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Starbird Funding Corp. 2.037 85520MG98 549300A8DDPP6QJBB522 US85520MG981 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-09 2018-07-09 2018-07-09 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0204 9978279.20 9978279.20 0.0036 N N N N State of Netherlands State of Netherlands 1.725 85730MF46 254900G14ALGVKORFN62 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-06-04 2018-06-04 2018-06-04 N N N 0.0173 74985625.00 74985625.00 0.0272 N N Y N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 2.441 86564FAJ2 5493006GGLR4BTEL8O61 US86564FAJ21 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-05 2018-10-05 2018-10-05 N N N 0.0237 10002628.50 10002628.50 0.0036 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 1.740 86564FCG6 5493006GGLR4BTEL8O61 US86564FCG63 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-06-01 2018-06-01 2018-06-01 N N N 0.0174 50000006.00 50000006.00 0.0182 N Y Y N Matchpoint Finance plc Matchpoint Finance plc 1.830 57666BF13 635400YCKMVA7GIA6Q33 US57666BF130 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-06-01 2018-06-01 2018-06-01 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0183 24998746.50 24998746.50 0.0091 N Y Y N Federation des caisses Desjardins du Quebec (The) Federation des caisses Desjardins du Quebec (The) 1.763 31428GF16 549300B2Q47IR0CR5B54 US31428GF168 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-06-01 2018-06-01 2018-06-01 N N N 0.0176 9999516.70 9999516.70 0.0036 N Y Y N Federation des caisses Desjardins du Quebec (The) Federation des caisses Desjardins du Quebec (The) 2.017 31428GGJ6 549300B2Q47IR0CR5B54 US31428GGJ67 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-18 2018-07-18 2018-07-18 N N N 0.0202 28025666.23 28025666.23 0.0102 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 2.173 86565BEF4 5U0XI89JRFVHWIBS4F54 US86565BEF40 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-06-07 2018-09-07 2018-09-07 N N N 0.0219 35006707.05 35006707.05 0.0127 N N N N Federation des caisses Desjardins du Quebec (The) Federation des caisses Desjardins du Quebec (The) 2.459 31428HAF8 549300B2Q47IR0CR5B54 US31428HAF82 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-08-21 2019-05-21 2019-05-21 N N N 0.0246 22000000.00 22000000.00 0.0080 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 2.821 ZBUT11V806EZRVTWT807 BRSQZVX26 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COMM_15-LC23 2053-10-10 0.762920 31920000.00 1070061.00 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-06-01 2018-08-30 2018-08-30 Y JP MORGAN SECURITIES LLC 1.0000 91 N Fitch - BR AA- Moody's - BR A1 Standard & Poor's - BR A+ N N 0.0282 1000000.00 1000000.00 0.0004 N N N Y Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 2.199 86958JG29 NHBDILHZTYCNBV5UYZ31 US86958JG293 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-06-18 2018-12-17 2018-12-17 N N N 0.0224 37005763.86 37005763.86 0.0134 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.557 MBNUM2BPBDO7JBLYG310 0000315030 BRSY44573 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TRAPEZA CDO LLC TRAP_07-13A 2042-11-09 2.649060 35258441.00 21935000.00 Asset-Backed Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-06-01 2018-08-04 2018-08-04 Y CITIGROUP GLOBAL MARKETS INC 1.0000 65 N Fitch - BR A+ Moody's - BR A2 Standard & Poor's - BR A+ N N 0.0256 20500000.00 20500000.00 0.0074 N N N Y Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 1.545 86958JRH4 NHBDILHZTYCNBV5UYZ31 US86958JRH40 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-07-13 2018-07-13 2018-07-13 N N N 0.0190 6996853.29 6996853.29 0.0025 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.850 VYVVCKR63DVZZN70PB21 0000276523 BRT56D607 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y SEQUOIA MORTGAGE TRUST SEMT_13-1 2043-02-25 1.855000 1750000.00 502175.00 Private Label Collateralized Mortgage Obligations NRZT_14-2A 2054-05-25 3.750000 2000000.00 637682.00 Private Label Collateralized Mortgage Obligations WINW_15-5 2045-08-20 3.500000 5477967.00 2437421.00 Private Label Collateralized Mortgage Obligations COLT FUNDING LLC COLT_16-3 2046-12-26 2.800000 8150000.00 3165906.00 Private Label Collateralized Mortgage Obligations CSMC_14-IVR3 2044-07-25 4.000000 22020000.00 5718572.00 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE 549300JPCJUA5JJLRW54 2059-03-15 1.791940 35397982.00 3347374.00 Private Label Collateralized Mortgage Obligations CSMC_15-1 2044-10-25 2.500000 60000000.00 25920870.00 Private Label Collateralized Mortgage Obligations Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2018-06-01 2018-06-01 2018-06-01 N N N 0.0185 39000000.00 39000000.00 0.0142 N Y Y N RBC Capital Markets LLC RBC Capital Markets LLC 1.780 549300LCO2FLSSVFFR64 0000050916 BRT591808 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y FREDDIE MAC GOLD 2046-12-01 3.000000 1044.00 916.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-06-01 2.661290 1978.00 1853.00 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-04-01 3.500000 3970.00 3870.00 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-08-01 3.000000 5776.00 3709.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 8565.00 8215.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 9951.00 9804.00 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-06-01 4.500000 10400.00 7435.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 10698.00 9830.00 Agency Mortgage-Backed Securities FNMA_18-46 2048-06-25 3.500000 11827.00 11326.00 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-06-01 2.622581 16965.00 15659.00 Agency Mortgage-Backed Securities FNMA_18-13G 2042-02-25 3.000000 28316.00 27062.00 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2047-01-01 3.500000 34665.00 29666.00 Agency Mortgage-Backed Securities GINNIE MAE II 2044-10-20 3.000000 35953.00 7908.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-02-01 2.500000 36514.00 22187.00 Agency Mortgage-Backed Securities GINNIE MAE II 2045-03-20 4.000000 38792.00 18195.00 Agency Mortgage-Backed Securities FHLMC_3934A 2041-07-15 4.500000 100000.00 4772.00 Agency Collateralized Mortgage Obligation GNMA_14-107 2044-07-20 3.652250 100000.00 4870.00 Agency Collateralized Mortgage Obligation GNMA_17-192 2047-11-20 3.500000 100000.00 16932.00 Agency Collateralized Mortgage Obligation FHLMC_42-40 2043-08-15 0.000000 102453.00 33916.00 Agency Collateralized Mortgage Obligation FNMA_13-81 2043-02-25 4.290310 274124.00 12354.00 Agency Collateralized Mortgage Obligation GNMA_17-139 2047-08-20 4.252250 395598.00 65217.00 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_14-M7 2024-06-25 3.271170 602552.00 520620.00 Agency Collateralized Mortgage Obligation FHLMC_46-19 2044-09-15 3.000000 616821.00 431677.00 Agency Collateralized Mortgage Obligation FHLMC_261 2040-05-15 0.000000 958354.00 91222.00 Agency Collateralized Mortgage Obligation FNMA_17-61C 2043-02-25 3.500000 1532131.00 191868.00 Agency Collateralized Mortgage Obligation FHLMC_29-16 2035-01-15 5.331290 2087895.00 18701.00 Agency Collateralized Mortgage Obligation FNMA_12-124 2042-11-25 4.140310 2626976.00 221608.00 Agency Collateralized Mortgage Obligation GNMA_11-51 2041-04-20 4.652250 11510622.00 310577.00 Agency Collateralized Mortgage Obligation Y Fitch - BR NR Moody's - BR P-2 Standard & Poor's - BR A-1+ 2018-06-01 2018-06-01 2018-06-01 N N N 0.0178 2000000.00 2000000.00 0.0007 N Y Y N Citigroup Global Markets, Inc. 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Mitsubishi UFJ Trust & Banking Corp. 1.967 60683CGC9 JBONEPAGQXF4QP29B387 US60683CGC91 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-12 2018-07-12 2018-07-12 N N N 0.0197 9977413.30 9977413.30 0.0036 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 2.165 60700ALD4 RB0PEZSDGCO3JS6CEU02 US60700ALD45 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-06-18 2018-06-18 2018-06-18 N N N 0.0189 7401284.86 7401284.86 0.0027 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.268 60700ATE4 RB0PEZSDGCO3JS6CEU02 US60700ATE46 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-06-28 2018-08-28 2018-08-28 N N N 0.0216 10003703.90 10003703.90 0.0036 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 2.369 60700AWW0 RB0PEZSDGCO3JS6CEU02 US60700AWW07 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-06-11 2018-10-10 2018-10-10 N N N 0.0224 22016934.28 22016934.28 0.0080 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 2.170 13606BQT6 2IGI19DL77OX0HC3ZE78 US13606BQT60 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-06-29 2018-08-31 2018-08-31 N N N 0.0210 15003834.15 15003834.15 0.0054 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 2.298 13608CEY4 2IGI19DL77OX0HC3ZE78 US13608CEY49 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-06-10 2018-10-12 2018-10-12 N N N 0.0221 20011707.60 20011707.60 0.0073 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 2.173 88603ACK7 US88603ACK79 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-06-20 2018-06-20 2018-06-20 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0181 4000807.08 4000807.08 0.0015 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 2.358 88603ACZ4 US88603ACZ49 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-06-26 2019-04-26 2019-04-26 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0228 25024710.50 25024710.50 0.0091 N N N N NRW Bank NRW Bank 1.816 62939MF51 52990002O5KK6XOGJ020 US62939MF511 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-06-05 2018-06-05 2018-06-05 N N N 0.0182 74981354.25 74981354.25 0.0272 N N Y N Toronto-Dominion Bank (The), New York Toronto-Dominion Bank (The), New York 2.139 89113XBU7 PT3QB789TSUIDF371261 US89113XBU72 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-06-18 2018-08-17 2018-08-17 N N N 0.0205 6002110.20 6002110.20 0.0022 N N N N Toronto-Dominion Bank (The), New York Toronto-Dominion Bank (The), New York 2.361 89113XJ39 PT3QB789TSUIDF371261 US89113XJ396 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-06-25 2019-04-23 2019-04-23 N N N 0.0229 24025826.64 24025826.64 0.0087 N N N N Toronto-Dominion Bank (The), New York Toronto-Dominion Bank (The), New York 2.750 89113XP57 PT3QB789TSUIDF371261 US89113XP575 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-05-14 2019-05-14 2019-05-14 N N N 0.0254 11021036.07 11021036.07 0.0040 N N N N Toronto-Dominion Bank (The), New York Toronto-Dominion Bank (The), New York 2.097 89113XPX6 PT3QB789TSUIDF371261 US89113XPX65 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-06-01 2018-09-04 2018-09-04 N N N 0.0211 20004823.80 20004823.80 0.0073 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 2.098 63254GFJ9 F8SB4JFBSYQFRQEH3Z21 US63254GFJ94 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-06-13 2018-09-13 2018-09-13 N N N 0.0212 18002363.76 18002363.76 0.0065 N N N N Toronto-Dominion Bank (The), New York Toronto-Dominion Bank (The), New York 2.550 89113XQ49 PT3QB789TSUIDF371261 US89113XQ490 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-02-19 2019-02-19 2019-02-19 N N N 0.0246 12007293.96 12007293.96 0.0044 N N N N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 2.190 89120DAQ2 PT3QB789TSUIDF371261 US89120DAQ25 0000947263 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-06-25 2018-09-25 2018-09-25 N N N 0.0218 8001132.24 8001132.24 0.0029 N N N N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 2.099 89120DBC2 PT3QB789TSUIDF371261 US89120DBC20 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-06-04 2018-10-02 2018-10-02 N N N 0.0219 10000005.50 10000005.50 0.0036 N N N N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 2.139 89120DCP2 PT3QB789TSUIDF371261 US89120DCP24 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-06-11 2018-10-11 2018-10-11 N N N 0.0219 15000897.00 15000897.00 0.0054 N N N N Natixis SA, New York Natixis SA, New York 2.150 63873NPZ8 KX1WK48MPD4Y2NCUIZ63 US63873NPZ86 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-31 2018-07-31 2018-07-31 N N N 0.0203 20003678.60 20003678.60 0.0073 N N N N Nederlandse Waterschapsbank NV Nederlandse Waterschapsbank NV 1.881 63975VF62 JLP5FSPH9WPSHY3NIM24 US63975VF622 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-06-06 2018-06-06 2018-06-06 N N N 0.0188 79975266.40 79975266.40 0.0290 N N Y N Commonwealth Bank of Australia Commonwealth Bank of Australia 2.119 20272AYJ9 MSFSBD3QN1GSN7Q6C537 US20272AYJ95 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-06-11 2018-09-10 2018-09-10 N N N 0.0212 10752012.94 10752012.94 0.0039 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 2.158 20272AYR1 MSFSBD3QN1GSN7Q6C537 US20272AYR12 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-06-28 2018-09-28 2018-09-28 N N N 0.0219 14999652.60 14999652.60 0.0054 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 2.129 20272AYV2 MSFSBD3QN1GSN7Q6C537 US20272AYV24 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-06-11 2018-10-10 2018-10-10 N N N 0.0219 15000378.15 15000378.15 0.0054 N N N N Cooperatieve Rabobank UA, New York Cooperatieve Rabobank UA, New York 2.109 21684B3Y8 DG3RU1DBUFHT4ZF9WN62 US21684B3Y85 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-06-11 2018-11-13 2018-11-13 N N N 0.0221 9998978.70 9998978.70 0.0036 N N N N Credit Industriel et Commercial, New York Credit Industriel et Commercial, New York 2.067 22536UPJ3 N4JDFKKH2FTD8RKFXO39 US22536UPJ33 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-06-01 2018-06-01 2018-06-01 N N N 0.0187 20000181.60 20000181.60 0.0073 N Y Y N Credit Industriel et Commercial, New York Credit Industriel et Commercial, New York 2.119 22536UQD5 N4JDFKKH2FTD8RKFXO39 US22536UQD53 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-06-11 2018-07-11 2018-07-11 N N N 0.0209 10001269.30 10001269.30 0.0036 N N N N Credit Industriel et Commercial, New York Credit Industriel et Commercial, New York 2.199 22536URY8 N4JDFKKH2FTD8RKFXO39 US22536URY81 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-06-15 2018-11-15 2018-11-15 N N N 0.0225 20004002.40 20004002.40 0.0073 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 2.229 2284K1HA4 549300LXH4KLRKIKII81 US2284K1HA44 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-08-10 2018-08-10 2018-08-10 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0223 24892070.25 24892070.25 0.0090 N N N N DBS Bank Ltd. DBS Bank Ltd. 1.824 23305EF16 ATUEL7OJR5057F2PV266 US23305EF163 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-06-01 2018-06-01 2018-06-01 N N N 0.0182 14999250.00 14999250.00 0.0054 N Y Y N DBS Bank Ltd. DBS Bank Ltd. 2.037 23305EG31 ATUEL7OJR5057F2PV266 US23305EG310 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-07-03 2018-07-03 2018-07-03 N N N 0.0204 24954052.00 24954052.00 0.0091 N N N N BlackRock Liquidity Funds 2018-06-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer