Form N-MFP2 GOLDMAN SACHS TRUST For: Nov 30

December 7, 2020 10:07 AM


  
    N-MFP2
    
      
        
          0000822977
          XXXXXXXX
        
      
      
      
    
  
  
    
      2020-11-30
      0000822977
      549300PY02304776R694
      S000009258
      10
      N
      N
    
    
      033-17619
      
        Goldman Sachs Asset Management, L.P.
        801-37591
      
      
        PricewaterhouseCoopers LLP
        Boston
        MA
      
      
        Goldman Sachs Asset Management, L.P.
      
      
        The Bank of New York Mellon
      
      
        Goldman Sachs & Co. LLC
        0000734700
        084-01100
      
      N
      N
      N
      Prime
      N
      48
      48
      
        2319385500.83
        2112318361.05
        1784124413.53
        1925751087.63
      
      
        3199761503.32
        2696001917.69
        2439237697.79
        2519265681.62
        0.00
      
      
        0.6945
        0.6765
        0.5946
        0.6333
      
      
        0.9582
        0.8634
        0.8129
        0.8285
        0.0000
      
      450927.08
      3069955726.87
      614018687.59
      157650.03
      94692216.89
      2975872087.09
      2972821607.2700
      0.0000
      0.0015
      
        1.0011
        1.0010
        1.0010
        1.0010
        0.0000
      
    
    
      C000025288
      10000000.00
      2750553039.46
      2747722043.6100
      
        1.0011
        1.0010
        1.0011
        1.0010
        0.0000
      
      
        47156770.33
        301314238.73
      
      
        33864521.02
        224550159.50
      
      
        30189967.77
        203907676.22
      
      
        190292394.88
        133130520.78
      
      
        0.00
        0.00
      
      
        304439555.35
        888703906.38
      
      -0.0003
      Y
      For Institutional Shares the Investment Adviser waived $43,368 of Other Fees; and Goldman Sachs & Co. LLC waived $175 of Transfer Agency Fees.
    
    
      C000025289
      10000000.00
      81919640.22
      81838279.5500
      
        1.0010
        1.0010
        1.0010
        1.0010
        0.0000
      
      
        216701.79
        236848.05
      
      
        9933.88
        0.00
      
      
        829782.45
        45547.98
      
      
        43899408.44
        5200.00
      
      
        0.00
        0.00
      
      
        44955826.56
        10826014.21
      
      -0.0005
      Y
      For Administration Shares the Investment Adviser waived $916 of Other Fees; and Goldman Sachs & Co. LLC waived $10,803 of Admin Fees and $3 of Transfer Agency Fees.
    
    
      C000025290
      10000000.00
      9178.21
      9176.8300
      
        1.0002
        1.0002
        1.0002
        1.0002
        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
      
      -0.0006
      Y
      For Service Shares Goldman Sachs & Co. LLC waived $4 of Admin Fees.
    
    
      C000025291
      10000000.00
      3363930.83
      3361256.5900
      
        1.0008
        1.0008
        1.0008
        1.0008
        0.0000
      
      
        45.57
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        45.57
        0.00
      
      -0.0005
      Y
      For Preferred Shares the Investment Adviser waived $51 of Other Fees; and Goldman Sachs & Co. LLC waived $245 of Admin Fees.
    
    
      C000025292
      10000000.00
      38229653.93
      38192090.7700
      
        1.0010
        1.0010
        1.0010
        1.0010
        0.0000
      
      
        112143.10
        900000.00
      
      
        0.00
        90000.00
      
      
        1303575.73
        2200000.00
      
      
        0.00
        1200000.00
      
      
        0.00
        0.00
      
      
        1565718.83
        4690000.00
      
      -0.0005
      Y
      For Select Shares the Investment Adviser waived $600 of Other Fees; and Goldman Sachs & Co. LLC waived $621 of Admin Fees and $2 of Transfer Agency Fees.
    
    
      C000025293
      10000000.00
      911409.30
      910551.1500
      
        1.0010
        1.0010
        1.0010
        1.0010
        0.0000
      
      
        12.57
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        12.57
        0.00
      
      -0.0005
      Y
      For Capital Shares the Investment Adviser waived $14 of Other Fees; and Goldman Sachs & Co. LLC waived $104 of Admin Fees.
    
    
      C000088811
      10000000.00
      1033.78
      1033.7400
      
        1.0002
        1.0002
        1.0001
        1.0001
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0002
      N
    
    
      C000088814
      10000000.00
      1048.25
      1048.2100
      
        1.0002
        1.0002
        1.0001
        1.0001
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0002
      N
    
    
      C000088815
      10000000.00
      1037.25
      1037.2000
      
        1.0002
        1.0002
        1.0001
        1.0001
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0002
      N
    
    
      C000214496
      10000000.00
      100882115.86
      100785089.6200
      
        1.0010
        1.0010
        1.0010
        1.0010
        0.0000
      
      
        2468.10
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        2468.10
        0.00
      
      -0.0003
      Y
      For Drexel Hamilton Shares the Investment Adviser waived $1,527 of Other Fees; and Goldman Sachs & Co. LLC waived $6 of Transfer Agency Fees.
    
    
      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
      8999370.00
      8999370.00
      0.0030
      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
      1748607.54
      1748607.54
      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
      8000000.00
      8000000.00
      0.0027
      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
      25000000.00
      25000000.00
      0.0084
      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
      0.0067
      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
      6276333.50
      6276333.50
      0.0021
      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
      9995380.00
      9995380.00
      0.0034
      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
      5997870.00
      5997870.00
      0.0020
      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
      7845938.89
      7845938.89
      0.0026
      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
      12487854.27
      12487854.27
      0.0042
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.210000%
      06367C3E5
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-02-18
      2021-02-18
      2021-02-18
      N
      N
      N
      0.0020
      23000663.55
      23000663.55
      0.0077
      N
      N
      N
      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
      5998213.98
      5998213.98
      0.0020
      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
      7126324.63
      7126324.63
      0.0024
      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
      19999926.20
      19999926.20
      0.0067
      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
      29997750.00
      29997750.00
      0.0101
      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
      9996576.70
      9996576.70
      0.0034
      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
      9997083.30
      9997083.30
      0.0034
      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
      9997812.20
      9997812.20
      0.0034
      N
      N
      N
      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
      7000000.00
      7000000.00
      0.0024
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.080000%
      2IGI19DL77OX0HC3ZE78
      0000016847
      226308753
      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
      0.0168
      N
      Y
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.090000%
      ES7IP3U3RHIGC71XBU11
      0001000275
      226308756
      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
      0.0168
      N
      Y
      Y
      N
    
    
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.090000%
      JHE42UYNWWTJB8YTTU19
      0000859994
      226308759
      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
      0.0336
      N
      Y
      Y
      N
    
    
      DNB BANK ASA
      DNB BANK ASA 0.080000%
      549300GKFG0RYRRQ1414
      226309180
      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
      21000000.00
      21000000.00
      0.0071
      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
      13992562.50
      13992562.50
      0.0047
      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
      9255950.46
      9255950.46
      0.0031
      N
      N
      N
      N
    
    
      FIRST ABU DHABI BANK P.J.S.C.
      FIRST ABU DHABI BANK P.J.S.C. 0.000000%
      31849HPJ5
      2138002Y3WMK6RZS8H90
      Financial Company Commercial Paper
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-18
      2021-02-18
      2021-02-18
      N
      N
      N
      0.0017
      14994233.40
      14994233.40
      0.0050
      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
      19989981.20
      19989981.20
      0.0067
      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
      11956624.19
      11956624.19
      0.0040
      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
      32589758.62
      32589758.62
      0.0110
      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
      34999902.70
      34999902.70
      0.0118
      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
      14999625.00
      14999625.00
      0.0050
      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
      12739126.24
      12739126.24
      0.0043
      N
      N
      N
      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
      29987166.60
      29987166.60
      0.0101
      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
      7145391.93
      7145391.93
      0.0024
      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
      31986581.44
      31986581.44
      0.0107
      N
      N
      N
      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
      4000000.00
      4000000.00
      0.0013
      N
      Y
      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
      1368904.32
      1368904.32
      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
      0.0067
      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
      3400000.00
      3400000.00
      0.0011
      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
      15993783.52
      15993783.52
      0.0054
      N
      N
      N
      N
    
    
      NATIONAL BANK OF CANADA
      NATIONAL BANK OF CANADA 0.000000%
      63307LPG0
      BSGEFEIOM18Y80CKCV46
      US63307LPG04
      0000926171
      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
      0.0017
      9996273.30
      9996273.30
      0.0034
      N
      N
      N
      N
    
    
      NATIONAL BANK OF KUWAIT S.A.K.P
      NATIONAL BANK OF KUWAIT S.A.K.P 0.295000%
      63376DGG4
      549300NB7FE83IH6BW96
      Certificate of Deposit
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-11
      2020-12-11
      2020-12-11
      N
      N
      N
      0.0016
      15000641.10
      15000641.10
      0.0050
      N
      N
      N
      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
      5000559.20
      5000559.20
      0.0017
      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
      24997448.50
      24997448.50
      0.0084
      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
      27000000.00
      27000000.00
      0.0091
      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
      20000000.00
      20000000.00
      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
      8000351.44
      8000351.44
      0.0027
      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
      15000489.30
      15000489.30
      0.0050
      N
      N
      N
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      690353YE1
      549300IDY55XMYWXSD28
      US690353YE15
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2034-06-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      3661040.25
      3661040.25
      0.0012
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      690353ZY6
      549300IDY55XMYWXSD28
      US690353ZY69
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2034-06-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      3926747.34
      3926747.34
      0.0013
      N
      N
      Y
      N
    
    
      CHEVRON CORPORATION
      CHEVRON CORPORATION 0.120000%
      735222AH4
      US735222AH46
      0000093410
      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
      2024-10-01
      Y
      
        Chevron Corporation
        1.0000
        1
        N
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0012
      8000000.00
      8000000.00
      0.0027
      N
      Y
      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
      24800000.00
      24800000.00
      0.0083
      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
      48795000.00
      48795000.00
      0.0164
      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
      20000000.00
      20000000.00
      0.0067
      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
      10998086.00
      10998086.00
      0.0037
      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
      15993536.00
      15993536.00
      0.0054
      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
      9996480.00
      9996480.00
      0.0034
      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
      17826065.91
      17826065.91
      0.0060
      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
      4000000.00
      4000000.00
      0.0013
      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
      18495000.00
      18495000.00
      0.0062
      N
      N
      Y
      N
    
    
      STATE OF TEXAS
      STATE OF TEXAS 0.179999%
      882723G78
      549300X9CH74QB747L76
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2020-12-07
      2020-12-07
      2034-06-01
      Y
      
        STATE STREET BANK AND TRUST COMP
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        STATE STREET BANK AND TRUST COMP
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0018
      11500000.00
      11500000.00
      0.0039
      N
      N
      Y
      N
    
    
      STATE OF TEXAS
      STATE OF TEXAS 0.139999%
      882723H77
      549300X9CH74QB747L76
      Variable Rate Demand Note
      Y
      
        Moody's Investors Service, Inc.
        VMIG1
      
      2020-12-07
      2020-12-07
      2042-12-01
      Y
      
        STATE STREET BANK AND TRUST COMP
        1.0000
        7
        Y
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      Y
      
        STATE STREET BANK AND TRUST COMP
        Liquidity/Partial C/E
        1.0000
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      0.0014
      46425000.00
      46425000.00
      0.0156
      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
      41025000.00
      41025000.00
      0.0138
      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
      0.0084
      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
      9995545.00
      9995545.00
      0.0034
      N
      N
      N
      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
      0.0007
      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
      0.0010
      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
      4500000.00
      4500000.00
      0.0015
      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
      47585868.51
      47585868.51
      0.0160
      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
      22491901.58
      22491901.58
      0.0076
      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
      218348839.62
      218348839.62
      0.0734
      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
      6298621.50
      6298621.50
      0.0021
      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
      49587944.22
      49587944.22
      0.0167
      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
      47284499.32
      47284499.32
      0.0159
      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
      50283904.00
      50283904.00
      0.0169
      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
      11279196.93
      11279196.93
      0.0038
      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
      59976925.20
      59976925.20
      0.0202
      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
      2069859.12
      2069859.12
      0.0007
      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
      55177756.06
      55177756.06
      0.0185
      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
      19990900.00
      19990900.00
      0.0067
      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
      7499081.25
      7499081.25
      0.0025
      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
      83489284.45
      83489284.45
      0.0281
      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
      21596472.07
      21596472.07
      0.0073
      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
      73684164.82
      73684164.82
      0.0248
      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
      44990812.35
      44990812.35
      0.0151
      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
      46786896.00
      46786896.00
      0.0157
      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
      27691301.37
      27691301.37
      0.0093
      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
      57981730.00
      57981730.00
      0.0195
      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
      36488133.49
      36488133.49
      0.0123
      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
      15994400.00
      15994400.00
      0.0054
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796F79
      254900HROIFWPRGM1V77
      US912796F790
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-04
      2021-05-04
      2021-05-04
      N
      N
      N
      0.0009
      30127396.49
      30127396.49
      0.0101
      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
      30000000.00
      30000000.00
      0.0101
      N
      N
      Y
      N
    
    
      UNIVERSITY OF COLORADO HOSPITAL AUTHORITY
      UNIVERSITY OF COLORADO HOSPITAL AUTHORITY 0.099999%
      914183BQ0
      GQ60RLZ5ZEBY2J9KLI75
      Variable Rate Demand Note
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2049-11-15
      Y
      
        UNIVERSITY OF COLORADO HOSPITAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          VMIG1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0010
      10000000.00
      10000000.00
      0.0034
      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
      5000000.00
      5000000.00
      0.0017
      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
      13473486.28
      13473486.28
      0.0045
      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
      23486990.87
      23486990.87
      0.0079
      N
      N
      N
      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
      8000000.00
      8000000.00
      0.0027
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.130000%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR0388167791581BA
      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
          10270340.00
          9180000.00
          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
      9000000.00
      9000000.00
      0.0030
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.110002%
      2IGI19DL77OX0HC3ZE78
      0000016847
      TPR038984779158CAN
      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
          
            2046-08-15
          
          2.250000
          1100.00
          1278.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-30
          
          2.250000
          1671500.00
          1789705.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-15
          
          1.750000
          8093900.00
          8358196.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-31
          
          1.250000
          47400.00
          49296.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-31
          
          1.500000
          1600.00
          1622.00
          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
      10000000.00
      10000000.00
      0.0034
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.119999%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR0389F07791582BA
      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
          8188815.00
          7319458.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-11-15
          
          0.00
          981881.00
          840542.00
          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
      8000000.00
      8000000.00
      0.0027
      N
      N
      Y
      N
    
    
      BMO CAPITAL MARKETS CORP.
      BMO CAPITAL MARKETS CORP. 0.119999%
      RUC0QBLBRPRCU4W1NE59
      0000772028
      TPR038AC4779158BMO
      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
          
            2021-03-25
          
          0.00
          3604900.00
          3603750.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-09-09
          
          0.00
          1100.00
          1099.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-31
          
          0.250000
          1502300.00
          1496278.00
          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
      5000000.00
      5000000.00
      0.0017
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.119999%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR038B697791583BA
      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
          
            2038-02-01
          
          5.500000
          4800000.00
          445659.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-04-01
          
          3.500000
          1145925.00
          489632.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-06-01
          
          4.500000
          450000.00
          379742.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          550000.00
          362514.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-08-01
          
          2.500000
          2959435.00
          517578.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-09-01
          
          4.000000
          10000000.00
          378523.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-06-01
          
          5.000000
          2254.00
          1352.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      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
      2500000.00
      2500000.00
      0.0008
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.110002%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR038C94779158BAN
      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
          
            2033-11-15
          
          0.00
          7149090.00
          6120000.00
          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
      6000000.00
      6000000.00
      0.0020
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.110002%
      ES7IP3U3RHIGC71XBU11
      0001000275
      TPR038D13779158ROY
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-11-01
          
          4.000000
          107926254.00
          34827069.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-10-01
          
          4.500000
          2485954.00
          1691335.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2042-07-01
          
          3.500000
          19451946.00
          9295373.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          89909.00
          86222.00
          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
      45000000.00
      45000000.00
      0.0151
      N
      N
      Y
      N
    
    
      WELLS FARGO SECURITIES, LLC
      WELLS FARGO SECURITIES, LLC 0.230000%
      VYVVCKR63DVZZN70PB21
      0001224385
      TPR038FC1779158WEL
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AON PLC
          635400FALWQYX5E6QC64
          
            2025-12-15
          
          3.875000
          283000.00
          328082.00
          Corporate Debt Securities
        
        
          ADVENTIST HEALTH SYSTEM/WEST
          5493008YM33UCY5QPW83
          
            2049-03-01
          
          3.630000
          440000.00
          488754.00
          Corporate Debt Securities
        
        
          AMERICAN CRYSTAL SUGAR CO
          
            2021-02-09
          
          0.00
          2501178.00
          2500000.00
          Money Market
        
        
          AMERICAN CRYSTAL SUGAR CO
          
            2021-02-11
          
          0.00
          2501220.00
          2499999.00
          Money Market
        
        
          AMERICAN CRYSTAL SUGAR CO
          
            2021-02-16
          
          0.00
          2259649.00
          2258460.00
          Money Market
        
        
          ATHENE GLOBAL FUNDING
          549300LM1QSI4MSIL320
          
            2030-11-19
          
          2.550000
          2493071.00
          2500000.00
          Corporate Debt Securities
        
        
          B A T INTL FIN DISC COML PAPER
          
            2020-12-24
          
          0.00
          2500362.00
          2499999.00
          Money Market
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2027-04-29
          
          8.000000
          1805000.00
          2499309.00
          Corporate Debt Securities
        
        
          DH Europe Finance II S.a r.l.
          222100KDGL314CKTZ511
          
            2029-11-15
          
          2.600000
          2267546.00
          2500000.00
          Corporate Debt Securities
        
        
          Duke Energy Carolinas, LLC
          MWIUSDMN17TCR56VW396
          
            2030-02-01
          
          2.450000
          2303662.00
          2500000.00
          Corporate Debt Securities
        
        
          ENABLE MIDSTREAM PARTNERS LP
          
            2021-02-01
          
          0.00
          2502119.00
          2500000.00
          Money Market
        
        
          European Bank for Reconstruction and Development
          549300HTGDOVDU6OGK19
          
            2021-11-02
          
          1.500000
          2468000.00
          2499656.00
          Corporate Debt Securities
        
        
          EUROPEAN INVESTMENT BANK
          5493006YXS1U5GIHE750
          
            2021-10-08
          
          0.403270
          2495498.00
          2499999.00
          Corporate Debt Securities
        
        
          The Hartford Financial Services Group, Inc.
          IU7C3FTM7Y3BQM112U94
          
            2041-10-01
          
          6.100000
          199000.00
          303180.00
          Corporate Debt Securities
        
        
          INTERCONTINENTAL EXCHANGE INC
          
            2020-12-29
          
          0.00
          2499510.00
          2499190.00
          Money Market
        
        
          MARKEL CORPORATION
          549300SCNO12JLWIK605
          
            2029-09-17
          
          3.350000
          798000.00
          895470.00
          Corporate Debt Securities
        
        
          NORINCHUKIN BK NEW YORK BRH
          
            2021-03-03
          
          0.00
          2500000.00
          2500000.00
          Money Market
        
        
          NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY
          1DU7IM20QESYGDO4HO54
          
            2059-09-30
          
          3.625000
          1775445.00
          2052133.00
          Corporate Debt Securities
        
        
          PRINCIPAL FINANCIAL GROUP, INC.
          CUMYEZJOAF02RYZ1JJ85
          
            2026-11-15
          
          3.100000
          618000.00
          687495.00
          Corporate Debt Securities
        
        
          PROLOGIS, L.P.
          GL16H1DHB0QSHP25F723
          
            2026-10-01
          
          3.250000
          2213709.00
          2500000.00
          Corporate Debt Securities
        
        
          SIMON PROPERTY GROUP, L.P.
          MR92GTD0MJTTTTQDVG45
          
            2025-09-01
          
          3.500000
          2253000.00
          2498899.00
          Corporate Debt Securities
        
        
          SUMITOMO MITSUI BKG CORP N Y CD 0.3%21
          
            2021-01-28
          
          0.00
          2499400.00
          2500000.00
          Money Market
        
        
          SWEDBANK FORENINGSSPARBKN AB
          
            2021-06-01
          
          0.00
          2502986.00
          2500000.00
          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
        
        
          Sinopec Group Overseas Development (2016) Limited
          5299002BJODD4TLAOX51
          
            2046-05-03
          
          4.250000
          1999044.00
          2499999.00
          Corporate Debt Securities
        
        
          PT Indonesia Asahan Aluminium (Persero)
          2549008P48EB9SN2OI80
          
            2028-11-15
          
          6.530000
          2005984.00
          2499999.00
          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
      50000000.00
      50000000.00
      0.0168
      N
      N
      Y
      N
    
    
      ING FINANCIAL MARKETS LLC
      ING FINANCIAL MARKETS LLC 0.230000%
      KBVRJ5K57JZ3E2AVWX40
      0000877559
      TPR03903B779158ING
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          Federative Republic of Brazil
          254900ZFY40OYEADAP90
          
            2025-02-04
          
          8.750000
          25667000.00
          33000176.00
          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
      30000116.40
      30000116.40
      0.0101
      N
      Y
      Y
      N
    
    
      MIZUHO SECURITIES USA LLC
      MIZUHO SECURITIES USA LLC 0.380000%
      7TK5RJIZDFROZCA6XF66
      0000812291
      TPR03903D779158MIZ
      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
          20345400.00
          20400100.00
          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
      20000161.00
      20000161.00
      0.0067
      N
      Y
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.250000%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR039041779158MUF
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          Acadia Pharmaceuticals Inc.
          529900O3044NO0PEA039
          
            2020-11-30
          
          0.00
          0.00
          2665600.00
          Equities
        
        
          Apyx Medical Corporation
          5299009QZVYUYO082S45
          
            2020-11-30
          
          0.00
          0.00
          65388.00
          Equities
        
        
          THE BANK OF NOVA SCOTIA
          L3I9ZG2KFGXZ61BMYR72
          
            2020-11-30
          
          0.00
          0.00
          205451.00
          Equities
        
        
          Berkshire Hathaway Inc.
          5493000C01ZX7D35SD85
          
            2020-11-30
          
          0.00
          0.00
          7642822.00
          Equities
        
        
          BOOKING HOLDINGS INC.
          FXM8FAOHMYDIPD38UZ17
          
            2020-11-30
          
          0.00
          0.00
          338691.00
          Equities
        
        
          CHP MERGER CORPCOM CL A
          
            2020-11-30
          
          0.00
          0.00
          397892.00
          Equities
        
        
          CANADIAN NATURAL RESOURCES LIMITED
          549300T15RIMIKZC5Q38
          
            2020-11-30
          
          0.00
          0.00
          88874.00
          Equities
        
        
          Citigroup Inc.
          6SHGI4ZSSLCXXQSBB395
          
            2020-11-30
          
          0.00
          0.00
          7536147.00
          Equities
        
        
          Corteva, Inc.
          549300WZN9I2QKLS0O94
          
            2020-11-30
          
          0.00
          0.00
          3764.00
          Equities
        
        
          DUPONT DE NEMOURS, INC.
          5493004JF0SDFLM8GD76
          
            2020-11-30
          
          0.00
          0.00
          8999974.00
          Equities
        
        
          FINSERV ACQUISITION CORP CL A
          
            2020-11-30
          
          0.00
          0.00
          186800.00
          Equities
        
        
          Fortinet, Inc
          549300O0QJWDBAS0QX03
          
            2020-11-30
          
          0.00
          0.00
          408507.00
          Equities
        
        
          GENERAL ELECTRIC COMPANY
          3C7474T6CDKPR9K6YT90
          
            2020-11-30
          
          0.00
          0.00
          364000.00
          Equities
        
        
          W.W. GRAINGER, INC.
          549300TWZSP6O1IH2V34
          
            2020-11-30
          
          0.00
          0.00
          165832.00
          Equities
        
        
          GREAT LAKES DREDGE & DOCK CORPORATION
          549300H65E3MZ1CX0P05
          
            2020-11-30
          
          0.00
          0.00
          386694.00
          Equities
        
        
          INPHI CORPORATION
          549300DCMERAAZFGT726
          
            2020-11-30
          
          0.00
          0.00
          2610554.00
          Equities
        
        
          iSHARES TRUST - iShares Exponential Technologies ETF
          5493001QZSH136RMZK19
          
            2020-11-30
          
          0.00
          0.00
          424632.00
          Equities
        
        
          JPMORGAN CHASE & CO.
          8I5DZWZKVSZI1NUHU748
          
            2020-11-30
          
          0.00
          0.00
          484880.00
          Equities
        
        
          KLA CORPORATION
          549300H0BF5JCG96TJ81
          
            2020-11-30
          
          0.00
          0.00
          1473954.00
          Equities
        
        
          LGL SYS ACQUISITION CORP COM CL A
          
            2020-11-30
          
          0.00
          0.00
          906597.00
          Equities
        
        
          LIBERTY BROADBAND CORPORATION
          549300MIX43II8JLN536
          
            2020-11-30
          
          0.00
          0.00
          3269979.00
          Equities
        
        
          MERIDA MERGER CORP I COM
          
            2020-11-30
          
          0.00
          0.00
          214046.00
          Equities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2020-11-30
          
          0.00
          0.00
          3701956.00
          Equities
        
        
          NEW PROVIDENCE ACQUISITION COM CL A
          
            2020-11-30
          
          0.00
          0.00
          1806875.00
          Equities
        
        
          NORTHROP GRUMMAN CORPORATION
          RIMU48P07456QXSO0R61
          
            2020-11-30
          
          0.00
          0.00
          8999730.00
          Equities
        
        
          PAYPAL HOLDINGS, INC.
          5493005X2GO78EFZ3E94
          
            2020-11-30
          
          0.00
          0.00
          2938744.00
          Equities
        
        
          PIVOTAL INVESTMENT CORPORATION II
          549300W71XJ8DIF9RQ35
          
            2020-11-30
          
          0.00
          0.00
          896440.00
          Equities
        
        
          ROGERS COMMUNICATIONS INC.
          54930030NVF3Y2OL0A78
          
            2020-11-30
          
          0.00
          0.00
          70425.00
          Equities
        
        
          UTZ BRANDS INC COM CL A
          
            2020-11-30
          
          0.00
          0.00
          2394534.00
          Equities
        
        
          Viatris Inc.
          254900ZZTSW7NL773X71
          
            2020-11-30
          
          0.00
          0.00
          8999638.00
          Equities
        
        
          Argo Group International Holdings, Ltd.
          549300M4T8Y5TTWI6O03
          
            2020-11-30
          
          0.00
          0.00
          646210.00
          Equities
        
        
          ATLASSIAN CORPORATION PLC
          549300AGBII4MWBVJY22
          
            2020-11-30
          
          0.00
          0.00
          537600.00
          Equities
        
        
          EAST STONE ACQUISITION CORPSHS
          
            2020-11-30
          
          0.00
          0.00
          348807.00
          Equities
        
        
          Linde Public Limited Company
          8945002PAZHZLBGKGF02
          
            2020-11-30
          
          0.00
          0.00
          1081206.00
          Equities
        
        
          MEDTRONIC PUBLIC LIMITED COMPANY
          549300GX3ZBSQWUXY261
          
            2020-11-30
          
          0.00
          0.00
          1604260.00
          Equities
        
        
          SOCIAL CAP HDOSPHIA HLDG CO II SHS CL A
          
            2020-11-30
          
          0.00
          0.00
          2020860.00
          Equities
        
        
          SOCIAL CAP HEDSPIA HLDG CO III COM CL A
          
            2020-11-30
          
          0.00
          0.00
          8999909.00
          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
          8999978.00
          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
      90000399.60
      90000399.60
      0.0302
      N
      Y
      Y
      N
    
    
      SCOTIA CAPITAL (USA) INC.
      SCOTIA CAPITAL (USA) INC. 0.330000%
      549300BLWPABP1VNME36
      0000064241
      TPR0390457791584SC
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2052-02-01
          
          3.300000
          51686.00
          51355.00
          Corporate Debt Securities
        
        
          AT&T INC.
          549300Z40J86GGSTL398
          
            2061-02-01
          
          3.500000
          14933.00
          15175.00
          Corporate Debt Securities
        
        
          AECOM
          0EEB8GF0W0NPCIHZX097
          
            2027-03-15
          
          5.125000
          1512250.00
          1706086.00
          Corporate Debt Securities
        
        
          ALBERTSONS COS/SAFEWAY
          
            2027-01-15
          
          4.625000
          2000.00
          2137.00
          Corporate Debt Securities
        
        
          ALBERTSONS COS/SAFEWAY
          
            2026-03-15
          
          3.250000
          3000.00
          3051.00
          Corporate Debt Securities
        
        
          American Greetings Corporation
          549300WMJOT8C9DNMF90
          
            2025-04-15
          
          8.750000
          2013000.00
          1964562.00
          Corporate Debt Securities
        
        
          ANHEUSER-BUSCH INBEV WORLDWIDE INC.
          549300CRGMZK3K53BF92
          
            2038-04-15
          
          4.375000
          3000.00
          3706.00
          Corporate Debt Securities
        
        
          APEX TOOL / BC MOUNTAIN
          
            2023-02-15
          
          9.000000
          223519.00
          221004.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2021-05-06
          
          2.850000
          4000.00
          4052.00
          Corporate Debt Securities
        
        
          Aruba Investments, Inc.
          549300CH22U9L3I13F89
          
            2023-02-15
          
          8.750000
          1691000.00
          1751066.00
          Corporate Debt Securities
        
        
          AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
          JHE42UYNWWTJB8YTTU19
          
            2022-11-21
          
          0.702630
          262.00
          264.00
          Corporate Debt Securities
        
        
          AVIS BUDGET CAR/FINANCE
          
            2027-07-15
          
          5.750000
          900.00
          919.00
          Corporate Debt Securities
        
        
          BCD ACQUISITION INC
          
            2023-09-15
          
          9.625000
          1657000.00
          1735330.00
          Corporate Debt Securities
        
        
          Berkshire Hathaway Inc.
          5493000C01ZX7D35SD85
          
            2021-03-15
          
          2.200000
          227000.00
          228942.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2028-11-01
          
          3.450000
          678.00
          704.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2024-02-01
          
          1.950000
          364187.00
          367212.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2026-02-01
          
          2.750000
          3869.00
          3975.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2031-02-01
          
          3.625000
          859616.00
          910170.00
          Corporate Debt Securities
        
        
          BOXER PARENT COMPANY INC.
          5493006T045HLTF7YX04
          
            2026-03-01
          
          9.125000
          20.00
          22.00
          Corporate Debt Securities
        
        
          CCO HLDGS LLC/CAP CORP
          
            2026-02-15
          
          5.750000
          261000.00
          274760.00
          Corporate Debt Securities
        
        
          CCO HLDGS LLC/CAP CORP
          
            2032-05-01
          
          4.500000
          2000.00
          2115.00
          Corporate Debt Securities
        
        
          Chevron U.S.A. Inc.
          VA8TZDWPEZYU430RZ444
          
            2022-08-12
          
          0.333000
          1146.00
          1148.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2023-05-11
          
          1.105000
          974.00
          993.00
          Corporate Debt Securities
        
        
          CISCO SYSTEMS, INC.
          8E6NF1YAL0WT6CWXXV93
          
            2021-02-28
          
          2.200000
          2000.00
          2021.00
          Corporate Debt Securities
        
        
          CLEAVER-BROOKS, INC.
          549300TRZDD68CZBS255
          
            2023-03-01
          
          7.875000
          112068.00
          113129.00
          Corporate Debt Securities
        
        
          CLEVELAND-CLIFFS INC.
          549300TM2WLI2BJMDD86
          
            2026-03-15
          
          6.750000
          2000.00
          2180.00
          Corporate Debt Securities
        
        
          MAXIM CRANE WORKS LLC
          
            2024-08-01
          
          10.125000
          2000.00
          2107.00
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK OF AUSTRALIA
          MSFSBD3QN1GSN7Q6C537
          
            2021-09-06
          
          2.000000
          12000.00
          12219.00
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK OF AUSTRALIA
          MSFSBD3QN1GSN7Q6C537
          
            2022-09-18
          
          0.913250
          10000.00
          10110.00
          Corporate Debt Securities
        
        
          CORECIVIC, INC.
          529900JFA3K6PTLT8B15
          
            2027-10-15
          
          4.750000
          164950.00
          137888.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-10-29
          
          3.000000
          543000.00
          557663.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-11-12
          
          2.100000
          994687.00
          1012184.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2022-02-04
          
          0.531420
          1007.00
          1009.00
          Corporate Debt Securities
        
        
          CYRUSONE LP/CYRUSONE FIN
          
            2030-11-01
          
          2.150000
          104453.00
          102514.00
          Corporate Debt Securities
        
        
          THE WALT DISNEY COMPANY
          549300GZKULIZ0WOW665
          
            2051-01-13
          
          3.600000
          416581.00
          503709.00
          Corporate Debt Securities
        
        
          EMBARQ CORP
          
            2036-06-01
          
          7.995000
          446000.00
          553969.00
          Corporate Debt Securities
        
        
          THE ESTEE LAUDER COMPANIES INC.
          549300VFZ8XJ9NUPU221
          
            2021-05-10
          
          1.700000
          3000.00
          3018.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2022-03-06
          
          2.397000
          3000.00
          3088.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2022-08-16
          
          1.902000
          60.00
          62.00
          Corporate Debt Securities
        
        
          FINANCE OF AMERICA FUNDI
          
            2025-11-15
          
          7.875000
          910.00
          901.00
          Corporate Debt Securities
        
        
          FIVE POINT OP CO LP/FIVE
          
            2025-11-15
          
          7.875000
          631.00
          661.00
          Corporate Debt Securities
        
        
          FXI Holdings, Inc.
          549300VLKCUZW3MSVS50
          
            2026-11-15
          
          12.250000
          1749601.00
          1981605.00
          Corporate Debt Securities
        
        
          GEO GROUP INC/THE
          5493003VOR6NTY465495
          
            2022-01-15
          
          5.875000
          2005000.00
          1999048.00
          Corporate Debt Securities
        
        
          Gateway Casinos & Entertainment Limited
          549300JSKBQMMD1B3U44
          
            2024-03-01
          
          8.250000
          1938000.00
          1754657.00
          Corporate Debt Securities
        
        
          General Motors Financial Company, Inc.
          5493008B6JBRUJ90QL97
          
            2030-06-21
          
          3.600000
          17908.00
          20239.00
          Corporate Debt Securities
        
        
          GRAHAM PACKAGING/GPC CAP
          
            2028-08-15
          
          7.125000
          1367.00
          1504.00
          Corporate Debt Securities
        
        
          HECLA MINING COMPANY
          5493009Y6HOBZD1QD537
          
            2028-02-15
          
          7.250000
          30174.00
          33237.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2021-11-01
          
          1.850000
          1970000.00
          1998250.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2022-08-19
          
          0.483000
          57455.00
          57622.00
          Corporate Debt Securities
        
        
          Hospitality Properties Trust
          529900IS770AG1K9QG27
          
            2024-03-15
          
          4.650000
          198000.00
          193978.00
          Corporate Debt Securities
        
        
          ISTAR INC.
          QFFLKWYYS3UPWD86E794
          
            2026-02-15
          
          5.500000
          2074.00
          2100.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2022-05-11
          
          2.350000
          38000.00
          39123.00
          Corporate Debt Securities
        
        
          Kimco Realty Corporation
          549300EA7I6T15IBYS12
          
            2028-03-01
          
          1.900000
          10.00
          10.00
          Corporate Debt Securities
        
        
          L BRANDS, INC.
          GR3KVMWVCR54YWQNXU90
          
            2028-02-01
          
          5.250000
          29929.00
          31496.00
          Corporate Debt Securities
        
        
          L BRANDS, INC.
          GR3KVMWVCR54YWQNXU90
          
            2025-07-01
          
          9.375000
          1093893.00
          1377635.00
          Corporate Debt Securities
        
        
          LYB INT FINANCE III
          
            2030-10-01
          
          2.250000
          188036.00
          192692.00
          Corporate Debt Securities
        
        
          LADDER CAP FIN LLLP/CORP
          
            2027-02-01
          
          4.250000
          10.00
          9.00
          Corporate Debt Securities
        
        
          H-FOOD HOLDNG/HEARTHSIDE
          
            2026-06-01
          
          8.500000
          810022.00
          864507.00
          Corporate Debt Securities
        
        
          MEDNAX INC
          
            2023-12-01
          
          5.250000
          4000.00
          4144.00
          Corporate Debt Securities
        
        
          MERCER INTERNATIONAL INC.
          549300Z5IAG39VRTY874
          
            2024-02-01
          
          6.500000
          567418.00
          587412.00
          Corporate Debt Securities
        
        
          MERCK & CO., INC.
          4YV9Y5M8S0BRK1RP0397
          
            2021-01-15
          
          3.875000
          2000.00
          2032.00
          Corporate Debt Securities
        
        
          NCR Corporation
          549300YKTY8JX1DV2R67
          
            2030-10-01
          
          5.250000
          10.00
          11.00
          Corporate Debt Securities
        
        
          NATIONAL AUSTRALIA BANK LIMITED
          F8SB4JFBSYQFRQEH3Z21
          
            2023-04-12
          
          0.824130
          8.00
          8.00
          Corporate Debt Securities
        
        
          NESTLE HOLDINGS, INC.
          549300EAEU8YV8MQXP30
          
            2021-09-24
          
          3.100000
          1551000.00
          1591734.00
          Corporate Debt Securities
        
        
          NEWFIELD EXPLORATION COMPANY
          T8W3X1PFLPW2YE0UIP44
          
            2024-07-01
          
          5.625000
          1427000.00
          1553320.00
          Corporate Debt Securities
        
        
          NIELSEN FINANCE LLC/CO
          
            2022-04-15
          
          5.000000
          2000.00
          2017.00
          Corporate Debt Securities
        
        
          NORDSTROM, INC.
          549300S3IZB5P35KNV16
          
            2030-04-01
          
          4.375000
          2000.00
          1937.00
          Corporate Debt Securities
        
        
          NOVELIS CORPORATION
          549300G5F3W3B52WYL23
          
            2026-09-30
          
          5.875000
          2000.00
          2105.00
          Corporate Debt Securities
        
        
          1011778 BC / NEW RED FIN
          
            2030-10-15
          
          4.000000
          1985150.00
          1994800.00
          Corporate Debt Securities
        
        
          1011778 BC / NEW RED FIN
          
            2029-02-15
          
          3.500000
          2001335.00
          2000017.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-09-15
          
          1.900000
          1970000.00
          1999980.00
          Corporate Debt Securities
        
        
          Owl Rock Technology Finance Corp.
          254900G5EZJSOD3UKL16
          
            2025-12-15
          
          4.750000
          44.00
          45.00
          Corporate Debt Securities
        
        
          P&L DEV LLC/PLD FIN CORP
          
            2025-11-15
          
          7.750000
          10.00
          11.00
          Corporate Debt Securities
        
        
          Par Pharmaceutical, Inc.
          549300KK5WR4MGN4YT97
          
            2027-04-01
          
          7.500000
          90340.00
          98903.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2022-03-05
          
          2.750000
          2000.00
          2082.00
          Corporate Debt Securities
        
        
          PepsiCo, Inc.
          FJSUNZKFNQ5YPJ5OT455
          
            2021-04-15
          
          2.000000
          3000.00
          3023.00
          Corporate Debt Securities
        
        
          PETROLEOS MEXICANOS
          549300CAZKPF4HKMPX17
          
            2027-09-15
          
          9.500000
          366000.00
          412753.00
          Other Instrument
          SOVEREIGN DEBT
        
        
          Philip Morris International Inc.
          HL3H1H2BGXWVG3BSWR90
          
            2022-08-17
          
          2.375000
          8000.00
          8316.00
          Corporate Debt Securities
        
        
          PRIME SECSRVC BRW/FINANC
          
            2026-04-15
          
          5.750000
          10.00
          11.00
          Corporate Debt Securities
        
        
          THE PROVIDENCE SERVICE CORPORATION
          549300EFZIFW7F7I0Q28
          
            2025-11-15
          
          5.875000
          20.00
          21.00
          Corporate Debt Securities
        
        
          Prudential Financial, Inc.
          5PRBRS5FEH7NREC8OR45
          
            2050-02-25
          
          4.350000
          48337.00
          63282.00
          Corporate Debt Securities
        
        
          SCENTRE GROUP TRUST 2
          549300VRF0U0JH8TBJ74
          
            2080-09-24
          
          5.125000
          808.00
          851.00
          Corporate Debt Securities
        
        
          Rite Aid Corporation
          529900W353T1JY1DKT44
          
            2027-02-15
          
          7.700000
          2190000.00
          1834034.00
          Corporate Debt Securities
        
        
          NATWEST GROUP PLC
          2138005O9XJIJN4JPN90
          
            2099-12-31
          
          6.000000
          2094.00
          2312.00
          Corporate Debt Securities
        
        
          SBL HOLDINGS INC
          
            2025-05-13
          
          7.000000
          1829395.00
          1524445.00
          Corporate Debt Securities
        
        
          SBA Communications Corporation
          5299001HX8ZN8Y8QIT49
          
            2027-02-15
          
          3.875000
          144050.00
          149956.00
          Corporate Debt Securities
        
        
          SANOFI
          549300E9PC51EN656011
          
            2021-03-29
          
          4.000000
          822000.00
          837929.00
          Corporate Debt Securities
        
        
          Seven & I Holdings Co. Ltd.
          52990037G8JRM3TWGY86
          
            2021-09-17
          
          3.350000
          139674.00
          143482.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-05-10
          
          1.875000
          10000.00
          10082.00
          Corporate Debt Securities
        
        
          Siemens Financieringsmaatschappij N.V.
          TAFO772JB70PDRN5VS48
          
            2022-03-16
          
          2.700000
          430000.00
          445729.00
          Corporate Debt Securities
        
        
          SPECTRUM BRANDS, INC.
          549300VU3EH2E73C1Q04
          
            2024-12-15
          
          6.125000
          1820000.00
          1907493.00
          Corporate Debt Securities
        
        
          SVENSKA HANDELSBANKEN AB
          NHBDILHZTYCNBV5UYZ31
          
            2021-05-24
          
          3.350000
          230223.00
          233768.00
          Corporate Debt Securities
        
        
          SYNCHRONY FINANCIAL
          549300RS7EWPM9MA6C78
          
            2026-08-04
          
          3.700000
          17000.00
          18837.00
          Corporate Debt Securities
        
        
          Target Corporation
          8WDDFXB5T1Z6J0XC1L66
          
            2022-01-15
          
          2.900000
          935000.00
          973396.00
          Corporate Debt Securities
        
        
          TEEKAY CORPORATION
          YHKQM2RIPKZYOZ6RVZ46
          
            2022-11-15
          
          9.250000
          390641.00
          378474.00
          Corporate Debt Securities
        
        
          TELESAT CANADA/TELESAT L
          
            2027-06-01
          
          4.875000
          50117.00
          52397.00
          Corporate Debt Securities
        
        
          Tenet Healthcare Corporation
          0W9AIBT6U6ADJ2I8HK17
          
            2025-04-01
          
          7.500000
          260.00
          287.00
          Corporate Debt Securities
        
        
          UBS AG
          BFM8T61CT2L1QCEMIK50
          
            2022-04-21
          
          1.750000
          817.00
          834.00
          Corporate Debt Securities
        
        
          U.S. BANK NATIONAL ASSOCIATION
          6BYL5QZYBDK8S7L73M02
          
            2022-01-21
          
          1.800000
          1176835.00
          1204455.00
          Corporate Debt Securities
        
        
          Varex Imaging Corporation
          549300CWYWPVCT8E9W67
          
            2027-10-15
          
          7.875000
          45030.00
          46859.00
          Corporate Debt Securities
        
        
          WELLS FARGO BANK, NATIONAL ASSOCIATION
          KB1H1DSPRFMYMCUFXT09
          
            2022-05-27
          
          2.897000
          419545.00
          424790.00
          Corporate Debt Securities
        
        
          WESTPAC BANKING CORPORATION
          EN5TNI6CI43VEPAMHL14
          
            2023-01-11
          
          0.794130
          16.00
          16.00
          Corporate Debt Securities
        
        
          WPX Energy, Inc.
          ZXZE9GCS2BB547GJW219
          
            2030-01-15
          
          4.500000
          2000.00
          2099.00
          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
      40000266.40
      40000266.40
      0.0134
      N
      Y
      Y
      N
    
    
      SCOTIA CAPITAL (USA) INC.
      SCOTIA CAPITAL (USA) INC. 0.180000%
      549300BLWPABP1VNME36
      0000064241
      TPR039046779158SCO
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AMAZON.COM, INC.
          ZXTILKJKG63JELOEG630
          
            2021-12-05
          
          3.300000
          863000.00
          899196.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2021-05-06
          
          2.850000
          1628000.00
          1648969.00
          Corporate Debt Securities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2021-02-23
          
          2.250000
          1634000.00
          1649053.00
          Corporate Debt Securities
        
        
          BANK OF AMERICA CORPORATION
          9DJT3UXIJIZJI4WXO774
          
            2031-10-24
          
          1.922000
          1630568.00
          1650008.00
          Corporate Debt Securities
        
        
          THE BOEING COMPANY
          RVHJWBXLJ1RFUBSY1F30
          
            2031-02-01
          
          3.625000
          1324570.00
          1402467.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2021-05-16
          
          2.100000
          1637000.00
          1649780.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2022-03-03
          
          2.498000
          1599000.00
          1649220.00
          Corporate Debt Securities
        
        
          CHEVRON CORP
          
            2023-05-11
          
          1.105000
          228.00
          232.00
          Corporate Debt Securities
        
        
          CISCO SYSTEMS, INC.
          8E6NF1YAL0WT6CWXXV93
          
            2021-09-20
          
          1.850000
          1625000.00
          1649858.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2021-11-12
          
          2.100000
          435.00
          443.00
          Corporate Debt Securities
        
        
          Credit Suisse AG, New York Branch
          549300D0YARF5HYP1809
          
            2022-02-04
          
          0.531420
          1647349.00
          1650007.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2022-03-06
          
          2.397000
          249000.00
          256321.00
          Corporate Debt Securities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2021-03-01
          
          2.222000
          1635000.00
          1649393.00
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL INC.
          ISRPG12PN4EIEOEMW547
          
            2022-08-19
          
          0.483000
          349.00
          350.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2021-10-01
          
          3.300000
          1601000.00
          1649075.00
          Corporate Debt Securities
        
        
          Intel Corporation
          KNX4USFCNGPY45LOCE31
          
            2022-05-11
          
          2.350000
          1602000.00
          1649356.00
          Corporate Debt Securities
        
        
          1011778 BC / NEW RED FIN
          
            2029-02-15
          
          3.500000
          778.00
          777.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-07-08
          
          2.800000
          1607000.00
          1649384.00
          Corporate Debt Securities
        
        
          ORACLE CORPORATION
          1Z4GXXU7ZHVWFCD8TV52
          
            2021-09-15
          
          1.900000
          1625000.00
          1649730.00
          Corporate Debt Securities
        
        
          PFIZER INC.
          765LHXWGK1KXCLTFYQ30
          
            2022-03-11
          
          2.800000
          1589000.00
          1649214.00
          Corporate Debt Securities
        
        
          THE PROCTER & GAMBLE COMPANY
          2572IBTT8CCZW6AU4141
          
            2021-02-02
          
          1.850000
          1635000.00
          1649280.00
          Corporate Debt Securities
        
        
          SANOFI
          549300E9PC51EN656011
          
            2021-03-29
          
          4.000000
          1618000.00
          1649353.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-05-10
          
          1.875000
          743000.00
          749064.00
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FINANCE B.V.
          213800ITMMKU4Z7I4F78
          
            2021-09-12
          
          1.750000
          1625000.00
          1649654.00
          Corporate Debt Securities
        
        
          SVENSKA HANDELSBANKEN AB
          NHBDILHZTYCNBV5UYZ31
          
            2021-05-24
          
          3.350000
          1624986.00
          1650008.00
          Corporate Debt Securities
        
        
          U.S. BANK NATIONAL ASSOCIATION
          6BYL5QZYBDK8S7L73M02
          
            2022-01-21
          
          1.800000
          1612170.00
          1650008.00
          Corporate Debt Securities
        
        
          WELLS FARGO BANK, NATIONAL ASSOCIATION
          KB1H1DSPRFMYMCUFXT09
          
            2022-05-27
          
          2.897000
          1629635.00
          1650008.00
          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
      33000082.50
      33000082.50
      0.0111
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES, INC.
      BOFA SECURITIES, INC. 0.180000%
      549300HN4UKV1E2R3U73
      TPR039051779158BOF
      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
          7997936.00
          Equities
        
        
          APPLE INC.
          HWUPKR0MPOU8FGXBT394
          
            2020-11-30
          
          0.00
          0.00
          7999939.00
          Equities
        
        
          BARRICK GOLD CORPORATION
          0O4KBQCJZX82UKGCBV73
          
            2020-11-30
          
          0.00
          0.00
          7999995.00
          Equities
        
        
          BIOGEN INC.
          W8J5WZB5IY3K0NDQT671
          
            2020-11-30
          
          0.00
          0.00
          7999884.00
          Equities
        
        
          EXXON MOBIL CORPORATION
          J3WHBG0MTS7O8ZVMDC91
          
            2020-11-30
          
          0.00
          0.00
          7999980.00
          Equities
        
        
          MCDONALD'S CORPORATION
          UE2136O97NLB5BYP9H04
          
            2020-11-30
          
          0.00
          0.00
          6403401.00
          Equities
        
        
          MICROSOFT CORPORATION
          INR2EJN1ERAN0W5ZP974
          
            2020-11-30
          
          0.00
          0.00
          7999884.00
          Equities
        
        
          NETFLIX, INC.
          549300Y7VHGU0I7CE873
          
            2020-11-30
          
          0.00
          0.00
          7999832.00
          Equities
        
        
          Nvidia Corporation
          549300S4KLFTLO7GSQ80
          
            2020-11-30
          
          0.00
          0.00
          7999716.00
          Equities
        
        
          QUALCOMM INCORPORATED
          H1J8DDZKZP6H7RWC0H53
          
            2020-11-30
          
          0.00
          0.00
          7999968.00
          Equities
        
        
          REGENERON PHARMACEUTICALS, INC.
          549300RCBFWIRX3HYQ56
          
            2020-11-30
          
          0.00
          0.00
          7999646.00
          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
      80000200.00
      80000200.00
      0.0269
      N
      Y
      Y
      N
    
    
      ABN AMRO BANK N.V.
      Joint Account III 0.100000%
      BFXS5XCH7N0Y05NIXW11
      TPR039056779158ABN
      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
      0.0317
      N
      Y
      Y
      N
    
    
      BANK OF AMERICA, NATIONAL ASSOCIATION
      Joint Account III 0.100000%
      0000838440
      TPR039056779158BAN
      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
      0.0187
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES, INC.
      Joint Account III 0.100000%
      549300HN4UKV1E2R3U73
      TPR039056779158BOF
      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
      0.0131
      N
      Y
      Y
      N
    
    
      BANK OF NOVA SCOTIA (THE)
      Joint Account III 0.100000%
      0000009631
      TPR039056779158THE
      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
      0.0373
      N
      Y
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.100000%
      R0MUWSFPU8MPRO8K5P83
      0001272025
      TPR039067779158BNP
      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
      30000000.00
      30000000.00
      0.0101
      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 - Prime Obligations
      2020-12-07
      Peter W. Fortner
      Peter W. Fortner
      Assistant Treasurer
    
  



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SEC Filings