Form N-MFP2 GOLDMAN SACHS TRUST For: Oct 30

November 6, 2020 10:51 AM


  
    N-MFP2
    
      
        
          0000822977
          XXXXXXXX
        
      
      
      
    
  
  
    
      2020-10-30
      0000822977
      549300AT6GF2CKVD8535
      S000009259
      9
      N
      N
    
    
      033-17619
      
        Goldman Sachs Asset Management, L.P.
        801-37591
      
      
        PricewaterhouseCoopers LLP
        Boston
        MA
      
      
        Goldman Sachs Asset Management, L.P.
      
      
        The Bank of New York Mellon
      
      
        Goldman Sachs & Co. LLC
        0000734700
        084-01100
      
      N
      N
      N
      Prime
      N
      38
      38
      
        3447844543.42
        3321960928.37
        3027800987.26
        3062450525.61
        3455710535.61
      
      
        4355808298.59
        4233367826.80
        4107981242.01
        3859260957.65
        4446197142.16
      
      
        0.5907
        0.5949
        0.5723
        0.6278
        0.6536
      
      
        0.7463
        0.7581
        0.7764
        0.7911
        0.8409
      
      328480.18
      5195223104.03
      813960000.00
      91988258.76
      268655753.98
      5018884088.99
      5014384680.1300
      0.0000
      0.0015
      
        1.0010
        1.0009
        1.0009
        1.0009
        1.0009
      
    
    
      C000025295
      10000000.00
      4999700950.31
      4995219732.0300
      
        1.0010
        1.0009
        1.0009
        1.0009
        1.0009
      
      
        400320324.10
        571895251.96
      
      
        289244351.77
        537496050.44
      
      
        306433045.21
        423148934.07
      
      
        195704945.24
        586914490.21
      
      
        673898598.59
        495995031.32
      
      
        1662522118.33
        2206138930.80
      
      -0.0003
      Y
      For Institutional Shares the Investment Adviser waived $35,868 of Other Fees; and Goldman Sachs & Co. LLC waived $1 of Transfer Agency Fees.
    
    
      C000025296
      10000000.00
      3355987.35
      3353235.4700
      
        1.0009
        1.0009
        1.0009
        1.0008
        1.0008
      
      
        48.86
        413068.43
      
      
        0.00
        316229.74
      
      
        0.00
        20000.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        48.86
        336229.74
      
      -0.0008
      Y
      For Administration Shares the Investment Adviser waived $24 of Other Fees; and Goldman Sachs & Co. LLC waived $563 of Admin Fees.
    
    
      C000025297
      10000000.00
      2655.37
      2654.7100
      
        1.0005
        1.0004
        1.0004
        1.0003
        1.0002
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      -0.0012
      Y
      For Service Shares Goldman Sachs & Co. LLC waived $1 of Admin Fees.
    
    
      C000025298
      10000000.00
      1918829.00
      1917113.9600
      
        1.0010
        1.0009
        1.0009
        1.0009
        1.0009
      
      
        27.07
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        27.07
        0.00
      
      -0.0008
      Y
      For Preferred Shares the Investment Adviser waived $13 of Other Fees; and Goldman Sachs & Co. LLC waived $73 of Admin Fees.
    
    
      C000025299
      10000000.00
      2361283.07
      2359452.1600
      
        1.0009
        1.0008
        1.0008
        1.0008
        1.0008
      
      
        95.73
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        95.73
        0.00
      
      -0.0006
      Y
      For Select Shares the Investment Adviser waived $16 of Other Fees.
    
    
      C000025300
      10000000.00
      11541262.68
      11529371.2200
      
        1.0010
        1.0010
        1.0010
        1.0010
        1.0010
      
      
        152.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        152.00
        0.00
      
      -0.0008
      Y
      For Capital Shares the Investment Adviser waived $80 of Other Fees; and Goldman Sachs & Co. LLC waived $927 of Admin Fees.
    
    
      C000088816
      10000000.00
      1033.82
      1033.6400
      
        1.0005
        1.0004
        1.0003
        1.0002
        1.0002
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0002
      N
    
    
      C000088817
      10000000.00
      1048.84
      1048.5300
      
        1.0006
        1.0005
        1.0004
        1.0004
        1.0003
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0002
      N
    
    
      C000088818
      10000000.00
      1038.55
      1038.4100
      
        1.0004
        1.0003
        1.0003
        1.0002
        1.0001
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0002
      N
    
    
      AGRICULTURAL BANK OF CHINA LIMITED
      AGRICULTURAL BANK OF CHINA LIMITED 0.000000%
      00850UME1
      549300E7TSGLCOVSY746
      US00850UME19
      0001501437
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-14
      2020-12-14
      2020-12-14
      N
      N
      N
      0.0032
      14994093.75
      14994093.75
      0.0030
      N
      N
      N
      N
    
    
      ALASKA HOUSING FINANCE CORPORATION
      ALASKA HOUSING FINANCE CORPORATION 0.180000%
      011839NY9
      549300HJ8NOJNYW6ER36
      US011839NY90
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-07
      2020-11-07
      2047-12-01
      Y
      
        ALASKA HOUSING FINANCE CORPORATI
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
      
      N
      N
      0.0018
      18600000.00
      18600000.00
      0.0037
      N
      N
      Y
      N
    
    
      ALASKA HOUSING FINANCE CORPORATION
      ALASKA HOUSING FINANCE CORPORATION 0.150001%
      011839VW4
      549300HJ8NOJNYW6ER36
      US011839VW43
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-07
      2020-11-07
      2044-12-01
      Y
      
        ALASKA HOUSING FINANCE CORPORATI
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
      
      N
      N
      0.0015
      45800000.00
      45800000.00
      0.0091
      N
      N
      Y
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329WL66
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-06
      2020-11-06
      2020-11-06
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0009
      18567675.06
      18567675.06
      0.0037
      N
      N
      Y
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329WLD1
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-13
      2020-11-13
      2020-11-13
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0009
      16402425.90
      16402425.90
      0.0033
      N
      N
      N
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329WLR0
      US01329WLR06
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-25
      2020-11-25
      2020-11-25
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0011
      4403666.04
      4403666.04
      0.0009
      N
      N
      N
      N
    
    
      ALPINE SECURITIZATION LLC
      ALPINE SECURITIZATION LLC 0.000000%
      02088WL24
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      Y
      
        CREDIT SUISSE AG
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0012
      34999661.55
      34999661.55
      0.0070
      N
      Y
      Y
      N
    
    
      ANTALIS
      ANTALIS 0.000000%
      03664AL97
      549300G2LM2ZKZ0X4Y50
      US03664AL973
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-09
      2020-11-09
      2020-11-09
      N
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0016
      17999195.04
      17999195.04
      0.0036
      N
      N
      N
      N
    
    
      BANCO DEL ESTADO DE CHILE
      BANCO DEL ESTADO DE CHILE 0.250000%
      05971XUH2
      5493004R4EJC0W0XVQ72
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-06
      2020-11-06
      2020-11-06
      N
      N
      N
      0.0012
      11415288.34
      11415288.34
      0.0023
      N
      N
      Y
      N
    
    
      BANK OF CHINA LIMITED-HONG KONG BRANCH
      BANK OF CHINA LIMITED-HONG KONG BRANCH 0.000000%
      06119QM38
      549300OGSFI8KL1WUU09
      US06119QM383
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-03
      2020-12-03
      2020-12-03
      N
      N
      N
      0.0024
      17788051.24
      17788051.24
      0.0035
      N
      N
      N
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.150000%
      06367BWR6
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0008
      35000192.50
      35000192.50
      0.0070
      N
      Y
      Y
      N
    
    
      BARCLAYS US CCP FUNDING LLC
      BARCLAYS US CCP FUNDING LLC 0.000000%
      06742VH79
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      2020-11-04
      2020-11-04
      2020-11-04
      N
      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
        
      
      0.0016
      22066500.40
      22066500.40
      0.0044
      N
      N
      Y
      N
    
    
      BNG BANK N.V.
      BNG BANK N.V. 0.000000%
      09657RLD7
      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+
      
      2020-11-13
      2020-11-13
      2020-11-13
      N
      N
      N
      0.0011
      90996107.02
      90996107.02
      0.0181
      N
      N
      N
      N
    
    
      CNPC FINANCE (HK) LIMITED
      CNPC FINANCE (HK) LIMITED 0.000000%
      12623KL39
      3003002NJ625UNILOU94
      Financial Company Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-03
      2020-11-03
      2020-11-03
      N
      N
      N
      0.0022
      29999263.20
      29999263.20
      0.0060
      N
      N
      Y
      N
    
    
      CHEVRON CORPORATION
      CHEVRON CORPORATION 0.130000%
      13048TGT4
      US13048TGT43
      0000093410
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2035-11-01
      Y
      
        Chevron Corporation
        1.0000
        1
        N
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      10000000.00
      10000000.00
      0.0020
      N
      Y
      Y
      N
    
    
      CHINA CONSTRUCTION BANK CORPORATION
      CHINA CONSTRUCTION BANK CORPORATION 0.380000%
      16955AP36
      5493001KQW6DM7KEDR62
      0001445474
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-06
      2020-11-06
      2020-11-06
      N
      N
      N
      0.0013
      20000971.80
      20000971.80
      0.0040
      N
      N
      Y
      N
    
    
      COLUMBUS OHIO SEWERAGE SYSTEM (CITY OF)
      COLUMBUS OHIO SEWERAGE SYSTEM (CITY OF) 0.070001%
      199561FU0
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-06
      2020-11-06
      2032-06-01
      Y
      
        COLUMBUS OHIO SEWERAGE SYSTEM (C
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0007
      5000000.00
      5000000.00
      0.0010
      N
      N
      Y
      N
    
    
      CONNECTICUT HOUSING FINANCE AUTHORITY
      CONNECTICUT HOUSING FINANCE AUTHORITY 0.120000%
      20775CKN3
      5493003DXX0NRJKSH186
      US20775CKN38
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-06
      2020-11-06
      2046-11-15
      Y
      
        Landesbank Hessen-Thueringen Gir
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        LANDESBANK HESSEN-THUERINGEN GIR
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0012
      24570000.00
      24570000.00
      0.0049
      N
      N
      Y
      N
    
    
      CONNECTICUT HOUSING FINANCE AUTHORITY
      CONNECTICUT HOUSING FINANCE AUTHORITY 0.139999%
      20775CYA6
      5493003DXX0NRJKSH186
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-06
      2020-11-06
      2048-05-15
      Y
      
        Bank of America, National Associ
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        BANK OF AMERICA, NATIONAL ASSOCI
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0014
      9000000.00
      9000000.00
      0.0018
      N
      N
      Y
      N
    
    
      MIZUHO BANK, LTD.-LONDON BRANCH
      MIZUHO BANK, LTD.-LONDON BRANCH 0.000000%
      222838398
      549300IJV8X2BVHFN697
      XS2228383985
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-04
      2020-12-04
      2020-12-04
      N
      N
      N
      0.0020
      19996150.80
      19996150.80
      0.0040
      N
      N
      N
      N
    
    
      NORDEA BANK ABP
      NORDEA BANK ABP 0.080000%
      529900ODI3047E2LIV03
      0001002614
      223508632
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0008
      149999749.50
      149999749.50
      0.0299
      N
      Y
      Y
      N
    
    
      CREDIT INDUSTRIEL ET COMMERCIAL
      CREDIT INDUSTRIEL ET COMMERCIAL 0.100000%
      N4JDFKKH2FTD8RKFXO39
      0001274419
      223508634
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      100000000.00
      100000000.00
      0.0199
      N
      Y
      Y
      N
    
    
      DBS BANK LTD
      DBS BANK LTD 0.130000%
      ATUEL7OJR5057F2PV266
      0001031979
      223508925
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-06
      2020-11-06
      2020-11-06
      N
      N
      N
      0.0013
      60000349.80
      60000349.80
      0.0120
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.100000%
      R0MUWSFPU8MPRO8K5P83
      0001272025
      223508934
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0010
      75000000.00
      75000000.00
      0.0149
      N
      Y
      Y
      N
    
    
      DNB BANK ASA
      DNB BANK ASA 0.080000%
      549300GKFG0RYRRQ1414
      223509033
      Non-Negotiable Time Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0008
      24000000.00
      24000000.00
      0.0048
      N
      Y
      Y
      N
    
    
      CREDIT SUISSE AG-NEW YORK BRANCH
      CREDIT SUISSE AG-NEW YORK BRANCH 0.299999%
      22549LE92
      549300D0YARF5HYP1809
      US22549LE926
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-01
      2020-11-18
      2020-11-18
      N
      N
      N
      0.0013
      27002414.61
      27002414.61
      0.0054
      N
      N
      N
      N
    
    
      DEXIA CREDIT LOCAL
      DEXIA CREDIT LOCAL 0.000000%
      25215VLJ6
      F4G136OIPBYND1F41110
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-18
      2020-11-18
      2020-11-18
      N
      N
      N
      0.0010
      34998245.10
      34998245.10
      0.0070
      N
      N
      N
      N
    
    
      ERSTE ABWICKLUNGSANSTALT
      ERSTE ABWICKLUNGSANSTALT 0.000000%
      29604CLC4
      7TG4VWERK338227TR435
      US29604CLC46
      0001560283
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-12
      2020-11-12
      2020-11-12
      N
      N
      N
      0.0009
      19127412.96
      19127412.96
      0.0038
      N
      N
      N
      N
    
    
      FIRST ABU DHABI BANK P.J.S.C.
      FIRST ABU DHABI BANK P.J.S.C. 0.000000%
      31849HLD2
      2138002Y3WMK6RZS8H90
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-13
      2020-11-13
      2020-11-13
      N
      N
      N
      0.0009
      29998950.00
      29998950.00
      0.0060
      N
      N
      N
      N
    
    
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH 0.000000%
      45581BLW5
      US45581BLW53
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-30
      2020-11-30
      2020-11-30
      N
      N
      N
      0.0017
      38994257.25
      38994257.25
      0.0078
      N
      N
      N
      N
    
    
      LIME FUNDING LLC
      LIME FUNDING LLC 0.000000%
      53262QL51
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-05
      2020-11-05
      2020-11-05
      N
      Y
      
        SUMITOMO MITSUI TRUST BANK, LIMI
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0012
      12624747.50
      12624747.50
      0.0025
      N
      N
      Y
      N
    
    
      LIME FUNDING LLC
      LIME FUNDING LLC 0.000000%
      53262QLC6
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-12
      2020-11-12
      2020-11-12
      N
      Y
      
        SUMITOMO MITSUI TRUST BANK, LIMI
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0013
      16999220.38
      16999220.38
      0.0034
      N
      N
      N
      N
    
    
      LIME FUNDING LLC
      LIME FUNDING LLC 0.000000%
      53262QM27
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-02
      2020-12-02
      2020-12-02
      N
      Y
      
        SUMITOMO MITSUI TRUST BANK, LIMI
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0016
      11998272.96
      11998272.96
      0.0024
      N
      N
      N
      N
    
    
      HOWARD HUGHES MEDICAL INSTITUTE
      HOWARD HUGHES MEDICAL INSTITUTE 0.120000%
      545910AK7
      LO6J21CTB52FW2R3US61
      US545910AK74
      0000810386
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-06
      2020-11-06
      2038-02-15
      Y
      
        Howard Hughes Medical Institute
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0012
      4300000.00
      4300000.00
      0.0009
      N
      N
      Y
      N
    
    
      HOWARD HUGHES MEDICAL INSTITUTE
      HOWARD HUGHES MEDICAL INSTITUTE 0.150001%
      545910AP6
      LO6J21CTB52FW2R3US61
      US545910AP61
      0000810386
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-06
      2020-11-06
      2039-10-01
      Y
      
        Howard Hughes Medical Institute
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0015
      10000000.00
      10000000.00
      0.0020
      N
      N
      Y
      N
    
    
      COMMONWEALTH OF MASSACHUSETTS
      COMMONWEALTH OF MASSACHUSETTS 0.130000%
      575827R44
      5493001N1YCXNI1O7K10
      US575827R440
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-06
      2020-11-06
      2030-12-01
      Y
      
        CITIBANK, NATIONAL ASSOCIATION
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        CITIBANK, NATIONAL ASSOCIATION
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0013
      15000000.00
      15000000.00
      0.0030
      N
      N
      Y
      N
    
    
      TRUSTEES OF TUFTS COLLEGE
      TRUSTEES OF TUFTS COLLEGE 0.120000%
      57586CV36
      549300P8P46IPM1SBD64
      US57586CV366
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2040-08-15
      Y
      
        U.S. BANK NATIONAL ASSOCIATION
        1.0000
        1
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        U.S. BANK NATIONAL ASSOCIATION
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0012
      9100000.00
      9100000.00
      0.0018
      N
      Y
      Y
      N
    
    
      MUSEUM OF FINE ARTS
      MUSEUM OF FINE ARTS 0.130000%
      57586CV69
      549300XFBUSUKHHU1X54
      US57586CV697
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2037-12-01
      Y
      
        Bank of America, National Associ
        1.0000
        1
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        BANK OF AMERICA, NATIONAL ASSOCI
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0013
      13800000.00
      13800000.00
      0.0027
      N
      Y
      Y
      N
    
    
      MASS GENERAL BRIGHAM INCORPORATED
      MASS GENERAL BRIGHAM INCORPORATED 0.110001%
      57586EHU8
      5493007Z86EDN0QFYU66
      US57586EHU82
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-06
      2020-11-06
      2027-07-01
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0011
      150000.00
      150000.00
      0.0000
      N
      N
      Y
      N
    
    
      MATCHPOINT FINANCE PUBLIC LIMITED COMPANY
      MATCHPOINT FINANCE PUBLIC LIMITED COMPANY 0.000000%
      57666AL26
      635400YCKMVA7GIA6Q33
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      Y
      
        BNP Paribas
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0009
      19999848.40
      19999848.40
      0.0040
      N
      Y
      Y
      N
    
    
      MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND
      MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND 0.179999%
      59447TXC2
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-06
      2020-11-06
      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
      0.0018
      20000000.00
      20000000.00
      0.0040
      N
      N
      Y
      N
    
    
      CHEVRON CORPORATION
      CHEVRON CORPORATION 0.139999%
      60528AAS3
      US60528AAS33
      0000093410
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2030-12-01
      Y
      
        Chevron Corporation
        1.0000
        1
        N
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      10000000.00
      10000000.00
      0.0020
      N
      Y
      Y
      N
    
    
      CHEVRON CORPORATION
      CHEVRON CORPORATION 0.139999%
      60528ABL7
      US60528ABL70
      0000093410
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2030-12-01
      Y
      
        Chevron Corporation
        1.0000
        1
        N
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      3450000.00
      3450000.00
      0.0007
      N
      Y
      Y
      N
    
    
      CHEVRON CORPORATION
      CHEVRON CORPORATION 0.139999%
      60528ABV5
      US60528ABV52
      0000093410
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-06
      2020-11-06
      2030-12-01
      Y
      
        Chevron Corporation
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      11595000.00
      11595000.00
      0.0023
      N
      N
      Y
      N
    
    
      SSM HEALTH CARE CORPORATION
      SSM HEALTH CARE CORPORATION 0.130000%
      60637AFM9
      5493000QP6H63JFPC580
      US60637AFM99
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-06
      2020-11-06
      2044-06-01
      Y
      
        SSM HEALTH CARE CORPORATION
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0013
      15000000.00
      15000000.00
      0.0030
      N
      N
      Y
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION-SINGAPORE BRANCH
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION-SINGAPORE BRANCH 0.000000%
      60682YL93
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-09
      2020-11-09
      2020-11-09
      N
      N
      N
      0.0010
      29999208.30
      29999208.30
      0.0060
      N
      N
      N
      N
    
    
      MIZUHO BANK, LTD.-SINGAPORE BRANCH
      MIZUHO BANK, LTD.-SINGAPORE BRANCH 0.000000%
      60689PL95
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-09
      2020-11-09
      2020-11-09
      N
      N
      N
      0.0009
      24999375.00
      24999375.00
      0.0050
      N
      N
      N
      N
    
    
      INTERMOUNTAIN HEALTH CARE, INC.
      INTERMOUNTAIN HEALTH CARE, INC. 0.110001%
      626853CC7
      US626853CC79
      Variable Rate Demand Note
      Y
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-06
      2020-11-06
      2036-05-15
      Y
      
        INTERMOUNTAIN HEALTH CARE, INC.
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0011
      9100000.00
      9100000.00
      0.0018
      N
      N
      Y
      N
    
    
      NRW.BANK
      NRW.BANK 0.000000%
      62939LLL1
      52990002O5KK6XOGJ020
      US62939LLL17
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-20
      2020-11-20
      2020-11-20
      N
      N
      N
      0.0011
      33307804.20
      33307804.20
      0.0066
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LIMITED
      NATIONAL AUSTRALIA BANK LIMITED 0.379001%
      63254GMB8
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-05
      2020-11-05
      2020-11-05
      N
      N
      N
      0.0019
      40000355.20
      40000355.20
      0.0080
      N
      N
      Y
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.300000%
      63376DFH3
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-09
      2020-11-09
      2020-11-09
      N
      N
      N
      0.0016
      30001182.30
      30001182.30
      0.0060
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.300000%
      63376DFK6
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-16
      2020-11-16
      2020-11-16
      N
      N
      N
      0.0018
      40002340.00
      40002340.00
      0.0080
      N
      N
      N
      N
    
    
      NEDERLANDSE WATERSCHAPSBANK N.V.
      NEDERLANDSE WATERSCHAPSBANK N.V. 0.000000%
      63975UL34
      JLP5FSPH9WPSHY3NIM24
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-03
      2020-11-03
      2020-11-03
      N
      N
      N
      0.0010
      9999893.30
      9999893.30
      0.0020
      N
      N
      Y
      N
    
    
      NEDERLANDSE WATERSCHAPSBANK N.V.
      NEDERLANDSE WATERSCHAPSBANK N.V. 0.000000%
      63975ULD2
      JLP5FSPH9WPSHY3NIM24
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-13
      2020-11-13
      2020-11-13
      N
      N
      N
      0.0011
      59997456.60
      59997456.60
      0.0120
      N
      N
      N
      N
    
    
      NEDERLANDSE WATERSCHAPSBANK N.V.
      NEDERLANDSE WATERSCHAPSBANK N.V. 0.000000%
      63975ULP5
      JLP5FSPH9WPSHY3NIM24
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-23
      2020-11-23
      2020-11-23
      N
      N
      N
      0.0012
      19998413.40
      19998413.40
      0.0040
      N
      N
      N
      N
    
    
      PRESBYTERIAN HEALTHCARE SERVICES
      PRESBYTERIAN HEALTHCARE SERVICES 0.110001%
      647370JU0
      549300PILQ3W3CCH7D05
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-07
      2020-11-07
      2042-08-01
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0011
      35000000.00
      35000000.00
      0.0070
      N
      N
      Y
      N
    
    
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY 0.139999%
      64972F2H8
      549300Q2EHQ6RJPQKP05
      US64972F2H85
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2044-06-15
      Y
      
        Bank of America, National Associ
        1.0000
        1
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        BANK OF AMERICA, NATIONAL ASSOCI
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0014
      10000000.00
      10000000.00
      0.0020
      N
      Y
      Y
      N
    
    
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY 0.170000%
      64972GSC9
      549300Q2EHQ6RJPQKP05
      US64972GSC95
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-06
      2020-11-06
      2051-06-15
      Y
      
        INDUSTRIAL AND COMMERCIAL BANK O
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        INDUSTRIAL AND COMMERCIAL BANK O
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0017
      27045000.00
      27045000.00
      0.0054
      N
      N
      Y
      N
    
    
      NORDEA BANK ABP
      NORDEA BANK ABP 0.000000%
      65558JLP0
      529900ODI3047E2LIV03
      0001002614
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-23
      2020-11-23
      2020-11-23
      N
      N
      N
      0.0010
      39997333.20
      39997333.20
      0.0080
      N
      N
      N
      N
    
    
      NORINCHUKIN BANK (THE)
      NORINCHUKIN BANK (THE) 0.220000%
      65602VT63
      5493007VSMFZCPV1NB83
      0001496637
      Certificate of Deposit
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-06
      2020-11-06
      2020-11-06
      N
      N
      N
      0.0011
      20000427.60
      20000427.60
      0.0040
      N
      N
      Y
      N
    
    
      NORINCHUKIN BANK (THE)
      NORINCHUKIN BANK (THE) 0.210000%
      65602VW85
      5493007VSMFZCPV1NB83
      0001496637
      Certificate of Deposit
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-24
      2020-11-24
      2020-11-24
      N
      N
      N
      0.0013
      15350820.15
      15350820.15
      0.0031
      N
      N
      N
      N
    
    
      NORINCHUKIN BANK (THE)
      NORINCHUKIN BANK (THE) 0.200000%
      65602VY42
      5493007VSMFZCPV1NB83
      0001496637
      Certificate of Deposit
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-03
      2020-12-03
      2020-12-03
      N
      N
      N
      0.0014
      33001774.74
      33001774.74
      0.0066
      N
      N
      N
      N
    
    
      ORLANDO UTILITIES COMMISSION
      ORLANDO UTILITIES COMMISSION 0.139999%
      686507EA8
      549300EJR7JVMRXL5D66
      US686507EA81
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-06
      2020-11-06
      2033-10-01
      Y
      
        TD BANK, NATIONAL ASSOCIATION
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        TD BANK, NATIONAL ASSOCIATION
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0014
      18550000.00
      18550000.00
      0.0037
      N
      N
      Y
      N
    
    
      OVERSEA-CHINESE BANKING CORPORATION LIMITED
      OVERSEA-CHINESE BANKING CORPORATION LIMITED 0.000000%
      69034ALC4
      5493007O3QFXCPOGWK22
      0001448817
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-12
      2020-11-12
      2020-11-12
      N
      N
      N
      0.0010
      9999656.90
      9999656.90
      0.0020
      N
      N
      N
      N
    
    
      CHEVRON CORPORATION
      CHEVRON CORPORATION 0.139999%
      735222AH4
      US735222AH46
      0000093410
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2024-10-01
      Y
      
        Chevron Corporation
        1.0000
        1
        N
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      8200000.00
      8200000.00
      0.0016
      N
      Y
      Y
      N
    
    
      PORTLAND MAINE (CITY OF)...
      PORTLAND MAINE (CITY OF)... 0.160001%
      7365594Y8
      US7365594Y83
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-07
      2020-11-07
      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
        
      
      0.0016
      30400000.00
      30400000.00
      0.0061
      N
      N
      Y
      N
    
    
      PROVIDENCE ST. JOSEPH HEALTH
      PROVIDENCE ST. JOSEPH HEALTH 0.249998%
      743755AG5
      US743755AG53
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-07
      2020-11-07
      2042-10-01
      Y
      
        U.S. BANK NATIONAL ASSOCIATION
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        U.S. BANK NATIONAL ASSOCIATION
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0025
      59200000.00
      59200000.00
      0.0118
      N
      N
      Y
      N
    
    
      PROVIDENCE ST. JOSEPH HEALTH
      PROVIDENCE ST. JOSEPH HEALTH 0.150001%
      743756AA6
      US743756AA66
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-07
      2020-11-07
      2047-10-01
      Y
      
        MUFG BANK, LTD.-NEW YORK BRANCH
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        MUFG BANK, LTD.-NEW YORK BRANCH
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0015
      35950000.00
      35950000.00
      0.0072
      N
      N
      Y
      N
    
    
      REGENCY MARKETS NO. 1, LLC
      REGENCY MARKETS NO. 1, LLC 0.000000%
      7588R0L96
      US7588R0L960
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-09
      2020-11-09
      2020-11-09
      N
      N
      Y
      
        HSBC 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
        
      
      0.0012
      17999380.08
      17999380.08
      0.0036
      N
      N
      N
      N
    
    
      RIDGEFIELD FUNDING COMPANY, LLC
      RIDGEFIELD FUNDING COMPANY, LLC 0.000000%
      76582JL44
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-04
      2020-11-04
      2020-11-04
      N
      Y
      
        BNP Paribas
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0011
      49999264.00
      49999264.00
      0.0100
      N
      N
      Y
      N
    
    
      SOCIETE GENERALE
      SOCIETE GENERALE 0.000000%
      83369BLC8
      O2RNE8IBXP4R0TD8PU41
      US83369BLC80
      0000865845
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-12
      2020-11-12
      2020-11-12
      N
      N
      N
      0.0010
      12999539.93
      12999539.93
      0.0026
      N
      N
      N
      N
    
    
      STANDARD CHARTERED BANK-NEW YORK BRANCH
      STANDARD CHARTERED BANK-NEW YORK BRANCH 0.310000%
      85325V3Y4
      US85325V3Y45
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-01
      2020-11-16
      2020-11-16
      N
      N
      N
      0.0013
      20001694.20
      20001694.20
      0.0040
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORPORATION
      SUMITOMO MITSUI BANKING CORPORATION 0.200000%
      86565CNM7
      5U0XI89JRFVHWIBS4F54
      0001158084
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-04
      2020-11-04
      2020-11-04
      N
      N
      N
      0.0011
      40000516.40
      40000516.40
      0.0080
      N
      N
      Y
      N
    
    
      TEXAS HEALTH RESOURCES
      TEXAS HEALTH RESOURCES 0.120000%
      87638TCJ0
      54930008C10TUBW7Z611
      US87638TCJ07
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-06
      2020-11-06
      2033-11-15
      Y
      
        TEXAS HEALTH RESOURCES
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0012
      15000000.00
      15000000.00
      0.0030
      N
      N
      Y
      N
    
    
      STATE OF TEXAS
      STATE OF TEXAS 0.110001%
      882722Q53
      549300X9CH74QB747L76
      US882722Q534
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2020-11-06
      2020-11-06
      2042-06-01
      Y
      
        FEDERAL HOME LOAN BANK OF DALLAS
        1.0000
        7
        Y
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        FEDERAL HOME LOAN BANK OF DALLAS
        Liquidity/Partial C/E
        1.0000
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0011
      22735000.00
      22735000.00
      0.0045
      N
      N
      Y
      N
    
    
      STATE OF TEXAS
      STATE OF TEXAS 0.120000%
      882724LX3
      549300X9CH74QB747L76
      US882724LX38
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2020-11-06
      2020-11-06
      2050-06-01
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0012
      52000000.00
      52000000.00
      0.0104
      N
      N
      Y
      N
    
    
      TRIBOROUGH BRIDGE AND TUNNEL AUTHORITY
      TRIBOROUGH BRIDGE AND TUNNEL AUTHORITY 0.139999%
      89602RDR3
      54930020ZN4LQF7K3456
      US89602RDR30
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2033-01-01
      Y
      
        Bank of America, National Associ
        1.0000
        1
        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
      0.0014
      7500000.00
      7500000.00
      0.0015
      N
      Y
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      90376PAU5
      549300IDY55XMYWXSD28
      US90376PAU57
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-06
      2020-11-06
      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
      0.0014
      10000000.00
      10000000.00
      0.0020
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      90376PBA8
      549300IDY55XMYWXSD28
      US90376PBA84
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      2000000.00
      2000000.00
      0.0004
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      90376PBG5
      549300IDY55XMYWXSD28
      US90376PBG54
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      3000000.00
      3000000.00
      0.0006
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.150001%
      90376PBX8
      549300IDY55XMYWXSD28
      US90376PBX87
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-07
      2020-11-07
      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
      0.0015
      5500000.00
      5500000.00
      0.0011
      N
      N
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127962F5
      254900HROIFWPRGM1V77
      US9127962F58
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-25
      2021-03-25
      2021-03-25
      N
      N
      N
      0.0010
      60377207.46
      60377207.46
      0.0120
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127962Q1
      254900HROIFWPRGM1V77
      US9127962Q14
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-22
      2021-04-22
      2021-04-22
      N
      N
      N
      0.0010
      29985488.70
      29985488.70
      0.0060
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127962Z1
      254900HROIFWPRGM1V77
      US9127962Z13
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-12
      2020-11-12
      2020-11-12
      N
      N
      N
      0.0007
      237795210.71
      237795210.71
      0.0474
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963A5
      254900HROIFWPRGM1V77
      US9127963A52
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-19
      2020-11-19
      2020-11-19
      N
      N
      N
      0.0008
      117815548.76
      117815548.76
      0.0235
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963B3
      254900HROIFWPRGM1V77
      US9127963B36
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-27
      2020-11-27
      2020-11-27
      N
      N
      N
      0.0008
      94394591.82
      94394591.82
      0.0188
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963K3
      254900HROIFWPRGM1V77
      US9127963K35
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-17
      2020-12-17
      2020-12-17
      N
      N
      N
      0.0009
      27796959.24
      27796959.24
      0.0055
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963L1
      254900HROIFWPRGM1V77
      US9127963L18
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-24
      2020-12-24
      2020-12-24
      N
      N
      N
      0.0009
      245368983.89
      245368983.89
      0.0489
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963T4
      254900HROIFWPRGM1V77
      US9127963T44
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-07
      2021-01-07
      2021-01-07
      N
      N
      N
      0.0009
      70489013.99
      70489013.99
      0.0140
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963V9
      254900HROIFWPRGM1V77
      US9127963V99
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-21
      2021-01-21
      2021-01-21
      N
      N
      N
      0.0009
      4399154.23
      4399154.23
      0.0009
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963W7
      254900HROIFWPRGM1V77
      US9127963W72
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-04
      2021-02-04
      2021-02-04
      N
      N
      N
      0.0010
      5798522.68
      5798522.68
      0.0012
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964D8
      254900HROIFWPRGM1V77
      US9127964D82
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-18
      2021-02-18
      2021-02-18
      N
      N
      N
      0.0010
      33390297.30
      33390297.30
      0.0067
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964F3
      254900HROIFWPRGM1V77
      US9127964F31
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-04
      2021-03-04
      2021-03-04
      N
      N
      N
      0.0010
      8397082.18
      8397082.18
      0.0017
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964M8
      254900HROIFWPRGM1V77
      US9127964M81
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-11
      2021-03-11
      2021-03-11
      N
      N
      N
      0.0009
      29490142.58
      29490142.58
      0.0059
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964P1
      254900HROIFWPRGM1V77
      US9127964P13
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0010
      59876289.78
      59876289.78
      0.0119
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964Q9
      254900HROIFWPRGM1V77
      US9127964Q95
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-03
      2020-11-03
      2020-11-03
      N
      N
      N
      0.0006
      20899964.68
      20899964.68
      0.0042
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964R7
      254900HROIFWPRGM1V77
      US9127964R78
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-10
      2020-11-10
      2020-11-10
      N
      N
      N
      0.0006
      2099970.83
      2099970.83
      0.0004
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964T3
      254900HROIFWPRGM1V77
      US9127964T35
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-24
      2020-11-24
      2020-11-24
      N
      N
      N
      0.0008
      104700220.75
      104700220.75
      0.0209
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964U0
      254900HROIFWPRGM1V77
      US9127964U08
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0008
      34897680.55
      34897680.55
      0.0070
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964X4
      254900HROIFWPRGM1V77
      US9127964X47
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-08
      2021-04-08
      2021-04-08
      N
      N
      N
      0.0010
      61574142.78
      61574142.78
      0.0123
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964Z9
      254900HROIFWPRGM1V77
      US9127964Z94
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-29
      2021-04-29
      2021-04-29
      N
      N
      N
      0.0011
      13879618.64
      13879618.64
      0.0028
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127965B1
      254900HROIFWPRGM1V77
      US9127965B18
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-08
      2020-12-08
      2020-12-08
      N
      N
      N
      0.0009
      294974187.50
      294974187.50
      0.0588
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127965C9
      254900HROIFWPRGM1V77
      US9127965C90
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-15
      2020-12-15
      2020-12-15
      N
      N
      N
      0.0009
      18298142.00
      18298142.00
      0.0036
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127965F2
      254900HROIFWPRGM1V77
      US9127965F22
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-29
      2020-12-29
      2020-12-29
      N
      N
      N
      0.0009
      2559635.20
      2559635.20
      0.0005
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796A58
      254900HROIFWPRGM1V77
      US912796A585
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-05
      2021-01-05
      2021-01-05
      N
      N
      N
      0.0009
      12498000.00
      12498000.00
      0.0025
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796A66
      254900HROIFWPRGM1V77
      US912796A668
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-12
      2021-01-12
      2021-01-12
      N
      N
      N
      0.0009
      54790813.33
      54790813.33
      0.0109
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796A74
      254900HROIFWPRGM1V77
      US912796A742
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-19
      2021-01-19
      2021-01-19
      N
      N
      N
      0.0009
      49490883.59
      49490883.59
      0.0099
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796A82
      254900HROIFWPRGM1V77
      US912796A825
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-26
      2021-01-26
      2021-01-26
      N
      N
      N
      0.0014
      90670018.21
      90670018.21
      0.0181
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796B65
      254900HROIFWPRGM1V77
      US912796B658
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-02
      2021-02-02
      2021-02-02
      N
      N
      N
      0.0010
      9297742.15
      9297742.15
      0.0019
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796B81
      254900HROIFWPRGM1V77
      US912796B815
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-16
      2021-02-16
      2021-02-16
      N
      N
      N
      0.0010
      122465734.30
      122465734.30
      0.0244
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796B99
      254900HROIFWPRGM1V77
      US912796B997
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-23
      2021-02-23
      2021-02-23
      N
      N
      N
      0.0009
      1999416.16
      1999416.16
      0.0004
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C23
      254900HROIFWPRGM1V77
      US912796C235
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-02
      2021-03-02
      2021-03-02
      N
      N
      N
      0.0010
      73375533.58
      73375533.58
      0.0146
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C72
      254900HROIFWPRGM1V77
      US912796C722
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-09
      2021-03-09
      2021-03-09
      N
      N
      N
      0.0010
      54981761.45
      54981761.45
      0.0110
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C98
      254900HROIFWPRGM1V77
      US912796C987
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-23
      2021-03-23
      2021-03-23
      N
      N
      N
      0.0010
      59078010.07
      59078010.07
      0.0118
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796D22
      254900HROIFWPRGM1V77
      US912796D225
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-30
      2021-03-30
      2021-03-30
      N
      N
      N
      0.0011
      35984459.88
      35984459.88
      0.0072
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796D71
      254900HROIFWPRGM1V77
      US912796D712
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-06
      2021-04-06
      2021-04-06
      N
      N
      N
      0.0010
      84963638.70
      84963638.70
      0.0169
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796TP4
      254900HROIFWPRGM1V77
      US912796TP46
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-05
      2020-11-05
      2020-11-05
      N
      N
      N
      0.0007
      140654247.50
      140654247.50
      0.0280
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796TU3
      254900HROIFWPRGM1V77
      US912796TU31
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-03
      2020-12-03
      2020-12-03
      N
      N
      N
      0.0009
      10899202.23
      10899202.23
      0.0022
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796UC1
      254900HROIFWPRGM1V77
      US912796UC14
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-28
      2021-01-28
      2021-01-28
      N
      N
      N
      0.0010
      56487028.73
      56487028.73
      0.0113
      N
      Y
      Y
      N
    
    
      REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE)
      REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) 0.110001%
      91412GEX9
      RRR42I7GG51DB5HDQR14
      US91412GEX97
      0000315054
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-07
      2020-11-07
      2041-07-01
      Y
      
        REGENTS OF THE UNIVERSITY OF CAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0011
      35025000.00
      35025000.00
      0.0070
      N
      N
      Y
      N
    
    
      REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE)
      REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) 0.099999%
      91412GSK2
      RRR42I7GG51DB5HDQR14
      US91412GSK21
      0000315054
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2048-05-15
      Y
      
        REGENTS OF THE UNIVERSITY OF CAL
        1.0000
        1
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0010
      2300000.00
      2300000.00
      0.0005
      N
      Y
      Y
      N
    
    
      UNIVERSITY OF COLORADO HOSPITAL AUTHORITY
      UNIVERSITY OF COLORADO HOSPITAL AUTHORITY 0.110001%
      914183BQ0
      GQ60RLZ5ZEBY2J9KLI75
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-06
      2020-11-06
      2049-11-15
      Y
      
        UNIVERSITY OF COLORADO HOSPITAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0011
      25000000.00
      25000000.00
      0.0050
      N
      N
      Y
      N
    
    
      UNIVERSITY OF DELAWARE
      UNIVERSITY OF DELAWARE 0.130000%
      91425MDV6
      KPIOJCFMR70NWLS6O145
      Variable Rate Demand Note
      Y
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2037-11-01
      Y
      
        TD 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
      
        TD BANK, NATIONAL ASSOCIATION
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0013
      2000000.00
      2000000.00
      0.0004
      N
      Y
      Y
      N
    
    
      UNIVERSITY OF MICHIGAN
      UNIVERSITY OF MICHIGAN 0.110001%
      914455HD5
      US914455HD59
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2038-04-01
      Y
      
        WELLS FARGO BANK, NATIONAL ASSOC
        1.0000
        1
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        WELLS FARGO BANK, NATIONAL ASSOC
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0011
      13000000.00
      13000000.00
      0.0026
      N
      Y
      Y
      N
    
    
      EXXON MOBIL CORPORATION
      EXXON MOBIL CORPORATION 0.139999%
      919061BU4
      J3WHBG0MTS7O8ZVMDC91
      US919061BU42
      0000034088
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2025-10-01
      Y
      
        EXXON MOBIL CORPORATION
        1.0000
        1
        N
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      135000.00
      135000.00
      0.0000
      N
      Y
      Y
      N
    
    
      PROVIDENCE ST. JOSEPH HEALTH
      PROVIDENCE ST. JOSEPH HEALTH 0.139999%
      93978HGF6
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-06
      2020-11-06
      2042-10-01
      Y
      
        U.S. BANK NATIONAL ASSOCIATION
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        U.S. BANK NATIONAL ASSOCIATION
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0014
      17740000.00
      17740000.00
      0.0035
      N
      N
      Y
      N
    
    
      PROVIDENCE ST. JOSEPH HEALTH
      PROVIDENCE ST. JOSEPH HEALTH 0.139999%
      93978HGG4
      US93978HGG48
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-06
      2020-11-06
      2042-10-01
      Y
      
        U.S. BANK NATIONAL ASSOCIATION
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        U.S. BANK NATIONAL ASSOCIATION
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0014
      8550000.00
      8550000.00
      0.0017
      N
      N
      Y
      N
    
    
      ING FINANCIAL MARKETS LLC
      ING FINANCIAL MARKETS LLC 0.230000%
      KBVRJ5K57JZ3E2AVWX40
      0000877559
      TPR03878A779157ING
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          ADIENT US LLC
          213800SOTRCDGZUHL712
          
            2026-05-15
          
          7.000000
          653.00
          720.00
          Corporate Debt Securities
        
        
          Federative Republic of Brazil
          254900ZFY40OYEADAP90
          
            2028-01-13
          
          4.625000
          40044978.00
          43999281.00
          Other Instrument
          SOVEREIGN DEBT
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0023
      40000318.80
      40000318.80
      0.0080
      N
      Y
      Y
      N
    
    
      MIZUHO SECURITIES USA LLC
      MIZUHO SECURITIES USA LLC 0.380000%
      7TK5RJIZDFROZCA6XF66
      0000812291
      TPR03878C779157MIZ
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-04-30
          
          2.375000
          27417800.00
          30600060.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0038
      30000614.10
      30000614.10
      0.0060
      N
      Y
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.250000%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR03878F779157MUF
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          ARK Web x.0 ETF
          254900YDSBVXAK2IFF48
          
            2020-10-30
          
          0.00
          0.00
          8999991.00
          Equities
        
        
          BAUSCH HEALTH COMPANIES INC.
          B3BS7ACMDUWISF18KY76
          
            2020-10-30
          
          0.00
          0.00
          815540.00
          Equities
        
        
          THE COCA-COLA COMPANY
          UWJKFUJFZ02DKWI3RY53
          
            2020-10-30
          
          0.00
          0.00
          8999956.00
          Equities
        
        
          Dominion Energy, Inc.
          ILUL7B6Z54MRYCF6H308
          
            2020-10-30
          
          0.00
          0.00
          11090.00
          Equities
        
        
          DOW INC.
          5493003S21INSLK2IP73
          
            2020-10-30
          
          0.00
          0.00
          5452875.00
          Equities
        
        
          Farfetch Limited
          549300QFQ74Z0F96NS78
          
            2020-10-30
          
          0.00
          0.00
          8999994.00
          Equities
        
        
          F5 NETWORKS INCCOM
          
            2020-10-30
          
          0.00
          0.00
          1923408.00
          Equities
        
        
          First Trust Exchange-Traded Fund VII - First Trust Alternative Absolute Return Strategy ETF
          549300WHPXXR83TGJA80
          
            2020-10-30
          
          0.00
          0.00
          501980.00
          Equities
        
        
          FLUOR CORPORATION
          CQ7WZ4NOFWT7FAE6Q943
          
            2020-10-30
          
          0.00
          0.00
          51982.00
          Equities
        
        
          FOX CORPORATION
          549300DDU6FDRBIELS05
          
            2020-10-30
          
          0.00
          0.00
          726154.00
          Equities
        
        
          GORES HLDGS IV INC COM CL A
          
            2020-10-30
          
          0.00
          0.00
          1141632.00
          Equities
        
        
          GRAPHIC PACKAGING HLDG COCOM
          
            2020-10-30
          
          0.00
          0.00
          190762.00
          Equities
        
        
          GREAT LAKES DREDGE & DOCK CORPORATION
          549300H65E3MZ1CX0P05
          
            2020-10-30
          
          0.00
          0.00
          791889.00
          Equities
        
        
          HENNESSY CAP ACQUSTION CORP IV CL A COM
          
            2020-10-30
          
          0.00
          0.00
          1403904.00
          Equities
        
        
          iShares, Inc. - iShares Core MSCI Emerging Markets ETF
          5493007C24Z3ZDJ0VD06
          
            2020-10-30
          
          0.00
          0.00
          248906.00
          Equities
        
        
          KURA ONCOLOGY, INC.
          5493005QORQTZCZYOP39
          
            2020-10-30
          
          0.00
          0.00
          2776455.00
          Equities
        
        
          LGL SYS ACQUISITION CORP COM CL A
          
            2020-10-30
          
          0.00
          0.00
          1228358.00
          Equities
        
        
          MARATHON PETROLEUM CORPORATION
          3BNYRYQHD39K4LCKQF12
          
            2020-10-30
          
          0.00
          0.00
          6622251.00
          Equities
        
        
          MOHAWK INDUSTRIES, INC.
          549300JI1115MG3Q6322
          
            2020-10-30
          
          0.00
          0.00
          1674900.00
          Equities
        
        
          MONGODB, INC.
          549300TPTG69WKWE1Z37
          
            2020-10-30
          
          0.00
          0.00
          47138.00
          Equities
        
        
          OPEN LENDING CORPCOM CL A
          
            2020-10-30
          
          0.00
          0.00
          2610106.00
          Equities
        
        
          OSPREY TECHNLGY AQUISTION CORP COM CL A
          
            2020-10-30
          
          0.00
          0.00
          2703825.00
          Equities
        
        
          PACIFIC ETHANOL, INC.
          549300TI77MKE21DLE34
          
            2020-10-30
          
          0.00
          0.00
          674507.00
          Equities
        
        
          SPDR SERIES TRUST - SPDR(R) S&P Regional Banking(SM) ETF
          549300EFWJBKUN6WJX52
          
            2020-10-30
          
          0.00
          0.00
          1216200.00
          Equities
        
        
          SPDR SERIES TRUST - SPDR Bloomberg Barclays Short Term High Yield Bond ETF
          549300YI2V5ELVW58659
          
            2020-10-30
          
          0.00
          0.00
          2018104.00
          Equities
        
        
          THE SELECT SECTOR SPDR TRUST - The Energy Select Sector SPDR Fund
          54930064FLK0RD4TRU75
          
            2020-10-30
          
          0.00
          0.00
          554064.00
          Equities
        
        
          Tribune Publishing Company
          549300OYS3J30M2N5272
          
            2020-10-30
          
          0.00
          0.00
          362452.00
          Equities
        
        
          Deutsche Bank Aktiengesellschaft
          7LTWFZYICNSX8D621K86
          
            2020-10-30
          
          0.00
          0.00
          8999945.00
          Equities
        
        
          Establishment Labs Holdings Inc.
          549300BCBQ714JNJ7V58
          
            2020-10-30
          
          0.00
          0.00
          2338150.00
          Equities
        
        
          SOCIAL CAP HEDSPIA HLDG CO III COM CL A
          
            2020-10-30
          
          0.00
          0.00
          8999964.00
          Equities
        
        
          THUNDER BRDG ACQUISTION II LTD CL A SHS
          
            2020-10-30
          
          0.00
          0.00
          5555101.00
          Equities
        
        
          NXP Semiconductors N.V.
          724500M9BY5293JDF951
          
            2020-10-30
          
          0.00
          0.00
          8558421.00
          Equities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0025
      90000867.60
      90000867.60
      0.0179
      N
      Y
      Y
      N
    
    
      RBC CAPITAL MARKETS, LLC
      RBC CAPITAL MARKETS, LLC 0.180000%
      549300LCO2FLSSVFFR64
      0000050916
      TPR038793779157RBC
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2028-02-15
          
          4.100000
          4747000.00
          5499930.00
          Corporate Debt Securities
        
        
          ANGLO AMERICAN CAPITAL PLC
          TINT358G1SSHR3L3PW36
          
            2028-03-15
          
          4.500000
          3295000.00
          3764719.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2026-02-23
          
          3.250000
          13000.00
          14623.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2022-05-11
          
          2.300000
          15000.00
          15589.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2024-05-11
          
          2.850000
          7000.00
          7620.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2050-08-20
          
          2.400000
          95000.00
          93408.00
          Corporate Debt Securities
        
        
          AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
          JHE42UYNWWTJB8YTTU19
          
            2021-11-23
          
          1.126130
          250000.00
          252659.00
          Corporate Debt Securities
        
        
          BPCE
          9695005MSX1OYEMGDF46
          
            2022-05-31
          
          1.135880
          500000.00
          506139.00
          Corporate Debt Securities
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2024-07-23
          
          3.864000
          100000.00
          109558.00
          Corporate Debt Securities
        
        
          BANK OF MONTREAL
          NQQ6HPCNCCU6TUTQYE16
          
            2022-11-06
          
          2.550000
          30000.00
          31570.00
          Corporate Debt Securities
        
        
          BANK OF MONTREAL
          NQQ6HPCNCCU6TUTQYE16
          
            2021-04-13
          
          3.100000
          25000.00
          25359.00
          Corporate Debt Securities
        
        
          BANK OF MONTREAL
          NQQ6HPCNCCU6TUTQYE16
          
            2022-09-11
          
          2.350000
          490000.00
          510604.00
          Corporate Debt Securities
        
        
          BANK OF MONTREAL
          NQQ6HPCNCCU6TUTQYE16
          
            2024-06-28
          
          2.500000
          20000.00
          21383.00
          Corporate Debt Securities
        
        
          BANK OF MONTREAL
          NQQ6HPCNCCU6TUTQYE16
          
            2023-03-10
          
          0.768030
          33000.00
          33220.00
          Corporate Debt Securities
        
        
          The Bank Of New York Mellon Corporation
          WFLLPEPC7FZXENRZV188
          
            2022-08-23
          
          1.950000
          129000.00
          133370.00
          Corporate Debt Securities
        
        
          THE BANK OF NOVA SCOTIA
          L3I9ZG2KFGXZ61BMYR72
          
            2022-03-07
          
          2.700000
          65000.00
          67433.00
          Corporate Debt Securities
        
        
          THE BANK OF NOVA SCOTIA
          L3I9ZG2KFGXZ61BMYR72
          
            2021-04-26
          
          1.875000
          10000.00
          10081.00
          Corporate Debt Securities
        
        
          BARCLAYS BANK PLC
          G5GSEF7VJP5I7OUK5573
          
            2030-11-29
          
          0.604000
          35000.00
          29879.00
          Corporate Debt Securities
        
        
          BAYER US FINANCE II LLC
          529900XWNEXYNJ3X6T40
          
            2048-06-25
          
          4.875000
          4464000.00
          5424551.00
          Corporate Debt Securities
        
        
          Berkshire Hathaway Inc.
          5493000C01ZX7D35SD85
          
            2023-03-15
          
          2.750000
          12000.00
          12657.00
          Corporate Debt Securities
        
        
          Blackstone / GSO Secured Lending Fund
          549300KM7KWQHVBNH962
          
            2026-01-15
          
          3.625000
          1581092.00
          1569747.00
          Corporate Debt Securities
        
        
          BNP PARIBAS
          R0MUWSFPU8MPRO8K5P83
          
            2033-03-01
          
          4.375000
          800000.00
          894792.00
          Corporate Debt Securities
        
        
          BorgWarner Inc.
          549300DSFX2IE88NSX47
          
            2025-10-01
          
          5.000000
          4704518.00
          5487480.00
          Corporate Debt Securities
        
        
          Brighthouse Financial, Inc.
          5493003T8SZSHOGGAW52
          
            2030-05-15
          
          5.625000
          4531751.00
          5476083.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in right of the Province of British Columbia
          54930058TO7MEKUHWL16
          
            2026-01-15
          
          6.500000
          3000.00
          3900.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in right of the Province of British Columbia
          54930058TO7MEKUHWL16
          
            2022-10-23
          
          2.000000
          25000.00
          25842.00
          Corporate Debt Securities
        
        
          CANADIAN NATURAL RESOURCES LIMITED
          549300T15RIMIKZC5Q38
          
            2027-06-01
          
          3.850000
          800000.00
          859788.00
          Corporate Debt Securities
        
        
          CATERPILLAR FINANCIAL SERVICES CORPORATION
          EDBQKYOPJUCJKLOJDE72
          
            2022-02-26
          
          2.950000
          8000.00
          8317.00
          Corporate Debt Securities
        
        
          Chevron U.S.A. Inc.
          VA8TZDWPEZYU430RZ444
          
            2027-08-12
          
          1.018000
          5000.00
          4971.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2025-11-17
          
          3.326000
          5000.00
          5652.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2026-05-16
          
          2.954000
          5000.00
          5600.00
          Corporate Debt Securities
        
        
          CISCO SYSTEMS, INC.
          8E6NF1YAL0WT6CWXXV93
          
            2024-03-04
          
          3.625000
          3000.00
          3330.00
          Corporate Debt Securities
        
        
          CISCO SYSTEMS, INC.
          8E6NF1YAL0WT6CWXXV93
          
            2026-02-28
          
          2.950000
          9000.00
          10044.00
          Corporate Debt Securities
        
        
          Comcast Corporation
          51M0QTTNCGUN7KFCFZ59
          
            2052-08-15
          
          2.450000
          5814583.00
          5409618.00
          Corporate Debt Securities
        
        
          CONSTELLATION BRANDS, INC.
          5493005GKEG8QCVY7037
          
            2028-11-15
          
          4.650000
          4486000.00
          5499219.00
          Corporate Debt Securities
        
        
          DBS BANK LTD.
          ATUEL7OJR5057F2PV266
          
            2021-11-27
          
          3.300000
          641.00
          669.00
          Corporate Debt Securities
        
        
          JOHN DEERE CAPITAL CORPORATION
          E0KSF7PFQ210NWI8Z391
          
            2023-01-27
          
          2.800000
          101000.00
          107142.00
          Corporate Debt Securities
        
        
          JOHN DEERE CAPITAL CORPORATION
          E0KSF7PFQ210NWI8Z391
          
            2022-01-06
          
          2.650000
          269000.00
          278571.00
          Corporate Debt Securities
        
        
          JOHN DEERE CAPITAL CORPORATION
          E0KSF7PFQ210NWI8Z391
          
            2022-04-01
          
          2.950000
          37000.00
          38472.00
          Corporate Debt Securities
        
        
          JOHN DEERE CAPITAL CORPORATION
          E0KSF7PFQ210NWI8Z391
          
            2027-03-09
          
          1.750000
          2000.00
          2087.00
          Corporate Debt Securities
        
        
          THE WALT DISNEY COMPANY
          549300GZKULIZ0WOW665
          
            2030-03-22
          
          3.800000
          3920916.00
          4630175.00
          Corporate Debt Securities
        
        
          TWDC ENTERPRISES 18 CORP.
          7260JQNI6SCF9FIV2392
          
            2044-06-01
          
          4.125000
          2000.00
          2431.00
          Corporate Debt Securities
        
        
          ENEL Finance International N.V.
          0YQH6LCEF474UTUV4B96
          
            2027-05-25
          
          3.625000
          4853528.00
          5457538.00
          Corporate Debt Securities
        
        
          EQUINOR ASA
          OW6OFBNCKXC4US5C7523
          
            2049-11-18
          
          3.250000
          165000.00
          172088.00
          Corporate Debt Securities
        
        
          EXPEDIA GROUP INC
          
            2025-05-01
          
          6.250000
          4860538.00
          5500000.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2046-03-01
          
          4.114000
          200000.00
          232806.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2039-08-16
          
          2.995000
          30000.00
          31112.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2024-08-16
          
          2.019000
          120000.00
          126180.00
          Corporate Debt Securities
        
        
          GE CAPITAL FUNDING, LLC
          549300XAGH9TOLX5XM67
          
            2030-05-15
          
          4.400000
          4924300.00
          5500000.00
          Corporate Debt Securities
        
        
          Gilead Sciences, Inc.
          549300WTZWR07K8MNV44
          
            2035-09-01
          
          4.600000
          218000.00
          279971.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2024-07-08
          
          3.850000
          266000.00
          294735.00
          Corporate Debt Securities
        
        
          HYDRO-QUEBEC
          6THEVG93PYJH84S4D167
          
            2022-01-15
          
          8.400000
          558000.00
          623777.00
          Corporate Debt Securities
        
        
          HYUNDAI CAPITAL AMERICA
          549300RIPPWJB5Z0FK07
          
            2021-03-12
          
          1.069130
          30000.00
          30037.00
          Corporate Debt Securities
        
        
          Leidos, Inc.
          5493006I78VIN6J1BQ95
          
            2031-02-15
          
          2.300000
          4557556.00
          4529097.00
          Corporate Debt Securities
        
        
          Province of Manitoba
          5493003QILFOB3JRKE30
          
            2020-11-30
          
          2.050000
          92000.00
          92913.00
          Corporate Debt Securities
        
        
          MasterCard Incorporated
          AR5L2ODV9HN37376R084
          
            2049-06-01
          
          3.650000
          300000.00
          369806.00
          Corporate Debt Securities
        
        
          MasterCard Incorporated
          AR5L2ODV9HN37376R084
          
            2027-03-26
          
          3.300000
          22000.00
          25047.00
          Corporate Debt Securities
        
        
          MCDONALD'S CORPORATION
          UE2136O97NLB5BYP9H04
          
            2022-01-15
          
          2.625000
          2543000.00
          2633140.00
          Corporate Debt Securities
        
        
          MCDONALD'S CORPORATION
          UE2136O97NLB5BYP9H04
          
            2035-12-09
          
          4.700000
          2000.00
          2597.00
          Corporate Debt Securities
        
        
          MERCK & CO., INC.
          4YV9Y5M8S0BRK1RP0397
          
            2026-02-24
          
          0.750000
          3000.00
          3007.00
          Corporate Debt Securities
        
        
          MERCK & CO., INC.
          4YV9Y5M8S0BRK1RP0397
          
            2050-06-24
          
          2.450000
          195000.00
          195941.00
          Corporate Debt Securities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2023-12-15
          
          3.625000
          20000.00
          22151.00
          Corporate Debt Securities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2035-02-12
          
          3.500000
          437000.00
          537000.00
          Corporate Debt Securities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2025-11-03
          
          3.125000
          43000.00
          48536.00
          Corporate Debt Securities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2022-02-06
          
          2.400000
          5000.00
          5155.00
          Corporate Debt Securities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2060-06-01
          
          2.675000
          25000.00
          25666.00
          Corporate Debt Securities
        
        
          NXP BV/NXP FUNDING LLC
          
            2022-09-01
          
          3.875000
          5172000.00
          5499753.00
          Corporate Debt Securities
        
        
          NATIONWIDE BUILDING SOCIETY
          549300XFX12G42QIKN82
          
            2032-10-18
          
          4.125000
          690000.00
          740173.00
          Corporate Debt Securities
        
        
          NIKE, INC.
          787RXPR0UX0O0XUXPZ81
          
            2050-03-27
          
          3.375000
          300000.00
          346480.00
          Corporate Debt Securities
        
        
          Nissan Motor Acceptance Corporation
          7D6DIU2QXTUJRFNNJA49
          
            2022-01-13
          
          1.114130
          132000.00
          130982.00
          Corporate Debt Securities
        
        
          Nissan Motor Acceptance Corporation
          7D6DIU2QXTUJRFNNJA49
          
            2021-03-15
          
          0.770380
          500000.00
          498681.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in right of Ontario
          C7PVKCRGLG18EBQGZV36
          
            2024-05-16
          
          3.200000
          44000.00
          48786.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in right of Ontario
          C7PVKCRGLG18EBQGZV36
          
            2024-01-29
          
          3.050000
          5027975.00
          5500000.00
          Corporate Debt Securities
        
        
          OVERSEA-CHINESE BANKING CORPORATION LIMITED
          5493007O3QFXCPOGWK22
          
            2030-09-10
          
          1.832000
          78000.00
          78167.00
          Corporate Debt Securities
        
        
          PNC Bank, National Association
          AD6GFRVSDT01YPT1CS68
          
            2028-07-26
          
          4.050000
          190000.00
          223791.00
          Corporate Debt Securities
        
        
          PACIFIC GAS AND ELECTRIC COMPANY
          1HNPXZSMMB7HMBMVBS46
          
            2027-08-01
          
          2.100000
          3970768.00
          3893265.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2049-07-29
          
          3.375000
          350000.00
          407680.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2060-03-19
          
          3.875000
          55000.00
          69413.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2023-05-01
          
          0.750000
          11000.00
          11151.00
          Corporate Debt Securities
        
        
          Prudential Financial, Inc.
          5PRBRS5FEH7NREC8OR45
          
            2036-03-17
          
          5.900000
          500000.00
          661828.00
          Corporate Debt Securities
        
        
          Prudential Financial, Inc.
          5PRBRS5FEH7NREC8OR45
          
            2036-12-14
          
          5.700000
          1625000.00
          2343077.00
          Corporate Debt Securities
        
        
          Prudential Financial, Inc.
          5PRBRS5FEH7NREC8OR45
          
            2051-03-13
          
          3.700000
          185000.00
          206460.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2033-03-28
          
          3.000000
          10000.00
          10497.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2028-05-10
          
          3.000000
          5000.00
          5132.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2023-06-21
          
          0.977380
          60000.00
          60391.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2025-07-25
          
          0.00
          15000.00
          14725.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2031-08-18
          
          0.836000
          50000.00
          45619.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2034-02-28
          
          1.620000
          287000.00
          251296.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2034-05-30
          
          0.00
          63000.00
          59959.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2029-06-30
          
          0.00
          469000.00
          464293.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2034-07-31
          
          0.00
          521000.00
          481201.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2034-09-29
          
          0.00
          280000.00
          257863.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2034-11-28
          
          1.025000
          100000.00
          92761.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2025-01-30
          
          0.00
          50000.00
          49609.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2021-03-30
          
          0.970380
          205000.00
          205207.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2026-07-22
          
          2.000000
          25000.00
          25313.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2031-07-29
          
          2.550000
          250000.00
          251756.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2024-08-26
          
          1.750000
          5000.00
          4980.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2026-11-30
          
          2.250000
          5000.00
          5064.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2027-01-27
          
          2.750000
          52000.00
          53381.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2022-04-12
          
          0.970500
          25000.00
          25019.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2021-04-30
          
          0.464380
          50000.00
          50046.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2031-07-15
          
          3.000000
          1000.00
          1017.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2030-01-31
          
          2.250000
          9000.00
          8923.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2025-04-30
          
          2.000000
          5000.00
          4981.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2022-06-08
          
          1.000000
          31000.00
          31295.00
          Corporate Debt Securities
        
        
          RYDER SYSTEM, INC.
          ZXJ6Y2OSPZXIVGRILD15
          
            2021-11-15
          
          3.450000
          765000.00
          798754.00
          Corporate Debt Securities
        
        
          SERVICENOW, INC.
          549300HJTQM36M0E1G39
          
            2030-09-01
          
          1.400000
          4256377.00
          4128951.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2038-12-15
          
          6.375000
          8000.00
          12051.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2023-01-06
          
          2.250000
          20000.00
          20888.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2023-08-12
          
          3.400000
          140000.00
          152383.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2025-05-11
          
          3.250000
          7000.00
          7849.00
          Corporate Debt Securities
        
        
          TEXAS HEALTH RESOURCES
          54930008C10TUBW7Z611
          
            2055-11-15
          
          4.330000
          1790000.00
          2256091.00
          Corporate Debt Securities
        
        
          3M COMPANY
          LUZQVYP4VS22CLWDAR65
          
            2024-02-14
          
          3.250000
          25000.00
          27373.00
          Corporate Debt Securities
        
        
          THE TORONTO-DOMINION BANK
          PT3QB789TSUIDF371261
          
            2021-07-13
          
          1.800000
          68000.00
          69140.00
          Corporate Debt Securities
        
        
          THE TORONTO-DOMINION BANK
          PT3QB789TSUIDF371261
          
            2023-07-19
          
          3.500000
          115000.00
          125766.00
          Corporate Debt Securities
        
        
          Total Capital Canada
          5299005IX98ZZ9LSGK46
          
            2023-07-15
          
          2.750000
          100000.00
          106688.00
          Corporate Debt Securities
        
        
          Total Capital International SA
          549300U37G2I8G4RUG09
          
            2022-02-17
          
          2.875000
          85000.00
          88284.00
          Corporate Debt Securities
        
        
          Total Capital International SA
          549300U37G2I8G4RUG09
          
            2050-05-29
          
          3.127000
          150000.00
          153737.00
          Corporate Debt Securities
        
        
          Toyota Motor Corporation
          5493006W3QUS5LMH6R84
          
            2022-07-02
          
          2.157000
          52000.00
          53901.00
          Corporate Debt Securities
        
        
          TOYOTA MOTOR CREDIT CORPORATION
          Z2VZBHUMB7PWWJ63I008
          
            2022-01-12
          
          3.300000
          424000.00
          443351.00
          Corporate Debt Securities
        
        
          Verisk Analytics, Inc.
          549300I1YSWNIRKBWP67
          
            2050-05-15
          
          3.625000
          2993930.00
          3407799.00
          Corporate Debt Securities
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2027-04-15
          
          1.900000
          8000.00
          8466.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2023-06-26
          
          3.400000
          25000.00
          27201.00
          Corporate Debt Securities
        
        
          WELLS FARGO & COMPANY
          PBLD0EJDB5FWOLXP3B76
          
            2023-01-24
          
          1.324750
          5456000.00
          5498923.00
          Corporate Debt Securities
        
        
          WELLS FARGO & COMPANY
          PBLD0EJDB5FWOLXP3B76
          
            2021-01-22
          
          3.000000
          50000.00
          50690.00
          Corporate Debt Securities
        
        
          WELLS FARGO & COMPANY
          PBLD0EJDB5FWOLXP3B76
          
            2024-01-24
          
          3.750000
          2000.00
          2194.00
          Corporate Debt Securities
        
        
          WELLS FARGO & COMPANY
          PBLD0EJDB5FWOLXP3B76
          
            2027-06-17
          
          3.196000
          9000.00
          9916.00
          Corporate Debt Securities
        
        
          WESTPAC BANKING CORPORATION
          EN5TNI6CI43VEPAMHL14
          
            2024-02-26
          
          3.300000
          54000.00
          58845.00
          Corporate Debt Securities
        
        
          ONTARIO TEACHERS' FINANCE TRUST
          635400ZZE5J8OXXBBY26
          
            2030-09-27
          
          1.250000
          250000.00
          246692.00
          Corporate Debt Securities
        
        
          TSMC Global Ltd.
          549300N2ZLI21P85T117
          
            2025-09-28
          
          0.750000
          807304.00
          800641.00
          Corporate Debt Securities
        
        
          TSMC Global Ltd.
          549300N2ZLI21P85T117
          
            2027-09-28
          
          1.000000
          200000.00
          197080.00
          Corporate Debt Securities
        
      
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0018
      110000419.10
      110000419.10
      0.0219
      N
      Y
      Y
      N
    
    
      SCOTIA CAPITAL (USA) INC.
      SCOTIA CAPITAL (USA) INC. 0.330000%
      549300BLWPABP1VNME36
      0000064241
      TPR038794779157SCO
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2061-02-01
          
          3.500000
          11049.00
          10426.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2021-05-06
          
          2.850000
          1529000.00
          1570749.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2021-02-23
          
          2.250000
          618000.00
          623017.00
          Corporate Debt Securities
        
        
          Aruba Investments, Inc.
          549300CH22U9L3I13F89
          
            2023-02-15
          
          8.750000
          2085000.00
          2133433.00
          Corporate Debt Securities
        
        
          AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
          JHE42UYNWWTJB8YTTU19
          
            2022-11-21
          
          0.736880
          3.00
          3.00
          Corporate Debt Securities
        
        
          B.A.T CAPITAL CORPORATION
          2138005GYEXN7XRHFA84
          
            2028-03-25
          
          2.259000
          17.00
          17.00
          Corporate Debt Securities
        
        
          B.A.T CAPITAL CORPORATION
          2138005GYEXN7XRHFA84
          
            2031-03-25
          
          2.726000
          52874.00
          52719.00
          Corporate Debt Securities
        
        
          B.A.T CAPITAL CORPORATION
          2138005GYEXN7XRHFA84
          
            2050-09-25
          
          3.984000
          567623.00
          554717.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-09-15
          
          1.850000
          1889000.00
          1915262.00
          Corporate Debt Securities
        
        
          BMW US CAPITAL, LLC
          KK5MZM9DIXLXZL9DZL15
          
            2021-08-13
          
          3.400000
          1211662.00
          1248027.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2027-05-01
          
          5.040000
          1699664.00
          1918207.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2060-05-01
          
          5.930000
          2.00
          2.00
          Corporate Debt Securities
        
        
          BP CAPITAL MARKETS AMERICA INC.
          5493009NTB34VXE1T760
          
            2050-11-10
          
          2.772000
          19.00
          17.00
          Corporate Debt Securities
        
        
          CCO HLDGS LLC/CAP CORP
          
            2032-05-01
          
          4.500000
          20.00
          21.00
          Corporate Debt Securities
        
        
          CALUMET SPECIALTY PROD
          
            2023-04-15
          
          7.750000
          986000.00
          944814.00
          Corporate Debt Securities
        
        
          CALUMET SPECIALTY PROD
          
            2025-04-15
          
          11.000000
          171476.00
          164974.00
          Corporate Debt Securities
        
        
          Cincinnati Bell Inc.
          549300JYVZOCUJOHL272
          
            2025-10-15
          
          8.000000
          93.00
          99.00
          Corporate Debt Securities
        
        
          Chevron U.S.A. Inc.
          VA8TZDWPEZYU430RZ444
          
            2022-08-12
          
          0.333000
          989.00
          991.00
          Corporate Debt Securities
        
        
          CISCO SYSTEMS, INC.
          8E6NF1YAL0WT6CWXXV93
          
            2021-09-20
          
          1.850000
          12000.00
          12181.00
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK OF AUSTRALIA
          MSFSBD3QN1GSN7Q6C537
          
            2021-09-06
          
          2.000000
          78000.00
          79399.00
          Corporate Debt Securities
        
        
          CORECIVIC, INC.
          529900JFA3K6PTLT8B15
          
            2027-10-15
          
          4.750000
          761009.00
          614118.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-11-12
          
          2.100000
          608.00
          625.00
          Corporate Debt Securities
        
        
          Deutsche Bank Aktiengesellschaft
          7LTWFZYICNSX8D621K86
          
            2099-12-31
          
          7.500000
          1400000.00
          1443842.00
          Corporate Debt Securities
        
        
          THE WALT DISNEY COMPANY
          549300GZKULIZ0WOW665
          
            2051-01-13
          
          3.600000
          984490.00
          1114423.00
          Corporate Debt Securities
        
        
          EMBARQ CORP
          
            2036-06-01
          
          7.995000
          2000.00
          2403.00
          Corporate Debt Securities
        
        
          Enbridge Inc.
          98TPTUM4IVMFCZBCUR27
          
            2080-07-15
          
          5.750000
          26990.00
          28105.00
          Corporate Debt Securities
        
        
          EnLink Midstream Partners, LP
          88CPW63VL7KHJWS0NY83
          
            2047-06-01
          
          5.450000
          613.00
          403.00
          Corporate Debt Securities
        
        
          EXPEDIA GROUP INC
          
            2025-05-01
          
          7.000000
          172737.00
          190893.00
          Corporate Debt Securities
        
        
          First Quantum Minerals Ltd.
          549300I7UVBGWRYMYZ18
          
            2027-10-15
          
          6.875000
          2006860.00
          2020483.00
          Corporate Debt Securities
        
        
          FIVE POINT OP CO LP/FIVE
          
            2025-11-15
          
          7.875000
          1991799.00
          2063093.00
          Corporate Debt Securities
        
        
          FXI Holdings, Inc.
          549300VLKCUZW3MSVS50
          
            2026-11-15
          
          12.250000
          2025198.00
          2224975.00
          Corporate Debt Securities
        
        
          Gateway Casinos & Entertainment Limited
          549300JSKBQMMD1B3U44
          
            2024-03-01
          
          8.250000
          45000.00
          38183.00
          Corporate Debt Securities
        
        
          General Motors Financial Company, Inc.
          5493008B6JBRUJ90QL97
          
            2030-06-21
          
          3.600000
          584820.00
          622699.00
          Corporate Debt Securities
        
        
          GRAHAM PACKAGING/GPC CAP
          
            2028-08-15
          
          7.125000
          21898.00
          23311.00
          Corporate Debt Securities
        
        
          HECLA MINING COMPANY
          5493009Y6HOBZD1QD537
          
            2028-02-15
          
          7.250000
          6.00
          7.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2021-11-01
          
          1.850000
          521000.00
          533196.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2022-08-19
          
          0.483000
          436831.00
          437946.00
          Corporate Debt Securities
        
        
          ING BANK N.V.
          3TK20IVIUJ8J3ZU0QE75
          
            2021-06-09
          
          5.000000
          1146000.00
          1201550.00
          Corporate Debt Securities
        
        
          KFC HLD/PIZZA HUT/TACO
          
            2026-06-01
          
          5.250000
          32000.00
          33775.00
          Corporate Debt Securities
        
        
          L BRANDS, INC.
          GR3KVMWVCR54YWQNXU90
          
            2028-02-01
          
          5.250000
          2191600.00
          2184432.00
          Corporate Debt Securities
        
        
          L BRANDS, INC.
          GR3KVMWVCR54YWQNXU90
          
            2025-07-01
          
          9.375000
          196742.00
          236459.00
          Corporate Debt Securities
        
        
          MATTEL, INC.
          549300VELLG24KHTJ564
          
            2040-10-01
          
          6.200000
          1923000.00
          1999909.00
          Corporate Debt Securities
        
        
          H-FOOD HOLDNG/HEARTHSIDE
          
            2026-06-01
          
          8.500000
          58430.00
          60193.00
          Corporate Debt Securities
        
        
          MCDONALD'S CORPORATION
          UE2136O97NLB5BYP9H04
          
            2050-04-01
          
          4.200000
          1070490.00
          1302405.00
          Corporate Debt Securities
        
        
          NATIONAL AUSTRALIA BANK LIMITED
          F8SB4JFBSYQFRQEH3Z21
          
            2023-04-12
          
          0.824130
          190995.00
          192496.00
          Corporate Debt Securities
        
        
          New Residential Investment Corp.
          549300WNTHGEO5LP2G31
          
            2025-10-15
          
          6.250000
          1801.00
          1734.00
          Corporate Debt Securities
        
        
          NEWFIELD EXPLORATION COMPANY
          T8W3X1PFLPW2YE0UIP44
          
            2024-07-01
          
          5.625000
          507000.00
          496172.00
          Corporate Debt Securities
        
        
          Owl Rock Capital Corporation
          2549000BD79OOCPF2L94
          
            2026-01-15
          
          4.250000
          2.00
          2.00
          Corporate Debt Securities
        
        
          PNC Bank, National Association
          AD6GFRVSDT01YPT1CS68
          
            2023-02-24
          
          0.581130
          964164.00
          967116.00
          Corporate Debt Securities
        
        
          Peabody Energy Corporation
          EJCO258LNNVSKAR2JX59
          
            2022-03-31
          
          6.000000
          2200000.00
          1017500.00
          Corporate Debt Securities
        
        
          Peabody Energy Corporation
          EJCO258LNNVSKAR2JX59
          
            2025-03-31
          
          6.375000
          1015000.00
          309892.00
          Corporate Debt Securities
        
        
          PETROLEOS MEXICANOS
          549300CAZKPF4HKMPX17
          
            2027-09-15
          
          9.500000
          3913000.00
          4108239.00
          Other Instrument
          SOVEREIGN DEBT
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2022-08-17
          
          2.375000
          1925000.00
          2001434.00
          Corporate Debt Securities
        
        
          THE PROCTER & GAMBLE COMPANY
          2572IBTT8CCZW6AU4141
          
            2021-02-02
          
          1.850000
          2000.00
          2018.00
          Corporate Debt Securities
        
        
          RAYONIER A.M. PRODUCTS INC.
          549300ZGRDDK1QM6MM16
          
            2024-06-01
          
          5.500000
          111000.00
          78754.00
          Corporate Debt Securities
        
        
          Rite Aid Corporation
          529900W353T1JY1DKT44
          
            2027-02-15
          
          7.700000
          45000.00
          35826.00
          Corporate Debt Securities
        
        
          SBL HOLDINGS INC
          
            2025-05-13
          
          7.000000
          609480.00
          530231.00
          Corporate Debt Securities
        
        
          SANOFI
          549300E9PC51EN656011
          
            2021-03-29
          
          4.000000
          2000.00
          2038.00
          Corporate Debt Securities
        
        
          Seven & I Holdings Co. Ltd.
          52990037G8JRM3TWGY86
          
            2021-09-17
          
          3.350000
          231480.00
          237642.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-05-10
          
          1.875000
          90000.00
          91505.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2021-09-15
          
          1.700000
          250000.00
          253809.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2022-03-16
          
          2.700000
          430000.00
          445325.00
          Corporate Debt Securities
        
        
          DELTA AIR LINES/SKYMILES
          
            2028-10-20
          
          4.750000
          824350.00
          847714.00
          Corporate Debt Securities
        
        
          SOLERA LLC / SOLERA FINA
          
            2024-03-01
          
          10.500000
          1973000.00
          2082814.00
          Corporate Debt Securities
        
        
          SPECTRUM BRANDS, INC.
          549300VU3EH2E73C1Q04
          
            2024-12-15
          
          6.125000
          2000.00
          2091.00
          Corporate Debt Securities
        
        
          SUNOCO LP/FINANCE CORP
          
            2023-01-15
          
          4.875000
          2034149.00
          2073487.00
          Corporate Debt Securities
        
        
          T-MOBILE USA, INC.
          549300V2JRLO5DIFGE82
          
            2060-11-15
          
          3.600000
          214600.00
          210759.00
          Corporate Debt Securities
        
        
          TELESAT CANADA/TELESAT L
          
            2027-06-01
          
          4.875000
          658628.00
          683443.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2020-12-01
          
          2.450000
          1886000.00
          1905313.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2022-04-21
          
          1.750000
          2.00
          2.00
          Corporate Debt Securities
        
        
          U.S. BANK NATIONAL ASSOCIATION
          6BYL5QZYBDK8S7L73M02
          
            2022-01-21
          
          1.800000
          135050.00
          138106.00
          Corporate Debt Securities
        
        
          Varex Imaging Corporation
          549300CWYWPVCT8E9W67
          
            2027-10-15
          
          7.875000
          562.00
          576.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2021-06-23
          
          3.125000
          2000.00
          2059.00
          Corporate Debt Securities
        
        
          WELLS FARGO BANK, NATIONAL ASSOCIATION
          KB1H1DSPRFMYMCUFXT09
          
            2022-05-27
          
          2.897000
          25805.00
          26492.00
          Corporate Debt Securities
        
        
          TRANSURBAN FINANCE COMPANY PTY LTD
          54930081LPJMUMEA6E57
          
            2031-03-16
          
          2.450000
          153050.00
          156468.00
          Corporate Debt Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0033
      45000733.50
      45000733.50
      0.0090
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES, INC.
      BOFA SECURITIES, INC. 0.180000%
      549300HN4UKV1E2R3U73
      TPR0387A6779157BOF
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AG MORTGAGE INVESTMENT TRUST, INC.
          549300SNP0PBR2XTFR48
          
            2020-10-30
          
          0.00
          0.00
          784.00
          Equities
        
        
          ACTINIUM PHARMACEUTICALS, INC.
          549300LCY1NZSXCQDT45
          
            2020-10-30
          
          0.00
          0.00
          510.00
          Equities
        
        
          ACTINIUM PHARMACEUTICALS, INC.
          549300LCY1NZSXCQDT45
          
            2020-10-30
          
          0.00
          0.00
          523076.00
          Equities
        
        
          ACTINIUM PHARMACEUTICALS, INC.
          549300LCY1NZSXCQDT45
          
            2020-10-30
          
          0.00
          0.00
          198951.00
          Equities
        
        
          Adamas Pharmaceuticals Inc.
          529900JBG6S9MXH83I79
          
            2020-10-30
          
          0.00
          0.00
          102.00
          Equities
        
        
          Adamas Pharmaceuticals Inc.
          529900JBG6S9MXH83I79
          
            2020-10-30
          
          0.00
          0.00
          278292.00
          Equities
        
        
          Aemetis, Inc.
          254900DQF4U5U9W7AR72
          
            2020-10-30
          
          0.00
          0.00
          33261.00
          Equities
        
        
          EnerJex Resources, Inc.
          5493007TRVZ53BHRWE03
          
            2020-10-30
          
          0.00
          0.00
          14839.00
          Equities
        
        
          Hemispherx Biopharma, Inc.
          549300BYFRN3JS60MY33
          
            2020-10-30
          
          0.00
          0.00
          6600.00
          Equities
        
        
          Alexco Resource Corp.
          529900K3MN63IDNCWX87
          
            2020-10-30
          
          0.00
          0.00
          18480.00
          Equities
        
        
          Allied Healthcare Products, Inc.
          549300JCNCTXXAG8MR63
          
            2020-10-30
          
          0.00
          0.00
          18694.00
          Equities
        
        
          ALTISOURCE ASSET MGMT CORP COM
          
            2020-10-30
          
          0.00
          0.00
          235.00
          Equities
        
        
          ALTISOURCE ASSET MGMT CORP COM
          
            2020-10-30
          
          0.00
          0.00
          1598.00
          Equities
        
        
          ALTISOURCE ASSET MGMT CORP COM
          
            2020-10-30
          
          0.00
          0.00
          4700.00
          Equities
        
        
          AMERICA FIRST MULTIFAMILY INVESTORS, L.P.
          54930029TGND09JQHI13
          
            2020-10-30
          
          0.00
          0.00
          53.00
          Equities
        
        
          AMERICA FIRST MULTIFAMILY INVESTORS, L.P.
          54930029TGND09JQHI13
          
            2020-10-30
          
          0.00
          0.00
          133.00
          Equities
        
        
          AMERICAN VRTUAL CLOUD TECH INC COM
          
            2020-10-30
          
          0.00
          0.00
          27580.00
          Equities
        
        
          AMERISERV FINL INC COM
          
            2020-10-30
          
          0.00
          0.00
          25.00
          Equities
        
        
          AMERISERV FINL INC COM
          
            2020-10-30
          
          0.00
          0.00
          1713.00
          Equities
        
        
          AMREP CORP NEW COM
          
            2020-10-30
          
          0.00
          0.00
          4732.00
          Equities
        
        
          ITUS Corporation
          549300PW2C2QTAJL2D19
          
            2020-10-30
          
          0.00
          0.00
          3166.00
          Equities
        
        
          ANNOVIS BIO, INC.
          549300IFBVI51FN3NJ32
          
            2020-10-30
          
          0.00
          0.00
          10725.00
          Equities
        
        
          AQUABOUNTY TECHNOLOGIES, INC.
          549300TOJ0S836KCH094
          
            2020-10-30
          
          0.00
          0.00
          243715.00
          Equities
        
        
          Arbutus Biopharma Corporation
          25490064CESONAUIAS23
          
            2020-10-30
          
          0.00
          0.00
          1835.00
          Equities
        
        
          Arbutus Biopharma Corporation
          25490064CESONAUIAS23
          
            2020-10-30
          
          0.00
          0.00
          256521.00
          Equities
        
        
          ARCADIA BIOSCIENCES, INC.
          54930027ZPNA80B8O763
          
            2020-10-30
          
          0.00
          0.00
          30900.00
          Equities
        
        
          ARMATA PHARMACEUTICALS, INC.
          549300QM1VCWH8KT0S21
          
            2020-10-30
          
          0.00
          0.00
          4176.00
          Equities
        
        
          ARMATA PHARMACEUTICALS, INC.
          549300QM1VCWH8KT0S21
          
            2020-10-30
          
          0.00
          0.00
          5107.00
          Equities
        
        
          ARMSTRONG FLOORING, INC.
          549300GBU3OBQ2CBLJ59
          
            2020-10-30
          
          0.00
          0.00
          282.00
          Equities
        
        
          Arts-Way Manufacturing Co.,Inc.
          5493008146ZHRQG3XD36
          
            2020-10-30
          
          0.00
          0.00
          56863.00
          Equities
        
        
          ASTROTECH CORP COM NEW
          
            2020-10-30
          
          0.00
          0.00
          49044.00
          Equities
        
        
          ATLANTIC AMERN CORPCOM
          
            2020-10-30
          
          0.00
          0.00
          44.00
          Equities
        
        
          AUTOWEB INCCOM
          
            2020-10-30
          
          0.00
          0.00
          632.00
          Equities
        
        
          WPCS International Incorporated
          549300ZROJXF67RWGV49
          
            2020-10-30
          
          0.00
          0.00
          101612.00
          Equities
        
        
          BK TECHNOLOGIES CORPORATIONCOM
          
            2020-10-30
          
          0.00
          0.00
          12874.00
          Equities
        
        
          HALCON RESOURCES CORPORATION
          3XHTN2NNIMMPORDAMJ28
          
            2020-10-30
          
          0.00
          0.00
          48854.00
          Equities
        
        
          HALCON RESOURCES CORPORATION
          3XHTN2NNIMMPORDAMJ28
          
            2020-10-30
          
          0.00
          0.00
          1700.00
          Equities
        
        
          HALCON RESOURCES CORPORATION
          3XHTN2NNIMMPORDAMJ28
          
            2020-10-30
          
          0.00
          0.00
          13642.00
          Equities
        
        
          BENITEC BIOPHARMA INCCOM
          
            2020-10-30
          
          0.00
          0.00
          183.00
          Equities
        
        
          Berkshire Hathaway Inc.
          5493000C01ZX7D35SD85
          
            2020-10-30
          
          0.00
          0.00
          9999934.00
          Equities
        
        
          BIO-PATH HLDGS INC COM
          
            2020-10-30
          
          0.00
          0.00
          7843.00
          Equities
        
        
          Biocept, Inc.
          5493000MP9GU5S88NF42
          
            2020-10-30
          
          0.00
          0.00
          436.00
          Equities
        
        
          BIOMX INCCOM
          
            2020-10-30
          
          0.00
          0.00
          4919.00
          Equities
        
        
          Blue Apron Holdings, Inc.
          529900733NRUI9Y64J90
          
            2020-10-30
          
          0.00
          0.00
          36946.00
          Equities
        
        
          Blue Apron Holdings, Inc.
          529900733NRUI9Y64J90
          
            2020-10-30
          
          0.00
          0.00
          7727.00
          Equities
        
        
          Blue Apron Holdings, Inc.
          529900733NRUI9Y64J90
          
            2020-10-30
          
          0.00
          0.00
          183489.00
          Equities
        
        
          BONSO ELECTRS INTL INC COM PAR $0.003
          
            2020-10-30
          
          0.00
          0.00
          5974.00
          Equities
        
        
          BOWL AMER INCCL A
          
            2020-10-30
          
          0.00
          0.00
          92.00
          Equities
        
        
          BOWL AMER INCCL A
          
            2020-10-30
          
          0.00
          0.00
          9388.00
          Equities
        
        
          BOWL AMER INCCL A
          
            2020-10-30
          
          0.00
          0.00
          1620.00
          Equities
        
        
          Bridgeline Digital, Inc.
          5493007XAMAJ1KUXPN28
          
            2020-10-30
          
          0.00
          0.00
          5805.00
          Equities
        
        
          Bridgeline Digital, Inc.
          5493007XAMAJ1KUXPN28
          
            2020-10-30
          
          0.00
          0.00
          522.00
          Equities
        
        
          Bridgeline Digital, Inc.
          5493007XAMAJ1KUXPN28
          
            2020-10-30
          
          0.00
          0.00
          5979.00
          Equities
        
        
          CBDMD INCCOM
          
            2020-10-30
          
          0.00
          0.00
          48608.00
          Equities
        
        
          CKX LDS INCCOM
          
            2020-10-30
          
          0.00
          0.00
          4147.00
          Equities
        
        
          CPI Aerostructures, Inc.
          549300C471OFZGCOHS09
          
            2020-10-30
          
          0.00
          0.00
          178.00
          Equities
        
        
          CALLON PETROLEUM COMPANY
          549300EFOWPEB0WLZW21
          
            2020-10-30
          
          0.00
          0.00
          62607.00
          Equities
        
        
          CANCER GENETICS, INC.
          529900PK9IZ6P1W48153
          
            2020-10-30
          
          0.00
          0.00
          4177.00
          Equities
        
        
          CANCER GENETICS, INC.
          529900PK9IZ6P1W48153
          
            2020-10-30
          
          0.00
          0.00
          4177.00
          Equities
        
        
          Capstone Turbine Corporation
          54930065ZCHE9KQTEZ38
          
            2020-10-30
          
          0.00
          0.00
          7871.00
          Equities
        
        
          Capricor Therapeutics, Inc.
          5493002ZI5PDLXV4DX14
          
            2020-10-30
          
          0.00
          0.00
          616.00
          Equities
        
        
          Capricor Therapeutics, Inc.
          5493002ZI5PDLXV4DX14
          
            2020-10-30
          
          0.00
          0.00
          282880.00
          Equities
        
        
          CBAK ENERGY TECHNOLOGY INC COM
          
            2020-10-30
          
          0.00
          0.00
          20117.00
          Equities
        
        
          CHICAGO RIVET & MACH COCOM
          
            2020-10-30
          
          0.00
          0.00
          105.00
          Equities
        
        
          CHICAGO RIVET & MACH COCOM
          
            2020-10-30
          
          0.00
          0.00
          3734.00
          Equities
        
        
          CHICAGO RIVET & MACH COCOM
          
            2020-10-30
          
          0.00
          0.00
          8896.00
          Equities
        
        
          China Recycling Energy Corporation
          549300UTVWIHBTUTIY20
          
            2020-10-30
          
          0.00
          0.00
          12297.00
          Equities
        
        
          CHINA AUTOMOTIVE SYSTEMS, INC.
          52990059UORTCZ66JW45
          
            2020-10-30
          
          0.00
          0.00
          13122.00
          Equities
        
        
          CHINA AUTOMOTIVE SYSTEMS, INC.
          52990059UORTCZ66JW45
          
            2020-10-30
          
          0.00
          0.00
          2541.00
          Equities
        
        
          CHINA GREEN AGRICULTURE, INC.
          529900WHEQDLY5O81Q80
          
            2020-10-30
          
          0.00
          0.00
          2318.00
          Equities
        
        
          ClearSign Technologies Corporation
          529900KAAUSQWCW66J95
          
            2020-10-30
          
          0.00
          0.00
          59455.00
          Equities
        
        
          CLEVELAND BIOLABS INCCOM NEW
          
            2020-10-30
          
          0.00
          0.00
          268.00
          Equities
        
        
          COFFEE HOLDING CO., INC.
          549300FD5P29KIHQU051
          
            2020-10-30
          
          0.00
          0.00
          22462.00
          Equities
        
        
          COGENT BIOSCIENCES INC COM
          
            2020-10-30
          
          0.00
          0.00
          2585.00
          Equities
        
        
          COGENT BIOSCIENCES INC COM
          
            2020-10-30
          
          0.00
          0.00
          1454.00
          Equities
        
        
          COGENT BIOSCIENCES INC COM
          
            2020-10-30
          
          0.00
          0.00
          43668.00
          Equities
        
        
          COHEN & CO INC NEW COM
          
            2020-10-30
          
          0.00
          0.00
          2552.00
          Equities
        
        
          COHEN & CO INC NEW COM
          
            2020-10-30
          
          0.00
          0.00
          15272.00
          Equities
        
        
          Supertel Hospitality, Inc.
          549300298M8ZORSXAG74
          
            2020-10-30
          
          0.00
          0.00
          238.00
          Equities
        
        
          Supertel Hospitality, Inc.
          549300298M8ZORSXAG74
          
            2020-10-30
          
          0.00
          0.00
          232.00
          Equities
        
        
          Conifer Holdings, Inc.
          549300CVR7X0GTYVM324
          
            2020-10-30
          
          0.00
          0.00
          39.00
          Equities
        
        
          Conifer Holdings, Inc.
          549300CVR7X0GTYVM324
          
            2020-10-30
          
          0.00
          0.00
          3094.00
          Equities
        
        
          CNX Coal Resources LP
          549300HKQ3MCV666AJ88
          
            2020-10-30
          
          0.00
          0.00
          290.00
          Equities
        
        
          CNX Coal Resources LP
          549300HKQ3MCV666AJ88
          
            2020-10-30
          
          0.00
          0.00
          3222.00
          Equities
        
        
          CONSUMER PORTFOLIO SVCS INCCOM
          
            2020-10-30
          
          0.00
          0.00
          35663.00
          Equities
        
        
          CONTURA ENERGY INC COM
          
            2020-10-30
          
          0.00
          0.00
          116.00
          Equities
        
        
          CORE MOLDING TECHNOLOGIES, INC.
          549300ZY2MFRXCKVIJ28
          
            2020-10-30
          
          0.00
          0.00
          9711.00
          Equities
        
        
          CORE MOLDING TECHNOLOGIES, INC.
          549300ZY2MFRXCKVIJ28
          
            2020-10-30
          
          0.00
          0.00
          20040.00
          Equities
        
        
          CounterPath Corporation
          549300MSHK83KSD7BK48
          
            2020-10-30
          
          0.00
          0.00
          20117.00
          Equities
        
        
          CROSS TIMBERS RTY TR TR UNIT
          
            2020-10-30
          
          0.00
          0.00
          876.00
          Equities
        
        
          CROSS TIMBERS RTY TR TR UNIT
          
            2020-10-30
          
          0.00
          0.00
          3144.00
          Equities
        
        
          Cyclacel Pharmaceuticals, Inc.
          549300IE74IVYY7IL203
          
            2020-10-30
          
          0.00
          0.00
          87552.00
          Equities
        
        
          CYPRESS ENVIRONMENTAL PARTNERS, L.P.
          549300SKYQD2L183EN36
          
            2020-10-30
          
          0.00
          0.00
          1288.00
          Equities
        
        
          CYPRESS ENVIRONMENTAL PARTNERS, L.P.
          549300SKYQD2L183EN36
          
            2020-10-30
          
          0.00
          0.00
          500.00
          Equities
        
        
          Datasea Inc.
          549300P9H0IKFTYMF560
          
            2020-10-30
          
          0.00
          0.00
          718.00
          Equities
        
        
          DAXOR CORP COM
          
            2020-10-30
          
          0.00
          0.00
          15.00
          Equities
        
        
          DAXOR CORP COM
          
            2020-10-30
          
          0.00
          0.00
          745.00
          Equities
        
        
          DESWELL INDUSTRIES, INC.
          529900C4GZKVGSEF2O27
          
            2020-10-30
          
          0.00
          0.00
          1911.00
          Equities
        
        
          DIAMEDICA THERAPEUTICS INC COM NEW
          
            2020-10-30
          
          0.00
          0.00
          1086.00
          Equities
        
        
          DIGIRAD CORPORATION
          549300ZB8Z6KMJ4LVV61
          
            2020-10-30
          
          0.00
          0.00
          5160.00
          Equities
        
        
          DIGITAL ALLY, INC.
          529900DE18BKLSW12F89
          
            2020-10-30
          
          0.00
          0.00
          23836.00
          Equities
        
        
          DISCOVERY, INC.
          5493006ZCRFWKF6B1K26
          
            2020-10-30
          
          0.00
          0.00
          40744.00
          Equities
        
        
          DOCUMENT SEC SYS INC COM NEW
          
            2020-10-30
          
          0.00
          0.00
          73920.00
          Equities
        
        
          Ekso Bionics Holdings, Inc.
          549300KPH77IVQVN2I21
          
            2020-10-30
          
          0.00
          0.00
          43192.00
          Equities
        
        
          ELECTRO-SENSORS INCCOM
          
            2020-10-30
          
          0.00
          0.00
          34090.00
          Equities
        
        
          EMCORE Corp.
          529900B9OHDEWU534K08
          
            2020-10-30
          
          0.00
          0.00
          22796.00
          Equities
        
        
          EMPIRE STATE REALTY OP, L.P.
          549300JHBOF3KL3CI814
          
            2020-10-30
          
          0.00
          0.00
          436.00
          Equities
        
        
          EMPIRE STATE REALTY OP, L.P.
          549300JHBOF3KL3CI814
          
            2020-10-30
          
          0.00
          0.00
          49343.00
          Equities
        
        
          EMPIRE STATE REALTY OP, L.P.
          549300JHBOF3KL3CI814
          
            2020-10-30
          
          0.00
          0.00
          3403.00
          Equities
        
        
          EMPIRE STATE REALTY OP, L.P.
          549300JHBOF3KL3CI814
          
            2020-10-30
          
          0.00
          0.00
          16446.00
          Equities
        
        
          Energous Corporation
          549300IOI25451J8U493
          
            2020-10-30
          
          0.00
          0.00
          965698.00
          Equities
        
        
          ENLINK MIDSTREAM, LLC
          54930000GY1H533OBE23
          
            2020-10-30
          
          0.00
          0.00
          201.00
          Equities
        
        
          EPSILON ENERGY LTD COM
          
            2020-10-30
          
          0.00
          0.00
          1492.00
          Equities
        
        
          EPSILON ENERGY LTD COM
          
            2020-10-30
          
          0.00
          0.00
          306.00
          Equities
        
        
          ESPORTS ENTERTAINMENT GROUP, INC
          549300OQ4VBDLOB5RA47
          
            2020-10-30
          
          0.00
          0.00
          196.00
          Equities
        
        
          EVOKE PHARMA, INC.
          529900Q01Z5E3L6MZZ66
          
            2020-10-30
          
          0.00
          0.00
          98952.00
          Equities
        
        
          EXFO Inc.
          549300NZ7SG77DGFZD61
          
            2020-10-30
          
          0.00
          0.00
          14763.00
          Equities
        
        
          EXFO Inc.
          549300NZ7SG77DGFZD61
          
            2020-10-30
          
          0.00
          0.00
          1303.00
          Equities
        
        
          EYENOVIA INC COM
          
            2020-10-30
          
          0.00
          0.00
          109157.00
          Equities
        
        
          FTS International, Inc.
          549300LIZ1UTOOLOZV47
          
            2020-10-30
          
          0.00
          0.00
          11196.00
          Equities
        
        
          Flanigan's Enterprises, Inc.
          3SQB3XBDRJL87DZJOO94
          
            2020-10-30
          
          0.00
          0.00
          747.00
          Equities
        
        
          Flanigan's Enterprises, Inc.
          3SQB3XBDRJL87DZJOO94
          
            2020-10-30
          
          0.00
          0.00
          27257.00
          Equities
        
        
          FLEXIBLE SOLUTIONS INTL INCCOM
          
            2020-10-30
          
          0.00
          0.00
          3567.00
          Equities
        
        
          FLEXIBLE SOLUTIONS INTL INCCOM
          
            2020-10-30
          
          0.00
          0.00
          3567.00
          Equities
        
        
          FLEXIBLE SOLUTIONS INTL INCCOM
          
            2020-10-30
          
          0.00
          0.00
          58601.00
          Equities
        
        
          Fortuna Silver Mines Inc.
          5493003Q88RVK7CW4735
          
            2020-10-30
          
          0.00
          0.00
          4445213.00
          Equities
        
        
          FRANCESCA'S HOLDINGS CORPORATION
          52990022JNJNC13X1A28
          
            2020-10-30
          
          0.00
          0.00
          42412.00
          Equities
        
        
          FRIEDMAN INDS INCCOM
          
            2020-10-30
          
          0.00
          0.00
          2447.00
          Equities
        
        
          Full House Resorts, Inc.
          5493009DKIWW0H901Y82
          
            2020-10-30
          
          0.00
          0.00
          8672.00
          Equities
        
        
          SkyPeople Fruit Juice, Inc.
          549300ON6WZ5PWKH5626
          
            2020-10-30
          
          0.00
          0.00
          8888.00
          Equities
        
        
          GENOCEA BIOSCIENCES, INC.
          549300BRZWG25RBYA369
          
            2020-10-30
          
          0.00
          0.00
          11.00
          Equities
        
        
          GENOCEA BIOSCIENCES, INC.
          549300BRZWG25RBYA369
          
            2020-10-30
          
          0.00
          0.00
          190573.00
          Equities
        
        
          GEOVAX LABS, INC.
          549300KXK8Z4UZ4J7S86
          
            2020-10-30
          
          0.00
          0.00
          5220.00
          Equities
        
        
          GEOVAX LABS, INC.
          549300KXK8Z4UZ4J7S86
          
            2020-10-30
          
          0.00
          0.00
          4913.00
          Equities
        
        
          GEOVAX LABS, INC.
          549300KXK8Z4UZ4J7S86
          
            2020-10-30
          
          0.00
          0.00
          4913.00
          Equities
        
        
          GEOVAX LABS, INC.
          549300KXK8Z4UZ4J7S86
          
            2020-10-30
          
          0.00
          0.00
          508.00
          Equities
        
        
          Golden Star Resources Ltd.
          549300NSWNLPBZ2XTO69
          
            2020-10-30
          
          0.00
          0.00
          235799.00
          Equities
        
        
          THE GOLDFIELD CORPORATION
          529900JWVNR6IODRDW05
          
            2020-10-30
          
          0.00
          0.00
          39639.00
          Equities
        
        
          THE GOLDFIELD CORPORATION
          529900JWVNR6IODRDW05
          
            2020-10-30
          
          0.00
          0.00
          57940.00
          Equities
        
        
          Great Elm Capital Group, Inc.
          549300EGSCCDHJ89P871
          
            2020-10-30
          
          0.00
          0.00
          4872.00
          Equities
        
        
          Great Elm Capital Group, Inc.
          549300EGSCCDHJ89P871
          
            2020-10-30
          
          0.00
          0.00
          2117.00
          Equities
        
        
          HMG COURTLAND PPTYS INCCOM
          
            2020-10-30
          
          0.00
          0.00
          10833.00
          Equities
        
        
          HMG COURTLAND PPTYS INCCOM
          
            2020-10-30
          
          0.00
          0.00
          3590.00
          Equities
        
        
          HMG COURTLAND PPTYS INCCOM
          
            2020-10-30
          
          0.00
          0.00
          1455.00
          Equities
        
        
          Hallmark Financial Services, Inc.
          549300QVZIZ17RUE4C20
          
            2020-10-30
          
          0.00
          0.00
          177.00
          Equities
        
        
          ContraVir Pharmaceuticals, Inc.
          5493004WF12U6NOV8U20
          
            2020-10-30
          
          0.00
          0.00
          98917.00
          Equities
        
        
          HILTON WORLDWIDE HOLDINGS INC.
          549300HVGPK36ICB0B89
          
            2020-10-30
          
          0.00
          0.00
          8134276.00
          Equities
        
        
          HOUSTON WIRE & CABLE COCOM
          
            2020-10-30
          
          0.00
          0.00
          5526.00
          Equities
        
        
          HOUSTON WIRE & CABLE COCOM
          
            2020-10-30
          
          0.00
          0.00
          4988.00
          Equities
        
        
          Huttig Building Products, Inc.
          529900WAHH5LR9Z8UM75
          
            2020-10-30
          
          0.00
          0.00
          10496.00
          Equities
        
        
          Idera Pharmaceuticals, Inc.
          549300JLJLICQGQFXF87
          
            2020-10-30
          
          0.00
          0.00
          85618.00
          Equities
        
        
          INCOME OPPORTUNITY RLTY INVS I COM
          
            2020-10-30
          
          0.00
          0.00
          17419.00
          Equities
        
        
          INCOME OPPORTUNITY RLTY INVS I COM
          
            2020-10-30
          
          0.00
          0.00
          33493.00
          Equities
        
        
          INDEPENDENCE CONTRACT DRILLING COM
          
            2020-10-30
          
          0.00
          0.00
          3944.00
          Equities
        
        
          INNODATA INC.
          L9O7MPYIT56T6KBE0R95
          
            2020-10-30
          
          0.00
          0.00
          22698.00
          Equities
        
        
          INSPIRED ENTERTAINMENT, INC.
          549300ZUGYK6NBIU6D69
          
            2020-10-30
          
          0.00
          0.00
          2502.00
          Equities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2020-10-30
          
          0.00
          0.00
          5252310.00
          Equities
        
        
          INTERNATIONAL FLAVORS & FRAGRANCES INC.
          BZLRL03D3GPGMOGFO832
          
            2020-10-30
          
          0.00
          0.00
          9999913.00
          Equities
        
        
          Interpace Diagnostics Group, Inc.
          5493006LRJROHHZJM864
          
            2020-10-30
          
          0.00
          0.00
          3064.00
          Equities
        
        
          J. Alexander's Holdings, Inc.
          5493002L5CGILX8MQ965
          
            2020-10-30
          
          0.00
          0.00
          30975.00
          Equities
        
        
          JMP Group LLC
          549300RVM9B0BWD4MH68
          
            2020-10-30
          
          0.00
          0.00
          4090.00
          Equities
        
        
          JMP Group LLC
          549300RVM9B0BWD4MH68
          
            2020-10-30
          
          0.00
          0.00
          513.00
          Equities
        
        
          JAKKS Pacific, Inc.
          549300UEF3348JRXQ295
          
            2020-10-30
          
          0.00
          0.00
          79874.00
          Equities
        
        
          JERASH HLDGS US INCCOM
          
            2020-10-30
          
          0.00
          0.00
          10.00
          Equities
        
        
          JERASH HLDGS US INCCOM
          
            2020-10-30
          
          0.00
          0.00
          6264.00
          Equities
        
        
          JERASH HLDGS US INCCOM
          
            2020-10-30
          
          0.00
          0.00
          3466.00
          Equities
        
        
          KLX Energy Services Holdings, Inc.
          5493004D4S7MAO1H3U27
          
            2020-10-30
          
          0.00
          0.00
          79.00
          Equities
        
        
          GigCapital, Inc.
          549300Q16CZ1PDK9BL93
          
            2020-10-30
          
          0.00
          0.00
          17000.00
          Equities
        
        
          KIMBELL ROYALTY PARTNERS, LP
          5493007FC11POVYRB841
          
            2020-10-30
          
          0.00
          0.00
          25497.00
          Equities
        
        
          KINROSS GOLD CORPORATION
          549300UEBMAQDN0K0R06
          
            2020-10-30
          
          0.00
          0.00
          9999997.00
          Equities
        
        
          KIRKLAND LAKE GOLD LTD COM
          
            2020-10-30
          
          0.00
          0.00
          9999992.00
          Equities
        
        
          KOSS CORPCOM
          
            2020-10-30
          
          0.00
          0.00
          4.00
          Equities
        
        
          KOSS CORPCOM
          
            2020-10-30
          
          0.00
          0.00
          1092.00
          Equities
        
        
          KOSS CORPCOM
          
            2020-10-30
          
          0.00
          0.00
          2188.00
          Equities
        
        
          LGL SYS ACQUISITION CORP COM CL A
          
            2020-10-30
          
          0.00
          0.00
          27036.00
          Equities
        
        
          LGL SYS ACQUISITION CORP COM CL A
          
            2020-10-30
          
          0.00
          0.00
          868.00
          Equities
        
        
          LEAF GROUP LTD.
          529900E76PG58ENDMP24
          
            2020-10-30
          
          0.00
          0.00
          31203.00
          Equities
        
        
          LIGHTPATH TECHNOLOGIES INC COM CL A
          
            2020-10-30
          
          0.00
          0.00
          13431.00
          Equities
        
        
          LINCOLN EDUCATIONAL SERVICES CORPORATION
          549300BJ55KUY6RG7L98
          
            2020-10-30
          
          0.00
          0.00
          24.00
          Equities
        
        
          LINCOLN EDUCATIONAL SERVICES CORPORATION
          549300BJ55KUY6RG7L98
          
            2020-10-30
          
          0.00
          0.00
          277.00
          Equities
        
        
          LINCOLN EDUCATIONAL SERVICES CORPORATION
          549300BJ55KUY6RG7L98
          
            2020-10-30
          
          0.00
          0.00
          1915.00
          Equities
        
        
          Luby's, Inc.
          549300YE2CRT3VKXLG60
          
            2020-10-30
          
          0.00
          0.00
          81900.00
          Equities
        
        
          MDC Partners Inc.
          529900SR4J92B5C43M74
          
            2020-10-30
          
          0.00
          0.00
          84.00
          Equities
        
        
          MICT INC COM
          
            2020-10-30
          
          0.00
          0.00
          236.00
          Equities
        
        
          MV OIL TRTR UNITS
          
            2020-10-30
          
          0.00
          0.00
          2560.00
          Equities
        
        
          MANHATTAN BRDG CAP INC COM
          
            2020-10-30
          
          0.00
          0.00
          2449.00
          Equities
        
        
          Marathon Patent Group, Inc.
          549300M8ISKPTX2W7F94
          
            2020-10-30
          
          0.00
          0.00
          279300.00
          Equities
        
        
          Marin Software Inc.
          529900G58P3UFOACQI16
          
            2020-10-30
          
          0.00
          0.00
          4454.00
          Equities
        
        
          MARINE PETE TR UNIT BEN INT
          
            2020-10-30
          
          0.00
          0.00
          12546.00
          Equities
        
        
          MEDALLION FINANCIAL CORP.
          549300FJ4FMGJ2C34Y48
          
            2020-10-30
          
          0.00
          0.00
          2497.00
          Equities
        
        
          MIND TECHNOLOGY INCCOM
          
            2020-10-30
          
          0.00
          0.00
          16061.00
          Equities
        
        
          Monaker Group, Inc.
          5493007WOZ7DXCC1JP68
          
            2020-10-30
          
          0.00
          0.00
          37.00
          Equities
        
        
          Monaker Group, Inc.
          5493007WOZ7DXCC1JP68
          
            2020-10-30
          
          0.00
          0.00
          432.00
          Equities
        
        
          MOOG INC.
          549300WM2I4U7OBAHG07
          
            2020-10-30
          
          0.00
          0.00
          3130.00
          Equities
        
        
          MOOG INC.
          549300WM2I4U7OBAHG07
          
            2020-10-30
          
          0.00
          0.00
          11671.00
          Equities
        
        
          Myomo, Inc.
          549300G63SSKC2EGLN41
          
            2020-10-30
          
          0.00
          0.00
          30536.00
          Equities
        
        
          NGL Energy Partners LP
          5299005YSRP46BE8Z459
          
            2020-10-30
          
          0.00
          0.00
          45315.00
          Equities
        
        
          NGL Energy Partners LP
          5299005YSRP46BE8Z459
          
            2020-10-30
          
          0.00
          0.00
          216932.00
          Equities
        
        
          NanoViricides, Inc.
          5493003CK9Y2H0OORR73
          
            2020-10-30
          
          0.00
          0.00
          13890.00
          Equities
        
        
          NATURAL GAS SERVICES GROUP COM
          
            2020-10-30
          
          0.00
          0.00
          196809.00
          Equities
        
        
          NAVIDEA BIOPHARMACEUTICALS, INC.
          549300HXUMV6VNCPEE05
          
            2020-10-30
          
          0.00
          0.00
          5.00
          Equities
        
        
          NETWORK-1 TECHNOLOGIES, INC.
          529900GYEMDKBILURW28
          
            2020-10-30
          
          0.00
          0.00
          4280.00
          Equities
        
        
          NEW ENGLAND RLTY ASSOC LTD PAR DEPOSITRY RCPT
          
            2020-10-30
          
          0.00
          0.00
          11351.00
          Equities
        
        
          NEW ENGLAND RLTY ASSOC LTD PAR DEPOSITRY RCPT
          
            2020-10-30
          
          0.00
          0.00
          125051.00
          Equities
        
        
          New Gold Inc.
          5493005G0GNCHP0H6L96
          
            2020-10-30
          
          0.00
          0.00
          4131048.00
          Equities
        
        
          New Gold Inc.
          5493005G0GNCHP0H6L96
          
            2020-10-30
          
          0.00
          0.00
          130828.00
          Equities
        
        
          NEXTERA ENERGY INC COM
          
            2020-10-30
          
          0.00
          0.00
          9999935.00
          Equities
        
        
          NORTECH SYS INCCOM
          
            2020-10-30
          
          0.00
          0.00
          4640.00
          Equities
        
        
          NORTECH SYS INCCOM
          
            2020-10-30
          
          0.00
          0.00
          2038.00
          Equities
        
        
          NORTECH SYS INCCOM
          
            2020-10-30
          
          0.00
          0.00
          2038.00
          Equities
        
        
          NORTH EUROPEAN OIL RTY TRSH BEN INT
          
            2020-10-30
          
          0.00
          0.00
          3542.00
          Equities
        
        
          NORTH EUROPEAN OIL RTY TRSH BEN INT
          
            2020-10-30
          
          0.00
          0.00
          12338.00
          Equities
        
        
          Nvidia Corporation
          549300S4KLFTLO7GSQ80
          
            2020-10-30
          
          0.00
          0.00
          9999827.00
          Equities
        
        
          OLB GROUP INCCOM
          
            2020-10-30
          
          0.00
          0.00
          351.00
          Equities
        
        
          Nuverra Environmental Solutions, Inc.
          54930020KUQC33JLQV12
          
            2020-10-30
          
          0.00
          0.00
          1025.00
          Equities
        
        
          Nuverra Environmental Solutions, Inc.
          54930020KUQC33JLQV12
          
            2020-10-30
          
          0.00
          0.00
          705.00
          Equities
        
        
          Nuverra Environmental Solutions, Inc.
          54930020KUQC33JLQV12
          
            2020-10-30
          
          0.00
          0.00
          1013.00
          Equities
        
        
          Glowpoint Inc.
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            2020-10-30
          
          0.00
          0.00
          108.00
          Equities
        
        
          ONCOSEC MEDICAL INCORPORATED
          529900NA4JNULYG7UU40
          
            2020-10-30
          
          0.00
          0.00
          98431.00
          Equities
        
        
          ONCOSEC MEDICAL INCORPORATED
          529900NA4JNULYG7UU40
          
            2020-10-30
          
          0.00
          0.00
          287.00
          Equities
        
        
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            2020-10-30
          
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          0.00
          2812.00
          Equities
        
        
          OpGen, Inc.
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            2020-10-30
          
          0.00
          0.00
          88128.00
          Equities
        
        
          OPTICAL CABLE CORPORATION
          529900VDFC1HM862HG67
          
            2020-10-30
          
          0.00
          0.00
          832.00
          Equities
        
        
          OPTIMUMBANK HLDGS INCCOM
          
            2020-10-30
          
          0.00
          0.00
          751.00
          Equities
        
        
          OPTIMUMBANK HLDGS INCCOM
          
            2020-10-30
          
          0.00
          0.00
          7795.00
          Equities
        
        
          OPTIMUMBANK HLDGS INCCOM
          
            2020-10-30
          
          0.00
          0.00
          7965.00
          Equities
        
        
          Oramed Pharmaceuticals Inc.
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            2020-10-30
          
          0.00
          0.00
          2074.00
          Equities
        
        
          Orion Group Holdings, Inc.
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            2020-10-30
          
          0.00
          0.00
          266.00
          Equities
        
        
          Otonomy, Inc.
          549300DNCEGUZLZ8SP61
          
            2020-10-30
          
          0.00
          0.00
          228.00
          Equities
        
        
          Otonomy, Inc.
          549300DNCEGUZLZ8SP61
          
            2020-10-30
          
          0.00
          0.00
          14889.00
          Equities
        
        
          P & F INDS INC CL A NEW
          
            2020-10-30
          
          0.00
          0.00
          194.00
          Equities
        
        
          PACIFIC MERCANTILE BANCORP COM
          
            2020-10-30
          
          0.00
          0.00
          31311.00
          Equities
        
        
          Party City Holdco Inc.
          549300BUAG9YASF5Q703
          
            2020-10-30
          
          0.00
          0.00
          717601.00
          Equities
        
        
          PDS BIOTECHNOLOGY CORPORATION
          5493002KU8ACFTSMC935
          
            2020-10-30
          
          0.00
          0.00
          289.00
          Equities
        
        
          PERMIAN BASIN RTY TR UNIT BEN INT
          
            2020-10-30
          
          0.00
          0.00
          3447.00
          Equities
        
        
          PIONEER PWR SOLUTIONS INCCOM NEW
          
            2020-10-30
          
          0.00
          0.00
          12.00
          Equities
        
        
          PIONEER PWR SOLUTIONS INCCOM NEW
          
            2020-10-30
          
          0.00
          0.00
          141120.00
          Equities
        
        
          Cytori Therapeutics, Inc.
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            2020-10-30
          
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          0.00
          34.00
          Equities
        
        
          Cytori Therapeutics, Inc.
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            2020-10-30
          
          0.00
          0.00
          2900.00
          Equities
        
        
          Cytori Therapeutics, Inc.
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            2020-10-30
          
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          2961.00
          Equities
        
        
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            2020-10-30
          
          0.00
          0.00
          35520.00
          Equities
        
        
          Power REIT
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            2020-10-30
          
          0.00
          0.00
          23.00
          Equities
        
        
          PRECIPIO, INC.
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            2020-10-30
          
          0.00
          0.00
          19412.00
          Equities
        
        
          Protalix BioTherapeutics, Inc.
          549300SDVB3GP4XDFM60
          
            2020-10-30
          
          0.00
          0.00
          6700.00
          Equities
        
        
          Ritter Pharmaceuticals, Inc.
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            2020-10-30
          
          0.00
          0.00
          25884.00
          Equities
        
        
          Ramaco Resources, Inc.
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            2020-10-30
          
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          0.00
          6.00
          Equities
        
        
          Ramaco Resources, Inc.
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            2020-10-30
          
          0.00
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          9870.00
          Equities
        
        
          Ranger Energy Services, Inc.
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            2020-10-30
          
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          1598.00
          Equities
        
        
          Ranger Energy Services, Inc.
          549300J7RIVGVAN0RE23
          
            2020-10-30
          
          0.00
          0.00
          2100.00
          Equities
        
        
          Rexahn Pharmaceuticals, Inc.
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            2020-10-30
          
          0.00
          0.00
          13.00
          Equities
        
        
          Rexahn Pharmaceuticals, Inc.
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            2020-10-30
          
          0.00
          0.00
          656.00
          Equities
        
        
          Rexahn Pharmaceuticals, Inc.
          529900C85NBMQFSETD92
          
            2020-10-30
          
          0.00
          0.00
          656.00
          Equities
        
        
          RICHARDSON ELECTRS LTD COM
          
            2020-10-30
          
          0.00
          0.00
          840.00
          Equities
        
        
          RICHARDSON ELECTRS LTD COM
          
            2020-10-30
          
          0.00
          0.00
          12508.00
          Equities
        
        
          RIOT BLOCKCHAIN INCCOM
          
            2020-10-30
          
          0.00
          0.00
          505698.00
          Equities
        
        
          Rocky Mountain Chocolate Factory, Inc.
          549300D6ZL62HPKRUC81
          
            2020-10-30
          
          0.00
          0.00
          95.00
          Equities
        
        
          Rocky Mountain Chocolate Factory, Inc.
          549300D6ZL62HPKRUC81
          
            2020-10-30
          
          0.00
          0.00
          419.00
          Equities
        
        
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          549300YU3PQ0R0U6EL17
          
            2020-10-30
          
          0.00
          0.00
          12636.00
          Equities
        
        
          SRAX INC CL A
          
            2020-10-30
          
          0.00
          0.00
          16482.00
          Equities
        
        
          S&W Seed Company
          5493000VGNLHM547AC08
          
            2020-10-30
          
          0.00
          0.00
          11738.00
          Equities
        
        
          SACHEM CAP CORPCOM
          
            2020-10-30
          
          0.00
          0.00
          13080.00
          Equities
        
        
          SAN JUAN BASIN RTY TRUNIT BEN INT
          
            2020-10-30
          
          0.00
          0.00
          18300.00
          Equities
        
        
          Sandstorm Gold Ltd.
          549300QWJPV45VQF1B33
          
            2020-10-30
          
          0.00
          0.00
          6073968.00
          Equities
        
        
          SCYNEXIS, INC.
          529900XBHFGMNTU70154
          
            2020-10-30
          
          0.00
          0.00
          2272.00
          Equities
        
        
          Galena Biopharma, Inc.
          549300VZIH50VYURLQ98
          
            2020-10-30
          
          0.00
          0.00
          78051.00
          Equities
        
        
          SemiLEDs Corporation
          529900YS0D419Q1GXX66
          
            2020-10-30
          
          0.00
          0.00
          288.00
          Equities
        
        
          SemiLEDs Corporation
          529900YS0D419Q1GXX66
          
            2020-10-30
          
          0.00
          0.00
          282.00
          Equities
        
        
          SemiLEDs Corporation
          529900YS0D419Q1GXX66
          
            2020-10-30
          
          0.00
          0.00
          6820.00
          Equities
        
        
          Servotronics, Inc.
          549300G2MISHW24LEA03
          
            2020-10-30
          
          0.00
          0.00
          11402.00
          Equities
        
        
          ShiftPixy, Inc.
          5299000XGQMB6TK04R72
          
            2020-10-30
          
          0.00
          0.00
          9000.00
          Equities
        
        
          SIFCO Industries, Inc
          549300DGPYFSWVYAMD66
          
            2020-10-30
          
          0.00
          0.00
          6793.00
          Equities
        
        
          SIFCO Industries, Inc
          549300DGPYFSWVYAMD66
          
            2020-10-30
          
          0.00
          0.00
          2063.00
          Equities
        
        
          Sigma Labs, Inc
          549300P6RM6JOOD3H805
          
            2020-10-30
          
          0.00
          0.00
          18204.00
          Equities
        
        
          SILVERBOW RESOURCES, INC.
          5493007QR70AVQSNF619
          
            2020-10-30
          
          0.00
          0.00
          148833.00
          Equities
        
        
          SOCKET MOBILE, INC.
          5493001EX0VY0ZPVGJ38
          
            2020-10-30
          
          0.00
          0.00
          36000.00
          Equities
        
        
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          5493002WX622LZQC4F93
          
            2020-10-30
          
          0.00
          0.00
          4160.00
          Equities
        
        
          STARRETT L S COCL A
          
            2020-10-30
          
          0.00
          0.00
          100.00
          Equities
        
        
          STELLUS CAPITAL INVESTMENT CORPORATION
          5493001DZV6QC1KUSC43
          
            2020-10-30
          
          0.00
          0.00
          28152.00
          Equities
        
        
          SUMMIT THERAPEUTICS INCCOM
          
            2020-10-30
          
          0.00
          0.00
          9233.00
          Equities
        
        
          SUMMIT WIRELESS TECHNOLOGIES, INC
          549300ZRVZV7FC0R7594
          
            2020-10-30
          
          0.00
          0.00
          561.00
          Equities
        
        
          Sun Biopharma, Inc.
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            2020-10-30
          
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          0.00
          83370.00
          Equities
        
        
          Sunworks Inc.
          549300LGWVGT6Q975H59
          
            2020-10-30
          
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          0.00
          57.00
          Equities
        
        
          Sunworks Inc.
          549300LGWVGT6Q975H59
          
            2020-10-30
          
          0.00
          0.00
          34314.00
          Equities
        
        
          SUPPORT COM INCCOM NEW
          
            2020-10-30
          
          0.00
          0.00
          6353.00
          Equities
        
        
          BAT GROUP, INC.
          54930031878K0FR3JC36
          
            2020-10-30
          
          0.00
          0.00
          6.00
          Equities
        
        
          TAITRON COMPONENTS INC CL A
          
            2020-10-30
          
          0.00
          0.00
          11788.00
          Equities
        
        
          TECHNICAL COMMUNICATIONS CORPCOM
          
            2020-10-30
          
          0.00
          0.00
          336.00
          Equities
        
        
          The ONE Group Hospitality, Inc.
          549300QFZD4IE5DEBE98
          
            2020-10-30
          
          0.00
          0.00
          3742.00
          Equities
        
        
          The ONE Group Hospitality, Inc.
          549300QFZD4IE5DEBE98
          
            2020-10-30
          
          0.00
          0.00
          3742.00
          Equities
        
        
          Cesca Therapeutics Inc.
          54930046CTH3DLQ1AR47
          
            2020-10-30
          
          0.00
          0.00
          654.00
          Equities
        
        
          TITAN INTL INC ILL COM
          
            2020-10-30
          
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          0.00
          1188.00
          Equities
        
        
          Townsquare Media 2010, Inc.
          549300XBA8C68H0DR538
          
            2020-10-30
          
          0.00
          0.00
          3254.00
          Equities
        
        
          Tremont Mortgage Trust
          549300GZ3JRKKPF67025
          
            2020-10-30
          
          0.00
          0.00
          1492.00
          Equities
        
        
          Tremont Mortgage Trust
          549300GZ3JRKKPF67025
          
            2020-10-30
          
          0.00
          0.00
          3456.00
          Equities
        
        
          Trevena, Inc.
          549300YXUV4MU2J7QS07
          
            2020-10-30
          
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          0.00
          1221.00
          Equities
        
        
          Trevena, Inc.
          549300YXUV4MU2J7QS07
          
            2020-10-30
          
          0.00
          0.00
          1221.00
          Equities
        
        
          Trevena, Inc.
          549300YXUV4MU2J7QS07
          
            2020-10-30
          
          0.00
          0.00
          326751.00
          Equities
        
        
          TRIO TECH INTL COM NEW
          
            2020-10-30
          
          0.00
          0.00
          18187.00
          Equities
        
        
          TRIO TECH INTL COM NEW
          
            2020-10-30
          
          0.00
          0.00
          729.00
          Equities
        
        
          TRIO TECH INTL COM NEW
          
            2020-10-30
          
          0.00
          0.00
          4715.00
          Equities
        
        
          TriplePoint Venture Growth BDC Corp.
          549300ATPBY6JIFH9Z88
          
            2020-10-30
          
          0.00
          0.00
          7688.00
          Equities
        
        
          TriplePoint Venture Growth BDC Corp.
          549300ATPBY6JIFH9Z88
          
            2020-10-30
          
          0.00
          0.00
          176355.00
          Equities
        
        
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          549300GHZ32QH7U06I52
          
            2020-10-30
          
          0.00
          0.00
          2280.00
          Equities
        
        
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          529900IRM26R91LI8531
          
            2020-10-30
          
          0.00
          0.00
          20920.00
          Equities
        
        
          US Global Investors Inc.
          529900IRM26R91LI8531
          
            2020-10-30
          
          0.00
          0.00
          18325.00
          Equities
        
        
          U.S. Energy Corp.
          549300MS9QJ0KPN83B63
          
            2020-10-30
          
          0.00
          0.00
          78120.00
          Equities
        
        
          UNITED STATES STEEL CORPORATION
          JNLUVFYJT1OZSIQ24U47
          
            2020-10-30
          
          0.00
          0.00
          116938.00
          Equities
        
        
          UNIVERSAL SEC INSTRS INC COM NEW
          
            2020-10-30
          
          0.00
          0.00
          219.00
          Equities
        
        
          Radio One, Inc.
          549300PLGIGPBRQUP240
          
            2020-10-30
          
          0.00
          0.00
          92191.00
          Equities
        
        
          URSTADT BIDDLE PROPERTIES INC.
          549300XXD0YL0AER3Z82
          
            2020-10-30
          
          0.00
          0.00
          3967.00
          Equities
        
        
          URSTADT BIDDLE PROPERTIES INC.
          549300XXD0YL0AER3Z82
          
            2020-10-30
          
          0.00
          0.00
          2881.00
          Equities
        
        
          VerifyMe, Inc.
          549300PQWM4UB0090168
          
            2020-10-30
          
          0.00
          0.00
          1152.00
          Equities
        
        
          Village Farms International Inc.
          529900TR69X5FFZ6K955
          
            2020-10-30
          
          0.00
          0.00
          1968.00
          Equities
        
        
          VINCE HOLDING CORP.
          5493002NOQOX2DHRRF35
          
            2020-10-30
          
          0.00
          0.00
          1544.00
          Equities
        
        
          VINCE HOLDING CORP.
          5493002NOQOX2DHRRF35
          
            2020-10-30
          
          0.00
          0.00
          977.00
          Equities
        
        
          VIRCO MFG CO COM
          
            2020-10-30
          
          0.00
          0.00
          416.00
          Equities
        
        
          Vuzix Corporation
          549300EWPW64TZQXJG66
          
            2020-10-30
          
          0.00
          0.00
          21465.00
          Equities
        
        
          Westwater Resources, Inc.
          5493006CMF043V56K243
          
            2020-10-30
          
          0.00
          0.00
          199680.00
          Equities
        
        
          Wheeler Real Estate Investment Trust, Inc.
          5493005TOFFG62ETJY29
          
            2020-10-30
          
          0.00
          0.00
          492.00
          Equities
        
        
          Wheeler Real Estate Investment Trust, Inc.
          5493005TOFFG62ETJY29
          
            2020-10-30
          
          0.00
          0.00
          492.00
          Equities
        
        
          Wheeler Real Estate Investment Trust, Inc.
          5493005TOFFG62ETJY29
          
            2020-10-30
          
          0.00
          0.00
          28277.00
          Equities
        
        
          WILHELMINA INTL INCCOM NEW
          
            2020-10-30
          
          0.00
          0.00
          568.00
          Equities
        
        
          XILINX, INC.
          6EY4K7ZMF9UX1CU6KC79
          
            2020-10-30
          
          0.00
          0.00
          6672364.00
          Equities
        
        
          YRC Worldwide Inc.
          529900SEX4UQ2WLPRC40
          
            2020-10-30
          
          0.00
          0.00
          344829.00
          Equities
        
        
          ZEDGE, INC.
          549300EDIDRX7NRMGN17
          
            2020-10-30
          
          0.00
          0.00
          92868.00
          Equities
        
        
          ZOVIO INCCOM
          
            2020-10-30
          
          0.00
          0.00
          10834.00
          Equities
        
        
          ZOVIO INCCOM
          
            2020-10-30
          
          0.00
          0.00
          2280.00
          Equities
        
        
          ZYNERBA PHARMACEUTICALS, INC.
          549300JLJ5VQU2CN6016
          
            2020-10-30
          
          0.00
          0.00
          233240.00
          Equities
        
        
          ANTELOPE ENTERPRISE HLDGS LTDSHS
          
            2020-10-30
          
          0.00
          0.00
          1610.00
          Equities
        
        
          Axovant Sciences Ltd.
          529900F0GBLJ6D003G43
          
            2020-10-30
          
          0.00
          0.00
          211985.00
          Equities
        
        
          Axovant Sciences Ltd.
          529900F0GBLJ6D003G43
          
            2020-10-30
          
          0.00
          0.00
          184602.00
          Equities
        
        
          Axovant Sciences Ltd.
          529900F0GBLJ6D003G43
          
            2020-10-30
          
          0.00
          0.00
          191443.00
          Equities
        
        
          Axovant Sciences Ltd.
          529900F0GBLJ6D003G43
          
            2020-10-30
          
          0.00
          0.00
          170455.00
          Equities
        
        
          BIT DIGITAL INCSHS
          
            2020-10-30
          
          0.00
          0.00
          1512.00
          Equities
        
        
          China Customer Relations Centers, Inc.
          529900JMMXD0VLHNVU70
          
            2020-10-30
          
          0.00
          0.00
          920.00
          Equities
        
        
          CITIC CAPITAL ACQUISITION CORP COM CL A
          
            2020-10-30
          
          0.00
          0.00
          3178.00
          Equities
        
        
          CITIC CAPITAL ACQUISITION CORP COM CL A
          
            2020-10-30
          
          0.00
          0.00
          20461.00
          Equities
        
        
          DOGNESS INTERNATIONAL CORP COM CL A
          
            2020-10-30
          
          0.00
          0.00
          1225.00
          Equities
        
        
          DRAGON VICTORY INTL LTDSHS
          
            2020-10-30
          
          0.00
          0.00
          11508.00
          Equities
        
        
          CLPS Incorporation
          5493001SK6OL0NWMTW78
          
            2020-10-30
          
          0.00
          0.00
          10857.00
          Equities
        
        
          FULING GLOBAL INCSHS
          
            2020-10-30
          
          0.00
          0.00
          6681.00
          Equities
        
        
          FULING GLOBAL INCSHS
          
            2020-10-30
          
          0.00
          0.00
          4781.00
          Equities
        
        
          FULING GLOBAL INCSHS
          
            2020-10-30
          
          0.00
          0.00
          114930.00
          Equities
        
        
          GASLOG LTD.
          549300QH0H78JQK1Z820
          
            2020-10-30
          
          0.00
          0.00
          54045.00
          Equities
        
        
          GALILEO ACQUISITION CORP SHS
          
            2020-10-30
          
          0.00
          0.00
          296.00
          Equities
        
        
          GALILEO ACQUISITION CORP SHS
          
            2020-10-30
          
          0.00
          0.00
          2539.00
          Equities
        
        
          GLRY STR NW MDIA GRUP HLDG LTD SHS
          
            2020-10-30
          
          0.00
          0.00
          1974.00
          Equities
        
        
          CM Seven Star Acquisition Corporation
          549300WYFZM867Q8Q259
          
            2020-10-30
          
          0.00
          0.00
          17250.00
          Equities
        
        
          MDJM LTD SHS
          
            2020-10-30
          
          0.00
          0.00
          3105.00
          Equities
        
        
          METEN EDTECHX ED GROUP LTD ORD SHS
          
            2020-10-30
          
          0.00
          0.00
          29767.00
          Equities
        
        
          Aptorum Group Limited
          984500B8DA8D2D9BFA46
          
            2020-10-30
          
          0.00
          0.00
          2954.00
          Equities
        
        
          Aptorum Group Limited
          984500B8DA8D2D9BFA46
          
            2020-10-30
          
          0.00
          0.00
          1840.00
          Equities
        
        
          Nam Tai Property Inc.
          529900O97Q8EBC2RBV34
          
            2020-10-30
          
          0.00
          0.00
          1545.00
          Equities
        
        
          NEWATER TECHNOLOGY INC SHS
          
            2020-10-30
          
          0.00
          0.00
          153.00
          Equities
        
        
          POWERBRIDGE TECHNLOGIES CO LTD ORD SHS
          
            2020-10-30
          
          0.00
          0.00
          2347.00
          Equities
        
        
          POWERBRIDGE TECHNLOGIES CO LTD ORD SHS
          
            2020-10-30
          
          0.00
          0.00
          12535.00
          Equities
        
        
          PUHUI WEALTH INVT MGMT CO LTDSHS
          
            2020-10-30
          
          0.00
          0.00
          1263.00
          Equities
        
        
          Tecnoglass Inc.
          529900YRWTPOC2E6IO67
          
            2020-10-30
          
          0.00
          0.00
          252.00
          Equities
        
        
          TSAKOS ENERGY NAVIGATION LIMITED
          549300IFUTS62LRRCU54
          
            2020-10-30
          
          0.00
          0.00
          86.00
          Equities
        
        
          AC IMMUNE SA
          967600VLQ0ZC2HSOG765
          
            2020-10-30
          
          0.00
          0.00
          310152.00
          Equities
        
        
          ObsEva SA
          549300PNZ0UEJVKN1618
          
            2020-10-30
          
          0.00
          0.00
          94.00
          Equities
        
        
          Ceragon Networks Ltd.
          529900WC6JZN5WQLZ645
          
            2020-10-30
          
          0.00
          0.00
          57.00
          Equities
        
        
          Ceragon Networks Ltd.
          529900WC6JZN5WQLZ645
          
            2020-10-30
          
          0.00
          0.00
          20625.00
          Equities
        
        
          Ceragon Networks Ltd.
          529900WC6JZN5WQLZ645
          
            2020-10-30
          
          0.00
          0.00
          50522.00
          Equities
        
        
          ELTEK LTDSHS
          
            2020-10-30
          
          0.00
          0.00
          3258.00
          Equities
        
        
          EVOGENE LTDSHS
          
            2020-10-30
          
          0.00
          0.00
          8687.00
          Equities
        
        
          Galmed Pharmaceuticals Ltd
          549300FL07PJ8ICSMD04
          
            2020-10-30
          
          0.00
          0.00
          8255.00
          Equities
        
        
          Galmed Pharmaceuticals Ltd
          549300FL07PJ8ICSMD04
          
            2020-10-30
          
          0.00
          0.00
          7098.00
          Equities
        
        
          MAGAL SECURITY SYS LTD ORD
          
            2020-10-30
          
          0.00
          0.00
          12698.00
          Equities
        
        
          MIND C T I LTD ORD
          
            2020-10-30
          
          0.00
          0.00
          9905.00
          Equities
        
        
          TAT TECHNOLOGIES LTD ORD NEW
          
            2020-10-30
          
          0.00
          0.00
          7455.00
          Equities
        
        
          PROQR THERAPEUTICS NV
          549300NGS2FJGGDBGS06
          
            2020-10-30
          
          0.00
          0.00
          274349.00
          Equities
        
        
          DYNAGAS LNG PARTNERS LP
          529900BCTRWFK7ESLF11
          
            2020-10-30
          
          0.00
          0.00
          5280.00
          Equities
        
        
          DYNAGAS LNG PARTNERS LP
          529900BCTRWFK7ESLF11
          
            2020-10-30
          
          0.00
          0.00
          53113.00
          Equities
        
        
          GasLog Partners L.P.
          5299004R0RSGEG82BS06
          
            2020-10-30
          
          0.00
          0.00
          536.00
          Equities
        
        
          GasLog Partners L.P.
          5299004R0RSGEG82BS06
          
            2020-10-30
          
          0.00
          0.00
          36270.00
          Equities
        
        
          GasLog Partners L.P.
          5299004R0RSGEG82BS06
          
            2020-10-30
          
          0.00
          0.00
          126350.00
          Equities
        
        
          GigaMedia Limited
          549300Q31RWVWZKE4D67
          
            2020-10-30
          
          0.00
          0.00
          26544.00
          Equities
        
        
          GigaMedia Limited
          549300Q31RWVWZKE4D67
          
            2020-10-30
          
          0.00
          0.00
          3861.00
          Equities
        
        
          Global Ship Lease, Inc.
          254900GLZ0J5N8UZM071
          
            2020-10-30
          
          0.00
          0.00
          1580.00
          Equities
        
        
          Navios Maritime Acquisition Corporation
          549300BLM92Q6S7VH965
          
            2020-10-30
          
          0.00
          0.00
          24075.00
          Equities
        
        
          NAVIOS MARITIME PARTNERS L.P.
          213800185NOIXCLYX335
          
            2020-10-30
          
          0.00
          0.00
          17029.00
          Equities
        
        
          STEALTHGAS INC.
          549300JCJUO3WBVVKJ89
          
            2020-10-30
          
          0.00
          0.00
          5461.00
          Equities
        
        
          STEALTHGAS INC.
          549300JCJUO3WBVVKJ89
          
            2020-10-30
          
          0.00
          0.00
          7914.00
          Equities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0018
      100000381.00
      100000381.00
      0.0199
      N
      Y
      Y
      N
    
    
      ABN AMRO BANK N.V.
      Joint Account III 0.090000%
      TPR0387A7779157ABN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-10-01
          
          3.500000
          119755.05
          17222.07
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          3.500000
          62960.62
          20902.66
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-08-01
          
          3.500000
          600151.53
          167148.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-10-01
          
          3.000000
          783798.26
          264770.01
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-02-01
          
          3.500000
          97402.66
          32745.54
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-01-01
          
          3.000000
          120043.85
          56835.57
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.000000
          440119.28
          326069.62
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.000000
          476797.72
          342970.91
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.000000
          1423085.11
          1029921.10
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-08-01
          
          3.500000
          1133.30
          692.27
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-01-01
          
          3.500000
          655372.34
          685632.70
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-05-01
          
          4.000000
          828229.69
          369577.98
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-07-01
          
          4.500000
          6842.74
          5083.50
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.500000
          593617.02
          390585.41
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.000000
          465784.28
          249282.16
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.500000
          864168.61
          652531.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          4.500000
          146808.51
          108200.84
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          4.500000
          345768.83
          288703.34
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-07-01
          
          4.500000
          739602.89
          525084.06
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-09-01
          
          4.000000
          51393.16
          39673.82
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-10-01
          
          4.000000
          268280.11
          194041.82
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.500000
          42177.16
          27180.93
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.000000
          506934.96
          348006.06
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          4637223.41
          4754100.48
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.000000
          65276.87
          67313.30
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          4.000000
          1133089.72
          410187.93
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.500000
          174501.06
          117183.03
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          523928.36
          221246.04
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.000000
          167553.19
          80030.55
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-07-01
          
          4.000000
          237689.84
          121094.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          3.000000
          1705501.09
          1062321.57
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          384280.28
          271599.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.500000
          416145.83
          262562.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.500000
          1299236.71
          571695.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-01-01
          
          3.500000
          1080873.89
          281404.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          4.500000
          1119992.11
          339310.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.000000
          50.52
          24.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          98267.46
          30841.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          278541.86
          79957.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          144093.10
          36282.57
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          3.500000
          651508.44
          346715.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-02-01
          
          3.500000
          389709.73
          284531.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          439431.32
          253435.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.500000
          220993.09
          169448.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          4.000000
          272626.47
          236542.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          552478.79
          405799.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          27104.30
          20573.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          49967.30
          30411.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          5.000000
          1183.79
          877.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.500000
          693950.14
          370127.90
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.500000
          60203.94
          58839.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.500000
          42924.70
          42352.85
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          203121.51
          163074.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.000000
          47122.09
          25246.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          59350.88
          43946.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          165957.45
          96665.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          45697.88
          37873.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          4.000000
          49380.13
          32142.57
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          3.500000
          43717.53
          39815.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.000000
          277064.78
          296604.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.500000
          120188.23
          127123.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          388921.24
          286943.27
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          4818.06
          3212.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.000000
          294.64
          203.55
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          168262.88
          120849.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          37891.53
          31834.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          4.000000
          1277929.02
          1194198.57
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.500000
          495120.00
          517327.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.500000
          471320.43
          486340.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          59267.78
          54581.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          4.500000
          404904.48
          374521.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-04-01
          
          3.000000
          217493.20
          99716.04
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-10-20
          
          2.500000
          1597313.59
          1345458.13
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          2.000000
          2634761.17
          2724276.64
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-31
          
          2.750000
          5179.79
          5576.01
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-15
          
          2.250000
          11084.04
          12064.76
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-15
          
          2.000000
          30896.81
          33226.82
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-05-15
          
          0.625000
          2737567.02
          2692102.21
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      27127559.47
      27127559.47
      0.0054
      N
      Y
      Y
      N
    
    
      BANK OF AMERICA, NATIONAL ASSOCIATION
      Joint Account III 0.090000%
      0000838440
      TPR0387A7779157BAN
      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
          
            2045-11-20
          
          3.500000
          30808501.95
          11009767.56
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-12-20
          
          3.500000
          14501365.79
          5426402.65
          Agency Mortgage-Backed Securities
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      15957387.93
      15957387.93
      0.0032
      N
      Y
      Y
      N
    
    
      BANK OF NOVA SCOTIA (THE)
      Joint Account III 0.090000%
      0000009631
      TPR0387A7779157THE
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-03-01
          
          4.000000
          320405.43
          46475.49
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-04-01
          
          3.500000
          65425.53
          8409.61
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-11-01
          
          3.000000
          63763.09
          23699.87
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          3.000000
          175558.50
          106870.28
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-03-01
          
          4.000000
          35106.38
          7625.04
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-05-01
          
          4.500000
          189590.43
          29901.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-04-01
          
          3.000000
          264829.79
          144539.14
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-11-01
          
          3.000000
          58141.76
          45346.28
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-09-01
          
          3.500000
          48669.19
          45180.99
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-01-01
          
          4.000000
          39230.81
          28866.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-12-01
          
          3.500000
          151531.60
          104228.39
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-04-01
          
          5.000000
          34428.03
          23497.15
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-04-01
          
          4.000000
          290361.70
          187802.01
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.500000
          62819.78
          44725.53
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-08-01
          
          3.500000
          33239.62
          11146.47
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-12-01
          
          3.500000
          70135.40
          28909.40
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-07-01
          
          3.500000
          95680.85
          38102.55
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-01
          
          3.500000
          76118.55
          64338.77
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.000000
          100534.63
          63175.21
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          4.000000
          46634.55
          50220.70
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-02-01
          
          5.500000
          159574.47
          154.79
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-10-01
          
          5.500000
          198.48
          0.41
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-01-01
          
          5.500000
          861406.28
          13536.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-08-01
          
          5.500000
          2099.74
          28.05
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-02-01
          
          5.000000
          1565.84
          34.24
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-10-01
          
          4.500000
          50798.04
          4979.81
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-04-01
          
          4.500000
          83799.32
          5733.19
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-03-01
          
          3.000000
          95679.57
          25536.93
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-02-01
          
          3.500000
          106914.89
          14208.03
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-03-01
          
          3.500000
          19085.11
          4469.94
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-10-01
          
          3.000000
          63765.96
          20688.16
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-04-01
          
          3.000000
          95680.85
          29822.59
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-05-01
          
          3.000000
          60573.51
          16874.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-06-01
          
          3.000000
          252063.83
          72699.77
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-07-01
          
          3.000000
          41425.53
          12147.13
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-11-01
          
          3.000000
          63765.96
          22037.07
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-02-01
          
          3.000000
          63765.96
          22453.88
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          5.000000
          609709.50
          589229.90
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-06-01
          
          5.000000
          61648.95
          34027.40
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-11-01
          
          3.000000
          33702.13
          17525.52
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-11-01
          
          5.500000
          11189.55
          5657.43
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-02-01
          
          4.500000
          208851.06
          73407.96
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2031-09-01
          
          5.000000
          5999.81
          3193.95
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-06-01
          
          5.500000
          38585.20
          19801.76
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-02-01
          
          5.500000
          63.86
          47.97
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-06-01
          
          5.500000
          31.98
          19.72
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          4.500000
          79404.26
          48422.55
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          5.000000
          443767.02
          469053.35
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          5.000000
          63.86
          37.15
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-12-01
          
          5.000000
          63.83
          43.88
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          5.000000
          61693.18
          60165.99
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          3.500000
          4503162.26
          4288784.74
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          5.000000
          916.69
          842.74
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-07-01
          
          3.500000
          407274.89
          272484.86
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-06-01
          
          3.500000
          63.86
          51.57
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          4.500000
          63.83
          47.97
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-06-01
          
          5.000000
          63.86
          49.05
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          4.000000
          13327.28
          14016.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          4.500000
          42195.96
          38908.76
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-09-01
          
          3.500000
          95517.86
          99534.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          5.000000
          33.16
          23.71
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.500000
          56484.10
          59011.47
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.500000
          32307.54
          34167.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          5.000000
          35966.52
          40109.20
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          3.000000
          43786.31
          45951.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          4.500000
          32.55
          34.88
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          3.500000
          77490.77
          83246.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          3.500000
          38857.47
          41025.41
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          48314.55
          52188.16
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          45460.63
          50573.49
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          46935.35
          52232.23
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          26139.93
          28908.51
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          93429.77
          103218.93
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          36611.17
          40126.60
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          35881.24
          39807.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          63.86
          54.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          23959.47
          26455.31
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          35844.41
          39025.37
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          49481.97
          54844.85
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          66902.46
          73696.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          40212.51
          40845.26
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          5.000000
          32333.11
          35842.09
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          3.000000
          33683.52
          35276.87
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.000000
          85758.83
          82671.83
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          31.95
          29.71
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          44563.85
          45490.95
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          40840.28
          44970.83
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          41846.14
          46382.30
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          32584.31
          36389.90
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          141260.14
          153207.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          250671.13
          270435.96
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          3.500000
          32204.55
          33803.17
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          43017.61
          46911.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          82151.52
          84851.17
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          34107.32
          36201.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          47902.88
          51093.54
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          4.000000
          33374.11
          36070.37
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          4.500000
          52320.67
          57098.97
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.500000
          116549.14
          112392.10
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.500000
          32730.80
          35135.46
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          4.500000
          32.01
          34.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.500000
          32.23
          33.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          5.000000
          35222.49
          38827.88
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          2.500000
          64727.71
          64846.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          2.500000
          39232.02
          41344.24
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          77582.97
          82647.32
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          479280.93
          505308.73
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          4593.80
          4782.26
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          3.000000
          269538.51
          283851.83
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-07-01
          
          3.000000
          90590.01
          95266.69
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-09-01
          
          3.500000
          47039.14
          51220.98
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.500000
          159510.64
          93860.90
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-08-01
          
          5.000000
          439161.22
          290832.70
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          3.000000
          63765.96
          40909.28
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-09-01
          
          3.500000
          63765.96
          27702.70
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          3.000000
          31.91
          24.54
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          3.500000
          191393.30
          133200.99
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-12-01
          
          3.500000
          36907.63
          39822.80
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.000000
          37412.97
          38638.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-08-01
          
          5.000000
          159.64
          1.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-08-01
          
          5.500000
          95.97
          0.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2024-08-01
          
          5.500000
          137638.28
          2474.43
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-02-01
          
          5.500000
          468791.81
          9547.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-07-01
          
          4.500000
          20025.99
          4351.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          4.000000
          32.07
          11.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-05-01
          
          3.500000
          77517.67
          34897.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-07-01
          
          4.500000
          35.14
          7.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          4.000000
          193135.85
          49899.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-11-01
          
          3.500000
          1842988.15
          631392.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-01-01
          
          4.500000
          31.98
          4.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          81.93
          19.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.000000
          63.83
          28.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.500000
          824848.56
          212118.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-09-01
          
          3.500000
          563167.98
          125077.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.000000
          261883.63
          130517.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-09-01
          
          3.500000
          32.23
          15.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-11-01
          
          3.500000
          31.95
          14.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-09-01
          
          4.500000
          12957.45
          4810.37
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-10-01
          
          3.000000
          35871.19
          23996.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          84815.87
          59083.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-06-01
          
          3.500000
          14658.77
          4385.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-07-01
          
          3.500000
          63.83
          22.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-07-01
          
          3.000000
          670180.76
          154730.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          832047.29
          323687.94
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-08-01
          
          3.500000
          19468.09
          4983.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          3.500000
          166339.85
          50788.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-01-01
          
          3.500000
          145945.63
          58360.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          3.500000
          4910.33
          1608.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-09-01
          
          3.500000
          127627.66
          44047.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          4.000000
          64.47
          22.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          4.000000
          31.91
          16.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          4.000000
          31.95
          20.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-02-01
          
          3.000000
          31.91
          14.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          3.500000
          32.87
          21.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          3.500000
          31.95
          20.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-04-01
          
          4.000000
          7348.21
          4756.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-05-01
          
          3.000000
          31.91
          13.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-04-01
          
          4.000000
          45722.49
          23749.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-05-01
          
          3.000000
          47872.34
          18491.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          74667.77
          27537.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          38.27
          12.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          3.000000
          131703.77
          33736.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-07-01
          
          3.000000
          31.91
          14.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-07-01
          
          4.000000
          101655.96
          43750.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-11-01
          
          4.000000
          32.78
          14.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-07-01
          
          3.500000
          31.91
          15.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-11-01
          
          3.500000
          39019.12
          31023.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          3.000000
          63.86
          35.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          3.500000
          70673.30
          39776.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-10-01
          
          3.000000
          42103.15
          27773.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          33.29
          20.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          5.000000
          4085.11
          2051.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          4.000000
          36.03
          25.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          3.000000
          31.95
          15.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          321911.87
          223412.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          481870.85
          330273.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.000000
          32.17
          21.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          31.91
          21.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          4.000000
          31.91
          31.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          4.000000
          84813.35
          78880.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          5.000000
          49086.35
          42450.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.000000
          118330.09
          121787.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          5.000000
          48112.98
          51618.03
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.000000
          52786.44
          48247.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          5.000000
          63.83
          49.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.000000
          7819.15
          5784.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-10-01
          
          4.000000
          819797.87
          360028.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-07-01
          
          4.000000
          64.15
          45.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-02-01
          
          4.500000
          63.83
          49.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-10-01
          
          4.000000
          63.83
          43.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          31.91
          26.43
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.000000
          36.41
          29.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          1650023.49
          1290351.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.000000
          33144.70
          25921.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          5.500000
          123352.76
          111229.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          3.500000
          102847.88
          81953.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          5.000000
          32.01
          31.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          5.000000
          249646.60
          253038.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          5.500000
          72076.09
          33343.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          4.500000
          39947.33
          36091.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          5.000000
          6329.68
          2949.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          460084.37
          487801.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.000000
          31851.06
          26465.04
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          5.000000
          113705.62
          125791.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.000000
          31.91
          22.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.000000
          81335.23
          84682.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.000000
          24206.07
          25550.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.000000
          93645.06
          77105.27
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          5.000000
          46748.49
          44605.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.500000
          79071.35
          74073.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          4.500000
          65285.71
          64780.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.500000
          50682.26
          53095.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.500000
          81462.54
          83307.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          5.000000
          43754.71
          36491.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.500000
          54366.86
          58618.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          35652.00
          28622.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.500000
          71688.06
          80366.39
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          80113.82
          84174.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          4.000000
          102468.80
          110179.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.500000
          31.91
          28.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          320796.48
          336020.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.000000
          18561.41
          19452.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.500000
          94625.14
          87628.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.000000
          201849.73
          215167.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          5.000000
          31.98
          24.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.500000
          31.98
          31.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          4.000000
          55865.36
          60275.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          4.500000
          59347.28
          64797.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          5.000000
          46618.28
          51505.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          5.000000
          56710.91
          62391.48
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          4.000000
          31.91
          34.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          448947.83
          472401.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          4.500000
          66137.74
          72552.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-12-01
          
          4.000000
          63.83
          28.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.000000
          1002229.79
          850106.17
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.000000
          272921.07
          191961.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          3.500000
          3517965.89
          2779023.93
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          5.000000
          60638.30
          26068.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.500000
          3564277.95
          2944234.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          4.500000
          88590.13
          65916.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          3.000000
          2425.53
          2297.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-09-01
          
          3.000000
          1249.37
          1151.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-02-01
          
          3.000000
          192765.96
          190744.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          5.000000
          3443.30
          2769.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          5.000000
          517113.48
          526404.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          5.500000
          75000.38
          78949.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          5.500000
          81956.52
          86215.37
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          2.500000
          877659.57
          905736.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.500000
          15351.16
          16016.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          5.000000
          109758.32
          114873.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          5.000000
          34916.01
          31266.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.500000
          107705.14
          113630.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          4.000000
          32.01
          15.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-08-01
          
          4.500000
          32.23
          26.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-04-01
          
          5.500000
          3466.40
          2666.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-03-01
          
          5.500000
          47712.73
          754.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-08-01
          
          4.500000
          100050.67
          6556.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-07-01
          
          6.500000
          56.14
          3.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.500000
          108.13
          37.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          3.000000
          191425.53
          93533.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-08-01
          
          3.000000
          21853.63
          6278.07
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-09-01
          
          3.000000
          31.91
          9.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-02-01
          
          3.000000
          95680.85
          34955.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-05-01
          
          3.000000
          36632.62
          16033.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-08-01
          
          3.500000
          134440.34
          67868.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          319117.02
          94292.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          4.000000
          396177.99
          131328.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          3.500000
          8744.62
          2763.48
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-11-01
          
          3.000000
          36156.99
          34388.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          3.500000
          63.83
          34.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          5.000000
          31.91
          26.39
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-10-01
          
          4.500000
          60910.09
          9003.89
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          1.750000
          682748.94
          723684.96
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-31
          
          2.250000
          800636.17
          809144.04
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-15
          
          2.000000
          548514.89
          563832.96
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-15
          
          1.500000
          773597.87
          794553.73
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-31
          
          1.500000
          784407.45
          800848.82
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-28
          
          1.125000
          57303.19
          59421.83
          U.S. Treasuries (including strips)
        
      
      Y
      2020-11-02
      2020-11-02
      2020-11-02
      N
      N
      N
      0.0009
      31914775.85
      31914775.85
      0.0064
      N
      Y
      Y
      N
    
    
      WELLS FARGO SECURITIES, LLC
      WELLS FARGO SECURITIES, LLC 0.230000%
      VYVVCKR63DVZZN70PB21
      0001224385
      TPR0387AF779157Wel
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          BASF SE
          529900PM64WH8AF1E917
          
            2020-12-29
          
          0.00
          499318.00
          499182.00
          Money Market
        
        
          BLACK HILLS CORP
          
            2020-11-19
          
          0.00
          387890.00
          387848.00
          Money Market
        
        
          COOPERATIEVE CENTRALE RAIFFEIS CD 0.22%21
          
            2021-06-08
          
          0.00
          3249870.00
          3250000.00
          Money Market
        
        
          EASTMAN CHEM CO
          
            2020-11-20
          
          0.00
          3250367.00
          3250000.00
          Money Market
        
        
          ENABLE MIDSTREAM PARTNERS LP
          
            2021-01-07
          
          0.00
          3252927.00
          3249999.00
          Money Market
        
        
          ENABLE MIDSTREAM PARTNERS LP
          
            2021-02-01
          
          0.00
          3254087.00
          3250000.00
          Money Market
        
        
          GENERAL MTRS FINL CO INC
          
            2021-02-09
          
          0.00
          3258586.00
          3250000.00
          Money Market
        
        
          GLOBE LIFE INC
          
            2020-12-07
          
          0.00
          3250575.00
          3250000.00
          Money Market
        
        
          GLOBE LIFE INC
          
            2021-02-02
          
          0.00
          3251674.00
          3249999.00
          Money Market
        
        
          HARLEY-DAVIDSON FDG CORP
          
            2021-02-02
          
          0.00
          2745701.00
          2740987.00
          Money Market
        
        
          MONTANA-DAKOTA UTILS CO DISC
          
            2020-12-01
          
          0.00
          3250572.00
          3250000.00
          Money Market
        
        
          NORTHWEST NAT GAS CO
          
            2021-02-11
          
          0.00
          3251869.00
          3249999.00
          Money Market
        
        
          NORTHWEST NAT GAS CO
          
            2021-03-01
          
          0.00
          3252299.00
          3250000.00
          Money Market
        
        
          NORTHWEST NAT GAS CO
          
            2021-03-15
          
          0.00
          3252637.00
          3249999.00
          Money Market
        
        
          NORTHWEST NAT GAS CO
          
            2021-04-01
          
          0.00
          3253171.00
          3249999.00
          Money Market
        
        
          NUTRIEN LTD DISC COML PAPER 4/
          
            2020-12-30
          
          0.00
          675000.00
          674755.00
          Money Market
        
        
          NUTRIEN LTD DISC COML PAPER 4/
          
            2020-12-31
          
          0.00
          3251206.00
          3250000.00
          Money Market
        
        
          PUGET SOUND ENERGY INC
          
            2021-01-13
          
          0.00
          3002236.00
          3000834.00
          Money Market
        
        
          SOUTHERN CALIF EDISON CO
          
            2020-11-02
          
          0.00
          3250052.00
          3250000.00
          Money Market
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-01-08
          
          0.00
          3251134.00
          3249999.00
          Money Market
        
        
          SOUTHERN CALIF EDISON CO
          
            2021-01-11
          
          0.00
          3251196.00
          3250000.00
          Money Market
        
        
          WASHINGTON GAS LT CO
          
            2020-12-10
          
          0.00
          2446698.00
          2446402.00
          Money Market
        
        
          WASHINGTON GAS LT CO
          
            2020-12-14
          
          0.00
          3250435.00
          3249999.00
          Money Market
        
        
          WASHINGTON GAS LT CO
          
            2021-01-05
          
          0.00
          3250705.00
          3250000.00
          Money Market
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-11-06
      2020-11-06
      2020-11-06
      N
      N
      N
      0.0023
      65001353.95
      65001353.95
      0.0130
      N
      N
      Y
      N
    
    
      Goldman Sachs Financial Square Funds - Money Market
      2020-11-06
      Peter W. Fortner
      Peter W. Fortner
      Assistant Treasurer
    
  



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SEC Filings