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COLORADO STATE TREASURY FY21

Portfolio Detail--Treasury Pool

12/31/2020

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

ABS SOFT BULLET 12X

02582JJH4 AMERICAN EXPRESS CREDIT ACCOUN 12,000,000 12,247,560 3.180 N/A 1,201 4 /15/2024

02582JJM3 AMERICAN EXPRESS CREDIT ACCOUN 18,000,000 18,535,860 2.000 N/A 1,566 4 /15/2025

02587AAN4 AMERICAN EXPRESS CREDIT ACCOUN 10,000,000 10,312,900 2.670 AAA 1,415 11/15/2024

02588QAB4 AMERICAN EXPRESS CREDIT ACCOUN 7,500,000 7,738,500 2.870 AAA 1,384 10/15/2024

05522RCY2 BANK OF AMERICA CREDIT CARD TR 30,000,000 30,090,300 2.700 AAA 928 7 /17/2023

05522RDA3 BANK OF AMERICA CREDIT CARD TR 16,000,000 16,244,640 3.100 N/R 1,079 12/15/2023

14041NEX5 CAPITAL ONE MULTI-ASSET EXECUT 9,880,000 10,259,787 2.750 N/R 1,596 5 /15/2025

14041NFV8 CAPITAL ONE MULTI-ASSET EXECUT 40,529,000 43,340,091 2.060 N/A 2,784 8 /15/2028

161571FQ2 CHASE ISSUANCE TRUST 19,810,000 20,467,098 2.160 N/R 1,355 9 /16/2024

254683CK9 DISCOVER CARD EXECUTION NOTE T 6,500,000 6,692,335 3.040 AAA 1,292 7 /15/2024

Asset Total 170,219,000 175,929,071

ABS SOFT BULLET 2X

17305EFM2 CITIBANK CREDIT CARD ISSUANCE 14,960,000 14,979,747 2.880 AAA 753 1 /23/2023

17305EGR0 CITIBANK CREDIT CARD ISSUANCE T 25,000,000 26,433,750 3.210 AAA 1,439 12/9 /2024

Asset Total 39,960,000 41,413,497

AUTO ASSET BACKED LOCK OUT

02004VAD5 ALLY AUTO RECEIVABLES TRUST 10,150,000 10,380,101 3.090 AAA 896 6 /15/2023

02004WAC5 ALLY AUTO RECEIVABLES TRUST 12,559,744 12,766,603 2.910 AAA 988 9 /15/2023

02007MAE0 ALLY AUTO RECEIVABLES TRUST 580,730 582,304 2.350 N/A 531 6 /15/2022

09659QAE7 BMW VEHICLE OWNER TRUST 9,000,000 9,124,650 2.510 AAA 1,272 6 /25/2024

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

14043TAH9 CAPITAL ONE PRIME AUTO RECEIVA 17,000,000 17,546,040 2.240 N/A 1,510 2 /18/2025

34532TAD4 FORD CREDIT AUTO OWNER TRUST 9,083,844 9,223,190 3.330 AAA 835 4 /15/2023

34533FAE1 FORD CREDIT AUTO OWNER TRUST 16,500,000 17,235,405 2.850 AAA 1,323 8 /15/2024

36255JAE4 GM FINANCIAL SECURITIZED TERM 14,000,000 14,470,400 3.160 N/A 1,111 1 /16/2024

36255PAE0 GM FINANCIAL SECURITIZED TERM 6,250,000 6,344,813 2.460 AAA 928 7 /17/2023

36256XAD4 GM FINANCIAL SECURITIZED TERM 7,006,856 7,127,234 2.970 AAA 1,050 11/16/2023

36257FAE0 GM FINANCIAL SECURITIZED TERM 14,000,000 14,561,260 3.220 AAA 1,324 8 /16/2024

44932NAE0 HYUNDAI AUTO RECEIVABLES TRUST 10,000,000 10,390,900 2.710 N/A 1,596 5 /15/2025

58769TAE5 MERCEDES-BENZ AUTO RECEIVABLES 8,000,000 8,291,440 2.040 AAA 1,841 1 /15/2026

58772RAE4 MERCEDES-BENZ AUTO RECEIVABLES 7,500,000 7,760,325 3.150 AAA 1,384 10/15/2024

65478DAE7 NISSAN AUTO RECEIVABLES OWNER 12,000,000 12,255,720 2.890 AAA 1,264 6 /17/2024

65478NAE5 NISSAN AUTO RECEIVABLES OWNER 6,250,000 6,552,313 3.270 AAA 1,628 6 /16/2025

65479KAD2 NISSAN AUTO RECEIVABLES OWNER 13,110,743 13,356,963 2.900 AAA 1,019 10/16/2023

89231PAE8 TOYOTA AUTO RECEIVABLES OWNER 7,865,000 8,241,262 3.300 AAA 1,141 2 /15/2024

89238BAE2 TOYOTA AUTO RECEIVABLES OWNER 7,000,000 7,128,100 2.520 AAA 865 5 /15/2023

98161VAD2 WORLD OMNI AUTO RECEIVABLES TR 5,500,000 5,649,160 2.730 N/A 1,141 2 /15/2024

98162VAE9 WORLD OMNI AUTO RECEIVABLES TR 10,000,000 10,421,400 2.640 N/A 1,628 6 /16/2025

98162YAD5 WORLD OMNI AUTO RECEIVABLES TR 14,875,493 15,163,036 3.040 N/A 1,231 5 /15/2024

98163EAE6 WORLD OMNI AUTO RECEIVABLES TR 15,000,000 15,662,550 3.270 N/A 1,355 9 /16/2024

Asset Total 233,232,410 240,235,167

Asset Type Total 443,411,410 457,577,735

COMMERCIAL PAPER DISCOUNT

13508TNK8 CANADA GOVT DISC COML PAPER 3/A3 Y 15,000,000 14,999,700 -00 19 1 /19/2021

13508TNR3 CANADA GOVT DISC COML PAPER 3/A3 Y 130,000,000 129,996,100 -00 25 1 /25/2021

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

13508TNV4 HER MAJESTY RGT CANADA CPDN 35,000,000 34,997,900 -00 29 1 /29/2021

13508TP83 CANADA GOVT DISC COML PAPER 3/A3 Y 15,000,000 14,998,500 -00 39 2 /8 /2021

24023GNR4 DCAT LLC DISC COML PAPER 3/A3 YRS 1 40,000,000 39,998,800 -00 25 1 /25/2021

24023GP84 DCAT LLC DISC COML PAPER 3/A3 YRS 1 65,000,000 64,993,500 -00 39 2 /8 /2021

24023GQ83 DCAT LLC DISC COML PAPER 3/A3 YRS 1 25,400,000 25,393,396 -00 67 3 /8 /2021

29878RNK0 EUROPEAN INVT BK DISC COML PAPER 50,000,000 49,999,000 -00 19 1 /19/2021

29878RPH5 EUROPEAN INVT BK DISC COML PAPER 35,000,000 34,995,800 -00 48 2 /17/2021

29878RQ19 EUROPEAN INVT BK DISC COML PAPER 25,000,000 24,995,250 -00 60 3 /1 /2021

30215GNK4 EXPORT DEV CORP DISC COML PAPER 50,000,000 49,999,000 -00 19 1 /19/2021

30229ANB1 EXXON MOBIL CORP CPDN 65,000,000 64,998,700 -00 11 1 /11/2021

30229APH6 EXXON MOBIL CORP DISC COML PAPER 50,000,000 49,994,000 -00 48 2 /17/2021

30229APN3 EXXON MOBIL CORP DISC COML PAPER 65,000,000 64,989,600 -00 53 2 /22/2021

50000DNB8 KOCH INDUSTRIES INC. CPDN 50,000,000 49,999,000 -00 11 1 /11/2021

50000DNF9 KOCH INDUSTRIES INC. CPDN 50,000,000 49,999,000 -00 15 1 /15/2021

50000DNR3 KOCH INDUSTRIES INC. CPDN 90,000,000 89,997,300 -00 25 1 /25/2021

50000DP83 KOCH INDS INC DISC COML PAPER 3/A3 Y 60,000,000 59,994,000 -00 39 2 /8 /2021

50000DPC4 KOCH INDUSTRIES INC. CPDN 10,000,000 9,998,900 -00 43 2 /12/2021

50000DPS9 KOCH INDS INC DISC COML PAPER 3/A3 Y 50,000,000 49,991,000 -00 57 2 /26/2021

62479LN43 MUFG BANK LTD NY BRAN CPDN 25,000,000 25,000,000 -00 4 1 /4 /2021

62479LNK7 MUFG BK LTD N Y BRH DISC COML PAPER 35,000,000 34,999,300 -00 19 1 /19/2021

62479LPS8 MUFG BK LTD N Y BRH DISC COML PAPER 90,000,000 89,983,800 -00 57 2 /26/2021

7426M2NB3 PRIVATE EXPT FDG CORP DISC COML P 40,000,000 39,999,200 -00 11 1 /11/2021

7426M2NR8 PRIVATE EXPT FDG CORP DISC COML P 25,000,000 24,999,250 -00 25 1 /25/2021

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

7426M2PS4 PRIVATE EXPT FDG CORP DISC COML P 50,000,000 49,991,000 -00 57 2 /26/2021

7426M2TR2 PRIVATE EXPT FDG CORP DISC COML P 10,000,000 9,989,000 -00 176 6 /25/2021

78009APC2 ROYAL BK CDA DISC COML PAPER 3/A3 Y 60,000,000 59,993,400 -00 43 2 /12/2021

78009AQC1 ROYAL BK CDA DISC COML PAPER 3/A3 Y 150,000,000 149,958,000 -00 71 3 /12/2021

78009AQH0 ROYAL BK CDA DISC COML PAPER 3/A3 Y 70,000,000 69,979,000 -00 76 3 /17/2021

89232CNF9 TOYOTA CRDT CANADA INC CPDN 25,000,000 24,999,500 -00 15 1 /15/2021

89233GNF9 TOYOTA MOTOR CREDIT CO CPDN 50,000,000 49,999,000 -00 15 1 /15/2021

89233GNV4 TOYOTA MOTOR CREDIT CO CPDN 25,000,000 24,998,500 -00 29 1 /29/2021

89233GP83 TOYOTA MTR CR CORP DISC COML PAPER 25,000,000 24,997,500 -00 39 2 /8 /2021

8923A0PS6 TOYOTA CR DE PUERTO RICO INC DISC C 40,000,000 39,992,800 -00 57 2 /26/2021

Asset Total 1,695,400,000 1,695,207,696

Asset Type Total 1,695,400,000 1,695,207,696

CORPORATE NOTES & MTN'S

00440EAU1 CHUBB INA HOLDINGS INC 5,000,000 5,212,100 2.875 A3 672 11/3 /2022

00724PAD1 ADOBE INC 5,000,000 5,411,900 2.300 A2 3,319 2 /1 /2030

009158AR7 AIR PRODUCTS&CHEMICALS 4,840,000 4,949,965 3.000 A2 307 11/3 /2021

02209SAP8 ALTRIA GROUP INC 10,000,000 10,538,300 2.950 A3 852 5 /2 /2023

023135AM8 INC 9,807,000 10,033,051 3.300 A2 339 12/5 /2021

023135AZ9 INC 30,000,000 32,465,700 2.800 A2 1,330 8 /22/2024

023135BS4 INC 10,000,000 10,170,100 1.500 A2 3,441 6 /3 /2030

025816BS7 AMERICAN EXPRESS CO 15,000,000 15,953,400 3.400 A3 788 2 /27/2023

025816BW8 AMERICAN EXPRESS CO 10,000,000 10,828,900 3.700 A3 945 8 /3 /2023

025816CC1 AMERICAN EXPRESS CO 10,000,000 10,852,800 3.400 A3 1,148 2 /22/2024

025816CD9 AMERICAN EXPRESS CO 20,000,000 20,633,000 2.750 A3 505 5 /20/2022

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

025816CG2 AMERICAN EXPRESS CO 15,000,000 16,002,150 2.500 A3 1,307 7 /30/2024

02665WCZ2 AMERICAN HONDA FINANCE 35,000,000 37,177,000 2.400 A3 1,274 6 /27/2024

02665WDJ7 AMERICAN HONDA FINANCE 15,000,000 16,156,350 2.350 A3 2,199 1 /8 /2027

03040WAW5 AMERICAN WATER CAPITAL C 2,000,000 2,207,760 2.800 BAA1 3,408 5 /1 /2030

031162BN9 AMGEN INC 20,000,000 20,721,600 3.625 BAA1 500 5 /15/2022

031162BV1 AMGEN INC 20,000,000 21,953,200 3.625 BAA1 1,238 5 /22/2024

031162CR9 AMGEN INC 3,000,000 3,302,430 3.150 BAA1 6,991 2 /21/2040

031162CS7 AMGEN INC 20,500,000 22,904,240 3.375 BAA1 10,644 2 /21/2050

031162CT5 AMGEN INC 5,000,000 5,360,050 2.200 BAA1 2,243 2 /21/2027

031162CW8 AMGEN INC 5,000,000 5,332,950 2.300 BAA1 3,708 2 /25/2031

037833BA7 APPLE INC 7,000,000 8,495,270 3.450 AA1 8,806 2 /9 /2045

037833BW9 APPLE INC 15,000,000 20,193,300 4.500 AA1 5,532 2 /23/2036

037833CR9 APPLE INC 20,000,000 22,582,600 3.200 AA1 2,322 5 /11/2027

037833DN7 APPLE INC 30,000,000 32,079,600 2.050 AA1 2,080 9 /11/2026

037833DU1 APPLE INC 5,000,000 5,149,600 1.650 AA1 3,418 5 /11/2030

046353AX6 ASTRAZENECA PLC 5,000,000 4,678,950 2.125 A3 10,810 8 /6 /2050

053015AE3 AUTOMATIC DATA PROCESSNG 20,000,000 22,448,400 3.375 AA3 1,719 9 /15/2025

05531FBF9 BB&T CORPORATION 20,000,000 21,971,200 3.750 A3 1,070 12/6 /2023

06051GFB0 BANK OF AMERICA CORP 15,000,000 16,624,950 4.125 A2 1,117 1 /22/2024

06051GFF1 BANK OF AMERICA CORP 30,000,000 33,301,800 4.000 A2 1,187 4 /1 /2024

06406HCS6 BANK OF NEW YORK MELLON 12,575,000 13,787,985 3.650 A1 1,130 2 /4 /2024

06406RAJ6 BANK OF NY MELLON CORP 20,000,000 21,619,200 3.450 A1 953 8 /11/2023

07330NAT2 BRANCH BANKING&TRUST 10,000,000 10,598,300 2.150 A2 1,436 12/6 /2024

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

084664CU3 BERKSHIRE HATHAWAY FIN 3,000,000 3,161,550 1.850 AA2 3,358 3 /12/2030

084664CV1 BERKSHIRE HATHAWAY FIN 7,000,000 7,496,790 2.850 AA2 10,880 10/15/2050

084670BJ6 BERKSHIRE HATHAWAY INC 20,000,000 21,099,400 3.000 AA2 772 2 /11/2023

084670BQ0 BERKSHIRE HATHAWAY INC 20,000,000 20,043,400 2.200 AA2 74 3 /15/2021

09247XAQ4 BLACKROCK INC 10,000,000 10,933,300 2.400 AA3 3,407 4 /30/2030

09247XAR2 BLACKROCK INC 5,000,000 5,233,650 1.900 AA3 3,680 1 /28/2031

10112RBC7 BOSTON PROPERTIES LP 10,000,000 10,767,900 2.900 BAA1 3,361 3 /15/2030

10373QBG4 BP CAP MARKETS AMERICA 23,000,000 23,614,790 3.000 A1 10,647 2 /24/2050

110122DR6 BRISTOL-MYERS SQUIBB CO 5,000,000 5,129,400 2.350 A2 7,257 11/13/2040

110122DS4 BRISTOL-MYERS SQUIBB CO 5,000,000 5,104,750 2.550 A2 10,909 11/13/2050

11133TAD5 BROADRIDGE FINANCIAL SOL 10,000,000 10,953,800 2.900 BAA1 3,257 12/1 /2029

12189LAH4 BURLINGTN NORTH SANTA FE 15,000,000 15,381,750 3.050 A3 439 3 /15/2022

12189LAL5 BURLINGTN NORTH SANTA FE 4,853,000 5,041,539 3.050 A3 609 9 /1 /2022

12189LAM3 BURLINGTN NORTH SANTA FE 9,000,000 9,451,980 3.000 A3 804 3 /15/2023

12505BAD2 CBRE SERVICES INC 7,085,000 8,370,998 4.875 BAA1 1,886 3 /1 /2026

12572QAG0 CME GROUP INC 10,000,000 10,963,400 3.000 AA3 1,535 3 /15/2025

126117AW0 CNA FINANCIAL CORP 5,000,000 5,097,750 2.050 BAA2 3,514 8 /15/2030

14913Q2S7 CATERPILLAR FINL SERVICE 10,000,000 10,965,500 3.650 A3 1,071 12/7 /2023

166764BG4 CHEVRON CORP 23,150,000 23,276,168 2.100 AA2 136 5 /16/2021

166764BL3 CHEVRON CORP 20,000,000 22,189,400 2.954 AA2 1,962 5 /16/2026

17325FAS7 CITIBANK NA 50,000,000 54,657,000 3.650 AA3 1,118 1 /23/2024

19416QEL0 COLGATE-PALMOLIVE CO 6,000,000 6,221,100 2.250 AA3 684 11/15/2022

20030NBJ9 COMCAST CORP 20,000,000 22,003,800 3.600 A3 1,156 3 /1 /2024

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

20030NBT7 COMCAST CORP 10,000,000 11,360,700 3.200 A3 5,675 7 /15/2036

20030NCR0 COMCAST CORP 10,000,000 11,002,100 3.700 A3 1,201 4 /15/2024

20030NCY5 COMCAST CORP 5,000,000 5,676,950 3.250 A3 6,879 11/1 /2039

20030NDA6 COMCAST CORP 5,000,000 5,469,900 2.650 A3 3,319 2 /1 /2030

22160KAK1 COSTCO WHOLESALE CORP 10,000,000 10,263,600 2.300 AA3 503 5 /18/2022

22160KAM7 COSTCO WHOLESALE CORP 10,000,000 11,221,400 3.000 AA3 2,329 5 /18/2027

231021AS5 CUMMINS INC 7,000,000 7,143,710 1.500 A2 3,531 9 /1 /2030

23291KAH8 DH EUROPE FINANCE II 10,000,000 10,936,500 2.600 BAA1 3,241 11/15/2029

235851AV4 DANAHER CORP 10,000,000 10,383,000 2.600 BAA1 10,866 10/1 /2050

24422ERM3 JOHN DEERE CAPITAL CORP 10,000,000 10,297,700 2.750 A2 439 3 /15/2022

24422ETG4 JOHN DEERE CAPITAL CORP 16,595,000 17,514,861 2.800 A2 795 3 /6 /2023

24422EUM9 JOHN DEERE CAPITAL CORP 15,000,000 16,375,800 3.650 A2 1,015 10/12/2023

24422EUQ0 JOHN DEERE CAPITAL CORP 5,000,000 5,149,800 3.200 A2 375 1 /10/2022

247109BS9 DELMARVA PWR&LIGHT CO 6,280,000 6,787,675 3.500 A2 1,049 11/15/2023

25389JAR7 DIGITAL REALTY TRUST LP 10,000,000 11,493,800 3.700 BAA2 2,418 8 /15/2027

25389JAU0 DIGITAL REALTY TRUST LP 15,000,000 17,197,350 3.600 BAA2 3,104 7 /1 /2029

254687FY7 WALT DISNEY COMPANY/THE 15,000,000 17,632,350 3.500 A2 7,073 5 /13/2040

25468PDN3 WALT DISNEY COMPANY/THE 10,000,000 10,890,100 3.000 A2 9,342 7 /30/2046

26441CAW5 DUKE ENERGY CORP 6,045,000 6,227,196 2.400 BAA1 592 8 /15/2022

26442CAK0 DUKE ENERGY CAROLINAS 4,000,000 4,027,840 3.900 AA2 166 6 /15/2021

26442CAV6 DUKE ENERGY CAROLINAS 4,000,000 4,225,680 3.050 AA2 804 3 /15/2023

26442UAF1 DUKE ENERGY PROGRESS LLC 4,095,000 4,405,360 3.375 AA3 974 9 /1 /2023

26442UAK0 DUKE ENERGY PROGRESS LLC 25,000,000 25,173,000 2.500 AA3 10,819 8 /15/2050

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

29379VAY9 ENTERPRISE PRODUCTS OPER 15,000,000 18,181,050 4.450 BAA1 8,081 2 /15/2043

29446MAB8 EQUINOR ASA 10,000,000 11,601,600 3.625 AA2 2,810 9 /10/2028

29736RAM2 ESTEE LAUDER CO INC 12,000,000 13,931,520 3.125 A1 10,562 12/1 /2049

29736RAP5 ESTEE LAUDER CO INC 2,000,000 2,161,960 2.375 A1 3,257 12/1 /2029

30231GAV4 EXXON MOBIL CORPORATION 19,523,000 19,550,918 2.222 AA1 60 3 /1 /2021

30231GBC5 EXXON MOBIL CORPORATION 15,000,000 15,792,900 2.019 AA1 1,324 8 /16/2024

30231GBD3 EXXON MOBIL CORPORATION 25,000,000 26,920,750 2.275 AA1 2,054 8 /16/2026

369550AU2 GENERAL DYNAMICS CORP 15,000,000 15,472,650 2.250 A2 684 11/15/2022

369550BD9 GENERAL DYNAMICS CORP 17,145,000 18,334,177 3.375 A2 865 5 /15/2023

369604BX0 GENERAL ELECTRIC CO 15,000,000 17,733,150 4.250 BAA1 7,061 5 /1 /2040

375558AW3 GILEAD SCIENCES INC 54,000,000 58,856,220 3.700 A3 1,187 4 /1 /2024

375558BL6 GILEAD SCIENCES INC 10,000,000 10,518,600 2.500 A3 974 9 /1 /2023

377372AL1 GLAXOSMITHKLINE CAP INC 20,000,000 21,427,200 3.375 A2 865 5 /15/2023

377373AD7 GLAXOSMITHKLINE CAPITAL 13,709,000 14,178,533 2.850 A2 493 5 /8 /2022

377373AJ4 GLAXOSMITHKLINE CAPITAL 20,000,000 20,680,600 2.875 A2 517 6 /1 /2022

437076AZ5 HOME DEPOT INC 5,000,000 5,244,150 2.700 A2 821 4 /1 /2023

437076BL5 HOME DEPOT INC 19,737,000 19,788,316 2.000 A2 91 4 /1 /2021

437076BV3 HOME DEPOT INC 7,000,000 7,239,960 3.250 A2 425 3 /1 /2022

437076BW1 HOME DEPOT INC 10,000,000 12,032,000 3.900 A2 2,897 12/6 /2028

437076BY7 HOME DEPOT INC 15,000,000 17,050,350 2.950 A2 3,088 6 /15/2029

440452AF7 HORMEL FOODS CORP 7,000,000 7,239,680 1.800 A1 3,449 6 /11/2030

458140BH2 INTEL CORP 20,000,000 21,695,200 2.450 A1 3,241 11/15/2029

45866FAA2 INTERCONTINENTALEXCHANGE 5,000,000 5,489,150 4.000 A2 1,018 10/15/2023

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

45866FAE4 INTERCONTINENTALEXCHANGE 15,242,000 15,726,543 2.350 A2 623 9 /15/2022

45866FAG9 INTERCONTINENTALEXCHANGE 8,600,000 9,274,928 3.450 A3 994 9 /21/2023

45866FAN4 INTERCONTINENTALEXCHANGE 20,000,000 20,176,200 1.850 A3 4,276 9 /15/2032

45866FAP9 INTERCONTINENTALEXCHANGE 15,000,000 15,436,200 2.650 A3 7,198 9 /15/2040

46124HAD8 INTUIT INC 5,000,000 5,134,000 1.650 A3 3,483 7 /15/2030

46625HJX9 JPMORGAN CHASE&CO 10,000,000 11,056,700 3.625 A2 1,229 5 /13/2024

478160CD4 JOHNSON&JOHNSON 7,000,000 7,152,040 2.250 AAA 427 3 /3 /2022

478160CF9 JOHNSON&JOHNSON 20,000,000 24,452,800 3.625 AAA 5,906 3 /3 /2037

478160CL6 JOHNSON&JOHNSON 10,000,000 12,097,600 3.400 AAA 6,224 1 /15/2038

478160CM4 JOHNSON&JOHNSON 20,000,000 24,776,600 3.500 AAA 9,876 1 /15/2048

48305QAC7 KAISER FOUNDATION HOSPIT 6,127,000 6,919,527 3.150 N/A 2,312 5 /1 /2027

48305QAE3 KAISER FOUNDATION HOSPIT 10,000,000 11,454,900 3.266 N/A 10,532 11/1 /2049

501044CY5 KROGER CO/THE 10,000,000 10,986,700 4.000 BAA1 1,127 2 /1 /2024

532457BV9 ELI LILLY&CO 20,000,000 23,218,600 3.375 A2 2,996 3 /15/2029

539830BB4 LOCKHEED MARTIN CORP 10,000,000 12,994,700 4.070 A3 8,019 12/15/2042

539830BD0 LOCKHEED MARTIN CORP 10,000,000 12,530,800 3.800 A3 8,826 3 /1 /2045

539830BQ1 LOCKHEED MARTIN CORP 2,000,000 2,162,360 2.800 A3 10,758 6 /15/2050

54438CYN6 LOS ANGELES CA CMNTY CLG DIST 20,000,000 20,648,200 1.806 AAA 3,500 8 /1 /2030

548661DZ7 LOWE'S COS INC 7,000,000 7,487,340 3.000 BAA1 10,880 10/15/2050

559080AG1 MAGELLAN MIDSTREAM PARTN 7,500,000 9,633,375 5.150 BAA1 8,323 10/15/2043

589331AT4 MERCK&CO INC 17,627,000 18,222,088 2.400 A1 623 9 /15/2022

58933YAF2 MERCK&CO INC 10,000,000 10,604,800 2.800 A1 868 5 /18/2023

58933YAU9 MERCK&CO INC 5,000,000 5,391,250 2.900 A1 1,162 3 /7 /2024

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

58933YAV7 MERCK&CO INC 8,000,000 10,102,640 3.900 A1 6,640 3 /7 /2039

594918AU8 MICROSOFT CORP 10,000,000 12,458,400 3.750 AAA 8,156 5 /1 /2043

594918BC7 MICROSOFT CORP 10,000,000 12,317,000 3.500 AAA 5,156 2 /12/2035

594918BS2 MICROSOFT CORP 20,000,000 24,662,600 3.450 AAA 5,699 8 /8 /2036

594918BT0 MICROSOFT CORP 25,000,000 31,699,750 3.700 AAA 9,351 8 /8 /2046

594918BY9 MICROSOFT CORP 20,000,000 22,821,200 3.300 AAA 2,228 2 /6 /2027

595620AT2 MIDAMERICAN ENERGY CO 5,000,000 5,938,700 3.650 AA2 3,027 4 /15/2029

595620AV7 MIDAMERICAN ENERGY CO 25,000,000 28,740,250 3.150 AA2 10,697 4 /15/2050

61746BDQ6 MORGAN STANLEY 15,000,000 16,617,300 3.875 A2 1,215 4 /29/2024

637432NJ0 NATIONAL RURAL UTIL COOP 5,000,000 5,222,050 2.700 A1 776 2 /15/2023

637432NL5 NATIONAL RURAL UTIL COOP 6,550,000 7,005,749 2.950 A1 1,133 2 /7 /2024

637432NM3 NATIONAL RURAL UTIL COOP 36,255,000 37,190,742 2.400 A1 480 4 /25/2022

637432NP6 NATIONAL RURAL UTIL COOP 10,000,000 11,488,800 3.400 A1 2,594 2 /7 /2028

65339KBG4 NEXTERA ENERGY CAPITAL 10,765,000 11,636,857 3.150 BAA1 1,187 4 /1 /2024

65339KBR0 NEXTERA ENERGY CAPITAL 5,000,000 5,242,100 2.250 BAA1 3,439 6 /1 /2030

654106AJ2 NIKE INC 2,000,000 2,213,060 2.750 A1 2,277 3 /27/2027

654106AL7 NIKE INC 4,000,000 4,652,760 3.250 A1 7,026 3 /27/2040

654106AM5 NIKE INC 5,000,000 6,185,700 3.375 A1 10,678 3 /27/2050

665772CR8 NORTHERN STATES PWR-MINN 25,000,000 28,189,500 2.900 AA3 10,652 3 /1 /2050

665859AV6 NORTHERN TRUST CORP 10,000,000 10,423,400 1.950 A2 3,408 5 /1 /2030

66989HAG3 NOVARTIS CAPITAL CORP 20,000,000 21,940,200 3.400 A1 1,222 5 /6 /2024

66989HAM0 NOVARTIS CAPITAL CORP 17,519,000 18,004,802 2.400 A1 502 5 /17/2022

68389XBA2 ORACLE CORP 15,000,000 15,199,050 2.800 A3 189 7 /8 /2021

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

68389XBM6 ORACLE CORP 5,000,000 5,494,700 2.650 A3 2,022 7 /15/2026

68389XBR5 ORACLE CORP 5,000,000 5,233,550 2.625 A3 776 2 /15/2023

693304AP2 PECO ENERGY CO 11,300,000 11,640,582 2.375 AA3 623 9 /15/2022

69353REY0 PNC BANK NA 10,000,000 10,195,800 2.550 A2 343 12/9 /2021

69353RFB9 PNC BANK NA 15,000,000 15,364,500 2.625 A2 413 2 /17/2022

69353RFE3 PNC BANK NA 20,000,000 20,655,000 2.450 A2 574 7 /28/2022

69371RP83 PACCAR FINANCIAL CORP 25,000,000 25,805,250 2.650 A1 495 5 /10/2022

713448BW7 PEPSICO INC 10,000,000 10,184,000 3.000 A1 237 8 /25/2021

713448DN5 PEPSICO INC 4,000,000 4,360,640 2.375 A1 2,105 10/6 /2026

713448DT2 PEPSICO INC 11,000,000 11,279,290 2.250 A1 487 5 /2 /2022

713448DX3 PEPSICO INC 5,000,000 5,018,050 2.000 A1 105 4 /15/2021

713448EL8 PEPSICO INC 10,000,000 11,039,200 2.625 A1 3,132 7 /29/2029

713448EP9 PEPSICO INC 20,000,000 22,391,200 2.875 A1 10,515 10/15/2049

717081DZ3 PFIZER INC 29,585,000 30,159,837 2.200 A2 349 12/15/2021

717081EN9 PFIZER INC 20,000,000 21,573,200 3.200 A2 988 9 /15/2023

717081ES8 PFIZER INC 10,000,000 10,788,100 2.950 A2 1,170 3 /15/2024

717081EW9 PFIZER INC 3,000,000 3,348,450 2.625 A2 3,378 4 /1 /2030

717081FA6 PFIZER INC 5,000,000 5,371,550 2.700 A2 10,740 5 /28/2050

718172CH0 PHILIP MORRIS INTL INC 20,000,000 21,481,600 2.875 A2 1,217 5 /1 /2024

74005PBF0 PRAXAIR INC 15,000,000 15,660,600 2.700 A2 782 2 /21/2023

74251VAS1 PRINCIPAL FINANCIAL GRP 18,000,000 18,805,140 2.125 BAA1 3,453 6 /15/2030

742718EP0 PROCTER&GAMBLE CO/THE 5,000,000 5,546,100 2.700 AA3 1,859 2 /2 /2026

742718EU9 PROCTER&GAMBLE CO/THE 20,000,000 20,627,800 2.150 AA3 588 8 /11/2022

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

743315AX1 PROGRESSIVE CORP 5,000,000 6,484,650 3.950 A2 10,677 3 /26/2050

74340XBM2 PROLOGIS LP 17,500,000 18,752,650 2.250 A3 3,392 4 /15/2030

74340XBQ3 PROLOGIS LP 5,000,000 4,641,150 2.125 A3 10,880 10/15/2050

744320AY8 PRUDENTIAL FINANCIAL INC 50,000,000 60,177,500 3.905 A3 9,837 12/7 /2047

74456QBL9 PUBLIC SERVICE ELECTRIC 4,488,000 4,908,885 3.000 AA3 1,596 5 /15/2025

74456QBW5 PUBLIC SERVICE ELECTRIC 8,000,000 8,565,760 3.250 AA3 974 9 /1 /2023

744573AN6 PUBLIC SERVICE ENTERPRIS 14,455,000 15,561,097 2.875 BAA1 1,262 6 /15/2024

74460DAB5 PUBLIC STORAGE 27,440,000 28,361,710 2.370 A2 623 9 /15/2022

79466LAE4 INC 14,584,000 15,536,481 3.250 A2 831 4 /11/2023

808513AY1 CHARLES SCHWAB CORP 19,860,000 21,711,746 3.550 A2 1,127 2 /1 /2024

822582AX0 SHELL INTERNATIONAL FIN 10,000,000 10,793,700 3.400 AA2 954 8 /12/2023

822582CE0 SHELL INTERNATIONAL FIN 15,000,000 16,569,000 3.125 AA2 10,538 11/7 /2049

857477BG7 STATE STREET CORP 10,000,000 10,927,700 2.400 A1 3,311 1 /24/2030

85771PAN2 STATOIL ASA 25,000,000 27,470,750 3.700 AA2 1,156 3 /1 /2024

863667AF8 STRYKER CORP 5,000,000 5,440,950 3.375 BAA1 1,231 5 /15/2024

86787EBC0 SUNTRUST BANK 25,000,000 27,136,500 3.200 A2 1,187 4 /1 /2024

86787EBE6 SUNTRUST BANK 10,000,000 10,328,700 2.800 A2 502 5 /17/2022

872539AA9 TJX COS INC 25,000,000 25,173,250 2.750 A2 166 6 /15/2021

87612EBJ4 TARGET CORP 3,000,000 3,278,160 2.350 A2 3,333 2 /15/2030

882508AY0 TEXAS INSTRUMENTS INC 3,000,000 3,007,110 2.750 A1 71 3 /12/2021

882508BF0 TEXAS INSTRUMENTS INC 4,000,000 4,987,640 3.875 A1 6,648 3 /15/2039

882508BJ2 TEXAS INSTRUMENTS INC 5,000,000 5,185,400 1.750 A1 3,411 5 /4 /2030

88579YBB6 3M COMPANY 20,000,000 21,757,800 3.250 A1 1,140 2 /14/2024

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

88579YBH3 3M COMPANY 16,150,000 17,119,969 2.000 A1 1,506 2 /14/2025

892331AF6 TOYOTA MOTOR CORP 7,000,000 7,428,050 2.358 A1 1,279 7 /2 /2024

89236TEC5 TOYOTA MOTOR CREDIT CORP 25,000,000 25,778,750 2.150 A1 616 9 /8 /2022

89236TEL5 TOYOTA MOTOR CREDIT CORP 7,000,000 7,329,840 2.700 A1 741 1 /11/2023

90331HNL3 US BANK NA CINCINNATI 10,000,000 10,518,600 2.850 A1 753 1 /23/2023

90331HNV1 US BANK NA CINCINNATI 25,000,000 26,844,750 3.400 A1 935 7 /24/2023

90331HPA5 US BANK NA CINCINNATI 18,000,000 18,000,000 3.000 A1 35 2 /4 /2021

904764AW7 UNILEVER CAPITAL CORP 8,625,000 8,833,035 2.200 A1 490 5 /5 /2022

904764AX5 UNILEVER CAPITAL CORP 15,000,000 15,984,900 2.600 A1 1,221 5 /5 /2024

904764AY3 UNILEVER CAPITAL CORP 14,370,000 15,968,950 2.900 A1 2,316 5 /5 /2027

904764BA4 UNILEVER CAPITAL CORP 5,000,000 5,311,250 3.125 A1 811 3 /22/2023

904764BG1 UNILEVER CAPITAL CORP 6,500,000 7,058,480 3.250 A1 1,162 3 /7 /2024

907818DN5 UNION PACIFIC CORP 9,685,000 10,138,936 2.750 BAA1 835 4 /15/2023

907818EU8 UNION PACIFIC CORP 17,781,000 19,062,477 3.500 BAA1 889 6 /8 /2023

907818FA1 UNION PACIFIC CORP 11,665,000 12,620,130 3.150 BAA1 1,156 3 /1 /2024

911312AM8 UNITED PARCEL SERVICE 12,240,000 12,250,037 3.125 A2 15 1 /15/2021

911312AQ9 UNITED PARCEL SERVICE 10,000,000 10,372,600 2.450 A2 639 10/1 /2022

911312BC9 UNITED PARCEL SERVICE 20,922,000 21,483,128 2.350 A2 501 5 /16/2022

911312BK1 UNITED PARCEL SERVICE 7,675,000 8,027,359 2.500 A2 821 4 /1 /2023

91159HHV5 US BANCORP 8,000,000 8,709,040 3.375 A1 1,131 2 /5 /2024

91159HHX1 US BANCORP 15,000,000 15,989,850 2.400 A1 1,307 7 /30/2024

91324PDJ8 UNITEDHEALTH GROUP INC 20,000,000 21,583,200 3.500 A3 896 6 /15/2023

91324PDM1 UNITEDHEALTH GROUP INC 30,000,000 32,835,600 3.500 A3 1,141 2 /15/2024

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

91324PDX7 UNITEDHEALTH GROUP INC 3,000,000 3,182,070 2.000 A3 3,422 5 /15/2030

91324PDY5 UNITEDHEALTH GROUP INC 32,000,000 34,714,560 2.750 A3 7,075 5 /15/2040

914886AB2 UNIV OF SOUTHERN CALIFOR 21,762,000 23,674,880 3.028 AA1 6,848 10/1 /2039

92343VBR4 VERIZON COMMUNICATIONS 20,000,000 22,536,800 5.150 BAA1 988 9 /15/2023

92343VDD3 VERIZON COMMUNICATIONS 7,000,000 7,670,390 2.625 BAA1 2,053 8 /15/2026

92343VFE9 VERIZON COMMUNICATIONS 3,000,000 3,364,230 3.150 BAA1 3,368 3 /22/2030

92343VFF6 VERIZON COMMUNICATIONS 2,000,000 2,218,880 3.000 BAA1 2,272 3 /22/2027

92343VFT6 VERIZON COMMUNICATIONS 5,000,000 5,048,850 2.650 BAA1 7,264 11/20/2040

92343VFU3 VERIZON COMMUNICATIONS 25,000,000 25,190,000 2.875 BAA1 10,916 11/20/2050

927804FQ2 VIRGINIA ELEC&POWER CO 6,155,000 6,639,829 3.450 A2 1,141 2 /15/2024

92826CAC6 VISA INC 13,000,000 13,603,460 2.800 AA3 713 12/14/2022

92826CAD4 VISA INC 15,060,000 16,895,061 3.150 AA3 1,809 12/14/2025

92826CAH5 VISA INC 20,000,000 22,284,800 2.750 AA3 2,449 9 /15/2027

92826CAK8 VISA INC 5,000,000 5,458,150 2.700 AA3 7,045 4 /15/2040

92826CAL6 VISA INC 5,000,000 5,321,600 1.900 AA3 2,296 4 /15/2027

931142DP5 WAL-MART STORES INC 9,319,000 10,156,685 3.300 AA2 1,208 4 /22/2024

931142EE9 WALMART INC 25,000,000 29,446,250 3.700 AA2 2,734 6 /26/2028

931142EK5 WALMART INC 35,000,000 37,587,900 3.400 AA2 907 6 /26/2023

931142EL3 WALMART INC 25,000,000 27,046,250 2.850 AA2 1,285 7 /8 /2024

94988J5R4 WELLS FARGO BANK NA 20,000,000 21,600,200 3.550 AA2 956 8 /14/2023

98459LAB9 YALE UNIVERSITY 20,000,000 20,528,600 1.482 AAA 3,392 4 /15/2030

Asset Total 3,190,245,000 3,460,525,886

YANKEE CORPORATE NOTES & MTNS

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

05565QCP1 BP CAPITAL MARKETS PLC 15,000,000 16,473,750 3.814 A1 1,136 2 /10/2024

10373QAD2 BP CAP MARKETS AMERICA 5,625,000 6,147,225 3.790 A1 1,132 2 /6 /2024

136069TY7 CANADIAN IMPERIAL BANK 10,000,000 10,339,000 2.550 AA2 532 6 /16/2022

68323AEQ3 ONTARIO (PROVINCE OF) 30,000,000 30,994,800 2.200 AA3 641 10/3 /2022

748149AN1 PROVINCE OF QUEBEC 15,000,000 16,772,700 2.750 AA2 2,293 4 /12/2027

822582BZ4 SHELL INTERNATIONAL FIN 18,270,000 19,887,991 3.500 AA2 1,047 11/13/2023

Asset Total 93,895,000 100,615,466

Asset Type Total 3,284,140,000 3,561,141,352

FEDERAL AGENCY CALLABLES

3133ELX25 FED FARM CREDIT BK 50,000,000 49,991,500 0.470 AAA 1,117 1 /22/2024

3133EMKZ4 FED FARM CREDIT BK 50,000,000 49,971,500 0.790 AAA 2,363 6 /21/2027

3134GV6S2 FED HOME LN MTG CORP 50,000,000 50,011,000 0.770 AAA 1,657 7 /15/2025

3134GWAR7 FED HOME LN MTG CORP 25,000,000 25,007,500 0.750 AAA 1,663 7 /21/2025

3134GWEF9 FED HOME LN MTG CORP 50,000,000 50,018,000 0.600 AAA 1,306 7 /29/2024

3134GWGY6 FED HOME LN MTG CORP 50,000,000 50,028,000 0.750 AAA 1,677 8 /4 /2025

3134GWPJ9 FED HOME LN MTG CORP 50,000,000 50,013,500 0.400 AAA 960 8 /18/2023

3134GWVN3 FED HOME LN MTG CORP 50,000,000 49,977,000 0.600 AAA 1,734 9 /30/2025

3134GXDT8 FED HOME LN MTG CORP 50,000,000 50,021,500 0.350 AAA 1,058 11/24/2023

3134GXGS7 FED HOME LN MTG CORP 50,000,000 50,029,500 0.430 AAA 1,265 6 /18/2024

3136G4ZD8 FED NATL MTG ASSN 50,000,000 50,003,500 0.450 AAA 931 7 /20/2023

Asset Total 525,000,000 525,072,500

FHLB DISC NOTES

313385AV8 FED HOME LN BK DISC NOTE 65,000,000 64,998,050 -00 N/A 20 1 /20/2021

313385BE5 FED HOME LN BK DISC NOTE 140,000,000 139,993,000 -00 N/A 29 1 /29/2021

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

313385BQ8 FED HOME LN BK DISC NOTE 50,000,000 49,996,000 -00 N/A 39 2 /8 /2021

313385CU8 FED HOME LN BK DISC NOTE 90,000,000 89,985,600 -00 N/A 67 3 /8 /2021

Asset Total 345,000,000 344,972,650

TENNESSE VALLEY AUTHORITY

880591EP3 TENN VALLEY AUTH 30,000,000 37,421,400 3.500 AAA 8,019 12/15/2042

880591EU2 TENN VALLEY AUTH 10,000,000 11,269,100 2.875 AAA 2,223 2 /1 /2027

Asset Total 40,000,000 48,690,500

Asset Type Total 910,000,000 918,735,650

FHLMC PC

3132AC3B4 FED HOME LN MTG CORP POOL #ZT0794 38,587,620 42,949,564 4.500 N/A 10,136 10/1 /2048

3132DMNQ4 FED HOME LN MTG CORP POOL #SD0399 47,457,700 52,166,452 3.500 N/A 10,744 6 /1 /2050

3132DV5C5 FED HOME LN MTG CORP POOL #SD8043 14,588,650 15,392,047 2.500 N/A 10,593 1 /1 /2050

3132DVK79 FED HOME LN MTG CORP POOL #SD7518 45,945,554 49,270,634 3.000 N/A 10,744 6 /1 /2050

3132DVK87 FED HOME LN MTG CORP POOL #SD7519 18,232,137 20,145,418 3.500 N/A 10,713 5 /1 /2050

3132XCSG1 FED HOME LN MTG CORP POOL #G67719 43,058,151 47,722,641 4.500 N/A 10,228 1 /1 /2049

3133A1CM2 FED HOME LN MTG CORP POOL #QA6376 5,443,779 5,743,568 2.500 N/A 10,593 1 /1 /2050

3133KH5M4 FED HOME LN MTG CORP POOL #RA2652 48,012,885 50,968,558 2.500 N/A 10,713 5 /1 /2050

3133KHSB3 FED HOME LN MTG CORP POOL #RA2314 21,356,654 22,987,448 3.500 N/A 10,652 3 /1 /2050

3133KJE32 FED HOME LN MTG CORP POOL #RA2854 38,693,309 41,584,473 2.500 N/A 10,744 6 /1 /2050

31346YVC4 FED HOME LN MTG CORP POOL #QA5111 18,681,121 20,010,469 3.500 N/A 10,532 11/1 /2049

31346YXG3 FED HOME LN MTG CORP POOL #QA5179 7,562,589 7,979,061 2.500 N/A 10,562 12/1 /2049

Asset Total 347,620,147 376,920,332

FNMA PC

3140H6J91 FED NATL MTG ASSN POOL #BJ4787 11,402,707 12,128,375 3.500 N/A 9,893 2 /1 /2048

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

3140HFUK3 FED NATL MTG ASSN POOL #BK2385 14,096,493 14,625,252 2.500 N/A 10,683 4 /1 /2050

3140K13S3 FED NATL MTG ASSN POOL #BO6208 10,246,222 10,810,481 2.500 N/A 10,562 12/1 /2049

3140Q7DP9 FED NATL MTG ASSN POOL #CA0109 8,057,878 8,549,972 3.500 N/A 9,709 8 /1 /2047

3140QBB64 FED NATL MTG ASSN POOL #CA3660 10,197,968 10,766,913 3.500 N/A 10,379 6 /1 /2049

3140QCKZ8 FED NATL MTG ASSN POOL #CA4811 15,218,834 16,186,904 3.500 N/A 10,562 12/1 /2049

3140QCRF5 FED NATL MTG ASSN POOL #CA4985 15,040,958 15,892,728 3.500 N/A 10,593 1 /1 /2050

3140QEB76 FED NATL MTG ASSN POOL #CA6361 38,806,681 41,598,046 2.500 N/A 10,774 7 /1 /2050

3140X4HZ2 FED NATL MTG ASSN POOL #FM1147 39,554,666 43,834,481 5.000 N/A 10,348 5 /1 /2049

3140X4L87 FED NATL MTG ASSN POOL #FM1250 14,100,754 15,789,460 4.500 N/A 10,409 7 /1 /2049

3140X4TF3 FED NATL MTG ASSN POOL #FM1449 10,739,481 11,345,081 3.500 N/A 10,471 9 /1 /2049

3140X5CN1 FED NATL MTG ASSN POOL #FM1876 6,373,250 6,750,801 3.500 N/A 10,532 11/1 /2049

3140X6R94 FED NATL MTG ASSN POOL #FM3211 19,028,111 20,259,230 2.500 N/A 10,713 5 /1 /2050

3140X75G0 FED NATL MTG ASSN POOL #FM4446 29,597,469 30,748,219 2.000 N/A 10,866 10/1 /2050

3140X7DK2 FED NATL MTG ASSN POOL #FM3705 41,943,473 46,196,541 4.000 N/A 10,106 9 /1 /2048

3140X7G29 FED NATL MTG ASSN POOL #FM3816 19,507,026 20,936,891 2.500 N/A 10,774 7 /1 /2050

3140X7JY6 FED NATL MTG ASSN POOL #FM3878 19,540,658 20,631,613 2.500 N/A 10,774 7 /1 /2050

31418DFF4 FED NATL MTG ASSN POOL #MA3765 14,402,209 15,195,338 2.500 N/A 10,471 9 /1 /2049

31418DJW3 FED NATL MTG ASSN POOL #MA3876 5,137,559 5,274,783 3.000 N/A 10,562 12/1 /2049

Asset Total 342,992,396 367,521,108

GNMA PASS THROUGH

36179VL24 GOVT NATL MTG ASSN II POOL #MA6645 19,183,319 20,021,630 2.500 N/A 10,732 5 /20/2050

Asset Total 19,183,319 20,021,630

Asset Type Total 709,795,863 764,463,071

CMO PLAN AMORT CLASS

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

3136ANK48 FED NATL MTG ASSN 10,000,000 10,862,100 3.500 N/A 8,942 6 /25/2045

3137FGVQ5 FED HOME LN MTG CORP 10,222,416 11,262,956 3.500 N/A 10,028 6 /15/2048

31397UV22 FED NATL MTG ASSN 24,123 24,165 2.000 N/A 206 7 /25/2021

Asset Total 20,246,539 22,149,221

CMO SEQUENTIAL PAY

3136AK6M0 FED NATL MTG ASSN 10,000,000 10,387,900 3.000 N/A 7,389 3 /25/2041

3136ALPJ4 FED NATL MTG ASSN 10,000,000 10,469,800 3.000 N/A 7,573 9 /25/2041

3136BAQ80 FED NATL MTG ASSN 30,000,000 30,561,000 2.000 N/A 10,798 7 /25/2050

3136BBB35 FED NATL MTG ASSN 20,000,000 21,244,200 3.500 N/A 10,860 9 /25/2050

3136BBQS4 FED NATL MTG ASSN 50,000,000 50,875,000 2.000 N/A 10,829 8 /25/2050

3137BDUD6 FED HOME LN MTG CORP 10,000,000 10,425,300 3.000 N/A 7,501 7 /15/2041

3137FP5R2 FED HOME LN MTG CORP 12,900,117 13,245,969 3.000 N/A 10,525 10/25/2049

3137FRSW2 FED HOME LN MTG CORP 16,989,329 18,251,126 3.000 N/A 10,648 2 /25/2050

3137FUAG9 FED HOME LN MTG CORP 30,321,874 29,470,739 2.000 N/A 10,798 7 /25/2050

3137FVUM2 FED HOME LN MTG CORP 20,000,000 20,587,000 2.000 N/A 10,860 9 /25/2050

Asset Total 210,211,320 215,518,035

CMO-PASS-THROUGH

31398MS56 FED NATL MTG ASSN 648 649 2.250 N/A 359 12/25/2021

Asset Total 648 649

Asset Type Total 230,458,508 237,667,905

U.S. TREASURY NOTES & BONDS

912810QA9 US TREASURY BOND 6,000,000 8,147,580 3.500 AAA 6,620 2 /15/2039

912810QX9 US TREASURY BOND 20,000,000 24,795,400 2.750 AAA 7,897 8 /15/2042

912810QY7 US TREASURY BOND 40,000,000 49,558,000 2.750 AAA 7,989 11/15/2042

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

912810RN0 US TREASURY BOND 50,000,000 63,615,500 2.875 AAA 8,993 8 /15/2045

912810RQ3 US TREASURY BOND 50,000,000 59,734,500 2.500 AAA 9,177 2 /15/2046

912810RS9 US TREASURY BOND 50,000,000 59,732,500 2.500 AAA 9,266 5 /15/2046

912810SJ8 US TREASURY BOND 15,000,000 17,166,150 2.250 AAA 10,454 8 /15/2049

9128283W8 US TREASURY NOTE 50,000,000 57,338,000 2.750 AAA 2,602 2 /15/2028

9128284N7 US TREASURY NOTE 50,000,000 57,929,500 2.875 AAA 2,692 5 /15/2028

9128284T4 US TREASURY NOTE 10,000,000 10,111,700 2.625 AAA 166 6 /15/2021

9128284W7 US TREASURY NOTE 20,000,000 20,326,600 2.750 AAA 227 8 /15/2021

9128285J5 US TREASURY NOTE 15,000,000 16,909,050 3.000 AAA 1,765 10/31/2025

912828F21 US TREASURY NOTE 35,000,000 35,522,200 2.125 AAA 273 9 /30/2021

912828F96 US TREASURY NOTE 30,000,000 30,465,300 2.000 AAA 304 10/31/2021

912828YB0 US TREASURY NOTE 30,000,000 32,093,100 1.625 AAA 3,149 8 /15/2029

Asset Total 471,000,000 543,445,080

Asset Type Total 471,000,000 543,445,080

TREASURY BILLS

9127962F5 US TREASURY BILL 365,000,000 364,937,950 -00 N/A 84 3 /25/2021

9127963T4 US TREASURY BILL 105,000,000 105,000,000 -00 N/A 7 1 /7 /2021

9127963U1 US TREASURY BILL 155,000,000 154,998,450 -00 N/A 14 1 /14/2021

9127963V9 US TREASURY BILL 80,000,000 79,998,400 -00 N/A 21 1 /21/2021

9127963W7 US TREASURY BILL 62,000,000 61,996,900 -00 N/A 35 2 /4 /2021

9127964C0 US TREASURY BILL 80,000,000 79,995,200 -00 N/A 42 2 /11/2021

9127964D8 US TREASURY BILL 80,000,000 79,993,600 -00 N/A 49 2 /18/2021

9127964F3 US TREASURY BILL 55,000,000 54,993,950 -00 N/A 63 3 /4 /2021

9127964M8 US TREASURY BILL 130,000,000 129,981,800 -00 N/A 70 3 /11/2021

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

9127964N6 US TREASURY BILL 80,000,000 79,988,800 -00 N/A 77 3 /18/2021

9127964P1 US TREASURY BILL 85,000,000 84,983,850 -00 N/A 91 4 /1 /2021

9127964X4 US TREASURY BILL 90,000,000 89,982,000 -00 N/A 98 4 /8 /2021

9127964Y2 US TREASURY BILL 135,000,000 134,968,950 -00 N/A 105 4 /15/2021

912796UC1 US TREASURY BILL 80,000,000 79,996,800 -00 N/A 28 1 /28/2021

912796XE4 US TREASURY BILL 365,000,000 364,963,500 -00 N/A 56 2 /25/2021

Asset Total 1,947,000,000 1,946,780,150

Asset Type Total 1,947,000,000 1,946,780,150

GOV'T MM CAPITAL CLASS

4812C0670 JPMORGAN U.S. GOVERNMENT MONEY 275,000,000 275,000,000 -00 10,592 12/31/2049

Asset Total 275,000,000 275,000,000

GOV'T MM FUND SELECT CLASS

949921126 WELLS FARGO GOVERNMENT MONEY MARKET 10,000,000 10,000,000 -00

Asset Total 10,000,000 10,000,000

GOV'T MONEY MARKET FUND

09248U700 BLACKROCK LIQUIDITY FUNDS FEDFUND 10,000,000 10,000,000 -00 10,592 12/31/2049

31607A703 FIDELITY INSTITUTIONAL GOVERNMENT 10,000,000 10,000,000 -00 10,592 12/31/2049

38141W273 GOLDMAN SACHS FIN SQ GOVT-FS 465 10,000,000 10,000,000 -00 10,592 12/31/2049

608919718 FEDERATED HERMES GOVERNMENT 10,000,000 10,000,000 -00

857492706 STATE STREET INSTITUTIONAL U.S. 300,000,000 300,000,000 -00 10,592 12/31/2049

Asset Total 340,000,000 340,000,000

TREASURY MONEY MARKET FUND

38141W323 GOLDMAN SACHS FINANCIAL SQUARE 300,000,000 300,000,000 -00 10,592 12/31/2049

Asset Total 300,000,000 300,000,000

Asset Type Total 925,000,000 925,000,000

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

MUNI GO TAXABLE

341271AB0 FLORIDA ST BRD OF ADMIN FIN CO 10,000,000 10,110,700 2.638 AA3 182 7 /1 /2021

57582PUE8 MASSACHUSETTS ST 13,440,000 19,810,426 5.456 AA1 6,909 12/1 /2039

57582RYP5 MASSACHUSETTS ST 18,690,000 20,575,634 2.813 AA1 8,279 9 /1 /2043

882830BH4 TEXAS ST TRANSPRTN COMMISSION 50,000,000 50,273,500 2.472 AAA 8,675 10/1 /2044

Asset Total 92,130,000 100,770,260

Asset Type Total 92,130,000 100,770,260

MISC. GOV'T GUARANTEE

742651DP4 PRIVATE EXPORT FUNDING 7,388,000 7,886,173 2.450 AAA 1,292 7 /15/2024

Asset Total 7,388,000 7,886,173

Asset Type Total 7,388,000 7,886,173

AFRICAN DEVELOPMENT BANK NOTES

00828EDC0 AFRICAN DEVELOPMENT BANK 25,000,000 26,852,250 3.000 AAA 993 9 /20/2023

Asset Total 25,000,000 26,852,250

ASIAN DEVELOPMENT BANK NOTES

045167AW3 ASIAN DEVELOPMENT BANK 5,000,000 6,704,550 5.820 AAA 2,724 6 /16/2028

045167EL3 ASIAN DEVELOPMENT BANK 25,000,000 26,806,000 2.625 AAA 1,125 1 /30/2024

Asset Total 30,000,000 33,510,550

IADB Disc Note

45818LAL4 IADB DISCOUNT NOTE ZERO CPN 60,000,000 59,999,400 -00 N/A 11 1 /11/2021

45818LBE9 IADB DISCOUNT NOTE ZERO CPN 24,000,000 23,998,800 -00 N/A 29 1 /29/2021

45818LBH2 IADB DISCOUNT NOTE ZERO CPN 25,000,000 24,998,500 -00 N/A 32 2 /1 /2021

Asset Total 109,000,000 108,996,700

IADB NOTES & BONDS

4581X0BX5 INTER-AMERICAN DEVEL BK 10,000,000 12,584,600 3.200 AAA 7,889 8 /7 /2042

Asset Total 10,000,000 12,584,600

Asset Type Cusip Description Par Value Market Value Stated Rate Moody's Days to Maturity Maturity Date

Asset Type Total 174,000,000 181,944,100

FHMS

3137FJEH8 FHLMC MULTI FAMILY 21,000,000 25,184,460 3.900 N/A 2,794 8 /25/2028

3137FKUP9 FHLMC MULTIFAMILY STRUCTURED P 20,000,000 23,886,200 3.771 N/A 2,916 12/25/2028

3137FPHK4 FHLMC MULTIFAMILY STRUCTURED P 20,000,000 22,059,800 2.425 N/A 3,159 8 /25/2029

3137FPJG1 FED HOME LN MTG CORP 14,000,000 15,603,560 2.595 N/A 3,190 9 /25/2029

Asset Total 75,000,000 86,734,020

Asset Type Total 75,000,000 86,734,020

Grand Total 10,964,723,780 11,427,353,192

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