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DCP 05/01/2017 /" 0.930000% 16538KS11 16538KS1 Asset Backed Commercial Paper Y 2017-05-01 2017-05-01 2017-05-01 N N Y Societe Generale LOC 1.0000 N/A N/A 0.0093 16998747.10 16998747.10 0.0399 N Y Y N COLLATERALIZED CP CO LLC COLLATERALIZED CP Co. DCP 05/03/2017 / 0.940000% 19422FS31 19422FS3 Financial Company Commercial Paper Y 2017-05-03 2017-05-03 2017-05-03 N N Y JP Morgan Chase Bank NA Reverse Repurchase Agreement 1.0000 N/A N/A 0.0094 2824650.83 2824650.83 0.0066 N N Y N COLLATERALIZED CP CO LLC COLLATERALIZED CP Co. VAR RT 10/23/2017 / 1.288300% 19423ECA4 19423ECA Financial Company Commercial Paper Y 2017-05-23 2017-10-23 2017-10-23 N N Y JP Morgan Chase Bank NA Reverse Repurchase Agreement 1.0000 N/A N/A 0.0129 2501110.00 2501110.00 0.0059 N N N N COLORADO ST HSG & FIN AUTH Colorado Housing & Finance Authority 1.000000% 196479YW3 US196479YW36 196479YW Other Municipal Security Y 2017-05-03 2017-05-05 2036-10-01 Y Federal Home Loan Bank 1.0000 7 Y N/A N/A Y FEDERAL HOME LOAN BANK 1.0000 N/A N/A Y FHLB Liquidity Facility 1.0000 N/A N/A 0.0100 4800000.00 4800000.00 0.0113 N N Y N COMMONWEALTH BK AUSTR NY Commonwealth Bank of Australia/New York 1.293700% 20271EMC0 US20271EMC02 20271EMC Certificate of Deposit Y 2017-05-02 2018-02-02 2018-02-02 N N N 0.0125 2004118.00 2004118.00 0.0047 N N N N COMMONWEALTH BANK COMMONWEALTH BK AUST VAR CP 06/19/2017 / 1.538300% 20272ASG2 20272ASG Financial Company Commercial Paper Y 2017-05-24 2017-06-19 2017-06-19 N N N 0.0154 2501967.50 2501967.50 0.0059 N N N N ERSTE ABWICKLUNGSANSTALT "ERSTE ABWICKLUNGSANS VAR, CP, 09/07/2017 /" 1.205600% 29604BBG8 29604BBG Non-Financial Company Commercial Paper Y 2017-05-08 2017-09-07 2017-09-07 N Y German State of North Rhine-West 1.0000 N/A N/A Y SoFFin (German Financial Market Stabilization Fund) Savings Banks Association 1.0000 N/A N/A 0.0121 2500177.50 2500177.50 0.0059 N N N N ERSTE ABWICKLUNGSANSTALT "ERSTE ABWICKLUNGSANS VAR, CP, 07/18/2017 /" 1.164400% 29604BBH6 29604BBH Non-Financial Company Commercial Paper Y 2017-05-18 2017-07-18 2017-07-18 N Y German State of North Rhine-West 1.0000 N/A N/A Y SoFFin (German Financial Market Stabilization Fund) Savings Banks Association 1.0000 N/A N/A 0.0116 2500137.50 2500137.50 0.0059 N N N N ERSTE ABWICKLUNGSANSTALT "ERSTE ABWICKLUNGSANS DCP, 05/26/2017 /" 1.110000% 29604CSS2 29604CSS Non-Financial Company Commercial Paper Y 2017-05-26 2017-05-26 2017-05-26 N Y German State of North Rhine-West 1.0000 N/A N/A Y SoFFin (German Financial Market Stabilization Fund) Savings Banks Association 1.0000 N/A N/A 0.0111 2498382.25 2498382.25 0.0059 N N N N ERSTE ABWICKLUNGSANSTALT "ERSTE ABWICKLUNGSANS DCP, 06/26/2017 /" 1.060000% 29604CTS1 29604CTS Non-Financial Company Commercial Paper Y 2017-06-26 2017-06-26 2017-06-26 N Y German State of North Rhine-West 1.0000 N/A N/A Y SoFFin (German Financial Market Stabilization Fund) Savings Banks Association 1.0000 N/A N/A 0.0106 2496382.25 2496382.25 0.0059 N N N N GULF COAST TX INDL DEV AUTH Gulf Coast Industrial Development Authority 0.830000% 402207AD6 US402207AD61 402207AD Other Municipal Security Y 2017-04-29 2017-04-29 2041-11-01 Y EXXON 1.0000 1 N N/A N/A Y EXXON 1.0000 N/A N/A Y Exxon Corporate Support 1.0000 N/A N/A 0.0083 7500000.00 7500000.00 0.0176 N Y Y N HSBC BANK USA NA HSBC Bank USA NA/New York 1.583700% 40428A2T3 US40428A2T35 40428A2T Certificate of Deposit Y 2017-05-04 2017-08-04 2017-08-04 N N N 0.0158 1252133.75 1252133.75 0.0029 N N N N HSBC BANK USA NA HSBC Bank USA NA 1.470000% 40428A3U9 US40428A3U98 40428A3U Certificate of Deposit Y 2017-05-15 2017-10-13 2017-10-13 N N N 0.0147 2504065.00 2504065.00 0.0059 N N N N HSBC BANK USA NA HSBC Bank USA NA 1.322800% 40428A4J3 US40428A4J35 40428A4J Certificate of Deposit Y 2017-05-22 2018-03-20 2018-03-20 N N N 0.0132 2500670.00 2500670.00 0.0059 N N N N HSBC BANK USA NA HSBC BANK PLC VAR RT CP 09/15/17 / 1.333900% 40433FJD2 40433FJD Financial Company Commercial Paper Y 2017-05-17 2017-09-15 2017-09-15 N N N 0.0133 3252681.25 3252681.25 0.0076 N N N N ILLINOIS TOOL WORKS INC "ILLINOIS TOOL WORKS DCP, 05/01/17 /" 0.860000% 4523ELS14 4523ELS1 Non-Financial Company Commercial Paper Y 2017-05-01 2017-05-01 2017-05-01 N N N 0.0086 7499481.00 7499481.00 0.0176 N Y Y N JP MORGAN CHASE BANK NA JP MORGAN SECURITIES FLOAT CP 07/10/2017 / 1.470400% 46640EDR6 46640EDR Financial Company Commercial Paper Y 2017-07-10 2017-07-10 2017-07-10 N N N 0.0147 2502205.00 2502205.00 0.0059 N N N N JP MORGAN CHASE BANK NA JP MORGAN SECURITIES FLOAT CP 09/05/2017 / 1.232800% 46640EEF1 46640EEF Financial Company Commercial Paper Y 2017-05-05 2017-09-05 2017-09-05 N N N 0.0123 2500922.50 2500922.50 0.0059 N N N N JOHNSON CITY TN HLTH & EDUCTNL Johnson City Health & Educational Facilities Board 0.950000% 478271KA6 US478271KA63 478271KA Other Municipal Security Y 2017-05-03 2017-05-05 2043-08-15 Y U.S. Bank NA 1.0000 7 N N/A N/A Y U.S. Bank NA 1.0000 N/A N/A Y US Bank NA LOC 1.0000 N/A N/A 0.0095 11075000.00 11075000.00 0.0260 N N Y N LOUDOUN CNTY VA INDL DEV AUTH Loudoun County Economic Development Authority 0.890000% 545910AM3 US545910AM31 545910AM Other Municipal Security Y 2017-05-03 2017-05-05 2038-02-15 Y Howard Hughes Medical 1.0000 7 N N/A N/A Y Howard Hughes Medical 1.0000 N/A N/A N 0.0089 5000000.00 5000000.00 0.0117 N N Y N MANHATTAN ASSET FUNDING CO "MANHATTAN ASSET FDG DCP, 05/10/2017 /" 1.000000% 56274LSA3 56274LSA Asset Backed Commercial Paper Y 2017-05-10 2017-05-10 2017-05-10 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facility 1.0000 N/A N/A 0.0100 3998790.80 3998790.80 0.0094 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG VAR CP 06/07/2017 / 1.555600% 56274TAW7 56274TAW Asset Backed Commercial Paper Y 2017-05-08 2017-06-07 2017-06-07 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facility 1.0000 N/A N/A 0.0156 2001312.00 2001312.00 0.0047 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG VAR CP 05/08/2017 / 1.239400% 56274TAZ0 56274TAZ Asset Backed Commercial Paper Y 2017-05-08 2017-05-08 2017-05-08 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facility 1.0000 N/A N/A 0.0124 4000364.00 4000364.00 0.0094 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG VAR CP 06/02/2017 / 1.152200% 56274TBB2 56274TBB Asset Backed Commercial Paper Y 2017-05-02 2017-06-02 2017-06-02 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facility 1.0000 N/A N/A 0.0115 4500886.50 4500886.50 0.0106 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG VAR CP 09/28/2017 / 1.292800% 56274TBN6 56274TBN Asset Backed Commercial Paper Y 2017-05-30 2017-09-28 2017-09-28 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facility 1.0000 N/A N/A 0.0129 2500462.50 2500462.50 0.0059 N N N N METLIFE INSTITUTIONAL FD "METLIFE S/T FDG CP DCP, 05/15/2017 /" 0.950000% 59157TSF1 59157TSF Non-Financial Company Commercial Paper Y 2017-05-15 2017-05-15 2017-05-15 N N N 0.0095 4997887.00 4997887.00 0.0117 N N N N MIZUHO BANK LTD/NY "Mizuho Bank, Ltd." 1.382800% 60689D5E9 US60689D5E92 60689D5E Certificate of Deposit Y 2017-05-02 2017-09-01 2017-09-01 N N N 0.0138 2501812.50 2501812.50 0.0059 N N N N NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA B VAR RT CP 03/06/18 / 1.333300% 63254GDX0 63254GDX Financial Company Commercial Paper Y 2017-05-08 2018-03-06 2018-03-06 N N N 0.0133 2001494.00 2001494.00 0.0047 N N N N NATIONAL RURAL UTILITIES NATL RURAL UTILITIES DCP 05/03/2017 / 0.900000% 63743CS38 63743CS3 Non-Financial Company Commercial Paper Y 2017-05-03 2017-05-03 2017-05-03 N N N 0.0090 1999768.80 1999768.80 0.0047 N N Y N NATIXIS NY BRANCH NATIXIS NY BRANCH DCP 05/01/2017 / 0.820000% 63873JS19 63873JS1 Financial Company Commercial Paper Y 2017-05-01 2017-05-01 2017-05-01 N N N 0.0082 16998704.60 16998704.60 0.0399 N Y Y N NEW YORK NY City of New York 0.890000% 64966LCJ8 US64966LCJ89 64966LCJ Other Municipal Security Y 2017-04-29 2017-04-29 2038-08-01 Y JPM Chase 1.0000 1 N N/A N/A Y JPM Chase 1.0000 N/A N/A Y JP Morgan Chase Bank NA Standby Purchase Agreement 1.0000 N/A N/A 0.0089 5000000.00 5000000.00 0.0117 N Y Y N NORDEA BANK AB NEW YORK Nordea Bank AB/New York 1.537300% 65558LQR6 US65558LQR68 65558LQR Certificate of Deposit Y 2017-06-16 2017-06-16 2017-06-16 N N N 0.0154 2501855.00 2501855.00 0.0059 N N N N NOVARTIS FINANCE CORP "NOVARTIS FINANCE COR DCP, 05/03/2017 /" 0.820000% 6698M4S37 6698M4S3 Non-Financial Company Commercial Paper Y 2017-05-03 2017-05-03 2017-05-03 N N N 0.0082 10298852.58 10298852.58 0.0242 N N Y N OLD LINE FUNDING LLC OLD LINE FUNDING LLC FLOAT CP 07/24/2017 / 1.388300% 67984YCR3 67984YCR Asset Backed Commercial Paper Y 2017-05-24 2017-07-24 2017-07-24 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0139 2250024.75 2250024.75 0.0053 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC FLOAT CP 07/24/2017 / 1.428300% 67984YCS1 67984YCS Asset Backed Commercial Paper Y 2017-05-22 2017-07-24 2017-07-24 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0143 1250013.75 1250013.75 0.0029 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC FLOAT CP 06/22/2017 / 1.228300% 67984YCT9 67984YCT Asset Backed Commercial Paper Y 2017-05-22 2017-06-22 2017-06-22 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0123 2500017.50 2500017.50 0.0059 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC FLOAT CP 07/06/2017 / 1.203300% 67984YCU6 67984YCU Asset Backed Commercial Paper Y 2017-05-08 2017-07-06 2017-07-06 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0120 2500012.50 2500012.50 0.0059 N N N N REGENCY MARKETS NO 1 LLC "REGENCY MARKETS No. 1 DCP, 05/04/2017 /" 0.920000% 7588R0S40 7588R0S4 Asset Backed Commercial Paper Y 2017-05-04 2017-05-04 2017-05-04 N N Y HSBC Cash Collateral 0.1000 N/A N/A 0.0097 6748995.60 6748995.60 0.0158 N N Y N REGENCY MARKETS NO 1 LLC "REGENCY MARKETS No. 1 DCP, 05/15/2017 /" 0.990000% 7588R0SF5 7588R0SF Asset Backed Commercial Paper Y 2017-05-15 2017-05-15 2017-05-15 N N Y HSBC Cash Collateral 0.1000 N/A N/A 0.0099 4997816.00 4997816.00 0.0117 N N N N REGENCY MARKETS NO 1 LLC "REGENCY MARKETS No. 1 DCP, 05/31/2017 /" 0.980000% 7588R0SX6 7588R0SX Asset Backed Commercial Paper Y 2017-05-31 2017-05-31 2017-05-31 N N Y HSBC Cash Collateral 0.1000 N/A N/A 0.0098 2497726.75 2497726.75 0.0059 N N N N RIDGEFIELD FUNDING CO LLC "RIDGEFIELD FUNDING DCP, 06/13/2017 /" 1.150000% 76582JTD6 76582JTD Asset Backed Commercial Paper Y 2017-06-13 2017-06-13 2017-06-13 N N Y BNP Paribas Reverse Repurchase Agreement 1.0000 N/A N/A 0.0115 2496735.25 2496735.25 0.0059 N N N N SKANDINAV ENSKILDA BK NY Skandinaviska Enskilda Banken AB/New York 1.291100% 83050FRB9 US83050FRB93 83050FRB Certificate of Deposit Y 2017-05-22 2017-09-21 2017-09-21 N N N 0.0129 2501812.50 2501812.50 0.0059 N N N N STARBIRD FUNDING CORP "STARBIRD FUNDING COR DCP, 05/03/2017 /" 1.000000% 85520LS30 85520LS3 Asset Backed Commercial Paper Y 2017-05-03 2017-05-03 2017-05-03 N N Y BNP Paribas LOC 0.0800 N/A N/A 0.0100 3499528.55 3499528.55 0.0082 N N Y N STARBIRD FUNDING CORP "STARBIRD FUNDING COR DCP, 05/08/2017 /" 1.000000% 85520LS89 85520LS8 Asset Backed Commercial Paper Y 2017-05-08 2017-05-08 2017-05-08 N N Y BNP Paribas LOC 0.0800 N/A N/A 0.0100 4998634.50 4998634.50 0.0117 N N N N SUMITOMO MITSUI BANK NY Sumitomo Mitsui Banking Corp./New York 1.399400% 86563YQY2 US86563YQY22 86563YQY Certificate of Deposit Y 2017-05-08 2017-08-08 2017-08-08 N N N 0.0140 2501417.50 2501417.50 0.0059 N N N N SUNCORP METWAY LTD "SUN Corp. METWAY DCP, 07/17/2017 /" 1.330000% 8672E2UH9 8672E2UH Financial Company Commercial Paper Y 2017-07-17 2017-07-17 2017-07-17 N N N 0.0133 2493266.75 2493266.75 0.0058 N N N N SUNCORP METWAY LTD "SUN Corp. 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 2241882.22 2241882.22 0.0053 N N N N SWEDBANK "SWEDBANK DCP, 05/02/2017 /" 0.880000% 87019RS23 87019RS2 Financial Company Commercial Paper Y 2017-05-02 2017-05-02 2017-05-02 N N N 0.0088 11498841.95 11498841.95 0.0270 N N Y N SWEDBANK SWEDBANK NEW YORK .89% 05/04/2017 / 0.890000% 87019UD30 87019UD3 Certificate of Deposit Y 2017-05-04 2017-05-04 2017-05-04 N N N 0.0089 4999986.00 4999986.00 0.0117 N N Y N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING FLOAT CP 05/15/2017 / 1.413900% 88603ABH5 88603ABH Asset Backed Commercial Paper Y 2017-05-15 2017-05-15 2017-05-15 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0141 2500577.50 2500577.50 0.0059 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING FLOAT CP 06/13/2017 / 1.410000% 88603YCH2 88603YCH Asset Backed Commercial Paper Y 2017-05-15 2017-06-13 2017-06-13 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0141 2500015.00 2500015.00 0.0059 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING FLOAT CP 07/11/17 / 1.400000% 88603YCM1 88603YCM Asset Backed Commercial Paper Y 2017-05-11 2017-07-11 2017-07-11 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0140 2499975.00 2499975.00 0.0059 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING FLOAT CP 08/14/2017 / 1.304400% 88603YCP4 88603YCP Asset Backed Commercial Paper Y 2017-05-15 2017-08-14 2017-08-14 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0130 2500035.00 2500035.00 0.0059 N N N N TORONTO DOMINION BANK NY Toronto-Dominion Bank 1.605700% 89113WEC6 US89113WEC64 0001343236 89113WEC Certificate of Deposit Y 2017-07-12 2017-07-12 2017-07-12 N N N 0.0161 2002338.00 2002338.00 0.0047 N N N N TORONTO DOMINION BANK NY Toronto-Dominion Bank 1.513900% 89113WML7 US89113WML71 0001343236 89113WML Certificate of Deposit Y 2017-05-18 2017-11-20 2017-11-20 N N N 0.0151 2003748.00 2003748.00 0.0047 N N N N TORONTO DOMINION BANK NY Toronto-Dominion Bank 1.509400% 89113WUF1 US89113WUF12 0001343236 89113WUF Certificate of Deposit Y 2017-05-10 2018-01-10 2018-01-10 N N N 0.0151 2755483.50 2755483.50 0.0065 N N N N TORONTO DOMINION BANK NY Toronto-Dominion Bank 1.422800% 89113WVQ6 US89113WVQ67 0001343236 89113WVQ Certificate of Deposit Y 2017-05-02 2017-11-01 2017-11-01 N N N 0.0142 2503607.50 2503607.50 0.0059 N N N N TORONTO DOMINION BANK NY Toronto-Dominion Bank 1.330000% 89113WYR1 US89113WYR14 0001343236 89113WYR Certificate of Deposit Y 2017-05-15 2018-03-13 2018-03-13 N N N 0.0133 2501865.00 2501865.00 0.0059 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MORTOR CREDIT VAR RT 08/03/2017 / 1.499400% 89233ARC5 89233ARC Non-Financial Company Commercial Paper Y 2017-05-09 2017-08-03 2017-08-03 N N N 0.0150 2502845.00 2502845.00 0.0059 N N N N UNIV OF TEXAS TX University of Texas System 0.880000% 915137T94 US915137T944 915137T9 Other Municipal Security Y 2017-05-04 2017-05-05 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 0.0088 5000000.00 5000000.00 0.0117 N N Y N VICTORY RECEIVABLES CORP "VICTORY RECEIVABLES DCP, 05/02/2017 /" 1.030000% 92646KS29 92646KS2 Asset Backed Commercial Paper Y 2017-05-02 2017-05-02 2017-05-02 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility 1.0000 N/A N/A 0.0103 2999637.60 2999637.60 0.0070 N N Y N VICTORY RECEIVABLES CORP "VICTORY RECEIVABLES DCP, 05/04/2017 /" 1.010000% 92646KS45 92646KS4 Asset Backed Commercial Paper Y 2017-05-04 2017-05-04 2017-05-04 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility 1.0000 N/A N/A 0.0101 4999089.00 4999089.00 0.0117 N N Y N VICTORY RECEIVABLES CORP "VICTORY RECEIVABLES DCP, 05/09/2017 /" 1.030000% 92646KS94 92646KS9 Asset Backed Commercial Paper Y 2017-05-09 2017-05-09 2017-05-09 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility 1.0000 N/A N/A 0.0103 3273894.36 3273894.36 0.0077 N N N N VICTORY RECEIVABLES CORP "VICTORY RECEIVABLES DCP, 05/10/2017 /" 0.960000% 92646KSA1 92646KSA Asset Backed Commercial Paper Y 2017-05-10 2017-05-10 2017-05-10 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility 1.0000 N/A N/A 0.0096 3998524.00 3998524.00 0.0094 N N N N WELLS FARGO BANK NA Wells Fargo Bank NA 1.452800% 94989RAZ1 US94989RAZ10 94989RAZ Certificate of Deposit Y 2017-05-03 2017-05-03 2017-05-03 N N N 0.0145 2250173.25 2250173.25 0.0053 N N Y 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 1853478.00 1853478.00 0.0043 N N N N WELLS FARGO BANK NA Wells Fargo Bank NA 1.460000% 94989RFB9 US94989RFB96 94989RFB Certificate of Deposit Y 2017-05-11 2017-10-11 2017-10-11 N N N 0.0146 2503717.50 2503717.50 0.0059 N N N N WELLS FARGO BANK NA Wells Fargo Bank NA 1.433900% 94989RGY8 US94989RGY80 94989RGY Certificate of Deposit Y 2017-05-15 2018-02-14 2018-02-14 N N N 0.0143 2504172.50 2504172.50 0.0059 N N N N WESTPAC BANKING CORP NY "WESTPAC BANKING Corp. VAR RT, 10/20/2017 /" 1.506200% 9612C4UD1 9612C4UD Financial Company Commercial Paper Y 2017-07-20 2017-10-20 2017-10-20 N N N 0.0151 2504290.00 2504290.00 0.0059 N N N N STIT-GOVERNMENT & AGENCY PORTFOLIO INVESCO GOVT&AGENCY INST CLASS / 0.660000% 825252885 AGPXX Investment Company Y 2017-04-29 2017-04-29 2017-04-29 N N N 0.0066 17500000.00 17500000.00 0.0410 N Y Y N DNB NOR BANK ASA CAYMAN DNB BANK ASA/CAYMAN 0.80% 05/01/2017 / 0.800000% 0001498632 DNB05017 Non-Negotiable Time Deposit Y 2017-05-01 2017-05-01 2017-05-01 N N N 0.0080 15000000.00 15000000.00 0.0352 N Y Y N GOLDMAN SACHS & CO GOLDMAN SACHS REPO 0.80% - 05/01/2017 / 0.800000% 0000734700 GDM05017 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNAR XX.XXX HY471640 2022-07-01 2.666000 32596120.00 33231613.80 Agency Mortgage-Backed Securities 04.000 FGPC C91749 G 2034-01-01 4.000000 5144626.00 5470162.85 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL9331 2039-04-01 3.164000 16393279.00 17278712.52 Agency Mortgage-Backed Securities Y 2017-05-01 2017-05-01 2017-05-01 N N N 0.0080 55000000.00 55000000.00 0.1290 N Y Y N STATE STREET BANK & TRUST STATE STREET REPO 0.09% - 05/01/2017 / 0.090000% 0000093748 STR05017 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY NOTE 2020-02-15 8.500000 9975000.00 12091425.68 U.S. Treasuries (including strips) US TREASURY NOTE 2043-02-15 3.125000 2895000.00 3003643.56 U.S. Treasuries (including strips) Y 2017-05-01 2017-05-01 2017-05-01 N N N 0.0009 14797050.68 14797050.68 0.0347 N Y Y N SVENSKA HANDELSBANKEN NY SVENSKA HANDELSBANKE 0.81% 05/01/2017 / 0.810000% SVH05017 Non-Negotiable Time Deposit Y 2017-05-01 2017-05-01 2017-05-01 N N N 0.0081 17000000.00 17000000.00 0.0399 N Y Y N BLACKROCK BLACKROCK LIQUIDITY FUNDS T-FUND / 0.620000% 09248U718 TSTXX Investment Company Y 2017-04-29 2017-04-29 2017-04-29 N N N 0.0062 7500000.00 7500000.00 0.0176 N Y Y N BMO Funds 2017-04-30 Timothy M. Bonin Timothy M. Bonin Vice President, Principal Financial Officer and Treasurer