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(London) ASB Finance Ltd. (London), 2.07% 0020P5HW2 549300A8V0FZJN79NH08 CIA790000 Financial Company Commercial Paper Y N/A N/A 2018-05-30 2018-07-30 2018-07-30 N N N 0.0208 43998284.00 43998284.00 0.0015 N N N N ASB Finance Ltd. (London) ASB Finance Ltd. (London), 2.34% 0020P5HZ5 549300A8V0FZJN79NH08 DAA304000 Financial Company Commercial Paper Y N/A N/A 2018-05-24 2018-09-26 2018-09-26 N N N 0.0271 83871480.00 83871480.00 0.0029 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.07% 06417LFN2 L3I9ZG2KFGXZ61BMYR72 US06417LFN29 0000009631 Financial Company Commercial Paper Y N/A N/A 2018-05-01 2018-06-01 2018-06-01 N N N 0.0181 208043264.00 208043264.00 0.0072 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.09% 06417LGG6 L3I9ZG2KFGXZ61BMYR72 US06417LGG68 0000009631 Financial Company Commercial Paper Y N/A N/A 2018-05-29 2018-08-28 2018-08-28 N N N 0.0219 250907632.00 250907632.00 0.0087 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.97% 06742QHQ8 G5GSEF7VJP5I7OUK5573 CIH470000 Financial Company Commercial Paper Y N/A N/A 2018-05-15 2018-05-15 2018-05-15 N N N 0.0197 76937114.10 76937114.10 0.0027 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.99% 06742QJY9 G5GSEF7VJP5I7OUK5573 CII608000 Financial Company Commercial Paper Y N/A N/A 2018-05-17 2018-05-17 2018-05-17 N N N 0.0199 87918010.40 87918010.40 0.0031 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.02% 06742QHS4 G5GSEF7VJP5I7OUK5573 CIJ444000 Financial Company Commercial Paper Y N/A N/A 2018-05-22 2018-05-22 2018-05-22 N N N 0.0202 73909416.60 73909416.60 0.0026 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.03% 06742QJU7 G5GSEF7VJP5I7OUK5573 CIJ940000 Financial Company Commercial Paper Y N/A N/A 2018-05-25 2018-05-25 2018-05-25 N N N 0.0203 43938492.40 43938492.40 0.0015 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.06% 06742QJV5 G5GSEF7VJP5I7OUK5573 CJJ849000 Financial Company Commercial Paper Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0206 62840137.50 62840137.50 0.0022 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.26% 06742QJZ6 G5GSEF7VJP5I7OUK5573 DAC415000 Financial Company Commercial Paper Y N/A N/A 2018-06-29 2018-06-29 2018-06-29 N N N 0.0226 35866198.80 35866198.80 0.0012 N N N N Bayerische Landesbank Bayerische Landesbank, 1.81% 07274ME19 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0181 235988176.40 235988176.40 0.0082 N Y Y N Bayerische Landesbank Bayerische Landesbank, 1.82% 07274ME27 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0182 238976004.40 238976004.40 0.0083 N N Y N Bayerische Landesbank Bayerische Landesbank, 1.82% 07274ME35 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 N N N 0.0182 237349154.87 237349154.87 0.0083 N N Y N Bayerische Landesbank Bayerische Landesbank, 1.83% 07274ME43 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2018-05-04 2018-05-04 2018-05-04 N N N 0.0183 281943064.20 281943064.20 0.0098 N N Y N Bayerische Landesbank Bayerische Landesbank, 1.84% 07274ME76 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2018-05-07 2018-05-07 2018-05-07 N N N 0.0184 156944134.69 156944134.69 0.0055 N N Y N BPCE SA BPCE SA, 1.86% 05571CFB2 9695005MSX1OYEMGDF46 CJF927000 Financial Company Commercial Paper Y N/A N/A 2018-06-11 2018-06-11 2018-06-11 N N N 0.0186 274410950.00 274410950.00 0.0095 N N N N BPCE SA BPCE SA, 1.88% 05571CFD8 9695005MSX1OYEMGDF46 CJG890000 Financial Company Commercial Paper Y N/A N/A 2018-06-13 2018-06-13 2018-06-13 N N N 0.0188 274377510.00 274377510.00 0.0095 N N N N BPCE SA BPCE SA, 2.34% 05571CH12 9695005MSX1OYEMGDF46 DAE781000 Financial Company Commercial Paper Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0234 215705616.70 215705616.70 0.0075 N N N N BPCE SA BPCE SA, 2.36% 05571CH95 9695005MSX1OYEMGDF46 DBC668000 Financial Company Commercial Paper Y N/A N/A 2018-08-09 2018-08-09 2018-08-09 N N N 0.0236 248363650.00 248363650.00 0.0086 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 1.61% 12802WE34 969500P04DQJS4BPM574 CIC887000 Financial Company Commercial Paper Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 N N N 0.0161 259965342.00 259965342.00 0.0090 N N Y N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 2.01% 12802WFE9 969500P04DQJS4BPM574 DBB307000 Financial Company Commercial Paper Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0201 282299575.00 282299575.00 0.0098 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.07% 13608CDS8 2IGI19DL77OX0HC3ZE78 US13608CDS89 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-05-29 2018-08-28 2018-08-28 N N N 0.0218 124958125.00 124958125.00 0.0043 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.08% 13608CDQ2 2IGI19DL77OX0HC3ZE78 US13608CDQ24 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-05-15 2018-08-15 2018-08-15 N N N 0.0213 234955585.00 234955585.00 0.0082 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.10% 13608CEG3 2IGI19DL77OX0HC3ZE78 US13608CEG33 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-05-07 2018-11-05 2018-11-05 N N N 0.0223 259822940.00 259822940.00 0.0090 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.19% 13608CEM0 2IGI19DL77OX0HC3ZE78 US13608CEM01 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-05-29 2018-11-26 2018-11-26 N N N 0.0227 289862250.00 289862250.00 0.0101 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.45% 13608CFE7 2IGI19DL77OX0HC3ZE78 US13608CFE75 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-07-23 2019-01-23 2019-01-23 N N N 0.0246 286978503.70 286978503.70 0.0100 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia, 2.05% 20272AZS8 MSFSBD3QN1GSN7Q6C537 US20272AZS85 0000008565 Financial Company Commercial Paper Y N/A N/A 2018-05-07 2018-07-05 2018-07-05 N N N 0.0195 134021306.00 134021306.00 0.0047 N N N N Credit Suisse AG Credit Suisse AG, 2.03% 2254EBG39 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0203 638712912.00 638712912.00 0.0222 N N N N Credit Suisse AG Credit Suisse AG, 2.07% 22533HCK6 ANGGYXNX0JLX3X63JN86 US22533HCK68 0001053092 Financial Company Commercial Paper Y N/A N/A 2018-05-08 2018-06-08 2018-06-08 N N N 0.0185 231048741.00 231048741.00 0.0080 N N N N Credit Suisse AG Credit Suisse AG, 2.30% 22533HCR1 ANGGYXNX0JLX3X63JN86 US22533HCR12 0001053092 Financial Company Commercial Paper Y N/A N/A 2018-05-29 2018-07-26 2018-07-26 N N N 0.0205 532294728.00 532294728.00 0.0185 N N N N J.P. 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Rogers Communications, Inc., 2.30% 77511MEN7 54930030NVF3Y2OL0A78 0000733099 Non-Financial Company Commercial Paper Y N/A N/A 2018-05-22 2018-05-22 2018-05-22 N N N 0.0230 20970688.20 20970688.20 0.0007 N N N N Sempra Global Sempra Global, 2.19% 81685ME33 DAE706000 Non-Financial Company Commercial Paper Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0219 19996376.00 19996376.00 0.0007 N N Y N Sempra Global Sempra Global, 2.27% 81685MEG4 DAF749000 Non-Financial Company Commercial Paper Y N/A N/A 2018-05-16 2018-05-16 2018-05-16 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0227 17981960.40 17981960.40 0.0006 N N N N Sempra Global Sempra Global, 2.28% 81685MEJ8 DBC153000 Non-Financial Company Commercial Paper Y N/A N/A 2018-05-18 2018-05-18 2018-05-18 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0228 9738963.00 9738963.00 0.0003 N N N N Sempra Global Sempra Global, 2.35% 81685MEW9 DAI252000 Non-Financial Company Commercial Paper Y N/A N/A 2018-05-30 2018-05-30 2018-05-30 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0235 12725243.33 12725243.33 0.0004 N N N N Sempra Global Sempra Global, 2.46% 81685MFJ7 DAG615000 Non-Financial Company Commercial Paper Y N/A N/A 2018-06-18 2018-06-18 2018-06-18 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0246 11185956.24 11185956.24 0.0004 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.00% 91058UE17 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0000 23000000.00 23000000.00 0.0008 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.00% 91058UE17 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0000 103000000.00 103000000.00 0.0036 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 2.21% 91058UF73 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0221 64850428.50 64850428.50 0.0023 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 2.21% 91058UF81 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2018-06-08 2018-06-08 2018-06-08 N N N 0.0221 64846138.50 64846138.50 0.0023 N N N N Verizon Communications, Inc. Verizon Communications, Inc., 2.26% 92344MEE9 2S72QS2UO2OESLG6Y829 0000732712 Non-Financial Company Commercial Paper Y N/A N/A 2018-05-14 2018-05-14 2018-05-14 N N N 0.0226 13987782.20 13987782.20 0.0005 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.00% 04821UF56 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0200 81588789.00 81588789.00 0.0028 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.01% 04821UF80 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2018-06-08 2018-06-08 2018-06-08 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0201 50890441.80 50890441.80 0.0018 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.16% 04821UG63 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0216 66733152.40 66733152.40 0.0023 N N N N Gotham Funding Corp. Gotham Funding Corp., 1.69% 38346ME34 549300Z2ZR7VTUMRPR17 CID084000 Asset Backed Commercial Paper Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0169 54992300.00 54992300.00 0.0019 N N Y N Gotham Funding Corp. Gotham Funding Corp., 1.98% 38346MF58 549300Z2ZR7VTUMRPR17 CJE976000 Asset Backed Commercial Paper Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0198 69703812.00 69703812.00 0.0024 N N N N Gotham Funding Corp. Gotham Funding Corp., 1.99% 38346MF74 549300Z2ZR7VTUMRPR17 CJF000000 Asset Backed Commercial Paper Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0199 21954484.20 21954484.20 0.0008 N N N N Gotham Funding Corp. Gotham Funding Corp., 2.02% 38346MFD1 549300Z2ZR7VTUMRPR17 CJH234000 Asset Backed Commercial Paper Y N/A N/A 2018-06-13 2018-06-13 2018-06-13 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0202 94768941.00 94768941.00 0.0033 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 2.03% 56274MFB3 549300S0NSJYSOB32S63 CJG504000 Asset Backed Commercial Paper Y N/A N/A 2018-06-11 2018-06-11 2018-06-11 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0203 97770650.60 97770650.60 0.0034 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 2.10% 56274MFM9 549300S0NSJYSOB32S63 DAA745000 Asset Backed Commercial Paper Y N/A N/A 2018-06-21 2018-06-21 2018-06-21 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0210 19940228.00 19940228.00 0.0007 N N N N Bank of Montreal Bank of Montreal, 2.07% 06371EHP5 NQQ6HPCNCCU6TUTQYE16 US06371EHP51 0000927971 Certificate of Deposit Y N/A N/A 2018-05-04 2018-05-04 2018-05-04 N N N 0.0173 200007200.00 200007200.00 0.0070 N N Y N Bank of Montreal Bank of Montreal, 2.08% 06371EQN0 NQQ6HPCNCCU6TUTQYE16 US06371EQN03 0000927971 Certificate of Deposit Y N/A N/A 2018-05-07 2018-07-06 2018-07-06 N N N 0.0216 198964717.30 198964717.30 0.0069 N N N N Bank of Montreal Bank of Montreal, 2.09% 06371EUJ4 NQQ6HPCNCCU6TUTQYE16 US06371EUJ45 0000927971 Certificate of Deposit Y N/A N/A 2018-05-10 2018-08-10 2018-08-10 N N N 0.0212 229974700.00 229974700.00 0.0080 N N N N Bank of Montreal Bank of Montreal, 2.09% 06371ENM5 NQQ6HPCNCCU6TUTQYE16 US06371ENM56 0000927971 Certificate of Deposit Y N/A N/A 2018-05-14 2018-06-14 2018-06-14 N N N 0.0188 59013983.00 59013983.00 0.0021 N N N N Bank of Montreal Bank of Montreal, 2.09% 06371ESD0 NQQ6HPCNCCU6TUTQYE16 US06371ESD03 0000927971 Certificate of Deposit Y N/A N/A 2018-05-21 2018-07-20 2018-07-20 N N N 0.0203 150015150.00 150015150.00 0.0052 N N N N Bank of Montreal Bank of Montreal, 2.09% 06371EPE1 NQQ6HPCNCCU6TUTQYE16 US06371EPE13 0000927971 Certificate of Deposit Y N/A N/A 2018-05-21 2018-06-21 2018-06-21 N N N 0.0191 91021203.00 91021203.00 0.0032 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.07% 06417GYA0 L3I9ZG2KFGXZ61BMYR72 US06417GYA02 Certificate of Deposit Y N/A N/A 2018-05-02 2018-06-01 2018-06-01 N N N 0.0181 114023712.00 114023712.00 0.0040 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.08% 06417GYC6 L3I9ZG2KFGXZ61BMYR72 US06417GYC67 Certificate of Deposit Y N/A N/A 2018-05-07 2018-06-07 2018-06-07 N N N 0.0185 205045100.00 205045100.00 0.0071 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.10% 06417GWF1 L3I9ZG2KFGXZ61BMYR72 US06417GWF17 Certificate of Deposit Y N/A N/A 2018-05-14 2018-07-13 2018-07-13 N N N 0.0200 44007524.00 44007524.00 0.0015 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.80% 06539RRW9 C3GTMMZIHMY46P4OIX74 CIB048000 Certificate of Deposit Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0174 108000259.20 108000259.20 0.0038 N N Y N Bayerische Landesbank Bayerische Landesbank, 2.20% 0727MAPM7 VDYMYTQGZZ6DU0912C88 DAA697000 Certificate of Deposit Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0179 283006084.50 283006084.50 0.0098 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.09% 13606BME3 2IGI19DL77OX0HC3ZE78 US13606BME38 Certificate of Deposit Y N/A N/A 2018-05-22 2018-05-22 2018-05-22 N N N 0.0179 100016900.00 100016900.00 0.0035 N N N N KBC Bank NV KBC Bank NV, 2.12% 4823TAXJ1 6B2PBRV1FCJDMR45RZ53 DAA775000 Certificate of Deposit Y N/A N/A 2018-05-29 2018-05-29 2018-05-29 N N N 0.0190 251041013.40 251041013.40 0.0087 N N N N KBC Bank NV KBC Bank NV, 2.13% 4823TAXK8 6B2PBRV1FCJDMR45RZ53 DAB074000 Certificate of Deposit Y N/A N/A 2018-06-04 2018-06-04 2018-06-04 N N N 0.0194 124020956.00 124020956.00 0.0043 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.82% 51500LZZ7 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0179 289006115.60 289006115.60 0.0100 N Y Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.82% 51500LA27 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0179 325000227.50 325000227.50 0.0113 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.82% 51500LA43 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 N N N 0.0180 295000206.50 295000206.50 0.0103 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.08% 60683BDX8 JBONEPAGQXF4QP29B387 US60683BDX82 Certificate of Deposit Y N/A N/A 2018-05-15 2018-05-15 2018-05-15 N N N 0.0177 250030500.00 250030500.00 0.0087 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.09% 60683BEJ8 JBONEPAGQXF4QP29B387 US60683BEJ89 Certificate of Deposit Y N/A N/A 2018-05-15 2018-06-15 2018-06-15 N N N 0.0188 120028440.00 120028440.00 0.0042 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.19% 60700AUG7 RB0PEZSDGCO3JS6CEU02 CJF021000 Certificate of Deposit Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0188 275083077.50 275083077.50 0.0096 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.34% 60700AWN0 RB0PEZSDGCO3JS6CEU02 DAF240000 Certificate of Deposit Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 N N N 0.0204 289149384.10 289149384.10 0.0101 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.34% 60700AWQ3 RB0PEZSDGCO3JS6CEU02 DAF811000 Certificate of Deposit Y N/A N/A 2018-07-09 2018-07-09 2018-07-09 N N N 0.0207 231113698.20 231113698.20 0.0080 N N N N Natixis SA Natixis SA, 2.15% 63873NQL8 KX1WK48MPD4Y2NCUIZ63 CJE494000 Certificate of Deposit Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0181 407128367.80 407128367.80 0.0142 N N N N Royal Bank of Canada Royal Bank of Canada, 2.07% 78009N2B1 ES7IP3U3RHIGC71XBU11 US78009N2B15 Certificate of Deposit Y N/A N/A 2018-05-21 2018-06-20 2018-06-20 N N N 0.0191 221045305.00 221045305.00 0.0077 N N N N Royal Bank of Canada Royal Bank of Canada, 2.08% 78009N2R6 ES7IP3U3RHIGC71XBU11 US78009N2R66 Certificate of Deposit Y N/A N/A 2018-05-10 2018-07-10 2018-07-10 N N N 0.0199 171025650.00 171025650.00 0.0059 N N N N Royal Bank of Canada Royal Bank of Canada, 2.09% 78009NY26 ES7IP3U3RHIGC71XBU11 US78009NY266 Certificate of Deposit Y N/A N/A 2018-05-03 2018-08-03 2018-08-03 N N N 0.0208 69000069.00 69000069.00 0.0024 N N N N Royal Bank of Canada Royal Bank of Canada, 2.09% 78009N4D5 ES7IP3U3RHIGC71XBU11 US78009N4D52 Certificate of Deposit Y N/A N/A 2018-05-30 2018-08-30 2018-08-30 N N N 0.0220 248904882.00 248904882.00 0.0087 N N N N Royal Bank of Canada Royal Bank of Canada, 2.10% 78009N6V3 ES7IP3U3RHIGC71XBU11 US78009N6V33 Certificate of Deposit Y N/A N/A 2018-05-21 2018-10-18 2018-10-18 N N N 0.0225 224847675.00 224847675.00 0.0078 N N N N Royal Bank of Canada Royal Bank of Canada, 2.41% 78012UCH6 ES7IP3U3RHIGC71XBU11 US78012UCH68 Certificate of Deposit Y N/A N/A 2018-06-28 2018-09-28 2018-09-28 N N N 0.0240 188006730.40 188006730.40 0.0065 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.08% 86563Y6U2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2018-05-07 2018-06-05 2018-06-05 N N N 0.0202 260011960.00 260011960.00 0.0090 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.09% 86563Y5K5 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2018-05-21 2018-05-23 2018-05-23 N N N 0.0189 260029380.00 260029380.00 0.0090 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.09% 86563Y5H2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2018-05-21 2018-05-21 2018-05-21 N N N 0.0186 121014641.00 121014641.00 0.0042 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.09% 86563Y5Y5 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2018-05-29 2018-05-29 2018-05-29 N N N 0.0198 261018531.00 261018531.00 0.0091 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.09% 86564E5S1 5493006GGLR4BTEL8O61 US86564E5S16 0001046017 Certificate of Deposit Y N/A N/A 2018-05-08 2018-06-08 2018-06-08 N N N 0.0204 261007569.00 261007569.00 0.0091 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.05% 86958JXG9 NHBDILHZTYCNBV5UYZ31 US86958JXG92 Certificate of Deposit Y N/A N/A 2018-05-02 2018-07-02 2018-07-02 N N N 0.0194 260041080.00 260041080.00 0.0090 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.06% 86958JYN3 NHBDILHZTYCNBV5UYZ31 US86958JYN35 Certificate of Deposit Y N/A N/A 2018-05-29 2018-07-30 2018-07-30 N N N 0.0207 258984201.00 258984201.00 0.0090 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.29% 86958JA66 NHBDILHZTYCNBV5UYZ31 US86958JA668 Certificate of Deposit Y N/A N/A 2018-05-29 2018-09-27 2018-09-27 N N N 0.0219 341137764.00 341137764.00 0.0119 N N N N Swedbank AB Swedbank AB, 1.75% 87019VGQ4 M312WZV08Y7LYUC71685 DBB187000 Certificate of Deposit Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0168 287000401.80 287000401.80 0.0100 N Y Y N Swedbank AB Swedbank AB, 1.75% 87019VGR2 M312WZV08Y7LYUC71685 DBB531000 Certificate of Deposit Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0169 233000605.80 233000605.80 0.0081 N N Y N Swedbank AB Swedbank AB, 1.75% 87019VGU5 M312WZV08Y7LYUC71685 DBC046000 Certificate of Deposit Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 N N N 0.0169 286001115.40 286001115.40 0.0099 N N Y N Toronto-Dominion Bank Toronto-Dominion Bank, 2.45% 89113XK78 PT3QB789TSUIDF371261 US89113XK782 0000947263 Certificate of Deposit Y N/A N/A 2018-07-18 2019-01-18 2019-01-18 N N N 0.0245 207985440.00 207985440.00 0.0072 N N N N Citibank NA Citibank NA, 2.20% 17305TXT4 E57ODZWZ7FF32TWEFA76 CJG402000 Certificate of Deposit Y N/A N/A 2018-06-13 2018-06-13 2018-06-13 N N N 0.0201 275058327.50 275058327.50 0.0096 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 2.05% 94989RQU5 KB1H1DSPRFMYMCUFXT09 US94989RQU58 Certificate of Deposit Y N/A N/A 2018-05-07 2018-07-05 2018-07-05 N N N 0.0195 300047700.00 300047700.00 0.0104 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 2.09% 94989RXF0 KB1H1DSPRFMYMCUFXT09 US94989RXF09 Certificate of Deposit Y N/A N/A 2018-05-21 2018-08-17 2018-08-17 N N N 0.0215 254947470.00 254947470.00 0.0089 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.01% RB0PEZSDGCO3JS6CEU02 XS1801135176 Certificate of Deposit Y N/A N/A 2018-06-27 2018-06-27 2018-06-27 N N N 0.0201 145533165.00 145533165.00 0.0051 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.25% RB0PEZSDGCO3JS6CEU02 XS1815435158 Certificate of Deposit Y N/A N/A 2018-07-27 2018-07-27 2018-07-27 N N N 0.0225 41771990.40 41771990.40 0.0015 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.36% RB0PEZSDGCO3JS6CEU02 XS1818748482 Certificate of Deposit Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0236 74542804.50 74542804.50 0.0026 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.10% 5493006GGLR4BTEL8O61 XS1785482123 Certificate of Deposit Y N/A N/A 2018-05-29 2018-05-29 2018-05-29 N N N 0.0187 51008884.20 51008884.20 0.0018 N N N N BNP Paribas BNP Paribas, 1.82% R0MUWSFPU8MPRO8K5P83 DBD250000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2018-11-15 2099-12-31 0.25 - 9.95 246447660.00 201562849.95 Corporate Debt Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0182 192000000.00 192000000.00 0.0067 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.89% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2029-10-15 2500-12-31 0 - 7.625 10477114.00 231132143.60 Equities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0189 214000000.00 214000000.00 0.0074 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.37% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PAGSEGURO DIGITAL LTD COM CL A 2500-12-31 2500-12-31 N/A 17900.00 584435.00 Equities ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2049-01-01 2049-01-01 N/A 644576.00 17068372.48 Equities ARCUS BIOSCIENCES INC COM 2049-01-01 2049-01-01 N/A 700.00 10738.00 Equities ISHARES TR MBS ETF 2049-01-01 2049-01-01 N/A 766424.00 79577803.92 Equities CONTANGO OIL & GAS COMPANY COM NEW 549300WN2AGOX1011V72 2049-01-01 2049-01-01 N/A 3000.00 11550.00 Equities OVERSEAS SHIPHOLDING GROUP INC CL A NEW 2049-01-01 2049-01-01 N/A 8843.00 32630.67 Equities VANECK VECTORS ETF TR JR GOLD MINERS E 549300P2HS5GYBL1ME59 2049-01-01 2049-01-01 N/A 5808405.00 191851617.15 Equities NEW GOLD INC CDA COM 5493005G0GNCHP0H6L96 2049-01-01 2049-01-01 N/A 133562.00 319213.18 Equities ONCOCYTE CORPORATION COM 549300BIYAW8GO410287 2049-01-01 2049-01-01 N/A 100.00 215.00 Equities MCCLATCHY CO CL A NEW 549300O2Y2UWR3BER320 2049-01-01 2049-01-01 N/A 700.00 6489.00 Equities RADIANT LOGISTICS INC COM 549300HWCW2HBOG4GN20 2049-01-01 2049-01-01 N/A 158934.00 567394.38 Equities CORPORACION AMER ARPTS S A COM 2500-12-31 2500-12-31 N/A 34118.00 399521.78 Equities SILVERCORP METALS INC COM 2049-01-01 2049-01-01 N/A 200.00 576.00 Equities GOODRICH PETE CORP COM PAR 5493000G2GU65EVWSF15 2049-01-01 2049-01-01 N/A 400.00 5084.00 Equities Y N/A N/A 2018-05-07 2018-05-07 2018-05-07 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0234 268000187.60 268000187.60 0.0093 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.71% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LB SML BAL COML 2006-1 1A 144 20310425 FLT 2031-04-25 2031-04-25 2.117 - 2.127 41121008.00 196045.17 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP I 2015-XLF1 D 20310814 FLT 2031-08-14 2031-08-14 4.897 - 4.897 7500000.00 7536220.43 Private Label Collateralized Mortgage Obligations NATIONSTAR MTG LN TR 2013-A A-IO 20521225 FLT 2052-12-25 2052-12-25 1.973 - 1.973 43598000.00 402138.63 Private Label Collateralized Mortgage Obligations PMT LOAN TRUST 2013-J1 A-IO 20430925 FLT 549300QFMQR379ND0354 2043-09-25 2043-09-25 0.062 - 0.062 507801000.00 565733.78 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2018-B2 D 20510310 FLT 2051-03-10 2051-03-10 3.331 - 3.331 16493000.00 12496572.19 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2011-GC5 X-A 20440812 FLT 2044-08-12 2044-08-12 1.517 - 1.517 6485000.00 135075.42 Private Label Collateralized Mortgage Obligations NEW RESI MTG LN TR 2017-1 B1-IO 20570225 FLT 2057-02-25 2057-02-25 1.05 - 1.05 26107000.00 1151423.54 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2015-PS1 A-1-IO 20420925 FLT 2042-09-25 2042-09-25 1.5 - 1.5 189175950.00 2243466.23 Asset-Backed Securities GS MTG SECS TR 2015-GC34 X-A 20481013 FLT 54930070360RBP384M53 2048-10-13 2048-10-13 1.507 - 1.507 28947233.00 2108642.08 Private Label Collateralized Mortgage Obligations NEW RESI MTG LN TR 2016-4 A-IO 20561125 FLT 2056-11-25 2056-11-25 0.718 - 1.468 219046000.00 6924574.06 Private Label Collateralized Mortgage Obligations CIM TRUST 2017-7 A-IO 20570425 FLT 2057-04-25 2057-04-25 1.62 - 1.62 264166000.00 8107355.66 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2015-LC22 X-A 20580917 FLT 549300XO83D3BDYP0P62 2058-09-17 2058-09-17 1.035 - 1.035 4900000.00 229635.75 Private Label Collateralized Mortgage Obligations NEW RESI MTG TR 2017-4 B1-IO 20570525 FLT 2057-05-25 2057-05-25 0.828 - 0.828 18980000.00 724514.10 Private Label Collateralized Mortgage Obligations HOSPITALITY 2017-HIT MTG TR A 20300510 FLT 2030-05-10 2030-05-10 2.745 - 2.745 5685000.00 5703400.16 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2018-RP1 M-3 20640925 FLT 549300R1KUK063S4I339 2064-09-25 2064-09-25 3 - 3 14544500.00 12341017.95 Private Label Collateralized Mortgage Obligations NEW RESI MTG LN TR 2015-1 A-IO 20520528 FLT 549300RCJSGOC0A85G53 2052-05-28 2052-05-28 1.62 - 1.62 304443000.00 6750637.06 Private Label Collateralized Mortgage Obligations NEW RESI MTG LN TR 2016-1 A-IO 20560325 FLT 2056-03-25 2056-03-25 1.007 - 1.757 223030000.00 7288084.74 Private Label Collateralized Mortgage Obligations NEW RESI MTG LN TR 2016-3 A-IO 20560925 FLT 2056-09-25 2056-09-25 1.462 - 2.212 256807000.00 12511051.15 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-UBS2 X-A 20470312 FLT 2047-03-12 2047-03-12 1.514 - 1.514 10500250.00 503090.34 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 2015-SHP2 X-NCP 20270715 FLT 2027-07-15 2027-07-15 N/A 46545000.00 4654.50 Private Label Collateralized Mortgage Obligations AGATE BAY MTG TR 2014-1 2-AIO2 20440725 FLT 549300EQ60CWY6DQ4351 2044-07-25 2044-07-25 2 - 2 99147000.00 4725363.22 Private Label Collateralized Mortgage Obligations WELLS FARGO CM MTG TR 2012-LC5 X-A 20451017 FLT 2045-10-17 2045-10-17 1.951 - 1.951 73190281.00 3565168.39 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 2015-GC35 X-A 20481113 FLT 2048-11-13 2048-11-13 1.034 - 1.034 773000.00 34078.01 Private Label Collateralized Mortgage Obligations CCUBS COML MTG TR 2017-C1 A-S 20501117 FLT 2050-11-17 2050-11-17 3.907 - 3.907 5355276.00 5325901.87 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2012-CIBX X-A 20450616 FLT 2045-06-16 2045-06-16 1.653 - 1.653 76560200.00 1986474.28 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2012-GCJ9 X-A 20451113 FLT 2045-11-13 2045-11-13 2.127 - 2.127 122458000.00 6691733.65 Private Label Collateralized Mortgage Obligations NEW RESI MTG TR 2017-3 B1-IO 20570425 FLT 2057-04-25 2057-04-25 0.948 - 0.948 30607000.00 1249897.20 Private Label Collateralized Mortgage Obligations BYVW OPP MST FD IVB 2016-SPL2 A-IOA 20530630 FLT 2053-06-30 2053-06-30 3.928 - 3.928 142320000.00 9324699.55 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 2015-GC29 A-4 20480410 3.19200 2048-04-10 2048-04-10 3.192 - 3.192 9220392.00 9003900.27 Private Label Collateralized Mortgage Obligations Y N/A N/A 2018-05-21 2018-05-21 2018-05-21 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0271 122997490.80 122997490.80 0.0043 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.77% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WORLD BANK ZTMSNXROF84AHWJNKQ93 2020-09-04 2034-11-28 0 - 1.859 4159000.00 3882751.35 Other Instrument INTERNATIONAL DEBT KINDER MORGAN INC DEL PFD SER A 549300WR7IX8XE0TBO16 2018-10-23 2018-10-23 9.75 - 9.75 16000.00 504000.00 Equities FEDERAL HOME LOAN MORTGAGE CORP 2021-02-15 2047-11-25 0 - 8.5 37677627.00 26895254.64 Agency Collateralized Mortgage Obligation ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 2019-01-15 2027-11-02 1.375 - 2.5 10000000.00 9599241.29 Other Instrument INTERNATIONAL DEBT FEDERAL NATIONAL MORTGAGE ASSOC 2028-04-18 2029-02-17 0 - 6.706 656094266.00 187710.35 Agency Collateralized Mortgage Obligation INTERNATIONAL FINANCE CORP QKL54NQY28TCDAI75F60 2021-01-25 2021-01-25 2.25 - 2.25 2300000.00 2282836.25 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2018-05-21 2018-05-21 2018-05-21 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0271 42000634.20 42000634.20 0.0015 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 1.89% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BANK OF AMERICA FUNDING CORPOR 9DJT3UXIJIZJI4WXO774 2020-10-19 2048-01-20 2.503 - 5.875 30994000.00 30792954.56 Corporate Debt Securities COOPERATIEVE CENTRALE DG3RU1DBUFHT4ZF9WN62 2022-11-09 2022-11-09 3.95 - 3.95 2750000.00 2794364.30 Corporate Debt Securities AMERICAN EXP CRT CP 9ET6B8VCXWW51H8Z3M54 2019-05-03 2022-03-03 1.875 - 2.7 1951000.00 1943074.45 Corporate Debt Securities CREDIT AGRICOLE S.A. 969500TJ5KRTCJQWXH05 2033-01-10 2033-01-10 4 - 4 3186000.00 3022023.47 Corporate Debt Securities TRP NISSAN MOTOR ACP 7D6DIU2QXTUJRFNNJA49 2022-09-28 2022-09-28 2.6 - 2.6 6865000.00 6601254.33 Corporate Debt Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0189 43000000.00 43000000.00 0.0015 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.82% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP INC SR GLBL NT8.5%19 6SHGI4ZSSLCXXQSBB395 2019-05-22 2019-05-22 8.5 - 8.5 102000.00 111840.51 Corporate Debt Securities FORD MOTOR CREDIT CO LLC SR GLBL NT 26 UDSQCVRUX5BONN0VY111 2026-01-08 2026-01-08 4.389 - 4.389 2007000.00 1998479.62 Corporate Debt Securities BP CAP MKTS P L C SR NT 3.506%25 549300CRVT18MXX0AG93 2025-03-17 2025-03-17 3.506 - 3.506 1000.00 995.68 Corporate Debt Securities SPRINT SPECTRUM CO LLC/SPRINT SR SEC GLBL 29 2029-09-20 2029-09-20 5.152 - 5.152 12621292.00 12819754.80 Corporate Debt Securities OCCIDENTAL PETE CORP DEL SR GLBL NT4.2%48 IM7X0T3ECJW4C1T7ON55 2048-03-15 2048-03-15 4.2 - 4.2 260.00 261.04 Corporate Debt Securities DISCOVERY COMMUNICATIONS LLC SR GLBL NT 23 L2Z2MO2EQURH3BREWI15 2023-03-20 2023-03-20 2.95 - 2.95 2994970.00 2883640.31 Corporate Debt Securities ABBVIE INC SR NT 1.8%18 FR5LCKFTG8054YNNRU85 2018-05-14 2018-05-14 1.8 - 1.8 2000.00 2016.16 Corporate Debt Securities DAIMLER FINANCE NORTH AMER LLC SR GLBL REGS 19 549300423Z16BB673J12 2019-10-30 2022-01-06 2.85 - 2.979 21.00 20.86 Corporate Debt Securities SOUTH CAROLINA ELEC & GAS CO 1ST MTG 5.45%41 3QRVFYR22IUIEOORTK28 2041-02-01 2041-02-01 5.45 - 5.45 1400000.00 1528889.05 Corporate Debt Securities COLONIAL PIPELINE CO SR GLBL 144A 48 549300Y8RLCD6IQXIT35 2048-04-15 2048-04-15 4.25 - 4.25 1498960.00 1455906.54 Corporate Debt Securities AIR LEASE CORP SR GLBL NT 25 2025-03-01 2025-03-01 3.25 - 3.25 4650250.00 4400386.90 Corporate Debt Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0182 24000000.00 24000000.00 0.0008 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.89% KBVRJ5K57JZ3E2AVWX40 DBD333000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N YUM CHINA HLDGS INC COM 2049-01-01 2049-01-01 N/A 436646.00 18360964.30 Equities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0189 17000000.00 17000000.00 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.89% KBVRJ5K57JZ3E2AVWX40 DBD251000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BUNGE LIMITED COM 5493007M0RIN8HY3MM77 2049-01-01 2049-01-01 N/A 1.00 72.69 Equities CAVIUM INC COM 25490083AG7Q8M0CFO69 2049-01-01 2049-01-01 N/A 2536.00 193116.40 Equities BARRICK GOLD CORP COM 0O4KBQCJZX82UKGCBV73 2049-01-01 2049-01-01 N/A 43138.00 594010.26 Equities UNITEDHEALTH GROUP INC COM 549300GHBMY8T5GXDE41 2049-01-01 2049-01-01 N/A 1.00 240.18 Equities SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 2049-01-01 2049-01-01 N/A 5300.00 1823730.00 Equities CHEVRON CORP NEW COM 2049-01-01 2049-01-01 N/A 24883.00 3150685.46 Equities EXELON CORP COM 3SOUA6IRML7435B56G12 2049-01-01 2049-01-01 N/A 1.00 39.85 Equities AGCO CORP COM LYOM0B2GCF1JWXK5ZG04 2049-01-01 2049-01-01 N/A 118996.00 7547916.28 Equities TEEKAY LNG PARTNERS L P PRTNRSP UNITS 549300CP38L0UER0I397 2049-01-01 2049-01-01 N/A 60000.00 1101000.00 Equities MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP MZF5TI8NFVZZNUSKDL39 2049-01-01 2049-01-01 N/A 38800.00 2539460.00 Equities ENERGY TRANSFER EQUITY L P COM UT LTD PTN MTLVN9N7JE8MIBIJ1H73 2049-01-01 2049-01-01 N/A 169318.00 2656599.42 Equities FIRST DATA CORP NEW COM CL A H9AD9QN07EKOX2GRN450 2049-01-01 2049-01-01 N/A 2.00 30.56 Equities LULULEMON ATHLETICA INC COM 549300D9GZ4BMLDW5T40 2049-01-01 2049-01-01 N/A 161000.00 15966370.00 Equities SPDR S&P 500 ETF TR TR UNIT 549300NZAMSJ8FXPQQ63 2049-01-01 2049-01-01 N/A 24.00 6397.44 Equities MFA FINL INC COM YW72IMH2RRC8Z1TGLG58 2049-01-01 2049-01-01 N/A 2.00 15.14 Equities AUTOMATIC DATA PROCESSING INC COM HGBOLILQXWER4SAL2I23 2049-01-01 2049-01-01 N/A 29533.00 3540416.04 Equities ARCHER DANIELS MIDLAND CO COM 549300LO13MQ9HYSTR83 2049-01-01 2049-01-01 N/A 62974.00 2899952.70 Equities BUCKEYE PARTNERS L P UNIT LTD PARTN 549300C1PQJLVEIUBK50 2049-01-01 2049-01-01 N/A 50000.00 2042500.00 Equities BRINKER INTL INC COM 2049-01-01 2049-01-01 N/A 6900.00 308085.00 Equities EQT GP HLDGS LP COM UNIT REP 2049-01-01 2049-01-01 N/A 38200.00 932844.00 Equities FLUSHING FINL CORP COM 2049-01-01 2049-01-01 N/A 22.00 577.72 Equities BOOZ ALLEN HAMILTON HLDG CORP CL A 2049-01-01 2049-01-01 N/A 1.00 39.95 Equities INFLARX NV COM 2500-12-31 2500-12-31 N/A 212.00 8134.44 Equities ZAFGEN INC COM 2049-01-01 2049-01-01 N/A 3219.00 21406.35 Equities TOTAL SYS SVCS INC COM 2049-01-01 2049-01-01 N/A 1.00 83.12 Equities EMPIRE ST RLTY TR INC CL A 549300VOKY1DUEQSB456 2049-01-01 2049-01-01 N/A 1.00 17.51 Equities MSC INDL DIRECT INC CL A 0XVKH0LN6YGOWO2EGO17 2049-01-01 2049-01-01 N/A 1.00 87.89 Equities WESTAR ENERGY INC COM J75GNWGEO73W89ZV3S44 2049-01-01 2049-01-01 N/A 2.00 108.56 Equities TETRA TECHNOLOGIES INC DEL COM 2049-01-01 2049-01-01 N/A 1.00 4.03 Equities CORECIVIC INC COM 2049-01-01 2049-01-01 N/A 900.00 18630.00 Equities ALTABA INC COM 549300ZJC0V1K2ZCKG85 2049-01-01 2049-01-01 N/A 1751.00 122097.23 Equities EVERSOURCE ENERGY COM SJ7XXD41SQU3ZNWUJ746 2049-01-01 2049-01-01 N/A 1.00 60.62 Equities CATERPILLAR INC DEL COM WRJR7GS4GTRECRRTVX92 2049-01-01 2049-01-01 N/A 3140.00 454420.80 Equities GREAT PLAINS ENERGY INC COM 5493001U44U18AGEVX50 2049-01-01 2049-01-01 N/A 1.00 32.71 Equities ADOBE SYS INC COM FU4LY2G4933NH2E1CP29 2049-01-01 2049-01-01 N/A 1289.00 286029.10 Equities RAYTHEON CO COM NEW YR6K3WJN0KKLUPZSNL57 2049-01-01 2049-01-01 N/A 1115.00 227415.40 Equities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0189 43000000.00 43000000.00 0.0015 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.97% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NUMERICABLE GROUP SA SR SEC GLBL 22 5493001ZMCICV4N02J21 2022-05-15 2022-05-15 6 - 6 2500000.00 2509375.00 Corporate Debt Securities M D C HLDGS INC SR NT 6%43 2043-01-15 2043-01-15 6 - 6 7222000.00 6842845.00 Corporate Debt Securities PARSLEY ENERGY LLC SR 144A NT 25 2025-08-15 2025-08-15 5.25 - 5.25 1500000.00 1508906.25 Corporate Debt Securities OLIN CORP SR GLBL NT 5%30 549300GKK294V7W57P06 2030-02-01 2030-02-01 5 - 5 892539.00 864895.08 Corporate Debt Securities PENNEY J C CORP INC SR NT 6.375%36 8TDNUQ07MEFMWW1VHP39 2036-10-15 2036-10-15 6.375 - 6.375 3659000.00 2314889.22 Corporate Debt Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0197 13000000.00 13000000.00 0.0005 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.81% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2035-09-20 2060-01-16 0 - 5.5 1773934209.00 139050603.79 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0181 135000000.00 135000000.00 0.0047 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.89% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2048-04-15 0 - 7.609 449921373.00 107296712.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2022-04-25 2048-05-25 0.103 - 5 777399576.00 110092379.98 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0184 211000422.00 211000422.00 0.0073 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.89% 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2033-02-01 2033-02-01 2.5 - 2.5 93270147.00 88727519.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2046-06-01 2046-06-01 3.282 - 3.282 138271892.00 126560274.76 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0191 210999599.10 210999599.10 0.0073 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.94% 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JBS INVESTMENTS GMBH SR GLBL REGS 24 529900RVHZ2M1RC3JM20 2024-04-03 2024-04-03 7.25 - 7.25 4830000.00 4807963.13 Corporate Debt Securities SANTANDER UK PLC FR 4.75%091525 549300F5XIFGNNW4CF72 2025-09-15 2025-09-15 4.75 - 4.75 4357000.00 4372717.88 Corporate Debt Securities SOUTHWESTERN ENERGY CO CR SEN SR NT 25 EFWMP121W54QV9MGOP87 2025-01-23 2025-01-23 6.45 - 6.45 4404000.00 4392457.85 Corporate Debt Securities JELD-WEN INC SR 144A NT 25 549300XWE6NM0N1HFW16 2025-12-15 2025-12-15 4.625 - 4.625 4392000.00 4282642.25 Corporate Debt Securities ANTERO MIDSTREAM PARTNERS LP/A SR NT 5.375%24 2024-09-15 2024-09-15 5.375 - 5.375 4847000.00 4855330.78 Corporate Debt Securities SIXSIGMA NETWORKS MEXICO S A SR REGS NT 21 5493000VGOF3UCTUXW26 2021-11-07 2021-11-07 8.25 - 8.25 3994000.00 4385994.47 Corporate Debt Securities CONDUENT FIN INC/ XEROX BUSIN SR 144A NT 24 2024-12-15 2024-12-15 10.5 - 10.5 3647000.00 4437943.12 Corporate Debt Securities LAREDO PETROLEUM INC SR GLBL NT 22 549300X0PTWU2QSLSL14 2022-01-15 2022-01-15 5.625 - 5.625 4130000.00 4218407.81 Corporate Debt Securities MURPHY OIL CORP SR NT 4%22 QBKYQD0ODE7DC7PDIN91 2022-06-01 2022-06-01 4 - 4 5238000.00 5206863.00 Corporate Debt Securities APX GROUP INC SR NT 8.75%20 549300OMQVKPRU98OE64 2020-12-01 2020-12-01 8.75 - 8.75 1380000.00 1415763.09 Corporate Debt Securities CONCHO RES INC SR GLBL NT 27 SYHS7HRDXLL4I0IQ8776 2027-10-01 2027-10-01 3.75 - 3.75 4500000.00 4338948.75 Corporate Debt Securities ADECOAGRO S A 6%27 2027-09-21 2027-09-21 6 - 6 4982000.00 4671870.50 Corporate Debt Securities VIDEOTRON LTEE SR 144A NT 27 549300BBCGA0CYX8IL74 2027-04-15 2027-04-15 5.125 - 5.125 4729000.00 4656340.89 Corporate Debt Securities BLUE CUBE SPINCO INC SR GLBL NT 10%25 2025-10-15 2025-10-15 10 - 10 3628000.00 4241736.67 Corporate Debt Securities AIRCASTLE LTD SR NT 7.625%20 549300PNK8AKY3OIKP58 2020-04-15 2020-04-15 7.625 - 7.625 4061000.00 4358172.14 Corporate Debt Securities HORNBECK OFFSHORE SVCS INC NEW SR -B NT 5%21 2021-03-01 2021-03-01 5 - 5 7587000.00 4310891.24 Corporate Debt Securities FREEPORT-MCMORAN INC SR NT 3.1%20 549300IRDTHJQ1PVET45 2020-03-15 2020-03-15 3.1 - 3.1 4750000.00 4714968.75 Corporate Debt Securities HD SUPPLY INC SR 144A NT 24 2024-04-15 2024-04-15 5.75 - 5.75 4375000.00 4604231.77 Corporate Debt Securities DCP MIDSTREAM LLC SR 144A NT 20 549300Y6CTBSE0QIPL28 2020-03-15 2020-03-15 5.35 - 5.35 57000.00 58913.35 Corporate Debt Securities BANCO BRADESCO SA GRAND CAYMAN SBNT REGS5.75%22 549300CTUU1RFXHQJE44 2022-03-01 2022-03-01 5.75 - 5.75 4526000.00 4704431.26 Corporate Debt Securities BBVA BANCOMER S A INST DE BANC 5.125%33 549300WIWQK5Q9MCUN92 2033-01-18 2033-01-18 5.125 - 5.125 4750000.00 4552462.67 Corporate Debt Securities PETROBRAS GLOB FIN SR GLBL REGS 28 549300FNENFFSMO3GT38 2028-01-27 2028-01-27 5.999 - 5.999 4246000.00 4216267.03 Corporate Debt Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0194 85000000.00 85000000.00 0.0030 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.94% 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ANADARKO PETE CORP SR NT 6.45%36 B78FQ7XBQFLP4AYJ6F79 2036-09-15 2036-09-15 6.45 - 6.45 5000000.00 5966012.50 Corporate Debt Securities ABE INVT HLDGS INC / GETTY IMA SR SEC GLBL 20 2020-10-16 2020-10-16 10.5 - 10.5 5647000.00 5939938.12 Corporate Debt Securities CHENIERE CORPUS CHRISTI HLDGS SR SEC NT 27 549300I7CIEWU1BBLQ53 2027-06-30 2027-06-30 5.125 - 5.125 2388098.00 2369789.25 Corporate Debt Securities ENERGY TRANSFER EQUITY L P SR GLBL NT 23 MTLVN9N7JE8MIBIJ1H73 2023-03-15 2023-03-15 4.25 - 4.25 6920000.00 6714562.50 Corporate Debt Securities MORGAN STANLEY -H 5.45% IGJSJL3JD5P30I6NJZ34 2049-01-01 2049-01-01 5.45 - 5.45 408000.00 421115.50 Corporate Debt Securities REDE D OR FIN S A R L GLBL REGS NT 28 549300FDE772OLJUCP79 2028-01-17 2028-01-17 4.95 - 4.95 6271000.00 5846406.26 Corporate Debt Securities BANISTMO SA SR GLBL REGS 22 549300E94AMW3HSSMU17 2022-09-19 2022-09-19 3.65 - 3.65 6550000.00 6284115.49 Corporate Debt Securities CALUMET SPECIALTY PRODS PARTNE SR GLBL NT6.5%21 2021-04-15 2021-04-15 6.5 - 6.5 6050000.00 5960510.42 Corporate Debt Securities CYDSA S A SR GLBL REGS 27 2027-10-04 2027-10-04 6.25 - 6.25 7056000.00 6823250.00 Corporate Debt Securities DENBURY RES INC SR SEC 144A NT21 549300KCWA5W52MS5559 2021-05-15 2021-05-15 9 - 9 6336000.00 6882480.01 Corporate Debt Securities PAMPA ENERGIA SA SR GLBL REGS 27 254900QNIK0CVURGML24 2027-01-24 2027-01-24 7.5 - 7.5 6054000.00 6296160.00 Corporate Debt Securities NEUQUEN PROV ARGENTINA 7.5%25 2025-04-27 2025-04-27 7.5 - 7.5 5925000.00 5861809.87 Corporate Debt Securities SYNGENTA FIN N V SR GLBL 144A 21 54930042S3BYCEGOCN86 2021-04-23 2021-04-23 3.933 - 3.933 6000000.00 6007293.00 Corporate Debt Securities CROWN AMERICAS LLC/CAP CORP IV SR NT 4.5%23 2023-01-15 2023-01-15 4.5 - 4.5 6395000.00 6391003.12 Corporate Debt Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0194 72000000.00 72000000.00 0.0025 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.96% 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2045-11-15 2045-11-15 3 - 3 66230900.00 65941597.21 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-09 Y MERRILL PFS(NON GOV REPO BONY) 1.0000 7 N N/A N/A N N 0.0194 64000000.00 64000000.00 0.0022 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.88% K5HU16E3LMSVCCJJJ255 DBD232000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2018-11-15 2500-12-31 0 - 6.375 45942675.00 91360541.86 Equities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0188 85000000.00 85000000.00 0.0030 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.94% 7TK5RJIZDFROZCA6XF66 DBD239000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2049-01-01 2049-01-01 N/A 2524294.00 66843305.12 Equities ALPHABET INC CAP STK CL A 5493006MHB84DD0ZWV18 2049-01-01 2049-01-01 N/A 16246.00 16756936.70 Equities AMAZON COM INC COM ZXTILKJKG63JELOEG630 2049-01-01 2049-01-01 N/A 1011.00 1589918.82 Equities NVIDIA CORP COM 549300S4KLFTLO7GSQ80 2049-01-01 2049-01-01 N/A 594.00 134440.02 Equities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0194 79000000.00 79000000.00 0.0027 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.94% 7TK5RJIZDFROZCA6XF66 DAJ118000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2049-01-01 2049-01-01 N/A 1755006.00 46472558.88 Equities Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 2 N N/A N/A N N 0.0192 43000000.00 43000000.00 0.0015 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.94% 7TK5RJIZDFROZCA6XF66 DBD248000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2049-01-01 2049-01-01 N/A 2610413.00 69123736.24 Equities Y N/A N/A 2018-05-07 2018-05-07 2018-05-14 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 64000000.00 64000000.00 0.0022 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.94% 7TK5RJIZDFROZCA6XF66 DBB645000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2049-01-01 2049-01-01 N/A 2611116.00 69142351.68 Equities Y N/A N/A 2018-05-07 2018-05-07 2018-05-09 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 64000000.00 64000000.00 0.0022 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.94% 7TK5RJIZDFROZCA6XF66 DBC112000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2049-01-01 2049-01-01 N/A 2610976.00 69138644.48 Equities Y N/A N/A 2018-05-07 2018-05-07 2018-05-10 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 64000000.00 64000000.00 0.0022 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.04% 7TK5RJIZDFROZCA6XF66 DBA258000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2018-12-31 2018-12-31 1.5 - 1.5 18579700.00 18593697.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2018-05-02 2018-05-02 N/A 2840000.00 2839744.40 Agency Debentures and Agency Strips Y N/A N/A 2018-05-04 2018-05-04 2018-05-04 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 4 N N/A N/A N N 0.0202 21000000.00 21000000.00 0.0007 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.99% 7TK5RJIZDFROZCA6XF66 CJH390000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N RESOLUTION FUNDING CORP 2019-10-15 2019-10-15 N/A 43523000.00 41875654.45 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2039-09-01 0 - 6.5 609550.00 449441.74 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2024-04-15 2035-09-20 4.5 - 5 3103251.00 310989.03 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2027-01-15 2035-06-15 N/A 702000.00 374703.64 Agency Debentures and Agency Strips Y N/A N/A 2018-06-12 2018-06-12 2018-06-12 N N N 0.0296 41999857.20 41999857.20 0.0015 N N N Y RBC Capital Markets Co. RBC Capital Markets Co., 2.37% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N METROPOLITAN TRANSN AUTH N Y R REV BDS 2015 5493000TKYODLXADQD60 2032-11-15 2040-11-15 5 - 5 52084949.00 58844156.12 Other Instrument MUNICIPAL DEBT WASHINGTON ST UNIV REVS GEN REV REF BDS 2015 2034-04-01 2040-04-01 5 - 5 14500000.00 16254242.78 Other Instrument MUNICIPAL DEBT CONNECTICUT ST GO BDS 2015 5493007GRO6CU0IKP741 2028-06-15 2029-06-15 5 - 5 15310000.00 17128295.01 Other Instrument MUNICIPAL DEBT PALM BEACH CNTY FLA SCH BRD CT COPS 2015 2030-08-01 2030-08-01 5 - 5 6500000.00 7416962.22 Other Instrument MUNICIPAL DEBT KENTUCKY ST PPTY & BLDGS COMMN REV REF BDS 2029-08-01 2034-08-01 5 - 5 10000000.00 11279961.10 Other Instrument MUNICIPAL DEBT LINCOLN NEB ELEC SYS REV REF BDS 2015 2034-09-01 2034-09-01 5 - 5 6600000.00 7540199.33 Other Instrument MUNICIPAL DEBT AMERICAN MUN PWR OHIO INC REV REV REF BDS 2015 EARKGGZJJEMVD66XQ486 2027-02-15 2027-02-15 5 - 5 561342.00 630519.92 Other Instrument MUNICIPAL DEBT UNIVERSITY CALIF REVS FOR PREV GEN REV BDS 2015 2031-05-15 2031-05-15 5 - 5 7300000.00 8628210.67 Other Instrument MUNICIPAL DEBT UNIVERSITY AKRON OHIO GEN RCPT GEN RCPTS BDS 2015 2029-01-01 2030-01-01 5 - 5 12170000.00 13961145.25 Other Instrument MUNICIPAL DEBT MIAMI-DADE CNTY FLA SCH BRD CT COPS 2015 549300J3U4QVT6U3O129 2032-05-01 2032-05-01 5 - 5 6100000.00 6895080.78 Other Instrument MUNICIPAL DEBT RIVERSIDE CALIF SWR REV REV BDS 2015 2032-08-01 2032-08-01 5 - 5 7545000.00 8683096.18 Other Instrument MUNICIPAL DEBT PENNSYLVANIA ST TPK COMMN TPK REV BDS 2014 549300J8LLBYEYEXZJ24 2044-12-01 2044-12-01 5 - 5 1638488.00 1816746.39 Other Instrument MUNICIPAL DEBT Y N/A N/A 2018-06-15 2018-06-15 2018-06-15 N N N 0.0220 151004303.50 151004303.50 0.0052 N N N Y RBS Securities, Inc. RBS Securities, Inc., 1.86% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2018-05-21 2048-04-15 1.256 - 6.75 430669509.00 429454055.74 Corporate Debt Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0186 409000000.00 409000000.00 0.0142 N Y Y N Societe Generale Societe Generale, 1.82% O2RNE8IBXP4R0TD8PU41 DBD234000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2018-05-15 2077-01-24 0 - 11 611544261.24 537389398.65 Corporate Debt Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0182 512000000.00 512000000.00 0.0178 N Y Y N Societe Generale Societe Generale, 1.97% O2RNE8IBXP4R0TD8PU41 DBD235000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2018-10-01 2095-11-15 0.375 - 11.125 277001700.00 275690946.38 Corporate Debt Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0197 256000000.00 256000000.00 0.0089 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.89% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TEVA PHARMACEUTICAL FIN LLC 0.25%26 5493006PITD7MU7WW480 2026-02-01 2026-02-01 0.25 - 0.25 30082000.00 26415547.35 Equities HERBALIFE LTD SR COCO 24 2024-03-15 2024-03-15 2.625 - 2.625 4406705.00 4653792.62 Equities GOLAR LNG LTD SR CV NT 2.75%22 213800C2VSFZG3EZLO34 2022-02-15 2022-02-15 2.75 - 2.75 1910000.00 2131042.71 Equities LIBERTY MEDIA CORP SR AMZ EXC DB 31 549300SZUIU7Z32Q0664 2031-01-15 2031-01-15 3.5 - 3.5 14762000.00 9155515.41 Equities FORESTAR GROUP INC SR COCO 20 549300BC2UB0GHV60V70 2020-03-01 2020-03-01 3.75 - 3.75 483000.00 482036.82 Equities YANDEX NV SR GLBL CV NT 18 549300GGZHJ5Q1B18P93 2018-12-15 2018-12-15 1.125 - 1.125 3640000.00 3605488.25 Equities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0189 43000000.00 43000000.00 0.0015 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 1.78% JHE42UYNWWTJB8YTTU19 DBB564000 Non-Negotiable Time Deposit Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0180 476998950.60 476998950.60 0.0166 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.75% G5GSEF7VJP5I7OUK5573 DBD426000 Non-Negotiable Time Deposit Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0175 179000000.00 179000000.00 0.0062 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.75% G5GSEF7VJP5I7OUK5573 DBD255000 Non-Negotiable Time Deposit Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0175 153000000.00 153000000.00 0.0053 N Y Y N BNP Paribas BNP Paribas, 1.75% R0MUWSFPU8MPRO8K5P83 DBB201000 Non-Negotiable Time Deposit Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0176 90999945.40 90999945.40 0.0032 N Y Y N BNP Paribas BNP Paribas, 1.75% R0MUWSFPU8MPRO8K5P83 DBC067000 Non-Negotiable Time Deposit Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 N N N 0.0176 285999513.80 285999513.80 0.0099 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.80% 1VUV7VQFKUOQSJ21A208 DBB215000 Non-Negotiable Time Deposit Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0182 286999684.30 286999684.30 0.0100 N Y Y N Credit Agricole CIB Credit Agricole CIB, 1.80% 1VUV7VQFKUOQSJ21A208 DBB575000 Non-Negotiable Time Deposit Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0182 286999368.60 286999368.60 0.0100 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.80% 1VUV7VQFKUOQSJ21A208 DBC043000 Non-Negotiable Time Deposit Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 N N N 0.0182 285999027.60 285999027.60 0.0099 N N Y N ING Bank NV ING Bank NV, 1.75% 3TK20IVIUJ8J3ZU0QE75 DBB662000 Non-Negotiable Time Deposit Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0175 269999703.00 269999703.00 0.0094 N N Y N Deutsche Bank AG Deutsche Bank AG, 1.75% 7LTWFZYICNSX8D621K86 DBD214000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-28 2027-08-15 2.25 - 2.625 168500600.00 160147799.75 U.S. Treasuries (including strips) Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0175 157000000.00 157000000.00 0.0055 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.75% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-11-15 2027-11-15 2.25 - 2.25 20340700.00 19380978.57 U.S. Treasuries (including strips) Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0175 19000000.00 19000000.00 0.0007 N Y Y N Fixed Income Clearing Corp - BNYM Fixed Income Clearing Corp - BNYM, 1.75% 549300H47WTHXPU08X20 DBD203000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2023-12-31 1.375 - 2.25 179891400.00 177480058.36 U.S. Treasuries (including strips) Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0175 174000000.00 174000000.00 0.0060 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 1.73%, dated 4/30/2018 due 05/01/2018 B4TYDEB6GKMZO031MB27 DBD386000_04197 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2044-09-20 3 - 5.25 355512.98 71589.08 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 69952.54 69952.54 0.0000 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.73%, dated 4/30/2018 due 05/01/2018 R0MUWSFPU8MPRO8K5P83 DBD386000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-10 2047-11-15 0 - 8.75 64491.24 62925.97 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2018-05-30 2037-10-26 1.15 - 5.125 120.51 117.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-09-01 2048-04-01 0 - 7 17341.12 13764.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2026-12-15 2046-08-20 2.352 - 6.5 6420.02 423.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-08-16 2048-03-01 0 - 7.5 27797.06 17541.43 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 92805.56 92805.56 0.0000 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.73%, dated 4/30/2018 due 05/01/2018 VJW2DOOHGDT6PR0ZRO63 DBD386000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-24 2048-02-15 0 - 7.625 7630.54 7321.40 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2018-08-01 2028-04-07 1.397 - 5.05 3444.61 3413.69 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2018-05-02 2031-08-25 0 - 5.375 967.85 967.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-05-30 2048-04-01 1.375 - 4.5 369.25 342.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-12-15 2046-07-15 2.5 - 5 110.36 71.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-11-27 2048-01-01 1.375 - 5.5 552.42 523.02 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 12386.46 12386.46 0.0000 N Y Y N Citibank NA In a joint trading account with Citibank NA at 1.72%, dated 4/30/2018 due 05/01/2018 E57ODZWZ7FF32TWEFA76 DBD435000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-31 2048-02-15 0 - 8.875 74748077.78 73666670.98 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-10-08 2019-10-08 1.48 - 1.48 1100242.47 1100778.35 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-07-01 2047-12-01 2 - 8.5 5775092.53 1770271.06 Agency Mortgage-Backed Securities FINANCE CORPORATION 2018-12-06 2018-12-06 0 - 0 5.84 5.76 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-20 2068-02-20 2.375 - 7 9271994.13 8195362.32 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 844926.82 848572.82 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 4.25 - 4.25 47914.46 53141.09 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-25 2048-04-01 1.5 - 6.5 2362383.07 1644338.84 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0172 85532847.51 85532847.51 0.0030 N Y Y N Citibank NA In a joint trading account with Citibank NA at 1.73%, dated 4/30/2018 due 05/01/2018 E57ODZWZ7FF32TWEFA76 DBD386000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-31 2048-02-15 0 - 8.875 3057.97 3013.73 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-10-08 2019-10-08 1.48 - 1.48 45.01 45.03 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-07-01 2047-12-01 2 - 8.5 236.26 72.42 Agency Mortgage-Backed Securities FINANCE CORPORATION 2018-12-06 2018-12-06 0 - 0 0.00 0.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-20 2068-02-20 2.375 - 7 379.32 335.27 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 34.57 34.72 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 4.25 - 4.25 1.96 2.17 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-25 2048-04-01 1.5 - 6.5 96.65 67.27 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 3499.18 3499.18 0.0000 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.73%, dated 4/30/2018 due 05/01/2018 1VUV7VQFKUOQSJ21A208 DBD386000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2046-05-15 1.625 - 3.75 82395.00 80868.02 U.S. Treasuries (including strips) Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 79149.48 79149.48 0.0000 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.73%, dated 4/30/2018 due 05/01/2018 CYYGQCGNHMHPSMRL3R97 DBD386000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-31 2047-02-15 0.875 - 8 27382.00 27980.53 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-05-01 2048-02-01 3.5 - 6.5 25092.16 14093.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-08-20 2047-08-20 3.5 - 4.5 11720.53 7594.98 Agency Mortgage-Backed Securities U.S. TREASURY 254900HROIFWPRGM1V77 2018-10-31 2020-01-31 0 - 0.646 2375.39 2387.69 U.S. Treasuries (including strips) Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 51001.25 51001.25 0.0000 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.73%, dated 4/30/2018 due 05/01/2018 ZBUT11V806EZRVTWT807 DBD386000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2022-09-15 2056-11-15 3 - 8.5 10604.33 4596.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2018-11-01 2057-01-01 0 - 7 90997.20 56474.36 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 59733.71 59733.71 0.0000 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.72%, dated 4/30/2018 due 05/01/2018 8NAV47T0Y26Q87Y0QP81 DBD435000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2021-04-15 2.375 - 2.375 7285432.69 7263644.77 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2041-08-01 2041-08-01 5 - 5 5047732.47 2236253.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2041-01-01 2048-05-01 3.5 - 4 15251325.91 10469182.17 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0172 19576585.50 19576585.50 0.0007 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.73%, dated 4/30/2018 due 05/01/2018 8NAV47T0Y26Q87Y0QP81 DBD386000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2021-04-15 2.375 - 2.375 2881.02 2872.40 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2041-08-01 2041-08-01 5 - 5 1996.12 884.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2041-01-01 2048-05-01 3.5 - 4 6031.12 4140.03 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 7741.54 7741.54 0.0000 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.73%, dated 4/30/2018 due 05/01/2018 7TK5RJIZDFROZCA6XF66 DBD386000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2019-05-25 2052-11-25 2 - 10.683 46216.56 22944.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2029-01-15 2051-12-16 2.5 - 8.5 17689.68 8191.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-06-01 2057-02-01 0 - 8.5 174228.91 33908.15 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 63480.61 63480.61 0.0000 N Y Y N Wells Fargo Bank, NA In a joint trading account with Wells Fargo Bank, NA at 1.73%, dated 4/30/2018 due 05/01/2018 KB1H1DSPRFMYMCUFXT09 DBD386000_81240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-08-01 3.5 - 3.5 33719.62 31584.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2040-05-01 2040-05-01 3.671 - 3.671 29.23 2.38 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 30966.15 30966.15 0.0000 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.72%, dated 4/30/2018 due 05/01/2018 VYVVCKR63DVZZN70PB21 DBD435000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-03 2048-02-15 0 - 6.5 41844215.03 40255377.45 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2048-05-15 0 - 5.883 3926553.66 2409988.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2020-05-15 2048-04-20 2 - 9 112238451.66 104031526.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2048-05-25 2.027 - 3.5 576512.09 549245.89 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0172 144223566.99 144223566.99 0.0050 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.73%, dated 4/30/2018 due 05/01/2018 VYVVCKR63DVZZN70PB21 DBD386000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-03 2048-02-15 0 - 6.5 16329.78 15709.74 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2048-05-15 0 - 5.883 1532.35 940.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2020-05-15 2048-04-20 2 - 9 43801.27 40598.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2048-05-25 2.027 - 3.5 224.98 214.34 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 56283.52 56283.52 0.0000 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.01% 912828T75 254900HROIFWPRGM1V77 US912828T750 U.S. Treasury Debt Y N/A N/A 2018-05-01 2018-10-31 2018-10-31 N N N 0.0179 109119670.01 109119670.01 0.0038 N Y Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.09% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Mater Note Y N/A N/A 2018-05-02 2018-05-07 2018-08-31 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0209 459000000.00 459000000.00 0.0160 N N Y N Fidelity Colchester Street Trust: Money Market Portfolio 2018-05-03 Stephanie Dorsey Stephanie Dorsey President and Treasurer