International Finance S.A.
          549300MQQ92LN1A0B514
          
            2023-04-15
          
          4.750000
          103000.00
          23175.00
          Corporate Debt Securities
        
        
          MERCK & CO., INC.
          4YV9Y5M8S0BRK1RP0397
          
            2039-03-07
          
          3.900000
          3002000.00
          3462162.00
          Corporate Debt Securities
        
        
          MICRON TECHNOLOGY, INC.
          B3DXGBC8GAIYWI2Z0172
          
            2030-02-15
          
          4.663000
          2991000.00
          3470402.00
          Corporate Debt Securities
        
        
          Mizuho Financial Group, Inc.
          353800CI5L6DDAN5XZ33
          
            2023-09-13
          
          1.033880
          739000.00
          745603.00
          Corporate Debt Securities
        
        
          MORGAN STANLEY
          IGJSJL3JD5P30I6NJZ34
          
            2099-12-31
          
          5.875000
          15000.00
          17260.00
          Corporate Debt Securities
        
        
          NAVIENT CORPORATION
          54930067J0ZNOEBRW338
          
            2023-09-25
          
          7.250000
          152000.00
          168749.00
          Corporate Debt Securities
        
        
          New Enterprise Stone & Lime Co., Inc.
          549300O5DQ5Y61B8VF38
          
            2028-07-15
          
          9.750000
          200000.00
          229204.00
          Corporate Debt Securities
        
        
          NISSAN MOTOR CO., LTD.
          353800DRBDH1LUTNAY26
          
            2027-09-17
          
          4.345000
          560000.00
          616834.00
          Corporate Debt Securities
        
        
          NISSAN MOTOR CO., LTD.
          353800DRBDH1LUTNAY26
          
            2030-09-17
          
          4.810000
          1377000.00
          1535763.00
          Corporate Debt Securities
        
        
          NOKIA OYJ
          549300A0JPRWG1KI7U06
          
            2027-06-12
          
          4.375000
          177000.00
          197800.00
          Corporate Debt Securities
        
        
          NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY
          1DU7IM20QESYGDO4HO54
          
            2040-03-30
          
          6.063000
          10000.00
          13789.00
          Corporate Debt Securities
        
        
          Progress Energy, Inc.
          549300FBMTW0JYWMNB26
          
            2031-10-30
          
          7.000000
          2540000.00
          3485704.00
          Corporate Debt Securities
        
        
          Puget Energy, Inc.
          SYBSJ96YIDMIUY7WDR33
          
            2022-07-15
          
          5.625000
          141000.00
          150454.00
          Corporate Debt Securities
        
        
          QVC, INC.
          549300WBLU5NKPX5X472
          
            2028-09-01
          
          4.375000
          47000.00
          48437.00
          Corporate Debt Securities
        
        
          QWEST CAPITAL FUNDING
          
            2031-02-15
          
          7.750000
          95000.00
          108506.00
          Corporate Debt Securities
        
        
          Rent-A-Center, Inc.
          529900QUHE15UQNCCJ63
          
            2029-02-15
          
          6.375000
          250000.00
          271971.00
          Corporate Debt Securities
        
        
          ROCKPOINT GAS STORAGE CANADA LTD.
          549300T32FQEHEIVPB75
          
            2023-03-31
          
          7.000000
          250000.00
          255319.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2033-03-28
          
          3.000000
          10000.00
          10426.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2028-05-10
          
          3.000000
          5000.00
          4995.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2023-06-21
          
          0.936630
          10000.00
          10060.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2025-07-25
          
          0.00
          20000.00
          20010.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2034-11-28
          
          2.000000
          5000.00
          4351.00
          Corporate Debt Securities
        
        
          NAVIENT CORPORATION
          54930067J0ZNOEBRW338
          
            2031-09-15
          
          6.350000
          10000.00
          9434.00
          Corporate Debt Securities
        
        
          SECURITY BENEFIT GLOBAL FUNDING
          5493003C0JW6BY7YFF93
          
            2024-05-17
          
          1.250000
          1736000.00
          1742384.00
          Corporate Debt Securities
        
        
          SERVICENOW, INC.
          549300HJTQM36M0E1G39
          
            2030-09-01
          
          1.400000
          1077000.00
          988614.00
          Corporate Debt Securities
        
        
          Spanish Broadcasting System, Inc.
          5493005DKYB1X4C9LH64
          
            2026-03-01
          
          9.750000
          30000.00
          30071.00
          Corporate Debt Securities
        
        
          Staples, Inc.
          XQM2JINI1UL7642TU573
          
            2026-04-15
          
          7.500000
          1657000.00
          1736053.00
          Corporate Debt Securities
        
        
          Starbucks Corporation
          OQSJ1DU9TAOC51A47K68
          
            2030-03-12
          
          2.250000
          1883000.00
          1880703.00
          Corporate Debt Securities
        
        
          Sumitomo Mitsui Financial Group, Inc.
          35380028MYWPB6AUO129
          
            2022-07-12
          
          2.784000
          4000.00
          4155.00
          Corporate Debt Securities
        
        
          Talen Energy Supply, LLC
          K5K33XN0PQAU1XF7NN66
          
            2026-01-15
          
          10.500000
          13000.00
          12383.00
          Corporate Debt Securities
        
        
          TransAlta Corporation
          GJZNVO2UY6DNFNIYH321
          
            2040-03-15
          
          6.500000
          75000.00
          86114.00
          Corporate Debt Securities
        
        
          UBER TECHNOLOGIES, INC.
          549300B2FTG34FILDR98
          
            2027-09-15
          
          7.500000
          75000.00
          83506.00
          Corporate Debt Securities
        
        
          UNICREDIT, SOCIETA' PER AZIONI
          549300TRUWO2CD2G5692
          
            2035-06-30
          
          5.459000
          500000.00
          552181.00
          Corporate Debt Securities
        
        
          UNITEDHEALTH GROUP INCORPORATED
          549300GHBMY8T5GXDE41
          
            2038-02-15
          
          6.875000
          2271000.00
          3477742.00
          Corporate Debt Securities
        
        
          ViaSat, Inc.
          UFC8NYMNFSYIHNSM2I38
          
            2025-09-15
          
          5.625000
          90000.00
          92714.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2035-09-01
          
          5.250000
          1653000.00
          2225050.00
          Corporate Debt Securities
        
        
          Weyerhaeuser Company
          08IRJODWFYBI7QWRGS31
          
            2033-12-15
          
          6.875000
          114000.00
          161262.00
          Corporate Debt Securities
        
        
          WPX Energy, Inc.
          ZXZE9GCS2BB547GJW219
          
            2026-06-01
          
          5.750000
          415000.00
          444660.00
          Corporate Debt Securities
        
        
          XPO LOGISTICS, INC.
          54930096DB9LCLPN7H13
          
            2024-08-15
          
          6.750000
          78000.00
          83114.00
          Corporate Debt Securities
        
        
          Tesla, Inc.
          54930043XZGB27CTOV49
          
            2025-08-15
          
          5.300000
          40000.00
          42035.00
          Corporate Debt Securities
        
      
      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
      0.0014
      70000988.40
      70000988.40
      0.0184
      N
      Y
      Y
      N
    
    
      SCOTIA CAPITAL (USA) INC.
      SCOTIA CAPITAL (USA) INC. 0.140000%
      549300BLWPABP1VNME36
      0000064241
      TPR03C0F17791571SC
      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
          170000.00
          172365.00
          Corporate Debt Securities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2021-12-05
          
          3.300000
          2482000.00
          2547918.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2022-02-09
          
          2.150000
          1812000.00
          1848765.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2022-02-09
          
          2.500000
          2000.00
          2044.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-09-15
          
          1.850000
          1981000.00
          1995424.00
          Corporate Debt Securities
        
        
          Blackstone Secured Lending Fund
          549300KM7KWQHVBNH962
          
            2023-07-14
          
          3.650000
          45000.00
          47667.00
          Corporate Debt Securities
        
        
          BUSINESS DEVELOPMENT CORPORATION OF AMERICA
          549300K8IFP295FLKS39
          
            2026-03-30
          
          3.250000
          845000.00
          863181.00
          Corporate Debt Securities
        
        
          CVR PARTNERS/CVR NITROGE
          
            2023-06-15
          
          9.250000
          5000.00
          5197.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-12-05
          
          2.355000
          3000.00
          3114.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-03-03
          
          2.411000
          5000.00
          5095.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-03-03
          
          2.498000
          2213000.00
          2261549.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2023-05-11
          
          1.059880
          289000.00
          294069.00
          Corporate Debt Securities
        
        
          CISCO SYSTEMS, INC.
          549300LKFJ962MZ46593
          
            2021-09-20
          
          1.850000
          1820000.00
          1833076.00
          Corporate Debt Securities
        
        
          MAXIM CRANE WORKS LLC
          
            2024-08-01
          
          10.125000
          4000.00
          4282.00
          Corporate Debt Securities
        
        
          COMMONWEALTH EDISON COMPANY
          D8YOXB8L2ZDC8P7Q0771
          
            2021-09-01
          
          3.400000
          13000.00
          13137.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-10-29
          
          3.000000
          1799000.00
          1824900.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-11-12
          
          2.100000
          2525000.00
          2548895.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2022-02-04
          
          0.460000
          2165000.00
          2169518.00
          Corporate Debt Securities
        
        
          EMERSON ELECTRIC CO.
          FGLT0EWZSUIRRITFOA30
          
            2021-12-01
          
          2.625000
          14000.00
          14322.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2022-03-06
          
          2.397000
          2502000.00
          2549412.00
          Corporate Debt Securities
        
        
          FIVE POINT OP CO LP/FIVE
          
            2025-11-15
          
          7.875000
          273000.00
          286744.00
          Corporate Debt Securities
        
        
          Gateway Casinos & Entertainment Limited
          549300JSKBQMMD1B3U44
          
            2024-03-01
          
          8.250000
          72000.00
          72176.00
          Corporate Debt Securities
        
        
          The Home Depot, Inc.
          QEKMOTMBBKA8I816DO57
          
            2022-03-01
          
          3.250000
          382000.00
          393878.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2021-11-01
          
          1.850000
          2531000.00
          2548888.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2022-08-19
          
          0.483000
          143000.00
          143301.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2021-10-01
          
          3.300000
          108000.00
          109692.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2022-05-11
          
          2.350000
          1793000.00
          1829200.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2052-04-22
          
          3.328000
          1000000.00
          1012508.00
          Corporate Debt Securities
        
        
          JOHNSON & JOHNSON
          549300G0CFPGEF6X2043
          
            2022-03-03
          
          2.250000
          41000.00
          41806.00
          Corporate Debt Securities
        
        
          L BRANDS, INC.
          GR3KVMWVCR54YWQNXU90
          
            2025-07-01
          
          9.375000
          1000.00
          1307.00
          Corporate Debt Securities
        
        
          NATIONAL HEALTH INVESTORS, INC.
          549300ZPKZIG6DKDEC02
          
            2031-02-01
          
          3.000000
          2000.00
          1929.00
          Corporate Debt Securities
        
        
          NESTLE HOLDINGS, INC.
          549300EAEU8YV8MQXP30
          
            2021-09-24
          
          3.100000
          1800000.00
          1822322.00
          Corporate Debt Securities
        
        
          New Residential Investment Corp.
          549300WNTHGEO5LP2G31
          
            2025-10-15
          
          6.250000
          336000.00
          338508.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-07-08
          
          2.800000
          1825000.00
          1850146.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-09-15
          
          1.900000
          1967000.00
          1981601.00
          Corporate Debt Securities
        
        
          Par Pharmaceutical, Inc.
          549300KK5WR4MGN4YT97
          
            2027-04-01
          
          7.500000
          628000.00
          648018.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2021-08-25
          
          3.000000
          2000.00
          2029.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2022-03-05
          
          2.750000
          1012000.00
          1037887.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2023-05-01
          
          0.750000
          1281000.00
          1295235.00
          Corporate Debt Securities
        
        
          PFIZER INC.
          765LHXWGK1KXCLTFYQ30
          
            2022-03-11
          
          2.800000
          2483000.00
          2549343.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2021-11-15
          
          2.900000
          2515000.00
          2549222.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2022-08-17
          
          2.375000
          1197000.00
          1233824.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2022-08-21
          
          2.375000
          28000.00
          28919.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-09-12
          
          1.750000
          1821000.00
          1836013.00
          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
          1800000.00
          1849417.00
          Corporate Debt Securities
        
        
          TEEKAY CORPORATION
          YHKQM2RIPKZYOZ6RVZ46
          
            2022-11-15
          
          9.250000
          275000.00
          283481.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2022-04-21
          
          1.750000
          2286000.00
          2319418.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2024-02-09
          
          0.370000
          2545000.00
          2549365.00
          Corporate Debt Securities
        
        
          U.S. BANK NATIONAL ASSOCIATION
          6BYL5QZYBDK8S7L73M02
          
            2022-01-21
          
          1.800000
          1251000.00
          1270416.00
          Corporate Debt Securities
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2022-12-14
          
          2.800000
          164000.00
          171957.00
          Corporate Debt Securities
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2022-09-15
          
          2.150000
          49000.00
          50360.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2022-12-15
          
          2.350000
          2000.00
          2083.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2021-06-23
          
          3.125000
          2000.00
          2031.00
          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
      51000720.12
      51000720.12
      0.0134
      N
      Y
      Y
      N
    
    
      WELLS FARGO SECURITIES, LLC
      WELLS FARGO SECURITIES, LLC 0.140000%
      VYVVCKR63DVZZN70PB21
      0001224385
      TPR03C0F3779157Wel
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AGRICULTURAL BK CHINA LTD N Y
          
            2021-12-01
          
          0.00
          1038730.00
          1037195.00
          Money Market
        
        
          AMERICAN CRYSTAL SUGAR CO
          
            2021-06-16
          
          0.00
          1100089.00
          1100000.00
          Money Market
        
        
          B A T INTL FIN DISC COML PAPER
          
            2021-07-01
          
          0.00
          1100171.00
          1099999.00
          Money Market
        
        
          BLACK HILLS CORP
          
            2021-06-01
          
          0.00
          1100019.00
          1099999.00
          Money Market
        
        
          CABOT CORP
          K05C0SER542GQ6VLRO68
          
            2021-06-30
          
          0.00
          1100160.00
          1099999.00
          Money Market
        
        
          CANADIAN PAC RY CO NEW
          
            2021-06-04
          
          0.00
          1100033.00
          1100000.00
          Money Market
        
        
          DOMINION RES INC VA
          
            2021-08-19
          
          0.00
          1100529.00
          1100000.00
          Money Market
        
        
          FIRST ABU DHABI BK P J S C DIS
          
            2021-12-02
          
          0.00
          1100889.00
          1099999.00
          Money Market
        
        
          GENERAL MTRS FINL CO INC
          
            2021-07-16
          
          0.00
          1100676.00
          1099999.00
          Money Market
        
        
          HSBC USA INC
          549300LBOHZ4QSIWU288
          
            2022-05-12
          
          0.00
          1103938.00
          1099999.00
          Money Market
        
        
          HYUNDAI CAP AMER INC
          
            2022-04-26
          
          0.00
          1102875.00
          1100000.00
          Money Market
        
        
          LANDESBANKBADEN-WURTTEMBERG NEW YORK BRH
          
            2021-08-27
          
          0.00
          1100000.00
          1100000.00
          Money Market
        
        
          LIBERTY UTILS CO DISC CP
          
            2021-07-29
          
          0.00
          1100333.00
          1100000.00
          Money Market
        
        
          NORTHWEST NAT GAS CO
          
            2021-06-01
          
          0.00
          1099971.00
          1099956.00
          Money Market
        
        
          OGE ENERGY CORP
          
            2021-06-09
          
          0.00
          1100055.00
          1100000.00
          Money Market
        
        
          PLAINS MIDSTREAM CANADA ULC
          
            2021-06-01
          
          0.00
          1100039.00
          1099999.00
          Money Market
        
        
          PUGET SOUND ENERGY INC
          
            2021-06-08
          
          0.00
          1100050.00
          1099999.00
          Money Market
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-06-17
          
          0.00
          1100072.00
          1099999.00
          Money Market
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-06-18
          
          0.00
          1100077.00
          1100000.00
          Money Market
        
        
          VW CREDIT INC
          
            2022-03-15
          
          0.00
          1102629.00
          1099999.00
          Money Market
        
        
          WGL HLDGS INC
          
            2021-06-17
          
          0.00
          1100072.00
          1099999.00
          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
      22000310.64
      22000310.64
      0.0058
      N
      Y
      Y
      N
    
    
      SCOTIA CAPITAL (USA) INC.
      SCOTIA CAPITAL (USA) INC. 0.290000%
      549300BLWPABP1VNME36
      0000064241
      TPR03C0F4779157SCO
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2021-12-05
          
          3.300000
          2482000.00
          2547918.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2022-02-09
          
          2.150000
          1812000.00
          1848765.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-09-15
          
          1.850000
          1823000.00
          1836274.00
          Corporate Debt Securities
        
        
          Blackstone Secured Lending Fund
          549300KM7KWQHVBNH962
          
            2023-07-14
          
          3.650000
          24000.00
          25422.00
          Corporate Debt Securities
        
        
          Broadcom Inc.
          549300WV6GIDOZJTV909
          
            2030-04-15
          
          5.000000
          531000.00
          616354.00
          Corporate Debt Securities
        
        
          Broadcom Inc.
          549300WV6GIDOZJTV909
          
            2033-04-15
          
          3.419000
          965000.00
          985437.00
          Corporate Debt Securities
        
        
          BUSINESS DEVELOPMENT CORPORATION OF AMERICA
          549300K8IFP295FLKS39
          
            2026-03-30
          
          3.250000
          2407000.00
          2458790.00
          Corporate Debt Securities
        
        
          CVR PARTNERS/CVR NITROGE
          
            2023-06-15
          
          9.250000
          12000.00
          12473.00
          Corporate Debt Securities
        
        
          CANADIAN IMPERIAL BANK OF COMMERCE
          2IGI19DL77OX0HC3ZE78
          
            2023-09-13
          
          0.843880
          332000.00
          337128.00
          Corporate Debt Securities
        
        
          CARGILL, INCORPORATED
          QXZYQNMR4JZ5RIRN4T31
          
            2021-11-15
          
          3.250000
          2511000.00
          2548649.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-03-03
          
          2.498000
          2418000.00
          2471046.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2023-05-11
          
          1.059880
          699000.00
          711261.00
          Corporate Debt Securities
        
        
          CISCO SYSTEMS, INC.
          549300LKFJ962MZ46593
          
            2021-09-20
          
          1.850000
          1836000.00
          1849191.00
          Corporate Debt Securities
        
        
          MAXIM CRANE WORKS LLC
          
            2024-08-01
          
          10.125000
          2000.00
          2141.00
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK OF AUSTRALIA
          MSFSBD3QN1GSN7Q6C537
          
            2021-09-06
          
          2.000000
          78000.00
          78739.00
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK OF AUSTRALIA
          MSFSBD3QN1GSN7Q6C537
          
            2022-03-10
          
          2.750000
          51000.00
          52299.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-10-29
          
          3.000000
          1798000.00
          1823885.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-11-12
          
          2.100000
          2395000.00
          2417665.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2022-02-04
          
          0.460000
          732000.00
          733527.00
          Corporate Debt Securities
        
        
          Delta Air Lines, Inc.
          Q2CCMS6R0AS67HJMBN42
          
            2025-05-01
          
          7.000000
          3000.00
          3496.00
          Corporate Debt Securities
        
        
          EMERSON ELECTRIC CO.
          FGLT0EWZSUIRRITFOA30
          
            2021-12-01
          
          2.625000
          2223000.00
          2274121.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2022-03-06
          
          2.397000
          14000.00
          14265.00
          Corporate Debt Securities
        
        
          Gateway Casinos & Entertainment Limited
          549300JSKBQMMD1B3U44
          
            2024-03-01
          
          8.250000
          137000.00
          137334.00
          Corporate Debt Securities
        
        
          The Home Depot, Inc.
          QEKMOTMBBKA8I816DO57
          
            2022-03-01
          
          3.250000
          13000.00
          13404.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2021-11-01
          
          1.850000
          1902000.00
          1915442.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2022-08-19
          
          0.483000
          1175000.00
          1177477.00
          Corporate Debt Securities
        
        
          ISTAR INC.
          QFFLKWYYS3UPWD86E794
          
            2026-02-15
          
          5.500000
          227000.00
          237382.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2021-10-01
          
          3.300000
          76000.00
          77191.00
          Corporate Debt Securities
        
        
          JOHNSON & JOHNSON
          549300G0CFPGEF6X2043
          
            2022-03-03
          
          2.250000
          177000.00
          180478.00
          Corporate Debt Securities
        
        
          Kinder Morgan, Inc.
          549300WR7IX8XE0TBO16
          
            2098-03-01
          
          7.450000
          3000.00
          4255.00
          Corporate Debt Securities
        
        
          L BRANDS, INC.
          GR3KVMWVCR54YWQNXU90
          
            2025-07-01
          
          9.375000
          932000.00
          1218153.00
          Corporate Debt Securities
        
        
          H-FOOD HOLDNG/HEARTHSIDE
          
            2026-06-01
          
          8.500000
          58000.00
          62387.00
          Corporate Debt Securities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2022-02-12
          
          2.375000
          2000.00
          2041.00
          Corporate Debt Securities
        
        
          NATIONAL HEALTH INVESTORS, INC.
          549300ZPKZIG6DKDEC02
          
            2031-02-01
          
          3.000000
          1220000.00
          1176832.00
          Corporate Debt Securities
        
        
          NESTLE HOLDINGS, INC.
          549300EAEU8YV8MQXP30
          
            2021-09-24
          
          3.100000
          151000.00
          152873.00
          Corporate Debt Securities
        
        
          NOVELIS CORPORATION
          549300G5F3W3B52WYL23
          
            2026-09-30
          
          5.875000
          2000.00
          2084.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-09-15
          
          1.900000
          1271000.00
          1280434.00
          Corporate Debt Securities
        
        
          PNC Bank, National Association
          AD6GFRVSDT01YPT1CS68
          
            2022-07-22
          
          2.232000
          762000.00
          770193.00
          Corporate Debt Securities
        
        
          Peabody Energy Corporation
          EJCO258LNNVSKAR2JX59
          
            2025-03-31
          
          6.375000
          565000.00
          327853.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2022-03-05
          
          2.750000
          237000.00
          243063.00
          Corporate Debt Securities
        
        
          PFIZER INC.
          765LHXWGK1KXCLTFYQ30
          
            2021-12-15
          
          2.200000
          1188000.00
          1213365.00
          Corporate Debt Securities
        
        
          PFIZER INC.
          765LHXWGK1KXCLTFYQ30
          
            2022-03-11
          
          2.800000
          3000.00
          3080.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2021-11-15
          
          2.900000
          32000.00
          32435.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2022-08-17
          
          2.375000
          1791000.00
          1846097.00
          Corporate Debt Securities
        
        
          THE CHARLES SCHWAB CORPORATION
          549300VSGCJ7E698NM85
          
            2024-03-18
          
          0.510000
          793000.00
          799349.00
          Corporate Debt Securities
        
        
          Seven & I Holdings Co. Ltd.
          52990037G8JRM3TWGY86
          
            2021-09-17
          
          3.350000
          268000.00
          272183.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2022-08-21
          
          2.375000
          12000.00
          12394.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-09-12
          
          1.750000
          1131000.00
          1140324.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2021-09-15
          
          1.700000
          2529000.00
          2549048.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2022-03-16
          
          2.700000
          2033000.00
          2085716.00
          Corporate Debt Securities
        
        
          SKANDINAVISKA ENSKILDA BANKEN AB
          F3JS33DEI6XQ4ZBPTN86
          
            2021-09-13
          
          1.875000
          411000.00
          414603.00
          Corporate Debt Securities
        
        
          Target Corporation
          8WDDFXB5T1Z6J0XC1L66
          
            2022-01-15
          
          2.900000
          951000.00
          977109.00
          Corporate Debt Securities
        
        
          TEEKAY CORPORATION
          YHKQM2RIPKZYOZ6RVZ46
          
            2022-11-15
          
          9.250000
          183000.00
          188644.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2022-04-21
          
          1.750000
          1970000.00
          1998799.00
          Corporate Debt Securities
        
        
          U.S. BANK NATIONAL ASSOCIATION
          6BYL5QZYBDK8S7L73M02
          
            2022-01-21
          
          1.800000
          2510000.00
          2548955.00
          Corporate Debt Securities
        
        
          UNILEVER CAPITAL CORPORATION
          MYF1DAS6G5WY7PRWCU78
          
            2022-03-07
          
          3.000000
          405000.00
          416583.00
          Corporate Debt Securities
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2022-12-14
          
          2.800000
          1065000.00
          1116669.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2021-06-23
          
          3.125000
          10000.00
          10153.00
          Corporate Debt Securities
        
        
          WESTPAC BANKING CORPORATION
          EN5TNI6CI43VEPAMHL14
          
            2022-01-11
          
          2.800000
          1362000.00
          1398645.00
          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
      51001570.29
      51001570.29
      0.0134
      N
      Y
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.210000%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR03C0F7779157MUF
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          Acorda Therapeutics, Inc.
          5493007NPB5YRM8QGL53
          
            2024-12-01
          
          6.000000
          0.00
          1094250.00
          Equities
        
        
          Alarm.com Holdings, Inc.
          549300HIH92U1EKIHZ32
          
            2026-01-15
          
          0.00
          0.00
          557805.00
          Equities
        
        
          AVADEL FIN CAYMAN LTD
          
            2023-02-01
          
          4.500000
          0.00
          507184.00
          Equities
        
        
          Bilibili Inc.
          5493008V60M52L3PIS45
          
            2027-06-15
          
          1.250000
          0.00
          560286.00
          Equities
        
        
          BIOMARIN PHARMACEUTICAL INC.
          NSLL8ITTRR0J5HEMR848
          
            2027-05-15
          
          1.250000
          0.00
          924159.00
          Equities
        
        
          CHEWY INCCL A
          
            2021-05-28
          
          0.00
          0.00
          5607156.00
          Equities
        
        
          DPCM CAP INC COM CL A
          
            2021-05-28
          
          0.00
          0.00
          6999992.00
          Equities
        
        
          DANIMER SCIENTIFIC INC COM CL A
          
            2021-05-28
          
          0.00
          0.00
          2449056.00
          Equities
        
        
          DICK'S SPORTING GOODS, INC.
          529900SSBV5I4LWSK313
          
            2025-04-15
          
          3.250000
          0.00
          433982.00
          Equities
        
        
          ENLINK MIDSTREAM, LLC
          54930000GY1H533OBE23
          
            2021-05-28
          
          0.00
          0.00
          203079.00
          Equities
        
        
          E2OPEN PARENT HOLDINGS INC COM CL A
          
            2021-05-28
          
          0.00
          0.00
          974250.00
          Equities
        
        
          FOLEY TRASIMENE ACQUISTN CORPCOM CL A
          
            2021-05-28
          
          0.00
          0.00
          6999990.00
          Equities
        
        
          iShares MSCI Brazil Index Fund
          F6BK0XM2JFWYXJ2MDK09
          
            2021-05-28
          
          0.00
          0.00
          7640.00
          Equities
        
        
          JMP Group LLC
          549300RVM9B0BWD4MH68
          
            2021-05-28
          
          0.00
          0.00
          4237500.00
          Equities
        
        
          Li Auto Inc.
          2549003R73Q70J5H4I65
          
            2028-05-01
          
          0.250000
          0.00
          1815330.00
          Equities
        
        
          MALLARD ACQUISITION CORP COM
          
            2021-05-28
          
          0.00
          0.00
          361204.00
          Equities
        
        
          MODEL N, INC.
          549300WCIL3W0EYSBN94
          
            2025-06-01
          
          2.625000
          0.00
          764081.00
          Equities
        
        
          NIO INC.
          549300JBU4TV5OCKJV96
          
            2027-02-01
          
          0.500000
          0.00
          6141876.00
          Equities
        
        
          NICE LTD
          254900YTY4EF5Z4W0A51
          
            2025-09-15
          
          0.00
          0.00
          997280.00
          Equities
        
        
          Nuance Communications, Inc.
          AEMSOT3SS15TNMJCE605
          
            2035-11-01
          
          1.500000
          0.00
          163363.00
          Equities
        
        
          PTK ACQUISITION CORP COM
          
            2021-05-28
          
          0.00
          0.00
          1595959.00
          Equities
        
        
          Snowflake Inc.
          254900CJNSY1K7T53Z16
          
            2021-05-28
          
          0.00
          0.00
          2157320.00
          Equities
        
        
          SPLUNK INC.
          549300XGDSGBP6UEI867
          
            2023-09-15
          
          0.500000
          0.00
          763276.00
          Equities
        
        
          WIX.COM LTD
          5493008P6N29Q1AG9464
          
            2025-08-15
          
          0.00
          0.00
          300000.00
          Equities
        
        
          JOYY Inc.
          549300N6CHVU5CQZPW24
          
            2025-06-15
          
          0.750000
          0.00
          1163361.00
          Equities
        
        
          JOYY Inc.
          549300N6CHVU5CQZPW24
          
            2026-06-15
          
          1.375000
          0.00
          1202978.00
          Equities
        
        
          CITIC CAPITAL ACQUISITION CORP COM CL A
          
            2021-05-28
          
          0.00
          0.00
          834371.00
          Equities
        
        
          GALILEO ACQUISITION CORP SHS
          
            2021-05-28
          
          0.00
          0.00
          705600.00
          Equities
        
        
          EMPOWER LTDCL A COM
          
            2021-05-28
          
          0.00
          0.00
          1252320.00
          Equities
        
        
          MYOVANT SCIENCES LTD COM
          
            2021-05-28
          
          0.00
          0.00
          385756.00
          Equities
        
        
          ONECOM CL A
          
            2021-05-28
          
          0.00
          0.00
          1005960.00
          Equities
        
        
          Sarissa Capital Acquisition Corp.
          5493004KJWPWVA1PD410
          
            2021-05-28
          
          0.00
          0.00
          1187381.00
          Equities
        
        
          SOCIAL CAPITAL HEDOSOPHA HLDNG SHS CL A
          
            2021-05-28
          
          0.00
          0.00
          6999946.00
          Equities
        
        
          TORTOISE ACQUISITION CORP II COM CL A
          
            2021-05-28
          
          0.00
          0.00
          5099895.00
          Equities
        
        
          TREBIA ACQUISITION CORPCOM CL A
          
            2021-05-28
          
          0.00
          0.00
          6999991.00
          Equities
        
        
          YUCAIPA ACQUISITION CORP COM
          
            2021-05-28
          
          0.00
          0.00
          987595.00
          Equities
        
        
          AerCap Holdings N.V.
          549300SZYINBBLJQU475
          
            2021-05-28
          
          0.00
          0.00
          1475000.00
          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
      70001533.00
      70001533.00
      0.0184
      N
      Y
      Y
      N
    
    
      ING FINANCIAL MARKETS LLC
      ING FINANCIAL MARKETS LLC 0.180000%
      KBVRJ5K57JZ3E2AVWX40
      0000877559
      TPR03C0FA779157ING
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AHS HOSPITAL CORP.
          549300D7W3C9Z4RGJG34
          
            2051-07-01
          
          2.780000
          1144000.00
          1095201.00
          Corporate Debt Securities
        
        
          AMERICAN AIRLINES/AADVAN
          
            2026-04-20
          
          5.500000
          1211110.00
          1291779.00
          Corporate Debt Securities
        
        
          AMERICAN AIRLINES/AADVAN
          
            2029-04-20
          
          5.750000
          1000000.00
          1080222.00
          Corporate Debt Securities
        
        
          ABBVIE INC.
          FR5LCKFTG8054YNNRU85
          
            2029-11-21
          
          3.200000
          1000000.00
          1072242.00
          Corporate Debt Securities
        
        
          ABBVIE INC.
          FR5LCKFTG8054YNNRU85
          
            2039-11-21
          
          4.050000
          87000.00
          97639.00
          Corporate Debt Securities
        
        
          ACTIVISION BLIZZARD, INC.
          549300TPQQDBP9GNOF40
          
            2030-09-15
          
          1.350000
          1352000.00
          1242958.00
          Corporate Debt Securities
        
        
          American Tower Corporation
          5493006ORUSIL88JOE18
          
            2023-06-15
          
          3.000000
          1645000.00
          1749101.00
          Corporate Debt Securities
        
        
          Amgen Inc.
          62QBXGPJ34PQ72Z12S66
          
            2050-02-21
          
          3.375000
          2000.00
          2032.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2025-02-09
          
          2.500000
          1163000.00
          1248015.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2024-04-01
          
          0.800000
          347000.00
          350410.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2025-10-30
          
          2.600000
          599000.00
          626142.00
          Corporate Debt Securities
        
        
          CARNIVAL CORPORATION.
          F1OF2ZSX47CR0BCWA982
          
            2027-03-01
          
          5.750000
          810000.00
          873821.00
          Corporate Debt Securities
        
        
          CENTENE CORPORATION
          549300Z7JJ4TQSQGT333
          
            2027-12-15
          
          4.250000
          25000.00
          26753.00
          Corporate Debt Securities
        
        
          Citigroup Inc.
          6SHGI4ZSSLCXXQSBB395
          
            2026-07-01
          
          1.451630
          1699000.00
          1747504.00
          Corporate Debt Securities
        
        
          CITGO Petroleum Corporation
          YX52P86PXMLYDOTUQ225
          
            2026-06-15
          
          6.375000
          1573000.00
          1642130.00
          Corporate Debt Securities
        
        
          DIVERSIFIED HEALTHCARE T
          
            2031-03-01
          
          4.375000
          308000.00
          293637.00
          Corporate Debt Securities
        
        
          EQUINIX, INC.
          549300EVUN2BTLJ3GT74
          
            2025-07-15
          
          1.250000
          1238000.00
          1248570.00
          Corporate Debt Securities
        
        
          EUROPEAN INVESTMENT BANK
          5493006YXS1U5GIHE750
          
            2021-09-15
          
          1.375000
          403000.00
          405595.00
          Corporate Debt Securities
        
        
          EUROPEAN INVESTMENT BANK
          5493006YXS1U5GIHE750
          
            2022-03-15
          
          2.250000
          1713000.00
          1749611.00
          Corporate Debt Securities
        
        
          EUROPEAN INVESTMENT BANK
          5493006YXS1U5GIHE750
          
            2022-06-15
          
          2.375000
          736000.00
          761041.00
          Corporate Debt Securities
        
        
          FMG Resources (August 2006) Pty Ltd
          549300EFD6S2NFE9D745
          
            2031-04-01
          
          4.375000
          595000.00
          626211.00
          Corporate Debt Securities
        
        
          Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
          2549001DPIFGXC1TOL40
          
            2021-06-04
          
          0.020000
          325000.00
          325015.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.000000
          1653584.00
          1672913.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-09-20
          
          5.000000
          5168190.00
          1409630.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-06-20
          
          4.000000
          2841488.00
          899649.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-12-20
          
          5.000000
          526420.00
          260048.00
          Agency Mortgage-Backed Securities
        
        
          KIMBERLY-CLARK CORPORATION
          MP3J6QPYPGN75NVW2S34
          
            2028-11-01
          
          3.950000
          250000.00
          286408.00
          Corporate Debt Securities
        
        
          Kraft Heinz Foods Company
          5493003STKEZ2S0RNU91
          
            2042-06-04
          
          5.000000
          493000.00
          584672.00
          Corporate Debt Securities
        
        
          MARKEL CORPORATION
          549300SCNO12JLWIK605
          
            2052-05-07
          
          3.450000
          398000.00
          397320.00
          Corporate Debt Securities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2062-03-17
          
          3.041000
          1240000.00
          1244089.00
          Corporate Debt Securities
        
        
          THE MOSAIC COMPANY
          2YD5STGSJNMUB7H76907
          
            2033-11-15
          
          5.450000
          1412000.00
          1747912.00
          Corporate Debt Securities
        
        
          NATIONAL SECURITIES CLEARING CORPORATION
          549300RYC9NELN2ICA34
          
            2023-04-23
          
          1.200000
          1606000.00
          1636846.00
          Corporate Debt Securities
        
        
          NORDSTROM, INC.
          549300S3IZB5P35KNV16
          
            2031-08-01
          
          4.250000
          1712000.00
          1745183.00
          Corporate Debt Securities
        
        
          NOVARTIS CAPITAL CORPORATION
          5493002KF87V5RSRQS84
          
            2030-08-14
          
          2.200000
          1099000.00
          1126888.00
          Corporate Debt Securities
        
        
          PACCAR FINANCIAL CORP.
          PH3S12DWZBHHQKVYZ297
          
            2024-02-02
          
          0.350000
          120000.00
          119967.00
          Corporate Debt Securities
        
        
          UNITED AIRLINES, INC.
          K1OQBWM7XEOO08LDNP29
          
            2029-04-15
          
          4.625000
          54000.00
          56146.00
          Corporate Debt Securities
        
        
          VALVOLINE INC.
          549300CMHPBEY6VPOT75
          
            2031-06-15
          
          3.625000
          773000.00
          759480.00
          Corporate Debt Securities
        
        
          Verizon Communications Inc.
          2S72QS2UO2OESLG6Y829
          
            2061-03-22
          
          3.700000
          1717000.00
          1741267.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2035-09-01
          
          5.250000
          54000.00
          72688.00
          Corporate Debt Securities
        
        
          Glencore Finance (Canada) Limited
          5493005TTO0UJ33KCK70
          
            2037-11-15
          
          6.900000
          1283000.00
          1749514.00
          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
      35000649.95
      35000649.95
      0.0092
      N
      Y
      Y
      N
    
    
      ABN AMRO BANK N.V.
      Joint Account III 0.020000%
      TPR03C109779157ABN
      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
      0.0020
      N
      Y
      Y
      N
    
    
      BANK OF AMERICA, NATIONAL ASSOCIATION
      Joint Account III 0.010000%
      0000838440
      TPR03C109779157BAN
      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
      0.0016
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES, INC.
      Joint Account III 0.010000%
      549300HN4UKV1E2R3U73
      TPR03C109779157BOF
      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
      0.0010
      N
      Y
      Y
      N
    
    
      BANK OF NOVA SCOTIA (THE)
      Joint Account III 0.010000%
      L3I9ZG2KFGXZ61BMYR72
      0000009631
      TPR03C109779157THE
      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
      0.0033
      N
      Y
      Y
      N
    
    
      Goldman Sachs Financial Square Funds - Money Market
      2021-06-07
      Peter W. Fortner
      Peter W. Fortner
      Assistant Treasurer
    
  





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