0001718745-17-000030.txt : 20171107 0001718745-17-000030.hdr.sgml : 20171107 20171107143659 ACCESSION NUMBER: 0001718745-17-000030 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20171031 FILED AS OF DATE: 20171107 DATE AS OF CHANGE: 20171107 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JPMorgan Trust I CENTRAL INDEX KEY: 0001217286 IRS NUMBER: 331043149 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-21295 FILM NUMBER: 171182934 BUSINESS ADDRESS: STREET 1: C/O JPMORGAN DISTRIBUTION SERVICES, INC. STREET 2: 270 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 800-480-4111 MAIL ADDRESS: STREET 1: C/O JPMORGAN DISTRIBUTION SERVICES, INC. STREET 2: 270 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10017 FORMER COMPANY: FORMER CONFORMED NAME: JP MORGAN MUTUAL FUND SERIES DATE OF NAME CHANGE: 20030204 0001217286 S000002969 JPMorgan Prime Money Market Fund C000008130 Institutional Class JINXX C000008133 Class C JXCXX C000008134 Capital CJPXX C000008135 Morgan VMVXX C000008136 Premier VPMXX C000008137 Reserve JRVXX C000008138 Agency VMIXX C000115390 IM JIMXX N-MFP2 1 primary_doc.xml N-MFP2 0001217286 XXXXXXXX 2017-10-31 0001217286 S000002969 8 N N 333-103022 J.P. Morgan Investment Management Inc. 801-21011 PricewaterhouseCoopers, LLP New York NY J.P. Morgan Investment Management Inc. Boston Financial Data Services, Inc. 0000275143 084-00896 N N N Prime N 21 71 9746421303.18 9398991768.21 9275449378.09 8780084593.68 15916864538.50 15998810106.40 15524682640.18 15709467768.62 0.2615 0.2482 0.2452 0.2333 0.4270 0.4224 0.4105 0.4174 600000979.19 35932194470.87 262000000.00 19601580.35 103952702.41 36447844328.00 36439345881.53 0.0140 1.0003 1.0002 1.0002 1.0002 C000008130 10000000.00 7864053973.82 7862212128.73 1.0003 1.0003 1.0002 1.0002 1003825663.17 829766419.98 552143091.00 963559987.01 1271666681.96 621638554.91 1812439932.10 1301757154.64 4923746498.38 4513809166.26 0.0119 Y JPM Dist Svcs, Shareholder Servicing Contract, 280380.10; C000008135 1000.00 614126926.49 614030658.96 1.0002 1.0002 1.0002 1.0002 1707762347.52 1702807604.24 1355780955.29 1355172198.30 1727920441.94 1736316041.75 1771908409.76 1755291855.96 7267483279.06 7251900860.41 0.0088 Y JPM Dist Svcs, Shareholder Servicing Contract, 35347.66; C000008137 10000000.00 104762958.86 104750072.01 1.0002 1.0001 1.0001 1.0001 448038273.15 448114758.75 366444862.57 364546406.88 464848575.90 462303770.22 490731657.19 486674307.42 1966355920.77 1957930182.94 0.0070 Y JPM Dist Svcs, Shareholder Servicing Contract, 5619.20; C000008136 1000000.00 1115885926.95 1115600238.94 1.0003 1.0003 1.0003 1.0003 1163738180.26 1090420425.56 979398635.11 962364479.43 1192664065.96 1212416851.34 1097576086.20 1081411657.91 4880234189.93 4786548162.87 0.0095 Y JPM Dist Svcs, Shareholder Servicing Contract, 10951.71; C000008138 5000000.00 1329958582.66 1329690597.13 1.0002 1.0002 1.0002 1.0002 3142642903.82 3184298513.99 2549147967.03 2547656163.21 3150276502.69 3143329068.84 3360468352.62 3338665699.75 13572393989.08 13579919945.05 0.0114 Y JPM Dist Svcs, Shareholder Servicing Contract, 47461.48; C000008133 1000.00 2934261.47 2933621.70 1.0002 1.0002 1.0002 1.0002 964.12 8054.95 0.00 14112.23 1.39 84214.46 110471.27 10.18 44967.97 39898.99 0.0043 Y JPM Dist Svcs, Shareholder Servicing Contract, 4559.92; C000008134 50000000.00 23291056221.00 23285573049.28 1.0003 1.0002 1.0002 1.0002 3239468129.78 2761023443.24 2509240934.63 1658172733.73 2447157466.61 2653086848.23 2738965437.35 3942938096.23 12944581814.22 13213919641.87 0.0122 Y JPM Dist Svcs, Shareholder Servicing Contract, 467924.78; C000115390 50000000.00 2125065476.75 2124555514.78 1.0003 1.0003 1.0002 1.0002 160070248.81 94850064.08 126817983.69 112863517.89 93426640.99 269024754.46 73826707.59 111218529.92 489269876.76 615832813.74 0.0124 N ABN-AMRO BANK N.V. (AMSTERDAM) ABN-AMRO BANK N.V. (AMSTERDAM) 1.456 3D6873N BFXS5XCH7N0Y05NIXW11 XS1678034668 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2018-01-02 2018-01-02 2018-01-02 N N N 0.0146 37908649.52 37908649.52 0.0010 N N N N ABN-AMRO BANK N.V. (AMSTERDAM) ABN-AMRO BANK N.V. (AMSTERDAM) 1.396 3D5336N BFXS5XCH7N0Y05NIXW11 XS1672148191 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-21 2017-11-21 2017-11-21 N N N 0.0140 99924224.00 99924224.00 0.0027 N N N N AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 1.501 00850UYA6 549300E7TSGLCOVSY746 US00850UYA68 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-10 2017-11-10 2017-11-10 N N N 0.0150 49980819.50 49980819.50 0.0014 N N N N AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 1.550 00850R5W7 549300E7TSGLCOVSY746 US00850R5W75 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-03 2017-11-03 2017-11-03 N N N 0.0155 50000788.50 50000788.50 0.0014 N N Y N AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 1.500 00850R6L0 549300E7TSGLCOVSY746 US00850R6L02 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-15 2017-11-15 2017-11-15 N N N 0.0150 124003574.92 124003574.92 0.0034 N N N N ALPINE SECURITIZATION ALPINE SECURITIZATION 1.535 02088QAE3 US02088QAE35 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2017-11-26 2017-12-01 2017-12-01 N Y CREDIT SUISSE AG 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0156 30008926.20 30008926.20 0.0008 N N N N ANTALIS SA ANTALIS SA 1.372 03664AZ68 549300G2LM2ZKZ0X4Y50 US03664AZ684 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2017-12-06 2017-12-06 2017-12-06 N Y SOCIETE GENERALE SA 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0137 73106157.60 73106157.60 0.0020 N N N N ASB FINANCE LIMITED ASB FINANCE LIMITED 1.338 0020P5HF9 US0020P5HF93 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-12 2017-12-12 2017-12-12 N N N 0.0136 94014087.78 94014087.78 0.0026 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 1.464 04821UA44 549300BUNY5BIX4CVW20 US04821UA441 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2018-01-04 2018-01-04 2018-01-04 N Y CREDIT AGRICOLE CIB 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0146 24939378.50 24939378.50 0.0007 N N N N AUSTRALIA & NEW ZEALAND BANKING GR LTD-GD CAY AUSTRALIA & NEW ZEALAND BANKING GR LTD-GD CAY 1.170 0QQ001F56 0000859994 Non-Negotiable Time Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-02 2017-11-02 2017-11-02 N N N 0.0117 500000000.00 500000000.00 0.0137 N N Y N AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 1.200 0PY001QM0 0000859994 Non-Negotiable Time Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0120 250000000.00 250000000.00 0.0069 N Y Y N BANCO DEL ESTADO DE CHILE BANCO DEL ESTADO DE CHILE 1.180 05970NY24 US05970NY242 Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-02 2017-11-02 2017-11-02 N N N 0.0118 99523398.18 99523398.18 0.0027 N N Y N BANK NEDERLANDSE GEMEENTEN (BNG) BANK NEDERLANDSE GEMEENTEN (BNG) 1.415 62944HAX9 529900GGYMNGRQTDOO93 US62944HAX98 Financial Company Commercial Paper Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AAA Standard & Poor's Short Rating A-1+ 2018-01-31 2018-01-31 2018-01-31 N N N 0.0142 59784720.00 59784720.00 0.0016 N N N N BANK OF CHINA (HONG KONG) LIMITED BANK OF CHINA (HONG KONG) LIMITED 1.563 06120AZJ1 KNPC1X7GHDZW8U2ZSF89 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-12-18 2017-12-18 2017-12-18 N N N 0.0156 124742833.75 124742833.75 0.0034 N N N N BANK OF CHINA (HONG KONG) LIMITED BANK OF CHINA (HONG KONG) LIMITED 1.561 06120AYL7 US06120AYL78 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-20 2017-11-20 2017-11-20 N N N 0.0156 149879334.00 149879334.00 0.0041 N N N N BANK OF CHINA HONG KONG BRANCH BANK OF CHINA HONG KONG BRANCH 1.563 06119QZJ9 US06119QZJ92 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-12-18 2017-12-18 2017-12-18 N N N 0.0156 69855986.90 69855986.90 0.0019 N N N N BANK OF CHINA HONG KONG BRANCH BANK OF CHINA HONG KONG BRANCH 1.561 06119QY92 US06119QY925 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-09 2017-11-09 2017-11-09 N N N 0.0156 207926628.00 207926628.00 0.0057 N N N N BANK OF MONTREAL-CHICAGO BANK OF MONTREAL-CHICAGO 1.320 06371ELD7 US06371ELD75 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-22 2017-11-22 2017-11-22 N N N 0.0132 64003041.28 64003041.28 0.0018 N N N N BANK OF MONTREAL-CHICAGO BANK OF MONTREAL-CHICAGO 1.424 06371ENY9 US06371ENY94 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-12-19 2018-06-18 2018-06-18 N N N 0.0144 25006497.75 25006497.75 0.0007 N N N N BANK OF MONTREAL-CHICAGO BANK OF MONTREAL-CHICAGO 1.320 06371ELC9 US06371ELC92 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-21 2017-11-21 2017-11-21 N N N 0.0132 25001148.75 25001148.75 0.0007 N N N N BANK OF NOVA SCOTIA - (SCOTIABANK) BANK OF NOVA SCOTIA - (SCOTIABANK) 1.639 06417LEB9 L3I9ZG2KFGXZ61BMYR72 US06417LEB99 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-21 2018-02-21 2018-02-21 N N N 0.0166 60056428.80 60056428.80 0.0016 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 1.438 06417GVY1 US06417GVY15 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-07 2018-07-06 2018-07-06 N N N 0.0146 54999302.05 54999302.05 0.0015 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 1.424 06417GYL6 US06417GYL66 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-12-19 2018-06-15 2018-06-15 N N N 0.0144 84021354.48 84021354.48 0.0023 N N N N BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 1.460 06539REX1 US06539REX17 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2018-03-16 2018-03-16 2018-03-16 N N N 0.0146 130007278.70 130007278.70 0.0036 N N N N BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 1.430 06538N7H4 US06538N7H43 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2018-01-25 2018-01-25 2018-01-25 N N N 0.0143 90015803.10 90015803.10 0.0025 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.459 07645RBA3 US07645RBA32 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2017-11-28 2018-08-22 2018-08-22 N Y ROYAL BANK OF CANADA 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ N 0.0148 49996729.00 49996729.00 0.0014 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.510 07644FAN3 US07644FAN33 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2017-12-20 2018-03-15 2018-03-15 N Y ROYAL BANK OF CANADA 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ N 0.0153 102065630.88 102065630.88 0.0028 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.779 07644DDG0 US07644DDG07 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2017-11-21 2017-12-14 2017-12-14 N Y ROYAL BANK OF CANADA 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ N 0.0180 25017265.00 25017265.00 0.0007 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.459 07645RAZ9 US07645RAZ91 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2017-11-21 2018-08-16 2018-08-16 N Y ROYAL BANK OF CANADA 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ N 0.0148 24999012.25 24999012.25 0.0007 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.477 07645RBD7 US07645RBD70 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2017-11-18 2018-10-12 2018-10-12 N Y ROYAL BANK OF CANADA 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ N 0.0150 19998508.20 19998508.20 0.0005 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.509 07646KBA7 US07646KBA79 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2018-01-20 2018-04-13 2018-04-13 N Y ROYAL BANK OF CANADA 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ N 0.0153 25014816.75 25014816.75 0.0007 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.457 07646KBN9 US07646KBN90 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2017-11-22 2018-08-17 2018-08-17 N Y ROYAL BANK OF CANADA 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ N 0.0148 19999023.80 19999023.80 0.0005 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.790 07646KAL4 US07646KAL44 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2017-11-05 2017-12-27 2017-12-27 N Y ROYAL BANK OF CANADA 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ N 0.0181 42036458.52 42036458.52 0.0012 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.698 07646KAQ3 US07646KAQ31 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2017-11-17 2018-02-12 2018-02-12 N Y ROYAL BANK OF CANADA 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ N 0.0172 18019586.70 18019586.70 0.0005 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.458 07646KBP4 US07646KBP49 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2017-11-11 2018-09-06 2018-09-06 N Y ROYAL BANK OF CANADA 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ N 0.0148 19997638.80 19997638.80 0.0005 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.460 07646KBS8 US07646KBS87 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2017-11-02 2018-09-27 2018-09-27 N Y ROYAL BANK OF CANADA 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ N 0.0148 24994987.75 24994987.75 0.0007 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.479 07645RBC9 US07645RBC97 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2017-11-13 2018-10-04 2018-10-04 N Y ROYAL BANK OF CANADA 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ N 0.0150 84996227.70 84996227.70 0.0023 N N N N BNP PARIBAS GRAND CAYMAN BRANCH BNP PARIBAS GRAND CAYMAN BRANCH 1.180 0BNP05XH2 0000310732 Non-Negotiable Time Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-06 2017-11-06 2017-11-06 N N N 0.0118 250000000.00 250000000.00 0.0069 N N Y N BNP PARIBAS GRAND CAYMAN BRANCH BNP PARIBAS GRAND CAYMAN BRANCH 1.180 0BNP05XD1 0000310732 Non-Negotiable Time Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-02 2017-11-02 2017-11-02 N N N 0.0118 500000000.00 500000000.00 0.0137 N N Y N BNP PARIBAS NY BRANCH BNP PARIBAS NY BRANCH 1.440 05582WL69 US05582WL698 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-27 2018-07-23 2018-07-23 N N N 0.0146 200214916.56 200214916.56 0.0055 N N N N BNP PARIBAS NY BRANCH BNP PARIBAS NY BRANCH 1.464 09659CAG3 R0MUWSFPU8MPRO8K5P83 US09659CAG33 Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2018-01-16 2018-01-16 2018-01-16 N N N 0.0146 51860749.72 51860749.72 0.0014 N N N N BNP PARIBAS NY BRANCH BNP PARIBAS NY BRANCH 1.479 09659CD21 R0MUWSFPU8MPRO8K5P83 US09659CD210 Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2018-04-02 2018-04-02 2018-04-02 N N N 0.0148 99379500.00 99379500.00 0.0027 N N N N BNP PARIBAS NY BRANCH BNP PARIBAS NY BRANCH 1.460 05582WE75 US05582WE750 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2018-03-16 2018-03-16 2018-03-16 N N N 0.0146 130014621.10 130014621.10 0.0036 N N N N BNP PARIBAS SA BNP PARIBAS SA 1.340 0BNP02ET4 R0MUWSFPU8MPRO8K5P83 0000310732 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VIACOM INC NEW X0ST5BPF0CZG9FE5OV61 2057-02-28 6.250000 5000000.00 5012187.50 Corporate Debt Securities TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 2023-06-15 6.750000 125000.00 119906.25 Corporate Debt Securities United States Treasur 2024-02-29 2.125000 37281900.00 37333844.91 U.S. Treasuries (including strips) NEW RESI MTG TR 2017- 2057-04-25 5.453101 124701.00 38870.65 Private Label Collateralized Mortgage Obligations IMPAC SECD ASSETS TR 2037-01-25 1.497880 720127.00 429879.85 Private Label Collateralized Mortgage Obligations DEERE JOHN CAP CORP M 2019-03-04 1.950000 4112000.00 4138224.28 Corporate Debt Securities CATERPILLAR FINL SVCS EDBQKYOPJUCJKLOJDE72 2022-06-06 2.400000 596620.00 604218.95 Corporate Debt Securities CENOVUS ENERGY INC 549300DK79J32SE1QE52 2039-11-15 6.750000 31000.00 37562.23 Corporate Debt Securities BHP BILLITON FIN USA 5493003NUVITP3TMY274 2043-09-30 5.000000 928000.00 1113521.64 Corporate Debt Securities BARCLAYS BK PLC 2023-04-10 7.750000 34102000.00 34980836.96 Corporate Debt Securities TARGET CORP 8WDDFXB5T1Z6J0XC1L66 2047-11-15 3.900000 5670000.00 5623685.55 Corporate Debt Securities ROYAL BK SCOTLAND GRO 2138005O9XJIJN4JPN90 2099-12-31 8.625000 2730000.00 3111727.94 Corporate Debt Securities LOWES COS INC WAFCR4OKGSC504WU3E95 2045-09-15 4.375000 850000.00 920771.24 Corporate Debt Securities AECOM 0EEB8GF0W0NPCIHZX097 2024-10-15 5.875000 100000.00 110651.11 Corporate Debt Securities BOMBARDIER INC 2022-10-15 6.000000 2061000.00 2038157.25 Corporate Debt Securities AMERICAN HOME MTG 200 2045-02-25 2.062880 1160632.00 730737.49 Private Label Collateralized Mortgage Obligations ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 2019-03-15 8.500000 94000.00 103283.54 Corporate Debt Securities Federal National Mort 2024-07-25 4.237880 71615.00 75687.67 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2042-06-25 6.500000 6302948.00 560255.41 Agency Collateralized Mortgage Obligation CWALT INC 2005-80CB 2036-02-25 6.000000 18233794.00 2784206.92 Private Label Collateralized Mortgage Obligations DIAGEO CAP PLC 213800L23DJLALFC4O95 2023-04-29 2.625000 4359000.00 4408282.13 Corporate Debt Securities NEW RESI MTG TR 2017- 2057-05-25 5.340793 1466.00 869.73 Private Label Collateralized Mortgage Obligations CATERPILLAR FINL SVCS EDBQKYOPJUCJKLOJDE72 2020-01-10 2.100000 1948000.00 1968639.06 Corporate Debt Securities DEERE JOHN CAP CORP M E0KSF7PFQ210NWI8Z391 2027-09-08 2.800000 1915000.00 1889764.55 Corporate Debt Securities RABOBANK NEDERLAND NY 2019-01-14 2.250000 3240000.00 3278159.10 Corporate Debt Securities EDF S A 2045-10-13 4.950000 4303000.00 4798253.78 Corporate Debt Securities WAMU MTG CERT 2006-AR 2046-08-25 1.944155 1.00 0.21 Private Label Collateralized Mortgage Obligations XPO LOGISTICS INC 54930096DB9LCLPN7H13 2022-06-15 6.500000 20000.00 21466.11 Corporate Debt Securities TARGET CORP 8WDDFXB5T1Z6J0XC1L66 2046-04-15 3.625000 100000.00 95034.11 Corporate Debt Securities UNION PAC CORP 549300LMMRSZZCZ8CL11 2047-04-15 4.000000 715000.00 751105.91 Corporate Debt Securities United States Treasur 2022-11-30 2.000000 4397800.00 4429758.40 U.S. Treasuries (including strips) PULTE GROUP INC 2026-03-01 5.500000 695000.00 765658.33 Corporate Debt Securities DISH DBS CORP 2024-11-15 5.875000 20000.00 20491.81 Corporate Debt Securities CHENIERE CORPUS CHRIS 549300I7CIEWU1BBLQ53 2024-06-30 7.000000 1300000.00 1512586.11 Corporate Debt Securities CHICAGO ILL BRD ED 2040-12-01 6.519000 1000.00 968.80 Other Instrument Municipal Debt BEAR STEARNS ARM TR 2 2047-06-25 3.601208 3857.00 648.78 Private Label Collateralized Mortgage Obligations BELLEMEADE RE 2017 1 2027-10-25 0.000000 28508000.00 28508285.08 Asset-Backed Securities PARK PLACE SECS 2005- 2035-05-25 2.272880 24400000.00 16077683.19 Asset-Backed Securities UBS GROUP AG 2026-04-15 4.125000 3701000.00 3904863.42 Corporate Debt Securities VIETNAM SOCIALIST REP 2020-01-29 6.750000 990000.00 1096187.40 Other Instrument International Debt CNH INDUSTRIAL CAPITA 2022-04-05 4.375000 413.00 439.37 Corporate Debt Securities Federal National Mort 2042-01-25 7.000000 39999273.00 2436193.06 Agency Collateralized Mortgage Obligation HCA INC L3CJ6J7LJ2DX62FTXD46 2027-02-15 4.500000 500000.00 508500.00 Corporate Debt Securities MADISON ARBOR LTD 2018-12-17 0.000000 1.00 0.57 Asset-Backed Securities US WEST COMMUNICATION 2033-09-15 6.875000 776000.00 768662.70 Corporate Debt Securities LOWES COS INC WAFCR4OKGSC504WU3E95 2046-04-15 3.700000 200000.00 194968.89 Corporate Debt Securities TELECOM ITALIA CAP 549300777DJZOR5C4L39 2034-09-30 6.000000 23000.00 25850.08 Corporate Debt Securities RESIDENTIAL ASSET SEC 2036-02-25 5.750000 2.00 0.32 Private Label Collateralized Mortgage Obligations CUTWATER LTD 2015-I 2027-07-15 7.359170 4902000.00 4873452.33 Asset-Backed Securities DEERE JOHN CAP CORP M E0KSF7PFQ210NWI8Z391 2022-09-08 2.150000 1595000.00 1578787.27 Corporate Debt Securities SOCIETE GENERALE MTN 2021-04-08 2.500000 9247000.00 9277859.30 Corporate Debt Securities UNION PAC CORP 549300LMMRSZZCZ8CL11 2045-01-15 4.150000 150000.00 160700.92 Corporate Debt Securities U S BANCORP MTNS BK E N1GZ7BBF3NP8GI976H15 2022-01-24 2.625000 11492000.00 11716587.20 Corporate Debt Securities WIND ACQUISITION FIN 549300FCMWLDW5KPQH17 2021-04-23 7.375000 6653000.00 6922039.93 Corporate Debt Securities CWALT INC 2006-OA11 2046-09-25 1.487880 61541.00 34759.09 Private Label Collateralized Mortgage Obligations GSAA HEQ TR 2006-1 2036-01-25 1.457880 506306.00 140581.87 Private Label Collateralized Mortgage Obligations EDF S A 549300X3UK4GG3FNMO06 2019-01-22 2.150000 302000.00 304797.28 Corporate Debt Securities PACIFIC GAS & ELEC CO 1HNPXZSMMB7HMBMVBS46 2044-02-15 4.750000 87000.00 98393.33 Corporate Debt Securities MASTR ALTERNATIVE LN 2036-02-25 1.937880 2332.00 260.92 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2006-AR 2046-01-25 2.014155 473930.00 77163.29 Private Label Collateralized Mortgage Obligations SPRINT CAP CORP 2032-03-15 8.750000 172000.00 213053.06 Corporate Debt Securities Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-03 2017-11-03 2017-11-03 N N N 0.0134 200000000.00 200000000.00 0.0055 N N Y N CAISSE DES DEPOTS ET CONSIGNATIONS CAISSE DES DEPOTS ET CONSIGNATIONS 1.420 12800BAW2 969500Q2PFTTP0Y5QL44 US12800BAW28 Non-Financial Company Commercial Paper Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2018-01-30 2018-01-30 2018-01-30 N N N 0.0142 83719508.04 83719508.04 0.0023 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS CAISSE DES DEPOTS ET CONSIGNATIONS 1.420 12800BB19 969500Q2PFTTP0Y5QL44 US12800BB195 Non-Financial Company Commercial Paper Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0142 244162651.25 244162651.25 0.0067 N N N N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 1.779 13608CAK8 2IGI19DL77OX0HC3ZE78 US13608CAK80 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-20 2017-12-20 2017-12-20 N N N 0.0180 25019293.25 25019293.25 0.0007 N N N N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 1.388 13608CCA8 2IGI19DL77OX0HC3ZE78 US13608CCA80 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-21 2018-01-19 2018-01-19 N N N 0.0141 100027041.00 100027041.00 0.0027 N N N N CANADIAN IMPERIAL BANK OF COMMERCE NY BRANCH CANADIAN IMPERIAL BANK OF COMMERCE NY BRANCH 1.780 13608CAB8 2IGI19DL77OX0HC3ZE78 US13608CAB81 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-22 2017-11-27 2017-11-27 N N N 0.0180 75033244.50 75033244.50 0.0021 N N N N CANADIAN IMPERIAL BANK OF COMMERCE NY BRANCH CANADIAN IMPERIAL BANK OF COMMERCE NY BRANCH 1.625 13606BCG9 US13606BCG95 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-09 2017-11-09 2017-11-09 N N N 0.0165 40004638.80 40004638.80 0.0011 N N N N CANCARA ASSET SECURITIZATION LLC CANCARA ASSET SECURITIZATION LLC 1.446 13738KBD8 US13738KBD81 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2018-02-13 2018-02-13 2018-02-13 N Y BANK OF SCOTLAND PLC 0.2632 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 LLOYDS BANK PLC 0.7368 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0145 29874875.10 29874875.10 0.0008 N N N N CANCARA ASSET SECURITIZATION LLC CANCARA ASSET SECURITIZATION LLC 1.321 13738JYF1 US13738JYF10 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2017-11-15 2017-11-15 2017-11-15 N Y BANK OF SCOTLAND PLC 0.2632 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 LLOYDS BANK PLC 0.7368 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0132 24987500.00 24987500.00 0.0007 N N N N CHINA CONSTRUCTION BANK CORPORATION LONDON BRANCH CHINA CONSTRUCTION BANK CORPORATION LONDON BRANCH 1.588 4D2328N XS1610756048 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-06 2017-11-06 2017-11-06 N N N 0.0159 49987003.50 49987003.50 0.0014 N N Y N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 1.560 16891UT27 US16891UT275 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-02 2017-11-02 2017-11-02 N N N 0.0156 95000899.65 95000899.65 0.0026 N N Y N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 1.560 16891UW72 US16891UW725 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-27 2017-11-27 2017-11-27 N N N 0.0156 300017931.00 300017931.00 0.0082 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 1.560 16891UX55 US16891UX558 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-12-04 2017-12-04 2017-12-04 N N N 0.0156 289014759.23 289014759.23 0.0079 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 1.200 0RW002Q87 0001445474 Non-Negotiable Time Deposit Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0120 650000000.00 650000000.00 0.0178 N Y Y N CITIBANK NA-PUERTO RICO CITIBANK NA-PUERTO RICO 1.180 0CPR01JR7 0000036684 Non-Negotiable Time Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-02 2017-11-02 2017-11-02 N N N 0.0118 150000000.00 150000000.00 0.0041 N N Y N CITIBANK NA-PUERTO RICO CITIBANK NA-PUERTO RICO 1.180 0CPR01JT3 0000036684 Non-Negotiable Time Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-02 2017-11-02 2017-11-02 N N N 0.0118 150000000.00 150000000.00 0.0041 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 1.843 0CGL03AA2 82VOJDD5PTRDMVVMGV31 0000831001 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NEW RESI MTG TR 2017- 2057-08-25 0.924770 447545000.00 13129282.11 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-LC15 2047-04-12 3.500000 20505000.00 10922777.01 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 200 2040-09-17 6.214460 16855204.00 4546679.15 Private Label Collateralized Mortgage Obligations COMM 2007-C9 2049-12-10 0.304255 2598990382.00 17428.28 Private Label Collateralized Mortgage Obligations COMM MTG TR 2013-CCRE 2046-03-12 9.536220 9987055.00 8773835.19 Private Label Collateralized Mortgage Obligations GREENWICH CAP CMBS 20 2042-08-12 0.850780 484390000.00 42437.11 Private Label Collateralized Mortgage Obligations LSTAR COML MTG TR 201 2048-04-22 3.177950 1789292.00 1326813.95 Private Label Collateralized Mortgage Obligations MS RESEC TR 2014-R7 2051-01-26 0.037210 17837204.00 17098882.32 Private Label Collateralized Mortgage Obligations WACHOVIA CMBS 2005-C1 2041-10-15 0.446990 50000000.00 1041.60 Private Label Collateralized Mortgage Obligations CWALT INC 2007-OA3 2047-04-25 2.000000 1.00 0.02 Private Label Collateralized Mortgage Obligations BANC AMERICA FDG 2015 2037-06-29 2.001709 21602000.00 11878372.23 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG 20 2049-10-18 0.422220 221500000.00 4149.97 Private Label Collateralized Mortgage Obligations FIRST UNION-LEHMAN BR 2035-11-18 1.045919 15000000.00 3236.95 Private Label Collateralized Mortgage Obligations LB-UBS CMBS 2005-C1 2040-02-15 0.166720 266893000.00 9285.24 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 201 2047-05-17 3.250000 15000000.00 10203857.17 Private Label Collateralized Mortgage Obligations LB COMMERCIAL MTG TR 2035-10-15 1.497085 229500000.00 33270.00 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP 20 2044-12-16 5.931000 14449000.00 14502308.14 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2050-10-12 3.000000 15811000.00 12989052.72 Private Label Collateralized Mortgage Obligations CD 2007-CD4 MTG TRUST 5493006ZXL5DGZK5G872 2049-12-11 0.548930 214557002.00 13257.33 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 199 2040-05-17 1.892890 25500000.00 2851.19 Private Label Collateralized Mortgage Obligations LSTAR COML MTG TR 201 2049-03-12 4.548860 11898000.00 12323050.12 Private Label Collateralized Mortgage Obligations LEHMAN XS TRUST 2007- 2047-03-25 1.477880 50000000.00 20045777.32 Private Label Collateralized Mortgage Obligations SUTHERLAND COML MTG L 2039-06-27 6.750000 11484656.00 10524355.00 Private Label Collateralized Mortgage Obligations Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-01 2017-12-20 2018-02-14 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 50 N Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0187 137400000.00 137400000.00 0.0038 N N N Y CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 1.843 0CGL03AB0 82VOJDD5PTRDMVVMGV31 0000831001 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 2025-02-05 7.375000 1000000.00 1166118.05 Other Instrument International Debt BOLIVARIAN REPUBLIC V 2023-05-07 9.000000 8131900.00 3077924.14 Other Instrument International Debt COSTA RICA REP 2025-04-30 4.375000 2066000.00 2027513.58 Other Instrument International Debt GUATEMALA REP 2028-02-13 4.875000 349000.00 362283.81 Other Instrument International Debt PARAGUAY (REPUBLIC OF 2044-08-11 6.100000 1822000.00 2097223.22 Other Instrument International Debt BANCO NACIONAL DE DES 2023-09-26 5.750000 1950000.00 2123531.04 Other Instrument International Debt BRAZIL FEDERATIVE REP 2027-05-15 10.125000 4000.00 6016.75 Other Instrument International Debt EL SALVADOR REP 2035-06-15 7.650000 1960000.00 2085949.60 Other Instrument International Debt ARGENTINA REP 2022-01-26 5.625000 500000.00 532921.87 Other Instrument International Debt BOLIVARIAN REPUBLIC V 2031-08-05 11.950000 3000000.00 1285641.67 Other Instrument International Debt DOMINICAN REPUBLIC 2018-01-23 9.040000 12215.00 1390.27 Other Instrument International Debt PETROLEOS DE VENEZUELA 2022-02-17 12.750000 493600.00 243077.43 Other Instrument International Debt PETROLEOS DE VENEZUELA 2035-05-17 9.750000 52055.00 20791.63 Other Instrument International Debt SOUTH AFRICA REP 2047-09-27 5.650000 2105000.00 2035190.01 Other Instrument International Debt TAJIKISTAN REP 2027-09-14 7.125000 710000.00 688630.48 Other Instrument International Debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2019-10-14 8.875000 5000.00 5705.95 Other Instrument International Debt BANCO NACIONAL DE DES 2018-06-16 6.369000 4850000.00 5066328.18 Other Instrument International Debt ARGENTINA REP 2033-12-31 8.280000 391.00 655.28 Other Instrument International Debt BANCO NACIONAL DE DES 2019-04-14 4.000000 4580000.00 4644527.11 Other Instrument International Debt DOMINICAN REPUBLIC 2025-01-27 5.500000 467000.00 501726.64 Other Instrument International Debt COSTA RICA REP 2020-08-01 9.995000 3000.00 3569.96 Other Instrument International Debt COSTA RICA REP 2045-03-12 7.158000 4000000.00 4318971.33 Other Instrument International Debt PETROLEOS DE VENEZUELA 2020-10-27 8.500000 697000.00 440910.58 Other Instrument International Debt REPUBLIC OF VENEZUELA 2018-12-01 7.000000 988000.00 638906.66 Other Instrument International Debt REPUBLIC OF VENEZUELA 2038-03-31 7.000000 209500.00 68051.42 Other Instrument International Debt UKRAINE CABINET OF MI 2021-09-01 7.750000 223000.00 241142.54 Other Instrument International Debt EL SALVADOR REP 2023-01-24 7.750000 4020000.00 4402671.61 Other Instrument International Debt BANCO NACIONAL DE COS 2021-04-25 5.875000 50000.00 52113.96 Other Instrument International Debt BOLIVARIAN REPUBLIC V 2028-05-07 9.250000 47283300.00 17986961.37 Other Instrument International Debt GUATEMALA REP 2027-06-05 4.375000 2081000.00 2107518.30 Other Instrument International Debt PARAGUAY (REPUBLIC OF 2026-04-15 5.000000 609000.00 656028.33 Other Instrument International Debt REPUBLIC OF VENEZUELA 2024-10-13 8.250000 56847700.00 19068139.77 Other Instrument International Debt ARGENTINA REP 2046-04-22 7.625000 50000.00 56320.31 Other Instrument International Debt KINGDOM OF BAHRAIN 2028-10-12 7.000000 6430000.00 6631866.28 Other Instrument International Debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2047-02-21 5.625000 5351000.00 5500493.56 Other Instrument International Debt HONDURAS REP 2027-01-19 6.250000 4154000.00 4549620.04 Other Instrument International Debt BRAZIL FEDERATIVE REP 2030-03-06 12.250000 200000.00 335243.06 Other Instrument International Debt ARGENTINA REP 2027-01-26 6.875000 925000.00 1024106.68 Other Instrument International Debt EL SALVADOR REP 2041-02-01 7.625000 224000.00 235803.12 Other Instrument International Debt EL SALVADOR REP 2027-01-18 6.375000 1144000.00 1153426.08 Other Instrument International Debt BOLIVARIAN REPUBLIC V 2026-10-21 11.750000 126000.00 51441.25 Other Instrument International Debt DOMINICAN REPUBLIC 2021-05-06 7.500000 2364000.00 2701362.50 Other Instrument International Debt DOMINICAN REPUBLIC 2045-01-27 6.850000 2321000.00 2623626.16 Other Instrument International Debt PETROLEOS DE VENEZUELA 2021-11-17 9.000000 5405.00 2617.10 Other Instrument International Debt PETROLEOS DE VENEZUELA 2026-11-15 6.000000 4648278.00 1453361.58 Other Instrument International Debt TRINIDAD & TOBAGO REP 2024-01-16 4.375000 410000.00 420537.17 Other Instrument International Debt REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 2045-02-17 6.625000 200000.00 217207.61 Other Instrument International Debt VENEZUELA REP 2027-09-15 9.250000 10616000.00 3907956.02 Other Instrument International Debt VENEZUELA REP 2034-01-13 9.375000 11039000.00 4036134.37 Other Instrument International Debt BRAZIL FEDERATIVE REP 2024-04-15 8.875000 681000.00 877771.17 Other Instrument International Debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2018-01-15 8.000000 7105000.00 409329.14 Other Instrument International Debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2021-01-22 4.875000 2178000.00 2356391.81 Other Instrument International Debt EURO BK RECON & DEV E 549300HTGDOVDU6OGK19 2020-05-05 1.625000 22594116.00 22671488.29 Corporate Debt Securities TRINIDAD & TOBAGO REP 2026-08-04 4.500000 564000.00 574363.50 Other Instrument International Debt BANCO NACIONAL DE DES 2024-05-09 4.750000 200000.00 206438.89 Other Instrument International Debt COSTA RICA REP 2023-01-26 4.250000 615000.00 615747.40 Other Instrument International Debt ESTADO PLURINACIONAL 2028-03-20 4.500000 5046000.00 4933095.75 Other Instrument International Debt REPUBLIC OF VENEZUELA 2020-12-09 6.000000 36938500.00 15372572.35 Other Instrument International Debt REPUBLIC OF VENEZUELA 2019-10-13 7.750000 17758600.00 8349649.76 Other Instrument International Debt EL SALVADOR REP 2034-09-21 7.625000 70000.00 77593.06 Other Instrument International Debt PARAGUAY (REPUBLIC OF 2023-01-25 4.625000 617000.00 663172.17 Other Instrument International Debt PARAGUAY (REPUBLIC OF 2027-03-27 4.700000 449000.00 472320.56 Other Instrument International Debt BOLIVARIAN REPUBLIC V 2022-08-23 12.750000 177300.00 81838.72 Other Instrument International Debt ARGENTINA REP 2021-04-22 6.875000 709000.00 775801.09 Other Instrument International Debt PARAGUAY (REPUBLIC OF 2027-03-27 4.700000 1114000.00 1171859.92 Other Instrument International Debt EL SALVADOR REP 2019-12-01 7.375000 100000.00 106447.92 Other Instrument International Debt TRINIDAD & TOBAGO REP 2026-08-04 4.500000 315000.00 320788.12 Other Instrument International Debt BANCO NACIONAL DE DES 2019-04-14 4.000000 8600000.00 8721164.44 Other Instrument International Debt BRAZIL FEDERATIVE REP 2024-04-15 8.875000 278000.00 358326.56 Other Instrument International Debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2034-01-20 8.250000 15659000.00 20664334.09 Other Instrument International Debt COSTA RICA REP 2044-04-04 7.000000 2348000.00 2477727.00 Other Instrument International Debt SOUTH AFRICA REP 2046-10-12 5.000000 770000.00 689410.94 Other Instrument International Debt UKRAINE CABINET OF MI 2027-09-01 7.750000 325000.00 339760.42 Other Instrument International Debt VENEZUELA REP 2018-08-15 13.625000 13000.00 9701.43 Other Instrument International Debt REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 2027-03-25 6.000000 224000.00 237677.44 Other Instrument International Debt EL SALVADOR REP 2025-01-30 5.875000 5746000.00 5730777.09 Other Instrument International Debt ARGENTINE REPUBLIC 2036-07-06 7.125000 150000.00 164064.06 Other Instrument International Debt BANCO NACIONAL DE DES 2019-06-10 6.500000 2224000.00 2404829.73 Other Instrument International Debt DOMINICAN REPUBLIC 2044-04-30 7.450000 270000.00 320005.88 Other Instrument International Debt DOMINICAN REPUBLIC 2027-01-25 5.950000 13200000.00 14399440.00 Other Instrument International Debt ARGENTINA REP 2035-12-15 0.000000 20000000.00 2250000.00 Other Instrument International Debt ARGENTINA REP 2026-04-22 7.500000 14121000.00 15969085.87 Other Instrument International Debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2037-01-20 7.125000 115000.00 139493.80 Other Instrument International Debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2025-01-07 4.250000 3084000.00 3171765.50 Other Instrument International Debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2026-04-07 6.000000 4307541.00 4800754.45 Other Instrument International Debt Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-01 2017-12-20 2018-02-14 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 50 N Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0187 237400000.00 237400000.00 0.0065 N N N Y COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 1.408 20272AXF8 MSFSBD3QN1GSN7Q6C537 US20272AXF82 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-05 2018-05-31 2018-05-31 N N N 0.0143 50013245.00 50013245.00 0.0014 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 1.417 20272AYB6 MSFSBD3QN1GSN7Q6C537 US20272AYB69 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-23 2018-08-17 2018-08-17 N N N 0.0145 87378941.45 87378941.45 0.0024 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 1.425 20272AYG5 MSFSBD3QN1GSN7Q6C537 US20272AYG56 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-08 2018-08-31 2018-08-31 N N N 0.0145 45006066.90 45006066.90 0.0012 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 1.668 20272AVT0 MSFSBD3QN1GSN7Q6C537 US20272AVT05 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-17 2018-02-12 2018-02-12 N N N 0.0169 97103585.33 97103585.33 0.0027 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 1.649 20272AVV5 MSFSBD3QN1GSN7Q6C537 US20272AVV50 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-22 2018-02-15 2018-02-15 N N N 0.0167 36036993.60 36036993.60 0.0010 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 1.759 20272AVK9 MSFSBD3QN1GSN7Q6C537 US20272AVK95 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-13 2018-01-08 2018-01-08 N N N 0.0178 50048548.00 50048548.00 0.0014 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 1.758 20272AVF0 MSFSBD3QN1GSN7Q6C537 US20272AVF01 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-12 2018-01-05 2018-01-05 N N N 0.0178 125117557.50 125117557.50 0.0034 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 1.437 20272AYU4 MSFSBD3QN1GSN7Q6C537 US20272AYU41 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-17 2018-10-12 2018-10-12 N N N 0.0146 164985697.80 164985697.80 0.0045 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 1.439 20272AYV2 MSFSBD3QN1GSN7Q6C537 US20272AYV24 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-16 2018-10-10 2018-10-10 N N N 0.0146 82994594.21 82994594.21 0.0023 N N N N COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH 1.489 0D8170N MSFSBD3QN1GSN7Q6C537 XS1602282029 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-20 2018-04-18 2018-04-18 N N N 0.0151 160014948.80 160014948.80 0.0044 N N N N COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH 1.679 9C5420N XS1569116079 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-16 2018-02-15 2018-02-15 N N N 0.0170 125014642.50 125014642.50 0.0034 N N N N COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH 1.538 0D6087N MSFSBD3QN1GSN7Q6C537 XS1596700077 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-06 2018-04-05 2018-04-05 N N N 0.0156 59997402.00 59997402.00 0.0016 N N N N COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH 1.649 9C6987N XS1572342183 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-23 2018-02-23 2018-02-23 N N N 0.0167 120003698.40 120003698.40 0.0033 N N N N COOPERATIEVE RABOBANK U.A COOPERATIEVE RABOBANK U.A 1.200 0RAB01HQ9 0001098062 Non-Negotiable Time Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0120 350000000.00 350000000.00 0.0096 N Y Y N COOPERATIEVE RABOBANK U.A COOPERATIEVE RABOBANK U.A 1.210 0RAB01HL0 0001098062 Non-Negotiable Time Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0121 150000000.00 150000000.00 0.0041 N Y Y N COOPERATIEVE RABOBANK U.A COOPERATIEVE RABOBANK U.A 1.655 9C7039N XS1572747753 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-01 2018-02-20 2018-02-20 N N N 0.0168 290099806.40 290099806.40 0.0080 N N N N CREDIT AGRICOLE CIB NEW YORK CREDIT AGRICOLE CIB NEW YORK 1.408 22532XGK8 US22532XGK81 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-25 2018-02-26 2018-02-26 N N N 0.0143 105028891.80 105028891.80 0.0029 N N N N CREDIT AGRICOLE CIB NEW YORK CREDIT AGRICOLE CIB NEW YORK 1.080 0QV001P83 0001330437 Non-Negotiable Time Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0108 25196000.00 25196000.00 0.0007 N Y Y N CREDIT INDUSTRIEL ET COMMERCIAL CREDIT INDUSTRIEL ET COMMERCIAL 1.170 0CIE04DJ2 0001274419 Non-Negotiable Time Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-02 2017-11-02 2017-11-02 N N N 0.0117 400000000.00 400000000.00 0.0110 N N Y N CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 1.405 22536UHN3 US22536UHN37 0001274419 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-12 2018-03-09 2018-03-09 N N N 0.0142 90023727.60 90023727.60 0.0025 N N N N CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 1.400 22536UKG4 US22536UKG49 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-26 2018-02-26 2018-02-26 N N N 0.0142 200049038.00 200049038.00 0.0055 N N N N CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 1.408 22536UHF0 US22536UHF03 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-05 2018-03-02 2018-03-02 N N N 0.0143 65017561.05 65017561.05 0.0018 N N N N CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 1.385 22536UGC8 US22536UGC80 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-10 2017-11-10 2017-11-10 N N N 0.0140 30001836.30 30001836.30 0.0008 N N N N CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 1.377 22536UME7 US22536UME72 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-18 2018-03-19 2018-03-19 N N N 0.0140 61008305.76 61008305.76 0.0017 N N N N CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 1.389 22536UKZ2 US22536UKZ20 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-16 2018-02-16 2018-02-16 N N N 0.0141 66015717.90 66015717.90 0.0018 N N N N CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 1.429 22549LEP6 US22549LEP67 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-13 2018-04-20 2018-04-20 N N N 0.0145 149997669.00 149997669.00 0.0041 N N N N CREDIT SUISSE SEC (USA) LLC (REPO) CREDIT SUISSE SEC (USA) LLC (REPO) 1.360 0CSF12JV8 1V8Y6QCX6YMJ2OELII46 0001230485 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OAKTOWN RE LTD 549300CG2B8QR5YHPJ68 2027-04-25 0.000000 28635000.00 27752614.03 Asset-Backed Securities SOUNDVIEW HOME LOAN T 2037-02-25 3.237880 26945000.00 2699095.32 Asset-Backed Securities ATLAS SR LN FD V LTD 5493004PDQETMPM6YK04 2026-07-16 0.000000 34095500.00 19645197.39 Asset-Backed Securities CATAMARAN CLO 2015-1 2027-04-22 0.000000 28348000.00 16408319.80 Asset-Backed Securities VOLT XIX LLC 2055-04-25 5.000000 30500000.00 30499442.17 Asset-Backed Securities VOLT XXII LLC 2055-02-25 4.250000 10002000.00 9966209.97 Asset-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-02 2017-11-02 2017-11-02 N N N 0.0136 100000000.00 100000000.00 0.0027 N N Y N CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 1.738 0CSN01HE4 1V8Y6QCX6YMJ2OELII46 0001230485 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CSMC 2015-PR1 TR 2055-02-25 3.835315 16368000.00 14802395.71 Asset-Backed Securities CWALT INC. 2004-2CB 2034-11-25 5.674970 1970500.00 831047.49 Private Label Collateralized Mortgage Obligations DEUTSCHE BK AG FRANKF 2020-07-01 4.825500 10954046.00 11174769.84 Asset-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2043-08-25 1.488810 67088000.00 6332811.74 Private Label Collateralized Mortgage Obligations GCAT 2016-1 LLC 2021-03-25 4.500000 7411000.00 4262171.47 Asset-Backed Securities GMACM MORTGAGE LOAN T 2035-07-25 5.750000 2696000.00 1518.20 Private Label Collateralized Mortgage Obligations INDYMAC INDX MORTGAGE 2035-03-25 1.897880 5000000.00 76759.28 Private Label Collateralized Mortgage Obligations VENTURE XIV CLO LTD / 2029-08-28 0.000000 3000000.00 1632045.15 Asset-Backed Securities WELLS FARGO MORTGAGE 2036-03-25 5.500000 256000.00 44.09 Private Label Collateralized Mortgage Obligations SPIRE INC. 2017-11-01 0.000000 8400000.00 8398401.83 Money Market NAAC ALTERNATIVE LOAN 2036-08-25 5.978000 7908000.00 2484316.83 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAPITA 549300L4MTDYOGN41P48 2049-04-12 5.937830 5876000.00 5874825.00 Private Label Collateralized Mortgage Obligations PRIME MORTGAGE TRUST 2036-06-25 5.500000 7100000.00 506992.13 Private Label Collateralized Mortgage Obligations 3C7/REG S RESI FINANC 2037-06-10 1.905000 15199000.00 28577.28 Private Label Collateralized Mortgage Obligations SMB PRIVATE ED LN TR 2046-09-18 0.000000 20438.00 6536.41 Asset-Backed Securities TABERNA PREFERRED FUN U03UUQ0VYFBPHFC9G558 2036-02-05 2.111670 2000000.00 355004.01 Asset-Backed Securities SOFI CONSUMER LN PROG 2028-09-25 3.060000 1650000.00 1050796.71 Asset-Backed Securities RIVERVIEW HECM TRUST 54930015WUX59FYEOL81 2047-05-25 0.000000 8024000.00 36201.97 Asset-Backed Securities LNR CDO IV LTD. 549300FIVXZ33M229N06 2043-05-28 1.584440 2563019.00 213508.87 Asset-Backed Securities NATIONAL COLLEGIATE V 2038-03-26 1.296000 5000000.00 1811879.39 Asset-Backed Securities CHL MORTGAGE PASS-THR 2037-02-25 1.607880 2050000.00 212497.43 Private Label Collateralized Mortgage Obligations CONSUMER 5.5% 07/22 2022-07-15 5.500000 18650000.00 18053926.03 Asset-Backed Securities ACADEMIC LN FDG TR 20 2044-12-27 0.000000 2500.00 2227519.99 Asset-Backed Securities CITIGROUP MORTGAGE LO 2036-11-25 1.587880 14210000.00 1518223.93 Private Label Collateralized Mortgage Obligations STRUCTURED ASSET SECU 2034-03-27 5.500000 60625000.00 779345.87 Private Label Collateralized Mortgage Obligations SEQUOIA MORTGAGE TRUS 2026-10-19 2.437770 2316000.00 3296.42 Private Label Collateralized Mortgage Obligations SEQUOIA MORTGAGE TRUS 2047-01-20 3.168030 25000.00 3373.51 Private Label Collateralized Mortgage Obligations NATIONAL COLLEGIATE 2 2038-03-31 2.087220 19673000.00 6928550.44 Asset-Backed Securities NATIONAL COLLEGIATE I 2045-06-01 0.000000 4950000.00 1583999.96 Asset-Backed Securities GCMO 144ANOMURA 04-R1 2036-01-25 5.654000 1094936.00 374372.46 Private Label Collateralized Mortgage Obligations NOVASTAR MORTGAGE FUN 2046-09-25 1.477880 10000000.00 31955.86 Private Label Collateralized Mortgage Obligations OFSI FD V LTD 2025-04-17 0.000000 15250000.00 3076672.20 Asset-Backed Securities PROSPER MARKETPLACE I 2023-11-15 3.360000 12000000.00 11998154.57 Asset-Backed Securities INSTITUTIONAL SECURED 2017-11-01 0.000000 6275000.00 6274796.16 Money Market MERRILL LYNCH MORTGAG 2030-07-25 2.167880 3500000.00 316066.42 Private Label Collateralized Mortgage Obligations ALTERNATIVE LOAN TRUS 2036-11-25 6.500000 16355000.00 2843968.27 Private Label Collateralized Mortgage Obligations ALTERNATIVE LOAN TRUS 2047-04-25 1.417880 30439200.00 420074.64 Private Label Collateralized Mortgage Obligations VOLT LIX LLC 2047-05-25 3.250000 10000000.00 7297216.99 Asset-Backed Securities BCAP LLC 2010-RR11 TR 2036-06-27 3.602940 5976000.00 69987.43 Private Label Collateralized Mortgage Obligations CWALT INC. 2004-2CB 2031-11-25 6.283220 890000.00 53878.49 Private Label Collateralized Mortgage Obligations ALESCO PREFERRED FUND 2035-12-23 1.708330 2000000.00 807359.21 Asset-Backed Securities BATTALION CLO XI LTD 549300O0R7FIDPTPCK50 2029-10-24 0.000000 5000000.00 4631249.90 Asset-Backed Securities VOLT XXII LLC 2055-02-25 4.250000 11900000.00 11857418.39 Asset-Backed Securities VOLT LIV LLC 2047-02-25 5.875000 2000000.00 2018051.66 Asset-Backed Securities CSMC 2015 RPL1 TR 2057-02-25 4.643536 18945000.00 18847050.95 Private Label Collateralized Mortgage Obligations IMPERIAL CMB TRUST SE 2035-03-25 1.937880 20000000.00 560946.01 Private Label Collateralized Mortgage Obligations INDYMAC INDX MORTGAGE 2035-03-25 1.687880 6000000.00 745114.74 Private Label Collateralized Mortgage Obligations TELOS CLO 2014-6 LTD 549300S94NIRW4K03T89 2027-01-17 0.000000 4700000.00 2936957.65 Asset-Backed Securities CONSUMER 3.96% 07/22 2022-07-15 3.960000 1000000.00 1003874.52 Asset-Backed Securities SPIRE INC. 2017-11-28 0.000000 10000000.00 9990382.19 Money Market ALTERNATIVE LOAN TRUS 2036-07-25 1.947880 9640000.00 705906.21 Private Label Collateralized Mortgage Obligations BANC OF AMERICA FUNDI 2047-01-20 3.463340 75631200.00 3927849.62 Private Label Collateralized Mortgage Obligations CWMBS INC. 2004-21 2035-04-25 2.458510 1400000.00 89451.92 Private Label Collateralized Mortgage Obligations GAGE MINERALS 2036-05-25 5.000000 8800000.00 442788.66 Private Label Collateralized Mortgage Obligations HELIOS ISSUER LLC 2049-09-20 6.000000 4000000.00 3392251.57 Asset-Backed Securities CSMC 2017-1 TR 2021-03-25 4.500000 400000.00 311180.24 Asset-Backed Securities CWALT INC. 2005-13C 2035-05-25 1.737880 4400000.00 471290.61 Private Label Collateralized Mortgage Obligations DEUTSCHE MORTGAGE SEC 2033-12-25 5.670000 4470000.00 1684497.54 Private Label Collateralized Mortgage Obligations GCAT 2016-1 LLC 2021-03-25 4.750000 1164000.00 1166646.12 Asset-Backed Securities GSR MORTGAGE LOAN TRU 2037-01-25 1.537880 1650000.00 180819.08 Private Label Collateralized Mortgage Obligations ALESCO PREFERRED FUND 2035-07-23 1.689400 5000000.00 1517475.83 Asset-Backed Securities ALESCO PREFFERRED FUN 2036-06-23 1.688330 3407000.00 1854987.85 Asset-Backed Securities CWALT INC. 2006-J3 2036-05-25 1.637880 18896000.00 449611.15 Private Label Collateralized Mortgage Obligations VOLT XXIV LLC 2055-02-25 4.250000 5334000.00 5315215.97 Asset-Backed Securities VOLT XXXVIII LLC 2045-09-25 4.500000 2667000.00 2665634.14 Asset-Backed Securities VOLT LVIII LLC 2047-05-28 3.375000 2700000.00 1704334.21 Asset-Backed Securities NATIONAL COLLEGIATE I 2045-06-01 0.000000 4950000.00 1583999.96 Asset-Backed Securities NATIONAL COLLEGIATE V 2038-03-25 0.000000 3837000.00 1781041.36 Asset-Backed Securities SEQUOIA MORTGAGE TRUS 2035-04-20 3.452060 696000.00 145751.06 Private Label Collateralized Mortgage Obligations SERIES RRX 2014-1 TR 5493009NOM6OPSHLLP64 2044-08-26 0.000000 10550000.00 9300880.24 Asset-Backed Securities SOFI CONSUMER LN PROG 2025-10-27 4.770000 2000000.00 2078974.85 Asset-Backed Securities VOLT XL LLC 2045-11-27 4.875000 7881000.00 7880835.79 Asset-Backed Securities AVANT LNS FDG TR 2017 2022-09-15 3.650000 240000.00 241424.97 Asset-Backed Securities CHL MORTGAGE PASS-THR 2037-01-25 6.000000 2000000.00 316577.15 Private Label Collateralized Mortgage Obligations CSMC MORGAGE-BACKED T 2037-04-25 1.487880 6000000.00 216651.10 Private Label Collateralized Mortgage Obligations AMERICAN HOME MORTGAG 2045-06-25 1.807880 55000000.00 10538040.38 Private Label Collateralized Mortgage Obligations NEW RESIDENTIAL MTG L 2057-08-27 0.000000 15815500.00 6326200.09 Asset-Backed Securities NAAC ALTERNATIVE LOAN 2036-08-25 6.215000 4738000.00 1487766.29 Private Label Collateralized Mortgage Obligations PROSPER MARKETPLACE I 2023-11-15 2.360000 2000000.00 1997800.04 Asset-Backed Securities TRAPEZA CDO XIII LTD/ 549300RCEBS0NU2XTB74 2042-11-09 1.591390 2500000.00 1601955.44 Asset-Backed Securities LUMINENT MORTGAGE TRU 2036-04-25 1.477880 341.00 68.34 Private Label Collateralized Mortgage Obligations NEW RESIDENTIAL MTG L 2057-02-25 0.000000 17065773.00 5838383.94 Asset-Backed Securities ENGS COML FIN TR 2015 2021-10-22 2.310000 320000.00 99044.70 Asset-Backed Securities GREENPOINT MORTGAGE F 2046-12-25 1.317220 100000000.00 15818.40 Private Label Collateralized Mortgage Obligations CITICORP MORTGAGE SEC 2037-06-25 6.000000 1612500.00 173094.79 Private Label Collateralized Mortgage Obligations SOLARCITY FTE SER 1 L 2048-09-20 6.850000 11450000.00 9886099.55 Asset-Backed Securities ALPINE SECRTZATION LT 2018-08-06 0.100000 10527000.00 10445460.57 Money Market LENDINGCLUB 6.5% 06/2 2022-06-15 6.500000 3000000.00 3082358.07 Asset-Backed Securities CWMBS INC. 2004-21 2035-02-25 3.701290 5350000.00 183695.23 Private Label Collateralized Mortgage Obligations BANC OF AMERICA FUNDI 2036-08-25 1.547880 13161123.00 115035.39 Private Label Collateralized Mortgage Obligations CITICORP MORTGAGE SEC 549300ISEJNGWSXAKR30 2035-03-25 5.418610 411000.00 176.38 Private Label Collateralized Mortgage Obligations ALTERNATIVE LOAN TRUS 2047-04-25 1.417880 54188680.00 1223824.28 Private Label Collateralized Mortgage Obligations FREDDIE MAC SERIES 3 S6XOOCT0IEG5ABCC6L87 2020-01-25 1.183730 214903482.00 3191568.00 Private Label Collateralized Mortgage Obligations GSAMP TRUST 2004-HE2 2035-06-25 5.736870 5000000.00 851362.58 Private Label Collateralized Mortgage Obligations HELIOS ISSUER LLC 2049-09-20 4.940000 150000.00 148094.03 Asset-Backed Securities HOME EQUITY MORTGAGE 2037-01-25 1.737880 34000000.00 756415.00 Private Label Collateralized Mortgage Obligations OZLM VI LTD 2026-04-17 0.000000 6400000.00 2793580.82 Asset-Backed Securities NATIONAL COLLEGIATE I 2038-03-25 0.000000 10000000.00 3104406.00 Asset-Backed Securities NATIONAL COLLEGIATE V 2038-03-25 0.000000 3812000.00 1769505.60 Asset-Backed Securities SU CASITA TRUST 2035-08-26 1.468330 88931674.00 18065791.80 Private Label Collateralized Mortgage Obligations VOLT XXV LLC 2045-06-26 4.500000 8890000.00 8750578.33 Asset-Backed Securities VOLT NPL X LLC 2054-10-26 4.750000 2189000.00 229233.50 Asset-Backed Securities SEQUOIA MORTGAGE TRUS 2035-10-20 1.463880 2093000.00 1024191.63 Private Label Collateralized Mortgage Obligations Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-02 2017-11-02 2017-11-02 Y CREDIT SUISSE SECURITIES (USA) LLC 1.0000 2 N Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N N 0.0176 300000000.00 300000000.00 0.0082 N N Y N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 1.529 2284K1CN1 549300LXH4KLRKIKII81 US2284K1CN10 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2018-03-22 2018-03-22 2018-03-22 N Y CREDIT SUISSE AG 0.8710 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 STATE STREET BANK & TRUST CO. (BOSTON) 0.1290 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0153 99406756.00 99406756.00 0.0027 N N N N DANSKE CORPORATION DANSKE CORPORATION 1.301 2363F6YL8 US2363F6YL88 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-20 2017-11-20 2017-11-20 N N N 0.0130 99931278.00 99931278.00 0.0027 N N N N DEXIA CREDIT LOCAL (SOVEREIGN GUARANTEED) DEXIA CREDIT LOCAL (SOVEREIGN GUARANTEED) 1.488 0D8940N F4G136OIPBYND1F41110 FR0124372725 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2017-11-25 2018-01-19 2018-01-19 N Y DEXIA GROUP 1.0000 Fitch Long Rating BBB+ Fitch Short Rating F2 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A- Standard & Poor's Short Rating A-2 N 0.0151 100002213.00 100002213.00 0.0027 N N N N DEXIA CREDIT LOCAL (SOVEREIGN GUARANTEED) DEXIA CREDIT LOCAL (SOVEREIGN GUARANTEED) 1.473 1D2219N F4G136OIPBYND1F41110 FR0124372733 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2017-11-04 2018-02-01 2018-02-01 N Y DEXIA GROUP 1.0000 Fitch Long Rating BBB+ Fitch Short Rating F2 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A- Standard & Poor's Short Rating A-2 N 0.0149 390059631.00 390059631.00 0.0107 N N N N DEXIA CREDIT LOCAL (SOVEREIGN GUARANTEED) DEXIA CREDIT LOCAL (SOVEREIGN GUARANTEED) 1.408 2D0407N F4G136OIPBYND1F41110 FR0124372865 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2017-11-12 2018-03-08 2018-03-08 N Y DEXIA GROUP 1.0000 Fitch Long Rating BBB+ Fitch Short Rating F2 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A- Standard & Poor's Short Rating A-2 N 0.0143 149994753.00 149994753.00 0.0041 N N N N DEXIA CREDIT LOCAL (SOVEREIGN GUARANTEED) DEXIA CREDIT LOCAL (SOVEREIGN GUARANTEED) 1.432 3D6902N F4G136OIPBYND1F41110 FR0124534415 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2017-11-30 2018-05-30 2018-05-30 N Y DEXIA GROUP 1.0000 Fitch Long Rating BBB+ Fitch Short Rating F2 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A- Standard & Poor's Short Rating A-2 N 0.0145 205011902.30 205011902.30 0.0056 N N N N DEXIA CREDIT LOCAL (SOVEREIGN GUARANTEED) DEXIA CREDIT LOCAL (SOVEREIGN GUARANTEED) 1.488 0D8690N F4G136OIPBYND1F41110 FR0124372709 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2017-11-24 2018-01-19 2018-01-19 N Y DEXIA GROUP 1.0000 Fitch Long Rating BBB+ Fitch Short Rating F2 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A- Standard & Poor's Short Rating A-2 N 0.0151 5000110.50 5000110.50 0.0001 N N N N DNB BANK ASA DNB BANK ASA 1.080 0DEN02BL5 0001498632 Non-Negotiable Time Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0108 520000000.00 520000000.00 0.0143 N Y Y N DNB BANK ASA DNB BANK ASA 1.369 2332K4GJ7 549300GKFG0RYRRQ1414 US2332K4GJ73 Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-21 2018-04-13 2018-04-13 N N N 0.0139 65007644.00 65007644.00 0.0018 N N N N DNB BANK ASA DNB BANK ASA 1.389 2332K4GM0 549300GKFG0RYRRQ1414 US2332K4GM03 Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-20 2018-06-20 2018-06-20 N N N 0.0141 100002507.00 100002507.00 0.0027 N N N N DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 1.419 4D8313N XS1706543318 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2018-02-08 2018-02-08 2018-02-08 N N N 0.0142 124500270.00 124500270.00 0.0034 N N N N DZ BANK AG - NEW YORK DZ BANK AG - NEW YORK 1.352 26821DAK9 529900HNOAA1KXQJUQ27 US26821DAK90 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-29 2018-02-28 2018-02-28 N N N 0.0137 75005482.50 75005482.50 0.0021 N N N N ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 1.363 29604CZV7 7TG4VWERK338227TR435 US29604CZV70 Non-Financial Company Commercial Paper Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-12-29 2017-12-29 2017-12-29 N N N 0.0136 54885073.10 54885073.10 0.0015 N N N N FAIRWAY FINANCE CORPORATION FAIRWAY FINANCE CORPORATION 1.357 30601YVU6 549300GKD6SUOVFV4H89 US30601YVU62 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2017-11-17 2017-12-18 2017-12-18 N Y BANK OF MONTREAL 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0138 37006802.08 37006802.08 0.0010 N N N N FIRST ABU DHABI BANK PJSC FIRST ABU DHABI BANK PJSC 1.301 31849HYD8 2138002Y3WMK6RZS8H90 US31849HYD87 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-13 2017-11-13 2017-11-13 N N N 0.0130 189923979.10 189923979.10 0.0052 N N N N HSBC SECURITIES (USA) INC HSBC SECURITIES (USA) INC 1.410 0HSN20NS5 CYYGQCGNHMHPSMRL3R97 0001140465 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N QGOG CONSTELLATION S 2024-11-09 9.500000 15260000.00 11445000.15 Corporate Debt Securities GULFPORT ENERGY CORP 549300FJX18IDUFPHD40 2023-05-01 6.625000 3500000.00 3578749.87 Corporate Debt Securities KINETIC CONCEPTS INC 2021-02-15 7.875000 4725000.00 4914000.05 Corporate Debt Securities JEFFERIES FIN LLC/JFI 2024-08-15 7.250000 800000.00 816000.04 Corporate Debt Securities YUM BRANDS INC COM 549300JE8XHZZ7OHN517 2023-11-01 3.875000 4300000.00 4321499.84 Corporate Debt Securities BOYD GAMING CORPORATI 2026-04-01 6.375000 14500000.00 15877499.36 Corporate Debt Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2022-04-15 8.750000 2440000.00 2000800.00 Corporate Debt Securities HERC RENTALS INC 549300PT6NAGYIL3VL19 2022-06-01 7.500000 72000.00 77781.59 Corporate Debt Securities HUDBAY MINERALS INC. 549300WI524AL577IX21 2023-01-15 7.250000 650000.00 695694.98 Corporate Debt Securities NETFLIX INC D PFD 549300Y7VHGU0I7CE873 2022-02-15 5.500000 1100000.00 1179750.01 Corporate Debt Securities OCWEN LN SERVICING LL 549300MEMWF0Y8H4PL17 2022-11-15 8.375000 17256000.00 17385420.46 Corporate Debt Securities PENN NATIONAL GAMING 2027-01-15 5.625000 4090000.00 4243374.81 Corporate Debt Securities CROWNROCK L P / CROWN 2025-10-15 5.625000 1325000.00 1341562.46 Corporate Debt Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2023-01-15 7.125000 5000000.00 3850000.05 Corporate Debt Securities NETFLIX INC D PFD 549300Y7VHGU0I7CE873 2028-04-15 4.875000 9435000.00 9319893.21 Corporate Debt Securities GLOBAL PARTNERS LP / 2022-07-15 6.250000 5700000.00 5828250.52 Corporate Debt Securities RAIN CII CARBON LLC/C 2025-04-01 7.250000 4000000.00 4330000.02 Corporate Debt Securities REYNOLDS GROUP ISSUER 2020-10-15 5.750000 1657000.00 1685533.63 Corporate Debt Securities RITE AID CORP 2020-03-15 9.250000 10000000.00 10175000.10 Corporate Debt Securities CITGO HLDG INC 2020-02-15 10.750000 5035000.00 5437800.25 Corporate Debt Securities SBA COMMUNICATIONS CO 2024-09-01 4.875000 309000.00 317497.52 Corporate Debt Securities PILGRIMS PRIDE CORP N 549300ZSLGV64ZL3HD75 2025-03-15 5.750000 26975000.00 28458626.42 Corporate Debt Securities ROWAN COMPANIES INC. 5493006IFM30PWSM2474 2025-06-15 7.375000 10000000.00 10019000.24 Corporate Debt Securities NEPTUNE FINCO CORP 3HG2WD2W22M120IUNG49 2023-01-15 10.125000 1531000.00 1747253.76 Corporate Debt Securities GULFPORT ENERGY CORP 549300FJX18IDUFPHD40 2025-05-15 6.375000 4500000.00 4561875.04 Corporate Debt Securities NETFLIX INC D PFD 549300Y7VHGU0I7CE873 2026-11-15 4.375000 12605000.00 12375589.91 Corporate Debt Securities WABASH NATIONAL CORPO 2025-10-01 5.500000 7920000.00 8079192.78 Corporate Debt Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2025-01-15 6.875000 4345000.00 3215300.01 Corporate Debt Securities IAMGOL INTERNATIONAL 5493003RWIRGFJUNQG48 2025-04-15 7.000000 14800000.00 15539999.69 Corporate Debt Securities ROWAN COMPANIES INC. 5493006IFM30PWSM2474 2022-06-01 4.875000 4425000.00 4159499.92 Corporate Debt Securities SBA COMMUNICATIONS CO 2024-09-01 4.875000 309000.00 317497.49 Corporate Debt Securities SPRINGLEAF FIN CORP 5493008I795YYBFWFU90 2022-05-15 6.125000 10500000.00 10972499.93 Corporate Debt Securities SPRINT CORP 549300ZTTY7CXOLJ6539 2023-09-15 7.875000 1000000.00 1114999.97 Corporate Debt Securities RSP PERMIAN INC 2022-10-01 6.625000 3616000.00 3787759.98 Corporate Debt Securities NGL ENERGY PARTNERS L 2023-11-01 7.500000 6000000.00 5970000.47 Corporate Debt Securities ONEMAIN FINL HLDGS IN 2021-12-15 7.250000 125000.00 130193.75 Corporate Debt Securities PBF LOGISTICS LP / PB 2023-05-15 6.875000 26845000.00 27650350.13 Corporate Debt Securities CRESCENT CMNTYS LLC / 2021-10-15 8.875000 2000000.00 2124999.91 Corporate Debt Securities YUM BRANDS INC COM 549300JE8XHZZ7OHN517 2043-11-01 5.350000 1000000.00 952500.01 Corporate Debt Securities REYNOLDS GROUP ISSUER 2023-07-15 5.125000 1260000.00 1307250.00 Corporate Debt Securities RITE AID CORP 2021-06-15 6.750000 2583000.00 2557944.85 Corporate Debt Securities CITGO HLDG INC 2020-02-15 10.750000 500000.00 540000.02 Corporate Debt Securities INTESA SAN PAOLO SPA 2W8N8UU78PMDQKZENC08 2049-12-29 7.700000 5000.00 5437.50 Corporate Debt Securities NUMERICABLE GROUP S A 5493001ZMCICV4N02J21 2022-05-15 6.000000 13000000.00 13552499.32 Corporate Debt Securities PROVIDENT FUNDING ASS 2025-06-15 6.375000 2715000.00 2871112.34 Corporate Debt Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0141 255000000.00 255000000.00 0.0070 N Y Y N INDUSTRIAL & COMMERCIAL BK OF CHINA LUX INDUSTRIAL & COMMERCIAL BK OF CHINA LUX 1.550 45580DNU4 US45580DNU45 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-06 2017-11-06 2017-11-06 N N N 0.0155 50001063.00 50001063.00 0.0014 N N Y N INDUSTRIAL & COMMERCIAL BK OF CHINA NY INDUSTRIAL & COMMERCIAL BK OF CHINA NY 1.550 45580DNR1 US45580DNR16 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-02 2017-11-02 2017-11-02 N N N 0.0155 250001950.00 250001950.00 0.0069 N N Y N INDUSTRIAL & COMMERCIAL BK OF CHINA NY INDUSTRIAL & COMMERCIAL BK OF CHINA NY 1.550 45580DPE8 US45580DPE84 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-30 2017-11-30 2017-11-30 N N N 0.0155 200008172.00 200008172.00 0.0055 N N N N INDUSTRIAL & COMMERCIAL BK OF CHINA NY INDUSTRIAL & COMMERCIAL BK OF CHINA NY 1.550 45580DPB4 0001289018 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-30 2017-11-30 2017-11-30 N N N 0.0155 200008162.00 200008162.00 0.0055 N N N N INDUSTRIAL & COMMERCIAL BK OF CHINA NY INDUSTRIAL & COMMERCIAL BK OF CHINA NY 1.200 0SF001X39 0001289018 Non-Negotiable Time Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0120 230000000.00 230000000.00 0.0063 N Y Y N INDUSTRIAL & COMMERCIAL BK OF CHINA NY INDUSTRIAL & COMMERCIAL BK OF CHINA NY 1.200 0SF001X47 0001289018 Non-Negotiable Time Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0120 400000000.00 400000000.00 0.0110 N Y Y N ING (US) FUNDING LLC ING (US) FUNDING LLC 1.389 44988KBY4 US44988KBY47 Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2017-11-15 2017-11-15 2017-11-15 N N N 0.0141 75006760.50 75006760.50 0.0021 N N N N ING (US) FUNDING LLC ING (US) FUNDING LLC 1.385 44988KCA5 US44988KCA51 Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2017-11-07 2017-12-07 2017-12-07 N N N 0.0140 59010660.71 59010660.71 0.0016 N N N N ING (US) FUNDING LLC ING (US) FUNDING LLC 1.427 44988KCV9 US44988KCV98 Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2017-11-18 2018-07-13 2018-07-13 N N N 0.0145 124984542.50 124984542.50 0.0034 N N N N ING (US) FUNDING LLC ING (US) FUNDING LLC 1.429 44988KCT4 US44988KCT43 Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2017-11-13 2018-07-09 2018-07-09 N N N 0.0145 200000000.00 200000000.00 0.0055 N N N N ING BANK N V - AMSTERDAM ING BANK N V - AMSTERDAM 1.200 0INB02IX7 0001017255 Non-Negotiable Time Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0120 500000000.00 500000000.00 0.0137 N Y Y N ING BANK N V - AMSTERDAM ING BANK N V - AMSTERDAM 1.220 0INB02IR0 0001017255 Non-Negotiable Time Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-02 2017-11-02 2017-11-02 N N N 0.0122 200000000.00 200000000.00 0.0055 N N Y N ING BANK NV ING BANK NV 1.448 PP3T2SZP6 0001017255 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-06 2017-11-06 2017-11-06 N N N 0.0147 400018464.00 400018464.00 0.0110 N N Y N ING BANK NV ING BANK NV 1.438 PP3T2T4X1 0001017255 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-09 2017-11-09 2017-11-09 N N N 0.0146 193012645.36 193012645.36 0.0053 N N N N KBC BANK NV KBC BANK NV 1.396 3D5555N 6B2PBRV1FCJDMR45RZ53 BE6297751263 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-24 2017-11-24 2017-11-24 N N N 0.0140 124886768.75 124886768.75 0.0034 N N N N KBC BANK NV KBC BANK NV 1.450 4D2997N 6B2PBRV1FCJDMR45RZ53 BE6298566652 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-12-29 2017-12-29 2017-12-29 N N N 0.0290 99761620.00 99761620.00 0.0027 N N N N KBC BANK NV KBC BANK NV 1.397 3D6464N 6B2PBRV1FCJDMR45RZ53 BE6297886648 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-30 2017-11-30 2017-11-30 N N N 0.0140 199773590.00 199773590.00 0.0055 N N N N KBC BANK NV/NEW YORK NY KBC BANK NV/NEW YORK NY 1.090 0QX003DK3 0001411306 Non-Negotiable Time Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0109 480000000.00 480000000.00 0.0132 N Y Y N KELLS FUNDING LLC KELLS FUNDING LLC 1.339 48803ALU7 US48803ALU78 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2017-11-29 2018-03-16 2018-03-16 N Y GERMANY (FEDERAL REPUBLIC OF) 1.0000 Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AAA Standard & Poor's Short Rating A-1+ N 0.0136 239998833.60 239998833.60 0.0066 N N N N LA BANQUE POSTALE LA BANQUE POSTALE 1.504 4D2728N FR0124535933 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-12-28 2017-12-28 2017-12-28 N N N 0.0150 77016183.09 77016183.09 0.0021 N N N N LEXINGTON PARKER CAPITAL COMPANY LLC LEXINGTON PARKER CAPITAL COMPANY LLC 1.200 52952LY22 5493005MSQJBO8BDMA02 US52952LY220 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2017-11-02 2017-11-02 2017-11-02 N Y BNP PARIBAS SA 0.0960 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 CREDIT SUISSE AG 0.0230 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 NATIXIS 0.7690 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 SOCIETE GENERALE SA 0.0770 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 STATE STREET BANK & TRUST CO. (BOSTON) 0.0350 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0120 24998314.00 24998314.00 0.0007 N N Y N LEXINGTON PARKER CAPITAL COMPANY LLC LEXINGTON PARKER CAPITAL COMPANY LLC 1.403 52952MA34 5493005MSQJBO8BDMA02 US52952MA343 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2018-01-03 2018-01-03 2018-01-03 N Y BNP PARIBAS SA 0.0960 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 CREDIT SUISSE AG 0.0230 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 NATIXIS 0.7690 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 SOCIETE GENERALE SA 0.0770 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 STATE STREET BANK & TRUST CO. (BOSTON) 0.0350 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0140 190322647.08 190322647.08 0.0052 N N N N LEXINGTON PARKER CAPITAL COMPANY LLC LEXINGTON PARKER CAPITAL COMPANY LLC 1.508 52952MC81 5493005MSQJBO8BDMA02 US52952MC810 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2018-03-08 2018-03-08 2018-03-08 N Y BNP PARIBAS SA 0.0960 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 CREDIT SUISSE AG 0.0230 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 NATIXIS 0.7690 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 SOCIETE GENERALE SA 0.0770 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 STATE STREET BANK & TRUST CO. (BOSTON) 0.0350 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0151 29839359.90 29839359.90 0.0008 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 1.426 53944RB98 US53944RB981 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2018-02-09 2018-02-09 2018-02-09 N Y CREDIT AGRICOLE CIB 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0143 74700787.50 74700787.50 0.0020 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 1.484 53944RAG3 US53944RAG39 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2018-01-16 2018-01-16 2018-01-16 N Y CREDIT AGRICOLE CIB 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0148 99706972.00 99706972.00 0.0027 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 1.431 53944QYD6 US53944QYD68 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2017-11-13 2017-11-13 2017-11-13 N Y CREDIT AGRICOLE CIB 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0143 21990363.34 21990363.34 0.0006 N N N N MACQUARIE BANK LIMITED MACQUARIE BANK LIMITED 1.449 55607LAH7 4ZHCHI4KYZG2WVRT8631 US55607LAH78 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2018-01-17 2018-01-17 2018-01-17 N N N 0.0145 74768600.25 74768600.25 0.0021 N N N N MACQUARIE BANK LIMITED MACQUARIE BANK LIMITED 1.485 55607LAR5 4ZHCHI4KYZG2WVRT8631 US55607LAR50 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2018-01-25 2018-01-25 2018-01-25 N N N 0.0149 43848534.84 43848534.84 0.0012 N N N N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 1.448 56274TCQ8 549300S0NSJYSOB32S63 US56274TCQ85 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2017-11-05 2018-05-04 2018-05-04 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0147 25000663.50 25000663.50 0.0007 N N N N MERRILL LYNCH PFS INC MERRILL LYNCH PFS INC 1.860 0MLP02NQ8 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NATIONAL AUSTRALIA BK 2018-02-23 0.000000 464000.00 464459.36 Money Market REPUBLIC OF VENEZUELA 2024-10-13 8.250000 58600.00 19655.90 Other Instrument International Debt HOA FDG LLC 2014-1 2044-08-20 4.846000 43214598.00 39718188.95 Asset-Backed Securities CITIMORTGAGE ALT LN T 2036-07-25 0.000000 2666667.00 297514.26 Private Label Collateralized Mortgage Obligations BEDFORD ROW FUNDING C 2018-03-01 0.000000 300000.00 300012.00 Money Market EL SALVADOR REP 2027-01-18 6.375000 132000.00 133087.63 Other Instrument International Debt VENEZUELA REP 2027-09-15 9.250000 1097000.00 403827.03 Other Instrument International Debt VENEZUELA REP 2034-01-13 9.375000 246000.00 89943.75 Other Instrument International Debt OLD LINE FDG LLC 2018-01-19 0.000000 250000.00 249990.00 Money Market NATIONAL AUSTRALIA BK 2018-03-16 0.000000 875000.00 875411.25 Money Market MARATHON REAL ESTATE 2046-05-25 0.000000 91873696.00 73871045.27 Asset-Backed Securities BLT 2017-RG LLC 2029-08-10 3.235000 48150816.00 48138060.04 Asset-Backed Securities BANK NOVA SCOTIA 2018-02-05 0.000000 6600000.00 6606204.00 Money Market WAMU PTC WMALT 2007-H 2037-02-25 1.497880 9340000.00 2836634.09 Private Label Collateralized Mortgage Obligations ARGENTINA REP 2021-04-22 6.875000 1276000.00 1396223.12 Other Instrument International Debt GSAA HEQ TR 2006-20 2037-01-25 1.487880 15750000.00 2221063.74 Private Label Collateralized Mortgage Obligations MMCAPS FDS I LTD / MM 2031-06-08 9.480000 10574000.00 4505470.63 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 200 2040-02-17 1.426670 105000.00 63798.81 Private Label Collateralized Mortgage Obligations MANHATTAN ASSET FDG C 2017-12-05 0.000000 8250000.00 8251485.00 Money Market MS MTG LN TR 2007-2AX 2036-12-25 1.477880 13486000.00 1360885.60 Private Label Collateralized Mortgage Obligations OLD LINE FDG LLC 5493004QSN8OZAIU2J90 2017-12-11 0.000000 2000000.00 2000180.00 Money Market BANK NOVA SCOTIA 2018-04-04 0.000000 500000.00 500280.00 Money Market ARGENTINA REP 2035-12-15 0.000000 23945058.00 2693819.03 Other Instrument International Debt BLT 2017-RG LLC 2029-08-10 4.485000 48150816.00 48103158.73 Asset-Backed Securities BANCO POP PUERTO RICO 2045-08-10 5.779770 93166500.00 83128110.69 Private Label Collateralized Mortgage Obligations BOLIVARIAN REPUBLIC V 2023-05-07 9.000000 1784000.00 675244.00 Other Instrument International Debt PETROLEOS DE VENEZUELA 2035-05-17 9.750000 1740226.00 695075.27 Other Instrument International Debt ARGENTINA REP 2028-07-06 6.625000 107000.00 116005.46 Other Instrument International Debt NATIONAL AUSTRALIA BK 2018-02-08 0.000000 337000.00 337279.71 Money Market GSAA HEQ TR 2005-14 2035-12-25 1.637880 10000000.00 2161788.87 Private Label Collateralized Mortgage Obligations GSAA HEQ TR 2006-12 2036-08-25 1.517880 15000000.00 2170367.30 Private Label Collateralized Mortgage Obligations THUNDER BAY FUNDING L 2017-11-20 0.000000 345000.00 345031.05 Money Market CRYSTAL RIVER RESEC 2 2047-09-22 0.000000 4170846.00 221180.46 Private Label Collateralized Mortgage Obligations REPUBLIC OF VENEZUELA 2038-03-31 7.000000 846000.00 274804.30 Other Instrument International Debt WAMU PTC WMALT 2007-H 2037-02-25 1.437880 12331002.00 3626545.80 Private Label Collateralized Mortgage Obligations SUNTRUST BKS INC 7E1PDLW1JL6TS0BS1G03 2022-01-27 2.700000 14737000.00 14938012.68 Corporate Debt Securities OWNIT MTG LN TR 2006- 2037-01-25 6.000000 9124000.00 8448876.01 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP I 2031-08-14 4.238890 2060000.00 2064346.39 Private Label Collateralized Mortgage Obligations MACQUARIE BANK LTD 2017-12-01 0.000000 4000000.00 4001400.00 Money Market MANHATTAN ASSET FDG C 2017-12-14 0.000000 348000.00 348076.56 Money Market OLD LINE FDG LLC 2017-12-04 0.000000 300000.00 300000.00 Money Market PETROLEOS DE VENEZUELA 2024-05-16 6.000000 4655532.00 1473475.88 Other Instrument International Debt Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-01 2017-12-05 2018-04-17 Y MERRILL LYNCH PFS INC 1.0000 35 N Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0189 340500000.00 340500000.00 0.0093 N N N Y MITSUBISHI UFJ TRUST & BANKING CORP-LONDON MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 1.480 5D1000N XS1712086450 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0148 69736242.10 69736242.10 0.0019 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-LONDON MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 1.370 3D5629N XS1673093057 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-27 2017-11-27 2017-11-27 N N N 0.0137 52004901.00 52004901.00 0.0014 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 1.448 60683BBP7 US60683BBP76 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-04 2018-04-17 2018-04-17 N N N 0.0147 174990392.50 174990392.50 0.0048 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 1.428 60683BAS2 US60683BAS25 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-01 2018-03-05 2018-03-05 N N N 0.0145 50002955.50 50002955.50 0.0014 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 1.425 60682A6Q4 US60682A6Q49 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-02 2017-12-04 2017-12-04 N N N 0.0144 100021864.00 100021864.00 0.0027 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 1.419 60683BAM5 US60683BAM54 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-22 2018-02-22 2018-02-22 N N N 0.0144 60005949.60 60005949.60 0.0016 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 1.425 60682A6K7 US60682A6K78 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-10 2017-11-10 2017-11-10 N N N 0.0145 197014245.07 197014245.07 0.0054 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 1.428 60700ACY8 US60700ACY82 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-12 2018-01-12 2018-01-12 N N N 0.0145 35012208.35 35012208.35 0.0010 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 1.438 60700AHV9 US60700AHV98 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-06 2018-04-06 2018-04-06 N N N 0.0146 99968753.00 99968753.00 0.0027 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 1.425 60700ACU6 US60700ACU60 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-10 2018-01-10 2018-01-10 N N N 0.0144 35012063.10 35012063.10 0.0010 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 1.420 60700ABE3 US60700ABE38 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-24 2017-11-27 2017-11-27 N N N 0.0144 50008612.00 50008612.00 0.0014 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 1.482 60700AAL8 US60700AAL89 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-03 2017-11-03 2017-11-03 N N N 0.0150 60001636.80 60001636.80 0.0016 N N Y N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 1.437 60700AJE5 US60700AJE55 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-11 2018-04-11 2018-04-11 N N N 0.0146 224999786.25 224999786.25 0.0062 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 1.419 60700AFA7 US60700AFA79 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-22 2018-02-22 2018-02-22 N N N 0.0144 75012648.75 75012648.75 0.0021 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 1.419 60700AFC3 US60700AFC36 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-23 2018-02-23 2018-02-23 N N N 0.0144 35005616.80 35005616.80 0.0010 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 1.434 60700AGN8 US60700AGN81 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-12-19 2018-03-19 2018-03-19 N N N 0.0145 120027006.00 120027006.00 0.0033 N N N N MIZUHO BANK LIMITED-SYDNEY MIZUHO BANK LIMITED-SYDNEY 1.433 4D5473N RB0PEZSDGCO3JS6CEU02 XS1697983036 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2018-01-08 2018-01-08 2018-01-08 N N N 0.0143 19948078.40 19948078.40 0.0005 N N N N NATIONAL AUSTRALIA BANK LIMITED NATIONAL AUSTRALIA BANK LIMITED 1.656 63254GDB8 F8SB4JFBSYQFRQEH3Z21 US63254GDB86 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-12-06 2017-12-06 2017-12-06 N N N 0.0168 25011240.25 25011240.25 0.0007 N N N N NATIONAL AUSTRALIA BANK LIMITED NATIONAL AUSTRALIA BANK LIMITED 1.429 63254GFM2 F8SB4JFBSYQFRQEH3Z21 US63254GFM24 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-20 2018-10-19 2018-10-19 N N N 0.0145 124992727.50 124992727.50 0.0034 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 1.667 9C5707N XS1570023413 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-17 2018-02-20 2018-02-20 N N N 0.0169 143043536.35 143043536.35 0.0039 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 1.419 2D8520N F8SB4JFBSYQFRQEH3Z21 XS1651865161 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-20 2018-07-19 2018-07-19 N N N 0.0144 140009991.80 140009991.80 0.0038 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 1.758 8C1589N XS1531726682 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-06 2017-12-06 2017-12-06 N N N 0.0178 100034348.00 100034348.00 0.0027 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 1.661 7C5723N XS1514903282 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-02 2017-11-02 2017-11-02 N N N 0.0168 40000919.60 40000919.60 0.0011 N N Y N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 1.735 9C1514N XS1559532848 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-30 2018-01-31 2018-01-31 N N N 0.0176 50021194.50 50021194.50 0.0014 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 1.588 0D0059N XS1577871012 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-12-03 2018-03-07 2018-03-07 N N N 0.0161 235016243.20 235016243.20 0.0064 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 1.437 63873NMH1 US63873NMH16 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-18 2018-05-01 2018-05-01 N N N 0.0146 124988892.50 124988892.50 0.0034 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 1.402 63873NLG4 US63873NLG42 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-19 2018-03-28 2018-03-28 N N N 0.0142 65010650.90 65010650.90 0.0018 N N N N NATIXIS S.A. - GRAND CAYMAN NATIXIS S.A. - GRAND CAYMAN 1.090 0NGC01S96 KX1WK48MPD4Y2NCUIZ63 0001274981 Non-Negotiable Time Deposit Y Fitch Long Rating A+ Fitch Short Rating F1+ Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0109 250000000.00 250000000.00 0.0069 N Y Y N NEDERLANDSE WATERSCHAPSBANK NV NEDERLANDSE WATERSCHAPSBANK NV 1.405 63975VAV2 JLP5FSPH9WPSHY3NIM24 US63975VAV27 Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AAA Standard & Poor's Short Rating A-1+ 2018-01-29 2018-01-29 2018-01-29 N N N 0.0141 230255025.00 230255025.00 0.0063 N N N N NEW YORK ST HSG FIN AGY NEW YORK ST HSG FIN AGY 1.450 64987B6G8 5493000LS7KCDB02O506 US64987B6G89 Variable Rate Demand Note Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating VMIG1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-01 2017-11-01 2049-11-01 Y BANK OF CHINA-NEW YORK 1.0000 1 N Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 Y BANK OF CHINA-NEW YORK 1.0000 Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N 0.0147 15000000.00 15000000.00 0.0004 N Y Y N NEW YORK STATE HOUSING FINANCE AGENCY NEW YORK STATE HOUSING FINANCE AGENCY 1.400 64987BPB8 5493000LS7KCDB02O506 US64987BPB89 Variable Rate Demand Note Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating VMIG1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-01 2017-11-01 2050-05-01 Y BANK OF CHINA-NEW YORK 1.0000 1 N Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 Y BANK OF CHINA-NEW YORK 1.0000 Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N 0.0140 16225000.00 16225000.00 0.0004 N Y Y N NIEUW AMSTERDAM RECEIVABLES CORPORATION NIEUW AMSTERDAM RECEIVABLES CORPORATION 1.374 65409SAG3 54930052Z500U6IGFJ82 US65409SAG30 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2018-01-16 2018-01-16 2018-01-16 N N Y COOPERATIEVE RABOBANK U.A Liquidity/Partial C/E 1.0000 Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 0.0137 24926208.25 24926208.25 0.0007 N N N N NORDEA BANK AB NORDEA BANK AB 1.080 0NOR01NX6 0001002614 Non-Negotiable Time Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0108 565000000.00 565000000.00 0.0155 N Y Y N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 1.399 65602UWC8 US65602UWC88 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-20 2018-03-20 2018-03-20 N N N 0.0142 30001470.30 30001470.30 0.0008 N N N N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 1.398 65602UWR5 US65602UWR57 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-06 2018-04-06 2018-04-06 N N N 0.0142 99995691.00 99995691.00 0.0027 N N N N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 1.409 65602UVJ4 US65602UVJ41 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-23 2018-02-23 2018-02-23 N N N 0.0143 25005127.25 25005127.25 0.0007 N N N N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 1.415 65602UTV0 US65602UTV07 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-10 2018-01-10 2018-01-10 N N N 0.0143 145047122.10 145047122.10 0.0040 N N N N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 1.422 65602UXQ6 US65602UXQ65 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-30 2018-04-27 2018-04-27 N N N 0.0144 25000000.00 25000000.00 0.0007 N N N N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 1.410 65602UVM7 US65602UVM79 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-24 2018-02-26 2018-02-26 N N N 0.0143 147027458.13 147027458.13 0.0040 N N N N NRW.BANK NRW.BANK 1.441 62939MBN6 52990002O5KK6XOGJ020 US62939MBN65 Non-Financial Company Commercial Paper Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2018-02-22 2018-02-22 2018-02-22 N Y FEDERAL STATE OF NORTH RHINE WESTPHALIA 1.0000 Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ N 0.0144 99551600.00 99551600.00 0.0027 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 1.399 67984YDQ4 5493004QSN8OZAIU2J90 US67984YDQ44 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2017-11-09 2018-03-16 2018-03-16 N N Y ROYAL BANK OF CANADA Liquidity/Partial C/E 1.0000 Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 0.0142 49999990.50 49999990.50 0.0014 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 1.470 67984YEA8 5493004QSN8OZAIU2J90 US67984YEA82 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2017-11-27 2018-10-22 2018-10-22 N N Y ROYAL BANK OF CANADA Liquidity/Partial C/E 1.0000 Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 0.0149 39994628.80 39994628.80 0.0011 N N N N OVERSEA-CHINESE BANKING CORPORATION LIMITED OVERSEA-CHINESE BANKING CORPORATION LIMITED 1.358 69034CCE6 5493007O3QFXCPOGWK22 US69034CCE66 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-08 2017-12-08 2017-12-08 N N N 0.0138 65010625.55 65010625.55 0.0018 N N N N OVERSEA-CHINESE BANKING CORPORATION LIMITED OVERSEA-CHINESE BANKING CORPORATION LIMITED 1.458 69034BCM0 5493007O3QFXCPOGWK22 US69034BCM00 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2018-03-21 2018-03-21 2018-03-21 N N N 0.0146 76564212.34 76564212.34 0.0021 N N N N OVERSEA-CHINESE BANKING CORPORATION NY AGENCY OVERSEA-CHINESE BANKING CORPORATION NY AGENCY 1.368 69033LG52 US69033LG524 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-19 2018-03-19 2018-03-19 N N N 0.0139 25001974.50 25001974.50 0.0007 N N N N RABOBANK LONDON RABOBANK LONDON 1.699 9C5417N XS1569106864 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-30 2018-02-15 2018-02-15 N N N 0.0157 230092692.30 230092692.30 0.0063 N N N N RABOBANK LONDON RABOBANK LONDON 1.589 9C3488N XS1566150139 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-10 2018-02-09 2018-02-09 N N N 0.0152 235102817.20 235102817.20 0.0064 N N N N RABOBANK LONDON RABOBANK LONDON 1.398 3D5849N XS1673828866 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-25 2018-05-25 2018-05-25 N N N 0.0142 93989431.58 93989431.58 0.0026 N N N N RABOBANK/AUSTRALIA RABOBANK/AUSTRALIA 1.400 5D0314N XS1711288206 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2018-01-30 2018-01-30 2018-01-30 N N N 0.0140 199318816.88 199318816.88 0.0055 N N N N RABOBANK-NEW YORK RABOBANK-NEW YORK 1.379 21684B3D4 US21684B3D49 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-19 2018-06-20 2018-06-20 N N N 0.0140 58993156.59 58993156.59 0.0016 N N N N REGENCY MARKETS NO 1 LLC REGENCY MARKETS NO 1 LLC 1.231 7588R0YF8 US7588R0YF84 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2017-11-15 2017-11-15 2017-11-15 N N N 0.0123 154630711.13 154630711.13 0.0042 N N N N RIDGEFIELD (SERIES A) FUNDING COMPANY LLC RIDGEFIELD (SERIES A) FUNDING COMPANY LLC 1.454 76582KAH4 US76582KAH41 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2018-01-17 2018-01-17 2018-01-17 N Y BNP PARIBAS SA 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0145 49850066.50 49850066.50 0.0014 N N N N ROYAL BANK OF CANADA NY BRANCH ROYAL BANK OF CANADA NY BRANCH 1.677 78009NQ82 US78009NQ825 Certificate of Deposit Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2018-01-19 2018-01-19 2018-01-19 N N N 0.0170 165148755.75 165148755.75 0.0045 N N N N ROYAL BANK OF CANADA NY BRANCH ROYAL BANK OF CANADA NY BRANCH 1.758 78009NQ58 US78009NQ585 Certificate of Deposit Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-12 2018-01-12 2018-01-12 N N N 0.0178 55055919.60 55055919.60 0.0015 N N N N ROYAL BANK OF CANADA NY BRANCH ROYAL BANK OF CANADA NY BRANCH 1.559 78009NR73 US78009NR732 Certificate of Deposit Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-16 2018-03-16 2018-03-16 N N N 0.0158 117096829.20 117096829.20 0.0032 N N N N ROYAL BANK OF CANADA NY BRANCH ROYAL BANK OF CANADA NY BRANCH 1.438 78009NX50 US78009NX508 Certificate of Deposit Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-24 2018-07-24 2018-07-24 N N N 0.0146 74992182.00 74992182.00 0.0021 N N N N SAN FRANCISCO CITY & CNTY CA MF HSG REVENUE SAN FRANCISCO CITY & CNTY CA MF HSG REVENUE 1.290 79765PDK6 549300RA28ZEFOB6M782 US79765PDK66 Variable Rate Demand Note Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating VMIG1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-07 2017-11-07 2056-11-01 Y BANK OF CHINA-NEW YORK 1.0000 7 N Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 Y BANK OF CHINA-NEW YORK 1.0000 Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N 0.0129 24190000.00 24190000.00 0.0007 N N Y N SAN FRANCISCO CITY & CNTY CA MF HSG REVENUE SAN FRANCISCO CITY & CNTY CA MF HSG REVENUE 1.300 79765PDJ9 549300RA28ZEFOB6M782 US79765PDJ93 Variable Rate Demand Note Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating VMIG1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-07 2017-11-07 2056-11-01 Y BANK OF CHINA-NEW YORK 1.0000 7 N Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 Y BANK OF CHINA-NEW YORK 1.0000 Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N 0.0130 15190000.00 15190000.00 0.0004 N N Y N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 1.080 0EN002HV5 0000917311 Non-Negotiable Time Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0108 300000000.00 300000000.00 0.0082 N Y Y N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 1.080 0EN002HW3 F3JS33DEI6XQ4ZBPTN86 0000917311 Non-Negotiable Time Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0108 639565000.00 639565000.00 0.0175 N Y Y N SOCIETE GENERALE NY BRANCH SOCIETE GENERALE NY BRANCH 1.440 83369YUK0 US83369YUK09 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2018-01-31 2018-01-31 2018-01-31 N N N 0.0144 30003322.50 30003322.50 0.0008 N N N N SOCIETE GENERALE SA SOCIETE GENERALE SA 1.400 0SOC02FI8 O2RNE8IBXP4R0TD8PU41 0000865845 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HCA INC L3CJ6J7LJ2DX62FTXD46 2026-02-15 5.875000 1308000.00 1387987.83 Corporate Debt Securities EXELA INTERMEDIATE LL 2023-07-15 10.000000 2067.00 2048.05 Corporate Debt Securities ALBERTSONS COS LLC/SA 2024-06-15 6.625000 2793.00 2688.34 Corporate Debt Securities ALERE INC 549300UPPBCBLLLBJG98 2020-06-15 6.500000 614000.00 639269.51 Corporate Debt Securities ARAB REP EGYPT 2022-01-31 6.125000 587165.00 621697.64 Other Instrument International Debt UNITED RENTALS NORTH NGIZXNT70J2LYT3FBI09 2028-01-15 4.875000 295845.00 299888.83 Corporate Debt Securities SPRINGLEAF FINANCE CO 5493008I795YYBFWFU90 2021-10-01 7.750000 19000.00 21260.21 Corporate Debt Securities TEMBEC INDS INC 2019-12-15 9.000000 172000.00 182001.80 Corporate Debt Securities SLM CORP 54930067J0ZNOEBRW338 2033-08-01 5.625000 1980000.00 1735593.75 Corporate Debt Securities SAXON ASSET SEC TR 20 2036-03-25 1.702880 6158652.00 5387682.44 Asset-Backed Securities 1011778 B.C. UNLIMITE 2024-05-15 4.250000 2756.00 2832.93 Corporate Debt Securities BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 2099-01-01 4.650000 330.00 332.13 Corporate Debt Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2021-09-15 6.250000 1059000.00 876837.29 Corporate Debt Securities GOGO INTER HLDGS LLC/ 2022-07-01 12.500000 9544000.00 11218176.71 Corporate Debt Securities IHS NETH HOLDCO BV 2021-10-27 9.500000 1371000.00 1458244.35 Corporate Debt Securities CITGO HOLDING INC 2020-02-15 10.750000 4081000.00 4445257.59 Corporate Debt Securities CALPINE CORP 43R4VPJBXTU2O15HEF41 2023-01-15 5.375000 1000000.00 977388.89 Corporate Debt Securities PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2022-01-17 6.125000 131000.00 143732.47 Corporate Debt Securities PHILIPPINES REP 2034-10-23 6.375000 100000.00 133726.67 Other Instrument International Debt REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 2020-06-05 7.000000 65467000.00 72816907.39 Other Instrument International Debt REPUBLIC OF TURKEY 2018-04-03 6.750000 137690000.00 140783894.35 Other Instrument International Debt WAL-MART STORES INC Y87794H0US1R65VBXU25 2024-12-15 2.650000 4740300.00 4738402.56 Corporate Debt Securities BANCO NACIONAL DE DES 2020-07-12 5.500000 100000.00 107015.28 Other Instrument International Debt JBS INVESTMENTS GMBH 2020-10-28 7.750000 800000.00 814516.67 Corporate Debt Securities CK HUTCHINSON INTL (1 2027-04-05 3.500000 116.00 117.23 Corporate Debt Securities SINOPEC GROUP OVERSEA 2021-09-29 2.000000 2194100.00 2145890.75 Corporate Debt Securities ACWA PWR MGMT & INVTS 2039-12-15 5.950000 9.00 9.57 Corporate Debt Securities AIRBUS SE MINO79WLOO247M1IL051 2047-04-10 3.950000 9.00 9.41 Corporate Debt Securities CITIBANK NA N Y E57ODZWZ7FF32TWEFA76 2020-10-20 2.125000 7054434.00 7044976.16 Corporate Debt Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2025-09-15 11.000000 2836000.00 2436281.56 Corporate Debt Securities DAKOTA MERGER SUB INC 5493008MIJR7VMQP7U77 2024-09-01 10.750000 3804000.00 4138435.01 Corporate Debt Securities MASTR ASSET BKD SECS 2036-08-25 1.372880 330.00 59.21 Asset-Backed Securities JEFFERIES FINANCE LLC 2022-04-15 6.875000 4400000.00 4457444.44 Corporate Debt Securities PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2028-01-27 5.999000 1790240.00 1830817.08 Corporate Debt Securities ICBCIL FINANCE CO. LT 2019-09-29 2.125000 18015.00 17827.26 Corporate Debt Securities AKBANK 2018-03-09 6.500000 150000.00 152867.83 Corporate Debt Securities COMPANHIA BRASILERIA 2024-06-17 4.750000 1856000.00 1910159.11 Corporate Debt Securities ARGOS MERGER SUB INC 2023-03-15 7.125000 4865000.00 3826829.27 Corporate Debt Securities BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 2047-06-06 4.669000 109981.00 117213.98 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2025-01-07 4.250000 20503000.00 21086481.20 Other Instrument International Debt CBOM FIN P L C 2027-10-05 7.500000 659962.00 614000.05 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2021-03-30 2.712780 1000.00 1027.44 Corporate Debt Securities LBC TANK TERMS HLDG N 2023-05-15 6.875000 379000.00 408543.58 Corporate Debt Securities HCA INC L3CJ6J7LJ2DX62FTXD46 2022-02-15 7.500000 164000.00 189925.67 Corporate Debt Securities HEALTHSOUTH CORP 549300FVRPM9DRQZRG64 2025-09-15 5.750000 1376000.00 1434269.78 Corporate Debt Securities SPRINGLEAF FINANCE CO 5493008I795YYBFWFU90 2022-05-15 6.125000 544690.00 584584.76 Corporate Debt Securities REPUBLIC OF TURKEY 2040-05-30 6.750000 79550000.00 88961759.27 Other Instrument International Debt WAVEDIVISION ESCROW L 2020-09-01 8.125000 708000.00 734013.10 Corporate Debt Securities AVANTOR INC 5493003VM0XB4U8YD238 2025-10-01 9.000000 2863010.00 2890924.35 Corporate Debt Securities AEP TRANSMISSION CO L 549300X123Z1I0LA3Y84 2046-12-01 4.000000 880.00 921.99 Corporate Debt Securities CBB INTERNATIONAL SUK 2025-03-20 5.250000 106159.00 107191.84 Other Instrument International Debt CHS / CMNTY HEALTH SY 5493007X5NC5XI1BB106 2023-03-31 6.250000 108000.00 104126.25 Corporate Debt Securities CAIXA ECONOMICA FEDER 2018-10-03 4.500000 2197000.00 2241379.40 Corporate Debt Securities FRESH MKT INC 2023-05-01 9.750000 2537000.00 1557083.75 Corporate Debt Securities LIONS GATE ENTMNT COR 5493000JSMHPHZURLM72 2024-11-01 5.875000 2000.00 2181.25 Corporate Debt Securities LONG BEACH MTG LN TR 2046-04-25 1.417880 7141700.00 2190822.02 Asset-Backed Securities SEMICONDUCTOR MFG INT 2019-10-07 4.125000 210000.00 214321.80 Corporate Debt Securities COSAN LUXEMBOURG S A 2027-01-20 7.000000 925849.00 1021802.96 Corporate Debt Securities RICE ENERGY INC 549300LDPUXMYY867B73 2022-05-01 6.250000 5180000.00 5574975.00 Corporate Debt Securities RITE AID CORP 2023-04-01 6.125000 4704000.00 4458510.00 Corporate Debt Securities PETROBRAS GLBL FIN B 2020-03-17 4.201110 789000.00 808831.27 Corporate Debt Securities BARCLAYS BK PLC GLBL 2017-11-28 0.000000 250000.00 250000.00 Corporate Debt Securities DENBURY RES INC DEL 2021-05-15 9.000000 1533610.00 1560831.58 Corporate Debt Securities SRI LANKA REP 2020-10-04 6.250000 100000.00 107211.75 Other Instrument International Debt JEFFERIES FINANCE LLC 2020-04-01 7.375000 291000.00 302158.64 Corporate Debt Securities KFC HLDG CO/PIZZA HUT 2024-06-01 5.000000 2500000.00 2689583.33 Corporate Debt Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2022-04-15 8.750000 838000.00 690418.89 Corporate Debt Securities SLM CORP 54930067J0ZNOEBRW338 2022-01-25 7.250000 486000.00 539136.00 Corporate Debt Securities REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 2036-03-17 6.875000 56358000.00 62648836.51 Other Instrument International Debt REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 2019-11-07 7.500000 118202000.00 132238487.38 Other Instrument International Debt REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 2041-01-14 6.000000 19890000.00 20278120.20 Other Instrument International Debt PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2027-01-17 7.375000 1237000.00 1405857.37 Corporate Debt Securities PHILIPPINES REP 2040-01-20 3.950000 200000.00 208258.39 Other Instrument International Debt ASTON ESCROW CORP 2021-08-15 9.500000 6993000.00 4545838.51 Corporate Debt Securities BMC SOFTWARE FINANCE 54930025OU3MWYT6PZ66 2021-07-15 8.125000 2985000.00 3127305.73 Corporate Debt Securities BIG RIV STL LLC/ BRS 2025-09-01 7.250000 450.00 488.88 Corporate Debt Securities PETROBRAS GLOB FIN 2025-01-27 5.299000 150.00 152.83 Corporate Debt Securities STILLWATER MNG CO 2022-06-27 6.125000 32.00 33.24 Corporate Debt Securities KOREA EAST-WEST PWR C 2022-06-19 2.625000 3849508.00 3825044.38 Corporate Debt Securities ACTIVISION BLIZZARD I 2047-06-15 4.500000 1.00 1.04 Corporate Debt Securities BRAZIL FEDERATIVE REP 2024-04-15 8.875000 26567000.00 34243387.06 Other Instrument International Debt TENNANT CO JYAIRLT8DVP6DP8UT336 2025-05-01 5.625000 816.00 875.67 Corporate Debt Securities PLAYA RESORTS HOLDING 2020-08-15 8.000000 5805000.00 6106215.00 Corporate Debt Securities REPUBLICA ORIENTAL DE 549300RDR012H2V82H43 2024-08-14 4.500000 64.00 70.76 Other Instrument International Debt SAFEWAY INC 549300NKZ6VCN5P3K723 2031-02-01 7.250000 178000.00 156751.25 Corporate Debt Securities INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 2020-10-15 7.250000 7757000.00 7442626.03 Corporate Debt Securities TULLOW OIL PLC 2138003EYHWO75RKS857 2020-11-01 6.000000 935000.00 965462.30 Corporate Debt Securities PARK AEROSPACE HLDGS 2023-03-15 4.500000 853768.00 859744.38 Corporate Debt Securities PETRA DIAMONDS US 2022-05-01 7.250000 320.00 330.78 Corporate Debt Securities BROOKFIELD RESIDENTIA 549300C2SXDXVIUV3Q14 2025-05-15 6.375000 4000.00 4347.58 Corporate Debt Securities COMSTOCK RES INC I03QQGEA4SS774AURI46 2020-03-15 10.000000 3146.00 3296.31 Corporate Debt Securities Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0140 645000000.00 645000000.00 0.0177 N Y Y N SOCIETE GENERALE SA SOCIETE GENERALE SA 1.360 0SOC02FQ0 O2RNE8IBXP4R0TD8PU41 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LONG BEACH MTG LN TR 2046-04-25 1.417880 2189700.00 671722.84 Asset-Backed Securities PAPERWORKS INDUSTRIES 2019-08-15 9.500000 18800000.00 13537044.47 Corporate Debt Securities REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 2026-04-14 4.250000 22346000.00 21193771.96 Other Instrument International Debt REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 2027-03-25 6.000000 19184000.00 20355375.04 Other Instrument International Debt BANCO NACIONAL DE DES 2019-06-10 6.500000 43600000.00 47145043.36 Other Instrument International Debt AIRBUS SE MINO79WLOO247M1IL051 2047-04-10 3.950000 11.00 11.50 Corporate Debt Securities CAESARS ENTMT RESORT 2021-10-01 11.000000 5674000.00 6066451.67 Corporate Debt Securities QCP SNF WEST REIT LLC 2023-11-01 8.125000 22850000.00 24692281.22 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2019-01-15 5.875000 24460000.00 26010730.02 Other Instrument International Debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2025-01-07 4.250000 74200000.00 76311608.31 Other Instrument International Debt REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 2030-01-15 11.875000 23367000.00 37232400.09 Other Instrument International Debt REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 2025-02-05 7.375000 32244000.00 37600310.55 Other Instrument International Debt REPUBLIC OF TURKEY 2018-04-03 6.750000 50000000.00 51123500.02 Other Instrument International Debt IBM CREDIT LLC 2021-01-20 1.622610 60.00 60.20 Corporate Debt Securities BANCO NACIONAL DE DES 2018-06-16 6.369000 50000000.00 52230187.44 Other Instrument International Debt REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 2026-10-09 4.875000 38631505.00 37946536.23 Other Instrument International Debt REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 2034-02-14 8.000000 33000000.00 40889346.68 Other Instrument International Debt MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 2022-07-22 2.292500 1868500.00 1883136.19 Corporate Debt Securities REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 2041-01-14 6.000000 37060000.00 37783164.14 Other Instrument International Debt REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 2045-02-17 6.625000 29459000.00 31993595.08 Other Instrument International Debt INTELSAT LUXEMBOURG S 54930027UF5LR7S2XC75 2023-06-01 8.125000 20671000.00 13102399.43 Corporate Debt Securities Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0136 535000000.00 535000000.00 0.0147 N Y Y N SOCIETE GENERALE SA SOCIETE GENERALE SA 1.445 83369CAX2 O2RNE8IBXP4R0TD8PU41 US83369CAX20 Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2018-01-31 2018-01-31 2018-01-31 N N N 0.0145 169394818.70 169394818.70 0.0046 N N N N STANDARD CHARTERED BANK STANDARD CHARTERED BANK 1.438 85324UCC5 US85324UCC53 Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2018-03-12 2018-03-12 2018-03-12 N N N 0.0144 99458800.00 99458800.00 0.0027 N N N N STANDARD CHARTERED BANK PLC-NEW YORK STANDARD CHARTERED BANK PLC-NEW YORK 1.402 85325TVA0 US85325TVA05 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-29 2018-02-28 2018-02-28 N N N 0.0142 129014106.15 129014106.15 0.0035 N N N N STANDARD CHARTERED BANK PLC-NEW YORK STANDARD CHARTERED BANK PLC-NEW YORK 1.180 0QF001FH2 0000861350 Non-Negotiable Time Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0118 250000000.00 250000000.00 0.0069 N Y Y N STANDARD CHARTERED BANK PLC-NEW YORK STANDARD CHARTERED BANK PLC-NEW YORK 1.180 0QF001FI0 0000861350 Non-Negotiable Time Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-07 2017-11-07 2017-11-07 N N N 0.0118 150000000.00 150000000.00 0.0041 N N Y N STARBIRD FUNDING CORPORATION STARBIRD FUNDING CORPORATION 1.352 85520LZ73 549300A8DDPP6QJBB522 US85520LZ736 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2017-12-07 2017-12-07 2017-12-07 N N Y BNP PARIBAS SA Liquidity/Partial C/E 1.0000 Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 0.0135 44940614.85 44940614.85 0.0012 N N N N STARBIRD FUNDING CORPORATION STARBIRD FUNDING CORPORATION 1.351 85520LZ16 549300A8DDPP6QJBB522 US85520LZ165 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2017-12-01 2017-12-01 2017-12-01 N N Y BNP PARIBAS SA Liquidity/Partial C/E 1.0000 Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 0.0135 34961663.45 34961663.45 0.0010 N N N N STARBIRD FUNDING CORPORATION STARBIRD FUNDING CORPORATION 1.342 85520LZ57 549300A8DDPP6QJBB522 US85520LZ579 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2017-12-05 2017-12-05 2017-12-05 N N Y BNP PARIBAS SA Liquidity/Partial C/E 1.0000 Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 0.0134 50936533.56 50936533.56 0.0014 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 1.438 86563YC35 US86563YC356 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-24 2018-03-01 2018-03-01 N N N 0.0146 60008474.40 60008474.40 0.0016 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 1.438 86563YZL0 US86563YZL00 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-06 2018-02-06 2018-02-06 N N N 0.0146 36008107.56 36008107.56 0.0010 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 1.200 86563YS95 US86563YS956 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-10 2017-11-10 2017-11-10 N N N 0.0120 13163986.44 13163986.44 0.0004 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 1.438 86563YZT3 US86563YZT36 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-11 2018-02-12 2018-02-12 N N N 0.0146 50010317.00 50010317.00 0.0014 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 1.419 86563YWA7 US86563YWA71 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-09 2017-11-22 2017-11-22 N N N 0.0144 87010392.15 87010392.15 0.0024 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 1.438 86563YM75 US86563YM751 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-20 2018-04-24 2018-04-24 N N N 0.0146 154998905.70 154998905.70 0.0043 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 1.429 86563YZG1 US86563YZG15 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-06 2018-01-16 2018-01-16 N N N 0.0145 155036829.55 155036829.55 0.0043 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 1.429 86563YH30 US86563YH306 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-22 2018-03-22 2018-03-22 N N N 0.0145 30002546.70 30002546.70 0.0008 N N N N SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH 1.473 2D6470N XS1647088613 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2018-01-11 2018-01-11 2018-01-11 N N N 0.0147 34906520.25 34906520.25 0.0010 N N N N SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH 1.380 3D5632N XS1673100951 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-27 2017-11-27 2017-11-27 N N N 0.0138 52005604.56 52005604.56 0.0014 N N N N SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH 1.419 4D5592N XS1698185334 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2018-01-19 2018-01-19 2018-01-19 N N N 0.0142 199397818.00 199397818.00 0.0055 N N N N SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 1.427 86564EZP4 US86564EZP41 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-07 2018-01-18 2018-01-18 N N N 0.0145 225052584.75 225052584.75 0.0062 N N N N SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 1.438 86564EYA8 US86564EYA80 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-19 2018-01-19 2018-01-19 N N N 0.0144 24436225.99 24436225.99 0.0007 N N N N SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 1.405 86564EXP6 US86564EXP68 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-07 2017-12-07 2017-12-07 N N N 0.0142 100017161.00 100017161.00 0.0027 N N N N SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 1.441 86564EM94 US86564EM942 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-20 2018-04-03 2018-04-03 N N N 0.0146 30001681.80 30001681.80 0.0008 N N N N SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 1.415 86564EH90 US86564EH900 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-29 2018-03-07 2018-03-07 N N N 0.0144 140009347.80 140009347.80 0.0038 N N N N SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 1.390 86958JRV3 US86958JRV34 Certificate of Deposit Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-27 2018-04-27 2018-04-27 N N N 0.0141 200025658.00 200025658.00 0.0055 N N N N SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 1.369 86958JPA1 US86958JPA15 Certificate of Deposit Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-30 2018-02-23 2018-02-23 N N N 0.0139 237056920.29 237056920.29 0.0065 N N N N SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 1.397 86958JTB5 US86958JTB51 Certificate of Deposit Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-17 2018-05-17 2018-05-17 N N N 0.0142 100015726.00 100015726.00 0.0027 N N N N SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 1.372 86958JUJ6 US86958JUJ68 Certificate of Deposit Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-03 2018-07-03 2018-07-03 N N N 0.0139 149985963.00 149985963.00 0.0041 N N N N SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 1.377 86958JUT4 US86958JUT41 Certificate of Deposit Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-11 2018-07-11 2018-07-11 N N N 0.0140 19997488.20 19997488.20 0.0005 N N N N SWEDBANK AB SWEDBANK AB 1.261 87019RYT7 M312WZV08Y7LYUC71685 US87019RYT75 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-27 2017-11-27 2017-11-27 N N N 0.0126 49956275.00 49956275.00 0.0014 N N N N SWEDBANK AB SWEDBANK AB 1.436 87019SBG8 M312WZV08Y7LYUC71685 US87019SBG84 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2018-02-16 2018-02-16 2018-02-16 N N N 0.0144 34859720.00 34859720.00 0.0010 N N N N SWEDBANK AB SWEDBANK AB 1.170 0SWB01FS1 0001367624 Non-Negotiable Time Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-02 2017-11-02 2017-11-02 N N N 0.0117 1450000000.00 1450000000.00 0.0398 N N Y N SWEDBANK AB SWEDBANK AB 1.425 87019SB78 M312WZV08Y7LYUC71685 US87019SB782 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2018-02-07 2018-02-07 2018-02-07 N N N 0.0143 49824962.50 49824962.50 0.0014 N N N N SWEDBANK AB SWEDBANK AB 1.332 87019RZE9 M312WZV08Y7LYUC71685 US87019RZE97 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-12-14 2017-12-14 2017-12-14 N N N 0.0133 14978201.70 14978201.70 0.0004 N N N N SWEDBANK AB - NEW YORK SWEDBANK AB - NEW YORK 1.340 87019UX95 US87019UX956 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-12-22 2017-12-22 2017-12-22 N N N 0.0134 25004971.75 25004971.75 0.0007 N N N N THE CHIBA BANK LTD-NEW YORK THE CHIBA BANK LTD-NEW YORK 1.350 16706BU22 US16706BU224 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-09 2017-11-09 2017-11-09 N N N 0.0135 17000656.71 17000656.71 0.0005 N N N N THE CHIBA BANK LTD-NEW YORK THE CHIBA BANK LTD-NEW YORK 1.190 0GN001JE8 0001442765 Non-Negotiable Time Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0119 295000000.00 295000000.00 0.0081 N Y Y N THE NORINCHUKIN BANK-LONDON BRANCH THE NORINCHUKIN BANK-LONDON BRANCH 1.444 2D7388N XS1649285605 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2018-01-16 2018-01-16 2018-01-16 N N N 0.0144 44866130.85 44866130.85 0.0012 N N N N THE TORONTO DOMINION BANK THE TORONTO DOMINION BANK 1.368 89120DAC3 PT3QB789TSUIDF371261 US89120DAC39 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-05 2018-02-05 2018-02-05 N N N 0.0139 250051965.00 250051965.00 0.0069 N N N N THE TORONTO DOMINION BANK THE TORONTO DOMINION BANK 1.442 89120DAM1 PT3QB789TSUIDF371261 US89120DAM11 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-22 2018-08-22 2018-08-22 N N N 0.0146 124989835.00 124989835.00 0.0034 N N N N THE TORONTO DOMINION BANK THE TORONTO DOMINION BANK 1.170 89119AY28 US89119AY283 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-02 2017-11-02 2017-11-02 N N N 0.0117 299510629.39 299510629.39 0.0082 N N Y N THE TORONTO DOMINION BANK THE TORONTO DOMINION BANK 1.428 89120DAV1 PT3QB789TSUIDF371261 US89120DAV10 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-12 2018-09-12 2018-09-12 N N N 0.0145 49986090.50 49986090.50 0.0014 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 1.455 88604GAP4 US88604GAP46 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2017-11-05 2018-05-31 2018-05-31 N N Y ROYAL BANK OF CANADA Liquidity/Partial C/E 1.0000 Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 0.0148 46499997.68 46499997.68 0.0013 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 1.388 88603KBE0 US88603KBE01 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2017-11-07 2018-03-07 2018-03-07 N N Y ROYAL BANK OF CANADA Liquidity/Partial C/E 1.0000 Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 0.0141 39997227.60 39997227.60 0.0011 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 1.469 88603YDW8 0001047731 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2017-11-16 2018-10-05 2018-10-05 N N Y ROYAL BANK OF CANADA Liquidity/Partial C/E 1.0000 Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 0.0149 62000000.00 62000000.00 0.0017 N N N N TORONTO DOMINION BANK LONDON BRANCH TORONTO DOMINION BANK LONDON BRANCH 1.497 0D7457N XS1600562588 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-18 2018-04-18 2018-04-18 N N N 0.0152 100046739.00 100046739.00 0.0027 N N N N TORONTO DOMINION BANK LONDON BRANCH TORONTO DOMINION BANK LONDON BRANCH 1.580 5D0309N XS1711386711 0000947263 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2018-04-30 2018-04-30 2018-04-30 N N N 0.0158 148831913.40 148831913.40 0.0041 N N N N TORONTO DOMINION BANK LONDON BRANCH TORONTO DOMINION BANK LONDON BRANCH 1.513 0D4488N XS1590900863 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-12-30 2018-03-29 2018-03-29 N N N 0.0153 25013353.00 25013353.00 0.0007 N N N N TORONTO DOMINION BANK LONDON BRANCH TORONTO DOMINION BANK LONDON BRANCH 1.577 0D1945N XS1584117508 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-17 2018-03-16 2018-03-16 N N N 0.0160 60048972.60 60048972.60 0.0016 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 1.670 89113WUB0 US89113WUB08 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2018-01-10 2018-01-10 2018-01-10 N N N 0.0169 61049500.28 61049500.28 0.0017 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 1.758 89113WPK6 US89113WPK61 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-05 2017-12-05 2017-12-05 N N N 0.0178 160087083.20 160087083.20 0.0044 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 1.758 89113WVH6 PT3QB789TSUIDF371261 US89113WVH68 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-19 2018-01-19 2018-01-19 N N N 0.0178 25027274.75 25027274.75 0.0007 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 1.639 89113WXE1 US89113WXE10 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-21 2018-02-21 2018-02-21 N N N 0.0166 100100940.00 100100940.00 0.0027 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 1.767 89113WMR4 US89113WMR42 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-18 2017-12-18 2017-12-18 N N N 0.0179 35025570.65 35025570.65 0.0010 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 1.430 89113XEW0 US89113XEW02 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2018-03-20 2018-03-20 2018-03-20 N N N 0.0143 145164786.10 145164786.10 0.0040 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 1.559 89113WZN9 US89113WZN90 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-20 2018-03-20 2018-03-20 N N N 0.0158 60047131.20 60047131.20 0.0016 N N N N TOYOTA CREDIT CANADA INC TOYOTA CREDIT CANADA INC 1.457 89232DCC6 HJZQGXYTVV2NWJZLPW74 US89232DCC65 Non-Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2018-03-12 2018-03-12 2018-03-12 N N N 0.0146 41792407.86 41792407.86 0.0011 N N N N TOYOTA MOTOR CREDIT CORPORATION TOYOTA MOTOR CREDIT CORPORATION 1.489 89233ATW9 5493006W3QUS5LMH6R84 US89233ATW98 Non-Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-15 2017-12-08 2017-12-08 N N N 0.0151 92027464.76 92027464.76 0.0025 N N N N TOYOTA MOTOR CREDIT CORPORATION TOYOTA MOTOR CREDIT CORPORATION 1.512 89233ATS8 5493006W3QUS5LMH6R84 US89233ATS86 Non-Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-03 2017-11-21 2017-11-21 N N N 0.0153 75014901.75 75014901.75 0.0021 N N N N TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 1.442 89233LAN5 724500OPA8GZSQUNSR96 US89233LAN55 Non-Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-24 2018-05-24 2018-05-24 N N N 0.0146 12002969.76 12002969.76 0.0003 N N N N UBS AG-LONDON UBS AG-LONDON 1.388 90276JAG1 US90276JAG13 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-08 2017-12-08 2017-12-08 N N N 0.0141 100019510.00 100019510.00 0.0027 N N N N UBS SECURITIES LLC UBS SECURITIES LLC 1.300 0UBS02BB1 T6FIZBDPKLYJKFCRVK44 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DISCOVER BK X05BVSK68TQ7YTOSNR22 2026-07-27 3.450000 4750000.00 4741442.08 Corporate Debt Securities BAXALTA INC 5493000JW8DCO3T45R55 2018-06-22 2.103060 5506000.00 5536824.32 Corporate Debt Securities BB&T CORP SR MEDIUM T 2021-02-01 1.607867 2000381.00 1998507.27 Corporate Debt Securities CHEVRON CORP NEW 2026-05-16 2.954000 880000.00 895328.87 Corporate Debt Securities COCA COLA CO UWJKFUJFZ02DKWI3RY53 2018-04-01 1.150000 4000000.00 3998513.33 Corporate Debt Securities CRH AMERICA FINANCE I 549300WEVUODRJ4CWK56 2027-05-09 3.400000 2153000.00 2195918.86 Corporate Debt Securities MICROSOFT CORP INR2EJN1ERAN0W5ZP974 2019-08-08 1.100000 7315000.00 7265010.10 Corporate Debt Securities SHERWIN WILLIAMS CO Z15BMIOX8DDH0X2OBP21 2022-06-01 2.750000 2214207.00 2257657.12 Corporate Debt Securities WESTROCK CO 549300JEB576INN13W07 2024-09-15 3.000000 268.00 269.18 Corporate Debt Securities WILLIAMS PARTNERS L P WUURD1P1N0874ONXXO03 2027-06-15 3.750000 1798000.00 1838808.61 Corporate Debt Securities CATERPILLAR FINL SVCS 2018-10-01 7.050000 2639000.00 2780610.94 Corporate Debt Securities EOG RES INC XWTZDRYZPBUHIQBKDB46 2018-10-01 6.875000 6351000.00 6672736.37 Corporate Debt Securities CITIBANK NA N Y 2020-10-20 1.662610 2373063.00 2372559.96 Corporate Debt Securities BANK AMER CORP 9DJT3UXIJIZJI4WXO774 2019-04-01 2.650000 262000.00 264892.04 Corporate Debt Securities AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 2020-10-30 2.200000 500000.00 498865.56 Corporate Debt Securities UBS AG STAMFORD BRH 2018-04-25 5.750000 61740000.00 63037671.90 Corporate Debt Securities VMWARE INC 549300BUDHS3LRWBE814 2020-08-21 2.300000 500000.00 501076.11 Corporate Debt Securities BANK NEW YORK MTN BK 2018-05-22 1.694720 750000.00 753523.66 Corporate Debt Securities ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 2027-07-15 3.700000 9213366.00 9439482.48 Corporate Debt Securities COACH INC 549300LJNVY5SW3VTN33 2027-07-15 4.125000 2500000.00 2556223.96 Corporate Debt Securities CHEVRON CORP NEW 2017-11-15 1.345000 810000.00 814983.07 Corporate Debt Securities ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 2022-10-15 2.500000 970000.00 978333.38 Corporate Debt Securities PNC CAP TR C 2028-06-01 1.886110 2000000.00 1896287.03 Corporate Debt Securities INTL PAPER CO 824LMFJDH41EY779Q875 2044-06-15 4.800000 514000.00 571533.73 Corporate Debt Securities KEYCORP MEDIUM TERM N RKPI3RZGV1V1FJTH5T61 2021-03-24 5.100000 40000.00 43802.87 Corporate Debt Securities MASTERCARD INCORPORAT AR5L2ODV9HN37376R084 2019-04-01 2.000000 2000000.00 2015293.33 Corporate Debt Securities BRIGHTHOUSE HLDGS LLC 2037-09-27 6.500000 16000000.00 17138222.23 Corporate Debt Securities DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 2018-01-15 5.250000 700000.00 716182.83 Corporate Debt Securities CISCO SYS INC 2018-06-15 1.630000 610000.00 612472.19 Corporate Debt Securities ERP OPER LTD PARTNERS DX5HQV5MLU50FEWZ5072 2027-08-01 3.250000 650000.00 657835.75 Corporate Debt Securities METROPOLITAN LIFE GLO 2019-09-19 1.543890 733408.00 735440.42 Corporate Debt Securities CME GROUP INC LCZ7XYGSLJUHFXXNXD88 2043-09-15 5.300000 1051000.00 1342465.66 Corporate Debt Securities AT&T INC 549300Z40J86GGSTL398 2022-06-30 3.000000 4130000.00 4200182.47 Corporate Debt Securities AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 2024-10-30 3.000000 2059000.00 2055568.33 Corporate Debt Securities QUALCOMM INC H1J8DDZKZP6H7RWC0H53 2018-05-18 1.400000 3567000.00 3589155.03 Corporate Debt Securities SL GREEN OPER PARTNER 2K1OXW4LY7IS2U150Y32 2022-10-15 3.250000 8685000.00 8722036.70 Corporate Debt Securities WESTLAKE CHEM CORP GOXNEVUM0LL78B1OS344 2021-02-15 4.625000 85000.00 88379.93 Corporate Debt Securities WILLIAMS PARTNERS L P WUURD1P1N0874ONXXO03 2025-09-15 4.000000 765000.00 794040.25 Corporate Debt Securities SUNTRUST BK ATL SR MD 2020-01-31 1.910090 525000.00 528512.25 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2018-04-27 1.700000 20786000.00 20772258.14 Corporate Debt Securities COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 2027-01-15 2.350000 1875000.00 1776430.21 Corporate Debt Securities BB&T CORP SR MEDIUM T 549300DRQQI75D2JP341 2024-10-26 2.850000 1944000.00 1940123.34 Corporate Debt Securities MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 2020-01-27 2.514460 5000000.00 5078498.46 Corporate Debt Securities GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 2017-11-15 1.000000 500000.00 502200.56 Corporate Debt Securities ENTERPRISE PRODS OPER 5493004LGN656HWLDA30 2027-02-15 3.950000 2005000.00 2129528.32 Corporate Debt Securities CITIGROUP INC 2017-11-08 2.361940 1640745.00 1649975.15 Corporate Debt Securities BANCO SANTANDER SA 2022-04-11 2.916390 500.00 515.78 Corporate Debt Securities AT&T INC 549300Z40J86GGSTL398 2018-05-15 5.600000 63000.00 65860.97 Corporate Debt Securities WAL-MART STORES INC Y87794H0US1R65VBXU25 2047-12-15 3.625000 198000.00 201474.43 Corporate Debt Securities WESTROCK CO 2027-09-15 3.375000 549.00 550.00 Corporate Debt Securities AMERICAN EXPRESS CO 2020-10-30 1.707960 3021975.00 3016678.82 Corporate Debt Securities BANK NEW YORK MTN BK WFLLPEPC7FZXENRZV188 2019-03-04 2.200000 8485000.00 8553502.23 Corporate Debt Securities CAPITAL ONE FINANCIAL ZUE8T73ROZOF6FLBAR73 2024-10-30 3.300000 4260043.00 4271758.12 Corporate Debt Securities CATERPILLAR FINL SVCS EDBQKYOPJUCJKLOJDE72 2018-02-23 2.014440 2152000.00 2164815.27 Corporate Debt Securities SELECT INCOME REIT 2025-02-01 4.500000 1936000.00 2001959.52 Corporate Debt Securities HARTFORD FINL SVCS GR IU7C3FTM7Y3BQM112U94 2067-02-12 3.440000 1313168.00 1271819.26 Corporate Debt Securities ING U S INC 549300T065Z4KJ686G75 2018-02-15 2.900000 505000.00 509520.87 Corporate Debt Securities METROPOLITAN LIFE GLO 2022-04-08 2.650000 17103000.00 17238679.05 Corporate Debt Securities MICROSOFT CORP INR2EJN1ERAN0W5ZP974 2026-08-08 2.400000 1760000.00 1713929.07 Corporate Debt Securities PROLOGIS GL16H1DHB0QSHP25F723 2021-02-01 3.350000 10000.00 10425.25 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2018-10-05 2.551000 6693000.00 6747697.80 Corporate Debt Securities UBS AG STAMFORD BRH 2019-08-14 2.375000 1116000.00 1129291.40 Corporate Debt Securities UBS GROUP FDG SWITZ A 2023-08-15 2.265000 299000.00 301401.47 Corporate Debt Securities TOYOTA MOTOR CREDIT C Z2VZBHUMB7PWWJ63I008 2018-10-24 2.000000 4719000.00 4738625.80 Corporate Debt Securities UBS GROUP FDG SWITZ A 2023-05-23 2.534440 7450000.00 7605830.72 Corporate Debt Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0130 250000000.00 250000000.00 0.0069 N Y Y N UNITED OVERSEAS BANK LIMITED UNITED OVERSEAS BANK LIMITED 1.395 91127QB81 IO66REGK3RCBAMA8HR66 US91127QB815 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2018-02-08 2018-02-08 2018-02-08 N N N 0.0140 49805972.00 49805972.00 0.0014 N N N N US TREASURY US TREASURY 2.250 912828PK0 US912828PK05 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2017-11-30 2017-11-30 2017-11-30 N N N 0.0090 95084186.15 95084186.15 0.0026 N Y Y N WELLS FARGO BANK NATIONAL ASSOCIATION WELLS FARGO BANK NATIONAL ASSOCIATION 1.700 94989REV6 KB1H1DSPRFMYMCUFXT09 US94989REV69 Certificate of Deposit Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2018-01-09 2018-01-09 2018-01-09 N N N 0.0172 100085880.00 100085880.00 0.0027 N N N N WELLS FARGO BANK NATIONAL ASSOCIATION WELLS FARGO BANK NATIONAL ASSOCIATION 1.692 94989RBN7 KB1H1DSPRFMYMCUFXT09 US94989RBN70 Certificate of Deposit Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-08 2017-11-08 2017-11-08 N N N 0.0172 25002926.50 25002926.50 0.0007 N N N N WELLS FARGO BANK NATIONAL ASSOCIATION WELLS FARGO BANK NATIONAL ASSOCIATION 1.488 94989RJZ2 KB1H1DSPRFMYMCUFXT09 US94989RJZ29 Certificate of Deposit Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-19 2018-04-19 2018-04-19 N N N 0.0151 100053938.00 100053938.00 0.0027 N N N N WELLS FARGO BANK NATIONAL ASSOCIATION WELLS FARGO BANK NATIONAL ASSOCIATION 1.452 94989RRY6 KB1H1DSPRFMYMCUFXT09 US94989RRY61 Certificate of Deposit Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-30 2018-11-01 2018-11-01 N N N 0.0147 129976627.30 129976627.30 0.0036 N N N N WELLS FARGO BANK NATIONAL ASSOCIATION WELLS FARGO BANK NATIONAL ASSOCIATION 1.468 94989RRH3 KB1H1DSPRFMYMCUFXT09 US94989RRH39 Certificate of Deposit Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-12 2018-10-16 2018-10-16 N N N 0.0149 200009800.00 200009800.00 0.0055 N N N N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.360 0QY001FX6 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INVITATION HOMES TR 2 2031-09-18 4.646670 26950453.00 27003942.60 Asset-Backed Securities GLS AUTO RECV TR 2016 2022-01-18 9.130000 6010000.00 6428023.62 Asset-Backed Securities COLONY STARWOOD TR 20 2033-12-19 4.586670 4927000.00 5038863.13 Asset-Backed Securities WELLS FARGO COML TR 2 2047-12-17 1.156880 196371119.00 11246123.04 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2050-04-15 1.382979 5792994.00 391567.36 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2059-01-17 1.347585 7500000.00 592953.92 Private Label Collateralized Mortgage Obligations BANCO NACIONAL DE DES 2024-05-09 4.750000 377.00 389.14 Other Instrument International Debt VOLT XIX LLC 2014-NPL 2055-04-26 5.000000 16775000.00 16788673.86 Asset-Backed Securities SEQUOIA MTG TR 2017-C 2047-08-25 0.500000 50000000.00 1936948.51 Private Label Collateralized Mortgage Obligations VOLT LV LLC 2017-NPL2 2047-03-25 5.875000 2525000.00 2548811.93 Asset-Backed Securities VENTURE XVIII CLO LTD 2029-10-15 3.009170 2400000.00 2400785.78 Asset-Backed Securities WELLS FARGO RR TR 201 2043-12-30 0.000000 7500000.00 5257747.50 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2047-12-17 0.393830 10125000.00 259021.15 Private Label Collateralized Mortgage Obligations BCC FDG X LLC 2015-1 2020-12-21 4.544000 2000000.00 2003416.89 Asset-Backed Securities AVAYA INC J6LB5QIFSP2MFEFG4U76 2019-04-01 7.000000 696000.00 581740.00 Corporate Debt Securities KCAP F3C SR FDG LLC 2029-12-20 0.000000 15000000.00 15000000.00 Asset-Backed Securities PROGRESS RESI TR 2015 2032-06-14 5.069000 34353000.00 34929412.61 Asset-Backed Securities NAVITAS EQIP RECV 201 2019-06-17 4.500000 1750000.00 1768297.48 Asset-Backed Securities OAK HILL ADV RESI TR 2057-06-25 5.000000 2000000.00 2005727.07 Asset-Backed Securities INVITATION HOMES TR 2 2032-03-18 5.536670 5000000.00 5061400.25 Asset-Backed Securities COLONY AMERICAN HOMES 2031-05-19 4.036670 14555000.00 14588796.94 Asset-Backed Securities COLONY AMERICAN HOMES 2032-07-19 4.886670 6578000.00 6624130.67 Asset-Backed Securities WFRBS COML MTG TR 201 2047-11-18 0.321278 1400000.00 29777.29 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2050-04-15 0.475111 7000000.00 224968.52 Private Label Collateralized Mortgage Obligations GLS AUTO RECV TR 2016 2021-01-15 4.390000 5000000.00 5016540.06 Asset-Backed Securities INVITATION HOMES TR 2 2032-06-17 4.384440 100000.00 100670.83 Asset-Backed Securities INVITATION HOMES TR 2 2031-09-18 5.236670 2000000.00 2007670.37 Asset-Backed Securities INVITATION HOMES TR 2 2032-08-19 4.986670 8210000.00 8312460.48 Asset-Backed Securities STARWOOD WAYPOINT HOM 2035-01-22 3.835000 1000000.00 1005250.99 Asset-Backed Securities PROGRESS RESI TR 2017 2034-08-17 4.261000 200000.00 200724.29 Asset-Backed Securities FIRSTKEY LEND 2015-SF 2047-03-11 4.367000 3200000.00 3223822.47 Asset-Backed Securities INVITATION HOMES TR 2 2032-06-17 4.938000 2100000.00 2114457.31 Asset-Backed Securities COLONY STARWOOD TR 20 2033-07-19 5.387770 25000.00 25735.64 Asset-Backed Securities FORTRESS CR OPPORTUNI 2026-04-28 0.000000 7000000.00 7091693.00 Asset-Backed Securities GYMBOREE CORP 2018-12-01 9.125000 700000.00 33614.58 Corporate Debt Securities WELLS FARGO RR TR 201 2045-01-27 0.000000 16466386.00 11170631.60 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 5493001SKB2HKIF64L70 2048-02-18 0.922788 1270000.00 62714.79 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2058-07-17 0.777791 28000000.00 1098949.83 Private Label Collateralized Mortgage Obligations AMER HOMES 4 RENT TR 2052-04-18 5.885000 7480000.00 8020382.21 Asset-Backed Securities AVAYA INC 2021-03-01 10.500000 24000.00 1890.00 Corporate Debt Securities OAK HILL ADV RESI TR 2057-07-25 4.875000 1128000.00 1129332.73 Asset-Backed Securities LSTAR COML MTG TR 201 2050-03-11 1.234580 1705000.00 88056.44 Private Label Collateralized Mortgage Obligations INVITATION HOMES TR 2 2032-03-18 5.436670 8725000.00 8851712.83 Asset-Backed Securities INVITATION HOMES TR 2 2032-08-19 5.986670 5722000.00 5847383.61 Asset-Backed Securities WFRBS COML MTG TR 201 549300UVB571ELWL8972 2047-05-17 0.571325 7992000.00 284227.67 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 201 2047-11-18 1.051898 10947000.00 684228.12 Private Label Collateralized Mortgage Obligations VOLT XXXVIII LLC 2015 2045-09-25 4.500000 7225000.00 7226715.73 Asset-Backed Securities GLS AUTO RECV TR 2016 2021-10-15 6.900000 5200000.00 5349575.75 Asset-Backed Securities GE CAP CMBS 2005-C2 2043-05-10 0.857199 92017000.00 2249.45 Private Label Collateralized Mortgage Obligations AMSR TR 2016-SFR1 2033-11-17 5.136670 1510100.00 1555121.96 Asset-Backed Securities KCAP F3C SR FDG LLC 2029-12-20 0.000000 9878069.00 9878069.00 Asset-Backed Securities AXIS EQUIP FIN RECV 2 2023-03-20 6.830000 1500000.00 1543423.20 Asset-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-03 2017-11-03 2017-11-03 N N N 0.0136 232000000.00 232000000.00 0.0064 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.260 0QY001FZ1 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENBRIDGE U S INC DISC 2017-11-03 0.000000 10000000.00 9998490.00 Money Market PLAINS MIDSTREAM 2017-11-01 0.000000 12528013.00 12465372.94 Money Market REED ELSEVIER INC 2017-11-01 0.000000 37000000.00 36997225.00 Money Market WPP CP FIN PLC DISC C 2017-11-14 0.000000 27950000.00 27933816.95 Money Market FORTIVE CORP 2017-11-07 0.000000 870000.00 869734.65 Money Market MOLEX ELECTRONIC TECH 2017-11-10 0.000000 4568000.00 4566072.30 Money Market PUGET SOUND ENERGY IN 2017-11-02 0.000000 2500000.00 2499717.50 Money Market PUGET SOUND ENERGY IN 2017-11-07 0.000000 5000000.00 4998475.00 Money Market PUGET SOUND ENERGY IN 2017-11-10 0.000000 7000000.00 6997046.00 Money Market MONDELEZ INTL INC DIS 2017-11-13 0.000000 5000000.00 4997300.00 Money Market OMNICOM CAP INC DISC 2017-11-06 0.000000 15000000.00 14996010.00 Money Market ALLIANT ENERGY CORP 2017-11-01 0.000000 3984000.00 3983701.20 Money Market DOMINION GAS HOLDINGS 2017-11-06 0.000000 1725000.00 1724517.00 Money Market BERKSHIRE HATHAWAY EN 549300JD0S5IZJE9LY15 2017-11-01 0.000000 600000.00 599955.00 Money Market CABOT CORP 2017-11-13 0.000000 50000000.00 49973000.00 Money Market LEGGETT & PLATT INC 2017-11-07 0.000000 491000.00 490850.25 Money Market FORTIVE CORP 2017-11-01 0.000000 16353000.00 16351773.53 Money Market DUKE ENERGY CORP NEW 2017-11-07 0.000000 20000000.00 19993900.00 Money Market BLACK HILLS CORP 2017-11-09 0.000000 7500000.00 7497127.50 Money Market SOUTHERN CO GAS CAP 2017-11-09 0.000000 503000.00 502807.35 Money Market SPIRE INC 2017-11-07 0.000000 1000000.00 999695.00 Money Market PUGET SOUND ENERGY IN 2017-11-09 0.000000 7250000.00 7247223.25 Money Market TELUS CORP 2017-11-06 0.000000 2000000.00 1999468.00 Money Market WPP CP FIN PLC DISC C 2017-11-13 0.000000 18000000.00 17990280.00 Money Market SYSCO CORP 2017-11-01 0.000000 12121383.00 12120473.90 Money Market OGE ENERGY CORP 2017-11-03 0.000000 20000000.00 19996980.00 Money Market PUBLIC SVC ENTERPRISE 2017-11-06 0.000000 1600000.00 1599574.40 Money Market PUGET SOUND ENERGY IN 2017-11-06 0.000000 8000000.00 7997872.00 Money Market FMC TECHNOLOGIES INC 2017-11-14 0.000000 1584000.00 1583082.86 Money Market FORTIVE CORP 2017-11-13 0.000000 40500000.00 40478130.00 Money Market EMPIRE DIST ELEC CO D 2017-11-03 0.000000 2000000.00 1999698.00 Money Market OGLETHORPE PWR CORP E 2017-11-02 0.000000 674000.00 673919.12 Money Market MOLEX ELECTRONIC TECH 2017-11-13 0.000000 15900000.00 15891414.00 Money Market PUGET SOUND ENERGY IN 8MNFJR7KOMBQ7X62LK44 2017-11-08 0.000000 7000000.00 6997592.00 Money Market PUGET SOUND ENERGY IN 2017-11-13 0.000000 2000000.00 1998920.00 Money Market WPP CP FINANCE PLC 2017-11-15 0.000000 27409000.00 27392280.51 Money Market SPIRE INC 2017-11-06 0.000000 1110000.00 1109704.74 Money Market TELUS CORP 2017-11-03 0.000000 700000.00 699894.30 Money Market MCCORMICK & CO INC 2017-11-15 0.000000 5756665.00 5752951.95 Money Market DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 2017-11-01 0.000000 750000.00 749943.75 Money Market PUGET SOUND ENERGY IN 2017-11-03 0.000000 10000000.00 9998490.00 Money Market Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0126 394000000.00 394000000.00 0.0108 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.360 0QY001G07 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VOLT LXI LLC 2017-NPL 2047-06-25 3.125000 5217000.00 3893370.91 Asset-Backed Securities ICG US CLO 2014 3 LTD 2027-01-25 0.000000 2500000.00 1947237.50 Asset-Backed Securities VOLT XXII LLC 2015-NP 2055-02-25 4.250000 1334000.00 1330168.58 Asset-Backed Securities CATSKILL PK CLO LTD / 2029-04-20 3.062610 1300000.00 1299682.35 Asset-Backed Securities ALM VI LTD 2023-06-14 0.000000 2500000.00 1633385.00 Asset-Backed Securities US RESI OPP FD IV TR 2036-10-27 3.598000 4800000.00 3256898.78 Asset-Backed Securities ACAS CLO LTD 2014-2 2027-01-15 0.000000 6150000.00 3966750.00 Asset-Backed Securities HUNT CRE 2017-FL1 LTD 2034-08-17 4.534440 5500000.00 5449385.19 Asset-Backed Securities OHA CR PARTNS XI 2015 2028-10-20 0.000000 15694999.00 9856239.64 Asset-Backed Securities US RESI OPP FD II TR 2036-10-27 3.598000 2150000.00 1362601.25 Asset-Backed Securities VENTURE XIX CLO LTD 2 2027-01-15 0.000000 7000000.00 4422047.00 Asset-Backed Securities PRETIUM MTG CR PRTNR 2031-09-29 3.875000 1000000.00 839079.68 Asset-Backed Securities US RESI OPP FD III TR 2036-10-27 3.598000 18750000.00 13112065.05 Asset-Backed Securities KCAP F3C SR FDG LLC 2029-12-20 0.000000 31498309.00 31498309.00 Asset-Backed Securities COLONY AMERICAN HOMES 2031-07-17 4.440000 21595000.00 17718853.45 Asset-Backed Securities GCAT LLC 2017-4 2022-05-25 3.228200 5521000.00 4740019.71 Asset-Backed Securities CEDAR FDG II CLO LTD 2025-03-09 0.000000 10000000.00 6791030.00 Asset-Backed Securities AXIS EQUIP FIN RECV 2 2020-05-20 4.050000 2000000.00 1965027.99 Asset-Backed Securities BCC FDG X LLC 2015-1 2023-08-21 6.985000 4936000.00 3763612.66 Asset-Backed Securities VOLT XXIV LLC 2015-NP 2055-02-25 4.250000 5000000.00 4985917.45 Asset-Backed Securities US RESI OPP FD III TR 2036-07-27 3.474700 16000000.00 11918623.36 Asset-Backed Securities AVANT LOANS FDG TR 2 2020-11-16 4.920000 4000000.00 2945372.20 Asset-Backed Securities COLONY AMERICAN HOMES 2031-07-17 4.586000 8000000.00 6542721.21 Asset-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-07 2017-11-07 2017-11-07 N N N 0.0136 132000000.00 132000000.00 0.0036 N N Y N WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 1.419 9612C4WN7 EN5TNI6CI43VEPAMHL14 US9612C4WN72 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-21 2018-08-16 2018-08-16 N N N 0.0144 108578385.34 108578385.34 0.0030 N N N N WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 1.428 9612C4WW7 EN5TNI6CI43VEPAMHL14 US9612C4WW71 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-11 2018-09-05 2018-09-05 N N N 0.0145 89981751.60 89981751.60 0.0025 N N N N WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 1.430 9612C4XD8 EN5TNI6CI43VEPAMHL14 US9612C4XD81 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-10 2018-09-27 2018-09-27 N N N 0.0146 49985411.00 49985411.00 0.0014 N N N N WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 1.649 9612C4VF5 EN5TNI6CI43VEPAMHL14 US9612C4VF57 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-21 2018-02-16 2018-02-16 N N N 0.0167 45045863.10 45045863.10 0.0012 N N N N WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 1.469 9612C4VX6 EN5TNI6CI43VEPAMHL14 US9612C4VX63 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-20 2018-04-13 2018-04-13 N N N 0.0149 35016827.65 35016827.65 0.0010 N N N N WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 1.649 9612C4VG3 EN5TNI6CI43VEPAMHL14 US9612C4VG31 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-21 2018-02-15 2018-02-15 N N N 0.0167 42041780.76 42041780.76 0.0012 N N N N WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 1.408 9612C4WA5 EN5TNI6CI43VEPAMHL14 US9612C4WA51 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-02 2018-05-25 2018-05-25 N N N 0.0143 60007737.00 60007737.00 0.0016 N N N N WESTPAC BANKING CORPORATION - NEW YORK BRANCH WESTPAC BANKING CORPORATION - NEW YORK BRANCH 1.419 96121T4G0 US96121T4G08 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-18 2018-08-20 2018-08-20 N N N 0.0144 74983521.75 74983521.75 0.0021 N N N N WESTPAC BANKING CORPORATION - NEW YORK BRANCH WESTPAC BANKING CORPORATION - NEW YORK BRANCH 1.755 96121T2K3 US96121T2K38 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2017-11-10 2018-01-10 2018-01-10 N N N 0.0178 100099431.00 100099431.00 0.0027 N N N N JPMorgan Prime Money Market Fund 2017-11-07 Matthew Plastina Matthew Plastina Treasurer