Home | Colorado Department of the Treasury
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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