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Liquidity Facility 1.0000 N/A N/A 0.0096 2999725.20 2999725.20 0.0068 N N Y N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG VAR CP 06/07/2017 / 1.380600% 56274TAW7 56274TAW Asset Backed Commercial Paper Y 2017-04-07 2017-06-07 2017-06-07 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facility 1.0000 N/A N/A 0.0138 2001458.00 2001458.00 0.0045 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG VAR CP 05/08/2017 / 1.084400% 56274TAZ0 56274TAZ Asset Backed Commercial Paper Y 2017-04-10 2017-05-08 2017-05-08 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facility 1.0000 N/A N/A 0.0108 4000972.00 4000972.00 0.0091 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG VAR CP 06/02/2017 / 0.980600% 56274TBB2 56274TBB Asset Backed Commercial Paper Y 2017-04-03 2017-06-02 2017-06-02 N N Y Sumitomo Mitsui Banking Corp. 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METWAY DCP, 08/09/2017 /" 1.360000% 8672E2V96 8672E2V9 Financial Company Commercial Paper Y 2017-08-09 2017-08-09 2017-08-09 N N N 0.0136 2238954.98 2238954.97 0.0051 N N N N SWEDBANK SWEDBANK NEW YORK .88% 04/04/17 / 0.880000% 87019UZF9 87019UZF Certificate of Deposit Y 2017-04-04 2017-04-04 2017-04-04 N N N 0.0088 4999985.50 4999985.50 0.0113 N N Y N SWEDBANK SWEDBANK NEW YORK .88% 04/06/2017 / 0.880000% 87019UZM4 87019UZM Certificate of Deposit Y 2017-04-06 2017-04-06 2017-04-06 N N N 0.0088 2499988.75 2499988.75 0.0057 N N Y N THUNDER BAY FUNDING LLC "THUNDER BAY FUNDING DCP, 04/07/2017 /" 0.930000% 88602TR70 88602TR7 Asset Backed Commercial Paper Y 2017-04-07 2017-04-07 2017-04-07 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0093 3999350.40 3999350.40 0.0091 N N Y N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING FLOAT CP 05/15/2017 / 1.332200% 88603ABH5 88603ABH Asset Backed Commercial Paper Y 2017-04-18 2017-05-15 2017-05-15 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0133 2501217.50 2501217.50 0.0057 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING FLOAT CP 06/06/2017 / 1.188900% 88603YCF6 88603YCF Asset Backed Commercial Paper Y 2017-04-06 2017-06-06 2017-06-06 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0119 2499980.00 2499980.00 0.0057 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING FLOAT CP 06/13/2017 / 1.301400% 88603YCH2 88603YCH Asset Backed Commercial Paper Y 2017-04-13 2017-06-13 2017-06-13 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0130 2500022.50 2500022.50 0.0057 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING FLOAT CP 07/11/17 / 1.291400% 88603YCM1 88603YCM Asset Backed Commercial Paper Y 2017-04-11 2017-07-11 2017-07-11 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0129 2499967.50 2499967.50 0.0057 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING FLOAT CP 08/14/2017 / 1.200600% 88603YCP4 88603YCP Asset Backed 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BANK NY Toronto-Dominion Bank 1.224400% 89113WVQ6 US89113WVQ67 0001343236 89113WVQ Certificate of Deposit Y 2017-04-03 2017-11-01 2017-11-01 N N N 0.0122 2502852.50 2502852.50 0.0057 N N N N TORONTO DOMINION BANK NY Toronto-Dominion Bank 1.221400% 89113WYR1 US89113WYR14 0001343236 89113WYR Certificate of Deposit Y 2017-04-13 2018-03-13 2018-03-13 N N N 0.0122 2499662.50 2499662.50 0.0057 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MORTOR CREDIT VAR RT 08/03/2017 / 1.344400% 89233ARC5 89233ARC Non-Financial Company Commercial Paper Y 2017-04-10 2017-08-03 2017-08-03 N N N 0.0134 2502817.50 2502817.50 0.0057 N N N N UNIV OF NORTH CAROLINA NC HOSP University of North Carolina at Chapel Hill 0.860000% 91471FAX3 US91471FAX33 91471FAX Other Municipal Security Y 2017-04-01 2017-04-01 2031-02-15 Y LANDESBANK HESSEN-THRGN 1.0000 1 N N/A N/A Y University of North Carolina Hospitals at Chapel Hill 1.0000 N/A N/A N 0.0086 4970000.00 4970000.00 0.0113 N Y Y N UNIV OF TEXAS TX University of Texas System 0.940000% 915137T94 US915137T944 915137T9 Other Municipal Security Y 2017-04-06 2017-04-07 2032-08-01 Y University of Texas 1.0000 7 N N/A N/A Y The University of Texas System 1.0000 N/A N/A N 0.0094 5000000.00 5000000.00 0.0113 N N Y N VICTORY RECEIVABLES CORP "VICTORY RECEIVABLES DCP, 04/04/2017 /" 0.970000% 92646KR46 92646KR4 Asset Backed Commercial Paper Y 2017-04-04 2017-04-04 2017-04-04 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility 1.0000 N/A N/A 0.0097 3499601.70 3499601.70 0.0079 N N Y N VICTORY RECEIVABLES CORP "VICTORY RECEIVABLES DCP, 04/10/2017 /" 0.910000% 92646KRA2 92646KRA Asset Backed Commercial Paper Y 2017-04-10 2017-04-10 2017-04-10 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility 1.0000 N/A N/A 0.0091 3998837.60 3998837.60 0.0091 N N N N VICTORY RECEIVABLES CORP "VICTORY RECEIVABLES DCP, 04/11/2017 /" 0.970000% 92646KRB0 92646KRB Asset Backed Commercial Paper Y 2017-04-11 2017-04-11 2017-04-11 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility 1.0000 N/A N/A 0.0097 4998396.00 4998396.00 0.0113 N N N N WAL-MART STORES INC "WAL-MART STORES, Inc. DCP, 04/10/2017 /" 0.760000% 93114ERA7 93114ERA Non-Financial Company Commercial Paper Y 2017-04-10 2017-04-10 2017-04-10 N N N 0.0076 7498398.00 7498398.00 0.0170 N N N N WELLS FARGO BANK NA Wells Fargo Bank NA 1.258900% 94989RAZ1 US94989RAZ10 94989RAZ Certificate of Deposit Y 2017-04-03 2017-05-03 2017-05-03 N N N 0.0126 2250985.50 2250985.50 0.0051 N N N N WELLS FARGO BANK NA Wells Fargo Bank NA 1.387300% 94989RCM8 US94989RCM88 94989RCM Certificate of Deposit Y 2017-05-16 2017-11-16 2017-11-16 N N N 0.0139 1852525.25 1852525.25 0.0042 N N N N WELLS FARGO BANK NA Wells Fargo Bank NA 1.351400% 94989RFB9 US94989RFB96 94989RFB Certificate of Deposit Y 2017-04-11 2017-10-11 2017-10-11 N N N 0.0135 2503127.50 2503127.50 0.0057 N N N N WELLS FARGO BANK NA Wells Fargo Bank NA 1.330600% 94989RGY8 US94989RGY80 94989RGY Certificate of Deposit Y 2017-04-18 2018-02-14 2018-02-14 N N N 0.0133 2502687.50 2502687.50 0.0057 N N N N WESTPAC BANKING CORP NY "WESTPAC BANKING Corp. VAR RT, 10/20/2017 /" 1.231800% 9612C4UD1 9612C4UD Financial Company Commercial Paper Y 2017-04-20 2017-10-20 2017-10-20 N N N 0.0123 2503670.00 2503670.00 0.0057 N N N N STIT-GOVERNMENT & AGENCY PORTFOLIO INVESCO GOVT&AGENCY INST CLASS / 0.610000% 825252885 AGPXX Investment Company Y 2017-04-01 2017-04-01 2017-04-01 N N N 0.0061 17500000.00 17500000.00 0.0397 N Y Y N DNB NOR BANK ASA CAYMAN DNB BANK ASA/CAYMAN 0.80% 04/03/2017 / 0.800000% 0001498632 DNB04037 Non-Negotiable Time Deposit Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0080 12000000.00 12000000.00 0.0272 N Y Y N GOLDMAN SACHS & CO GOLDMAN SACHS REPO 0.80% - 04/03/2017 / 0.800000% 0000734700 GDM04037 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 04.500 CLAL0775 2041-09-01 4.500000 6119306.00 6580377.49 Agency Mortgage-Backed Securities FMAR 2B0345 G 2042-04-01 2.592000 13374613.00 13767786.10 Agency Mortgage-Backed Securities Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0080 20000000.00 20000000.00 0.0454 N Y Y N STATE STREET BANK & TRUST STATE STREET REPO 0.09% 04/03/2017 / 0.090000% 0000093748 STR04037 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 1/8 NOTE M 22 2022-06-30 2.125000 3175000.00 3208445.45 U.S. Treasuries (including strips) TREASURY INFLATION NOTE 2022-08-31 1.875000 23425000.00 23239216.33 U.S. Treasuries (including strips) Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0009 25924167.81 25924167.81 0.0588 N Y Y N SVENSKA HANDELSBANKEN NY SVENSKA HANDELSBANKE 0.80% 04/03/2017 / 0.800000% SVH04037 Non-Negotiable Time Deposit Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0080 17000000.00 17000000.00 0.0386 N Y Y N BLACKROCK BLACKROCK LIQUIDITY FUNDS T-FUND / 0.580000% 09248U718 TSTXX Investment Company Y 2017-04-01 2017-04-01 2017-04-01 N N N 0.0058 7500000.00 7500000.00 0.0170 N Y Y N BMO Funds 2017-03-31 Timothy M. Bonin Timothy M. Bonin Vice President, Principal Financial Officer and Treasurer