N-MFP2 0000759667 XXXXXXXX 2018-03-30 0000759667 S000000018 3 N N 002-94930 The Dreyfus Corporation 801-08147 Ernst and Young New York NY none Dreyfus Transfer Inc 0001285911 084-06102 N N N Prime N 28 71 2419694310.32 2087260798.40 2337085314.67 2381738248.01 2349873771.28 3106624175.02 2887229140.90 2962066199.67 2871705756.01 2604813771.28 0.3387 0.2877 0.3158 0.3296 0.3502 0.4349 0.3979 0.4002 0.3974 0.3882 875058.28 6651794558.76 6651794558.76 58300280.51 11614300.27 6699355597.28 6701382231.49 1.0000 0.0190 0.9999 0.9999 0.9999 0.9998 0.9997 C000000025 10000000.00 6427163636.33 6429113250.71 1.0004 1.0004 1.0004 1.0003 1.0003 643396517.85 509711597.22 1063727947.76 1067452013.80 1107262279.97 865870647.05 906120491.02 1162389439.50 960521319.06 1406496881.61 4681028555.66 5011920579.18 0.0180 Y The fund is waiving 12 points of expenses. 703,839.66 C000000026 10000000.00 182098439.92 182151666.65 1.0004 1.0004 1.0004 1.0003 1.0003 821725.12 4146445.64 5287135.66 618096.85 14631868.44 8762278.45 6460232.95 6943518.05 15574651.63 4520432.32 42775613.80 24990771.31 0.0155 Y The fund is waiving 12 points of expenses. 17,395.27 C000000027 10000000.00 90093521.03 90117314.13 1.0004 1.0004 1.0004 1.0003 1.0003 3118412.61 5794415.16 18423624.61 10194507.17 2883742.31 6983830.69 7264137.26 2018577.96 1459216.11 9298451.49 33149132.90 34289782.47 0.0170 Y The fund is waiving 12 points of expenses. 9,635.26 ABN AMRO BANK NV REPO ABN AMRO BANK NV REPO BFXS5XCH7N0Y05NIXW11 023000 0000897878 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-10-24 1.899 0.86 0.85 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2047-12-01 3.750 673.38 645.16 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2028-04-24 3.705 861.11 854.55 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2026-12-20 4.250 861.11 840.36 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2047-05-15 4.200 6888.88 7034.40 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2023-01-06 2.700 23250.00 22847.31 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2048-02-28 4.150 25833.33 25508.95 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-06-20 2.191 27555.55 27547.84 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2026-06-15 3.500 38750.00 37867.31 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2023-12-11 3.821 162094.69 164031.83 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2048-01-15 4.250 215277.77 204638.21 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2022-09-15 2.299 226472.22 218492.34 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2047-12-15 4.299 247138.88 234897.13 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2027-05-15 3.000 327222.22 317571.34 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2028-07-22 3.591 777883.00 755630.29 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2047-11-01 4.259 936027.77 934907.66 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-02-12 2.649 1024722.22 1022192.86 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2022-06-06 2.399 1706722.22 1675460.76 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2020-07-20 1.950 2212498.41 2173442.28 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2026-02-05 2.556 8309909.94 8166093.78 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2026-02-01 3.999 258409.97 57033.69 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2047-02-01 3.500 2021132.83 1872255.14 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2047-07-25 3.000 6306095.77 5954632.48 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2059-06-16 2.600 6484124.47 6252986.32 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2050-07-16 2.399 18962483.86 17763909.30 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2020-11-30 1.625 688.88 678.92 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-09-30 2.125 341602.77 341000.95 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2023-05-15 1.750 1109025.00 1070683.67 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2022-07-31 1.875 2431175.00 2370644.45 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-11-15 2.000 5562433.33 5509747.71 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2036-06-15 3.549 861.11 822.02 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2032-06-15 4.049 861.11 826.95 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2026-03-15 5.250 861.11 926.10 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2024-08-20 3.500 1722.22 1665.08 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2030-03-15 3.700 1722.22 1672.72 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2023-04-15 5.000 1722.22 1840.61 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-02-20 2.850 2583.33 2580.04 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2025-03-27 2.941 2583.33 2472.72 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2026-03-20 4.250 2583.33 2509.53 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-06-15 5.849 2583.33 2920.00 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2020-03-20 2.399 3444.44 3387.95 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2024-06-20 3.700 3444.44 3385.63 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-02-15 4.450 3444.44 3425.39 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2027-02-02 4.599 3444.44 3479.31 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2029-08-15 3.500 4305.55 4080.89 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2027-12-15 3.500 4305.55 4150.81 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-06-01 3.563 4305.55 4300.08 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-03-01 3.649 4305.55 4097.33 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2027-03-15 3.500 5166.66 5077.34 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-10-15 3.220 6027.77 6112.88 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2025-07-15 3.500 6027.77 5917.65 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2025-05-15 3.500 6888.88 6822.00 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-06-20 1.899 7750.00 7643.01 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2031-02-14 3.740 7750.00 4816.81 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2027-02-15 5.000 7750.00 8160.06 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2025-06-20 3.799 8611.11 8387.22 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2026-10-15 3.500 9472.22 9090.50 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-08-15 4.150 9472.22 9828.77 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2024-11-15 4.200 9472.22 9733.11 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-06-01 4.000 12916.66 13258.58 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2038-10-01 7.599 18083.33 27359.13 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2039-03-01 7.849 19805.55 28694.79 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2039-09-01 6.500 20666.66 23349.93 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-04-15 6.750 21527.77 22189.75 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2026-06-15 3.500 23250.00 22720.39 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2027-11-19 0.996 25833.33 17569.42 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-08-15 4.625 31861.11 34416.77 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2036-12-01 5.700 33583.33 41682.40 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-03-15 1.899 37027.77 35906.16 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-09-01 4.500 41333.33 44450.28 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-03-15 5.500 43055.55 51363.07 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2023-07-11 4.109 47361.11 48405.63 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2034-10-19 3.000 51666.66 49813.03 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2029-03-15 3.500 54250.00 52630.15 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2039-11-30 5.599 62861.11 78403.59 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-04-01 3.899 73194.44 71403.62 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2039-11-01 5.375 74916.66 90201.70 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-11-15 4.982 77500.00 89591.86 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-07-28 5.500 80083.33 86151.20 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2031-11-28 3.000 81805.55 77635.38 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-10-15 5.599 84388.88 85542.57 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-05-15 4.150 86111.11 89713.76 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-10-16 5.000 96444.44 107405.24 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2020-03-15 5.150 99027.77 102794.07 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-06-15 4.849 99888.88 111986.54 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-12-15 4.299 116250.00 107686.12 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2020-07-14 2.375 122277.77 121691.81 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-12-01 4.500 159305.55 172239.57 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2022-02-15 3.549 164472.22 167736.81 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-06-15 7.375 177388.88 190640.82 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2046-02-15 5.049 182555.55 177975.64 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-01-30 5.875 191166.66 236107.74 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-11-15 4.950 193750.00 222920.03 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2027-12-01 7.019 200638.88 251978.36 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2023-10-24 3.141 212694.44 218626.87 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-11-15 5.125 213555.55 233325.75 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-12-01 3.899 221305.55 220201.97 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-08-15 4.849 244555.55 277914.83 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-05-10 3.720 268666.66 273662.25 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-06-15 4.599 279861.11 284931.88 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-06-01 4.049 349611.11 364279.04 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2024-05-15 3.450 399555.55 396415.71 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-06-01 5.125 418500.00 497943.27 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-08-15 2.294 751750.00 731712.10 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2024-08-05 4.000 833555.55 839515.47 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2025-11-24 5.000 845611.11 897075.94 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2020-01-10 2.100 1221916.66 1214179.89 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-08-01 4.320 1248611.11 1374710.35 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-02-01 6.500 1288222.22 1701525.42 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-01-18 3.184 1485416.66 1505305.97 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-05-15 4.200 1622333.33 1635755.43 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2026-04-27 3.100 5460305.55 5276614.81 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-12-12 2.399 6356722.22 6389099.12 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-01-24 2.500 7916194.44 7938786.38 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2046-04-01 4.549 3444.44 3529.13 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-09-15 4.875 4305.55 4984.52 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-08-04 7.000 4305.55 5567.01 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2039-11-15 5.500 6888.88 8211.36 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-06-01 3.700 7750.00 7340.47 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-11-15 5.125 11194.44 13196.53 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-08-15 5.400 15500.00 17073.56 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-11-07 4.500 17222.22 19094.10 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-09-15 4.375 20666.66 22151.80 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-09-15 4.950 23250.00 25943.39 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-12-15 4.200 31000.00 33170.72 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-01-15 4.700 38750.00 42770.35 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2047-04-15 4.250 40472.22 41969.73 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-03-01 6.500 43055.55 52647.28 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2039-03-15 8.449 46500.00 73334.03 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-01-15 3.899 47361.11 47168.66 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-11-15 6.000 49083.33 55258.18 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-09-15 4.799 50805.55 58000.97 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2047-01-15 4.200 54250.00 54967.36 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-12-01 4.200 61138.88 57822.51 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-03-15 5.500 61138.88 74685.97 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-11-07 3.549 62861.11 61235.06 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-03-01 3.700 67166.66 65504.81 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-06-21 6.200 67166.66 70935.23 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-07-15 3.600 68888.88 59796.24 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-10-01 4.875 68888.88 78072.75 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-06-15 5.500 68888.88 77296.70 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-10-01 3.950 73194.44 71991.16 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-03-15 6.349 77500.00 89644.98 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-09-15 3.600 87833.33 85314.27 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-03-15 4.375 91277.77 94970.09 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-11-03 4.349 102472.22 110364.80 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-01-15 5.125 103333.33 92881.65 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-01-15 4.700 127444.44 142858.99 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2046-03-15 3.875 128305.55 125910.98 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-09-15 4.400 129166.66 120340.85 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-03-15 4.900 129166.66 136722.34 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2046-10-01 4.900 145527.77 148641.74 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-09-01 5.500 160166.66 161948.96 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-11-01 5.125 166194.44 197520.34 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-03-15 4.400 178250.00 186494.26 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-10-01 5.000 187722.22 190545.98 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2039-07-30 7.500 193750.00 272717.01 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-01-28 2.390 196333.33 197718.94 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-01-15 4.150 223027.77 234451.38 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2039-12-15 6.750 237666.66 257257.53 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-05-15 4.125 266944.44 269598.98 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2022-10-21 2.924 292777.77 298859.34 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-07-17 5.549 294500.00 287128.66 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-02-07 5.875 300527.77 373909.48 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-05-15 5.000 344444.44 326358.04 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-01-21 5.000 359083.33 403977.52 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2038-09-15 7.500 395250.00 516025.22 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-08-16 2.750 405583.33 404692.96 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2046-08-01 3.625 409027.77 362353.73 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2046-08-01 3.899 565750.00 557226.03 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-10-01 4.500 590722.22 664414.81 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-01-15 5.500 651000.00 804203.44 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2020-01-15 2.450 679416.66 676709.94 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2020-09-17 2.149 838722.22 824955.99 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2026-09-09 2.299 844750.00 778072.00 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2023-11-29 3.584 891250.00 921362.11 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2026-07-30 1.850 1110833.33 988499.41 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2024-02-16 2.899 1651611.11 1628924.39 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2020-02-08 5.125 2057194.44 2149501.61 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2047-08-15 4.400 2427472.22 2304758.10 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2022-06-15 4.125 2471388.88 2570211.49 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2020-09-14 2.600 4879055.55 4826865.92 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-01-15 2.600 12441333.33 12485804.18 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-02-15 7.500 23357638.88 24499749.58 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2038-05-14 7.750 137777.77 194458.52 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2020-10-14 5.139 161027.77 170085.32 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2024-01-10 3.799 172222.22 172607.80 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2024-07-11 4.625 275555.55 281934.89 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2024-07-11 4.625 279861.11 286340.12 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-02-20 2.500 349611.11 349865.74 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-07-15 1.600 258333.33 255307.96 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2025-11-01 4.200 2777083.33 2910346.30 Corporate Debt Securities TORONTO DOMINION BANK FR 1.9%102419-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-11-26 5.250 385777.77 450163.12 Corporate Debt Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-04-02 2018-04-02 2018-04-02 N N N 0.0176 155000000.00 155000000.00 0.0231 N Y Y N - N/A - ALPINE SECURITIZATION LT ALPINE SECURITIZATION LT 02088XEX2 Asset Backed Commercial Paper Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2018-05-31 2018-05-31 2018-05-31 N N Y CREDIT SUISSE AG Fully Supported 1.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 0.0196 249066825.00 249066825.00 0.0372 N N N N - N/A - ANTALIS S.A. ABCP ANTALIS S.A. ABCP 03664BD37 Asset Backed Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-04-03 2018-04-03 2018-04-03 N N Y SOCIETE GENERALE Fully Supported 1.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 0.0178 79920758.44 79920758.44 0.0119 N N Y N - N/A - ANTALIS S.A. ABCP ANTALIS S.A. ABCP 03664BF50 Asset Backed Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-06-05 2018-06-05 2018-06-05 N N Y SOCIETE GENERALE Fully Supported 1.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 0.0216 55426943.67 55426943.67 0.0083 N N N N - N/A - ANTALIS S.A. ABCP ANTALIS S.A. ABCP 03664BFE1 Asset Backed Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-06-14 2018-06-14 2018-06-14 N N Y SOCIETE GENERALE Fully Supported 1.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 0.0226 52511394.88 52511394.88 0.0078 N N N N - N/A - ANZ BANKING GROUP LTD ANZ BANKING GROUP LTD 052528 0001300064 Non-Negotiable Time Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-04-02 2018-04-02 2018-04-02 N N N 0.0167 150000000.00 150000000.00 0.0224 N Y Y N - N/A - ATLANTIC ASSET SECURITIZ ATLANTIC ASSET SECURITIZ 04821UDT6 Asset Backed Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-04-27 2018-04-27 2018-04-27 N N Y CREDIT AGRICOLE CIB Fully Supported 1.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 0.0155 149766555.00 149766555.00 0.0224 N N N N - N/A - BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 064149 0000814020 Non-Negotiable Time Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2018-04-02 2018-04-02 2018-04-02 N N N 0.0170 200000000.00 200000000.00 0.0299 N Y Y N - N/A - BEDFORD ROW FUNDING BEDFORD ROW FUNDING 07644DFC7 Financial Company Commercial Paper Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-04-03 2018-10-03 2018-10-03 N Y ROYAL BANK OF CANADA 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0209 99937220.00 99937220.00 0.0149 N N N N - N/A - BEDFORD ROW FUNDING BEDFORD ROW FUNDING 07644DFK9 Financial Company Commercial Paper Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-06-20 2019-03-20 2019-03-20 N Y ROYAL BANK OF CANADA 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0258 74992800.00 74992800.00 0.0112 N N N N - N/A - BNP PARIBAS SA REPO BNP PARIBAS SA REPO 055610 0000872786 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2029-10-28 3.500 2.00 0.45 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2033-06-15 2.524 660.00 433.61 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2024-07-20 4.894 745.00 750.62 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2042-04-01 2.117 786.00 753.45 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2026-11-16 3.733 859.00 862.76 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2026-11-16 4.433 1051.00 1055.93 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2020-11-16 2.950 1075.00 581.41 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2029-04-16 3.621 5596.00 5670.61 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2033-12-19 3.926 5805.00 5816.60 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2039-06-15 2.414 8586.00 8255.02 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2029-01-22 3.644 57086.00 57774.78 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2039-06-15 2.454 123161.00 120131.18 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2029-10-15 2.664 128350.00 128926.29 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2033-07-25 2.821 147406.00 9973.83 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2020-03-09 2.687 218443.00 219505.27 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2021-07-08 1.530 271493.00 268945.44 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2026-08-15 4.950 356000.00 343567.52 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2020-05-15 2.319 391949.00 66456.57 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2024-10-25 2.125 491481.00 311299.13 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2029-10-15 2.949 936596.00 949784.88 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2024-03-20 4.169 1066594.00 1056437.35 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2023-01-17 3.029 1194939.00 1184808.70 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2028-11-25 5.210 1599519.00 97179.80 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2022-02-15 4.250 1681889.00 1698953.07 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2023-01-09 5.753 1750000.00 1769243.89 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2028-10-16 3.521 1847296.00 1863646.15 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2023-01-09 4.753 1900000.00 1918799.14 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2022-06-15 1.780 1927198.00 1908192.40 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2027-07-15 3.521 2529655.00 2555510.24 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2023-09-18 2.600 2617674.00 2572166.90 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2032-03-18 4.300 3000000.00 3004291.32 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2022-08-01 2.500 4339223.00 4198882.88 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2028-10-16 4.321 5751263.00 5846004.02 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2027-10-18 0.000 7873886.00 7887665.30 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2028-03-15 4.000 8835000.00 8847329.73 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2030-01-23 4.150 9825449.00 9186483.67 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2048-02-15 4.682 10118246.00 10301515.54 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2029-01-22 4.344 10275975.00 10440877.07 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2044-09-05 4.277 12500000.00 12243404.52 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2028-10-18 3.534 13384525.00 13471658.13 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2026-11-15 7.870 22810233.00 23874936.10 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2032-09-15 0.000 36660697.00 36632321.62 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2025-07-23 4.500 164000.00 165025.00 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2026-10-15 3.375 457000.00 433485.06 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2020-10-19 2.625 2065000.00 2071828.26 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2047-04-15 4.250 2299000.00 2384065.55 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2021-07-27 2.450 3300000.00 3236704.16 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2021-07-27 2.450 3490000.00 3423059.86 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2099-12-31 6.375 6136000.00 6460888.42 Asset-Backed Securities SLM ST LN EDC REP TR 2013-M1 M 20291028 3.50000-Asset-Backed Securities 2019-08-14 2.375 2172000.00 2164091.20 Asset-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-04-02 2018-04-02 2018-04-02 N N N 0.0181 180000000.00 180000000.00 0.0269 N Y Y N - N/A - BNP PARIBAS SA REPO BNP PARIBAS SA REPO 055610 0000872786 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N EXELA INTERMEDIATE LLC SR SEC GLBL 23-Corporate Debt Securities 2023-07-15 10.000 437848.00 451773.99 Corporate Debt Securities EXELA INTERMEDIATE LLC SR SEC GLBL 23-Corporate Debt Securities 2035-12-25 2.311 2008861.00 1581770.78 Corporate Debt Securities EXELA INTERMEDIATE LLC SR SEC GLBL 23-Corporate Debt Securities 2025-03-15 6.875 11959543.00 12043218.27 Corporate Debt Securities EXELA INTERMEDIATE LLC SR SEC GLBL 23-Corporate Debt Securities 2036-11-25 4.962 15049000.00 13276143.49 Corporate Debt Securities EXELA INTERMEDIATE LLC SR SEC GLBL 23-Corporate Debt Securities 2028-10-20 0.000 15500000.00 13562500.00 Corporate Debt Securities EXELA INTERMEDIATE LLC SR SEC GLBL 23-Corporate Debt Securities 2022-01-15 9.625 230000.00 127600.48 Corporate Debt Securities EXELA INTERMEDIATE LLC SR SEC GLBL 23-Corporate Debt Securities 2029-07-15 8.500 9009000.00 9887127.25 Corporate Debt Securities EXELA INTERMEDIATE LLC SR SEC GLBL 23-Corporate Debt Securities 2023-03-31 6.250 920000.00 872690.27 Corporate Debt Securities EXELA INTERMEDIATE LLC SR SEC GLBL 23-Corporate Debt Securities 2022-11-07 3.500 150000.00 145470.83 Corporate Debt Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-04-02 2018-04-02 2018-04-02 N N N 0.0187 50000000.00 50000000.00 0.0075 N Y Y N - N/A - CITIGROUP GLB MKTS INC CITIGROUP GLB MKTS INC MBNUM2BPBDO7JBLYG310 173032 0000091154 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2029-01-19 7.500 3.00 0.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2022-01-25 8.500 3.00 0.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2020-01-15 9.500 3.00 0.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-10-15 14.646 3.00 0.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2020-09-15 7.799 4.00 0.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2028-12-20 6.500 5.00 0.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-05-15 0.000 7.00 0.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-04-25 0.205 7.00 0.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2027-04-15 6.723 7.00 0.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2019-12-15 9.000 19.00 0.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2031-05-15 16.388 24.00 1.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2021-09-25 8.500 27.00 0.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2019-11-15 9.250 37.00 0.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-01-15 2.276 50.00 0.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2027-06-17 10.000 163.00 0.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2022-04-15 1.429 495.00 0.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-02-25 5.167 1725.00 1817.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2022-02-15 7.000 3202.00 36.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-01-25 3.922 34801.00 33300.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2021-07-15 7.950 59085.00 2.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2024-08-25 4.370 82596.00 83714.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-12-25 1.972 2044377.00 282628.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-01-25 1.483 5899840.00 508536.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-06-25 3.472 37380993.00 654009.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-01-25 0.000 72269265.00 51928957.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2028-04-18 6.791 470865605.00 200112.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-12-25 10.000 2853.00 91.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2021-12-25 14.278 7456.00 18.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-02-01 3.999 9863.00 6856.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2020-09-25 6.000 10422.00 0.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-10-25 0.554 13596.00 0.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-05-01 5.500 22000.00 18775.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-02-20 3.000 109513.00 96863.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2059-03-16 2.500 157459.00 150376.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2031-08-01 2.000 268908.00 202682.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-01-15 5.000 1650578.00 1166396.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2067-10-20 4.153 2171318.00 2483249.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-02-01 3.000 2242423.00 1650959.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2036-04-15 6.000 5000000.00 1569198.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2034-01-15 4.500 9334235.00 4097982.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-08-15 3.500 10000000.00 3254647.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2035-03-15 6.000 17065102.00 15009225.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2034-04-15 6.000 26213653.00 6654915.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-08-20 3.999 44581429.00 42906025.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2035-08-25 5.750 46420924.00 14997746.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-12-15 4.373 10302474.00 1983668.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-10-25 4.328 12420861.00 1284679.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-04-25 4.778 14273300.00 1090640.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2056-12-25 4.028 14950182.00 2168440.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-01-15 2.719 15226387.00 1126972.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-04-25 4.078 19102000.00 1033010.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-10-25 4.178 20500860.00 2181853.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-03-15 4.223 20781000.00 1018592.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-07-25 4.529 21368977.00 787021.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-09-25 4.228 21920002.00 2525400.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2050-11-15 4.223 23484774.00 1966172.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-04-25 4.628 24166666.00 1479876.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-03-25 4.178 24214285.00 3982690.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-12-25 4.278 24816223.00 1883581.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-01-25 4.628 26129994.00 1436584.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-07-15 4.223 28000000.00 1824400.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-07-25 4.078 28333333.00 1539922.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-08-15 4.961 29166666.00 2541195.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-05-25 4.228 29213876.00 5036527.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-02-25 4.278 31625735.00 1373488.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-01-25 4.328 34062647.00 2407582.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-09-25 4.479 37341460.00 3705703.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-08-15 4.423 39399240.00 4988538.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-01-15 4.323 39444285.00 1603566.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-09-15 4.312 39919854.00 4099053.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-06-25 4.108 40000000.00 1477291.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-08-25 4.128 40814701.00 2873582.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-08-25 3.528 42404350.00 1843531.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-06-15 4.423 45378611.00 5195527.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-04-25 4.228 45620103.00 3297313.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-11-15 4.223 46403814.00 1433987.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-02-25 4.628 49291146.00 3969725.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-12-25 4.228 50000000.00 5785996.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-06-15 4.723 50000000.00 1305030.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-03-25 4.228 50226914.00 4785903.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-05-25 4.328 50282533.00 4270608.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2037-11-15 4.803 51423428.00 1443833.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-05-15 4.323 51830501.00 3065943.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-11-25 4.778 52413273.00 1758794.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-10-25 4.868 55570585.00 1379941.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-08-15 4.862 56770724.00 2677716.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-12-25 4.648 60000000.00 3829423.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-09-15 4.411 61255257.00 5057731.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-08-15 4.411 65957936.00 5718021.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-07-15 4.843 68371921.00 5642880.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-11-15 5.012 69068196.00 2718481.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-02-25 4.609 75000000.00 1342409.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-05-25 4.178 77179569.00 1699643.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2061-12-20 1.225 79550461.00 2144338.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-02-25 4.078 84000000.00 2635133.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-02-25 4.128 85504714.00 3089020.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-04-25 4.728 87472888.00 3143729.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-01-15 0.000 89969185.00 26.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2036-12-25 4.768 116075000.00 2186335.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-11-25 4.428 127032000.00 1169310.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-10-25 4.979 162367330.00 1163218.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2036-11-15 4.843 171428571.00 2565026.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-12-25 4.288 199000000.00 1356001.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2018-05-17 0.000 100.00 99.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2019-07-31 1.132 246100.00 246987.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2022-08-15 7.250 6642100.00 7997331.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-02-15 0.625 41698500.00 41967669.32 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-04-02 2018-04-02 2018-04-02 N N N 0.0192 325000000.00 325000000.00 0.0485 N Y Y N - N/A - COLLATERALIZED CP CO LLC COLLATERALIZED CP CO LLC 19422GH15 Asset Backed Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2018-08-01 2018-08-01 2018-08-01 N N Y JP MORGAN SECURITIES LLC (3A3) Fully Supported 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 0.0204 74369272.50 74369272.50 0.0111 N N N N - N/A - COLLATERALIZED CP CO LLC COLLATERALIZED CP CO LLC 19422GEV2 Asset Backed Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2018-05-29 2018-05-29 2018-05-29 N N Y JP MORGAN SECURITIES LLC (3A3) Fully Supported 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 0.0211 49825390.00 49825390.00 0.0074 N N N N - N/A - COLLATERALIZED CP CO LLC COLLATERALIZED CP CO LLC 19423EEE4 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2018-04-05 2018-09-05 2018-09-05 N Y JP MORGAN SECURITIES LLC (3A3) 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 N 0.0196 74965657.50 74965657.50 0.0112 N N N N - N/A - COLLATERALIZED CP CO LLC COLLATERALIZED CP CO LLC 19423EDH8 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2018-04-03 2018-04-03 2018-04-03 N Y JP MORGAN SECURITIES LLC (3A3) 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 N 0.0184 5000084.50 5000084.50 0.0007 N N Y N - N/A - COLLATERALIZED CP II CO. COLLATERALIZED CP II CO. 19423CET5 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2018-04-03 2018-04-03 2018-04-03 N Y JP MORGAN SECURITIES LLC (4(2)) 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 N 0.0184 70001183.00 70001183.00 0.0104 N N Y N - N/A - COMMONWEALTH BK AUSTRLIA COMMONWEALTH BK AUSTRLIA 20272AXV3 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-04-03 2018-08-03 2018-08-03 N N N 0.0186 94958722.50 94958722.50 0.0142 N N N N - N/A - DANSKE CORP. INC. DANSKE CORP. INC. 2363F7F60 Financial Company Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-06-06 2018-06-06 2018-06-06 N Y DANSKE BANK A/S 1.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 N 0.0210 129453584.00 129453584.00 0.0193 N N N N - N/A - DZ BANK AG DZ BANK AG 23338P 0001083675 Non-Negotiable Time Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-04-02 2018-04-02 2018-04-02 N N N 0.0167 320000000.00 320000000.00 0.0478 N Y Y N - N/A - HSBC SECURITIES HSBC SECURITIES CYYGQCGNHMHPSMRL3R97 40427S 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N DISCOVER CARD EXECUTION NOTE T-Asset-Backed Securities CYYGQCGNHMHPSMRL3R97 2022-01-18 1.670 32129000.00 31785712.27 Corporate Debt Securities DISCOVER CARD EXECUTION NOTE T-Asset-Backed Securities CYYGQCGNHMHPSMRL3R97 2023-07-18 3.180 20870000.00 20622363.35 Corporate Debt Securities DISCOVER CARD EXECUTION NOTE T-Asset-Backed Securities CYYGQCGNHMHPSMRL3R97 2023-04-25 2.311 20355000.00 9811231.19 Corporate Debt Securities DISCOVER CARD EXECUTION NOTE T-Asset-Backed Securities CYYGQCGNHMHPSMRL3R97 2023-04-17 2.190 2790000.00 2752893.83 Corporate Debt Securities DISCOVER CARD EXECUTION NOTE T-Asset-Backed Securities CYYGQCGNHMHPSMRL3R97 2019-09-25 2.250 1084016.00 1078270.73 Corporate Debt Securities DISCOVER CARD EXECUTION NOTE T-Asset-Backed Securities CYYGQCGNHMHPSMRL3R97 2030-05-01 0.000 190000.00 127438.70 Corporate Debt Securities DISCOVER CARD EXECUTION NOTE T-Asset-Backed Securities CYYGQCGNHMHPSMRL3R97 2020-10-14 2.100 5000000.00 4961225.09 Corporate Debt Securities DISCOVER CARD EXECUTION NOTE T-Asset-Backed Securities CYYGQCGNHMHPSMRL3R97 2021-04-26 1.875 13715000.00 13399126.62 Corporate Debt Securities DISCOVER CARD EXECUTION NOTE T-Asset-Backed Securities CYYGQCGNHMHPSMRL3R97 2020-03-03 2.000 49615000.00 48896793.90 Corporate Debt Securities DISCOVER CARD EXECUTION NOTE T-Asset-Backed Securities CYYGQCGNHMHPSMRL3R97 2019-05-21 2.000 1503869.00 1505810.73 Corporate Debt Securities DISCOVER CARD EXECUTION NOTE T-Asset-Backed Securities CYYGQCGNHMHPSMRL3R97 2018-05-30 1.375 9310300.00 9342375.37 Corporate Debt Securities DISCOVER CARD EXECUTION NOTE T-Asset-Backed Securities CYYGQCGNHMHPSMRL3R97 2018-10-01 2.000 1465000.00 1476967.49 Corporate Debt Securities DISCOVER CARD EXECUTION NOTE T-Asset-Backed Securities CYYGQCGNHMHPSMRL3R97 2018-05-23 1.250 4008571.00 4020055.38 Corporate Debt Securities DISCOVER CARD EXECUTION NOTE T-Asset-Backed Securities CYYGQCGNHMHPSMRL3R97 2020-02-05 1.875 56950000.00 56221754.08 Corporate Debt Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2018-04-02 2018-04-02 2018-04-02 N N N 0.0178 200000000.00 200000000.00 0.0299 N Y Y N - N/A - ING (US) FUNDING LLC ING (US) FUNDING LLC 4497W1EB8 Financial Company Commercial Paper Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2018-05-11 2018-05-11 2018-05-11 N N N 0.0211 47885390.40 47885390.40 0.0071 N N N N - N/A - ING (US) FUNDING LLC ING (US) FUNDING LLC 4497W1H17 Financial Company Commercial Paper Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2018-08-01 2018-08-01 2018-08-01 N N N 0.0193 248009550.00 248009550.00 0.0371 N N N N - N/A - KBC BANK NV NEW YORK KBC BANK NV NEW YORK 4823TAXH5 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-04-02 2018-04-02 2018-04-02 N N N 0.0170 329998713.00 329998713.00 0.0493 N Y Y N - N/A - LMA AMERICAS LLC LMA AMERICAS LLC 53944RDD7 Asset Backed Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-04-13 2018-04-13 2018-04-13 N N Y CREDIT AGRICOLE CIB Fully Supported 1.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 0.0155 49961460.00 49961460.00 0.0075 N N N N - N/A - LMA AMERICAS LLC LMA AMERICAS LLC 53944RH84 Asset Backed Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-08-08 2018-08-08 2018-08-08 N N Y CREDIT AGRICOLE CIB Fully Supported 1.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 0.0207 49553035.00 49553035.00 0.0074 N N N N - N/A - MATCHPOINT FINANCE PLC MATCHPOINT FINANCE PLC 57666BEV8 Asset Backed Commercial Paper Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2018-05-29 2018-05-29 2018-05-29 N N Y BNP PARIBAS Fully Supported 1.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 0.0210 99637560.00 99637560.00 0.0149 N N N N - N/A - MITSUBISHI UFJ TR & BK MITSUBISHI UFJ TR & BK 60683BEN9 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-08-07 2018-08-07 2018-08-07 N N N 0.0203 74903820.00 74903820.00 0.0112 N N N N - N/A - MITSUBISHI UFJ TR & BK MITSUBISHI UFJ TR & BK 60683BCM3 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-04-04 2018-06-04 2018-06-04 N N N 0.0191 50012275.00 50012275.00 0.0075 N N N N - N/A - MITSUBISHI UFJ TR & BK MITSUBISHI UFJ TR & BK 60683BDT7 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-04-11 2018-07-11 2018-07-11 N N N 0.0195 54996122.50 54996122.50 0.0082 N N N N - N/A - MIZUHO BANK, LTD. MIZUHO BANK, LTD. 60700ART3 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-04-30 2018-05-31 2018-05-31 N N N 0.0205 99987545.00 99987545.00 0.0149 N N N N - N/A - MIZUHO BANK, LTD. MIZUHO BANK, LTD. 60700ATX2 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-06-06 2018-06-06 2018-06-06 N N N 0.0215 100010520.00 100010520.00 0.0149 N N N N - N/A - NATIXIS, NY BRANCH REPO NATIXIS, NY BRANCH REPO 63872OWM8 AELIZRVUG3YVEFFUVL97 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2038-03-01 3.702 1000.00 105.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2033-09-01 3.894 1000.00 16.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2033-12-01 6.000 1000.00 141.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2019-01-01 4.500 1066.00 0.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2022-09-01 3.480 1082.00 46.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2038-06-01 5.499 1094.00 64.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2037-01-01 3.540 1164.00 78.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2037-06-25 2.111 1233.00 65.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2037-07-01 6.000 1381.00 21.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2041-06-01 5.499 1388.00 141.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2035-11-01 4.104 1585.00 30.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2042-06-01 3.500 2203.00 1226.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2038-08-01 6.000 2346.00 34.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2037-05-01 3.380 2601.00 196.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2042-10-01 2.858 2630.00 1242.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2037-11-01 6.000 2759.00 20.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2041-03-01 3.633 4196.00 467.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2035-09-01 5.855 4220.00 268.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2032-07-01 3.507 4580.00 424.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2035-11-01 3.640 7206.00 133.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2036-01-01 3.217 7544.00 416.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2047-11-01 6.000 9085.00 276.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2037-02-01 3.640 15905.00 438.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2037-06-25 2.111 25620.00 2225.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2034-05-01 5.046 31035.00 151.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2046-04-01 3.500 1351811.00 1138582.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2043-04-01 3.500 1745856.00 1160998.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2042-08-01 3.500 2143861.00 1333824.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2041-05-01 2.857 9281679.00 1206245.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2045-03-25 3.000 50000000.00 49240721.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2043-03-15 3.000 50000000.00 49855366.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2035-08-01 5.000 106535.00 841.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2047-11-20 4.500 277211.00 55851.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2064-06-20 1.660 346627.00 11834.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2043-01-20 5.156 5357491.00 201233.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2040-09-20 4.456 6439200.00 143311.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2036-04-15 5.000 99984041.00 927702.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2044-10-16 0.273 100000000.00 457783.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2042-02-15 0.750 100.00 105.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2018-10-31 0.750 100.00 99.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2019-09-30 1.750 100.00 100.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2024-06-30 2.000 100.00 96.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2024-04-30 2.000 100.00 97.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2024-11-30 2.125 100.00 97.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2019-05-15 3.125 100.00 102.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2025-02-15 7.625 100.00 131.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2024-08-31 1.875 575100.00 548453.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities AELIZRVUG3YVEFFUVL97 2027-01-15 2.375 895500.00 1262143.11 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-05-05 2018-05-05 2018-05-05 N N N 0.0189 100000000.00 100000000.00 0.0149 N N N Y - N/A - NEDERLANDSE WATERSCHAPS NEDERLANDSE WATERSCHAPS 63975VDD9 Financial Company Commercial Paper Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-04-13 2018-04-13 2018-04-13 N N N 0.0202 47962401.60 47962401.60 0.0072 N N N N - N/A - NIEUW AMSTERDAM REC CORP NIEUW AMSTERDAM REC CORP 65409SDL9 Asset Backed Commercial Paper Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2018-04-20 2018-04-20 2018-04-20 N N Y COOPERATIEVE RABOBANK UA Fully Supported 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 0.0202 99882790.00 99882790.00 0.0149 N N N N - N/A - NORDEA, AB, NY NORDEA, AB, NY 65590ARK4 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-07-24 2018-07-24 2018-07-24 N N N 0.0191 45947514.00 45947514.00 0.0069 N N N N - N/A - NORINCHUKIN BANK NORINCHUKIN BANK 65602UB64 Certificate of Deposit Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2018-04-10 2018-07-10 2018-07-10 N N N 0.0194 149988075.00 149988075.00 0.0224 N N N N - N/A - OVERSEA-CHINESE BANKING OVERSEA-CHINESE BANKING 69033L2F5 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-04-06 2018-09-06 2018-09-06 N N N 0.0199 199934520.00 199934520.00 0.0299 N N N N - N/A - OVERSEA-CHINESE BANKING OVERSEA-CHINESE BANKING 69034BGA2 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-07-10 2018-07-10 2018-07-10 N N N 0.0187 49676265.00 49676265.00 0.0074 N N N N - N/A - RABOBANK NEDERLAND RABOBANK NEDERLAND 21684B2P8 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2018-04-09 2018-08-09 2018-08-09 N N N 0.0188 154911805.00 154911805.00 0.0231 N N N N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA 780067 0000352613 Non-Negotiable Time Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-04-02 2018-04-02 2018-04-02 N N N 0.0168 160000000.00 160000000.00 0.0239 N Y Y N - N/A - SKANDINAVISKA ENSKILDA B SKANDINAVISKA ENSKILDA B 830520 0000917311 Non-Negotiable Time Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2018-04-02 2018-04-02 2018-04-02 N N N 0.0164 126000000.00 126000000.00 0.0188 N Y Y N - N/A - SOCIETE GENERALE SOCIETE GENERALE 83369YZA7 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-05-31 2018-05-31 2018-05-31 N N N 0.0185 99974640.00 99974640.00 0.0149 N N N N - N/A - SUMITOMO MITSUI BK CORP SUMITOMO MITSUI BK CORP 86563YY98 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-04-10 2018-05-10 2018-05-10 N N N 0.0194 99990850.00 99990850.00 0.0149 N N N N - N/A - SUMITOMO MITSUI BK CORP SUMITOMO MITSUI BK CORP 86563Y5R0 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-04-24 2018-07-24 2018-07-24 N N N 0.0185 150060030.00 150060030.00 0.0224 N N N N - N/A - SUMITOMO MITSUI TRUST BK SUMITOMO MITSUI TRUST BK 86564E5F9 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-04-30 2018-07-30 2018-07-30 N N N 0.0209 149957445.00 149957445.00 0.0224 N N N N - N/A - SUMITOMO MITSUI TRUST BK SUMITOMO MITSUI TRUST BK 86564E5V4 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-04-30 2018-08-29 2018-08-29 N N N 0.0214 29989884.00 29989884.00 0.0045 N N N N - N/A - SUMITOMO MITSUI TRUST BK SUMITOMO MITSUI TRUST BK 86564EQ33 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-04-16 2018-04-16 2018-04-16 N N N 0.0198 100009420.00 100009420.00 0.0149 N N N N - N/A - TORONTO-DOMINION BANK TORONTO-DOMINION BANK 89113W5A0 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-04-06 2018-04-06 2018-04-06 N N N 0.0184 100002540.00 100002540.00 0.0149 N N Y N - N/A - U.S. TREASURY BILLS U.S. TREASURY BILLS 912796NY1 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-04-05 2018-04-05 2018-04-05 N N N 0.0170 152979329.70 152979329.70 0.0228 N Y Y N - N/A - UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 91127QD97 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-04-09 2018-04-09 2018-04-09 N N N 0.0180 99945610.00 99945610.00 0.0149 N N N N - N/A - WELLS FARGO BANK N.A. WELLS FARGO BANK N.A. 94989RWW4 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2018-04-12 2019-01-11 2019-01-11 N N N 0.0199 99874060.00 99874060.00 0.0149 N N N N - N/A - WELLS FARGO BANK N.A. WELLS FARGO BANK N.A. 94989RRD2 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2018-04-06 2018-11-06 2018-11-06 N N N 0.0193 99913160.00 99913160.00 0.0149 N N N N - N/A - WELLS FARGO BANK N.A. WELLS FARGO BANK N.A. 94989RYE2 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2018-04-30 2019-01-30 2019-01-30 N N N 0.0215 99883980.00 99883980.00 0.0149 N N N N - N/A - WELLS FARGO BANK N.A. WELLS FARGO BANK N.A. 94989RKZ0 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2018-04-09 2018-05-08 2018-05-08 N N N 0.0191 43008187.20 43008187.20 0.0064 N N N N - N/A - WESTPAC BANKING CORP. WESTPAC BANKING CORP. 9612C4WV9 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-04-03 2018-08-31 2018-08-31 N N N 0.0184 49971180.00 49971180.00 0.0075 N N N N - N/A - WESTPAC BANKING CORP. WESTPAC BANKING CORP. 9612C4YP0 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-04-09 2019-03-08 2019-03-08 N N N 0.0216 94971832.50 94971832.50 0.0142 N N N N - N/A - Dreyfus Cash Management 2018-04-05 /S/John Delise John Delise Treasury Manager