Home | Colorado.gov



COLORADO STATE TREASURY FY20

Portfolio Detail--Treasury Pool

6/30/2020

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

ABS SOFT BULLET 12X

02582JHL7 AMERICAN EXPRESS CREDIT ACCOUNT 43,400,000 45,323,054 2.350 N/A 1,780 5 /15/2025

02582JHU7 AMERICAN EXPRESS CREDIT ACCOUN 31,000,000 33,109,240 3.010 AAA 1,933 10/15/2025

02582JJH4 AMERICAN EXPRESS CREDIT ACCOUN 12,000,000 12,411,840 3.180 N/A 1,385 4 /15/2024

02582JJM3 AMERICAN EXPRESS CREDIT ACCOUN 18,000,000 18,634,680 2.000 N/A 1,750 4 /15/2025

02587AAN4 AMERICAN EXPRESS CREDIT ACCOUN 10,000,000 10,410,900 2.670 AAA 1,599 11/15/2024

02588QAB4 AMERICAN EXPRESS CREDIT ACCOUN 7,500,000 7,813,875 2.870 AAA 1,568 10/15/2024

05522RCY2 BANK OF AMERICA CREDIT CARD TR 30,000,000 30,457,800 2.700 AAA 1,112 7 /17/2023

05522RDA3 BANK OF AMERICA CREDIT CARD TR 16,000,000 16,450,560 3.100 N/R 1,263 12/15/2023

14041NEX5 CAPITAL ONE MULTI-ASSET EXECUT 9,880,000 10,349,695 2.750 N/R 1,780 5 /15/2025

14041NFM8 CAPITAL ONE MULTI-ASSET EXECUT 44,600,000 46,052,984 2.430 N/R 1,660 1 /15/2025

14041NFQ9 CAPITAL ONE MULTI-ASSET EXECUTION 31,000,000 32,290,530 2.290 N/A 1,841 7 /15/2025

14041NFV8 CAPITAL ONE MULTI-ASSET EXECUT 40,529,000 43,219,315 2.060 N/A 2,968 8 /15/2028

161571FQ2 CHASE ISSUANCE TRUST 19,810,000 20,556,045 2.160 N/R 1,539 9 /16/2024

254683BX2 DISCOVER CARD EXECUTION NOTE T 23,500,000 24,182,051 2.390 AAA 1,476 7 /15/2024

254683CK9 DISCOVER CARD EXECUTION NOTE T 6,500,000 6,764,875 3.040 AAA 1,476 7 /15/2024

Asset Total 343,719,000 358,027,444

ABS SOFT BULLET 2X

17305EFM2 CITIBANK CREDIT CARD ISSUANCE 14,960,000 15,175,424 2.880 AAA 937 1 /23/2023

17305EGR0 CITIBANK CREDIT CARD ISSUANCE T 25,000,000 26,677,000 3.210 AAA 1,623 12/9 /2024

Asset Total 39,960,000 41,852,424

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

AUTO ASSET BACKED LOCK OUT

02004VAD5 ALLY AUTO RECEIVABLES TRUST 10,150,000 10,493,476 3.090 AAA 1,080 6 /15/2023

02004WAC5 ALLY AUTO RECEIVABLES TRUST 15,000,000 15,387,300 2.910 AAA 1,172 9 /15/2023

02007MAE0 ALLY AUTO RECEIVABLES TRUST 1,795,076 1,806,906 2.350 N/A 715 6 /15/2022

09659QAE7 BMW VEHICLE OWNER TRUST 9,000,000 9,212,760 2.510 AAA 1,456 6 /25/2024

14043TAH9 CAPITAL ONE PRIME AUTO RECEIVA 17,000,000 17,579,700 2.240 N/A 1,694 2 /18/2025

34532TAD4 FORD CREDIT AUTO OWNER TRUST 13,426,000 13,738,960 3.330 AAA 1,019 4 /15/2023

34533FAE1 FORD CREDIT AUTO OWNER TRUST 16,500,000 17,381,925 2.850 AAA 1,507 8 /15/2024

36255JAE4 GM FINANCIAL SECURITIZED TERM 14,000,000 14,590,520 3.160 N/A 1,295 1 /16/2024

36255PAE0 GM FINANCIAL SECURITIZED TERM 6,250,000 6,392,063 2.460 AAA 1,112 7 /17/2023

36256XAB8 GM FINANCIAL SECURITIZED TERM 382,882 383,314 2.990 AAA 624 3 /16/2022

36256XAD4 GM FINANCIAL SECURITIZED TERM 10,000,000 10,220,100 2.970 AAA 1,234 11/16/2023

36257FAE0 GM FINANCIAL SECURITIZED TERM 14,000,000 14,567,560 3.220 AAA 1,508 8 /16/2024

44932NAE0 HYUNDAI AUTO RECEIVABLES TRUST 10,000,000 10,471,400 2.710 N/A 1,780 5 /15/2025

44933AAB3 HYUNDAI AUTO RECEIVABLES TRUST 686,387 687,142 3.040 AAA 350 6 /15/2021

58769TAE5 MERCEDES-BENZ AUTO RECEIVABLES 8,000,000 8,289,040 2.040 AAA 2,025 1 /15/2026

58772RAE4 MERCEDES-BENZ AUTO RECEIVABLES 7,500,000 7,805,625 3.150 AAA 1,568 10/15/2024

65478DAE7 NISSAN AUTO RECEIVABLES OWNER 12,000,000 12,382,800 2.890 AAA 1,448 6 /17/2024

65478NAE5 NISSAN AUTO RECEIVABLES OWNER 6,250,000 6,636,875 3.270 AAA 1,812 6 /16/2025

65479KAD2 NISSAN AUTO RECEIVABLES OWNER 14,000,000 14,419,440 2.900 AAA 1,203 10/16/2023

89231AAB7 TOYOTA AUTO RECEIVABLES OWNER 2,422,763 2,428,166 2.770 AAA 412 8 /16/2021

89231PAE8 TOYOTA AUTO RECEIVABLES OWNER 7,865,000 8,333,675 3.300 AAA 1,325 2 /15/2024

89238BAE2 TOYOTA AUTO RECEIVABLES OWNER 7,000,000 7,185,290 2.520 AAA 1,049 5 /15/2023

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

92868LAB7 VOLKSWAGEN AUTO LOAN ENHANCED 30,974 31,014 3.020 N/A 385 7 /20/2021

98161VAD2 WORLD OMNI AUTO RECEIVABLES TR 5,500,000 5,687,275 2.730 N/A 1,325 2 /15/2024

98162VAE9 WORLD OMNI AUTO RECEIVABLES TR 10,000,000 10,495,200 2.640 N/A 1,812 6 /16/2025

98162YAD5 WORLD OMNI AUTO RECEIVABLES TR 16,500,000 16,996,485 3.040 N/A 1,415 5 /15/2024

98163EAB2 WORLD OMNI AUTO RECEIVABLES TR 681,645 682,306 2.800 N/A 567 1 /18/2022

98163EAE6 WORLD OMNI AUTO RECEIVABLES TR 15,000,000 15,701,550 3.270 N/A 1,539 9 /16/2024

Asset Total 250,940,726 259,987,866

Asset Type Total 634,619,726 659,867,734

COMMERCIAL PAPER DISCOUNT

13508TGX8 HER MAJESTY RGT CANADA CPDN 185,000,000 184,977,800 -00 31 7 /31/2020

24850CGH1 KINGDOM OF DENMARK CPDN 15,000,000 14,999,100 -00 17 7 /17/2020

29878RG93 EUROPEAN INVT BNK CPDN 100,000,000 99,997,000 -00 9 7 /9 /2020

30215GGG1 EXPORT DEVELMT CORP CPDN 35,000,000 34,998,250 -00 16 7 /16/2020

50000DGL4 KOCH INDUSTRIES INC. CPDN 50,000,000 49,996,500 -00 20 7 /20/2020

Asset Total 385,000,000 384,968,650

Asset Type Total 385,000,000 384,968,650

CORPORATE NOTES & MTN'S

002824BQ2 ABBOTT LABORATORIES 3,000,000 2,985,180 1.400 A3 3,652 6 /30/2030

00440EAT4 ACE INA HOLDINGS 36,150,000 36,324,605 2.300 A3 126 11/3 /2020

00440EAU1 CHUBB INA HOLDINGS INC 5,000,000 5,254,500 2.875 A3 856 11/3 /2022

00724PAD1 ADOBE INC 5,000,000 5,399,950 2.300 A2 3,503 2 /1 /2030

009158AR7 AIR PRODUCTS&CHEMICALS 4,840,000 4,993,234 3.000 A2 491 11/3 /2021

02209SAP8 ALTRIA GROUP INC 10,000,000 10,528,400 2.950 A3 1,036 5 /2 /2023

023135AM8 INC 9,807,000 10,185,746 3.300 A2 523 12/5 /2021

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

023135AZ9 INC 30,000,000 32,595,600 2.800 A2 1,514 8 /22/2024

023135BS4 INC 10,000,000 10,121,000 1.500 A2 3,625 6 /3 /2030

023135BT2 INC 5,000,000 5,133,100 2.500 A2 10,930 6 /3 /2050

025816BS7 AMERICAN EXPRESS CO 15,000,000 16,047,750 3.400 A3 972 2 /27/2023

025816BW8 AMERICAN EXPRESS CO 10,000,000 10,875,000 3.700 A3 1,129 8 /3 /2023

025816CC1 AMERICAN EXPRESS CO 10,000,000 10,876,800 3.400 A3 1,332 2 /22/2024

025816CD9 AMERICAN EXPRESS CO 20,000,000 20,764,800 2.750 A3 689 5 /20/2022

025816CG2 AMERICAN EXPRESS CO 15,000,000 15,876,450 2.500 A3 1,491 7 /30/2024

02665WCZ2 AMERICAN HONDA FINANCE 35,000,000 36,789,900 2.400 A3 1,458 6 /27/2024

02665WDJ7 AMERICAN HONDA FINANCE 15,000,000 15,835,800 2.350 A3 2,383 1 /8 /2027

03040WAW5 AMERICAN WATER CAPITAL C 2,000,000 2,178,740 2.800 BAA1 3,592 5 /1 /2030

031162BN9 AMGEN INC 20,000,000 20,926,400 3.625 BAA1 684 5 /15/2022

031162BV1 AMGEN INC 20,000,000 21,932,600 3.625 BAA1 1,422 5 /22/2024

031162CR9 AMGEN INC 3,000,000 3,222,000 3.150 BAA1 7,175 2 /21/2040

031162CS7 AMGEN INC 20,500,000 22,859,550 3.375 BAA1 10,828 2 /21/2050

031162CT5 AMGEN INC 5,000,000 5,272,850 2.200 BAA1 2,427 2 /21/2027

031162CW8 AMGEN INC 5,000,000 5,232,500 2.300 BAA1 3,892 2 /25/2031

037833BA7 APPLE INC 7,000,000 8,169,560 3.450 AA1 8,990 2 /9 /2045

037833BW9 APPLE INC 15,000,000 19,787,550 4.500 AA1 5,716 2 /23/2036

037833CR9 APPLE INC 20,000,000 22,672,800 3.200 AA1 2,506 5 /11/2027

037833DN7 APPLE INC 30,000,000 32,053,500 2.050 AA1 2,264 9 /11/2026

037833DU1 APPLE INC 5,000,000 5,110,700 1.650 AA1 3,602 5 /11/2030

053015AD5 AUTOMATIC DATA PROCESSNG 26,323,000 26,381,174 2.250 AA3 77 9 /15/2020

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

053015AE3 AUTOMATIC DATA PROCESSNG 20,000,000 22,450,000 3.375 AA3 1,903 9 /15/2025

05531FBF9 BB&T CORPORATION 20,000,000 21,904,200 3.750 A3 1,254 12/6 /2023

06051GFB0 BANK OF AMERICA CORP 15,000,000 16,660,200 4.125 A2 1,301 1 /22/2024

06051GFF1 BANK OF AMERICA CORP 30,000,000 33,300,300 4.000 A2 1,371 4 /1 /2024

06406HCS6 BANK OF NEW YORK MELLON 12,575,000 13,879,656 3.650 A1 1,314 2 /4 /2024

06406HDD8 BANK OF NY MELLON CORP 7,745,000 7,751,893 2.600 A1 48 8 /17/2020

06406RAJ6 BANK OF NY MELLON CORP 20,000,000 21,716,600 3.450 A1 1,137 8 /11/2023

07330NAT2 BRANCH BANKING&TRUST 10,000,000 10,516,200 2.150 A2 1,620 12/6 /2024

084664BZ3 BERKSHIRE HATHAWAY FIN 5,000,000 5,038,450 2.900 AA2 107 10/15/2020

084664CU3 BERKSHIRE HATHAWAY FIN 3,000,000 3,084,540 1.850 AA2 3,542 3 /12/2030

084670BJ6 BERKSHIRE HATHAWAY INC 20,000,000 21,334,600 3.000 AA2 956 2 /11/2023

084670BQ0 BERKSHIRE HATHAWAY INC 20,000,000 20,239,800 2.200 AA2 258 3 /15/2021

09247XAQ4 BLACKROCK INC 10,000,000 10,787,400 2.400 AA3 3,591 4 /30/2030

09247XAR2 BLACKROCK INC 5,000,000 5,105,300 1.900 AA3 3,864 1 /28/2031

10112RBB9 BOSTON PROPERTIES INC 10,000,000 11,029,000 3.400 BAA1 3,278 6 /21/2029

10112RBC7 BOSTON PROPERTIES LP 10,000,000 10,451,600 2.900 BAA1 3,545 3 /15/2030

10373QBG4 BP CAP MARKETS AMERICA 23,000,000 22,601,180 3.000 A1 10,831 2 /24/2050

11133TAD5 BROADRIDGE FINANCIAL SOL 10,000,000 10,689,000 2.900 BAA1 3,441 12/1 /2029

12189LAH4 BURLINGTN NORTH SANTA FE 15,000,000 15,600,900 3.050 A3 623 3 /15/2022

12189LAL5 BURLINGTN NORTH SANTA FE 4,853,000 5,090,506 3.050 A3 793 9 /1 /2022

12189LAM3 BURLINGTN NORTH SANTA FE 9,000,000 9,506,520 3.000 A3 988 3 /15/2023

12505BAD2 CBRE SERVICES INC 7,085,000 8,042,184 4.875 BAA1 2,070 3 /1 /2026

12572QAG0 CME GROUP INC 10,000,000 11,038,400 3.000 AA3 1,719 3 /15/2025

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

14913Q2N8 CATERPILLAR FINL SERVICE 7,000,000 7,224,210 3.150 A3 434 9 /7 /2021

14913Q2S7 CATERPILLAR FINL SERVICE 10,000,000 11,059,000 3.650 A3 1,255 12/7 /2023

166764BG4 CHEVRON CORP 23,150,000 23,468,081 2.100 AA2 320 5 /16/2021

166764BL3 CHEVRON CORP 20,000,000 22,151,200 2.954 AA2 2,146 5 /16/2026

17325FAJ7 CITIBANK NA 20,000,000 20,077,200 2.125 AA3 112 10/20/2020

17325FAS7 CITIBANK NA 50,000,000 54,852,000 3.650 AA3 1,302 1 /23/2024

191216BG4 COCA-COLA CO/THE 7,484,000 7,536,388 2.450 A1 124 11/1 /2020

191216BT6 COCA-COLA CO/THE 12,175,000 12,235,388 1.875 A1 119 10/27/2020

191216CF5 COCA-COLA CO/THE 7,000,000 7,227,220 2.200 A1 694 5 /25/2022

19416QDZ0 COLGATE-PALMOLIVE CO 5,500,000 5,692,335 2.300 AA3 672 5 /3 /2022

19416QEL0 COLGATE-PALMOLIVE CO 6,000,000 6,274,020 2.250 AA3 868 11/15/2022

20030NBF7 COMCAST CORP 5,000,000 5,344,450 2.850 A3 929 1 /15/2023

20030NBJ9 COMCAST CORP 20,000,000 22,188,800 3.600 A3 1,340 3 /1 /2024

20030NBT7 COMCAST CORP 10,000,000 11,058,800 3.200 A3 5,859 7 /15/2036

20030NCR0 COMCAST CORP 10,000,000 11,067,800 3.700 A3 1,385 4 /15/2024

20030NCY5 COMCAST CORP 5,000,000 5,546,450 3.250 A3 7,063 11/1 /2039

20030NDA6 COMCAST CORP 5,000,000 5,437,800 2.650 A3 3,503 2 /1 /2030

22160KAK1 COSTCO WHOLESALE CORP 10,000,000 10,305,200 2.300 AA3 687 5 /18/2022

22160KAM7 COSTCO WHOLESALE CORP 10,000,000 11,244,000 3.000 AA3 2,513 5 /18/2027

22160KAN5 COSTCO WHOLESALE CORP 2,000,000 2,042,400 1.375 AA3 2,546 6 /20/2027

22303QAN0 COVIDIEN INTL FINANCE SA 5,230,000 5,486,636 3.200 A3 715 6 /15/2022

23291KAH8 DH EUROPE FINANCE II 10,000,000 10,642,100 2.600 BAA1 3,425 11/15/2029

24422ERM3 JOHN DEERE CAPITAL CORP 10,000,000 10,389,300 2.750 A2 623 3 /15/2022

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

24422ETG4 JOHN DEERE CAPITAL CORP 16,595,000 17,629,200 2.800 A2 979 3 /6 /2023

24422EUK3 JOHN DEERE CAPITAL CORP 5,000,000 5,157,400 3.125 A2 437 9 /10/2021

24422EUM9 JOHN DEERE CAPITAL CORP 15,000,000 16,492,500 3.650 A2 1,199 10/12/2023

24422EUQ0 JOHN DEERE CAPITAL CORP 5,000,000 5,213,650 3.200 A2 559 1 /10/2022

247109BS9 DELMARVA PWR&LIGHT CO 6,280,000 6,836,220 3.500 A2 1,233 11/15/2023

26441CAW5 DUKE ENERGY CORP 6,045,000 6,269,149 2.400 BAA1 776 8 /15/2022

26442CAK0 DUKE ENERGY CAROLINAS 4,000,000 4,101,840 3.900 AA2 350 6 /15/2021

26442CAV6 DUKE ENERGY CAROLINAS 4,000,000 4,255,480 3.050 AA2 988 3 /15/2023

26442UAF1 DUKE ENERGY PROGRESS LLC 4,095,000 4,405,974 3.375 AA3 1,158 9 /1 /2023

29446MAB8 EQUINOR ASA 10,000,000 11,500,800 3.625 AA2 2,994 9 /10/2028

29736RAM2 ESTEE LAUDER CO INC 12,000,000 13,185,960 3.125 A1 10,746 12/1 /2049

29736RAP5 ESTEE LAUDER CO INC 2,000,000 2,141,600 2.375 A1 3,441 12/1 /2029

30231GAV4 EXXON MOBIL CORPORATION 19,523,000 19,747,319 2.222 AA1 244 3 /1 /2021

30231GBC5 EXXON MOBIL CORPORATION 15,000,000 15,657,750 2.019 AA1 1,508 8 /16/2024

30231GBD3 EXXON MOBIL CORPORATION 25,000,000 26,672,250 2.275 AA1 2,238 8 /16/2026

369550AU2 GENERAL DYNAMICS CORP 15,000,000 15,602,550 2.250 A2 868 11/15/2022

369550BD9 GENERAL DYNAMICS CORP 17,145,000 18,538,203 3.375 A2 1,049 5 /15/2023

375558AW3 GILEAD SCIENCES INC 54,000,000 59,737,500 3.700 A3 1,371 4 /1 /2024

375558BL6 GILEAD SCIENCES INC 10,000,000 10,585,400 2.500 A3 1,158 9 /1 /2023

377372AL1 GLAXOSMITHKLINE CAP INC 20,000,000 21,564,400 3.375 A2 1,049 5 /15/2023

377373AD7 GLAXOSMITHKLINE CAPITAL 13,709,000 14,300,818 2.850 A2 677 5 /8 /2022

377373AJ4 GLAXOSMITHKLINE CAPITAL 20,000,000 20,863,200 2.875 A2 701 6 /1 /2022

437076AZ5 HOME DEPOT INC 5,000,000 5,280,250 2.700 A2 1,005 4 /1 /2023

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

437076BL5 HOME DEPOT INC 19,737,000 19,971,278 2.000 A2 275 4 /1 /2021

437076BV3 HOME DEPOT INC 7,000,000 7,348,740 3.250 A2 609 3 /1 /2022

437076BW1 HOME DEPOT INC 10,000,000 11,961,100 3.900 A2 3,081 12/6 /2028

437076BY7 HOME DEPOT INC 15,000,000 16,868,850 2.950 A2 3,272 6 /15/2029

440452AF7 HORMEL FOODS CORP 7,000,000 7,126,140 1.800 A1 3,633 6 /11/2030

458140AQ3 INTEL CORP 13,000,000 13,021,450 2.450 A1 29 7 /29/2020

458140BH2 INTEL CORP 20,000,000 21,619,000 2.450 A1 3,425 11/15/2029

45866FAA2 INTERCONTINENTALEXCHANGE 5,000,000 5,546,400 4.000 A2 1,202 10/15/2023

45866FAE4 INTERCONTINENTALEXCHANGE 15,242,000 15,854,881 2.350 A2 807 9 /15/2022

45866FAG9 INTERCONTINENTALEXCHANGE 8,600,000 9,308,640 3.450 A2 1,178 9 /21/2023

46124HAD8 INTUIT INC 5,000,000 4,985,050 1.650 A3 3,667 7 /15/2030

46625HJX9 JPMORGAN CHASE&CO 10,000,000 11,043,400 3.625 A2 1,413 5 /13/2024

478160CD4 JOHNSON&JOHNSON 7,000,000 7,214,620 2.250 AAA 611 3 /3 /2022

478160CF9 JOHNSON&JOHNSON 20,000,000 23,865,600 3.625 AAA 6,090 3 /3 /2037

478160CL6 JOHNSON&JOHNSON 10,000,000 11,854,100 3.400 AAA 6,408 1 /15/2038

478160CM4 JOHNSON&JOHNSON 20,000,000 24,949,800 3.500 AAA 10,060 1 /15/2048

48305QAC7 KAISER FOUNDATION HOSPIT 6,127,000 6,805,320 3.150 N/A 2,496 5 /1 /2027

48305QAE3 KAISER FOUNDATION HOSPIT 10,000,000 11,171,000 3.266 N/A 10,716 11/1 /2049

501044CY5 KROGER CO/THE 10,000,000 11,034,900 4.000 BAA1 1,311 2 /1 /2024

532457BV9 ELI LILLY&CO 20,000,000 23,136,200 3.375 A2 3,180 3 /15/2029

539830BB4 LOCKHEED MARTIN CORP 10,000,000 12,684,000 4.070 A3 8,203 12/15/2042

539830BD0 LOCKHEED MARTIN CORP 10,000,000 12,142,700 3.800 A3 9,010 3 /1 /2045

539830BQ1 LOCKHEED MARTIN CORP 2,000,000 2,104,680 2.800 A3 10,942 6 /15/2050

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

57636QAF1 MASTERCARD INC 29,300,000 29,938,154 2.000 A1 509 11/21/2021

585055BR6 MEDTRONIC INC 10,000,000 10,484,900 3.150 A3 623 3 /15/2022

589331AT4 MERCK&CO INC 17,627,000 18,348,473 2.400 A1 807 9 /15/2022

58933YAF2 MERCK&CO INC 10,000,000 10,655,400 2.800 A1 1,052 5 /18/2023

58933YAU9 MERCK&CO INC 5,000,000 5,394,400 2.900 A1 1,346 3 /7 /2024

58933YAV7 MERCK&CO INC 8,000,000 9,668,320 3.900 A1 6,824 3 /7 /2039

594918AU8 MICROSOFT CORP 10,000,000 12,190,700 3.750 AAA 8,340 5 /1 /2043

594918BC7 MICROSOFT CORP 10,000,000 12,197,400 3.500 AAA 5,340 2 /12/2035

594918BS2 MICROSOFT CORP 20,000,000 24,169,200 3.450 AAA 5,883 8 /8 /2036

594918BT0 MICROSOFT CORP 25,000,000 31,132,250 3.700 AAA 9,535 8 /8 /2046

594918BY9 MICROSOFT CORP 20,000,000 22,885,000 3.300 AAA 2,412 2 /6 /2027

595620AT2 MIDAMERICAN ENERGY CO 5,000,000 5,967,400 3.650 AA2 3,211 4 /15/2029

61746BDQ6 MORGAN STANLEY 15,000,000 16,586,700 3.875 A3 1,399 4 /29/2024

637432NJ0 NATIONAL RURAL UTIL COOP 5,000,000 5,229,800 2.700 A1 960 2 /15/2023

637432NL5 NATIONAL RURAL UTIL COOP 6,550,000 7,009,155 2.950 A1 1,317 2 /7 /2024

637432NM3 NATIONAL RURAL UTIL COOP 36,255,000 37,426,037 2.400 A1 664 4 /25/2022

637432NP6 NATIONAL RURAL UTIL COOP 10,000,000 11,215,500 3.400 A1 2,778 2 /7 /2028

63946BAH3 NBCUNIVERSAL MEDIA LLC 4,909,000 5,237,658 2.875 A3 929 1 /15/2023

65339KBG4 NEXTERA ENERGY CAPITAL 10,765,000 11,690,359 3.150 BAA1 1,371 4 /1 /2024

65339KBR0 NEXTERA ENERGY CAPITAL 5,000,000 5,149,500 2.250 BAA1 3,623 6 /1 /2030

654106AJ2 NIKE INC 2,000,000 2,203,120 2.750 A1 2,461 3 /27/2027

654106AL7 NIKE INC 4,000,000 4,476,920 3.250 A1 7,210 3 /27/2040

654106AM5 NIKE INC 5,000,000 5,779,650 3.375 A1 10,862 3 /27/2050

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

665859AV6 NORTHERN TRUST CORP 10,000,000 10,319,600 1.950 A2 3,592 5 /1 /2030

66989HAG3 NOVARTIS CAPITAL CORP 20,000,000 21,992,000 3.400 A1 1,406 5 /6 /2024

66989HAM0 NOVARTIS CAPITAL CORP 17,519,000 18,178,415 2.400 A1 686 5 /17/2022

68389XBA2 ORACLE CORP 15,000,000 15,379,950 2.800 A3 373 7 /8 /2021

68389XBM6 ORACLE CORP 5,000,000 5,408,400 2.650 A3 2,206 7 /15/2026

68389XBR5 ORACLE CORP 5,000,000 5,258,700 2.625 A3 960 2 /15/2023

693304AP2 PECO ENERGY CO 11,300,000 11,699,229 2.375 AA3 807 9 /15/2022

69353REY0 PNC BANK NA 10,000,000 10,288,100 2.550 A2 527 12/9 /2021

69353RFB9 PNC BANK NA 15,000,000 15,539,550 2.625 A2 597 2 /17/2022

69353RFE3 PNC BANK NA 20,000,000 20,754,000 2.450 A2 758 7 /28/2022

69371RP83 PACCAR FINANCIAL CORP 25,000,000 26,056,250 2.650 A1 679 5 /10/2022

713448BW7 PEPSICO INC 10,000,000 10,287,100 3.000 A1 421 8 /25/2021

713448DC9 PEPSICO INC 10,000,000 10,040,400 2.150 A1 106 10/14/2020

713448DN5 PEPSICO INC 4,000,000 4,370,840 2.375 A1 2,289 10/6 /2026

713448DT2 PEPSICO INC 11,000,000 11,364,430 2.250 A1 671 5 /2 /2022

713448DX3 PEPSICO INC 5,000,000 5,064,100 2.000 A1 289 4 /15/2021

713448EL8 PEPSICO INC 10,000,000 11,055,600 2.625 A1 3,316 7 /29/2029

713448EP9 PEPSICO INC 20,000,000 21,654,600 2.875 A1 10,699 10/15/2049

713448EY0 PEPSICO INC 3,000,000 3,027,300 0.750 A1 1,035 5 /1 /2023

717081DZ3 PFIZER INC 29,585,000 30,317,820 2.200 A1 533 12/15/2021

717081EN9 PFIZER INC 20,000,000 21,572,400 3.200 A1 1,172 9 /15/2023

717081ES8 PFIZER INC 10,000,000 10,819,800 2.950 A1 1,354 3 /15/2024

717081EW9 PFIZER INC 3,000,000 3,304,860 2.625 A1 3,562 4 /1 /2030

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

717081FA6 PFIZER INC 5,000,000 5,177,800 2.700 A1 10,924 5 /28/2050

718172CH0 PHILIP MORRIS INTL INC 20,000,000 21,483,200 2.875 A2 1,401 5 /1 /2024

74005PAZ7 PRAXAIR INC 5,726,000 5,898,353 3.000 A2 428 9 /1 /2021

74005PBF0 PRAXAIR INC 15,000,000 15,661,950 2.700 A2 966 2 /21/2023

74251VAS1 PRINCIPAL FINANCIAL GRP 18,000,000 18,131,940 2.125 BAA1 3,637 6 /15/2030

742718EP0 PROCTER&GAMBLE CO/THE 5,000,000 5,589,950 2.700 AA3 2,043 2 /2 /2026

742718EU9 PROCTER&GAMBLE CO/THE 20,000,000 20,762,400 2.150 AA3 772 8 /11/2022

743315AX1 PROGRESSIVE CORP 5,000,000 6,343,100 3.950 A2 10,861 3 /26/2050

74340XBM2 PROLOGIS LP 17,500,000 18,427,500 2.250 A3 3,576 4 /15/2030

74456QBL9 PUBLIC SERVICE ELECTRIC 4,488,000 4,904,666 3.000 AA3 1,780 5 /15/2025

74456QBW5 PUBLIC SERVICE ELECTRIC 8,000,000 8,632,880 3.250 AA3 1,158 9 /1 /2023

744573AN6 PUBLIC SERVICE ENTERPRIS 14,455,000 15,429,845 2.875 BAA1 1,446 6 /15/2024

74460DAB5 PUBLIC STORAGE 27,440,000 28,440,188 2.370 A2 807 9 /15/2022

755111BT7 RAYTHEON COMPANY 12,800,000 12,902,784 3.125 A3 107 10/15/2020

79466LAE4 INC 14,584,000 15,673,425 3.250 A3 1,015 4 /11/2023

808513AY1 CHARLES SCHWAB CORP 19,860,000 21,767,553 3.550 A2 1,311 2 /1 /2024

822582AX0 SHELL INTERNATIONAL FIN 10,000,000 10,789,000 3.400 AA2 1,138 8 /12/2023

822582CE0 SHELL INTERNATIONAL FIN 15,000,000 15,756,750 3.125 AA2 10,722 11/7 /2049

855244AN9 STARBUCKS CORP 15,000,000 15,964,200 3.100 BAA1 974 3 /1 /2023

857477BG7 STATE STREET CORP 10,000,000 10,754,400 2.400 A1 3,495 1 /24/2030

85771PAN2 STATOIL ASA 25,000,000 27,718,750 3.700 AA2 1,340 3 /1 /2024

863667AF8 STRYKER CORP 5,000,000 5,445,200 3.375 BAA1 1,415 5 /15/2024

86787EBC0 SUNTRUST BANK 25,000,000 27,105,500 3.200 A2 1,371 4 /1 /2024

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

86787EBE6 SUNTRUST BANK 10,000,000 10,406,800 2.800 A2 686 5 /17/2022

872539AA9 TJX COS INC 25,000,000 25,469,000 2.750 A2 350 6 /15/2021

87612EBJ4 TARGET CORP 3,000,000 3,208,140 2.350 A2 3,517 2 /15/2030

882508AY0 TEXAS INSTRUMENTS INC 3,000,000 3,045,120 2.750 A1 255 3 /12/2021

882508BF0 TEXAS INSTRUMENTS INC 4,000,000 4,958,880 3.875 A1 6,832 3 /15/2039

882508BJ2 TEXAS INSTRUMENTS INC 5,000,000 5,074,050 1.750 A1 3,595 5 /4 /2030

88579YBB6 3M COMPANY 20,000,000 21,795,400 3.250 A1 1,324 2 /14/2024

88579YBH3 3M COMPANY 16,150,000 17,007,888 2.000 A1 1,690 2 /14/2025

892331AF6 TOYOTA MOTOR CORP 7,000,000 7,393,610 2.358 A1 1,463 7 /2 /2024

89236TEC5 TOYOTA MOTOR CREDIT CORP 25,000,000 25,840,750 2.150 A1 800 9 /8 /2022

89236TEL5 TOYOTA MOTOR CREDIT CORP 7,000,000 7,353,500 2.700 A1 925 1 /11/2023

90331HNL3 US BANK NA CINCINNATI 10,000,000 10,559,300 2.850 A1 937 1 /23/2023

90331HNV1 US BANK NA CINCINNATI 25,000,000 27,021,250 3.400 A1 1,119 7 /24/2023

90331HPA5 US BANK NA CINCINNATI 18,000,000 18,240,660 3.000 A1 219 2 /4 /2021

904764AR8 UNILEVER CAPITAL CORP 6,600,000 6,609,042 2.100 A1 30 7 /30/2020

904764AW7 UNILEVER CAPITAL CORP 8,625,000 8,880,473 2.200 A1 674 5 /5 /2022

904764AX5 UNILEVER CAPITAL CORP 15,000,000 16,063,350 2.600 A1 1,405 5 /5 /2024

904764AY3 UNILEVER CAPITAL CORP 14,370,000 15,956,017 2.900 A1 2,500 5 /5 /2027

904764BA4 UNILEVER CAPITAL CORP 5,000,000 5,347,400 3.125 A1 995 3 /22/2023

904764BG1 UNILEVER CAPITAL CORP 6,500,000 7,074,275 3.250 A1 1,346 3 /7 /2024

907818DN5 UNION PACIFIC CORP 9,685,000 10,189,879 2.750 BAA1 1,019 4 /15/2023

907818EU8 UNION PACIFIC CORP 17,781,000 19,272,826 3.500 BAA1 1,073 6 /8 /2023

907818FA1 UNION PACIFIC CORP 11,665,000 12,655,708 3.150 BAA1 1,340 3 /1 /2024

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

911312AM8 UNITED PARCEL SERVICE 12,240,000 12,411,727 3.125 A2 199 1 /15/2021

911312AQ9 UNITED PARCEL SERVICE 10,000,000 10,420,600 2.450 A2 823 10/1 /2022

911312BC9 UNITED PARCEL SERVICE 20,922,000 21,638,788 2.350 A2 685 5 /16/2022

911312BK1 UNITED PARCEL SERVICE 7,675,000 8,063,739 2.500 A2 1,005 4 /1 /2023

91159HHL7 US BANCORP 6,810,000 6,875,172 2.350 A1 213 1 /29/2021

91159HHV5 US BANCORP 8,000,000 8,744,000 3.375 A1 1,315 2 /5 /2024

91159HHX1 US BANCORP 15,000,000 15,975,750 2.400 A1 1,491 7 /30/2024

91324PDJ8 UNITEDHEALTH GROUP INC 20,000,000 21,781,400 3.500 A3 1,080 6 /15/2023

91324PDM1 UNITEDHEALTH GROUP INC 30,000,000 33,006,300 3.500 A3 1,325 2 /15/2024

91324PDX7 UNITEDHEALTH GROUP INC 3,000,000 3,140,790 2.000 A3 3,606 5 /15/2030

91324PDY5 UNITEDHEALTH GROUP INC 2,000,000 2,141,080 2.750 A3 7,259 5 /15/2040

914886AB2 UNIV OF SOUTHERN CALIFOR 21,762,000 23,705,564 3.028 AA1 7,032 10/1 /2039

92343VBR4 VERIZON COMMUNICATIONS 20,000,000 22,774,400 5.150 BAA1 1,172 9 /15/2023

92343VDD3 VERIZON COMMUNICATIONS 7,000,000 7,616,350 2.625 BAA1 2,237 8 /15/2026

92343VFE9 VERIZON COMMUNICATIONS 3,000,000 3,365,160 3.150 BAA1 3,552 3 /22/2030

92343VFF6 VERIZON COMMUNICATIONS 2,000,000 2,218,680 3.000 BAA1 2,456 3 /22/2027

927804FQ2 VIRGINIA ELEC&POWER CO 6,155,000 6,675,282 3.450 A2 1,325 2 /15/2024

92826CAC6 VISA INC 13,000,000 13,729,170 2.800 AA3 897 12/14/2022

92826CAD4 VISA INC 15,060,000 16,776,087 3.150 AA3 1,993 12/14/2025

92826CAH5 VISA INC 20,000,000 22,051,600 2.750 AA3 2,633 9 /15/2027

92826CAK8 VISA INC 5,000,000 5,350,150 2.700 AA3 7,229 4 /15/2040

92826CAL6 VISA INC 5,000,000 5,226,100 1.900 AA3 2,480 4 /15/2027

931142DP5 WAL-MART STORES INC 9,319,000 10,241,767 3.300 AA2 1,392 4 /22/2024

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

931142EE9 WALMART INC 25,000,000 29,604,000 3.700 AA2 2,918 6 /26/2028

931142EK5 WALMART INC 35,000,000 38,127,950 3.400 AA2 1,091 6 /26/2023

931142EL3 WALMART INC 25,000,000 27,206,250 2.850 AA2 1,469 7 /8 /2024

94988J5R4 WELLS FARGO BANK NA 20,000,000 21,699,600 3.550 AA2 1,140 8 /14/2023

Asset Total 3,073,497,000 3,307,655,755

YANKEE CORPORATE NOTES & MTNS

05565QCP1 BP CAPITAL MARKETS PLC 15,000,000 16,480,800 3.814 A1 1,320 2 /10/2024

10373QAD2 BP CAP MARKETS AMERICA 5,625,000 6,142,838 3.790 A1 1,316 2 /6 /2024

136069TY7 CANADIAN IMPERIAL BANK 10,000,000 10,418,600 2.550 AA2 716 6 /16/2022

68323AEQ3 ONTARIO (PROVINCE OF) 30,000,000 31,136,100 2.200 AA3 825 10/3 /2022

748149AN1 PROVINCE OF QUEBEC 15,000,000 16,750,350 2.750 AA2 2,477 4 /12/2027

822582BP6 SHELL INTERNATIONAL FIN 5,500,000 5,537,565 2.250 AA2 133 11/10/2020

822582BZ4 SHELL INTERNATIONAL FIN 18,270,000 19,876,298 3.500 AA2 1,231 11/13/2023

89114QBC1 TORONTO-DOMINION BANK 10,000,000 10,099,600 2.500 AA1 167 12/14/2020

Asset Total 109,395,000 116,442,151

Asset Type Total 3,182,892,000 3,424,097,906

FED FARM CREDIT BANK

3133EKYV2 FED FARM CREDIT BK 25,000,000 25,052,250 2.120 AAA 1,504 8 /12/2024

Asset Total 25,000,000 25,052,250

FEDERAL AGENCY CALLABLES

3133ELXF6 FED FARM CREDIT BK 50,000,000 50,003,000 0.980 AAA 1,394 4 /24/2024

3133ELXV1 FED FARM CREDIT BK 40,000,000 40,001,200 1.010 AAA 1,763 4 /28/2025

Asset Total 90,000,000 90,004,200

FFCB MEDIUM TERM NOTES 2X

3133EKC61 FED FARM CREDIT BK 20,000,000 20,046,200 2.100 AAA 1,512 8 /20/2024

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

Asset Total 20,000,000 20,046,200

FHLB DISC NOTES

313384ZM4 FED HOME LN BK DISC NOTE 35,000,000 34,998,250 -00 N/A 17 7 /17/2020

Asset Total 35,000,000 34,998,250

TENNESSE VALLEY AUTHORITY

880591EP3 TENN VALLEY AUTH 30,000,000 37,818,600 3.500 AAA 8,203 12/15/2042

880591EU2 TENN VALLEY AUTH 10,000,000 11,334,000 2.875 AAA 2,407 2 /1 /2027

Asset Total 40,000,000 49,152,600

Asset Type Total 210,000,000 219,253,500

FHLMC PC

3132DV5C5 FED HOME LN MTG CORP POOL #SD8043 19,367,814 20,207,602 2.500 N/A 10,777 1 /1 /2050

3133A1CM2 FED HOME LN MTG CORP POOL #QA6376 6,787,016 7,081,505 2.500 N/A 10,777 1 /1 /2050

31346YVC4 FED HOME LN MTG CORP POOL #QA5111 23,601,053 25,209,937 3.500 N/A 10,716 11/1 /2049

31346YXG3 FED HOME LN MTG CORP POOL #QA5179 9,603,787 10,020,495 2.500 N/A 10,746 12/1 /2049

Asset Total 59,359,669 62,519,538

FNMA PC

3140HFUK3 FED NATL MTG ASSN POOL #BK2385 19,794,180 20,419,280 2.500 N/A 10,867 4 /1 /2050

3140K13S3 FED NATL MTG ASSN POOL #BO6208 13,408,994 13,990,810 2.500 N/A 10,746 12/1 /2049

3140Q7DP9 FED NATL MTG ASSN POOL #CA0109 12,830,789 13,579,081 3.500 N/A 9,893 8 /1 /2047

3140QBB64 FED NATL MTG ASSN POOL #CA3660 14,994,490 15,765,057 3.500 N/A 10,563 6 /1 /2049

3140QCKZ8 FED NATL MTG ASSN POOL #CA4811 19,702,602 20,784,078 3.500 N/A 10,746 12/1 /2049

3140QCRF5 FED NATL MTG ASSN POOL #CA4985 18,871,162 19,838,498 3.500 N/A 10,777 1 /1 /2050

3140X4TF3 FED NATL MTG ASSN POOL #FM1449 15,667,245 16,475,049 3.500 N/A 10,655 9 /1 /2049

3140X5CN1 FED NATL MTG ASSN POOL #FM1876 8,762,864 9,247,451 3.500 N/A 10,716 11/1 /2049

3140X6R94 FED NATL MTG ASSN POOL #FM3211 20,000,000 21,024,200 2.500 N/A 10,897 5 /1 /2050

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

31418DFF4 FED NATL MTG ASSN POOL #MA3765 21,768,051 22,701,247 2.500 N/A 10,655 9 /1 /2049

31418DJW3 FED NATL MTG ASSN POOL #MA3876 8,868,720 9,121,035 3.000 N/A 10,746 12/1 /2049

Asset Total 174,669,097 182,945,784

GNMA PASS THROUGH

36179VL24 GOVT NATL MTG ASSN II POOL #MA6645 19,952,374 20,565,111 2.500 N/A 10,916 5 /20/2050

Asset Total 19,952,374 20,565,111

Asset Type Total 253,981,140 266,030,434

CMO PLAN AMORT CLASS

3136ANK48 FED NATL MTG ASSN 10,000,000 10,925,200 3.500 N/A 9,126 6 /25/2045

31397UV22 FED NATL MTG ASSN 72,936 73,183 2.000 N/A 390 7 /25/2021

Asset Total 10,072,936 10,998,383

CMO SEQUENTIAL PAY

3136AK6M0 FED NATL MTG ASSN 10,000,000 10,578,000 3.000 N/A 7,573 3 /25/2041

3136ALPJ4 FED NATL MTG ASSN 10,000,000 10,717,200 3.000 N/A 7,757 9 /25/2041

3136BAQ80 FED NATL MTG ASSN 30,000,000 30,806,250 2.000 10,982 7 /25/2050

3137BDUD6 FED HOME LN MTG CORP 10,000,000 10,575,900 3.000 N/A 7,685 7 /15/2041

3137FUAG9 FED HOME LN MTG CORP 30,321,874 31,271,464 2.000 N/A 10,982 7 /25/2050

Asset Total 90,321,874 93,948,814

CMO-PASS-THROUGH

31398MS56 FED NATL MTG ASSN 4,331 4,337 2.250 N/A 543 12/25/2021

Asset Total 4,331 4,337

Asset Type Total 100,399,141 104,951,533

U.S. TREASURY NOTES & BONDS

912810QA9 US TREASURY BOND 6,000,000 8,488,620 3.500 AAA 6,804 2 /15/2039

912810QX9 US TREASURY BOND 20,000,000 25,640,600 2.750 AAA 8,081 8 /15/2042

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

912810QY7 US TREASURY BOND 40,000,000 51,231,200 2.750 AAA 8,173 11/15/2042

912810RK6 US TREASURY BOND 50,000,000 61,676,000 2.500 AAA 8,996 2 /15/2045

912810RN0 US TREASURY BOND 50,000,000 65,906,500 2.875 AAA 9,177 8 /15/2045

912810RQ3 US TREASURY BOND 50,000,000 61,924,000 2.500 AAA 9,361 2 /15/2046

912810RS9 US TREASURY BOND 50,000,000 62,013,500 2.500 AAA 9,450 5 /15/2046

912810RT7 US TREASURY BOND 50,000,000 59,303,000 2.250 AAA 9,542 8 /15/2046

912810SJ8 US TREASURY BOND 15,000,000 18,039,300 2.250 AAA 10,638 8 /15/2049

9128283W8 US TREASURY NOTE 50,000,000 58,324,000 2.750 AAA 2,786 2 /15/2028

9128284N7 US TREASURY NOTE 50,000,000 59,008,000 2.875 AAA 2,876 5 /15/2028

9128284T4 US TREASURY NOTE 10,000,000 10,233,600 2.625 AAA 350 6 /15/2021

9128284W7 US TREASURY NOTE 20,000,000 20,574,200 2.750 AAA 411 8 /15/2021

9128285S5 US TREASURY NOTE 10,000,000 10,114,100 2.500 AAA 184 12/31/2020

912828L32 US TREASURY NOTE 25,000,000 25,049,500 1.375 AAA 62 8 /31/2020

912828L65 US TREASURY NOTE 25,000,000 25,074,250 1.375 AAA 92 9 /30/2020

912828L99 US TREASURY NOTE 50,000,000 50,196,500 1.375 AAA 123 10/31/2020

912828YB0 US TREASURY NOTE 30,000,000 32,733,900 1.625 AAA 3,333 8 /15/2029

Asset Total 601,000,000 705,530,770

Asset Type Total 601,000,000 705,530,770

TREASURY BILLS

912796SZ3 US TREASURY BILL 45,000,000 44,997,750 -00 N/A 16 7 /16/2020

912796UB3 US TREASURY BILL 80,000,000 80,000,000 -00 N/A 2 7 /2 /2020

912796WW5 US TREASURY BILL 215,000,000 214,993,550 -00 N/A 9 7 /9 /2020

912796WX3 US TREASURY BILL 80,000,000 79,994,400 -00 N/A 23 7 /23/2020

912796WY1 US TREASURY BILL 73,000,000 72,992,700 -00 N/A 30 7 /30/2020

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

912796WZ8 US TREASURY BILL 80,000,000 79,990,400 -00 N/A 37 8 /6 /2020

Asset Total 573,000,000 572,968,800

Asset Type Total 573,000,000 572,968,800

GOV'T MM CAPITAL CLASS

4812C0670 JPMORGAN U.S. GOVERNMENT MONEY 180,000,000 180,000,000 -00 10,776 12/31/2049

Asset Total 180,000,000 180,000,000

GOV'T MM FUND SELECT CLASS

949921126 WELLS FARGO GOVERNMENT MONEY MARKET 405,000,000 405,000,000 -00

Asset Total 405,000,000 405,000,000

GOV'T MONEY MARKET FUND

09248U700 BLACKROCK LIQUIDITY FUNDS FEDFUND 225,000,000 225,000,000 -00 10,776 12/31/2049

31607A703 FIDELITY INSTITUTIONAL GOVERNMENT 522,000,000 522,000,000 -00 10,776 12/31/2049

38141W273 GOLDMAN SACHS FIN SQ GOVT-FS 465 580,000,000 580,000,000 -00 10,776 12/31/2049

608919718 FEDERATED HERMES GOVERNMENT 525,000,000 525,000,000 -00

857492706 STATE STREET INSTITUTIONAL U.S. 505,000,000 505,000,000 -00 10,776 12/31/2049

Asset Total 2,357,000,000 2,357,000,000

Asset Type Total 2,942,000,000 2,942,000,000

MUNI GO TAXABLE

341271AB0 FLORIDA ST BRD OF ADMIN FIN CO 10,000,000 10,206,300 2.638 AA3 366 7 /1 /2021

57582PUE8 MASSACHUSETTS ST 13,440,000 19,039,507 5.456 AA1 7,093 12/1 /2039

57582RYP5 MASSACHUSETTS ST 18,690,000 20,052,688 2.813 AA1 8,463 9 /1 /2043

Asset Total 42,130,000 49,298,495

Asset Type Total 42,130,000 49,298,495

MISC. GOV'T GUARANTEE

742651DP4 PRIVATE EXPORT FUNDING 7,388,000 7,933,604 2.450 AAA 1,476 7 /15/2024

Asset Total 7,388,000 7,933,604

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

Asset Type Total 7,388,000 7,933,604

AFRICAN DEVELOPMENT BANK NOTES

00828EDC0 AFRICAN DEVELOPMENT BANK 25,000,000 27,108,750 3.000 AAA 1,177 9 /20/2023

Asset Total 25,000,000 27,108,750

ASIAN DEVELOPMENT BANK NOTES

045167AW3 ASIAN DEVELOPMENT BANK 5,000,000 6,816,100 5.820 AAA 2,908 6 /16/2028

045167EL3 ASIAN DEVELOPMENT BANK 25,000,000 27,006,250 2.625 AAA 1,309 1 /30/2024

Asset Total 30,000,000 33,822,350

IADB Disc Note

45818KZE5 IADB DISCOUNT NOTE ZERO CPN 95,000,000 94,997,150 -00 N/A 10 7 /10/2020

Asset Total 95,000,000 94,997,150

IADB NOTES & BONDS

4581X0BX5 INTER-AMERICAN DEVEL BK 10,000,000 12,953,900 3.200 AAA 8,073 8 /7 /2042

Asset Total 10,000,000 12,953,900

SOVEREIGN NOTES

500769HV9 KFW 25,000,000 25,020,750 2.750 AAA 15 7 /15/2020

Asset Total 25,000,000 25,020,750

Asset Type Total 185,000,000 193,902,900

FHMS

3137FJEH8 FHLMC MULTI FAMILY 21,000,000 25,183,830 3.900 N/A 2,978 8 /25/2028

3137FKUP9 FHLMC MULTIFAMILY STRUCTURED P 20,000,000 24,006,000 3.771 N/A 3,100 12/25/2028

3137FPHK4 FHLMC MULTIFAMILY STRUCTURED P 20,000,000 22,132,000 2.425 N/A 11,805 10/25/2052

3137FPJG1 FED HOME LN MTG CORP 14,000,000 15,729,980 2.595 N/A 3,374 9 /25/2029

Asset Total 75,000,000 87,051,810

Asset Type Total 75,000,000 87,051,810

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

Grand Total 9,192,410,007 9,617,856,137

................
................

In order to avoid copyright disputes, this page is only a partial summary.

Google Online Preview   Download