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Ltd. Oversea-Chinese Banking Corp. Ltd. 2.297 69034CDA3 5493007O3QFXCPOGWK22 US69034CDA36 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-08-06 2018-09-06 2018-09-06 N N N 0.0219 12001301.88 12001301.88 0.0031 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.517 69034CFG8 5493007O3QFXCPOGWK22 US69034CFG87 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-23 2019-04-23 2019-04-23 N N N 0.0249 12002560.08 12002560.08 0.0031 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.372 60700ATE4 RB0PEZSDGCO3JS6CEU02 US60700ATE46 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 0.0217 10001694.30 10001694.30 0.0026 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 2.526 60700AWW0 RB0PEZSDGCO3JS6CEU02 US60700AWW07 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-08-10 2018-10-10 2018-10-10 N N N 0.0221 22013782.56 22013782.56 0.0057 N N N N Mont Blanc Capital Corp. Mont Blanc Capital Corp. 2.140 6117P5JE8 549300NC8BUDZTUFIQ67 US6117P5JE82 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-09-14 2018-09-14 2018-09-14 N Y ING BANK NV 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0214 19637193.32 19637193.32 0.0051 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 2.267 13606BQT6 2IGI19DL77OX0HC3ZE78 US13606BQT60 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-08-31 2018-08-31 2018-08-31 N N N 0.0182 15003096.15 15003096.15 0.0039 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 2.446 13608CEY4 2IGI19DL77OX0HC3ZE78 US13608CEY49 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-08-13 2018-10-12 2018-10-12 N N N 0.0213 20013322.40 20013322.40 0.0052 N N N N Bank Nederlandse Gemeenten NV Bank Nederlandse Gemeenten NV 1.961 62944HH12 529900GGYMNGRQTDOO93 US62944HH129 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-08-01 2018-08-01 2018-08-01 N N N 0.0196 99994630.56 99994630.56 0.0259 N Y Y N Bank Nederlandse Gemeenten NV Bank Nederlandse Gemeenten NV 1.998 62944HH79 529900GGYMNGRQTDOO93 US62944HH798 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-08-07 2018-08-07 2018-08-07 N N N 0.0200 59977016.66 59977016.66 0.0155 N N Y N National Australia Bank Ltd. National Australia Bank Ltd. 2.254 63254GFJ9 F8SB4JFBSYQFRQEH3Z21 US63254GFJ94 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-08-13 2018-09-13 2018-09-13 N N N 0.0205 18004491.90 18004491.90 0.0047 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 2.347 63254GHH1 F8SB4JFBSYQFRQEH3Z21 US63254GHH11 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-08-09 2019-04-02 2019-04-02 N N N 0.0229 30008800.58 30008800.58 0.0078 N N N N National Securities Clearing Corp. National Securities Clearing Corp. 2.050 63763QJA6 549300RYC9NELN2ICA34 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-09-10 2018-09-10 2018-09-10 N N N 0.0205 15963245.78 15963245.78 0.0041 N N N N Nationwide Building Society Nationwide Building Society 2.304 6385E1KV2 549300XFX12G42QIKN82 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-29 2018-10-29 2018-10-29 N N N 0.0230 49717500.00 49717500.00 0.0129 N N N N Natixis SA, New York Natixis SA, New York 2.480 63873NWA5 KX1WK48MPD4Y2NCUIZ63 US63873NWA52 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-20 2018-12-20 2018-12-20 N N N 0.0242 35007612.15 35007612.15 0.0091 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. 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Citigroup Global Markets, Inc. 2.619 MBNUM2BPBDO7JBLYG310 BRSK9QQJ0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JPMMT_14-IVR6 2044-07-25 2.782710 649869.00 602156.52 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST GSM 2050-08-10 3.000000 1663425.00 1358816.95 Private Label Collateralized Mortgage Obligations BANK_17-BNK4 2050-05-17 3.357000 3000000.00 2438862.00 Private Label Collateralized Mortgage Obligations CD_17-CD6 2050-11-13 2.750000 4160000.00 3386227.52 Private Label Collateralized Mortgage Obligations CFCRE COMMERCIAL MORTGAGE TRUST 2050-06-15 4.955200 5000000.00 5056418.16 Private Label Collateralized Mortgage Obligations COMM MORTGAGE TRUST COMM_14-CR21 2047-12-10 3.915080 5000000.00 4175828.98 Private Label Collateralized Mortgage Obligations LONE STAR PORTFOLIO TRUST LSPT_1 2028-09-15 6.072000 5392000.00 4650421.42 Private Label Collateralized Mortgage Obligations CITIGROUP COMMERCIAL MORTGAGE TR 2048-04-10 3.110000 5489000.00 4433899.85 Private Label Collateralized Mortgage Obligations CITIGROUP COMMERCIAL MORTGAGE TR 2048-11-10 3.236000 5760500.00 4431913.64 Private Label Collateralized Mortgage Obligations DBJPM_16-C1 2049-05-10 3.350210 6000000.00 5091157.70 Private Label Collateralized Mortgage Obligations CITIGROUP COMMERCIAL MORTGAGE TR 2049-04-15 2.804000 6583000.00 5034298.05 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-08-01 2018-10-02 2018-10-02 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 0.0098 N N N Y Nestle Capital Corp. Nestle Capital Corp. 2.283 64105HMC3 549300VIRTXBZ81J0S95 US64105HMC33 Non-Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-12-12 2018-12-12 2018-12-12 N N N 0.0228 24792207.00 24792207.00 0.0064 N N N N J.P. Morgan Securities LLC J.P. Morgan Securities LLC 2.849 ZBUT11V806EZRVTWT807 BRSQZVX26 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BBCMS_14-BXO 2027-08-15 4.632240 2220000.00 1072267.04 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-08-01 2018-10-30 2018-10-30 Y JP MORGAN SECURITIES LLC 1.0000 91 N Fitch - BR AA Moody's - BR A1 Standard & Poor's - BR A+ N N 0.0285 1000000.00 1000000.00 0.0003 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.629 MBNUM2BPBDO7JBLYG310 0000315030 BRSY44573 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MORGAN STANLEY CAPITAL I TRUST M 2049-03-15 3.000000 1937636.00 1570987.47 Private Label Collateralized Mortgage Obligations JPMMT_14-IVR6 2044-07-25 2.782710 4915731.00 4554824.87 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_13-C1 2046-12-15 5.010210 5500000.00 5401345.18 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST 2049-05-10 2.753000 6500000.00 5207298.96 Private Label Collateralized Mortgage Obligations INSTITUTIONAL MORTGAGE SECURITIE 2048-12-15 3.180000 7206000.00 5200543.78 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-08-01 2018-10-04 2018-10-04 Y CITIGROUP GLOBAL MARKETS INC 1.0000 65 N Fitch - BR A+ Moody's - BR A2 Standard & Poor's - BR A+ N N 0.0263 20500000.00 20500000.00 0.0053 N N N Y Credit Industriel et Commercial Credit Industriel et Commercial 2.560 1E3549N XS1861132170 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-01-25 2019-01-25 2019-01-25 N N N 0.0256 25002575.50 25002575.50 0.0065 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 2.307 78009NY75 ES7IP3U3RHIGC71XBU11 US78009NY753 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-08-09 2018-08-09 2018-08-09 N N N 0.0196 3850326.48 3850326.48 0.0010 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.060 VYVVCKR63DVZZN70PB21 0000276523 BRT56D607 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y MISSOURI ST ENVIRONMENTAL IMPT & ENERGY RES AUTH 2022-12-01 2.083000 416939.00 41730086.83 Other Instrument MUNI Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2018-08-01 2018-08-01 2018-08-01 N N N 0.0206 39000000.00 39000000.00 0.0101 N Y Y N RBC Capital Markets LLC RBC Capital Markets LLC 1.990 549300LCO2FLSSVFFR64 0000050916 BRT591808 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y FREDDIE MAC GOLD 2048-04-01 3.500000 1000.00 991.31 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-12-01 3.000000 1044.00 895.25 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-12-01 4.000000 1586.00 1016.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-06-01 2.661290 1978.00 1834.85 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-04-01 3.500000 3970.00 3717.19 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-08-01 3.000000 5776.00 3603.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 7353.00 7488.18 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-04-01 3.000000 7786.00 7482.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 9951.00 9607.08 Agency Mortgage-Backed Securities FNMA_18-46 2048-06-25 3.500000 11827.00 10877.04 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 16402.00 15047.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-06-01 2.622580 16965.00 15505.01 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-03-01 3.000000 18085.00 17270.78 Agency Mortgage-Backed Securities FNMA_18-13G 2042-02-25 3.000000 28316.00 26903.85 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2046-12-01 3.500000 28682.00 25419.38 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-01-01 3.500000 32595.00 27072.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-01-01 3.000000 45885.00 40164.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 4.500000 74546.00 71673.97 Agency Mortgage-Backed Securities FHLMC_3934A 2041-07-15 4.500000 100000.00 4603.10 Agency Collateralized Mortgage Obligation FHLMC_42-40 2043-08-15 0.000000 102453.00 32307.18 Agency Collateralized Mortgage Obligation GE CAPITAL INTERNATIONAL FUNDING CO 549300G6UZOB126GBY72 2020-11-15 2.342000 200000.00 196874.84 Corporate Debt Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-05-15 2.000000 317063.00 17332.05 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2038-02-01 3.000000 403071.00 383239.12 Agency Mortgage-Backed Securities BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 2021-05-13 5.000000 525000.00 553924.00 Corporate Debt Securities FHLMC_261 2040-05-15 0.000000 958354.00 86782.83 Agency Collateralized Mortgage Obligation FNMA_17-61C 2043-02-25 3.500000 1532131.00 194970.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-3A 2041-11-20 3.513750 3757560.00 200239.82 Agency Collateralized Mortgage Obligation GNMA_11-51 2041-04-20 4.513750 5093241.00 135573.96 Agency Collateralized Mortgage Obligation Y Fitch - 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Andrews Neal J. Andrews Chief Financial Officer