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LLC Bennington Stark Capital Co. LLC 2.023 08224MG24 549300PGDCWK6DU9QM65 US08224MG240 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-02 2018-07-02 2018-07-02 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0202 29995012.50 29995012.50 0.0088 N Y Y N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 2.029 08224MG32 549300PGDCWK6DU9QM65 US08224MG323 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-03 2018-07-03 2018-07-03 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0203 45989772.82 45989772.82 0.0135 N N Y N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 2.043 08224MG57 549300PGDCWK6DU9QM65 US08224MG570 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-05 2018-07-05 2018-07-05 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0204 49983216.50 49983216.50 0.0146 N N Y N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 2.202 76582KHL8 US76582KHL89 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-08-20 2018-08-20 2018-08-20 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0220 14953091.70 14953091.70 0.0044 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 2.265 78009N2T2 ES7IP3U3RHIGC71XBU11 US78009N2T23 Certificate of Deposit 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 0.0203 5000666.05 5000666.05 0.0015 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 2.285 78009NU79 ES7IP3U3RHIGC71XBU11 US78009NU793 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-07-16 2018-07-16 2018-07-16 N N N 0.0202 1500196.31 1500196.31 0.0004 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 2.256 78009NY75 ES7IP3U3RHIGC71XBU11 US78009NY753 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-07-09 2018-08-09 2018-08-09 N N N 0.0209 3850971.12 3850971.12 0.0011 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC 2.298 56274MJ45 549300S0NSJYSOB32S63 US56274MJ455 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-09-04 2018-09-04 2018-09-04 N Y SUMITOMO MITSUI BANKING CORPORAT 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0230 24894986.75 24894986.75 0.0073 N N N N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 2.376 92512MK16 US92512MK163 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2018-10-01 2018-10-01 N Y NATIXIS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0238 9939187.20 9939187.20 0.0029 N N N N Victory Receivables Corp. Victory Receivables Corp. 2.065 92646LGH7 549300D0F37QF0LP7F94 US92646LGH78 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-17 2018-07-17 2018-07-17 N Y MUFG BANK LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0207 19979650.00 19979650.00 0.0059 N N N N Wells Fargo Bank NA Wells Fargo Bank NA 2.572 94989RF94 KB1H1DSPRFMYMCUFXT09 US94989RF947 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-23 2019-04-23 2019-04-23 N N N 0.0249 17009402.87 17009402.87 0.0050 N N N N Wells Fargo Bank NA Wells Fargo Bank NA 1.600 94989RPD4 KB1H1DSPRFMYMCUFXT09 US94989RPD43 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-27 2018-07-27 2018-07-27 N N N 0.0203 5997859.56 5997859.56 0.0018 N N N N Wells Fargo Bank NA Wells Fargo Bank NA 2.335 94989RRS9 KB1H1DSPRFMYMCUFXT09 US94989RRS93 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-18 2018-11-19 2018-11-19 N N N 0.0230 5000989.50 5000989.50 0.0015 N N N N Wells Fargo Bank NA Wells Fargo Bank NA 2.305 94989RTC2 KB1H1DSPRFMYMCUFXT09 US94989RTC24 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-16 2018-11-15 2018-11-15 N N N 0.0230 10000897.90 10000897.90 0.0029 N N N N Skandinaviska Enskilda Banken AB, New York Skandinaviska Enskilda Banken AB, New York 2.408 83050FQ87 F3JS33DEI6XQ4ZBPTN86 US83050FQ877 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-23 2018-11-21 2018-11-21 N N N 0.0227 13007587.58 13007587.58 0.0038 N N N N Wells Fargo Bank NA Wells Fargo Bank NA 2.314 94989RYN2 KB1H1DSPRFMYMCUFXT09 US94989RYN24 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-31 2018-08-09 2018-08-09 N N N 0.0369 10002670.60 10002670.60 0.0029 N N N N Skandinaviska Enskilda Banken AB, New York Skandinaviska Enskilda Banken AB, New York 2.355 83050FU74 F3JS33DEI6XQ4ZBPTN86 US83050FU747 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-17 2018-12-17 2018-12-17 N N N 0.0232 25005844.75 25005844.75 0.0073 N N N N Westpac Banking Corp. Westpac Banking Corp. 2.013 9612C1GL5 EN5TNI6CI43VEPAMHL14 US9612C1GL51 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-07-20 2018-07-20 2018-07-20 N N N 0.0201 4494794.63 4494794.63 0.0013 N N N N Westpac Banking Corp. Westpac Banking Corp. 2.203 9612C4WX5 EN5TNI6CI43VEPAMHL14 US9612C4WX54 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-07-06 2018-09-06 2018-09-06 N N N 0.0214 20005201.60 20005201.60 0.0059 N N N N Westpac Banking Corp. Westpac Banking Corp. 2.293 9612C4XD8 EN5TNI6CI43VEPAMHL14 US9612C4XD81 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-07-27 2018-09-27 2018-09-27 N N N 0.0218 5001259.15 5001259.15 0.0015 N N N N Westpac Banking Corp. Westpac Banking Corp. 2.195 9612C4XF3 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper 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 0.0220 15002867.10 15002867.10 0.0044 N N N N Westpac Banking Corp. Westpac Banking Corp. 2.551 9612C4YR6 EN5TNI6CI43VEPAMHL14 US9612C4YR68 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-07-03 2019-04-03 2019-04-03 N N N 0.0243 10009699.30 10009699.30 0.0029 N N N N Starbird Funding Corp. Starbird Funding Corp. 2.018 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 0.0202 9994475.00 9994475.00 0.0029 N N Y N Starbird Funding Corp. Starbird Funding Corp. 2.253 85520MJ53 549300A8DDPP6QJBB522 US85520MJ530 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-09-05 2018-09-05 2018-09-05 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0225 29874596.70 29874596.70 0.0088 N N N 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 0.0239 10002028.20 10002028.20 0.0029 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 1.940 86564FDU4 5493006GGLR4BTEL8O61 US86564FDU49 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-02 2018-07-02 2018-07-02 N N N 0.0192 100000163.00 100000163.00 0.0293 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 1.978 86564XGB4 5493006GGLR4BTEL8O61 US86564XGB47 Non-Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-11 2018-07-11 2018-07-11 N N N 0.0198 29980500.00 29980500.00 0.0088 N N N N Credit Industriel et Commercial Credit Industriel et Commercial 2.395 BRTGYLRK7 XS1814054497 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-24 2018-07-24 2018-07-24 N N N 0.0240 10003200.90 10003200.90 0.0029 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 2.275 86565BEF4 5U0XI89JRFVHWIBS4F54 US86565BEF40 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-09 2018-09-07 2018-09-07 N N N 0.0231 35003009.30 35003009.30 0.0103 N N N N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 2.345 86958JG29 NHBDILHZTYCNBV5UYZ31 US86958JG293 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-07-17 2018-12-17 2018-12-17 N N N 0.0230 37010392.93 37010392.93 0.0108 N N N N 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 0.0189 6998981.29 6998981.29 0.0021 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB 2.278 86958JVH9 NHBDILHZTYCNBV5UYZ31 US86958JVH93 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-07-26 2018-10-26 2018-10-26 N N N 0.0226 5000392.50 5000392.50 0.0015 N N N N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 2.161 86958JWG0 NHBDILHZTYCNBV5UYZ31 US86958JWG02 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-07-05 2018-09-04 2018-09-04 N N N 0.0215 15003042.90 15003042.90 0.0044 N N N N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 2.141 86958JWH8 NHBDILHZTYCNBV5UYZ31 US86958JWH84 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-07-02 2018-07-02 2018-07-02 N N N 0.0058 5000069.90 5000069.90 0.0015 N Y Y N Credit Industriel et Commercial Credit Industriel et Commercial 2.343 XS1827044154 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-08-23 2018-08-23 2018-08-23 N N N 0.0234 24920845.25 24920845.25 0.0073 N N N N Mitsubishi UFJ Trust & Banking Corp., New York Mitsubishi UFJ Trust & Banking Corp., New York 2.300 60683BGR8 JBONEPAGQXF4QP29B387 US60683BGR87 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-08-28 2018-08-28 2018-08-28 N N N 0.0213 25006838.00 25006838.00 0.0073 N N N N Swedbank AB Swedbank AB 1.938 87019SGD0 M312WZV08Y7LYUC71685 US87019SGD09 Financial Company Commercial Paper 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 0.0194 24981430.50 24981430.50 0.0073 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 2.001 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 0.0200 9992878.90 9992878.90 0.0029 N N N N Swedbank AB, New York Swedbank AB, New York 2.396 87019VFN2 M312WZV08Y7LYUC71685 US87019VFN29 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-09 2018-10-09 2018-10-09 N N N 0.0224 10005972.40 10005972.40 0.0029 N N N N Swedbank AB, New York Swedbank AB, New York 2.284 87019VLY1 M312WZV08Y7LYUC71685 US87019VLY10 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-07-31 2018-12-31 2018-12-31 N N N 0.0230 47994931.20 47994931.20 0.0141 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.402 60700ATE4 RB0PEZSDGCO3JS6CEU02 US60700ATE46 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-30 2018-08-28 2018-08-28 N N N 0.0223 10002922.00 10002922.00 0.0029 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 2.486 60700AWW0 RB0PEZSDGCO3JS6CEU02 US60700AWW07 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-10 2018-10-10 2018-10-10 N N N 0.0233 22013302.08 22013302.08 0.0064 N N N N CDP Financial, Inc. CDP Financial, Inc. 1.979 12509TGK7 US12509TGK79 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-07-19 2018-07-19 2018-07-19 N N N 0.0198 39956666.80 39956666.80 0.0117 N N N N CDP Financial, Inc. CDP Financial, Inc. 1.983 12509TGL5 US12509TGL52 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-07-20 2018-07-20 2018-07-20 N N N 0.0198 6742306.15 6742306.15 0.0020 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 2.047 63254FGK7 F8SB4JFBSYQFRQEH3Z21 US63254FGK75 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-07-19 2018-07-19 2018-07-19 N N N 0.0205 24971986.00 24971986.00 0.0073 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 2.227 63254GFJ9 F8SB4JFBSYQFRQEH3Z21 US63254GFJ94 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-07-13 2018-09-13 2018-09-13 N N N 0.0216 18003975.30 18003975.30 0.0053 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 2.284 13606BQT6 2IGI19DL77OX0HC3ZE78 US13606BQT60 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-31 2018-08-31 2018-08-31 N N N 0.0316 15004068.00 15004068.00 0.0044 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.620 MBNUM2BPBDO7JBLYG310 BRSK9QQJ0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_13-C1 2046-12-15 5.177240 2830652.00 2694014.64 Private Label Collateralized Mortgage Obligations CITIGROUP COMMERCIAL MORTGAGE TR 2049-07-10 4.132800 3541627.00 3074540.21 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAPITAL I TRUST M 2050-06-15 4.281000 5000000.00 4886139.17 Private Label Collateralized Mortgage Obligations JPMMT_14-IVR6 2044-07-25 2.782430 5565600.00 5160158.57 Private Label Collateralized Mortgage Obligations CITIGROUP COMMERCIAL MORTGAGE TR 2048-11-10 3.236000 5760500.00 4385617.78 Private Label Collateralized Mortgage Obligations DBJPM_16-C1 2049-05-10 3.503650 6000000.00 5012820.89 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST 2049-05-10 2.753000 6500000.00 5193948.32 Private Label Collateralized Mortgage Obligations CITIGROUP COMMERCIAL MORTGAGE TR 2049-04-15 2.804000 6583000.00 5045707.86 Private Label Collateralized Mortgage Obligations INSTITUTIONAL MORTGAGE SECURITIE 2048-12-15 3.180000 7206000.00 5207053.20 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-02 2018-08-31 2018-08-31 Y CITIGROUP GLOBAL MARKETS INC 1.0000 63 N Fitch - BR A+ Moody's - BR A2 Standard & Poor's - BR A+ N N 0.0262 38000000.00 38000000.00 0.0111 N N N Y Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 2.426 13608CEY4 2IGI19DL77OX0HC3ZE78 US13608CEY49 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-07-12 2018-10-12 2018-10-12 N N N 0.0223 20013852.80 20013852.80 0.0059 N N N N J.P. Morgan Securities LLC J.P. 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