Form N-MFP2 GOLDMAN SACHS TRUST For: Nov 30

December 7, 2020 10:07 AM


  
    N-MFP2
    
      
        
          0000822977
          XXXXXXXX
        
      
      
      
    
  
  
    
      2020-11-30
      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
      49
      49
      
        3595902829.76
        3116093328.99
        2228281808.79
        2454744061.37
      
      
        4687338549.70
        3991025747.73
        3187846760.80
        3346344182.40
        0.00
      
      
        0.7193
        0.6602
        0.5595
        0.6098
      
      
        0.9376
        0.8456
        0.8004
        0.8313
        0.0000
      
      0.00
      4146660085.32
      854542487.50
      220643.12
      86682930.52
      4060197797.92
      4056930398.9600
      0.0000
      0.0015
      
        1.0009
        1.0009
        1.0008
        1.0008
        0.0000
      
    
    
      C000025295
      10000000.00
      4041954783.86
      4038703185.2600
      
        1.0009
        1.0009
        1.0008
        1.0008
        0.0000
      
      
        396630115.22
        564143506.08
      
      
        281544984.69
        473785043.78
      
      
        432393305.99
        1238050399.47
      
      
        448612564.92
        276315957.05
      
      
        0.00
        0.00
      
      
        1695436380.76
        2652839404.42
      
      -0.0003
      Y
      For Institutional Shares the Investment Adviser waived $66,712 of Other Fees; and Goldman Sachs & Co. LLC waived $1 of Transfer Agency Fees.
    
    
      C000025296
      10000000.00
      4269672.31
      4266554.4800
      
        1.0008
        1.0008
        1.0008
        1.0008
        0.0000
      
      
        45.34
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        913958.35
        0.00
      
      -0.0011
      Y
      For Administration Shares the Investment Adviser waived $54 of Other Fees; and Goldman Sachs & Co. LLC waived $512 of Admin Fees.
    
    
      C000025297
      10000000.00
      2654.79
      2654.7100
      
        1.0002
        1.0001
        1.0001
        1.0000
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      -0.0012
      Y
      For Service Shares Goldman Sachs & Co. LLC waived $1 of Admin Fees.
    
    
      C000025298
      10000000.00
      65875.70
      65821.2500
      
        1.0009
        1.0009
        1.0009
        1.0008
        0.0000
      
      
        26.04
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        1852984.91
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        26.04
        1852984.91
      
      -0.0011
      Y
      For Preferred Shares the Investment Adviser waived $12 of Other Fees; and Goldman Sachs & Co. LLC waived $44 of Admin Fees.
    
    
      C000025299
      10000000.00
      2361179.83
      2359534.7600
      
        1.0008
        1.0007
        1.0007
        1.0007
        0.0000
      
      
        82.67
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        82.67
        0.00
      
      -0.0006
      Y
      For Select Shares the Investment Adviser waived $38 of Other Fees.
    
    
      C000025300
      10000000.00
      11540511.07
      11529527.9200
      
        1.0010
        1.0010
        1.0010
        1.0010
        0.0000
      
      
        156.86
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        156.86
        0.00
      
      -0.0011
      Y
      For Capital Shares the Investment Adviser waived $184 of Other Fees; and Goldman Sachs & Co. LLC waived $801 of Admin Fees.
    
    
      C000088816
      10000000.00
      1033.54
      1033.6400
      
        1.0001
        1.0000
        1.0000
        0.9999
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0002
      N
    
    
      C000088817
      10000000.00
      1048.55
      1048.5300
      
        1.0002
        1.0001
        1.0001
        1.0000
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0002
      N
    
    
      C000088818
      10000000.00
      1038.27
      1038.4100
      
        1.0001
        1.0000
        0.9999
        0.9999
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0002
      N
    
    
      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
      0.0018
      14998950.00
      14998950.00
      0.0037
      N
      N
      N
      N
    
    
      AGRICULTURAL BANK OF CHINA LIMITED
      AGRICULTURAL BANK OF CHINA LIMITED 0.000000%
      00850UPP3
      549300E7TSGLCOVSY746
      US00850UPP39
      0001501437
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-23
      2021-02-23
      2021-02-23
      N
      N
      N
      0.0034
      2248209.70
      2248209.70
      0.0006
      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+
      
      2020-12-07
      2020-12-07
      2047-12-01
      Y
      
        ALASKA HOUSING FINANCE CORPORATI
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
      
      N
      N
      0.0018
      18600000.00
      18600000.00
      0.0046
      N
      N
      Y
      N
    
    
      ALASKA HOUSING FINANCE CORPORATION
      ALASKA HOUSING FINANCE CORPORATION 0.130000%
      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+
      
      2020-12-07
      2020-12-07
      2044-12-01
      Y
      
        ALASKA HOUSING FINANCE CORPORATI
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
      
      N
      N
      0.0013
      45800000.00
      45800000.00
      0.0113
      N
      N
      Y
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329WM40
      Asset Backed Commercial Paper
      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
      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
      0.0012
      19999740.00
      19999740.00
      0.0049
      N
      N
      Y
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329WPG0
      Asset Backed Commercial Paper
      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
      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
      0.0020
      9567935.06
      9567935.06
      0.0024
      N
      N
      N
      N
    
    
      ALBION CAPITAL LLC
      ALBION CAPITAL LLC 0.000000%
      01329WPN5
      US01329WPN55
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-22
      2021-02-22
      2021-02-22
      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
      0.0020
      19091175.80
      19091175.80
      0.0047
      N
      N
      N
      N
    
    
      ANTALIS
      ANTALIS 0.000000%
      03664AP93
      549300G2LM2ZKZ0X4Y50
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-09
      2021-02-09
      2021-02-09
      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
      0.0018
      10996095.00
      10996095.00
      0.0027
      N
      N
      N
      N
    
    
      ANTALIS
      ANTALIS 0.000000%
      03664APG7
      549300G2LM2ZKZ0X4Y50
      US03664APG75
      Asset Backed Commercial Paper
      Y
      
        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
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0018
      11960333.65
      11960333.65
      0.0029
      N
      N
      N
      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
      0.0014
      17791792.37
      17791792.37
      0.0044
      N
      N
      Y
      N
    
    
      BARTON CAPITAL S.A.
      BARTON CAPITAL S.A. 0.000000%
      06945LNS3
      549300KOFKIMD0C37W24
      US06945LNS33
      Asset Backed Commercial Paper
      Y
      
        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
      Y
      
        SOCIETE GENERALE
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0019
      10996725.63
      10996725.63
      0.0027
      N
      N
      N
      N
    
    
      BARTON CAPITAL S.A.
      BARTON CAPITAL S.A. 0.000000%
      06945LP85
      549300KOFKIMD0C37W24
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-08
      2021-02-08
      2021-02-08
      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
      0.0019
      9452451.35
      9452451.35
      0.0023
      N
      N
      N
      N
    
    
      CNPC FINANCE (HK) LIMITED
      CNPC FINANCE (HK) LIMITED 0.000000%
      12623KM12
      3003002NJ625UNILOU94
      Financial Company Commercial Paper
      Y
      
        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
      0.0013
      24999907.75
      24999907.75
      0.0062
      N
      Y
      Y
      N
    
    
      CHARIOT FUNDING LLC
      CHARIOT FUNDING LLC 0.000000%
      15963TMJ5
      549300EEWRNP448AMT79
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-18
      2020-12-18
      2020-12-18
      N
      N
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0015
      45996550.00
      45996550.00
      0.0113
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER FLEX CO., LLC
      COLLATERALIZED COMMERCIAL PAPER FLEX CO., LLC 0.000000%
      19423JPG6
      Asset Backed Commercial Paper
      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
      Y
      
        J.P. MORGAN SECURITIES LLC
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0016
      14994865.05
      14994865.05
      0.0037
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO., LLC
      COLLATERALIZED COMMERCIAL PAPER V CO., LLC 0.000000%
      19424HP87
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-08
      2021-02-08
      2021-02-08
      N
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0015
      17994749.94
      17994749.94
      0.0044
      N
      N
      N
      N
    
    
      COLUMBIA FUNDING COMPANY, LLC
      COLUMBIA FUNDING COMPANY, LLC 0.000000%
      19767CND4
      549300O1V8MCLCRCFD82
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-01-13
      2021-01-13
      2021-01-13
      N
      Y
      
        J.P. MORGAN SECURITIES LLC
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0018
      14996718.30
      14996718.30
      0.0037
      N
      N
      N
      N
    
    
      CONNECTICUT HOUSING FINANCE AUTHORITY
      CONNECTICUT HOUSING FINANCE AUTHORITY 0.099999%
      20775CKN3
      5493003DXX0NRJKSH186
      US20775CKN38
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-07
      2020-12-07
      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
        
      
      0.0010
      24570000.00
      24570000.00
      0.0061
      N
      N
      Y
      N
    
    
      CONNECTICUT HOUSING FINANCE AUTHORITY
      CONNECTICUT HOUSING FINANCE AUTHORITY 0.110001%
      20775CYA6
      5493003DXX0NRJKSH186
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-07
      2020-12-07
      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
        
      
      0.0011
      9000000.00
      9000000.00
      0.0022
      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
      19999555.60
      19999555.60
      0.0049
      N
      N
      Y
      N
    
    
      SUMITOMO MITSUI TRUST BANK, LIMITED
      SUMITOMO MITSUI TRUST BANK, LIMITED 0.000000%
      225844801
      5493006GGLR4BTEL8O61
      XS2258448013
      0001046017
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-12
      2021-02-12
      2021-02-12
      N
      N
      N
      0.0023
      23988855.84
      23988855.84
      0.0059
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.080000%
      2IGI19DL77OX0HC3ZE78
      0000016847
      226308754
      Non-Negotiable Time Deposit
      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
      50000055.50
      50000055.50
      0.0123
      N
      Y
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.090000%
      ES7IP3U3RHIGC71XBU11
      0001000275
      226308757
      Non-Negotiable Time Deposit
      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
      0.0009
      50000069.00
      50000069.00
      0.0123
      N
      Y
      Y
      N
    
    
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.090000%
      JHE42UYNWWTJB8YTTU19
      0000859994
      226308760
      Non-Negotiable Time Deposit
      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
      0.0009
      100000138.00
      100000138.00
      0.0246
      N
      Y
      Y
      N
    
    
      CREDIT INDUSTRIEL ET COMMERCIAL
      CREDIT INDUSTRIEL ET COMMERCIAL 0.100000%
      N4JDFKKH2FTD8RKFXO39
      0001274419
      226308762
      Non-Negotiable Time Deposit
      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
      0.0010
      100000166.00
      100000166.00
      0.0246
      N
      Y
      Y
      N
    
    
      DNB BANK ASA
      DNB BANK ASA 0.080000%
      549300GKFG0RYRRQ1414
      226309181
      Non-Negotiable Time Deposit
      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
      34000000.00
      34000000.00
      0.0084
      N
      Y
      Y
      N
    
    
      FAIRWAY FINANCE COMPANY, LLC
      FAIRWAY FINANCE COMPANY, LLC 0.000000%
      30601VPP0
      549300GKD6SUOVFV4H89
      0001395640
      Asset Backed Commercial Paper
      Y
      
        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
      Y
      
        BANK OF MONTREAL
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0023
      19989375.00
      19989375.00
      0.0049
      N
      N
      N
      N
    
    
      FIRST ABU DHABI BANK P.J.S.C.
      FIRST ABU DHABI BANK P.J.S.C. 0.000000%
      31849HP97
      2138002Y3WMK6RZS8H90
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-09
      2021-02-09
      2021-02-09
      N
      N
      N
      0.0017
      13897421.24
      13897421.24
      0.0034
      N
      N
      N
      N
    
    
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH
      INDUSTRIAL & COMMERCIAL BANK OF CHINA LIMITED-NEW YORK BRANCH 0.000000%
      45581BP92
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-09
      2021-02-09
      2021-02-09
      N
      N
      N
      0.0025
      9994990.60
      9994990.60
      0.0025
      N
      N
      N
      N
    
    
      IONIC CAPITAL II TRUST
      IONIC CAPITAL II TRUST 0.000000%
      46221LPK9
      254900ABXGHL7TZDR053
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-19
      2021-02-19
      2021-02-19
      N
      Y
      
        CITIBANK, NATIONAL ASSOCIATION
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0027
      18401648.39
      18401648.39
      0.0045
      N
      N
      N
      N
    
    
      IONIC CAPITAL II TRUST
      IONIC CAPITAL II TRUST 0.000000%
      46221LPS2
      254900ABXGHL7TZDR053
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-26
      2021-02-26
      2021-02-26
      N
      Y
      
        CITIBANK, NATIONAL ASSOCIATION
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0028
      39513033.72
      39513033.72
      0.0097
      N
      N
      N
      N
    
    
      J.P. MORGAN SECURITIES LLC
      J.P. MORGAN SECURITIES LLC 0.000000%
      46640PM18
      ZBUT11V806EZRVTWT807
      0000782124
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      49999861.00
      49999861.00
      0.0123
      N
      Y
      Y
      N
    
    
      J.P. MORGAN SECURITIES LLC
      J.P. MORGAN SECURITIES LLC 0.000000%
      46640PM91
      ZBUT11V806EZRVTWT807
      US46640PM911
      0000782124
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-09
      2020-12-09
      2020-12-09
      N
      N
      N
      0.0010
      19999500.00
      19999500.00
      0.0049
      N
      N
      N
      N
    
    
      LANDESBANK HESSEN-THUERINGEN GIROZENTRALE
      LANDESBANK HESSEN-THUERINGEN GIROZENTRALE 0.150000%
      51500VTQ2
      DIZES5CFO5K3I5R58746
      Certificate of Deposit
      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
      0.0013
      19582194.06
      19582194.06
      0.0048
      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+
      
      2020-12-07
      2020-12-07
      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
      0.0011
      N
      N
      Y
      N
    
    
      HOWARD HUGHES MEDICAL INSTITUTE
      HOWARD HUGHES MEDICAL INSTITUTE 0.120000%
      545910AP6
      LO6J21CTB52FW2R3US61
      US545910AP61
      0000810386
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      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
      0.0012
      10000000.00
      10000000.00
      0.0025
      N
      N
      Y
      N
    
    
      MACQUARIE BANK LIMITED
      MACQUARIE BANK LIMITED 0.000000%
      55607KP83
      4ZHCHI4KYZG2WVRT8631
      US55607KP839
      0001257135
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-08
      2021-02-08
      2021-02-08
      N
      N
      N
      0.0022
      39982888.80
      39982888.80
      0.0098
      N
      N
      N
      N
    
    
      MANHATTAN ASSET FUNDING COMPANY LLC
      MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
      56274LNE0
      549300S0NSJYSOB32S63
      US56274LNE01
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-01-14
      2021-01-14
      2021-01-14
      N
      Y
      
        SUMITOMO MITSUI BANKING CORPORAT
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0018
      11407432.75
      11407432.75
      0.0028
      N
      N
      N
      N
    
    
      MANHATTAN ASSET FUNDING COMPANY LLC
      MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
      56274LPC2
      549300S0NSJYSOB32S63
      US56274LPC27
      Asset Backed Commercial Paper
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-12
      2021-02-12
      2021-02-12
      N
      Y
      
        SUMITOMO MITSUI BANKING CORPORAT
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0020
      47979872.16
      47979872.16
      0.0118
      N
      N
      N
      N
    
    
      COMMONWEALTH OF MASSACHUSETTS
      COMMONWEALTH OF MASSACHUSETTS 0.110001%
      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
      
      2020-12-07
      2020-12-07
      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
        
      
      0.0011
      15000000.00
      15000000.00
      0.0037
      N
      N
      Y
      N
    
    
      MUSEUM OF FINE ARTS
      MUSEUM OF FINE ARTS 0.089999%
      57586CV69
      549300XFBUSUKHHU1X54
      US57586CV697
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-01
      2020-12-01
      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
        
      
      0.0009
      2395000.00
      2395000.00
      0.0006
      N
      Y
      Y
      N
    
    
      MASS GENERAL BRIGHAM INCORPORATED
      MASS GENERAL BRIGHAM INCORPORATED 0.099999%
      57586EHU8
      5493007Z86EDN0QFYU66
      US57586EHU82
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-07
      2020-12-07
      2027-07-01
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        JPMORGAN CHASE BANK, NATIONAL AS
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0010
      150000.00
      150000.00
      0.0000
      N
      N
      Y
      N
    
    
      METROPOLITAN LIFE GLOBAL FUNDING I
      METROPOLITAN LIFE GLOBAL FUNDING I 2.400000%
      59217GCL1
      635400MMSOCXNNNZDZ82
      US59217GCL14
      Other Instrument
      Medium Term Note
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      2021-01-08
      2021-01-08
      2021-01-08
      N
      N
      N
      0.0027
      1834892.98
      1834892.98
      0.0005
      N
      N
      N
      N
    
    
      MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND
      MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND 0.150001%
      59447TXC2
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-07
      2020-12-07
      2049-09-01
      Y
      
        Bank of America, National Associ
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      Y
      
        BANK OF AMERICA, NATIONAL ASSOCI
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0015
      20000000.00
      20000000.00
      0.0049
      N
      N
      Y
      N
    
    
      CHEVRON CORPORATION
      CHEVRON CORPORATION 0.110001%
      60528ABV5
      US60528ABV52
      0000093410
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2030-12-01
      Y
      
        Chevron Corporation
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0011
      11595000.00
      11595000.00
      0.0029
      N
      N
      Y
      N
    
    
      SSM HEALTH CARE CORPORATION
      SSM HEALTH CARE CORPORATION 0.110001%
      60637AFM9
      5493000QP6H63JFPC580
      US60637AFM99
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-07
      2020-12-07
      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
      0.0011
      15000000.00
      15000000.00
      0.0037
      N
      N
      Y
      N
    
    
      MIZUHO BANK, LTD.-SINGAPORE BRANCH
      MIZUHO BANK, LTD.-SINGAPORE BRANCH 0.000000%
      60689PP91
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-09
      2021-02-09
      2021-02-09
      N
      N
      N
      0.0020
      19992229.40
      19992229.40
      0.0049
      N
      N
      N
      N
    
    
      INTERMOUNTAIN HEALTH CARE, INC.
      INTERMOUNTAIN HEALTH CARE, INC. 0.089999%
      626853CC7
      US626853CC79
      Variable Rate Demand Note
      Y
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      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
      0.0009
      9100000.00
      9100000.00
      0.0022
      N
      N
      Y
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.330000%
      63376DHX6
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-10
      2021-02-10
      2021-02-10
      N
      N
      N
      0.0027
      20002236.80
      20002236.80
      0.0049
      N
      N
      N
      N
    
    
      NATIONWIDE BUILDING SOCIETY
      NATIONWIDE BUILDING SOCIETY 0.000000%
      6385E0MN0
      549300XFX12G42QIKN82
      US6385E0MN05
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-22
      2020-12-22
      2020-12-22
      N
      N
      N
      0.0017
      34996427.90
      34996427.90
      0.0086
      N
      N
      N
      N
    
    
      PRESBYTERIAN HEALTHCARE SERVICES
      PRESBYTERIAN HEALTHCARE SERVICES 0.099999%
      647370JU0
      549300PILQ3W3CCH7D05
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-07
      2020-12-07
      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
        
      
      0.0010
      35000000.00
      35000000.00
      0.0086
      N
      N
      Y
      N
    
    
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY 0.160001%
      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
      
      2020-12-07
      2020-12-07
      2051-06-15
      Y
      
        INDUSTRIAL AND COMMERCIAL BANK O
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      Y
      
        INDUSTRIAL AND COMMERCIAL BANK O
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      0.0016
      27045000.00
      27045000.00
      0.0067
      N
      N
      Y
      N
    
    
      NORINCHUKIN BANK (THE)
      NORINCHUKIN BANK (THE) 0.220000%
      65602V4C7
      5493007VSMFZCPV1NB83
      0001496637
      Certificate of Deposit
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-10
      2021-02-10
      2021-02-10
      N
      N
      N
      0.0020
      15000658.95
      15000658.95
      0.0037
      N
      N
      N
      N
    
    
      NORINCHUKIN BANK (THE)
      NORINCHUKIN BANK (THE) 0.240000%
      65602V4R4
      5493007VSMFZCPV1NB83
      0001496637
      Certificate of Deposit
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-22
      2021-02-22
      2021-02-22
      N
      N
      N
      0.0023
      5000163.10
      5000163.10
      0.0012
      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
      0.0010
      33000277.53
      33000277.53
      0.0081
      N
      N
      Y
      N
    
    
      ORLANDO UTILITIES COMMISSION
      ORLANDO UTILITIES COMMISSION 0.120000%
      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+
      
      2020-12-07
      2020-12-07
      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+
        
      
      0.0012
      18550000.00
      18550000.00
      0.0046
      N
      N
      Y
      N
    
    
      PORTLAND MAINE (CITY OF)...
      PORTLAND MAINE (CITY OF)... 0.139999%
      7365594Y8
      US7365594Y83
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      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
        
      
      0.0014
      30400000.00
      30400000.00
      0.0075
      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+
      
      2020-12-07
      2020-12-07
      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
      0.0146
      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
      
      2020-12-07
      2020-12-07
      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
      0.0089
      N
      N
      Y
      N
    
    
      RIDGEFIELD FUNDING COMPANY, LLC
      RIDGEFIELD FUNDING COMPANY, LLC 0.000000%
      76582JN59
      Asset Backed Commercial Paper
      Y
      
        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
      Y
      
        BNP Paribas
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0017
      16997042.00
      16997042.00
      0.0042
      N
      N
      N
      N
    
    
      SHEFFIELD RECEIVABLES COMPANY LLC
      SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
      82124LPA4
      549300MYF6MOTU9T3G29
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-10
      2021-02-10
      2021-02-10
      N
      Y
      
        Barclays Bank PLC
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0020
      22990708.00
      22990708.00
      0.0057
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK, LIMITED-SINGAPORE BRANCH
      SUMITOMO MITSUI TRUST BANK, LIMITED-SINGAPORE BRANCH 0.000000%
      86564YPA4
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-10
      2021-02-10
      2021-02-10
      N
      N
      N
      0.0018
      24991200.00
      24991200.00
      0.0062
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORPORATION
      SUMITOMO MITSUI BANKING CORPORATION 0.260000%
      86565CNL9
      5U0XI89JRFVHWIBS4F54
      0001158084
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-04
      2021-02-04
      2021-02-04
      N
      N
      N
      0.0017
      26734598.09
      26734598.09
      0.0066
      N
      N
      N
      N
    
    
      TEXAS HEALTH RESOURCES
      TEXAS HEALTH RESOURCES 0.110001%
      87638TCJ0
      54930008C10TUBW7Z611
      US87638TCJ07
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      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
      0.0011
      15000000.00
      15000000.00
      0.0037
      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
      
      2020-12-07
      2020-12-07
      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
      0.0056
      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
      
      2020-12-07
      2020-12-07
      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
      0.0128
      N
      N
      Y
      N
    
    
      TORONTO-DOMINION BANK (THE)
      TORONTO-DOMINION BANK (THE) 0.000000%
      89119APG7
      PT3QB789TSUIDF371261
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-16
      2021-02-16
      2021-02-16
      N
      N
      N
      0.0019
      24989491.75
      24989491.75
      0.0062
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (THE)
      TORONTO-DOMINION BANK (THE) 0.000000%
      89119APK8
      PT3QB789TSUIDF371261
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-19
      2021-02-19
      2021-02-19
      N
      N
      N
      0.0020
      14993317.50
      14993317.50
      0.0037
      N
      N
      N
      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+
      
      2020-12-07
      2020-12-07
      2030-03-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      10000000.00
      10000000.00
      0.0025
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      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+
      
      2020-12-07
      2020-12-07
      2027-08-13
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      2000000.00
      2000000.00
      0.0005
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      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+
      
      2020-12-07
      2020-12-07
      2028-06-20
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      3000000.00
      3000000.00
      0.0007
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      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+
      
      2020-12-07
      2020-12-07
      2027-09-30
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      5500000.00
      5500000.00
      0.0014
      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
      60382068.45
      60382068.45
      0.0149
      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
      0.0009
      29989202.10
      29989202.10
      0.0074
      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
      0.0008
      80395890.76
      80395890.76
      0.0198
      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
      0.0009
      48389409.60
      48389409.60
      0.0119
      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
      69982985.80
      69982985.80
      0.0172
      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
      59880370.17
      59880370.17
      0.0147
      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
      0.0009
      61580288.00
      61580288.00
      0.0152
      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
      0.0009
      13881827.09
      13881827.09
      0.0034
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127965A3
      254900HROIFWPRGM1V77
      US9127965A35
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-06
      2021-05-06
      2021-05-06
      N
      N
      N
      0.0009
      139946158.80
      139946158.80
      0.0345
      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
      2559825.77
      2559825.77
      0.0006
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796A25
      254900HROIFWPRGM1V77
      US912796A254
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-13
      2021-05-13
      2021-05-13
      N
      N
      N
      0.0009
      83166472.90
      83166472.90
      0.0205
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796A41
      254900HROIFWPRGM1V77
      US912796A411
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-03
      2021-06-03
      2021-06-03
      N
      N
      N
      0.0009
      27487487.50
      27487487.50
      0.0068
      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
      0.0007
      9298860.75
      9298860.75
      0.0023
      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
      0.0006
      122484279.58
      122484279.58
      0.0302
      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
      0.0007
      46992323.49
      46992323.49
      0.0116
      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
      0.0009
      98378857.78
      98378857.78
      0.0242
      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
      0.0008
      54988770.65
      54988770.65
      0.0135
      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
      0.0009
      59083452.00
      59083452.00
      0.0146
      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
      0.0010
      35988694.92
      35988694.92
      0.0089
      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
      0.0009
      84973225.00
      84973225.00
      0.0209
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796D89
      254900HROIFWPRGM1V77
      US912796D894
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-13
      2021-04-13
      2021-04-13
      N
      N
      N
      0.0009
      89970740.10
      89970740.10
      0.0222
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796D97
      254900HROIFWPRGM1V77
      US912796D977
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-20
      2021-04-20
      2021-04-20
      N
      N
      N
      0.0009
      24991250.00
      24991250.00
      0.0062
      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+
      
      2020-12-07
      2020-12-07
      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
      0.0086
      N
      N
      Y
      N
    
    
      UNIVERSITY OF DELAWARE
      UNIVERSITY OF DELAWARE 0.089999%
      91425MDV6
      KPIOJCFMR70NWLS6O145
      Variable Rate Demand Note
      Y
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      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+
        
      
      0.0009
      7000000.00
      7000000.00
      0.0017
      N
      Y
      Y
      N
    
    
      EXXON MOBIL CORPORATION
      EXXON MOBIL CORPORATION 0.120000%
      919061BU4
      J3WHBG0MTS7O8ZVMDC91
      US919061BU42
      0000034088
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2025-10-01
      Y
      
        EXXON MOBIL CORPORATION
        1.0000
        1
        N
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0012
      135000.00
      135000.00
      0.0000
      N
      Y
      Y
      N
    
    
      VICTORY RECEIVABLES CORPORATION
      VICTORY RECEIVABLES CORPORATION 0.000000%
      92646KPC0
      549300D0F37QF0LP7F94
      US92646KPC08
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-12
      2021-02-12
      2021-02-12
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0020
      22192918.05
      22192918.05
      0.0055
      N
      N
      N
      N
    
    
      VICTORY RECEIVABLES CORPORATION
      VICTORY RECEIVABLES CORPORATION 0.000000%
      92646KQ13
      549300D0F37QF0LP7F94
      Asset Backed Commercial Paper
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-01
      2021-03-01
      2021-03-01
      N
      Y
      
        MUFG BANK, LTD.
        1.0000
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      0.0022
      24986160.50
      24986160.50
      0.0062
      N
      N
      N
      N
    
    
      PROVIDENCE ST. JOSEPH HEALTH
      PROVIDENCE ST. JOSEPH HEALTH 0.110001%
      93978HGF6
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      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+
        
      
      0.0011
      17740000.00
      17740000.00
      0.0044
      N
      N
      Y
      N
    
    
      PROVIDENCE ST. JOSEPH HEALTH
      PROVIDENCE ST. JOSEPH HEALTH 0.110001%
      93978HGG4
      US93978HGG48
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      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+
        
      
      0.0011
      8550000.00
      8550000.00
      0.0021
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.130000%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR0388167791571Ba
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-08-15
          
          0.00
          6109019.00
          5159127.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2035-08-15
          
          0.00
          9830440.00
          8100873.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-07
      2020-12-07
      2021-05-03
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0013
      13000000.00
      13000000.00
      0.0032
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.110002%
      2IGI19DL77OX0HC3ZE78
      0000016847
      TPR038984779157CAN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-30
          
          2.250000
          8254800.00
          8838560.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-15
          
          2.000000
          2200.00
          2383.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-31
          
          1.250000
          20000.00
          20800.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-30
          
          1.500000
          100.00
          105.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          1.500000
          1000.00
          1049.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-15
          
          1.500000
          5732400.00
          5927130.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-07
      2020-12-07
      2021-01-05
      Y
      
        CANADIAN IMPERIAL BANK OF COMMER
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0011
      14500000.00
      14500000.00
      0.0036
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.119999%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR0389F07791572Ba
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2035-08-15
          
          0.00
          14853287.00
          12240000.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-07
      2020-12-07
      2021-01-07
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0012
      12000000.00
      12000000.00
      0.0030
      N
      N
      Y
      N
    
    
      BMO CAPITAL MARKETS CORP.
      BMO CAPITAL MARKETS CORP. 0.119999%
      RUC0QBLBRPRCU4W1NE59
      0000772028
      TPR038AC4779157BMO
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-01-14
          
          0.00
          704100.00
          704030.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-07-15
          
          0.750000
          5741300.00
          6844411.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-30
          
          0.125000
          612000.00
          612116.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-07
      2020-12-07
      2021-05-11
      Y
      
        BMO CAPITAL MARKETS CORP.
        1.0000
        7
        N
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0012
      8000000.00
      8000000.00
      0.0020
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.119999%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR038B697791573Ba
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-12-01
          
          2.500000
          2500000.00
          560803.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-10-01
          
          4.000000
          812592.00
          323133.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-05-01
          
          3.500000
          1513734.00
          605287.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          3.500000
          1040642.00
          720590.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          3.500000
          744349.00
          684129.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.500000
          754996.00
          619872.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          1183837.00
          599092.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-08-01
          
          2.500000
          40565.00
          7094.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-07
      2020-12-07
      2021-05-11
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0012
      4000000.00
      4000000.00
      0.0010
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.110002%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR038C94779157Ban
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-05-15
          
          0.00
          9699766.00
          8670000.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-07
      2020-12-07
      2021-02-18
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0011
      8500000.00
      8500000.00
      0.0021
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.110002%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR038D13779157ROY
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-08-01
          
          6.423000
          149817097.00
          33884527.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-07-01
          
          3.500000
          52734062.00
          25199679.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.000000
          3808.00
          3920.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          82420.00
          79040.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          2.000000
          1998112.00
          2032834.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2021-01-14
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0011
      60000000.00
      60000000.00
      0.0148
      N
      N
      Y
      N
    
    
      WELLS FARGO SECURITIES, LLC
      WELLS FARGO SECURITIES, LLC 0.230000%
      VYVVCKR63DVZZN70PB21
      0001224385
      TPR038FC1779157Wel
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AMERICAN CRYSTAL SUGAR CO
          
            2021-02-09
          
          0.00
          3251531.00
          3250000.00
          Money Market
        
        
          AMERICAN CRYSTAL SUGAR CO
          
            2021-02-11
          
          0.00
          3251586.00
          3249999.00
          Money Market
        
        
          AMERICAN CRYSTAL SUGAR CO
          
            2021-02-16
          
          0.00
          3251710.00
          3250000.00
          Money Market
        
        
          AMERICAN INTERNATIONAL GROUP, INC.
          ODVCVCQG2BP6VHV36M30
          
            2022-06-01
          
          4.875000
          2751000.00
          3000322.00
          Corporate Debt Securities
        
        
          B A T INTL FIN DISC COML PAPER
          
            2020-12-24
          
          0.00
          3250471.00
          3250000.00
          Money Market
        
        
          CNOOC PETROLEUM NORTH AMERICA ULC
          549300I04PB7X2824122
          
            2028-05-01
          
          7.400000
          2200000.00
          3001044.00
          Corporate Debt Securities
        
        
          CRANE CO
          
            2020-12-01
          
          0.00
          250000.00
          249996.00
          Money Market
        
        
          ENABLE MIDSTREAM PARTNERS LP
          
            2021-02-01
          
          0.00
          3252755.00
          3250000.00
          Money Market
        
        
          European Bank for Reconstruction and Development
          549300HTGDOVDU6OGK19
          
            2021-11-02
          
          1.500000
          3208000.00
          3249148.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2023-02-23
          
          0.962630
          3000000.00
          3025372.00
          Corporate Debt Securities
        
        
          HYUNDAI CAP AMER INC
          
            2020-12-01
          
          0.00
          312000.00
          311995.00
          Money Market
        
        
          IBM CREDIT LLC
          549300ZNLJL43AQTG067
          
            2021-01-20
          
          0.478380
          3000000.00
          3002774.00
          Corporate Debt Securities
        
        
          INTERCONTINENTAL EXCHANGE INC
          
            2020-12-29
          
          0.00
          3250416.00
          3250000.00
          Money Market
        
        
          INTERCONTINENTAL EXCHANGE, INC.
          5493000F4ZO33MV32P92
          
            2060-09-15
          
          3.000000
          2088870.00
          2148385.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE FINANCIAL COMPANY LLC
          549300NJFDJOFYVV6789
          
            2023-05-01
          
          0.250000
          500000.00
          534476.00
          Corporate Debt Securities
        
        
          LLOYDS BK CORPORATE MKTS PLC
          
            2021-08-24
          
          0.00
          3256349.00
          3249999.00
          Money Market
        
        
          New York Life Insurance Company
          TAE73CY392TBWJ3O3305
          
            2039-11-15
          
          6.750000
          1825000.00
          2816819.00
          Corporate Debt Securities
        
        
          NORINCHUKIN BK NEW YORK BRH
          
            2021-03-03
          
          0.00
          3250000.00
          3250000.00
          Money Market
        
        
          NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY
          1DU7IM20QESYGDO4HO54
          
            2059-09-30
          
          3.625000
          843555.00
          975016.00
          Corporate Debt Securities
        
        
          PUBLIC SERVICE COMPANY OF COLORADO
          5BANEF6PGSEK0SNMQF44
          
            2051-01-15
          
          2.700000
          2753201.00
          2985282.00
          Corporate Debt Securities
        
        
          SOUTHERN CALIF EDISON CO
          
            2020-12-01
          
          0.00
          860000.00
          859985.00
          Money Market
        
        
          SUMITOMO MITSUI BKG CORP N Y CD 0.3%21
          
            2021-01-28
          
          0.00
          3249220.00
          3250000.00
          Money Market
        
        
          SWEDBANK FORENINGSSPARBKN AB
          
            2021-06-01
          
          0.00
          3253881.00
          3249999.00
          Money Market
        
        
          TOLL ROAD INV PART II
          
            2043-02-15
          
          0.00
          457500.00
          196354.00
          Corporate Debt Securities
        
        
          TOLL ROAD INV PART II
          
            2042-02-15
          
          0.00
          487500.00
          219492.00
          Corporate Debt Securities
        
        
          WGL HLDGS INC
          
            2020-12-03
          
          0.00
          500000.00
          499988.00
          Money Market
        
        
          WASHINGTON GAS LT CO
          
            2020-12-02
          
          0.00
          550000.00
          549992.00
          Money Market
        
        
          WILLIS NORTH AMERICA INC.
          5493004KVU1HWZCP0C66
          
            2029-09-15
          
          2.950000
          2640000.00
          2930019.00
          Corporate Debt Securities
        
        
          Sinopec Group Overseas Development (2017) Limited
          5493001IPW8ZGQ181Z16
          
            2047-04-12
          
          4.250000
          1135000.00
          1417645.00
          Corporate Debt Securities
        
        
          Three Gorges Finance I (Cayman Islands) Limited
          549300FD0MPTWEITI779
          
            2025-06-10
          
          3.700000
          1274000.00
          1408932.00
          Corporate Debt Securities
        
        
          Three Gorges Finance I (Cayman Islands) Limited
          549300FD0MPTWEITI779
          
            2030-09-22
          
          2.150000
          1050000.00
          1038346.00
          Corporate Debt Securities
        
        
          BANCO INBURSA S A INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO INBURSA
          9598007PWYZP4GP23S45
          
            2024-06-06
          
          4.125000
          485000.00
          524987.00
          Corporate Debt Securities
        
        
          PT Indonesia Asahan Aluminium (Persero)
          2549008P48EB9SN2OI80
          
            2050-05-15
          
          5.800000
          499034.00
          612458.00
          Corporate Debt Securities
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-04
      2020-12-04
      2020-12-04
      N
      N
      N
      0.0023
      65000000.00
      65000000.00
      0.0160
      N
      N
      Y
      N
    
    
      ING FINANCIAL MARKETS LLC
      ING FINANCIAL MARKETS LLC 0.230000%
      KBVRJ5K57JZ3E2AVWX40
      0000877559
      TPR03903B779157ING
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          Federative Republic of Brazil
          254900ZFY40OYEADAP90
          
            2024-04-15
          
          8.875000
          22315000.00
          27873750.00
          Other Instrument
          SOVEREIGN DEBT
        
        
          Federative Republic of Brazil
          254900ZFY40OYEADAP90
          
            2025-02-04
          
          8.750000
          12543000.00
          16126591.00
          Other Instrument
          SOVEREIGN DEBT
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0023
      40000155.20
      40000155.20
      0.0099
      N
      Y
      Y
      N
    
    
      MIZUHO SECURITIES USA LLC
      MIZUHO SECURITIES USA LLC 0.380000%
      7TK5RJIZDFROZCA6XF66
      0000812291
      TPR03903D779157MIZ
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-11-15
          
          0.875000
          30518000.00
          30600050.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        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
      0.0038
      30000241.50
      30000241.50
      0.0074
      N
      Y
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.250000%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR039041779157MUF
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          Aaron's Holdings Company, Inc.
          
            2020-11-30
          
          0.00
          0.00
          6402.00
          Equities
        
        
          ADOBE INC.
          FU4LY2G4933NH2E1CP29
          
            2020-11-30
          
          0.00
          0.00
          3567707.00
          Equities
        
        
          AECOM
          0EEB8GF0W0NPCIHZX097
          
            2020-11-30
          
          0.00
          0.00
          5228.00
          Equities
        
        
          AKAMAI TECHNOLOGIES, INC.
          OC1LZNN2LF5WTJ5RIL89
          
            2027-09-01
          
          0.375000
          0.00
          11.00
          Equities
        
        
          ALPHABET INC.
          5493006MHB84DD0ZWV18
          
            2020-11-30
          
          0.00
          0.00
          1787.00
          Equities
        
        
          Altice USA, Inc.
          54930064K3612MGCER95
          
            2020-11-30
          
          0.00
          0.00
          2207419.00
          Equities
        
        
          Altria Group, Inc.
          XSGZFLO9YTNO9VCQV219
          
            2020-11-30
          
          0.00
          0.00
          1913538.00
          Equities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2020-11-30
          
          0.00
          0.00
          13497116.00
          Equities
        
        
          American Electric Power Company, Inc.
          1B4S6S7G0TW5EE83BO58
          
            2020-11-30
          
          0.00
          0.00
          7676768.00
          Equities
        
        
          AMPLITUDE HLTHCRE AQUSTIN CORP COM CL A
          
            2020-11-30
          
          0.00
          0.00
          924483.00
          Equities
        
        
          ANAPTYSBIO, INC.
          529900HH4WQT03IG1A12
          
            2020-11-30
          
          0.00
          0.00
          1908847.00
          Equities
        
        
          Apollo Medical Holdings, Inc.
          5493008O4R82Q4STJ936
          
            2020-11-30
          
          0.00
          0.00
          18.00
          Equities
        
        
          APOLLO GLOBAL MANAGEMENT, INC.
          54930054P2G7ZJB0KM79
          
            2020-11-30
          
          0.00
          0.00
          175480.00
          Equities
        
        
          ATMOS ENERGY CORPORATION
          QVLWEGTD2S8GJMO8D383
          
            2020-11-30
          
          0.00
          0.00
          319506.00
          Equities
        
        
          AXON ENTERPRISE, INC.
          549300QP2IEEGFE16681
          
            2020-11-30
          
          0.00
          0.00
          138105.00
          Equities
        
        
          Baxter International Inc.
          J5OIVXX3P24RJRW5CK77
          
            2020-11-30
          
          0.00
          0.00
          705685.00
          Equities
        
        
          Becton, Dickinson and Company
          ICE2EP6D98PQUILVRZ91
          
            2020-11-30
          
          0.00
          0.00
          45792.00
          Equities
        
        
          Berkshire Hathaway Inc.
          5493000C01ZX7D35SD85
          
            2020-11-30
          
          0.00
          0.00
          13201238.00
          Equities
        
        
          BioXcel Therapeutics, Inc.
          549300Y25FYZ0E8LW260
          
            2020-11-30
          
          0.00
          0.00
          17836.00
          Equities
        
        
          BLACKROCK, INC.
          549300LRIF3NWCU26A80
          
            2020-11-30
          
          0.00
          0.00
          1287198.00
          Equities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2020-11-30
          
          0.00
          0.00
          1255700.00
          Equities
        
        
          CHP MERGER CORPCOM CL A
          
            2020-11-30
          
          0.00
          0.00
          2733100.00
          Equities
        
        
          CVS Health Corporation
          549300EJG376EN5NQE29
          
            2020-11-30
          
          0.00
          0.00
          709513.00
          Equities
        
        
          Canada Goose Holdings Inc .
          529900891XBE6RV8JR07
          
            2020-11-30
          
          0.00
          0.00
          3861236.00
          Equities
        
        
          Caterpillar Inc.
          WRJR7GS4GTRECRRTVX92
          
            2020-11-30
          
          0.00
          0.00
          367668.00
          Equities
        
        
          CELSIUS HLDGS INCCOM NEW
          
            2020-11-30
          
          0.00
          0.00
          784560.00
          Equities
        
        
          CENTENE CORPORATION
          549300Z7JJ4TQSQGT333
          
            2020-11-30
          
          0.00
          0.00
          840161.00
          Equities
        
        
          CENTERPOINT ENERGY, INC.
          21TPXMRRHFKOBHDC8J74
          
            2020-11-30
          
          0.00
          0.00
          1396.00
          Equities
        
        
          Chegg, Inc.
          549300AKX7O8JG0O3G77
          
            2020-11-30
          
          0.00
          0.00
          2625350.00
          Equities
        
        
          Chegg, Inc.
          549300AKX7O8JG0O3G77
          
            2025-03-15
          
          0.125000
          0.00
          16.00
          Equities
        
        
          CHURCHILL CAP CORP IICL A
          
            2020-11-30
          
          0.00
          0.00
          1075594.00
          Equities
        
        
          Citigroup Inc.
          6SHGI4ZSSLCXXQSBB395
          
            2020-11-30
          
          0.00
          0.00
          57.00
          Equities
        
        
          CLOUDFLARE, INC.
          5493007DY18BGNLDWU14
          
            2020-11-30
          
          0.00
          0.00
          164472.00
          Equities
        
        
          THE COCA-COLA COMPANY
          UWJKFUJFZ02DKWI3RY53
          
            2020-11-30
          
          0.00
          0.00
          10540000.00
          Equities
        
        
          COMMERCE BANCSHARES INCCOM
          
            2020-11-30
          
          0.00
          0.00
          4307565.00
          Equities
        
        
          Compass Diversified Holdings
          5299001SM1LBYANJRR58
          
            2020-11-30
          
          0.00
          0.00
          1963.00
          Equities
        
        
          COSTAR GROUP INC COM
          
            2020-11-30
          
          0.00
          0.00
          4952528.00
          Equities
        
        
          CROWDSTRIKE HOLDINGS, INC.
          549300YBY08K9KM4HX32
          
            2020-11-30
          
          0.00
          0.00
          105581.00
          Equities
        
        
          DICK'S SPORTING GOODS, INC.
          529900SSBV5I4LWSK313
          
            2025-04-15
          
          3.250000
          0.00
          19.00
          Equities
        
        
          DISCOVERY, INC.
          5493006ZCRFWKF6B1K26
          
            2020-11-30
          
          0.00
          0.00
          648120.00
          Equities
        
        
          DONALDSON COMPANY, INC.
          OZE6KXY9QQPR8EJ8WL20
          
            2020-11-30
          
          0.00
          0.00
          4144899.00
          Equities
        
        
          Dover Corporation
          549300FMC2ALGA7N9E80
          
            2020-11-30
          
          0.00
          0.00
          2205560.00
          Equities
        
        
          DUPONT DE NEMOURS, INC.
          5493004JF0SDFLM8GD76
          
            2020-11-30
          
          0.00
          0.00
          65.00
          Equities
        
        
          ENVIVA PARTNERS, LP
          549300WH5VXDEFM5KR81
          
            2020-11-30
          
          0.00
          0.00
          645248.00
          Equities
        
        
          Fortress Transportation and Infrastructure Investors LLC
          529900E7PUVK6BC8PE80
          
            2020-11-30
          
          0.00
          0.00
          76428.00
          Equities
        
        
          GFL Environmental Inc.
          549300FYK4MBXWIVZU26
          
            2020-11-30
          
          0.00
          0.00
          360829.00
          Equities
        
        
          GORES HLDGS IV INC COM CL A
          
            2020-11-30
          
          0.00
          0.00
          586527.00
          Equities
        
        
          HENNESSY CAP ACQUSTION CORP IV CL A COM
          
            2020-11-30
          
          0.00
          0.00
          265016.00
          Equities
        
        
          IAC FINANCECO 2, INC.
          549300IPGK4BWL134U96
          
            2026-06-15
          
          0.875000
          0.00
          12.00
          Equities
        
        
          Illumina, Inc.
          SQ95QG8SR5Q56LSNF682
          
            2023-08-15
          
          0.00
          0.00
          298.00
          Equities
        
        
          JUNIPER INDL HLDGS INC COM CL A
          
            2020-11-30
          
          0.00
          0.00
          1679648.00
          Equities
        
        
          KINROSS GOLD CORPORATION
          549300UEBMAQDN0K0R06
          
            2020-11-30
          
          0.00
          0.00
          310707.00
          Equities
        
        
          LGL SYS ACQUISITION CORP COM CL A
          
            2020-11-30
          
          0.00
          0.00
          1343473.00
          Equities
        
        
          Landec Corporation
          549300EHBZ5OM9ND9O43
          
            2020-11-30
          
          0.00
          0.00
          10.00
          Equities
        
        
          Lightspeed POS Inc.
          254900T8MDWRTGMFZ257
          
            2020-11-30
          
          0.00
          0.00
          116970.00
          Equities
        
        
          LONGVIEW ACQUISITION CORPCOM CL A
          
            2020-11-30
          
          0.00
          0.00
          946660.00
          Equities
        
        
          LUMOS PHARMA INC COM
          
            2020-11-30
          
          0.00
          0.00
          239780.00
          Equities
        
        
          MSCI Inc.
          549300HTIN2PD78UB763
          
            2020-11-30
          
          0.00
          0.00
          1327425.00
          Equities
        
        
          MasterCard Incorporated
          AR5L2ODV9HN37376R084
          
            2020-11-30
          
          0.00
          0.00
          3661956.00
          Equities
        
        
          MERIDA MERGER CORP I COM
          
            2020-11-30
          
          0.00
          0.00
          10.00
          Equities
        
        
          Monolithic Power Systems, Inc.
          529900TB7O85LSZ1XU31
          
            2020-11-30
          
          0.00
          0.00
          13499680.00
          Equities
        
        
          NEW PROVIDENCE ACQUISITION COM CL A
          
            2020-11-30
          
          0.00
          0.00
          22224.00
          Equities
        
        
          Nvidia Corporation
          549300S4KLFTLO7GSQ80
          
            2020-11-30
          
          0.00
          0.00
          5410590.00
          Equities
        
        
          Square, Inc.
          549300OHIIUWSTIZME52
          
            2025-03-01
          
          0.125000
          0.00
          19.00
          Equities
        
        
          STABLE RD ACQUISITION CORP COM CL A
          
            2020-11-30
          
          0.00
          0.00
          1251360.00
          Equities
        
        
          SWITCHBACK ENERGY ACQUISTN CRP COM CL A
          
            2020-11-30
          
          0.00
          0.00
          2172105.00
          Equities
        
        
          TELA BIO INC COM
          
            2020-11-30
          
          0.00
          0.00
          1599360.00
          Equities
        
        
          THE TRADE DESK, INC.
          549300GXPD31VT3E0P46
          
            2020-11-30
          
          0.00
          0.00
          3207769.00
          Equities
        
        
          WELLS FARGO & COMPANY
          PBLD0EJDB5FWOLXP3B76
          
            2020-11-30
          
          0.00
          0.00
          28.00
          Equities
        
        
          Workiva Inc.
          529900RTOQ8GRWHY1O58
          
            2026-08-15
          
          1.125000
          0.00
          486.00
          Equities
        
        
          JAWS ACQUISITION CORPSHS
          
            2020-11-30
          
          0.00
          0.00
          338468.00
          Equities
        
        
          THUNDER BRDG ACQUISTION II LTD CL A SHS
          
            2020-11-30
          
          0.00
          0.00
          4311757.00
          Equities
        
        
          NXP Semiconductors N.V.
          724500M9BY5293JDF951
          
            2020-11-30
          
          0.00
          0.00
          13499887.00
          Equities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0025
      135000599.40
      135000599.40
      0.0332
      N
      Y
      Y
      N
    
    
      RBC CAPITAL MARKETS, LLC
      RBC CAPITAL MARKETS, LLC 0.180000%
      549300LCO2FLSSVFFR64
      0000050916
      TPR039044779157RBC
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          ABN AMRO BANK N.V.
          BFXS5XCH7N0Y05NIXW11
          
            2021-01-19
          
          0.627750
          5304000.00
          5310537.00
          Corporate Debt Securities
        
        
          SOUTHERN COMPANY GAS CAPITAL CORPORATION
          E8CD46SWUD2TSN8PA636
          
            2021-09-15
          
          3.500000
          5000.00
          5120.00
          Corporate Debt Securities
        
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2029-03-01
          
          4.350000
          10000.00
          12012.00
          Corporate Debt Securities
        
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2039-03-01
          
          4.850000
          40000.00
          50545.00
          Corporate Debt Securities
        
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2060-06-01
          
          3.850000
          99036.00
          106607.00
          Corporate Debt Securities
        
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2028-02-01
          
          1.650000
          9000.00
          9176.00
          Corporate Debt Securities
        
        
          ABBOTT LABORATORIES
          HQD377W2YR662HK5JX27
          
            2026-11-30
          
          3.750000
          22000.00
          25642.00
          Corporate Debt Securities
        
        
          ABBVIE INC.
          FR5LCKFTG8054YNNRU85
          
            2035-03-15
          
          4.550000
          20000.00
          25582.00
          Corporate Debt Securities
        
        
          AETNA INC.
          549300QKBENKLBXQ8968
          
            2044-03-15
          
          4.750000
          120000.00
          154011.00
          Corporate Debt Securities
        
        
          ALBERTSONS COS/SAFEWAY
          
            2026-03-15
          
          3.250000
          2.00
          2.00
          Corporate Debt Securities
        
        
          Alibaba Group Holding Limited
          5493001NTNQJDH60PM02
          
            2021-11-28
          
          3.125000
          200000.00
          204547.00
          Corporate Debt Securities
        
        
          Alibaba Group Holding Limited
          5493001NTNQJDH60PM02
          
            2047-12-06
          
          4.200000
          294000.00
          379857.00
          Corporate Debt Securities
        
        
          Altria Group, Inc.
          XSGZFLO9YTNO9VCQV219
          
            2039-02-06
          
          10.200000
          26000.00
          45039.00
          Corporate Debt Securities
        
        
          Altria Group, Inc.
          XSGZFLO9YTNO9VCQV219
          
            2030-05-06
          
          3.400000
          116724.00
          129707.00
          Corporate Debt Securities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2034-12-05
          
          4.800000
          3000.00
          4222.00
          Corporate Debt Securities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2025-12-03
          
          5.200000
          20000.00
          24732.00
          Corporate Debt Securities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2027-06-03
          
          1.200000
          15000.00
          15350.00
          Corporate Debt Securities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2050-06-03
          
          2.500000
          25000.00
          26459.00
          Corporate Debt Securities
        
        
          American Express Company
          R4PP93JZOLY261QX3811
          
            2024-12-05
          
          3.625000
          4000.00
          4506.00
          Corporate Debt Securities
        
        
          AMERICAN INTERNATIONAL GROUP, INC.
          ODVCVCQG2BP6VHV36M30
          
            2050-06-30
          
          4.375000
          20000.00
          26457.00
          Corporate Debt Securities
        
        
          AMERISOURCEBERGEN CORPORATION
          AI8GXW8LG5WK7E9UD086
          
            2030-05-15
          
          2.800000
          100000.00
          108397.00
          Corporate Debt Securities
        
        
          Amgen Inc.
          62QBXGPJ34PQ72Z12S66
          
            2040-02-21
          
          3.150000
          50000.00
          54944.00
          Corporate Debt Securities
        
        
          Amgen Inc.
          62QBXGPJ34PQ72Z12S66
          
            2027-02-21
          
          2.200000
          109000.00
          116049.00
          Corporate Debt Securities
        
        
          Amgen Inc.
          62QBXGPJ34PQ72Z12S66
          
            2030-02-21
          
          2.450000
          50000.00
          54048.00
          Corporate Debt Securities
        
        
          Amgen Inc.
          62QBXGPJ34PQ72Z12S66
          
            2031-02-25
          
          2.300000
          23000.00
          24560.00
          Corporate Debt Securities
        
        
          ANHEUSER-BUSCH INBEV FINANCE INC.
          5493000EYEKDT0FBSQ91
          
            2021-02-01
          
          1.474380
          50000.00
          50157.00
          Corporate Debt Securities
        
        
          ANHEUSER-BUSCH INBEV FINANCE INC.
          5493000EYEKDT0FBSQ91
          
            2036-02-01
          
          4.700000
          49000.00
          61681.00
          Corporate Debt Securities
        
        
          ANTHEM, INC.
          8MYN82XMYQH89CTMTH67
          
            2024-12-01
          
          3.350000
          3000.00
          3351.00
          Corporate Debt Securities
        
        
          ANTHEM, INC.
          8MYN82XMYQH89CTMTH67
          
            2028-03-01
          
          4.101000
          1000.00
          1183.00
          Corporate Debt Securities
        
        
          ANTHEM, INC.
          8MYN82XMYQH89CTMTH67
          
            2025-01-15
          
          2.375000
          18000.00
          19273.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2025-05-13
          
          3.200000
          80000.00
          89299.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2026-02-23
          
          3.250000
          4000.00
          4520.00
          Corporate Debt Securities
        
        
          ASTRAZENECA PLC
          PY6ZZQWO2IZFZC3IOL08
          
            2022-06-12
          
          2.375000
          6000.00
          6237.00
          Corporate Debt Securities
        
        
          ASTRAZENECA PLC
          PY6ZZQWO2IZFZC3IOL08
          
            2029-01-17
          
          4.000000
          3000.00
          3666.00
          Corporate Debt Securities
        
        
          ATMOS ENERGY CORPORATION
          QVLWEGTD2S8GJMO8D383
          
            2031-01-15
          
          1.500000
          40000.00
          40311.00
          Corporate Debt Securities
        
        
          AutoZone, Inc.
          GA3JGKJ41LJKXDN23E90
          
            2030-04-15
          
          4.000000
          100000.00
          118267.00
          Corporate Debt Securities
        
        
          B.A.T CAPITAL CORPORATION
          2138005GYEXN7XRHFA84
          
            2022-08-15
          
          2.764000
          2000.00
          2084.00
          Corporate Debt Securities
        
        
          B.A.T CAPITAL CORPORATION
          2138005GYEXN7XRHFA84
          
            2027-08-15
          
          3.557000
          35000.00
          39154.00
          Corporate Debt Securities
        
        
          B.A.T CAPITAL CORPORATION
          2138005GYEXN7XRHFA84
          
            2037-08-15
          
          4.390000
          20000.00
          22609.00
          Corporate Debt Securities
        
        
          BAKER HUGHES LLC/CO-OBL
          
            2027-12-15
          
          3.337000
          60000.00
          66916.00
          Corporate Debt Securities
        
        
          BANCO SANTANDER, S.A.
          5493006QMFDDMYWIAM13
          
            2028-04-12
          
          4.379000
          3600000.00
          4193959.00
          Corporate Debt Securities
        
        
          BANK OF MONTREAL
          NQQ6HPCNCCU6TUTQYE16
          
            2021-04-13
          
          3.100000
          25000.00
          25369.00
          Corporate Debt Securities
        
        
          THE BANK OF NOVA SCOTIA
          L3I9ZG2KFGXZ61BMYR72
          
            2024-02-11
          
          3.400000
          35000.00
          38385.00
          Corporate Debt Securities
        
        
          BARCLAYS BANK PLC
          G5GSEF7VJP5I7OUK5573
          
            2030-11-29
          
          1.464000
          35000.00
          29862.00
          Corporate Debt Securities
        
        
          BELLSOUTH, LLC
          549300K521AGBDAYHX03
          
            2034-06-15
          
          6.550000
          16000.00
          21658.00
          Corporate Debt Securities
        
        
          BELLSOUTH, LLC
          549300K521AGBDAYHX03
          
            2034-11-15
          
          6.000000
          86000.00
          113249.00
          Corporate Debt Securities
        
        
          BERKSHIRE HATHAWAY ENERGY COMPANY
          549300JD0S5IZJE9LY15
          
            2050-10-15
          
          4.250000
          65000.00
          85003.00
          Corporate Debt Securities
        
        
          BERRY GLOBAL, INC.
          549300AP2Q7ERHX6RI89
          
            2026-07-15
          
          4.875000
          966980.00
          1044185.00
          Corporate Debt Securities
        
        
          BNP PARIBAS
          R0MUWSFPU8MPRO8K5P83
          
            2033-03-01
          
          4.375000
          800000.00
          918389.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2049-05-01
          
          3.900000
          50000.00
          51152.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2059-08-01
          
          3.950000
          10000.00
          10262.00
          Corporate Debt Securities
        
        
          BOOKING HOLDINGS INC.
          FXM8FAOHMYDIPD38UZ17
          
            2027-04-13
          
          4.500000
          20000.00
          23604.00
          Corporate Debt Securities
        
        
          BorgWarner Inc.
          549300DSFX2IE88NSX47
          
            2025-10-01
          
          5.000000
          4655594.00
          5500000.00
          Corporate Debt Securities
        
        
          Brighthouse Financial, Inc.
          5493003T8SZSHOGGAW52
          
            2047-06-22
          
          4.700000
          101000.00
          106479.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in right of the Province of British Columbia
          54930058TO7MEKUHWL16
          
            2026-01-15
          
          6.500000
          3000.00
          3911.00
          Corporate Debt Securities
        
        
          Broadcom Inc.
          549300WV6GIDOZJTV909
          
            2023-11-15
          
          2.250000
          60000.00
          62622.00
          Corporate Debt Securities
        
        
          Broadcom Inc.
          549300WV6GIDOZJTV909
          
            2030-04-15
          
          5.000000
          15000.00
          18255.00
          Corporate Debt Securities
        
        
          BURLINGTN NORTH SANTA FE
          
            2045-04-01
          
          4.150000
          25000.00
          32971.00
          Corporate Debt Securities
        
        
          CSX Corporation
          549300JVQR4N1MMP3Q88
          
            2028-03-01
          
          3.800000
          21000.00
          24741.00
          Corporate Debt Securities
        
        
          CVS Health Corporation
          549300EJG376EN5NQE29
          
            2045-07-20
          
          5.125000
          39000.00
          53188.00
          Corporate Debt Securities
        
        
          CVS Health Corporation
          549300EJG376EN5NQE29
          
            2028-03-25
          
          4.300000
          2000.00
          2369.00
          Corporate Debt Securities
        
        
          CVS Health Corporation
          549300EJG376EN5NQE29
          
            2038-03-25
          
          4.780000
          20000.00
          25504.00
          Corporate Debt Securities
        
        
          CVS Health Corporation
          549300EJG376EN5NQE29
          
            2040-08-21
          
          2.700000
          110000.00
          111444.00
          Corporate Debt Securities
        
        
          CANADIAN IMPERIAL BANK OF COMMERCE
          2IGI19DL77OX0HC3ZE78
          
            2025-10-23
          
          0.950000
          97000.00
          97663.00
          Corporate Debt Securities
        
        
          CAPITAL ONE FINANCIAL CORPORATION
          ZUE8T73ROZOF6FLBAR73
          
            2025-02-05
          
          3.200000
          67000.00
          73597.00
          Corporate Debt Securities
        
        
          CARGO AIRCRAFT MANAGEMENT, INC.
          549300GH5J7LOMV44F11
          
            2028-02-01
          
          4.750000
          359995.00
          378697.00
          Corporate Debt Securities
        
        
          VERIZON MARYLAND LLC
          
            2029-10-15
          
          8.000000
          25000.00
          34681.00
          Corporate Debt Securities
        
        
          Citigroup Inc.
          6SHGI4ZSSLCXXQSBB395
          
            2025-03-26
          
          3.875000
          4000.00
          4496.00
          Corporate Debt Securities
        
        
          Citigroup Inc.
          6SHGI4ZSSLCXXQSBB395
          
            2031-03-31
          
          4.412000
          22000.00
          26703.00
          Corporate Debt Securities
        
        
          THE COCA-COLA COMPANY
          UWJKFUJFZ02DKWI3RY53
          
            2024-09-06
          
          1.750000
          114000.00
          119959.00
          Corporate Debt Securities
        
        
          THE COCA-COLA COMPANY
          UWJKFUJFZ02DKWI3RY53
          
            2030-03-25
          
          3.450000
          2000.00
          2373.00
          Corporate Debt Securities
        
        
          Comcast Corporation
          51M0QTTNCGUN7KFCFZ59
          
            2047-08-15
          
          4.000000
          85000.00
          108487.00
          Corporate Debt Securities
        
        
          Comcast Corporation
          51M0QTTNCGUN7KFCFZ59
          
            2038-10-15
          
          4.600000
          40000.00
          53032.00
          Corporate Debt Securities
        
        
          Comcast Corporation
          51M0QTTNCGUN7KFCFZ59
          
            2039-11-01
          
          3.250000
          82000.00
          93834.00
          Corporate Debt Securities
        
        
          Comcast Corporation
          51M0QTTNCGUN7KFCFZ59
          
            2052-08-15
          
          2.450000
          10000.00
          9814.00
          Corporate Debt Securities
        
        
          Comcast Corporation
          51M0QTTNCGUN7KFCFZ59
          
            2062-08-15
          
          2.650000
          20000.00
          20284.00
          Corporate Debt Securities
        
        
          CONOCOPHILLIPS COMPANY
          6VJJ5GQWIRDQ06DUXG89
          
            2026-03-15
          
          4.950000
          2000.00
          2419.00
          Corporate Debt Securities
        
        
          CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.
          VZFZPMWDHTQCFKYOBP05
          
            2060-12-01
          
          3.000000
          314279.00
          321726.00
          Corporate Debt Securities
        
        
          DAIMLER FINANCE NORTH AMERICA LLC
          549300423Z16BB673J12
          
            2023-03-10
          
          1.750000
          60000.00
          61661.00
          Corporate Debt Securities
        
        
          JOHN DEERE CAPITAL CORPORATION
          E0KSF7PFQ210NWI8Z391
          
            2023-03-06
          
          2.800000
          29000.00
          30834.00
          Corporate Debt Securities
        
        
          JOHN DEERE CAPITAL CORPORATION
          E0KSF7PFQ210NWI8Z391
          
            2022-01-06
          
          2.650000
          31000.00
          32125.00
          Corporate Debt Securities
        
        
          Deutsche Bank Aktiengesellschaft
          7LTWFZYICNSX8D621K86
          
            2025-11-26
          
          3.961000
          130000.00
          140711.00
          Corporate Debt Securities
        
        
          DIAGEO CAPITAL PLC
          213800L23DJLALFC4O95
          
            2029-10-24
          
          2.375000
          15000.00
          16213.00
          Corporate Debt Securities
        
        
          DELL INT LLC / EMC CORP
          
            2036-07-15
          
          8.100000
          95000.00
          139424.00
          Corporate Debt Securities
        
        
          THE WALT DISNEY COMPANY
          549300GZKULIZ0WOW665
          
            2027-03-23
          
          3.700000
          5000.00
          5775.00
          Corporate Debt Securities
        
        
          TWDC ENTERPRISES 18 CORP.
          7260JQNI6SCF9FIV2392
          
            2044-06-01
          
          4.125000
          2000.00
          2551.00
          Corporate Debt Securities
        
        
          DISCOVERY COMMUNICATIONS, LLC
          L2Z2MO2EQURH3BREWI15
          
            2037-09-20
          
          5.000000
          25000.00
          31621.00
          Corporate Debt Securities
        
        
          Duke Energy Carolinas, LLC
          MWIUSDMN17TCR56VW396
          
            2026-12-01
          
          2.950000
          3000.00
          3405.00
          Corporate Debt Securities
        
        
          Duke Energy Progress, LLC
          0NIFZ782LS46WOC9QK20
          
            2046-10-15
          
          3.700000
          40000.00
          48612.00
          Corporate Debt Securities
        
        
          Kinder Morgan, Inc.
          549300WR7IX8XE0TBO16
          
            2028-06-01
          
          6.950000
          10000.00
          12598.00
          Corporate Debt Securities
        
        
          ENERGY TRANSFER OPERATING, L.P.
          5493008K8W3OKZE54J59
          
            2022-02-01
          
          5.200000
          5218000.00
          5499036.00
          Corporate Debt Securities
        
        
          ENERGY TRANSFER OPERATING, L.P.
          5493008K8W3OKZE54J59
          
            2042-02-01
          
          6.500000
          15000.00
          17557.00
          Corporate Debt Securities
        
        
          ENERGY TRANSFER OPERATING, L.P.
          5493008K8W3OKZE54J59
          
            2035-03-15
          
          4.900000
          120000.00
          126110.00
          Corporate Debt Securities
        
        
          ENERGY TRANSFER OPERATING, L.P.
          5493008K8W3OKZE54J59
          
            2045-12-15
          
          6.125000
          15000.00
          17370.00
          Corporate Debt Securities
        
        
          ENEL Finance International N.V.
          0YQH6LCEF474UTUV4B96
          
            2027-05-25
          
          3.625000
          138645.00
          157364.00
          Corporate Debt Securities
        
        
          ENTERPRISE PRODUCTS OPERATING LLC
          5493004LGN656HWLDA30
          
            2024-02-15
          
          3.900000
          110000.00
          121655.00
          Corporate Debt Securities
        
        
          ENTERPRISE PRODUCTS OPERATING LLC
          5493004LGN656HWLDA30
          
            2029-07-31
          
          3.125000
          136000.00
          151725.00
          Corporate Debt Securities
        
        
          ENTERPRISE PRODUCTS OPERATING LLC
          5493004LGN656HWLDA30
          
            2052-02-15
          
          3.200000
          25000.00
          25358.00
          Corporate Debt Securities
        
        
          EQUINOR ASA
          OW6OFBNCKXC4US5C7523
          
            2049-11-18
          
          3.250000
          700000.00
          775406.00
          Corporate Debt Securities
        
        
          EXELON CORPORATION
          3SOUA6IRML7435B56G12
          
            2050-04-15
          
          4.700000
          10000.00
          13472.00
          Corporate Debt Securities
        
        
          EXPEDIA GROUP INC
          
            2025-05-01
          
          6.250000
          2951298.00
          3382969.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2024-08-16
          
          2.019000
          120000.00
          126713.00
          Corporate Debt Securities
        
        
          NEXTERA ENERGY CAPITAL HOLDINGS, INC.
          UMI46YPGBLUE4VGNNT48
          
            2067-06-15
          
          2.375380
          80000.00
          69940.00
          Corporate Debt Securities
        
        
          FedEx Corporation
          549300E707U7WNPZN687
          
            2065-02-01
          
          4.500000
          116000.00
          128873.00
          Corporate Debt Securities
        
        
          FIFTH THIRD BANCORP
          THRNG6BD57P9QWTQLG42
          
            2024-01-25
          
          3.650000
          76000.00
          83620.00
          Corporate Debt Securities
        
        
          Fiserv, Inc.
          GI7UBEJLXYLGR2C7GV83
          
            2028-10-01
          
          4.200000
          7000.00
          8370.00
          Corporate Debt Securities
        
        
          GENERAL DYNAMICS CORPORATION
          9C1X8XOOTYY2FNYTVH06
          
            2023-08-15
          
          1.875000
          30000.00
          31334.00
          Corporate Debt Securities
        
        
          GENERAL ELECTRIC COMPANY
          3C7474T6CDKPR9K6YT90
          
            2022-02-15
          
          4.500000
          25000.00
          26070.00
          Corporate Debt Securities
        
        
          General Mills, Inc.
          2TGYMUGI08PO8X8L6150
          
            2023-10-17
          
          3.700000
          55000.00
          60194.00
          Corporate Debt Securities
        
        
          GENERAL MOTORS COMPANY
          54930070NSV60J38I987
          
            2021-09-10
          
          1.149500
          30000.00
          30112.00
          Corporate Debt Securities
        
        
          GENERAL MOTORS COMPANY
          54930070NSV60J38I987
          
            2049-04-01
          
          5.950000
          10000.00
          13553.00
          Corporate Debt Securities
        
        
          Gilead Sciences, Inc.
          549300WTZWR07K8MNV44
          
            2044-04-01
          
          4.800000
          40000.00
          52833.00
          Corporate Debt Securities
        
        
          GlaxoSmithKline Capital Inc.
          5493007Q8VD7Q3ZYZS59
          
            2038-05-15
          
          6.375000
          10000.00
          15890.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2037-10-01
          
          6.750000
          7000.00
          10792.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2022-04-26
          
          1.324750
          100000.00
          100469.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2025-04-01
          
          3.500000
          174.00
          194.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2031-06-15
          
          4.000000
          42000.00
          46973.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2045-05-22
          
          5.150000
          20000.00
          27700.00
          Corporate Debt Securities
        
        
          THE GOLDMAN SACHS GROUP, INC.
          784F5XWPLTWKTBV3E584
          
            2022-10-31
          
          2.876000
          77000.00
          78899.00
          Corporate Debt Securities
        
        
          HBOS PLC
          213800RS21X7UUH5QU25
          
            2033-11-01
          
          6.000000
          1097000.00
          1510101.00
          Corporate Debt Securities
        
        
          HSBC HOLDINGS PLC
          MLU0ZO3ML4LN2LL2TL39
          
            2027-05-24
          
          1.589000
          3703.00
          3734.00
          Corporate Debt Securities
        
        
          HALLIBURTON COMPANY
          ENYF8GB5SMQZ25S06U51
          
            2041-11-15
          
          4.500000
          15000.00
          15879.00
          Corporate Debt Securities
        
        
          HALLIBURTON COMPANY
          ENYF8GB5SMQZ25S06U51
          
            2025-11-15
          
          3.800000
          7000.00
          7751.00
          Corporate Debt Securities
        
        
          THE HERTZ CORPORATION
          549300PD0C69OJ0NLB27
          
            2028-01-15
          
          7.000000
          10000.00
          4150.00
          Corporate Debt Securities
        
        
          The Home Depot, Inc.
          QEKMOTMBBKA8I816DO57
          
            2026-09-15
          
          2.125000
          4000.00
          4318.00
          Corporate Debt Securities
        
        
          The Home Depot, Inc.
          QEKMOTMBBKA8I816DO57
          
            2028-12-06
          
          3.900000
          6000.00
          7291.00
          Corporate Debt Securities
        
        
          The Home Depot, Inc.
          QEKMOTMBBKA8I816DO57
          
            2029-06-15
          
          2.950000
          13000.00
          14897.00
          Corporate Debt Securities
        
        
          The Home Depot, Inc.
          QEKMOTMBBKA8I816DO57
          
            2049-12-15
          
          3.125000
          10000.00
          11540.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2021-11-01
          
          1.850000
          100000.00
          101434.00
          Corporate Debt Securities
        
        
          HUNTINGTON BANCSHARES INCORPORATED
          549300XTVCVV9I7B5T19
          
            2099-12-31
          
          4.450000
          1009.00
          1068.00
          Corporate Debt Securities
        
        
          HYDRO-QUEBEC
          6THEVG93PYJH84S4D167
          
            2022-01-15
          
          8.400000
          558000.00
          624229.00
          Corporate Debt Securities
        
        
          HYUNDAI CAPITAL AMERICA
          549300RIPPWJB5Z0FK07
          
            2021-03-12
          
          1.069130
          25000.00
          25060.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2047-12-08
          
          3.734000
          49000.00
          60581.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2060-02-15
          
          3.100000
          808807.00
          905566.00
          Corporate Debt Securities
        
        
          INTERCONTINENTAL EXCHANGE, INC.
          5493000F4ZO33MV32P92
          
            2050-06-15
          
          3.000000
          54000.00
          59038.00
          Corporate Debt Securities
        
        
          INTERCONTINENTAL EXCHANGE, INC.
          5493000F4ZO33MV32P92
          
            2060-09-15
          
          3.000000
          60000.00
          61709.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2024-02-01
          
          3.875000
          38000.00
          42348.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2044-02-01
          
          4.850000
          4000.00
          5792.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2099-12-31
          
          6.125000
          1000.00
          1083.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2025-07-15
          
          3.900000
          5000.00
          5732.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2026-04-01
          
          3.300000
          2000.00
          2244.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2026-06-15
          
          3.200000
          5000.00
          5645.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2028-05-01
          
          3.540000
          7000.00
          7937.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2038-07-24
          
          3.882000
          35000.00
          42855.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2048-11-15
          
          3.964000
          17000.00
          21597.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2029-07-23
          
          4.203000
          44000.00
          52750.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2027-01-29
          
          3.960000
          25000.00
          28897.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2025-10-15
          
          2.301000
          30000.00
          31808.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2026-04-22
          
          2.083000
          97000.00
          101874.00
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2028-06-01
          
          2.182000
          3000.00
          3181.00
          Corporate Debt Securities
        
        
          JOHNSON & JOHNSON
          549300G0CFPGEF6X2043
          
            2026-03-01
          
          2.450000
          122000.00
          133527.00
          Corporate Debt Securities
        
        
          KEURIG DR PEPPER INC.
          DYTQ8KRTKO7Y2BVU5K74
          
            2050-05-01
          
          3.800000
          10000.00
          11979.00
          Corporate Debt Securities
        
        
          KINDER MORGAN ENERGY PARTNERS, L.P.
          549300PDHUGWPWGOT525
          
            2024-09-01
          
          4.250000
          9000.00
          10063.00
          Corporate Debt Securities
        
        
          Koninklijke Philips N.V.
          H1FJE8H61JGM1JSGM897
          
            2038-03-11
          
          6.875000
          63000.00
          99156.00
          Corporate Debt Securities
        
        
          THE KROGER CO.
          6CPEOKI6OYJ13Q6O7870
          
            2026-10-15
          
          2.650000
          104000.00
          113801.00
          Corporate Debt Securities
        
        
          Leidos, Inc.
          5493006I78VIN6J1BQ95
          
            2031-02-15
          
          2.300000
          45000.00
          45609.00
          Corporate Debt Securities
        
        
          LLOYDS BANKING GROUP PLC
          549300PPXHEU2JF0AM85
          
            2026-03-24
          
          4.650000
          747000.00
          860824.00
          Corporate Debt Securities
        
        
          Lockheed Martin Corporation
          DPRBOZP0K5RM2YE8UU08
          
            2045-03-01
          
          3.800000
          100000.00
          125695.00
          Corporate Debt Securities
        
        
          Lockheed Martin Corporation
          DPRBOZP0K5RM2YE8UU08
          
            2025-03-01
          
          2.900000
          3000.00
          3284.00
          Corporate Debt Securities
        
        
          Lowe's Companies, Inc.
          WAFCR4OKGSC504WU3E95
          
            2030-10-15
          
          1.700000
          38557.00
          38748.00
          Corporate Debt Securities
        
        
          M&T BANK CORPORATION
          549300WYXDDBYRASEG81
          
            2023-07-26
          
          0.894750
          40000.00
          40328.00
          Corporate Debt Securities
        
        
          MPLX LP
          5493000CZJ19CK4P3G36
          
            2038-04-15
          
          4.500000
          29000.00
          32068.00
          Corporate Debt Securities
        
        
          MasterCard Incorporated
          AR5L2ODV9HN37376R084
          
            2049-06-01
          
          3.650000
          5000.00
          6337.00
          Corporate Debt Securities
        
        
          MCDONALD'S CORPORATION
          UE2136O97NLB5BYP9H04
          
            2035-12-09
          
          4.700000
          2000.00
          2660.00
          Corporate Debt Securities
        
        
          MERCK & CO., INC.
          4YV9Y5M8S0BRK1RP0397
          
            2049-03-07
          
          4.000000
          45000.00
          59487.00
          Corporate Debt Securities
        
        
          MetLife, Inc.
          C4BXATY60WC6XEOZDX54
          
            2036-12-15
          
          6.400000
          32000.00
          43295.00
          Corporate Debt Securities
        
        
          Mizuho Financial Group, Inc.
          353800CI5L6DDAN5XZ33
          
            2022-09-11
          
          2.601000
          5265000.00
          5498965.00
          Corporate Debt Securities
        
        
          Mizuho Financial Group, Inc.
          353800CI5L6DDAN5XZ33
          
            2031-07-10
          
          2.201000
          5279225.00
          5499999.00
          Corporate Debt Securities
        
        
          MONSANTO COMPANY
          NONUZEX43GHIPSVDD938
          
            2044-07-15
          
          4.400000
          25000.00
          26782.00
          Corporate Debt Securities
        
        
          MORGAN STANLEY
          IGJSJL3JD5P30I6NJZ34
          
            2051-03-24
          
          5.597000
          15000.00
          24211.00
          Corporate Debt Securities
        
        
          MORGAN STANLEY
          IGJSJL3JD5P30I6NJZ34
          
            2023-02-25
          
          3.750000
          35000.00
          37860.00
          Corporate Debt Securities
        
        
          MORGAN STANLEY
          IGJSJL3JD5P30I6NJZ34
          
            2023-10-24
          
          1.614750
          20000.00
          20410.00
          Corporate Debt Securities
        
        
          THE MOSAIC COMPANY
          2YD5STGSJNMUB7H76907
          
            2041-11-15
          
          4.875000
          88000.00
          99571.00
          Corporate Debt Securities
        
        
          MOTOROLA SOLUTIONS, INC.
          6S552MUG6KGJVEBSEC55
          
            2044-09-01
          
          5.500000
          4000.00
          5018.00
          Corporate Debt Securities
        
        
          NATIONWIDE BUILDING SOCIETY
          549300XFX12G42QIKN82
          
            2032-10-18
          
          4.125000
          690000.00
          758912.00
          Corporate Debt Securities
        
        
          NEXTERA ENERGY CAPITAL HOLDINGS, INC.
          UMI46YPGBLUE4VGNNT48
          
            2021-05-04
          
          0.700130
          35000.00
          35071.00
          Corporate Debt Securities
        
        
          NEXTERA ENERGY CAPITAL HOLDINGS, INC.
          UMI46YPGBLUE4VGNNT48
          
            2030-06-01
          
          2.250000
          33000.00
          34891.00
          Corporate Debt Securities
        
        
          NIKE, INC.
          787RXPR0UX0O0XUXPZ81
          
            2050-03-27
          
          3.375000
          640000.00
          776830.00
          Corporate Debt Securities
        
        
          Nissan Motor Acceptance Corporation
          7D6DIU2QXTUJRFNNJA49
          
            2022-01-13
          
          1.114130
          132000.00
          131229.00
          Corporate Debt Securities
        
        
          Nissan Motor Acceptance Corporation
          7D6DIU2QXTUJRFNNJA49
          
            2021-03-15
          
          0.770380
          500000.00
          499838.00
          Corporate Debt Securities
        
        
          NISSAN MOTOR CO., LTD.
          353800DRBDH1LUTNAY26
          
            2030-09-17
          
          4.810000
          3071822.00
          3402699.00
          Corporate Debt Securities
        
        
          NOBLE ENERGY, INC.
          02VFQXG2D1LR5ZH3K186
          
            2043-11-15
          
          5.250000
          10000.00
          13783.00
          Corporate Debt Securities
        
        
          NORTHROP GRUMMAN CORPORATION
          RIMU48P07456QXSO0R61
          
            2047-10-15
          
          4.030000
          55000.00
          69655.00
          Corporate Debt Securities
        
        
          Nutrien Ltd.
          5493002QQ7GD21OWF963
          
            2030-05-13
          
          2.950000
          1341917.00
          1472785.00
          Corporate Debt Securities
        
        
          OMNICOM GP/OMNICOM CAP
          
            2024-11-01
          
          3.650000
          18000.00
          19921.00
          Corporate Debt Securities
        
        
          ONEOK, INC.
          2T3D6M0JSY48PSZI1Q41
          
            2047-07-13
          
          4.950000
          36000.00
          38350.00
          Corporate Debt Securities
        
        
          ONEOK, INC.
          2T3D6M0JSY48PSZI1Q41
          
            2048-07-15
          
          5.200000
          20000.00
          22030.00
          Corporate Debt Securities
        
        
          Her Majesty the Queen in right of Ontario
          C7PVKCRGLG18EBQGZV36
          
            2024-05-16
          
          3.200000
          44000.00
          48202.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2046-07-15
          
          4.000000
          66000.00
          81107.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2026-07-15
          
          2.650000
          33000.00
          36329.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2047-11-15
          
          4.000000
          30000.00
          36735.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2030-04-01
          
          2.950000
          1000.00
          1125.00
          Corporate Debt Securities
        
        
          OVERSEA-CHINESE BANKING CORPORATION LIMITED
          5493007O3QFXCPOGWK22
          
            2030-09-10
          
          1.832000
          78000.00
          78917.00
          Corporate Debt Securities
        
        
          THE PNC FINANCIAL SERVICES GROUP, INC.
          CFGNEKW0P8842LEUIA51
          
            2024-04-29
          
          3.900000
          46000.00
          50874.00
          Corporate Debt Securities
        
        
          PNC Bank, National Association
          AD6GFRVSDT01YPT1CS68
          
            2023-07-25
          
          3.800000
          472000.00
          518574.00
          Corporate Debt Securities
        
        
          PNC Bank, National Association
          AD6GFRVSDT01YPT1CS68
          
            2028-07-26
          
          4.050000
          190000.00
          226946.00
          Corporate Debt Securities
        
        
          PACIFIC GAS AND ELECTRIC COMPANY
          1HNPXZSMMB7HMBMVBS46
          
            2027-08-01
          
          2.100000
          2251237.00
          2285099.00
          Corporate Debt Securities
        
        
          Suncor Energy Inc.
          549300W70ZOQDVLCHY06
          
            2038-05-15
          
          6.800000
          10000.00
          13434.00
          Corporate Debt Securities
        
        
          PFIZER INC.
          765LHXWGK1KXCLTFYQ30
          
            2026-06-03
          
          2.750000
          4000.00
          4465.00
          Corporate Debt Securities
        
        
          PFIZER INC.
          765LHXWGK1KXCLTFYQ30
          
            2039-03-15
          
          3.900000
          125000.00
          156474.00
          Corporate Debt Securities
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2044-11-10
          
          4.250000
          10000.00
          12465.00
          Corporate Debt Securities
        
        
          PHILLIPS 66
          5493005JBO5YSIGK1814
          
            2026-02-15
          
          1.300000
          44346.00
          44567.00
          Corporate Debt Securities
        
        
          PRECISION CASTPARTS CORP.
          0XOOAY5P5J7Q734SEC89
          
            2025-06-15
          
          3.250000
          100000.00
          112277.00
          Corporate Debt Securities
        
        
          Prudential Financial, Inc.
          5PRBRS5FEH7NREC8OR45
          
            2042-09-15
          
          5.875000
          4000.00
          4323.00
          Corporate Debt Securities
        
        
          Prudential Financial, Inc.
          5PRBRS5FEH7NREC8OR45
          
            2036-03-17
          
          5.900000
          500000.00
          677546.00
          Corporate Debt Securities
        
        
          Prudential Financial, Inc.
          5PRBRS5FEH7NREC8OR45
          
            2036-12-14
          
          5.700000
          1625000.00
          2397303.00
          Corporate Debt Securities
        
        
          QUALCOMM INCORPORATED
          H1J8DDZKZP6H7RWC0H53
          
            2022-05-20
          
          3.000000
          16000.00
          16660.00
          Corporate Debt Securities
        
        
          QUALCOMM INCORPORATED
          H1J8DDZKZP6H7RWC0H53
          
            2023-01-30
          
          2.600000
          100000.00
          105565.00
          Corporate Debt Securities
        
        
          QUALCOMM INCORPORATED
          H1J8DDZKZP6H7RWC0H53
          
            2027-05-20
          
          3.250000
          2000.00
          2271.00
          Corporate Debt Securities
        
        
          RIO TINTO FINANCE (USA) LIMITED
          213800RX94ZKEZXPKH58
          
            2040-11-02
          
          5.200000
          10000.00
          14649.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2033-03-28
          
          3.000000
          10000.00
          10558.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2028-05-10
          
          3.000000
          5000.00
          5092.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2023-06-21
          
          0.977380
          60000.00
          60430.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2025-07-25
          
          4.000000
          15000.00
          14726.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2031-08-18
          
          0.836000
          50000.00
          46058.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2034-02-28
          
          1.620000
          287000.00
          255247.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2034-05-30
          
          9.000000
          63000.00
          57736.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2029-06-30
          
          7.000000
          469000.00
          442005.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2034-07-31
          
          9.000000
          571000.00
          533951.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2034-08-28
          
          4.387500
          206000.00
          194229.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2034-09-29
          
          9.000000
          290000.00
          267108.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA NY
          
            2022-11-28
          
          0.574380
          15000.00
          14955.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2025-01-30
          
          3.000000
          50000.00
          49598.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2021-03-30
          
          0.970380
          205000.00
          205364.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2026-07-22
          
          2.000000
          25000.00
          25085.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2031-07-29
          
          2.550000
          250000.00
          251043.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2024-08-26
          
          1.750000
          5000.00
          4991.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2026-11-30
          
          2.250000
          5000.00
          5017.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2027-01-27
          
          2.750000
          52000.00
          52992.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2022-04-12
          
          0.970500
          25000.00
          25023.00
          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
          1018.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2030-01-31
          
          2.250000
          9000.00
          8946.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2025-04-30
          
          2.000000
          5000.00
          4991.00
          Corporate Debt Securities
        
        
          ROYAL BANK OF CANADA
          ES7IP3U3RHIGC71XBU11
          
            2022-06-08
          
          1.000000
          31000.00
          31336.00
          Corporate Debt Securities
        
        
          RYDER SYSTEM, INC.
          ZXJ6Y2OSPZXIVGRILD15
          
            2021-11-15
          
          3.450000
          765000.00
          786296.00
          Corporate Debt Securities
        
        
          SESI, L.L.C.
          XDZ56K6RXS5J1ESBZS35
          
            2024-09-15
          
          7.750000
          950995.00
          286388.00
          Corporate Debt Securities
        
        
          Santander Holdings USA, Inc.
          549300SMVCQN2P0O6I58
          
            2024-06-07
          
          3.500000
          10000.00
          10953.00
          Corporate Debt Securities
        
        
          THE CHARLES SCHWAB CORPORATION
          549300VSGCJ7E698NM85
          
            2049-01-01
          
          7.000000
          23000.00
          24912.00
          Corporate Debt Securities
        
        
          SEMPRA ENERGY
          PBBKGKLRK5S5C0Y4T545
          
            2048-02-01
          
          4.000000
          10000.00
          12002.00
          Corporate Debt Securities
        
        
          SIMON PROPERTY GROUP, L.P.
          MR92GTD0MJTTTTQDVG45
          
            2026-01-15
          
          3.300000
          30000.00
          33132.00
          Corporate Debt Securities
        
        
          THE SOUTHERN COMPANY
          549300FC3G3YU2FBZD92
          
            2026-07-01
          
          3.250000
          82000.00
          92595.00
          Corporate Debt Securities
        
        
          SOUTHERN NATURAL GAS
          
            2032-03-01
          
          8.000000
          10000.00
          14364.00
          Corporate Debt Securities
        
        
          SOUTHERN POWER COMPANY
          5LADC78JBG2BMZD5XF57
          
            2046-12-15
          
          4.950000
          30000.00
          36179.00
          Corporate Debt Securities
        
        
          SPECTRA ENERGY PARTNERS, LP
          2HKVXE7U4NF5B6UGSU72
          
            2024-03-15
          
          4.750000
          117000.00
          131496.00
          Corporate Debt Securities
        
        
          STADSHYPOTEK AB
          549300UOX05QGUJJ5707
          
            2022-04-05
          
          2.500000
          3000000.00
          3097048.00
          Corporate Debt Securities
        
        
          Starbucks Corporation
          OQSJ1DU9TAOC51A47K68
          
            2027-03-12
          
          2.000000
          45000.00
          47864.00
          Corporate Debt Securities
        
        
          EQUINOR ASA
          OW6OFBNCKXC4US5C7523
          
            2023-01-17
          
          2.450000
          80000.00
          84210.00
          Corporate Debt Securities
        
        
          EQUINOR ASA
          OW6OFBNCKXC4US5C7523
          
            2024-01-15
          
          2.650000
          25000.00
          26839.00
          Corporate Debt Securities
        
        
          Sunoco Logistics Partners Operations L.P.
          5493006LL0CKP8WQW329
          
            2022-02-15
          
          4.650000
          5211000.00
          5499077.00
          Corporate Debt Securities
        
        
          Sunoco Logistics Partners Operations L.P.
          5493006LL0CKP8WQW329
          
            2042-02-15
          
          6.100000
          9000.00
          10075.00
          Corporate Debt Securities
        
        
          Truist Financial Corporation
          549300DRQQI75D2JP341
          
            2025-05-01
          
          4.000000
          10000.00
          11365.00
          Corporate Debt Securities
        
        
          SYSCO CORPORATION
          5RGWIFLMGH3YS7KWI652
          
            2050-02-15
          
          3.300000
          5000.00
          5323.00
          Corporate Debt Securities
        
        
          SYSCO CORPORATION
          5RGWIFLMGH3YS7KWI652
          
            2050-04-01
          
          6.600000
          2000.00
          3107.00
          Corporate Debt Securities
        
        
          T-MOBILE USA, INC.
          549300V2JRLO5DIFGE82
          
            2031-02-15
          
          2.550000
          20000.00
          20979.00
          Corporate Debt Securities
        
        
          T-MOBILE USA, INC.
          549300V2JRLO5DIFGE82
          
            2031-11-15
          
          2.250000
          6000.00
          6085.00
          Corporate Debt Securities
        
        
          Target Corporation
          8WDDFXB5T1Z6J0XC1L66
          
            2022-01-15
          
          2.900000
          2000.00
          2082.00
          Corporate Debt Securities
        
        
          TELEFONICA EMISIONES SA
          549300Y5MFC4SW5Z3K71
          
            2049-03-01
          
          5.520000
          10000.00
          13424.00
          Corporate Debt Securities
        
        
          TEXAS HEALTH RESOURCES
          54930008C10TUBW7Z611
          
            2055-11-15
          
          4.330000
          1790000.00
          2347234.00
          Corporate Debt Securities
        
        
          Thermo Fisher Scientific Inc.
          HCHV7422L5HDJZCRFL38
          
            2024-02-01
          
          4.150000
          97000.00
          108288.00
          Corporate Debt Securities
        
        
          Thermo Fisher Scientific Inc.
          HCHV7422L5HDJZCRFL38
          
            2025-03-25
          
          4.133000
          50000.00
          57328.00
          Corporate Debt Securities
        
        
          Toyota Motor Corporation
          5493006W3QUS5LMH6R84
          
            2023-07-20
          
          3.419000
          2202732.00
          2399869.00
          Corporate Debt Securities
        
        
          TOYOTA MOTOR CREDIT CORPORATION
          Z2VZBHUMB7PWWJ63I008
          
            2025-04-01
          
          3.000000
          140000.00
          154170.00
          Corporate Debt Securities
        
        
          TRANSCANADA PIPELINES LIMITED
          5BV01I6231JPDAPMGH09
          
            2039-01-15
          
          7.625000
          10000.00
          15828.00
          Corporate Debt Securities
        
        
          The Travelers Companies, Inc.
          549300Y650407RU8B149
          
            2040-11-01
          
          5.350000
          10000.00
          14763.00
          Corporate Debt Securities
        
        
          Truist Financial Corporation
          549300DRQQI75D2JP341
          
            2099-12-31
          
          5.050000
          15000.00
          15400.00
          Corporate Debt Securities
        
        
          Union Pacific Corporation
          549300LMMRSZZCZ8CL11
          
            2024-03-01
          
          3.150000
          15000.00
          16352.00
          Corporate Debt Securities
        
        
          UNITED PARCEL SERVICE, INC.
          D01LMJZU09ULLNCY6Z23
          
            2024-11-15
          
          2.800000
          3000.00
          3258.00
          Corporate Debt Securities
        
        
          UNITED PARCEL SERVICE, INC.
          D01LMJZU09ULLNCY6Z23
          
            2027-11-15
          
          3.050000
          105000.00
          119046.00
          Corporate Debt Securities
        
        
          RAYTHEON TECHNOLOGIES CORPORATION
          I07WOS4YJ0N7YRFE7309
          
            2042-06-01
          
          4.500000
          35000.00
          46870.00
          Corporate Debt Securities
        
        
          RAYTHEON TECHNOLOGIES CORPORATION
          I07WOS4YJ0N7YRFE7309
          
            2025-08-16
          
          3.950000
          45000.00
          51940.00
          Corporate Debt Securities
        
        
          UNITEDHEALTH GROUP INCORPORATED
          549300GHBMY8T5GXDE41
          
            2038-02-15
          
          6.875000
          3072000.00
          5101523.00
          Corporate Debt Securities
        
        
          UNITEDHEALTH GROUP INCORPORATED
          549300GHBMY8T5GXDE41
          
            2024-08-15
          
          2.375000
          106000.00
          113620.00
          Corporate Debt Securities
        
        
          Viatris Inc.
          254900ZZTSW7NL773X71
          
            2025-06-22
          
          1.650000
          60000.00
          62134.00
          Corporate Debt Securities
        
        
          Viatris Inc.
          254900ZZTSW7NL773X71
          
            2030-06-22
          
          2.700000
          4644617.00
          4963609.00
          Corporate Debt Securities
        
        
          VALERO ENERGY CORPORATION
          549300XTO5VR8SKV1V74
          
            2028-06-01
          
          4.350000
          98000.00
          111867.00
          Corporate Debt Securities
        
        
          Verizon Communications Inc.
          2S72QS2UO2OESLG6Y829
          
            2043-09-15
          
          6.550000
          7000.00
          11362.00
          Corporate Debt Securities
        
        
          Verizon Communications Inc.
          2S72QS2UO2OESLG6Y829
          
            2024-03-15
          
          4.150000
          2000.00
          2228.00
          Corporate Debt Securities
        
        
          Verizon Communications Inc.
          2S72QS2UO2OESLG6Y829
          
            2046-08-21
          
          4.862000
          40000.00
          55470.00
          Corporate Debt Securities
        
        
          Verizon Communications Inc.
          2S72QS2UO2OESLG6Y829
          
            2049-04-15
          
          5.012000
          20000.00
          28438.00
          Corporate Debt Securities
        
        
          Verizon Communications Inc.
          2S72QS2UO2OESLG6Y829
          
            2037-03-16
          
          5.250000
          1033000.00
          1445220.00
          Corporate Debt Securities
        
        
          Verizon Communications Inc.
          2S72QS2UO2OESLG6Y829
          
            2027-03-16
          
          4.125000
          3000.00
          3578.00
          Corporate Debt Securities
        
        
          Verizon Communications Inc.
          2S72QS2UO2OESLG6Y829
          
            2031-01-20
          
          1.750000
          5460216.00
          5500000.00
          Corporate Debt Securities
        
        
          Verizon Communications Inc.
          2S72QS2UO2OESLG6Y829
          
            2025-11-20
          
          0.850000
          5471460.00
          5500000.00
          Corporate Debt Securities
        
        
          VIACOMCBS INC.
          5KYC8KF17ROCY24M3H09
          
            2033-05-15
          
          5.500000
          25000.00
          31448.00
          Corporate Debt Securities
        
        
          VODAFONE GROUP PUBLIC LIMITED COMPANY
          213800TB53ELEUKM7Q61
          
            2043-02-19
          
          4.375000
          110000.00
          136747.00
          Corporate Debt Securities
        
        
          VODAFONE GROUP PUBLIC LIMITED COMPANY
          213800TB53ELEUKM7Q61
          
            2048-05-30
          
          5.250000
          10000.00
          13635.00
          Corporate Debt Securities
        
        
          VODAFONE GROUP PUBLIC LIMITED COMPANY
          213800TB53ELEUKM7Q61
          
            2024-01-16
          
          1.220130
          419000.00
          424625.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2047-12-15
          
          3.625000
          1579000.00
          2052470.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2029-09-24
          
          2.375000
          32000.00
          35300.00
          Corporate Debt Securities
        
        
          WELLS FARGO & COMPANY
          PBLD0EJDB5FWOLXP3B76
          
            2021-01-22
          
          3.000000
          40000.00
          40576.00
          Corporate Debt Securities
        
        
          The Williams Companies, Inc.
          D71FAKCBLFS2O0RBPG08
          
            2040-04-15
          
          6.300000
          4189000.00
          5499047.00
          Corporate Debt Securities
        
        
          The Williams Companies, Inc.
          D71FAKCBLFS2O0RBPG08
          
            2023-11-15
          
          4.500000
          1750000.00
          1928824.00
          Corporate Debt Securities
        
        
          ZIMMER BIOMET HOLDINGS, INC.
          2P2YLDVPES3BXQ1FRB91
          
            2021-03-19
          
          0.977380
          50000.00
          50104.00
          Corporate Debt Securities
        
        
          ZOETIS INC.
          549300HD9Q1LOC9KLJ48
          
            2021-08-20
          
          0.663750
          65000.00
          65128.00
          Corporate Debt Securities
        
        
          ONTARIO TEACHERS' FINANCE TRUST
          635400ZZE5J8OXXBBY26
          
            2030-09-27
          
          1.250000
          250000.00
          249617.00
          Corporate Debt Securities
        
        
          DAIMLER FINANCE NORTH AMERICA LLC
          549300423Z16BB673J12
          
            2023-03-10
          
          1.750000
          15000.00
          15415.00
          Corporate Debt Securities
        
        
          Nissan Motor Acceptance Corporation
          7D6DIU2QXTUJRFNNJA49
          
            2022-09-28
          
          2.600000
          50000.00
          51070.00
          Corporate Debt Securities
        
      
      Y
      
        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
      0.0018
      110000275.00
      110000275.00
      0.0271
      N
      Y
      Y
      N
    
    
      SCOTIA CAPITAL (USA) INC.
      SCOTIA CAPITAL (USA) INC. 0.330000%
      549300BLWPABP1VNME36
      0000064241
      TPR0390457791574SC
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2052-02-01
          
          3.300000
          2818.00
          2800.00
          Corporate Debt Securities
        
        
          ALPHABET INC.
          5493006MHB84DD0ZWV18
          
            2021-05-19
          
          3.625000
          24000.00
          24409.00
          Corporate Debt Securities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2021-12-05
          
          3.300000
          2066000.00
          2152651.00
          Corporate Debt Securities
        
        
          APEX TOOL / BC MOUNTAIN
          
            2023-02-15
          
          9.000000
          176608.00
          174621.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2021-05-06
          
          2.850000
          1529000.00
          1548694.00
          Corporate Debt Securities
        
        
          Aruba Investments, Inc.
          549300CH22U9L3I13F89
          
            2023-02-15
          
          8.750000
          2084000.00
          2158025.00
          Corporate Debt Securities
        
        
          AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
          JHE42UYNWWTJB8YTTU19
          
            2022-11-21
          
          0.702630
          3.00
          3.00
          Corporate Debt Securities
        
        
          BCD ACQUISITION INC
          
            2023-09-15
          
          9.625000
          2148000.00
          2249540.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2027-02-01
          
          2.700000
          3.00
          3.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2024-02-01
          
          1.950000
          437300.00
          440933.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2026-02-01
          
          2.750000
          1491299.00
          1532084.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2031-02-01
          
          3.625000
          5.00
          5.00
          Corporate Debt Securities
        
        
          CCO HLDGS LLC/CAP CORP
          
            2026-02-15
          
          5.750000
          77000.00
          81060.00
          Corporate Debt Securities
        
        
          CVR PARTNERS/CVR NITROGE
          
            2023-06-15
          
          9.250000
          2000.00
          2060.00
          Corporate Debt Securities
        
        
          Cincinnati Bell Inc.
          549300JYVZOCUJOHL272
          
            2025-10-15
          
          8.000000
          93.00
          100.00
          Corporate Debt Securities
        
        
          Chevron U.S.A. Inc.
          VA8TZDWPEZYU430RZ444
          
            2022-08-12
          
          0.333000
          989.00
          991.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-03-03
          
          2.498000
          2000.00
          2063.00
          Corporate Debt Securities
        
        
          CISCO SYSTEMS, INC.
          8E6NF1YAL0WT6CWXXV93
          
            2021-09-20
          
          1.850000
          1450000.00
          1472181.00
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK OF AUSTRALIA
          MSFSBD3QN1GSN7Q6C537
          
            2021-09-06
          
          2.000000
          78000.00
          79424.00
          Corporate Debt Securities
        
        
          CORECIVIC, INC.
          529900JFA3K6PTLT8B15
          
            2027-10-15
          
          4.750000
          761010.00
          636157.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-11-12
          
          2.100000
          883146.00
          898681.00
          Corporate Debt Securities
        
        
          EMBARQ CORP
          
            2036-06-01
          
          7.995000
          2000.00
          2484.00
          Corporate Debt Securities
        
        
          First Quantum Minerals Ltd.
          549300I7UVBGWRYMYZ18
          
            2027-10-15
          
          6.875000
          1000000.00
          1051267.00
          Corporate Debt Securities
        
        
          FIVE POINT OP CO LP/FIVE
          
            2025-11-15
          
          7.875000
          1991799.00
          2087966.00
          Corporate Debt Securities
        
        
          FXI Holdings, Inc.
          549300VLKCUZW3MSVS50
          
            2026-11-15
          
          12.250000
          1965201.00
          2225795.00
          Corporate Debt Securities
        
        
          Gateway Casinos & Entertainment Limited
          549300JSKBQMMD1B3U44
          
            2024-03-01
          
          8.250000
          104000.00
          94161.00
          Corporate Debt Securities
        
        
          General Motors Financial Company, Inc.
          5493008B6JBRUJ90QL97
          
            2030-06-21
          
          3.600000
          586136.00
          662433.00
          Corporate Debt Securities
        
        
          GRAHAM PACKAGING/GPC CAP
          
            2028-08-15
          
          7.125000
          21898.00
          24085.00
          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
          2149000.00
          2179817.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2022-08-19
          
          0.483000
          436831.00
          438104.00
          Corporate Debt Securities
        
        
          Hospitality Properties Trust
          529900IS770AG1K9QG27
          
            2024-03-15
          
          4.650000
          237000.00
          232186.00
          Corporate Debt Securities
        
        
          ISTAR INC.
          QFFLKWYYS3UPWD86E794
          
            2026-02-15
          
          5.500000
          227823.00
          230693.00
          Corporate Debt Securities
        
        
          L BRANDS, INC.
          GR3KVMWVCR54YWQNXU90
          
            2028-02-01
          
          5.250000
          2134303.00
          2246043.00
          Corporate Debt Securities
        
        
          L BRANDS, INC.
          GR3KVMWVCR54YWQNXU90
          
            2025-07-01
          
          9.375000
          1556610.00
          1960375.00
          Corporate Debt Securities
        
        
          H-FOOD HOLDNG/HEARTHSIDE
          
            2026-06-01
          
          8.500000
          58430.00
          62360.00
          Corporate Debt Securities
        
        
          MEDNAX INC
          
            2023-12-01
          
          5.250000
          2165000.00
          2243122.00
          Corporate Debt Securities
        
        
          MERCER INTERNATIONAL INC.
          549300Z5IAG39VRTY874
          
            2024-02-01
          
          6.500000
          20.00
          21.00
          Corporate Debt Securities
        
        
          NATIONAL AUSTRALIA BANK LIMITED
          F8SB4JFBSYQFRQEH3Z21
          
            2023-04-12
          
          0.824130
          190995.00
          192767.00
          Corporate Debt Securities
        
        
          New Residential Investment Corp.
          549300WNTHGEO5LP2G31
          
            2025-10-15
          
          6.250000
          1801.00
          1776.00
          Corporate Debt Securities
        
        
          NEWFIELD EXPLORATION COMPANY
          T8W3X1PFLPW2YE0UIP44
          
            2024-07-01
          
          5.625000
          507000.00
          551880.00
          Corporate Debt Securities
        
        
          OMEGA HEALTHCARE INVESTORS, INC.
          549300OJ7ENK42CZ8E73
          
            2031-02-01
          
          3.375000
          227612.00
          229165.00
          Corporate Debt Securities
        
        
          1011778 BC / NEW RED FIN
          
            2030-10-15
          
          4.000000
          190.00
          191.00
          Corporate Debt Securities
        
        
          1011778 BC / NEW RED FIN
          
            2029-02-15
          
          3.500000
          2036733.00
          2035392.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-09-15
          
          1.900000
          1269000.00
          1288312.00
          Corporate Debt Securities
        
        
          Peabody Energy Corporation
          EJCO258LNNVSKAR2JX59
          
            2022-03-31
          
          6.000000
          2200000.00
          902000.00
          Corporate Debt Securities
        
        
          Peabody Energy Corporation
          EJCO258LNNVSKAR2JX59
          
            2025-03-31
          
          6.375000
          1015000.00
          264534.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2022-03-05
          
          2.750000
          237000.00
          246775.00
          Corporate Debt Securities
        
        
          PETROLEOS MEXICANOS
          549300CAZKPF4HKMPX17
          
            2027-09-15
          
          9.500000
          3134000.00
          3534342.00
          Other Instrument
          SOVEREIGN DEBT
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2022-08-17
          
          2.375000
          1925000.00
          2000951.00
          Corporate Debt Securities
        
        
          THE PROVIDENCE SERVICE CORPORATION
          549300EFZIFW7F7I0Q28
          
            2025-11-15
          
          5.875000
          2.00
          2.00
          Corporate Debt Securities
        
        
          Prudential Financial, Inc.
          5PRBRS5FEH7NREC8OR45
          
            2050-02-25
          
          4.350000
          257763.00
          337458.00
          Corporate Debt Securities
        
        
          RAYONIER A.M. PRODUCTS INC.
          549300ZGRDDK1QM6MM16
          
            2024-06-01
          
          5.500000
          107000.00
          93876.00
          Corporate Debt Securities
        
        
          Rite Aid Corporation
          529900W353T1JY1DKT44
          
            2027-02-15
          
          7.700000
          45000.00
          37686.00
          Corporate Debt Securities
        
        
          NATWEST GROUP PLC
          2138005O9XJIJN4JPN90
          
            2099-12-31
          
          6.000000
          909.00
          1004.00
          Corporate Debt Securities
        
        
          SBL HOLDINGS INC
          
            2025-05-13
          
          7.000000
          609482.00
          507885.00
          Corporate Debt Securities
        
        
          SBA Communications Corporation
          5299001HX8ZN8Y8QIT49
          
            2027-02-15
          
          3.875000
          1530350.00
          1593098.00
          Corporate Debt Securities
        
        
          SANOFI
          549300E9PC51EN656011
          
            2021-03-29
          
          4.000000
          984000.00
          1003068.00
          Corporate Debt Securities
        
        
          Seven & I Holdings Co. Ltd.
          52990037G8JRM3TWGY86
          
            2021-09-17
          
          3.350000
          266645.00
          273915.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-05-10
          
          1.875000
          90000.00
          90735.00
          Corporate Debt Securities
        
        
          DELTA AIR LINES/SKYMILES
          
            2028-10-20
          
          4.750000
          714.00
          779.00
          Corporate Debt Securities
        
        
          SPECTRUM BRANDS, INC.
          549300VU3EH2E73C1Q04
          
            2024-12-15
          
          6.125000
          2146000.00
          2249164.00
          Corporate Debt Securities
        
        
          SVENSKA HANDELSBANKEN AB
          NHBDILHZTYCNBV5UYZ31
          
            2021-05-24
          
          3.350000
          30.00
          30.00
          Corporate Debt Securities
        
        
          Target Corporation
          8WDDFXB5T1Z6J0XC1L66
          
            2022-01-15
          
          2.900000
          947000.00
          985889.00
          Corporate Debt Securities
        
        
          TELESAT CANADA/TELESAT L
          
            2027-06-01
          
          4.875000
          658628.00
          688589.00
          Corporate Debt Securities
        
        
          TITAN INTERNATIONAL INC
          
            2023-11-30
          
          6.500000
          3.00
          3.00
          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
          280520.00
          287104.00
          Corporate Debt Securities
        
        
          Varex Imaging Corporation
          549300CWYWPVCT8E9W67
          
            2027-10-15
          
          7.875000
          562.00
          585.00
          Corporate Debt Securities
        
        
          Walmart Inc.
          Y87794H0US1R65VBXU25
          
            2021-06-23
          
          3.125000
          2000.00
          2060.00
          Corporate Debt Securities
        
        
          WELLS FARGO BANK, NATIONAL ASSOCIATION
          KB1H1DSPRFMYMCUFXT09
          
            2022-05-27
          
          2.897000
          25556.00
          25875.00
          Corporate Debt Securities
        
      
      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
      0.0033
      45000299.70
      45000299.70
      0.0111
      N
      Y
      Y
      N
    
    
      SCOTIA CAPITAL (USA) INC.
      SCOTIA CAPITAL (USA) INC. 0.180000%
      549300BLWPABP1VNME36
      0000064241
      TPR039046779157SCO
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2052-02-01
          
          3.300000
          79572.00
          79063.00
          Corporate Debt Securities
        
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2061-02-01
          
          3.500000
          113491.00
          115334.00
          Corporate Debt Securities
        
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2021-12-05
          
          3.300000
          2159000.00
          2249552.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2021-05-06
          
          2.850000
          2221000.00
          2249606.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2021-02-23
          
          2.250000
          2229000.00
          2249535.00
          Corporate Debt Securities
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2031-10-24
          
          1.922000
          2223502.00
          2250011.00
          Corporate Debt Securities
        
        
          Berkshire Hathaway Inc.
          5493000C01ZX7D35SD85
          
            2021-03-15
          
          2.200000
          8000.00
          8068.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2027-02-01
          
          2.700000
          8522.00
          8664.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2031-02-01
          
          3.625000
          2123540.00
          2248424.00
          Corporate Debt Securities
        
        
          Broadcom Inc.
          549300WV6GIDOZJTV909
          
            2030-04-15
          
          5.000000
          89760.00
          109237.00
          Corporate Debt Securities
        
        
          CVR PARTNERS/CVR NITROGE
          
            2023-06-15
          
          9.250000
          4000.00
          4120.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2021-05-16
          
          2.100000
          2232000.00
          2249424.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-03-03
          
          2.498000
          2181000.00
          2249498.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2023-05-11
          
          1.105000
          3.00
          3.00
          Corporate Debt Securities
        
        
          CISCO SYSTEMS, INC.
          8E6NF1YAL0WT6CWXXV93
          
            2021-09-20
          
          1.850000
          2216000.00
          2249899.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2022-02-04
          
          0.531420
          2246386.00
          2250011.00
          Corporate Debt Securities
        
        
          THE WALT DISNEY COMPANY
          549300GZKULIZ0WOW665
          
            2051-01-13
          
          3.600000
          492628.00
          595661.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2021-03-01
          
          2.222000
          2230000.00
          2249631.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2022-05-11
          
          2.350000
          2185000.00
          2249589.00
          Corporate Debt Securities
        
        
          LYB INT FINANCE III
          
            2030-10-01
          
          2.250000
          3.00
          3.00
          Corporate Debt Securities
        
        
          1011778 BC / NEW RED FIN
          
            2029-02-15
          
          3.500000
          62.00
          62.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-07-08
          
          2.800000
          2192000.00
          2249813.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-09-15
          
          1.900000
          2216000.00
          2249724.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2022-03-05
          
          2.750000
          57000.00
          59351.00
          Corporate Debt Securities
        
        
          PFIZER INC.
          765LHXWGK1KXCLTFYQ30
          
            2022-03-11
          
          2.800000
          2167000.00
          2249117.00
          Corporate Debt Securities
        
        
          SANOFI
          549300E9PC51EN656011
          
            2021-03-29
          
          4.000000
          2207000.00
          2249767.00
          Corporate Debt Securities
        
        
          Seven & I Holdings Co. Ltd.
          52990037G8JRM3TWGY86
          
            2021-09-17
          
          3.350000
          4871.00
          5004.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-05-10
          
          1.875000
          1213000.00
          1222900.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-09-12
          
          1.750000
          2216000.00
          2249620.00
          Corporate Debt Securities
        
        
          DELTA AIR LINES/SKYMILES
          
            2028-10-20
          
          4.750000
          1409375.00
          1538601.00
          Corporate Debt Securities
        
        
          SVENSKA HANDELSBANKEN AB
          NHBDILHZTYCNBV5UYZ31
          
            2021-05-24
          
          3.350000
          2215890.00
          2250011.00
          Corporate Debt Securities
        
        
          U.S. BANK NATIONAL ASSOCIATION
          6BYL5QZYBDK8S7L73M02
          
            2022-01-21
          
          1.800000
          2198414.00
          2250011.00
          Corporate Debt Securities
        
        
          VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC
          5493002SQ1AVQBY41K40
          
            2027-11-24
          
          1.625000
          761100.00
          761101.00
          Corporate Debt Securities
        
        
          WELLS FARGO BANK, NATIONAL ASSOCIATION
          KB1H1DSPRFMYMCUFXT09
          
            2022-05-27
          
          2.897000
          2222230.00
          2250011.00
          Corporate Debt Securities
        
      
      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
      0.0018
      45000112.50
      45000112.50
      0.0111
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES, INC.
      BOFA SECURITIES, INC. 0.180000%
      549300HN4UKV1E2R3U73
      TPR039051779157BOF
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2020-11-30
          
          0.00
          0.00
          11998502.00
          Equities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2020-11-30
          
          0.00
          0.00
          11999909.00
          Equities
        
        
          BARRICK GOLD CORPORATION
          0O4KBQCJZX82UKGCBV73
          
            2020-11-30
          
          0.00
          0.00
          11999992.00
          Equities
        
        
          BIOGEN INC.
          W8J5WZB5IY3K0NDQT671
          
            2020-11-30
          
          0.00
          0.00
          11999827.00
          Equities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2020-11-30
          
          0.00
          0.00
          11999970.00
          Equities
        
        
          MCDONALD'S CORPORATION
          UE2136O97NLB5BYP9H04
          
            2020-11-30
          
          0.00
          0.00
          9602372.00
          Equities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2020-11-30
          
          0.00
          0.00
          11999933.00
          Equities
        
        
          NETFLIX, INC.
          549300Y7VHGU0I7CE873
          
            2020-11-30
          
          0.00
          0.00
          11999994.00
          Equities
        
        
          Nvidia Corporation
          549300S4KLFTLO7GSQ80
          
            2020-11-30
          
          0.00
          0.00
          11999840.00
          Equities
        
        
          QUALCOMM INCORPORATED
          H1J8DDZKZP6H7RWC0H53
          
            2020-11-30
          
          0.00
          0.00
          11999881.00
          Equities
        
        
          REGENERON PHARMACEUTICALS, INC.
          549300RCBFWIRX3HYQ56
          
            2020-11-30
          
          0.00
          0.00
          11999983.00
          Equities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0018
      120000300.00
      120000300.00
      0.0296
      N
      Y
      Y
      N
    
    
      ABN AMRO BANK N.V.
      Joint Account III 0.100000%
      BFXS5XCH7N0Y05NIXW11
      TPR039056779157ABN
      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
          416925.00
          57162.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          3.500000
          219196.22
          68557.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-08-01
          
          3.500000
          2089416.44
          529663.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-10-01
          
          3.000000
          2728779.11
          894500.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-02-01
          
          3.500000
          339105.56
          110828.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-01-01
          
          3.000000
          417930.44
          195873.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.000000
          1532267.11
          1128850.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.000000
          1659962.44
          1127754.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.000000
          4954444.44
          3406363.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-08-01
          
          3.500000
          3945.56
          2317.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-01-01
          
          3.500000
          2281666.67
          2297498.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-05-01
          
          4.000000
          2883466.33
          1261288.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.500000
          2066666.67
          1293723.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.000000
          1621619.33
          844681.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          4.500000
          511111.11
          349053.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          4.500000
          1203787.78
          999626.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-07-01
          
          4.500000
          2574913.78
          1767637.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-09-01
          
          4.000000
          178924.33
          135556.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-10-01
          
          4.000000
          934012.22
          648971.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-09-01
          
          4.500000
          146839.00
          94406.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.000000
          1764884.67
          1170410.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          2.500000
          92306.22
          94722.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.000000
          227260.22
          228490.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          4.000000
          3944830.89
          1370786.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.500000
          607522.22
          392073.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          1824046.89
          736046.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.000000
          583333.33
          264270.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-07-01
          
          4.000000
          827512.78
          404717.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          3.000000
          10641321.67
          6220370.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          2116903.67
          1426192.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.500000
          1448804.00
          900908.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.500000
          4523268.56
          1962425.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-01-01
          
          3.500000
          3763042.44
          966497.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          4.500000
          4818853.67
          1420793.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.000000
          1205581.67
          573085.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          342116.33
          107181.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          3458193.56
          940370.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          501657.44
          126054.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          3.500000
          5264772.22
          2671562.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          3.500000
          1774175.11
          946398.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-01-01
          
          3.500000
          139676.22
          100350.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.500000
          5121729.00
          3097886.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-02-01
          
          3.500000
          2523995.67
          1816723.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          1529872.00
          831701.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.500000
          769383.33
          568427.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          4.000000
          1502449.44
          1267243.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          1923444.67
          1367161.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.000000
          171797.44
          125164.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          173960.22
          105237.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          5.000000
          9464.56
          6628.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          4.500000
          2415974.56
          1250917.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.500000
          209598.89
          175224.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.500000
          149441.56
          142539.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          707294.44
          543172.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.000000
          164054.67
          87265.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          206629.00
          133061.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          577777.78
          323024.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          159096.33
          131569.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          4776714.22
          3706007.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          4.000000
          171916.00
          111335.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          3.500000
          152201.78
          124090.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.000000
          964595.89
          1008690.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.500000
          418433.11
          442929.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          4674032.11
          3266907.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          16774.00
          10794.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.000000
          4482956.22
          2914669.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          585804.11
          403030.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          131918.67
          105315.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          4.000000
          4449086.22
          3995270.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          206339.67
          185864.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          4.500000
          1409667.44
          1257585.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-04-01
          
          3.000000
          757198.56
          336639.89
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          2.000000
          9172872.22
          9505949.78
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          3.000000
          102966.67
          134931.11
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-30
          
          2.125000
          3073833.33
          3302425.44
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-03-31
          
          2.625000
          22.22
          24.56
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-31
          
          2.750000
          672500.00
          724408.89
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-05-15
          
          2.375000
          112711.11
          127903.44
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-07-15
          
          0.250000
          1366466.67
          1549723.11
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-15
          
          2.000000
          67111.11
          72254.89
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          0.250000
          552544.44
          550680.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-06-30
          
          0.500000
          278833.33
          278031.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-30
          
          0.125000
          10785011.11
          10779586.22
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      94444469.94
      94444469.94
      0.0233
      N
      Y
      Y
      N
    
    
      BANK OF AMERICA, NATIONAL ASSOCIATION
      Joint Account III 0.100000%
      0000838440
      TPR039056779157BAN
      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
          
            2045-07-20
          
          3.000000
          61869433.67
          23530403.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-12-20
          
          4.000000
          72505240.33
          33691819.22
          Agency Mortgage-Backed Securities
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      55555570.56
      55555570.56
      0.0137
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES, INC.
      Joint Account III 0.100000%
      549300HN4UKV1E2R3U73
      TPR039056779157BOF
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          3.500000
          7231979.67
          2771700.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-09-01
          
          4.000000
          7719726.00
          2967318.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.500000
          359790.11
          379780.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-06-01
          
          3.500000
          4475297.67
          3119141.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-03-01
          
          3.500000
          5046104.89
          3138954.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-09-01
          
          4.000000
          6165690.67
          2994945.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-09-01
          
          3.000000
          3625193.67
          2789336.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-09-01
          
          3.000000
          4240152.78
          2726890.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          2673424.00
          2776341.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.500000
          2777777.78
          2908154.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-12-01
          
          2.500000
          2789516.33
          2963255.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.500000
          2767404.11
          2908541.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.000000
          3009913.56
          3132682.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-08-01
          
          2.000000
          1383308.33
          1421143.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          4.000000
          4144767.00
          3057368.22
          Agency Mortgage-Backed Securities
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      38888899.39
      38888899.39
      0.0096
      N
      Y
      Y
      N
    
    
      BANK OF NOVA SCOTIA (THE)
      Joint Account III 0.100000%
      0000009631
      TPR039056779157THE
      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
          1115485.56
          159242.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-04-01
          
          3.500000
          227777.78
          29067.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-11-01
          
          3.000000
          222222.22
          80074.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-04-01
          
          3.000000
          2222111.11
          730545.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          3.000000
          611514.78
          370430.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-03-01
          
          4.000000
          122222.22
          25638.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-07-01
          
          3.000000
          1647222.22
          772316.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-05-01
          
          4.500000
          660055.56
          88734.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-04-01
          
          3.000000
          922222.22
          480446.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-11-01
          
          3.000000
          202823.00
          157030.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-09-01
          
          3.500000
          169774.22
          157429.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-01-01
          
          4.000000
          136916.22
          100622.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-12-01
          
          3.500000
          527777.78
          341575.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-04-01
          
          5.000000
          120193.89
          82413.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-04-01
          
          4.000000
          1011111.11
          630558.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.500000
          219039.22
          146066.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-08-01
          
          3.500000
          115945.33
          38790.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-12-01
          
          3.500000
          244397.33
          82123.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-07-01
          
          3.500000
          333333.33
          129560.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-01
          
          3.500000
          265338.67
          223273.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-12-01
          
          4.000000
          350342.78
          219849.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          3.500000
          1140840.67
          678556.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          4.000000
          162357.33
          174107.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-01-01
          
          5.500000
          3002222.22
          45273.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-10-01
          
          4.500000
          177777.78
          17000.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-04-01
          
          4.500000
          292666.67
          19397.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-03-01
          
          3.000000
          333333.33
          86099.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-02-01
          
          3.500000
          372222.22
          48353.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-03-01
          
          3.500000
          66444.44
          14961.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-10-01
          
          3.000000
          222222.22
          69831.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-04-01
          
          3.000000
          405555.56
          120422.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-05-01
          
          3.000000
          211111.11
          56366.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-06-01
          
          3.000000
          877777.78
          246057.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-07-01
          
          3.000000
          144444.44
          40705.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-11-01
          
          3.000000
          222222.22
          74340.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-02-01
          
          3.000000
          222222.22
          76387.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          5.000000
          2122692.33
          1977536.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-11-01
          
          3.000000
          117555.56
          59528.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-11-01
          
          5.500000
          39289.56
          19236.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-02-01
          
          4.500000
          727333.33
          247839.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-06-01
          
          5.500000
          134667.00
          66836.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-07-01
          
          5.500000
          28910.56
          11939.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2045-03-01
          
          4.000000
          200000.00
          146596.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2044-07-01
          
          4.000000
          127777.78
          88009.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.000000
          155555.56
          106519.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-02-01
          
          5.500000
          116631.00
          85615.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-06-01
          
          5.500000
          397206.00
          237130.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          5.000000
          1876600.00
          1988918.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-07-01
          
          3.500000
          1417920.00
          925138.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.000000
          6622.22
          4890.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-06-01
          
          3.500000
          177863.22
          129769.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          4.500000
          148778.67
          102607.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-06-01
          
          5.000000
          125489.89
          96737.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          4.000000
          46398.67
          48756.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-01-01
          
          4.000000
          5885.56
          3387.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          4.500000
          147126.67
          136295.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-09-01
          
          3.500000
          332543.67
          345883.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.000000
          720252.22
          711293.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.500000
          196648.33
          180819.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          3.500000
          112478.11
          118547.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          5.000000
          125216.78
          140477.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          3.000000
          152552.33
          159217.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-01-01
          
          4.500000
          233905.56
          251735.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          3.500000
          269944.00
          268910.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          3.500000
          135392.67
          142551.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          168206.22
          179636.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          158270.33
          158665.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          163404.56
          181783.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          91005.67
          80900.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          325274.00
          359730.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          127461.11
          116278.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          124919.89
          139214.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          222.33
          149.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          83414.44
          92491.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          124791.67
          136124.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          172270.56
          192016.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          232919.67
          209153.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          139999.11
          142405.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          5.000000
          112678.22
          125643.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          3.000000
          117379.67
          122834.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          111.22
          87.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          155148.22
          158582.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          142184.67
          156869.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          4.500000
          145686.56
          162394.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          113441.67
          127240.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          3.500000
          1113143.89
          1049214.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          491794.56
          496612.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          872706.89
          896922.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          3.500000
          112230.67
          117599.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          186177.11
          200791.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          149876.11
          163750.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          3.000000
          1630091.56
          1666726.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          4.500000
          286009.00
          295071.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          118855.11
          125879.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          166884.11
          177840.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.000000
          1550661.78
          1558617.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          4.000000
          116302.44
          126092.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.500000
          1353239.89
          1392476.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          4.500000
          182264.56
          184870.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.500000
          405763.67
          390601.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          3.500000
          114062.78
          122382.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          4.500000
          564675.89
          612304.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.500000
          707887.78
          741948.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          5.000000
          122737.56
          136033.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          2.500000
          225348.33
          225916.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          4.000000
          200950.89
          216212.22
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          2.500000
          136696.67
          144169.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          270214.78
          286636.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          3579285.00
          3763435.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          3.000000
          974771.67
          1028648.78
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          3.000000
          489880.67
          516908.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-07-01
          
          3.000000
          315498.56
          330357.44
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-09-01
          
          3.500000
          163877.00
          177865.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.500000
          555555.56
          297273.56
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          3.000000
          522777.78
          297716.89
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-08-01
          
          3.500000
          529537.56
          187285.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-09-01
          
          3.500000
          248009.33
          98016.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          3.000000
          111111.11
          77380.67
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          3.500000
          666666.67
          433717.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-12-01
          
          3.500000
          128604.33
          138251.11
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.500000
          301198.00
          251237.33
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.000000
          130363.67
          134708.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-02-01
          
          5.500000
          1613495.78
          32325.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-07-01
          
          4.500000
          69720.11
          14706.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          4.000000
          111.67
          40.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-05-01
          
          3.500000
          269876.33
          115833.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-07-01
          
          4.500000
          122.33
          23.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          4.000000
          672398.89
          167864.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-11-01
          
          3.500000
          6416329.11
          2074139.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-01-01
          
          4.500000
          111.33
          16.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          285.11
          65.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.000000
          196987.78
          83610.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          4.500000
          2871695.00
          737987.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-09-01
          
          3.500000
          1960658.78
          420653.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.000000
          911743.00
          444166.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-09-01
          
          3.500000
          249555.56
          111987.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-11-01
          
          3.500000
          120917.00
          52617.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-09-01
          
          4.500000
          45110.00
          16128.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-08-01
          
          3.000000
          399555.56
          185241.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-10-01
          
          3.000000
          149996.00
          97278.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          4.000000
          295284.89
          195885.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-06-01
          
          3.500000
          51145.33
          13620.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-07-01
          
          3.500000
          222111.11
          76179.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-07-01
          
          3.000000
          2333221.89
          516957.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          2896757.44
          1058436.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-08-01
          
          3.500000
          67777.78
          17199.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          3.500000
          579109.11
          174359.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-11-01
          
          3.500000
          21805.56
          5104.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-01-01
          
          3.500000
          508107.00
          202547.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          3.500000
          17095.22
          5183.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-07-01
          
          3.000000
          33111.11
          13950.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-09-01
          
          3.500000
          444333.33
          149145.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-09-01
          
          4.500000
          333.33
          67.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          4.000000
          222111.11
          70197.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          4.000000
          111.11
          55.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          4.000000
          111.22
          67.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-02-01
          
          3.000000
          221777.78
          96969.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-09-01
          
          3.000000
          113521.33
          110489.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-12-01
          
          3.000000
          635111.11
          415272.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          3.500000
          591000.00
          368126.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          3.500000
          121741.67
          77920.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-04-01
          
          4.000000
          25582.67
          15767.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-05-01
          
          3.000000
          111.11
          43.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-04-01
          
          4.000000
          159182.00
          71015.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-05-01
          
          3.000000
          166666.67
          59823.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          259954.44
          94754.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          2.500000
          133.22
          39.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-07-01
          
          3.000000
          458524.22
          115878.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-07-01
          
          3.000000
          144000.00
          63324.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-07-01
          
          4.000000
          353913.33
          138082.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-11-01
          
          4.000000
          114.11
          49.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-07-01
          
          3.500000
          166222.22
          76741.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-11-01
          
          3.500000
          135511.00
          107126.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          3.000000
          352570.78
          196648.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          3.500000
          245714.44
          138148.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-10-01
          
          3.000000
          175855.11
          111941.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-07-01
          
          3.500000
          115.89
          71.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          4.000000
          125.44
          78.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          3.000000
          128083.22
          62734.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          4.000000
          1393877.56
          984507.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          1120730.22
          770150.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          1677624.44
          1123666.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          4.000000
          115.44
          73.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.000000
          111.11
          74.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          4.000000
          111.11
          109.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          4.000000
          295387.22
          258187.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          5.000000
          170893.22
          146631.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.000000
          411852.89
          424163.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          5.000000
          167504.44
          179032.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-02-01
          
          3.500000
          168380.33
          176764.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.000000
          183886.11
          167879.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          5.000000
          253766.78
          280809.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          5.000000
          27222.22
          19650.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.000000
          26666.67
          17803.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-07-01
          
          4.000000
          144111.11
          100308.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-02-01
          
          4.500000
          33888.89
          25789.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-10-01
          
          4.000000
          151666.67
          97922.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          111.11
          87.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.000000
          126.78
          99.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.500000
          1172359.00
          674463.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          5744514.22
          4316841.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          5.500000
          194332.22
          152850.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.000000
          115059.33
          88698.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          3.500000
          357729.67
          284278.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          171170.44
          117399.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          5.000000
          275523.00
          268235.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          5.000000
          869140.00
          873468.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.000000
          134409.44
          124250.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          5.500000
          250931.56
          97919.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          179019.44
          174048.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          4.500000
          139187.00
          125734.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          219756.89
          211223.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          151116.67
          139457.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.000000
          123715.33
          133749.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          4.000000
          123342.11
          134904.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          143741.67
          137580.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.500000
          246555.56
          248707.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1601775.22
          1665351.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.500000
          149401.33
          139295.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          4.000000
          125398.89
          135499.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          3.500000
          162461.56
          149348.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.000000
          110444.44
          87579.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          5.000000
          395864.00
          435333.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.500000
          120402.56
          130052.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          3.500000
          139224.22
          150435.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          116116.78
          124107.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          4.000000
          133777.78
          142222.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.000000
          283167.11
          294618.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.000000
          149590.56
          157733.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          4.000000
          116797.89
          122301.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          5.000000
          162754.00
          154737.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          118062.11
          126501.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.500000
          275285.44
          259065.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          4.500000
          227291.00
          225955.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.500000
          131886.11
          140458.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.500000
          176338.22
          184395.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.500000
          687127.56
          710379.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          3.500000
          113726.67
          123229.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          3.500000
          134627.67
          136341.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.500000
          131768.56
          118980.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.500000
          283610.33
          290593.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.000000
          135601.11
          146711.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.500000
          146828.00
          160635.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.500000
          189277.22
          202778.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          676487.56
          652556.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.000000
          144829.56
          149989.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          114319.89
          124162.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.000000
          183102.11
          196380.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          123677.33
          99054.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.500000
          249469.56
          280834.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.500000
          113440.89
          121774.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.000000
          117566.67
          122464.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          278692.56
          292258.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          171612.00
          185153.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.000000
          116050.11
          110677.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.500000
          183535.33
          161939.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.000000
          146972.11
          156463.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.000000
          142310.11
          147508.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.000000
          123712.44
          115780.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.000000
          702513.89
          748437.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          4.500000
          112428.56
          122318.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          5.000000
          225139.22
          210478.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          4.000000
          194605.44
          161416.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          4.500000
          206283.22
          223951.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          5.000000
          161967.33
          171636.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          5.000000
          197104.67
          217757.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          4.000000
          146855.56
          156735.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          4.500000
          173185.22
          189583.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.000000
          123103.67
          128640.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          2826041.22
          3000023.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          786202.56
          828913.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          4.500000
          230035.11
          252546.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-12-01
          
          4.000000
          222.33
          71.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          4.000000
          3489264.11
          2860202.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.000000
          245530.33
          227957.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.000000
          950169.67
          633129.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          3.500000
          12247739.00
          9151285.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.500000
          12408967.67
          9851434.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-04-01
          
          4.500000
          308424.89
          226155.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.500000
          238209.89
          239849.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-08-01
          
          3.500000
          221666.67
          165906.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          3.000000
          8444.44
          7751.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          3.500000
          55441.56
          19970.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-09-01
          
          3.000000
          4349.67
          3856.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-02-01
          
          3.000000
          671111.11
          649365.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          5.000000
          1800321.00
          1804548.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          5.500000
          260890.56
          272236.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          2.500000
          3055555.56
          3113217.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          5.000000
          382121.56
          379202.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          5.000000
          121559.44
          108915.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.000000
          249.33
          264.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          111.11
          116.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-08-01
          
          4.500000
          326666.67
          257455.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-01-01
          
          3.500000
          944924.56
          834677.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          4.500000
          297965.00
          280171.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          4.000000
          222.22
          167.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-08-01
          
          4.500000
          345950.33
          21284.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-04-01
          
          4.500000
          333.33
          67.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-04-01
          
          3.500000
          590817.78
          151886.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.500000
          359.33
          122.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          3.500000
          26258.11
          8265.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-08-01
          
          4.000000
          135201.89
          11122.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-02-01
          
          4.000000
          198444.44
          25269.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-04-01
          
          3.000000
          444444.44
          111264.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-06-01
          
          3.000000
          626666.67
          161074.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-10-01
          
          3.000000
          110888.89
          33581.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-11-01
          
          3.000000
          110888.89
          34731.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-02-01
          
          3.000000
          333222.22
          117678.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-05-01
          
          3.000000
          127535.78
          53579.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-08-01
          
          3.500000
          468051.56
          228870.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-06-01
          
          4.000000
          58777.78
          26878.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          4.000000
          1379286.33
          442858.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          3.500000
          277666.67
          96798.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.500000
          174113.00
          179929.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-07-01
          
          5.500000
          610.11
          22.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-07-01
          
          5.500000
          220.33
          7.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-10-01
          
          4.500000
          135.56
          18.67
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-15
          
          0.00
          277222.22
          277029.78
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-12
          
          0.00
          388211.11
          387910.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-06
          
          0.00
          2777077.78
          2775919.78
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-01-28
          
          0.00
          1286455.56
          1286276.78
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-09-30
          
          0.375000
          866211.11
          853365.56
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      111111141.11
      111111141.11
      0.0274
      N
      Y
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.100000%
      R0MUWSFPU8MPRO8K5P83
      0001272025
      TPR039067779157BNP
      Other Instrument
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-07
      2020-12-07
      2021-01-19
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0010
      38000000.00
      38000000.00
      0.0094
      N
      N
      Y
      N
      Forward Settling Repurchase Agreement to be collateralized upon settlement. The response for Item C.7 is Y. The response for Item C.8 is N.
    
    
      Goldman Sachs Financial Square Funds - Money Market
      2020-12-07
      Peter W. Fortner
      Peter W. Fortner
      Assistant Treasurer
    
  



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SEC Filings