Form N-MFP2 GOLDMAN SACHS TRUST For: May 28

June 7, 2021 8:47 AM EDT

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    N-MFP2
    
      
        
          0000822977
          XXXXXXXX
        
      
      
      
    
  
  
    
      2021-05-28
      0000822977
      54930084EFW9KNNXA727
      S000051191
      7
      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
      Y
      22
      40
      
        777596965.44
        779775977.49
        752296937.46
        765326223.29
      
      
        1189829057.42
        1101335737.21
        1116807460.46
        1114386042.72
        0.00
      
      
        0.4830
        0.4951
        0.4711
        0.4765
      
      
        0.7390
        0.6993
        0.6994
        0.6939
        0.0000
      
      38599.64
      1579917283.96
      1579869720.46
      26079342.42
      306534.55
      1605681127.97
      1605906068.2400
      1.0000
      0.0010
      
        0.9999
        0.9999
        0.9999
        0.9999
        0.0000
      
    
    
      C000161182
      10000000.00
      1327642373.32
      1327828363.0800
      
        0.9999
        0.9999
        0.9999
        0.9999
        0.0000
      
      
        81859481.40
        28838528.50
      
      
        44807345.70
        54394291.63
      
      
        47497396.67
        29094632.21
      
      
        34515459.99
        13144157.66
      
      
        0.00
        0.00
      
      
        208679683.76
        125471610.00
      
      0.0001
      Y
      For Class I Shares the Investment Adviser waived $82,402 of Management Fees and $17,976 of Other Fees; and Goldman Sachs & Co. LLC waived $11,033 of Transfer Agency Fees.
    
    
      C000166000
      1000.00
      165066737.73
      165089861.9700
      
        0.9999
        0.9999
        0.9999
        0.9999
        0.0000
      
      
        444348.27
        4128006.40
      
      
        1267132.29
        2046034.81
      
      
        1344593.12
        1665757.71
      
      
        903323.63
        2462194.05
      
      
        0.00
        0.00
      
      
        3959397.31
        10301992.97
      
      0.0001
      Y
      For Class A Shares the Investment Adviser waived $10,594 of Management Fees and $2,315 of Other Fees; and Goldman Sachs & Co. LLC waived  and $35,504 of Distribution or Servicing Fees$1,420 of Transfer Agency Fees.
    
    
      C000166001
      1000.00
      38980.20
      38985.6600
      
        0.9999
        0.9999
        0.9999
        0.9999
        0.0000
      
      
        3.20
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        3.20
        0.00
      
      0.0001
      Y
      For Class C Shares the Investment Adviser waived $2 of Management Fees and $1 of Other Fees; and Goldman Sachs & Co. LLC waived $33 of Admin Fees.
    
    
      C000166002
      10000000.00
      37514350.65
      37519606.0500
      
        0.9999
        0.9999
        0.9999
        0.9999
        0.0000
      
      
        9217464.24
        277805.04
      
      
        2297546.43
        798381.45
      
      
        1526901.59
        3511039.49
      
      
        799240.77
        765888.44
      
      
        0.00
        0.00
      
      
        13841153.03
        5353114.42
      
      0.0001
      Y
      For Administration Shares the Investment Adviser waived $2,352 of Management Fees and $512 of Other Fees; and Goldman Sachs & Co. LLC waived $7,860 of Admin Fees and $314 of Transfer Agency Fees.
    
    
      C000172501
      10000000.00
      34310093.79
      34314900.3000
      
        0.9999
        0.9999
        0.9999
        0.9999
        0.0000
      
      
        1602281.61
        17073024.03
      
      
        3318.74
        27493057.27
      
      
        3661629.16
        2191261.67
      
      
        137849.09
        3846036.47
      
      
        0.00
        0.00
      
      
        5405078.60
        50603379.44
      
      0.0001
      Y
      For Cash Management Shares the Investment Adviser waived $2,978 of Management Fees and $660 of Other Fees; and Goldman Sachs & Co. LLC waived $20,263 of Admin Fees, $12,158 of Distribution or Servicing Fees and $405 of Transfer Agency Fees.
    
    
      C000172502
      10000000.00
      10663.55
      10665.0300
      
        0.9999
        0.9999
        0.9999
        0.9999
        0.0000
      
      
        0.90
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.90
        0.00
      
      0.0002
      Y
      For Resource Shares the Investment Adviser waived $1 of Management Fees; and Goldman Sachs & Co. LLC waived $5 of Admin Fees and $1 of Distribution or Servicing Fees.
    
    
      C000172503
      10000000.00
      41097928.73
      41103686.1500
      
        0.9999
        0.9999
        0.9999
        0.9999
        0.0000
      
      
        705419.29
        1231491.39
      
      
        1252224.81
        95071.13
      
      
        2210657.89
        1267230.64
      
      
        1418855.26
        4853052.59
      
      
        0.00
        0.00
      
      
        5587157.25
        7446845.75
      
      0.0001
      Y
      For Service Shares the Investment Adviser waived $2,728 of Management Fees and $596 of Other Fees; and Goldman Sachs & Co. LLC waived $18,278 of Admin Fees and $366 of Transfer Agency Fees.
    
    
      ADVENTIST HEALTH SYSTEM/WEST
      ADVENTIST HEALTH SYSTEM/WEST 0.000000%
      00777NVK3
      5493008YM33UCY5QPW83
      Other Municipal Security
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-19
      2021-08-19
      2021-08-19
      N
      N
      N
      0.0012
      4998616.65
      4998616.65
      0.0031
      N
      N
      N
      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
      3363445.37
      3363445.37
      0.0021
      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
      2000000.00
      2000000.00
      0.0012
      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
      5000000.00
      5000000.00
      0.0031
      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
      14999766.60
      14999766.60
      0.0093
      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
      1958575.54
      1958575.54
      0.0012
      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
      4998791.10
      4998791.10
      0.0031
      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
      7320940.41
      7320940.41
      0.0046
      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
      9999000.00
      9999000.00
      0.0062
      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
      1822474.12
      1822474.12
      0.0011
      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
      7997245.12
      7997245.12
      0.0050
      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
      7999769.52
      7999769.52
      0.0050
      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
      5354431.87
      5354431.87
      0.0033
      N
      N
      N
      N
    
    
      BARTON CAPITAL S.A.
      BARTON CAPITAL S.A. 0.000000%
      06945LU63
      549300KOFKIMD0C37W24
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-06
      2021-07-06
      2021-07-06
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0009
      14998602.45
      14998602.45
      0.0093
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP.
      BEDFORD ROW FUNDING CORP. 0.000000%
      07644AV43
      US07644AV434
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-04
      2021-08-04
      2021-08-04
      N
      Y
      
        Royal Bank of Canada
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      0.0007
      4999310.55
      4999310.55
      0.0031
      N
      N
      N
      N
    
    
      BNG BANK N.V.
      BNG BANK N.V. 0.000000%
      09657RT31
      529900GGYMNGRQTDOO93
      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+
      
      2021-06-03
      2021-06-03
      2021-06-03
      N
      N
      N
      0.0003
      12499937.50
      12499937.50
      0.0078
      N
      N
      Y
      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
      11999946.72
      11999946.72
      0.0075
      N
      Y
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.000000%
      09660EUC3
      R0MUWSFPU8MPRO8K5P83
      0000310732
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-12
      2021-07-12
      2021-07-12
      N
      N
      N
      0.0008
      4999531.25
      4999531.25
      0.0031
      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
      6999329.19
      6999329.19
      0.0044
      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
      14999916.60
      14999916.60
      0.0093
      N
      Y
      Y
      N
    
    
      CANCARA ASSET SECURITISATION LLC
      CANCARA ASSET SECURITISATION LLC 0.000000%
      13738JU65
      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
      
        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
      9999068.30
      9999068.30
      0.0062
      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
      15099647.72
      15099647.72
      0.0094
      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
      4999693.75
      4999693.75
      0.0031
      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
      7999946.64
      7999946.64
      0.0050
      N
      Y
      Y
      N
    
    
      CHESHAM FINANCE LIMITED - SERIES II
      CHESHAM FINANCE LIMITED - SERIES II 0.000000%
      16537LT19
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      Y
      
        BANK OF CHINA LIMITED
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0006
      14999899.95
      14999899.95
      0.0093
      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
      3999973.32
      3999973.32
      0.0025
      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
      3997659.29
      3997659.29
      0.0025
      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
      13623609.40
      13623609.40
      0.0085
      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
      9409193.09
      9409193.09
      0.0059
      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
      2230000.00
      2230000.00
      0.0014
      N
      N
      Y
      N
    
    
      COLORADO SPRINGS COLORADO (COMBINED UTILITIES SYTEM)
      COLORADO SPRINGS COLORADO (COMBINED UTILITIES SYTEM) 0.070000%
      196632CH4
      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
      2038-11-01
      Y
      
        U.S. BANK NATIONAL ASSOCIATION
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        U.S. BANK NATIONAL ASSOCIATION
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0007
      4365000.00
      4365000.00
      0.0027
      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
      4999101.95
      4999101.95
      0.0031
      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
      0.0031
      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
      0.0031
      N
      N
      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
      6701537.96
      6701537.96
      0.0042
      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
      5120533.99
      5120533.99
      0.0032
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION-LONDON BRANCH
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION-LONDON BRANCH 0.000000%
      234022563
      XS2340225635
      Certificate of Deposit
      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
      N
      N
      0.0019
      7998422.08
      7998422.08
      0.0050
      N
      N
      N
      N
    
    
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.030000%
      1VUV7VQFKUOQSJ21A208
      0001330437
      245609856
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0003
      50000000.00
      50000000.00
      0.0311
      N
      Y
      Y
      N
    
    
      BANCO SANTANDER, S.A.
      BANCO SANTANDER, S.A. 0.050000%
      5493006QMFDDMYWIAM13
      0000891478
      245609859
      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
      50000111.00
      50000111.00
      0.0311
      N
      Y
      Y
      N
    
    
      ERSTE GROUP BANK AG-NEW YORK BRANCH
      ERSTE GROUP BANK AG-NEW YORK BRANCH 0.050000%
      245609864
      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
      50000111.00
      50000111.00
      0.0311
      N
      Y
      Y
      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
      6999237.77
      6999237.77
      0.0044
      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
      17999899.92
      17999899.92
      0.0112
      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
      5169000.00
      5169000.00
      0.0032
      N
      Y
      Y
      N
    
    
      FEDERATION DES CAISSES DESJARDINS DU QUEBEC
      FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
      31428FU29
      549300B2Q47IR0CR5B54
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-02
      2021-07-02
      2021-07-02
      N
      N
      N
      0.0007
      4999645.15
      4999645.15
      0.0031
      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
      0.0093
      N
      N
      N
      N
    
    
      FIRST ABU DHABI BANK P.J.S.C.
      FIRST ABU DHABI BANK P.J.S.C. 0.000000%
      31849HU91
      2138002Y3WMK6RZS8H90
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-09
      2021-07-09
      2021-07-09
      N
      N
      N
      0.0008
      9999090.00
      9999090.00
      0.0062
      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
      6077086.29
      6077086.29
      0.0038
      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
      4998985.55
      4998985.55
      0.0031
      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
      11137766.10
      11137766.10
      0.0069
      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
      4435712.01
      4435712.01
      0.0028
      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
      5409756.55
      5409756.55
      0.0034
      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
      2810812.59
      2810812.59
      0.0018
      N
      N
      N
      N
    
    
      ING (U.S.) FUNDING LLC
      ING (U.S.) FUNDING LLC 0.000000%
      45685QVJ5
      Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-18
      2021-08-18
      2021-08-18
      N
      N
      N
      0.0009
      6998612.81
      6998612.81
      0.0044
      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
      9087800.06
      9087800.06
      0.0057
      N
      N
      N
      N
    
    
      IONIC CAPITAL II TRUST
      IONIC CAPITAL II TRUST 0.000000%
      46221LU15
      254900ABXGHL7TZDR053
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-01
      2021-07-01
      2021-07-01
      N
      Y
      
        CITIBANK, NATIONAL ASSOCIATION
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0008
      4999608.05
      4999608.05
      0.0031
      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
      5999973.36
      5999973.36
      0.0037
      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
      0.0031
      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
      4999251.40
      4999251.40
      0.0031
      N
      N
      N
      N
    
    
      MACQUARIE BANK LIMITED
      MACQUARIE BANK LIMITED 0.000000%
      55607KVJ2
      4ZHCHI4KYZG2WVRT8631
      US55607KVJ23
      0001257135
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-18
      2021-08-18
      2021-08-18
      N
      N
      N
      0.0013
      6998006.96
      6998006.96
      0.0044
      N
      N
      N
      N
    
    
      MATCHPOINT FINANCE PUBLIC LIMITED COMPANY
      MATCHPOINT FINANCE PUBLIC LIMITED COMPANY 0.000000%
      57666AU67
      635400YCKMVA7GIA6Q33
      US57666AU677
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-06
      2021-07-06
      2021-07-06
      N
      Y
      
        BNP Paribas
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0009
      6039437.25
      6039437.25
      0.0038
      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
      15100000.00
      15100000.00
      0.0094
      N
      N
      Y
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION 0.150000%
      60683BV26
      JBONEPAGQXF4QP29B387
      0001462160
      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
      0.0009
      7500581.63
      7500581.63
      0.0047
      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
      9999646.70
      9999646.70
      0.0062
      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
      4696352.11
      4696352.11
      0.0029
      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
      3054417.82
      3054417.82
      0.0019
      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
      5000396.25
      5000396.25
      0.0031
      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
      3953012.93
      3953012.93
      0.0025
      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
      17999969.94
      17999969.94
      0.0112
      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
      14999719.95
      14999719.95
      0.0093
      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
      6999503.21
      6999503.21
      0.0044
      N
      N
      N
      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
      10999307.00
      10999307.00
      0.0069
      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
      7862451.56
      7862451.56
      0.0049
      N
      N
      N
      N
    
    
      NIEUW AMSTERDAM RECEIVABLES CORPORATION
      NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.000000%
      65409RTB6
      54930052Z500U6IGFJ82
      US65409RTB68
      0001372595
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-11
      2021-06-11
      2021-06-11
      N
      Y
      
        COOEPERATIEVE RABOBANK U.A.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0005
      5555894.10
      5555894.10
      0.0035
      N
      N
      N
      N
    
    
      NIEUW AMSTERDAM RECEIVABLES CORPORATION
      NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.000000%
      65409RUN8
      54930052Z500U6IGFJ82
      US65409RUN87
      0001372595
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-07-22
      2021-07-22
      2021-07-22
      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
      14998006.20
      14998006.20
      0.0093
      N
      N
      N
      N
    
    
      NIEUW AMSTERDAM RECEIVABLES CORPORATION
      NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.000000%
      65409RV23
      54930052Z500U6IGFJ82
      US65409RV237
      0001372595
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      Y
      
        COOEPERATIEVE RABOBANK U.A.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0009
      4999138.35
      4999138.35
      0.0031
      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
      15001250.70
      15001250.70
      0.0093
      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
      4999893.05
      4999893.05
      0.0031
      N
      N
      N
      N
    
    
      CLEVELAND CLINIC
      CLEVELAND CLINIC 0.010001%
      67756AH96
      US67756AH960
      0001372440
      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
      2043-01-01
      Y
      
        Barclays Bank PLC
        1.0000
        1
        Y
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        BARCLAYS BANK PLC
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0001
      5000000.00
      5000000.00
      0.0031
      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
      10305000.00
      10305000.00
      0.0064
      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
      24880000.00
      24880000.00
      0.0155
      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
      17000000.00
      17000000.00
      0.0106
      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
      6262856.33
      6262856.33
      0.0039
      N
      N
      N
      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
      4999046.65
      4999046.65
      0.0031
      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
      7500683.70
      7500683.70
      0.0047
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK, LIMITED-SINGAPORE BRANCH
      SUMITOMO MITSUI TRUST BANK, LIMITED-SINGAPORE BRANCH 0.000000%
      86564YVX7
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0010
      9997493.10
      9997493.10
      0.0062
      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
      16000158.72
      16000158.72
      0.0100
      N
      N
      N
      N
    
    
      STATE OF TEXAS
      STATE OF TEXAS 0.070000%
      882723H77
      549300X9CH74QB747L76
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2021-06-07
      2021-06-07
      2042-12-01
      Y
      
        STATE STREET BANK AND TRUST COMP
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        STATE STREET BANK AND TRUST COMP
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0007
      22750000.00
      22750000.00
      0.0142
      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
      4000000.00
      4000000.00
      0.0025
      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
      1000000.00
      1000000.00
      0.0006
      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
      2000000.00
      2000000.00
      0.0012
      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
      0.0014
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.000000%
      90376PCL3
      549300IDY55XMYWXSD28
      US90376PCL31
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-01-26
      2022-01-26
      2022-01-26
      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
      0.0012
      4005671.72
      4005671.72
      0.0025
      N
      N
      N
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963S6
      254900HROIFWPRGM1V77
      US9127963S60
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-15
      2021-07-15
      2021-07-15
      N
      N
      N
      0.0001
      10000000.00
      10000000.00
      0.0062
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796B57
      254900HROIFWPRGM1V77
      US912796B575
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-08
      2021-07-08
      2021-07-08
      N
      N
      N
      0.0001
      19999897.20
      19999897.20
      0.0125
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C49
      254900HROIFWPRGM1V77
      US912796C490
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-22
      2021-07-22
      2021-07-22
      N
      N
      N
      0.0000
      20000000.00
      20000000.00
      0.0125
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C56
      254900HROIFWPRGM1V77
      US912796C565
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-29
      2021-07-29
      2021-07-29
      N
      N
      N
      0.0001
      24999839.00
      24999839.00
      0.0156
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C64
      254900HROIFWPRGM1V77
      US912796C649
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-05
      2021-08-05
      2021-08-05
      N
      N
      N
      0.0001
      54998709.15
      54998709.15
      0.0343
      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
      26999229.69
      26999229.69
      0.0168
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796G37
      254900HROIFWPRGM1V77
      US912796G376
      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
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0000
      16000000.00
      16000000.00
      0.0100
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796H28
      254900HROIFWPRGM1V77
      US912796H283
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-22
      2021-06-22
      2021-06-22
      N
      N
      N
      0.0001
      8958989.52
      8958989.52
      0.0056
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796H85
      254900HROIFWPRGM1V77
      US912796H853
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-06
      2021-07-06
      2021-07-06
      N
      N
      N
      0.0000
      21999935.76
      21999935.76
      0.0137
      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
      2105721.95
      2105721.95
      0.0013
      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
      1105377.03
      1105377.03
      0.0007
      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
      2209579.83
      2209579.83
      0.0014
      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
      560494.32
      560494.32
      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
      1202191.57
      1202191.57
      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
      4975684.96
      4975684.96
      0.0031
      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
      602191.16
      602191.16
      0.0004
      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
      12004430.88
      12004430.88
      0.0075
      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
      31500928.31
      31500928.31
      0.0196
      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
      0.0025
      N
      Y
      Y
      N
    
    
      REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE)
      REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) 0.080001%
      91412GEX9
      RRR42I7GG51DB5HDQR14
      US91412GEX97
      0000315054
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-07
      2021-06-07
      2041-07-01
      Y
      
        REGENTS OF THE UNIVERSITY OF CAL
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0008
      15530000.00
      15530000.00
      0.0097
      N
      N
      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
      6337892.44
      6337892.44
      0.0039
      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
      9999033.30
      9999033.30
      0.0062
      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
      9998500.00
      9998500.00
      0.0062
      N
      N
      N
      N
    
    
      VICTORY RECEIVABLES CORPORATION
      VICTORY RECEIVABLES CORPORATION 0.000000%
      92646KV33
      549300D0F37QF0LP7F94
      US92646KV335
      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
      
        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
      4999143.90
      4999143.90
      0.0031
      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
      4998763.90
      4998763.90
      0.0031
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.090000%
      2IGI19DL77OX0HC3ZE78
      0000016847
      TPR03A0EF7792241CA
      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
          1531.00
          819.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          12956.00
          11115.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.000000
          5072639.00
          1454803.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-10-01
          
          3.500000
          12057.00
          6274.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          4.000000
          1698656.00
          1471761.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          3.500000
          616950.00
          235246.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          3.000000
          3015527.00
          1577123.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          3.500000
          2752.00
          2012.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          124072.00
          123234.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.500000
          1000.00
          1038.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          1000.00
          879.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          25577.00
          25281.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          4.500000
          246250.00
          213211.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-03-01
          
          2.000000
          23687.00
          23872.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-11-30
          
          0.625000
          3400.00
          3297.00
          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
      5000000.00
      5000000.00
      0.0031
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.090000%
      2IGI19DL77OX0HC3ZE78
      0000016847
      TPR03A142779224CAN
      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
          9370.00
          5013.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          20481.00
          17571.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-10-01
          
          4.500000
          3964200.00
          843050.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          3.500000
          26200.00
          12279.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-04-01
          
          4.000000
          244702.00
          102968.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          4.000000
          1000.00
          529.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          3.000000
          1130.00
          598.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-03-01
          
          4.500000
          1411578.00
          835804.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          4.000000
          899841.00
          469138.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.500000
          1058560.00
          688441.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          4.000000
          1000.00
          619.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          3.000000
          1674400.00
          875713.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          3.500000
          6271.00
          4584.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          264774.00
          262986.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.500000
          5777.00
          5999.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          2.000000
          46006.00
          45474.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          4.500000
          205458.00
          177892.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.000000
          1034.00
          727.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-03-01
          
          2.000000
          783234.00
          789367.00
          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
          12396.00
          2888.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-09-20
          
          4.000000
          4181.00
          4581.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-11-30
          
          0.625000
          2800.00
          2715.00
          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
      5000000.00
      5000000.00
      0.0031
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A4317792242RO
      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
          7661.00
          6133.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          103889.00
          29039.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          19749.00
          10882.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-05-01
          
          2.500000
          3001.00
          3135.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          5.000000
          8428013.00
          3361491.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          4281.00
          4147.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          51385.00
          48815.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.000000
          4534242.00
          4594498.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          322338.00
          283603.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          14418.00
          7533.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          4365.00
          3184.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          9836.00
          9513.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          25097.00
          22370.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.000000
          2816.00
          2321.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          14544.00
          14577.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          2975.00
          2880.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          1925.00
          1999.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          3.000000
          1067.00
          1130.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          1528985.00
          1536079.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          210075.00
          223725.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-05-01
          
          2.500000
          29015.00
          30456.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          4.500000
          2803.00
          2491.00
          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
      10000000.00
      10000000.00
      0.0062
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A4327792243RO
      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
          11309.00
          9054.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-06-01
          
          4.500000
          316787.00
          152045.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          73316.00
          20493.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          88311.00
          48659.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-05-01
          
          2.500000
          37161.00
          38822.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          7824.00
          7580.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          3960722.00
          3762662.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.000000
          23019.00
          23288.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          16158.00
          8443.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          18539.00
          13522.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          11382.00
          11008.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          23941.00
          21339.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          5897737.00
          5911060.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          11942.00
          11559.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          7028.00
          7298.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          3.000000
          9237.00
          9780.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          65776.00
          66081.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          50109.00
          53365.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-05-01
          
          2.500000
          19031.00
          19976.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          4.500000
          4462.00
          3965.00
          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
      10000000.00
      10000000.00
      0.0062
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A49A7792244RO
      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
          36335.00
          29089.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          105561.00
          29506.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          40512.00
          22322.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-05-01
          
          2.500000
          65802.00
          68744.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2045-08-01
          
          3.500000
          1253481.00
          569541.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          9218.00
          8931.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          49992.00
          47492.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          362974.00
          319356.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          13945.00
          7286.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          8407.00
          6132.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          1000.00
          967.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          48247.00
          43004.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.000000
          8293.00
          6837.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1000.00
          1002.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          9212490.00
          8461644.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          11008.00
          11517.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          10699.00
          10356.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          9172.00
          9524.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          3.000000
          2504.00
          2651.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          830853.00
          834708.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          3.000000
          13119.00
          13779.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          315854.00
          336377.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          19751.00
          10596.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-05-01
          
          2.500000
          25337.00
          26596.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          4.000000
          23812593.00
          5435398.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          4.500000
          7480.00
          6648.00
          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
      0.0100
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03A49C779224ROY
      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
          30540.00
          24449.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          411613.00
          115053.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          125857.00
          69346.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-04-01
          
          3.500000
          2706308.00
          1220613.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          15863.00
          15368.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          208161.00
          197752.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.000000
          5042142.00
          5109147.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          498663.00
          438740.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          52293.00
          27323.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-05-01
          
          4.000000
          16799.00
          12253.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          47107.00
          45561.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-04-01
          
          3.000000
          3504525.00
          1468406.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-08-01
          
          4.000000
          6381131.00
          3635041.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          3.500000
          83227.00
          52756.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.000000
          9410.00
          7758.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          2.000000
          4600000.00
          4019573.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          135745.00
          136052.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          4476190.00
          4567112.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          2919867.00
          3054863.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          15448.00
          14953.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-02-01
          
          2.000000
          3969051.00
          3997982.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          12932.00
          13429.00
          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
          
            2048-09-01
          
          4.500000
          6354624.00
          4667449.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          1099213.00
          1104313.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          551006.00
          586808.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-05-01
          
          2.500000
          403568.00
          423615.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-05-01
          
          3.000000
          6685552.00
          1673937.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          4.500000
          21708.00
          19292.00
          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
      36000000.00
      36000000.00
      0.0224
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03A6C57792243BN
      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
          
            2039-11-15
          
          0.00
          197100.00
          132107.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-08-15
          
          0.00
          100.00
          57.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2050-08-15
          
          0.00
          100.00
          50.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-15
          
          8.000000
          500.00
          520.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-31
          
          1.375000
          100.00
          101.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          1.875000
          27900.00
          28410.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-07-15
          
          0.750000
          15615200.00
          19037578.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-09-30
          
          1.500000
          446400.00
          449693.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-02-15
          
          0.00
          41.00
          32.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          0.00
          7907.00
          4948.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          0.00
          1434245.00
          746503.00
          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
      20000000.00
      20000000.00
      0.0125
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03A6C67792241BN
      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
          
            2031-06-01
          
          6.500000
          442817533.00
          212356.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2034-12-01
          
          5.000000
          50000000.00
          203287.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2042-03-01
          
          2.125000
          67798.00
          2074.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2045-02-15
          
          4.000000
          100000.00
          2931.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2025-12-11
          
          0.00
          500.00
          483.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-05-25
          
          5.500000
          8947964.00
          49304.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-07-25
          
          4.000000
          45654405.00
          555889.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-25
          
          3.000000
          39236192.00
          2176525.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-06-25
          
          5.500000
          10479268.00
          511728.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.500000
          2951.00
          3022.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          2.000000
          1001.00
          1011.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2034-11-20
          
          2.319000
          1000.00
          432.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-15
          
          8.125000
          700.00
          728.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-15
          
          2.375000
          140400.00
          233286.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          2.250000
          600.00
          638.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-15
          
          2.125000
          43100.00
          43987.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-15
          
          2.250000
          1646800.00
          1761837.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-15
          
          1.625000
          100.00
          104.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-28
          
          0.500000
          4596800.00
          4546498.00
          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
      10000000.00
      10000000.00
      0.0062
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.069998%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR03AA417792241RO
      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
          4256.00
          3407.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-06-01
          
          4.500000
          163151.00
          78306.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-01
          
          3.500000
          5602.00
          1566.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-08-01
          
          4.500000
          18404.00
          10140.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-05-01
          
          2.500000
          2218.00
          2317.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          1297.00
          1257.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          255309.00
          242542.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.000000
          10989.00
          11117.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.500000
          1332.00
          696.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          2.000000
          3293.00
          3185.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          7747.00
          6905.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.000000
          2325.00
          1917.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1575.00
          1579.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          1000.00
          1046.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          1000.00
          968.00
          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
          8063.00
          8537.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          47068.00
          47286.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          92101.00
          98085.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          4.000000
          2463693.00
          1715202.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          1810.00
          971.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-06-01
          
          2.000000
          1000.00
          1015.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-05-01
          
          2.500000
          3362.00
          3529.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          4.500000
          1521.00
          1352.00
          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
      2200000.00
      2200000.00
      0.0014
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03AB0B779224BNP
      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
          
            2048-11-15
          
          4.500000
          1000.00
          1249.00
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-01-20
          
          2.121000
          1000.00
          1001.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          2.875000
          900.00
          1002.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-05-15
          
          3.000000
          100.00
          114.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-05-15
          
          3.000000
          711800.00
          813498.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-07-15
          
          0.250000
          12009600.00
          13865553.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          1.875000
          6069600.00
          6180560.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-31
          
          0.250000
          100.00
          98.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-02-15
          
          0.00
          10.00
          7.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-11-15
          
          0.00
          2086768.00
          1577019.00
          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
      22000000.00
      22000000.00
      0.0137
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03AB0C7792242BN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-07
          
          0.00
          200.00
          200.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-12-02
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-27
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          0.00
          4648800.00
          2819037.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-15
          
          0.125000
          4737500.00
          5705348.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          0.375000
          4100.00
          5027.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          1.875000
          19900.00
          20264.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-31
          
          1.375000
          1530000.00
          1586341.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          0.064000
          600.00
          600.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-08-15
          
          0.00
          64920.00
          53708.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          0.00
          14823.00
          9276.00
          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
      10000000.00
      10000000.00
      0.0062
      N
      N
      Y
      N
    
    
      WELLS FARGO SECURITIES, LLC
      WELLS FARGO SECURITIES, LLC 0.190000%
      VYVVCKR63DVZZN70PB21
      0001224385
      TPR03C01D779224WEL
      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
          951406.00
          950000.00
          Money Market
        
        
          AMERICAN CRYSTAL SUGAR CO
          
            2021-06-16
          
          0.00
          950077.00
          950000.00
          Money Market
        
        
          B A T INTL FIN DISC COML PAPER
          
            2021-07-01
          
          0.00
          950148.00
          950000.00
          Money Market
        
        
          Berkshire Hathaway Finance Corporation
          549300RLHFT5RU20WM87
          
            2050-10-15
          
          2.850000
          757000.00
          719464.00
          Corporate Debt Securities
        
        
          BLACK HILLS CORP
          
            2021-06-01
          
          0.00
          950017.00
          950000.00
          Money Market
        
        
          CABOT CORP
          K05C0SER542GQ6VLRO68
          
            2021-06-30
          
          0.00
          950138.00
          949999.00
          Money Market
        
        
          CANADIAN PAC RY CO NEW
          
            2021-06-04
          
          0.00
          950028.00
          949999.00
          Money Market
        
        
          DOMINION RES INC VA
          
            2021-08-19
          
          0.00
          950457.00
          950000.00
          Money Market
        
        
          FIRST ABU DHABI BK P J S C DIS
          
            2021-12-02
          
          0.00
          950768.00
          950000.00
          Money Market
        
        
          GENERAL MTRS FINL CO INC
          
            2021-07-16
          
          0.00
          950584.00
          949999.00
          Money Market
        
        
          GLOBE LIFE INC
          
            2021-09-02
          
          0.00
          950383.00
          950000.00
          Money Market
        
        
          HSBC USA INC
          549300LBOHZ4QSIWU288
          
            2022-05-12
          
          0.00
          953401.00
          949999.00
          Money Market
        
        
          HYUNDAI CAP AMER INC
          
            2022-04-26
          
          0.00
          952483.00
          950000.00
          Money Market
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2027-12-01
          
          3.625000
          156000.00
          175070.00
          Corporate Debt Securities
        
        
          LANDESBANKBADEN-WURTTEMBERG NEW YORK BRH
          
            2021-08-27
          
          0.00
          950000.00
          950000.00
          Money Market
        
        
          LIBERTY UTILS CO DISC CP
          
            2021-07-29
          
          0.00
          950287.00
          949999.00
          Money Market
        
        
          OGE ENERGY CORP
          
            2021-06-09
          
          0.00
          950047.00
          949999.00
          Money Market
        
        
          PUGET SOUND ENERGY INC
          
            2021-06-08
          
          0.00
          950043.00
          949999.00
          Money Market
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-06-17
          
          0.00
          950062.00
          949999.00
          Money Market
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-06-18
          
          0.00
          950066.00
          949999.00
          Money Market
        
        
          VW CREDIT INC
          
            2022-03-15
          
          0.00
          952271.00
          950000.00
          Money Market
        
        
          WGL HLDGS INC
          
            2021-06-17
          
          0.00
          950062.00
          949999.00
          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
      19000000.00
      19000000.00
      0.0118
      N
      N
      Y
      N
    
    
      RBC CAPITAL MARKETS, LLC
      RBC CAPITAL MARKETS, LLC 0.140000%
      549300LCO2FLSSVFFR64
      0000050916
      TPR03C0EC779224RBC
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2024-04-01
          
          4.450000
          1005000.00
          1112179.00
          Corporate Debt Securities
        
        
          ADVOCATE HEALTH AND HOSPITALS CORPORATION
          549300AEHU3PPOUCIL87
          
            2048-08-15
          
          4.272000
          6000.00
          7328.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in Right of the Province of Alberta
          LQPXMHHNJKIPJYE53543
          
            2022-07-26
          
          2.200000
          25000.00
          25755.00
          Corporate Debt Securities
        
        
          Altria Group, Inc.
          XSGZFLO9YTNO9VCQV219
          
            2039-02-06
          
          10.200000
          439000.00
          752843.00
          Corporate Debt Securities
        
        
          Altria Group, Inc.
          XSGZFLO9YTNO9VCQV219
          
            2051-02-04
          
          3.700000
          1617000.00
          1490206.00
          Corporate Debt Securities
        
        
          ANHEUSER-BUSCH CO/INBEV
          
            2046-02-01
          
          4.900000
          1225000.00
          1485747.00
          Corporate Debt Securities
        
        
          ANHEUSER-BUSCH INBEV WORLDWIDE INC.
          549300CRGMZK3K53BF92
          
            2060-06-01
          
          4.600000
          199000.00
          232666.00
          Corporate Debt Securities
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2023-01-20
          
          3.124000
          30000.00
          30875.00
          Corporate Debt Securities
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2024-07-23
          
          3.864000
          8000.00
          8670.00
          Corporate Debt Securities
        
        
          BIOGEN INC.
          W8J5WZB5IY3K0NDQT671
          
            2051-02-15
          
          3.250000
          740000.00
          699432.00
          Corporate Debt Securities
        
        
          Brighthouse Financial, Inc.
          5493003T8SZSHOGGAW52
          
            2030-05-15
          
          5.625000
          1234000.00
          1493746.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in right of the Province of British Columbia
          54930058TO7MEKUHWL16
          
            2021-09-22
          
          2.650000
          10000.00
          10124.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in right of the Province of British Columbia
          54930058TO7MEKUHWL16
          
            2022-10-23
          
          2.000000
          43000.00
          44175.00
          Corporate Debt Securities
        
        
          BROADCOM CRP /  CAYMN FI
          
            2024-01-15
          
          3.625000
          1007000.00
          1092084.00
          Corporate Debt Securities
        
        
          BROADSTREET PARTNERS, INC.
          549300BS9N54G8DD0R75
          
            2029-04-15
          
          5.875000
          229000.00
          229238.00
          Corporate Debt Securities
        
        
          CCO HLDGS LLC/CAP CORP
          
            2023-03-01
          
          4.000000
          64000.00
          65259.00
          Corporate Debt Securities
        
        
          CEDAR FAIR LP/CANADA'S W
          
            2024-06-01
          
          5.375000
          58000.00
          60113.00
          Corporate Debt Securities
        
        
          LUMEN TECHNOLOGIES, INC.
          8M3THTGWLTYZVE6BBY25
          
            2023-12-01
          
          6.750000
          41000.00
          46516.00
          Corporate Debt Securities
        
        
          CITIZENS FINANCIAL GROUP, INC.
          2138004JDDA4ZQUPFW65
          
            2030-04-30
          
          3.250000
          780000.00
          839216.00
          Corporate Debt Securities
        
        
          Comcast Corporation
          51M0QTTNCGUN7KFCFZ59
          
            2045-08-15
          
          4.600000
          665000.00
          816149.00
          Corporate Debt Securities
        
        
          Comcast Corporation
          51M0QTTNCGUN7KFCFZ59
          
            2049-11-01
          
          3.999000
          823000.00
          929109.00
          Corporate Debt Securities
        
        
          Comstock Resources, Inc.
          I03QQGEA4SS774AURI46
          
            2025-05-15
          
          7.500000
          18000.00
          18679.00
          Corporate Debt Securities
        
        
          CREDIT AGRICOLE SA
          969500TJ5KRTCJQWXH05
          
            2030-01-14
          
          3.250000
          1419000.00
          1492160.00
          Corporate Debt Securities
        
        
          CREDIT SUISSE GROUP AG
          549300506SI9CRFV9Z86
          
            2023-01-09
          
          3.574000
          1453000.00
          1499190.00
          Corporate Debt Securities
        
        
          ENERGY TRANSFER LP
          MTLVN9N7JE8MIBIJ1H73
          
            2066-11-01
          
          3.193130
          44000.00
          34425.00
          Corporate Debt Securities
        
        
          EnLink Midstream Partners, LP
          88CPW63VL7KHJWS0NY83
          
            2099-12-31
          
          6.000000
          300000.00
          234266.00
          Corporate Debt Securities
        
        
          FEDERAL FARM CREDIT BANK
          
            2033-12-15
          
          3.400000
          25000.00
          29316.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2023-03-08
          
          0.440761
          1497000.00
          1499308.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2032-04-22
          
          2.615000
          1480000.00
          1494023.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2022-10-31
          
          2.876000
          532000.00
          538739.00
          Corporate Debt Securities
        
        
          HUNTINGTON BANCSHARES INCORPORATED
          549300XTVCVV9I7B5T19
          
            2099-12-31
          
          5.700000
          57000.00
          58635.00
          Corporate Debt Securities
        
        
          HYDRO-QUEBEC
          6THEVG93PYJH84S4D167
          
            2029-12-01
          
          8.500000
          25000.00
          38744.00
          Corporate Debt Securities
        
        
          HYDRO-QUEBEC
          6THEVG93PYJH84S4D167
          
            2026-04-15
          
          8.250000
          5000.00
          6677.00
          Corporate Debt Securities
        
        
          HYDRO-QUEBEC
          6THEVG93PYJH84S4D167
          
            2025-03-28
          
          8.400000
          597000.00
          762948.00
          Corporate Debt Securities
        
        
          The Johns Hopkins Health System Corporation
          549300D81FCFUS7TQR04
          
            2046-05-15
          
          3.837000
          85000.00
          96804.00
          Corporate Debt Securities
        
        
          JOHNSON & JOHNSON
          549300G0CFPGEF6X2043
          
            2026-03-01
          
          2.450000
          229000.00
          246528.00
          Corporate Debt Securities
        
        
          Level 3 Financing, Inc.
          254900AE5FEFIJOXWL19
          
            2029-07-15
          
          3.750000
          250000.00
          244566.00
          Corporate Debt Securities
        
        
          Province of Manitoba
          5493003QILFOB3JRKE30
          
            2024-05-14
          
          3.050000
          61000.00
          65583.00
          Corporate Debt Securities
        
        
          MARRIOTT INTERNATIONAL, INC.
          225YDZ14ZO8E1TXUSU86
          
            2031-04-15
          
          2.850000
          1492000.00
          1495328.00
          Corporate Debt Securities
        
        
          Mizuho Financial Group, Inc.
          353800CI5L6DDAN5XZ33
          
            2023-09-13
          
          1.033880
          1486000.00
          1499278.00
          Corporate Debt Securities
        
        
          Utah Acquisition Sub Inc.
          254900JOFV74IJ7H9933
          
            2026-06-15
          
          3.950000
          16000.00
          17983.00
          Corporate Debt Securities
        
        
          Utah Acquisition Sub Inc.
          254900JOFV74IJ7H9933
          
            2046-06-15
          
          5.250000
          1245000.00
          1493989.00
          Corporate Debt Securities
        
        
          Province of Newfoundland and Labrador
          549300CLWWW48GTPOJ49
          
            2023-10-13
          
          7.320000
          5000.00
          5829.00
          Corporate Debt Securities
        
        
          NEWMONT CORPORATION
          549300VSP3RIX7FGDZ51
          
            2042-03-15
          
          4.875000
          384000.00
          475878.00
          Corporate Debt Securities
        
        
          NISSAN MOTOR CO., LTD.
          353800DRBDH1LUTNAY26
          
            2027-09-17
          
          4.345000
          1361000.00
          1499127.00
          Corporate Debt Securities
        
        
          NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY
          1DU7IM20QESYGDO4HO54
          
            2040-03-30
          
          6.063000
          832000.00
          1147235.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in Right of the Province of Nova Scotia
          5493002W033HJBDP3481
          
            2022-04-01
          
          8.750000
          4000.00
          4331.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in right of Ontario
          C7PVKCRGLG18EBQGZV36
          
            2021-09-10
          
          2.500000
          59000.00
          59702.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in right of Ontario
          C7PVKCRGLG18EBQGZV36
          
            2022-06-29
          
          2.450000
          30000.00
          31024.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in right of Ontario
          C7PVKCRGLG18EBQGZV36
          
            2024-05-16
          
          3.200000
          25000.00
          27017.00
          Corporate Debt Securities
        
        
          PHH Mortgage Corporation
          PAOOWF3GUFM46FBSP561
          
            2026-03-15
          
          7.875000
          50000.00
          52873.00
          Corporate Debt Securities
        
        
          PACIFIC GAS AND ELECTRIC COMPANY
          1HNPXZSMMB7HMBMVBS46
          
            2024-02-15
          
          3.750000
          1404000.00
          1489853.00
          Corporate Debt Securities
        
        
          Progress Energy, Inc.
          549300FBMTW0JYWMNB26
          
            2031-10-30
          
          7.000000
          1088000.00
          1493089.00
          Corporate Debt Securities
        
        
          PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE
          549300SHPFALUPKK2351
          
            2050-09-01
          
          2.400000
          39000.00
          32887.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2023-06-21
          
          0.936630
          50000.00
          50301.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2025-07-25
          
          0.00
          15000.00
          15008.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2034-07-31
          
          4.464000
          6000.00
          5949.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2022-11-28
          
          0.485000
          15000.00
          14955.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2026-07-22
          
          2.000000
          25000.00
          25193.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2031-07-29
          
          2.550000
          250000.00
          251375.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2024-08-26
          
          1.750000
          5000.00
          5025.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2026-11-30
          
          2.250000
          5000.00
          5057.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2027-01-27
          
          2.750000
          52000.00
          52644.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2022-04-12
          
          0.937750
          25000.00
          25087.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2022-04-05
          
          0.00
          49000.00
          24031.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2031-07-15
          
          3.000000
          1000.00
          1012.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2024-10-30
          
          2.150000
          25000.00
          25376.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2030-01-31
          
          2.250000
          9000.00
          9067.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2025-04-30
          
          2.000000
          5000.00
          4916.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2022-06-08
          
          1.000000
          131000.00
          131961.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2046-05-10
          
          4.000000
          62000.00
          70689.00
          Corporate Debt Securities
        
        
          Talen Energy Supply, LLC
          K5K33XN0PQAU1XF7NN66
          
            2026-01-15
          
          10.500000
          37000.00
          35244.00
          Corporate Debt Securities
        
        
          TRANSOCEAN GUARDIAN LTD
          
            2024-01-15
          
          5.875000
          141000.00
          97032.00
          Corporate Debt Securities
        
        
          UNISYS CORPORATION
          549300T21W22FIJJOW08
          
            2027-11-01
          
          6.875000
          25000.00
          27379.00
          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
      30000000.00
      30000000.00
      0.0187
      N
      Y
      Y
      N
    
    
      SCOTIA CAPITAL (USA) INC.
      SCOTIA CAPITAL (USA) INC. 0.140000%
      549300BLWPABP1VNME36
      0000064241
      TPR03C0F17792241SC
      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
          1069000.00
          1083873.00
          Corporate Debt Securities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2021-12-05
          
          3.300000
          441000.00
          452712.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2022-02-09
          
          2.150000
          1175000.00
          1198840.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-09-15
          
          1.850000
          12000.00
          12087.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-08-13
          
          3.400000
          2000.00
          2033.00
          Corporate Debt Securities
        
        
          Blackstone Secured Lending Fund
          549300KM7KWQHVBNH962
          
            2023-07-14
          
          3.650000
          7000.00
          7415.00
          Corporate Debt Securities
        
        
          BUSINESS DEVELOPMENT CORPORATION OF AMERICA
          549300K8IFP295FLKS39
          
            2026-03-30
          
          3.250000
          868000.00
          886676.00
          Corporate Debt Securities
        
        
          CANADIAN IMPERIAL BANK OF COMMERCE
          2IGI19DL77OX0HC3ZE78
          
            2023-09-13
          
          0.843880
          1095000.00
          1111912.00
          Corporate Debt Securities
        
        
          Duke Energy Progress, LLC
          0NIFZ782LS46WOC9QK20
          
            2021-09-15
          
          3.000000
          286000.00
          288298.00
          Corporate Debt Securities
        
        
          Chevron U.S.A. Inc.
          VA8TZDWPEZYU430RZ444
          
            2022-08-12
          
          0.333000
          2000.00
          2004.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-03-03
          
          2.411000
          766000.00
          780564.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-03-03
          
          2.498000
          1066000.00
          1089386.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2023-05-11
          
          1.059880
          20000.00
          20351.00
          Corporate Debt Securities
        
        
          CISCO SYSTEMS, INC.
          549300LKFJ962MZ46593
          
            2021-09-20
          
          1.850000
          1191000.00
          1199557.00
          Corporate Debt Securities
        
        
          MAXIM CRANE WORKS LLC
          
            2024-08-01
          
          10.125000
          2000.00
          2141.00
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK OF AUSTRALIA
          MSFSBD3QN1GSN7Q6C537
          
            2022-03-10
          
          2.750000
          16000.00
          16408.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-10-29
          
          3.000000
          996000.00
          1010339.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-11-12
          
          2.100000
          1079000.00
          1089211.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2022-02-04
          
          0.460000
          1093000.00
          1095281.00
          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
          4000.00
          4092.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2022-03-06
          
          2.397000
          1176000.00
          1198285.00
          Corporate Debt Securities
        
        
          Gateway Casinos & Entertainment Limited
          549300JSKBQMMD1B3U44
          
            2024-03-01
          
          8.250000
          16000.00
          16039.00
          Corporate Debt Securities
        
        
          The Home Depot, Inc.
          QEKMOTMBBKA8I816DO57
          
            2022-03-01
          
          3.250000
          6000.00
          6187.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2022-08-19
          
          0.483000
          1197000.00
          1199524.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2021-10-01
          
          3.300000
          1065000.00
          1081683.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2022-05-11
          
          2.350000
          1067000.00
          1088542.00
          Corporate Debt Securities
        
        
          JOHNSON & JOHNSON
          549300G0CFPGEF6X2043
          
            2022-03-03
          
          2.250000
          604000.00
          615870.00
          Corporate Debt Securities
        
        
          NATIONAL HEALTH INVESTORS, INC.
          549300ZPKZIG6DKDEC02
          
            2031-02-01
          
          3.000000
          179000.00
          172666.00
          Corporate Debt Securities
        
        
          NESTLE HOLDINGS, INC.
          549300EAEU8YV8MQXP30
          
            2021-09-24
          
          3.100000
          515000.00
          521387.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-07-08
          
          2.800000
          1070000.00
          1084743.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-09-15
          
          1.900000
          1081000.00
          1089024.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2021-08-25
          
          3.000000
          1119000.00
          1135024.00
          Corporate Debt Securities
        
        
          PFIZER INC.
          765LHXWGK1KXCLTFYQ30
          
            2022-03-11
          
          2.800000
          1066000.00
          1094482.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2021-11-15
          
          2.900000
          2000.00
          2027.00
          Corporate Debt Securities
        
        
          THE PROCTER & GAMBLE COMPANY
          2572IBTT8CCZW6AU4141
          
            2022-02-06
          
          2.300000
          3000.00
          3064.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2022-08-21
          
          2.375000
          3000.00
          3098.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-09-12
          
          1.750000
          1085000.00
          1093945.00
          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
          491000.00
          504480.00
          Corporate Debt Securities
        
        
          TEEKAY CORPORATION
          YHKQM2RIPKZYOZ6RVZ46
          
            2022-11-15
          
          9.250000
          55000.00
          56696.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2022-04-21
          
          1.750000
          1182000.00
          1199279.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2024-02-09
          
          0.370000
          424000.00
          424727.00
          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
      24000000.00
      24000000.00
      0.0149
      N
      Y
      Y
      N
    
    
      WELLS FARGO SECURITIES, LLC
      WELLS FARGO SECURITIES, LLC 0.140000%
      VYVVCKR63DVZZN70PB21
      0001224385
      TPR03C0F37792241WE
      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
          350518.00
          350000.00
          Money Market
        
        
          AMERICAN CRYSTAL SUGAR CO
          
            2021-06-16
          
          0.00
          350028.00
          350000.00
          Money Market
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2051-02-08
          
          2.650000
          201000.00
          188133.00
          Corporate Debt Securities
        
        
          B A T INTL FIN DISC COML PAPER
          
            2021-07-01
          
          0.00
          350054.00
          349999.00
          Money Market
        
        
          Berkshire Hathaway Finance Corporation
          549300RLHFT5RU20WM87
          
            2050-10-15
          
          2.850000
          295000.00
          280372.00
          Corporate Debt Securities
        
        
          BLACK HILLS CORP
          
            2021-06-01
          
          0.00
          350006.00
          350000.00
          Money Market
        
        
          CABOT CORP
          K05C0SER542GQ6VLRO68
          
            2021-06-30
          
          0.00
          350051.00
          350000.00
          Money Market
        
        
          CANADIAN PAC RY CO NEW
          
            2021-06-04
          
          0.00
          350010.00
          349999.00
          Money Market
        
        
          DISCOVER FINANCIAL SERVICES
          Z1YLO2USPORE63VVUL20
          
            2025-03-04
          
          3.750000
          4000.00
          4407.00
          Corporate Debt Securities
        
        
          DOMINION RES INC VA
          
            2021-08-19
          
          0.00
          350168.00
          350000.00
          Money Market
        
        
          FIRST ABU DHABI BK P J S C DIS
          
            2021-12-02
          
          0.00
          350283.00
          350000.00
          Money Market
        
        
          GENERAL MTRS FINL CO INC
          
            2021-07-16
          
          0.00
          350215.00
          350000.00
          Money Market
        
        
          GLOBE LIFE INC
          
            2021-09-02
          
          0.00
          350141.00
          350000.00
          Money Market
        
        
          HSBC USA INC
          549300LBOHZ4QSIWU288
          
            2022-05-12
          
          0.00
          351253.00
          350000.00
          Money Market
        
        
          HYUNDAI CAP AMER INC
          
            2022-04-26
          
          0.00
          207697.00
          207156.00
          Money Market
        
        
          LANDESBANKBADEN-WURTTEMBERG NEW YORK BRH
          
            2021-08-27
          
          0.00
          350000.00
          350000.00
          Money Market
        
        
          LIBERTY UTILS CO DISC CP
          
            2021-07-29
          
          0.00
          350106.00
          350000.00
          Money Market
        
        
          OGE ENERGY CORP
          
            2021-06-09
          
          0.00
          350017.00
          349999.00
          Money Market
        
        
          PUGET SOUND ENERGY INC
          
            2021-06-08
          
          0.00
          350016.00
          350000.00
          Money Market
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-06-17
          
          0.00
          350023.00
          350000.00
          Money Market
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-06-18
          
          0.00
          350024.00
          349999.00
          Money Market
        
        
          VW CREDIT INC
          
            2022-03-15
          
          0.00
          350836.00
          349999.00
          Money Market
        
        
          WGL HLDGS INC
          
            2021-06-17
          
          0.00
          349372.00
          349349.00
          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
      7000000.00
      7000000.00
      0.0044
      N
      Y
      Y
      N
    
    
      SCOTIA CAPITAL (USA) INC.
      SCOTIA CAPITAL (USA) INC. 0.290000%
      549300BLWPABP1VNME36
      0000064241
      TPR03C0F4779224SCO
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2021-12-05
          
          3.300000
          449000.00
          460925.00
          Corporate Debt Securities
        
        
          ANTERO MIDSTREAM PART/FI
          
            2028-01-15
          
          5.750000
          545000.00
          572077.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2022-02-09
          
          2.150000
          1175000.00
          1198840.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-09-15
          
          1.850000
          1191000.00
          1199672.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-08-13
          
          3.400000
          140000.00
          142293.00
          Corporate Debt Securities
        
        
          Blackstone Secured Lending Fund
          549300KM7KWQHVBNH962
          
            2023-07-14
          
          3.650000
          208000.00
          220327.00
          Corporate Debt Securities
        
        
          Broadcom Inc.
          549300WV6GIDOZJTV909
          
            2033-04-15
          
          3.419000
          737000.00
          752608.00
          Corporate Debt Securities
        
        
          BUSINESS DEVELOPMENT CORPORATION OF AMERICA
          549300K8IFP295FLKS39
          
            2026-03-30
          
          3.250000
          46000.00
          46990.00
          Corporate Debt Securities
        
        
          CVR PARTNERS/CVR NITROGE
          
            2023-06-15
          
          9.250000
          710000.00
          737961.00
          Corporate Debt Securities
        
        
          CANADIAN IMPERIAL BANK OF COMMERCE
          2IGI19DL77OX0HC3ZE78
          
            2023-09-13
          
          0.843880
          2000.00
          2031.00
          Corporate Debt Securities
        
        
          CARGILL, INCORPORATED
          QXZYQNMR4JZ5RIRN4T31
          
            2021-11-15
          
          3.250000
          1163000.00
          1180438.00
          Corporate Debt Securities
        
        
          Chevron U.S.A. Inc.
          VA8TZDWPEZYU430RZ444
          
            2022-08-12
          
          0.333000
          8000.00
          8017.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-12-05
          
          2.355000
          2000.00
          2076.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-03-03
          
          2.411000
          7000.00
          7133.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2023-05-11
          
          1.059880
          7000.00
          7123.00
          Corporate Debt Securities
        
        
          CHOBANI LLC/FINANCE CORP
          
            2028-11-15
          
          4.625000
          117000.00
          120811.00
          Corporate Debt Securities
        
        
          CISCO SYSTEMS, INC.
          549300LKFJ962MZ46593
          
            2021-09-20
          
          1.850000
          1191000.00
          1199557.00
          Corporate Debt Securities
        
        
          MAXIM CRANE WORKS LLC
          
            2024-08-01
          
          10.125000
          684000.00
          732158.00
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK OF AUSTRALIA
          MSFSBD3QN1GSN7Q6C537
          
            2022-03-10
          
          2.750000
          2000.00
          2051.00
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK OF AUSTRALIA
          MSFSBD3QN1GSN7Q6C537
          
            2022-09-18
          
          0.870000
          2000.00
          2020.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-10-29
          
          3.000000
          1182000.00
          1199017.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-11-12
          
          2.100000
          915000.00
          923659.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2022-02-04
          
          0.460000
          1197000.00
          1199498.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2022-03-06
          
          2.397000
          229000.00
          233340.00
          Corporate Debt Securities
        
        
          Gateway Casinos & Entertainment Limited
          549300JSKBQMMD1B3U44
          
            2024-03-01
          
          8.250000
          759000.00
          760850.00
          Corporate Debt Securities
        
        
          The Home Depot, Inc.
          QEKMOTMBBKA8I816DO57
          
            2022-03-01
          
          3.250000
          15000.00
          15466.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2021-11-01
          
          1.850000
          53000.00
          53375.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2022-08-19
          
          0.483000
          977000.00
          979060.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2021-10-01
          
          3.300000
          24000.00
          24376.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2022-05-11
          
          2.350000
          2000.00
          2040.00
          Corporate Debt Securities
        
        
          JOHNSON & JOHNSON
          549300G0CFPGEF6X2043
          
            2022-03-03
          
          2.250000
          697000.00
          710698.00
          Corporate Debt Securities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2022-02-12
          
          2.375000
          1175000.00
          1199244.00
          Corporate Debt Securities
        
        
          MILEAGE PLUS HLDINGS LLC
          
            2027-06-20
          
          6.500000
          583.00
          645.00
          Corporate Debt Securities
        
        
          NESTLE HOLDINGS, INC.
          549300EAEU8YV8MQXP30
          
            2021-09-24
          
          3.100000
          481000.00
          486965.00
          Corporate Debt Securities
        
        
          NOVELIS CORPORATION
          549300G5F3W3B52WYL23
          
            2026-09-30
          
          5.875000
          704000.00
          733654.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-07-08
          
          2.800000
          365000.00
          370029.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-09-15
          
          1.900000
          677000.00
          682025.00
          Corporate Debt Securities
        
        
          PBF LOGISTICS LP/FINANCE
          
            2023-05-15
          
          6.875000
          79000.00
          78900.00
          Corporate Debt Securities
        
        
          Par Pharmaceutical, Inc.
          549300KK5WR4MGN4YT97
          
            2027-04-01
          
          7.500000
          476000.00
          491173.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2021-08-25
          
          3.000000
          728000.00
          738425.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2021-10-06
          
          1.700000
          2000.00
          2013.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2021-11-15
          
          2.900000
          368000.00
          373007.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2022-08-17
          
          2.375000
          2000.00
          2062.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2022-08-21
          
          2.375000
          9000.00
          9295.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2021-09-15
          
          1.700000
          255000.00
          257021.00
          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
          500000.00
          513727.00
          Corporate Debt Securities
        
        
          TEEKAY CORPORATION
          YHKQM2RIPKZYOZ6RVZ46
          
            2022-11-15
          
          9.250000
          1127000.00
          1161757.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2022-04-21
          
          1.750000
          1182000.00
          1199279.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2024-02-09
          
          0.370000
          1197000.00
          1199053.00
          Corporate Debt Securities
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2022-12-14
          
          2.800000
          43000.00
          45086.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2021-06-23
          
          3.125000
          936000.00
          950316.00
          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
      24000000.00
      24000000.00
      0.0149
      N
      Y
      Y
      N
    
    
      ABN AMRO BANK N.V.
      Joint Account III 0.020000%
      TPR03C109779224ABN
      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
          553135.09
          62944.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          3.500000
          555133.83
          136342.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2042-08-01
          
          3.500000
          1190967.50
          211644.55
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2028-10-01
          
          3.000000
          1555404.09
          420979.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-02-01
          
          3.500000
          193290.17
          55196.27
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2030-01-01
          
          3.000000
          810246.64
          321060.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.000000
          873392.25
          441179.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.000000
          982590.13
          555109.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-08-01
          
          3.500000
          1242961.44
          603655.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-01-01
          
          3.500000
          1300550.00
          1118661.48
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2045-05-01
          
          4.000000
          1643575.81
          607089.77
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.500000
          1178000.00
          532553.03
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          4.500000
          291333.33
          158478.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          4.500000
          686357.39
          454056.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-07-01
          
          4.000000
          744243.87
          452268.34
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-09-01
          
          4.000000
          101986.87
          67547.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.500000
          83698.23
          43799.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          838842.78
          859495.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          4123878.69
          3722216.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-02-01
          
          1.500000
          125116.20
          122346.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          4.000000
          10215.73
          3010.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.500000
          346287.67
          187446.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          7372688.81
          2427480.03
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          3.000000
          2983032.24
          1308100.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          1242469.41
          704902.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.500000
          2578263.08
          963696.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-01-01
          
          3.500000
          2144934.19
          438593.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.000000
          687181.55
          296343.25
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          195006.31
          23471.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          1971170.33
          399436.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          285944.74
          71956.48
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-03-01
          
          3.500000
          87.21
          40.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          3.500000
          3000920.17
          1278021.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          3.500000
          1011279.81
          434110.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-02-01
          
          3.500000
          1438677.53
          904598.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          872027.04
          401267.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.500000
          438548.50
          281048.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          4.000000
          856396.18
          581636.04
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          1096363.46
          618199.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          97927.52
          58220.43
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          99157.33
          56745.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.500000
          1377105.50
          559709.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.500000
          119471.37
          85338.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.500000
          85181.69
          74957.34
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.500000
          3704.68
          2847.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          403157.83
          194810.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.000000
          93511.16
          49245.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          117778.53
          66244.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          329333.33
          132642.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-03-01
          
          3.000000
          884133.33
          577768.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          4.000000
          97992.12
          49836.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          3.500000
          86755.01
          61128.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          2664198.30
          1507049.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.000000
          2555284.98
          1293691.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          408855.62
          243033.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.500000
          33601.31
          15845.43
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          4.000000
          2535979.15
          1856630.85
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.500000
          170993.41
          169082.77
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.500000
          429608.18
          434098.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          3.000000
          15506.41
          16246.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          2.000000
          8468.30
          8408.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          102887.47
          107546.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          4.500000
          1780645.67
          1271894.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-03-01
          
          4.000000
          1583333.33
          314158.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-10-01
          
          2.500000
          170202.76
          158550.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-11-01
          
          2.000000
          192630.99
          186096.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-01-01
          
          2.000000
          18761.30
          18640.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          2.500000
          50134.16
          51712.43
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-04-20
          
          3.500000
          221987.01
          78746.13
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2051-02-20
          
          2.000000
          6836671.01
          6881950.48
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-31
          
          2.500000
          56303.33
          60147.48
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-03-31
          
          2.125000
          212363.00
          224202.15
          U.S. Treasuries (including strips)
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0002
      37999998.10
      37999998.10
      0.0237
      N
      Y
      Y
      N
    
    
      BANK OF AMERICA, NATIONAL ASSOCIATION
      Joint Account III 0.010000%
      0000838440
      TPR03C109779224BAN
      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
          89765649.53
          32616666.67
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      31666665.09
      31666665.09
      0.0197
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES, INC.
      Joint Account III 0.010000%
      549300HN4UKV1E2R3U73
      TPR03C109779224BOF
      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
          26819898.02
          19570000.00
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      18999999.05
      18999999.05
      0.0118
      N
      Y
      Y
      N
    
    
      BANK OF NOVA SCOTIA (THE)
      Joint Account III 0.010000%
      L3I9ZG2KFGXZ61BMYR72
      0000009631
      TPR03C109779224THE
      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
          330.98
          91.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2032-09-01
          
          3.000000
          4982689.71
          1289601.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2033-08-01
          
          4.000000
          184108.23
          63064.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          3.500000
          1165400.21
          405386.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2028-05-01
          
          3.000000
          68.08
          19.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2040-07-01
          
          6.000000
          26523.81
          18060.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-05-01
          
          2.500000
          3594.74
          3723.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2042-09-01
          
          3.500000
          3116895.79
          780589.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-05-01
          
          4.000000
          134.58
          59.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          4.000000
          1177586.56
          929606.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-07-01
          
          3.500000
          808214.40
          452750.75
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-09-01
          
          3.500000
          446.56
          280.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.000000
          3774.67
          2367.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.000000
          604785.71
          263382.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          3.000000
          716359.85
          586789.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2034-11-01
          
          3.000000
          233906.09
          186985.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2035-01-01
          
          3.000000
          357231.03
          274749.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2036-04-01
          
          2.500000
          135876.47
          142107.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-11-01
          
          4.000000
          116972.42
          16395.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-03-01
          
          4.000000
          111857.43
          8110.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-11-01
          
          3.500000
          3657307.59
          961311.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          253333.33
          44433.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.500000
          1636866.15
          382568.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-09-01
          
          3.500000
          1117575.76
          204963.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          168312.32
          91900.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-04-01
          
          3.500000
          87537.94
          29101.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          4.000000
          2534902.35
          734675.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-07-01
          
          3.500000
          407942.22
          119869.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          4542348.56
          1228676.04
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          3.500000
          330092.19
          89643.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-11-01
          
          3.500000
          104161.17
          17515.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.500000
          901925.06
          372241.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-01-01
          
          3.500000
          320515.69
          111623.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-04-01
          
          4.000000
          14576.55
          7240.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-06-01
          
          3.500000
          127933.33
          60407.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          31666.67
          9839.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          749029.34
          194685.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          3.000000
          261358.81
          56088.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-07-01
          
          3.500000
          286224.42
          116551.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-06-01
          
          3.500000
          76281.64
          27544.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-09-01
          
          4.000000
          170693.21
          78036.48
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          66.06
          33.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-02-01
          
          3.500000
          95034.83
          47258.57
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          638816.23
          363590.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          956245.93
          525704.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.000000
          223168.43
          117841.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          3.500000
          253441.32
          191395.93
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          680471.64
          388077.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          937070.88
          641131.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          847976.59
          557649.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.000000
          546008.26
          292840.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          133882.49
          133003.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          166402.57
          97961.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          316666.67
          186422.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          3.500000
          139333.33
          69796.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-05-01
          
          4.000000
          843797.60
          465917.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          5.000000
          122609.60
          55719.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          5.000000
          111030.49
          66143.37
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          3.500000
          2631160.53
          1551915.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.500000
          65.55
          44.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          454694.64
          450600.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          83836.74
          80057.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-03-01
          
          2.000000
          354609.79
          359846.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-06-01
          
          2.000000
          63.33
          65.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          5.000000
          718224.32
          169148.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          5.000000
          332898.75
          97473.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-06-01
          
          4.500000
          641313.78
          443815.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          4.500000
          117313.60
          58816.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.000000
          541599.75
          272158.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          6923093.33
          3232308.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          63.84
          37.94
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          4446015.20
          2566524.75
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.500000
          7073111.57
          4582559.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          4.500000
          175802.19
          96981.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-05-01
          
          3.500000
          2064023.58
          1309633.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          3.000000
          64.85
          48.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          5.000000
          101811.25
          79977.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          5.000000
          676706.53
          491708.92
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.000000
          97.34
          80.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.000000
          3944750.80
          3718277.07
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          2.500000
          1741666.67
          1576070.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.000000
          6049399.87
          5637552.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          3635329.28
          3538797.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.500000
          1236278.83
          1123776.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          3.000000
          943332.33
          983020.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.000000
          298980.45
          299795.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          941254.93
          965894.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          3.000000
          2969420.00
          3071063.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          3.000000
          7389.48
          7636.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          3.000000
          675958.19
          715838.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          2.500000
          183662.61
          185257.16
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          2.500000
          635929.49
          651117.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          2.000000
          23260.43
          23393.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          3.500000
          1587818.73
          1702266.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-07-01
          
          6.500000
          200.51
          8.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-02-01
          
          5.000000
          64.41
          0.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.500000
          125.02
          34.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-01-01
          
          4.000000
          6054870.60
          607379.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-08-01
          
          3.500000
          266785.78
          109952.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-09-01
          
          3.500000
          323460.75
          74875.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          4.000000
          786011.76
          211423.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-10-01
          
          2.500000
          141601.93
          131907.37
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-03-01
          
          2.000000
          63.84
          63.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.500000
          2880427.55
          2985734.29
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-08-15
          
          1.625000
          2108373.00
          2151416.99
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-30
          
          0.125000
          1306870.67
          1307614.39
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-28
          
          0.500000
          1003314.00
          992921.89
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-04-30
          
          1.250000
          1986950.33
          1989837.57
          U.S. Treasuries (including strips)
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      63333330.16
      63333330.16
      0.0394
      N
      Y
      Y
      N
    
    
      Goldman Sachs Investor Fund - Money Market
      2021-06-07
      Peter W. Fortner
      Peter W. Fortner
      Assistant Treasurer
    
  





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