N-MFP2/A 0000097098 XXXXXXXX 2018-11-30 0000097098 5493007YVNX55LTRQ706 S000001474 2 N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Philadelphia PA BlackRock Advisors, LLC JPMorgan Chase Bank, N.A. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Prime N 30 68 1356328741.00 1662709885.00 1585787065.00 1505699825.00 1792536801.00 1946252672.00 1977892569.00 1970813369.00 2010679768.00 2055636940.00 0.2816 0.3429 0.3232 0.3029 0.3588 0.4041 0.4079 0.4017 0.4044 0.4115 145049281.70 4844323210.65 1880993000.00 5774534.31 10274712.01 4984872314.65 4983655680.44 0.0249 1.0003 1.0002 1.0003 1.0003 1.0002 C000003922 5000.00 15375.59 15371.94 1.0003 1.0002 1.0003 1.0003 1.0002 25.55 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 25.55 0.00 0.0204 Y BlackRock Advisors, LLC, Management Fees, 2.10; C000003921 3000000.00 4984856939.06 4983640308.50 1.0003 1.0002 1.0003 1.0003 1.0002 150500028.18 236514840.30 144319728.59 114372261.32 123724588.54 103593934.76 211421728.18 113044214.26 228319067.51 207296640.25 761878440.83 651562268.72 0.0231 Y BlackRock Advisors, LLC, Management Fees, 646466.61; Dexia Credit Local SA, New York Dexia Credit Local SA, New York 2.603 25215FCY8 F4G136OIPBYND1F41110 US25215FCY88 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-12-18 2019-01-18 2019-01-18 N N N 0.0237 20007816.80 20007816.80 0.0040 N N N N Dexia Credit Local SA, New York Dexia Credit Local SA, New York 2.497 25215FDV3 F4G136OIPBYND1F41110 US25215FDV31 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-12-10 2019-04-08 2019-04-08 N N N 0.0250 39999640.00 39999640.00 0.0080 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.720 VYVVCKR63DVZZN70PB21 BRTL6TS03 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MANITOWOC CO INC 2RTSLGQ89VMY18RHX631 2021-08-15 12.750000 52000.00 57833.75 Corporate Debt Securities ENERGY VENTURES GOM LLC/ENVEN FINANCE CORPORATION 2023-02-15 11.000000 11197000.00 12592295.48 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2018-12-04 2018-12-04 2018-12-04 N N N 0.0272 11000000.00 11000000.00 0.0022 N N Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.640 VYVVCKR63DVZZN70PB21 BRTM415M1 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CSMC_13-IVR4 2043-07-25 3.485440 24635997.00 12840000.01 Private Label Collateralized Mortgage Obligations Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2019-01-09 2019-01-09 2019-01-09 N N N 0.0264 12000000.00 12000000.00 0.0024 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 2.910 ZBUT11V806EZRVTWT807 BRTN01MH5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CSMCTR_13-6 2043-08-25 0.500000 1.00 0.01 Private Label Collateralized Mortgage Obligations PARAGON MORTGAGES PLC PARGN_13A 2039-01-15 2.616310 250.00 100.62 Asset-Backed Securities BX_17-APPL 2034-07-15 4.356500 3000.00 2692.64 Private Label Collateralized Mortgage Obligations M/I HOMES INC 2025-08-01 5.625000 4000.00 3764.38 Corporate Debt Securities ASHFORD HOSPITALITY TRUST INC AHT_18-ASHF 2035-04-15 3.556500 5000.00 4991.83 Private Label Collateralized Mortgage Obligations MOTEL_17-MTL6 2034-08-15 3.226500 5000.00 4799.54 Private Label Collateralized Mortgage Obligations WFCMT_11-C5 2044-11-15 1.899580 5488.00 155.05 Private Label Collateralized Mortgage Obligations SEMT_13-6 2043-05-25 0.523270 5700.00 86.12 Private Label Collateralized Mortgage Obligations ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS INC/ALBERTSONS LLC 2024-06-15 6.625000 9000.00 8879.53 Corporate Debt Securities MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 2022-11-15 5.375000 14000.00 14013.85 Corporate Debt Securities SYMANTEC CORP YF6ZV0M6AU4FY94MK914 2022-06-15 3.950000 14000.00 13885.12 Corporate Debt Securities WFCM_12-LC5 2045-10-15 1.942360 16617.00 698.85 Private Label Collateralized Mortgage Obligations NEWMARK GROUP INC 2023-11-15 6.125000 33000.00 32500.49 Corporate Debt Securities LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CO 2022-03-15 5.250000 37000.00 37184.91 Corporate Debt Securities MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 2026-09-01 4.625000 44000.00 40433.10 Corporate Debt Securities DAIRY FARMERS OF AMERICA INC 1LTUIZEFFT7MUIERI838 2049-12-31 7.125000 45000.00 45469.22 Corporate Debt Securities NGPL PIPECO LLC 549300K3NT1HSQFEM073 2022-08-15 4.375000 45000.00 44899.22 Corporate Debt Securities NGPL PIPECO LLC 549300K3NT1HSQFEM073 2027-08-15 4.875000 51000.00 49509.21 Corporate Debt Securities WFCMT_10-C1 2043-11-15 1.456260 51717.00 725.19 Private Label Collateralized Mortgage Obligations MSBAM_15-C27 2047-12-15 1.121580 62000.00 2954.07 Private Label Collateralized Mortgage Obligations CSMLT_15-1 2045-05-25 0.388430 68000.00 596.95 Private Label Collateralized Mortgage Obligations DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 2021-04-19 3.400000 70000.00 69461.16 Corporate Debt Securities MSCI_15-UBS8 2048-12-15 1.070340 72000.00 3518.28 Private Label Collateralized Mortgage Obligations CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 2019-07-15 3.375000 80000.00 80842.90 Corporate Debt Securities COMM_15-LC23 2053-10-10 0.853550 96000.00 2894.57 Private Label Collateralized Mortgage Obligations MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 2022-06-01 4.000000 99000.00 96318.97 Corporate Debt Securities THE BANCORP COMMERCIAL MORTGAGE 2033-11-15 3.736500 100000.00 1141.56 Private Label Collateralized Mortgage Obligations SEMT_12-6 2042-12-25 1.192000 104000.00 1954.58 Private Label Collateralized Mortgage Obligations BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 2019-12-15 2.675000 144000.00 144715.74 Corporate Debt Securities IHS MARKIT LTD 549300HLPTRASHS0E726 2025-02-15 4.750000 147000.00 148076.65 Corporate Debt Securities WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_11-C4 2044-06-15 0.523430 148785.00 786.40 Private Label Collateralized Mortgage Obligations QVC INC 549300WBLU5NKPX5X472 2019-04-01 3.125000 201000.00 201681.70 Corporate Debt Securities ENCANA CORP CZ72ZHBVKZXQRV3XFE26 2031-11-01 7.200000 302000.00 351316.60 Corporate Debt Securities STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 2024-11-15 5.375000 359000.00 341854.01 Corporate Debt Securities ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 2024-10-01 5.000000 542000.00 526116.39 Corporate Debt Securities SEMT_17-1 2047-02-25 0.139500 782000.00 4585.74 Private Label Collateralized Mortgage Obligations BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 2049-12-31 5.125000 1148000.00 1174409.58 Corporate Debt Securities KEYCORP RKPI3RZGV1V1FJTH5T61 2049-12-31 5.000000 2430000.00 2298771.90 Corporate Debt Securities TECK RESOURCES LTD T8KI5SQ2JRWHL7XY0E11 2042-03-01 5.200000 2500000.00 2232138.89 Corporate Debt Securities SLMA_06-B 2039-12-15 2.624130 5390000.00 2346966.29 Asset-Backed Securities CAS_13-C01 2023-10-25 7.565130 5870800.00 6634201.08 Private Label Collateralized Mortgage Obligations GPT_18-GPP 2033-06-15 0.013860 10360200.00 3789.50 Private Label Collateralized Mortgage Obligations JPMMT_04-A5 2034-12-25 0.000000 64400000.00 0.90 Private Label Collateralized Mortgage Obligations JPMMT_15-1 2044-12-25 0.000000 90835000.00 3106.52 Private Label Collateralized Mortgage Obligations CSMC_14-WIN1 2044-09-25 0.750000 140000000.00 4220.06 Private Label Collateralized Mortgage Obligations JPMMT_14-1 2044-01-25 0.000000 169135000.00 621.03 Private Label Collateralized Mortgage Obligations JPMMT_14-5 2029-10-25 0.000000 250822000.00 1100.39 Private Label Collateralized Mortgage Obligations JPMCCMSC_17-WOLF 2034-09-15 0.000000 389040000.00 3890.40 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-02-13 2019-02-13 2019-02-13 N N N 0.0291 15000000.00 15000000.00 0.0030 N N N Y Credit Industriel Et Commercial Credit Industriel Et Commercial 2.513 2E0568N N4JDFKKH2FTD8RKFXO39 XS1873217860 BRTKXLZM6 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0251 59622315.60 59622315.60 0.0120 N N N N ABN AMRO Bank NV ABN AMRO Bank NV 2.230 BFXS5XCH7N0Y05NIXW11 BRTNCRTJ4 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-04 2018-12-04 2018-12-04 N N N 0.0223 34000000.00 34000000.00 0.0068 N N Y N KBC Bank NV KBC Bank NV 2.370 BRTL8W418 6B2PBRV1FCJDMR45RZ53 BE6307812964 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-10 2018-12-10 2018-12-10 N N N 0.0237 74994923.25 74994923.25 0.0150 N N N N Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 2.300 MK13839SGLMX6JEXRB54 BRTNDKVR7 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-05 2018-12-05 2018-12-05 N N N 0.0230 56000000.00 56000000.00 0.0112 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.486 BRTLC5DY0 5493006GGLR4BTEL8O61 XS1881006198 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-01-11 2019-01-11 2019-01-11 N N N 0.0249 39885992.40 39885992.40 0.0080 N N N N ABN AMRO Bank NV ABN AMRO Bank NV 2.230 BFXS5XCH7N0Y05NIXW11 BRTNDWN90 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-05 2018-12-05 2018-12-05 N N N 0.0223 22000000.00 22000000.00 0.0044 N N Y N Barclays Capital, Inc Barclays Capital, Inc 2.340 AC28XWWI3WIBK2824319 BRTNDNHD8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BMIR 2017-1 M2 2027-10-25 5.631380 8519671.00 8750000.93 Private Label Collateralized Mortgage Obligations Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2018-12-05 2018-12-05 2018-12-05 N N N 0.0234 7000000.00 7000000.00 0.0014 N N Y N Norinchukin Bank, New York Norinchukin Bank, New York 2.300 65602VBX3 US65602VBX38 Certificate of Deposit Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-11 2018-12-11 2018-12-11 N N N 0.0227 25000157.25 25000157.25 0.0050 N N N N Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 2.200 MK13839SGLMX6JEXRB54 BRTNGTFM4 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0220 82000000.00 82000000.00 0.0164 N Y Y N Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 2.300 MK13839SGLMX6JEXRB54 BRTNH2US2 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-07 2018-12-07 2018-12-07 N N N 0.0230 11000000.00 11000000.00 0.0022 N N Y N KBC Bank NV KBC Bank NV 2.500 BRTLWGSL6 6B2PBRV1FCJDMR45RZ53 BE6308651627 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-01-04 2019-01-04 2019-01-04 N N N 0.0250 49994068.00 49994068.00 0.0100 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.230 BRTNHHY22 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0223 50000000.00 50000000.00 0.0100 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.310 ZBUT11V806EZRVTWT807 BRTNH23W3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHS_363 2048-08-15 0.000000 106730.00 21353.04 Agency Collateralized Mortgage Obligation FNMA_16-11A 2046-03-25 2.500000 930000.00 697295.30 Agency Collateralized Mortgage Obligation FNMA_0774 2037-08-25 6.000000 972300.00 303745.94 Agency Collateralized Mortgage Obligation FNMA_11-96 2041-10-25 3.500000 976436.00 916740.07 Agency Collateralized Mortgage Obligation FNMA_17-54B 2047-07-25 3.000000 3213744.00 1694997.47 Agency Collateralized Mortgage Obligation FNMA_18-82 2047-10-25 0.000000 4000000.00 3029056.49 Agency Collateralized Mortgage Obligation FNMA_12-67 2042-07-25 3.500000 4091696.00 3902190.92 Agency Collateralized Mortgage Obligation GNMA_18-135D 2045-08-20 3.500000 6893424.00 6882830.72 Agency Collateralized Mortgage Obligation FHLMC_42-59 2043-05-15 4.000000 7012184.00 252146.50 Agency Collateralized Mortgage Obligation FHMS_18-KJ21 2026-09-25 3.700000 11500000.00 11656998.00 Agency Collateralized Mortgage Obligation FNMA_12-25 2042-03-25 5.000000 15415216.00 756701.60 Agency Collateralized Mortgage Obligation FNMA_17-94B 2047-11-25 3.834870 15534064.00 2189654.90 Agency Collateralized Mortgage Obligation FRESB_17-SB34 2037-06-25 3.577760 15825824.00 12096277.50 Agency Collateralized Mortgage Obligation FHLMC_48-39 2056-08-15 3.793500 17492320.00 2877192.15 Agency Collateralized Mortgage Obligation FNMA_12-93 2032-09-25 3.784870 18923936.00 319167.33 Agency Collateralized Mortgage Obligation FHLMC_K010 2044-11-25 4.780770 22000000.00 1805848.00 Agency Collateralized Mortgage Obligation GNMA_10-154 2039-10-20 3.799120 23059840.00 129835.50 Agency Collateralized Mortgage Obligation FNMA_18-22B 2048-04-25 3.884870 23518784.00 4041265.96 Agency Collateralized Mortgage Obligation FNMA_12-125A 2042-11-25 4.000000 25915360.00 2672930.57 Agency Collateralized Mortgage Obligation FNMA_15-60 2045-08-25 3.834870 27416640.00 2766505.32 Agency Collateralized Mortgage Obligation FNMA_12-132 2042-12-25 3.884870 31528000.00 1035093.92 Agency Collateralized Mortgage Obligation FNMA_18-30D 2058-05-25 1.641640 32346000.00 1286007.85 Agency Collateralized Mortgage Obligation GNMA_05-84 2035-11-16 3.939620 33333312.00 490413.81 Agency Collateralized Mortgage Obligation FHLMC_42-86 2043-12-15 3.693500 34060480.00 1390178.95 Agency Collateralized Mortgage Obligation FHLMC_3878 2040-11-15 0.166510 34316864.00 118763.36 Agency Collateralized Mortgage Obligation FHLMC_45-41 2045-12-15 5.000000 35236864.00 3804467.72 Agency Collateralized Mortgage Obligation FNMA_17-69 2047-09-25 3.834870 36300000.00 5909946.89 Agency Collateralized Mortgage Obligation FHLMC_3757A 2040-08-15 4.193500 39570816.00 995758.68 Agency Collateralized Mortgage Obligation FNMA_00-46 2023-10-25 0.000000 45262200.00 10191.08 Agency Collateralized Mortgage Obligation FNMA_10-61A 2040-03-25 2.184870 53755072.00 185829.57 Agency Collateralized Mortgage Obligation FNMA_12-9 2042-02-25 4.184870 55000000.00 2365230.79 Agency Collateralized Mortgage Obligation FNMA_10-115 2040-10-25 3.684870 79353216.00 1074458.52 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3593 2036-03-15 1.969740 195566080.00 1025008.92 Agency Collateralized Mortgage Obligation GNMA_06-5 2046-01-16 0.399220 269750222.00 45916.67 Agency Collateralized Mortgage Obligation Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0231 75000000.00 75000000.00 0.0150 N Y Y N Swedbank AB Swedbank AB 2.190 BRTNHMNG2 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-12-03 2018-12-03 2018-12-03 N N N 0.0219 150000000.00 150000000.00 0.0301 N Y Y N Old Line Funding LLC Old Line Funding LLC 2.739 67984RGG8 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-12-31 2019-04-29 2019-04-29 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0256 15010703.85 15010703.85 0.0030 N N N N Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust 2.479 68328HNJ9 635400ZZE5J8OXXBBY26 US68328HNJ94 Non-Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-01-18 2019-01-18 2019-01-18 N Y ONTARIO TEACHERS PENSION PLAN 1.0000 Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ N 0.0248 6603024.68 6603024.68 0.0013 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.290 VYVVCKR63DVZZN70PB21 BRTNH3XJ7 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OKLAHOMA GAS & ELEC CO 549300VJ8YXGPO8EV472 2047-08-15 3.850000 590296.00 532777.06 Corporate Debt Securities WESTLAKE CHEMICAL CORP GOXNEVUM0LL78B1OS344 2046-08-15 5.000000 1488152.00 1363301.01 Corporate Debt Securities CHINA SOUTHERN POWER GRID INTERNATIONAL FINANCE (BVI) CO LTD 2027-05-08 3.500000 4686475.00 4403922.22 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0229 6000000.00 6000000.00 0.0012 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.300 ZBUT11V806EZRVTWT807 BRTNH6C95 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2048-09-20 3.500000 40000.00 39409.03 Agency Mortgage-Backed Securities GINNIE MAE II 2048-08-20 4.500000 1210234.00 1248698.33 Agency Mortgage-Backed Securities GINNIE MAE II 2043-01-20 3.500000 1300000.00 582190.38 Agency Mortgage-Backed Securities GINNIE MAE II 2048-04-20 4.000000 1307692.00 1317932.31 Agency Mortgage-Backed Securities GINNIE MAE I 2033-11-15 5.000000 1571166.00 113096.79 Agency Mortgage-Backed Securities GINNIE MAE II 2048-09-20 4.500000 1760614.00 1822818.97 Agency Mortgage-Backed Securities GINNIE MAE II 2048-06-20 5.500000 1863856.00 2011822.71 Agency Mortgage-Backed Securities GINNIE MAE II 2047-05-20 4.000000 2123532.00 1797658.16 Agency Mortgage-Backed Securities GINNIE MAE II 2048-06-20 5.500000 2365672.00 2263454.14 Agency Mortgage-Backed Securities GINNIE MAE II 2046-09-20 4.500000 2687452.00 1363480.08 Agency Mortgage-Backed Securities GINNIE MAE II 2048-08-20 5.000000 4002392.00 4266885.44 Agency Mortgage-Backed Securities GINNIE MAE II 2043-10-20 5.000000 25000000.00 5152900.39 Agency Mortgage-Backed Securities GINNIE MAE I 2034-11-15 5.500000 53627712.00 1620922.32 Agency Mortgage-Backed Securities GINNIE MAE II 2048-11-20 4.500000 173593088.00 179777341.76 Agency Mortgage-Backed Securities GINNIE MAE II 2044-06-20 4.500000 599530000.00 171230620.30 Agency Mortgage-Backed Securities GINNIE MAE II 2045-02-20 4.000000 650000000.00 237390768.93 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 600000000.00 600000000.00 0.1204 N Y Y N Barclays Bank plc Barclays Bank plc 2.340 G5GSEF7VJP5I7OUK5573 BRTNH3PB3 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2040-01-11 6.050000 5106000.00 5396325.75 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2025-01-30 3.600000 11912000.00 11404548.80 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-07 2018-12-07 2018-12-07 N N N 0.0234 16000000.00 16000000.00 0.0032 N N Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.180 F3JS33DEI6XQ4ZBPTN86 BRTNGTFJ1 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0218 65000000.00 65000000.00 0.0130 N Y Y N ANZ Bank New Zealand Ltd. ANZ Bank New Zealand Ltd. 2.190 HZSN7FQBPO5IEWYIGC72 BRTNGTFH5 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-12-03 2018-12-03 2018-12-03 N N N 0.0219 169493000.00 169493000.00 0.0340 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 2.170 1VUV7VQFKUOQSJ21A208 BRTNGTFK8 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0217 40000000.00 40000000.00 0.0080 N Y Y N Oversea-Chinese Banking Corp. Ltd., New York Oversea-Chinese Banking Corp. Ltd., New York 2.442 69033MBS5 5493007O3QFXCPOGWK22 US69033MBS52 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-12-18 2019-01-18 2019-01-18 N N N 0.0237 35006077.75 35006077.75 0.0070 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.706 69034BPS3 5493007O3QFXCPOGWK22 US69034BPS33 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-02-26 2019-02-26 2019-02-26 N N N 0.0271 9935173.30 9935173.30 0.0020 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 3.066 69034BXJ4 5493007O3QFXCPOGWK22 US69034BXJ42 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-10-18 2019-10-18 2019-10-18 N N N 0.0307 43807392.45 43807392.45 0.0088 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.647 69034CFG8 5493007O3QFXCPOGWK22 US69034CFG87 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-01-23 2019-04-23 2019-04-23 N N N 0.0291 11999914.32 11999914.32 0.0024 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.270 VYVVCKR63DVZZN70PB21 BRTNH6AE6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 0.00 0.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-30 1.375000 357.00 334.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-01-03 0.000000 3.00 2.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-28 1.500000 133.00 126.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.875000 29224.00 28482.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-28 1.125000 152.00 147.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-15 1.500000 153.00 150.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-15 2.375000 219.00 209.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.125000 295.00 285.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-05-31 1.125000 420.00 417.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-30 1.125000 443.00 433.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-08-15 3.625000 786.00 799.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-03-15 1.000000 72514.00 72369.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-31 1.875000 1871.00 1868.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-02-15 4.375000 2128.00 2517.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-09-30 1.375000 2182.00 2163.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-02-15 2.750000 2381.00 2401.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-30 1.375000 43214.00 42410.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-30 1.125000 7143.00 6827.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-15 2.750000 30953.00 30809.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.000000 7419.00 7098.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-15 2.000000 10890.00 10789.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-15 0.375000 11263.00 11917.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 2.750000 11790.00 10615.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-28 2.000000 11872.00 11718.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 1.625000 12923.00 11865.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2018-12-20 0.000000 12978.00 12961.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-04-15 0.875000 14857.00 14785.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-05-31 1.250000 17190.00 17080.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-31 1.750000 20357.00 19710.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-06-30 1.000000 25029.00 24901.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-10-31 1.250000 25034.00 24731.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-02-15 8.875000 42975.00 44634.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 45914.00 45831.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.250000 48164.00 47169.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-31 2.625000 52381.00 52552.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-03-28 0.000000 53972.00 53550.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 2.375000 59139.00 58477.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-04-25 0.000000 62670.00 62045.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-01-31 1.500000 80252.00 80526.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 85785.00 164124.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.750000 86774.00 84200.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 97734.00 89756.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 1.375000 109525.00 102613.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 3.000000 149963.00 141456.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.875000 161598.00 156697.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-31 1.375000 161700.00 159859.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-08-15 3.000000 235947.00 223295.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 3.000000 300372.00 283802.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-31 2.000000 328793.00 328095.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-15 2.125000 651295.00 620626.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-03-31 2.125000 952532.00 919871.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 3.000000 1064504.00 1009876.38 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0227 5000000.00 5000000.00 0.0010 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.280 MBNUM2BPBDO7JBLYG310 BRTNH6BC9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-30 2.125000 2.00 2.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-01-03 0.000000 17.00 16.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-01-31 0.000000 878.00 874.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-02-28 0.000000 44820.00 44558.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2018-12-13 0.000000 162991.00 162856.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-04-25 0.000000 1936939.00 1917641.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-03-28 0.000000 2290344.00 2272477.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-06-20 0.000000 2702594.00 2665258.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2018-12-20 0.000000 8246558.00 8236316.17 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0228 15000000.00 15000000.00 0.0030 N Y Y N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.474 69034CGQ5 5493007O3QFXCPOGWK22 US69034CGQ50 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-12-13 2019-04-11 2019-04-11 N N N 0.0257 47988847.68 47988847.68 0.0096 N N N N ING US Funding LLC ING US Funding LLC 2.456 4497W1NB8 US4497W1NB87 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-01-11 2019-01-11 2019-01-11 N Y ING BANK NV 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0246 10968994.63 10968994.63 0.0022 N N N N ING US Funding LLC ING US Funding LLC 2.568 44988KEM7 US44988KEM71 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-01-07 2019-01-07 2019-01-07 N Y ING BANK NV 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0278 30003037.80 30003037.80 0.0060 N N N N ING US Funding LLC ING US Funding LLC 2.630 44988KEQ8 US44988KEQ85 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-17 2019-02-08 2019-02-08 N Y ING BANK NV 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0240 15007456.50 15007456.50 0.0030 N N N N ING US Funding LLC ING US Funding LLC 2.588 44988KFR5 US44988KFR59 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-06 2019-03-06 2019-03-06 N Y ING BANK NV 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0247 35013740.65 35013740.65 0.0070 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.730 89114MHN0 PT3QB789TSUIDF371261 US89114MHN02 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-05-10 2019-05-10 2019-05-10 N N N 0.0281 16243550.38 16243550.38 0.0033 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 2.350 89119BN77 PT3QB789TSUIDF371261 US89119BN771 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-01-07 2019-01-07 2019-01-07 N N N 0.0235 39902382.40 39902382.40 0.0080 N N N N Toyota Motor Finance Netherlands BV Toyota Motor Finance Netherlands BV 2.682 89233LBJ3 724500OPA8GZSQUNSR96 US89233LBJ35 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-02-04 2019-04-30 2019-04-30 N N N 0.0282 25001912.50 25001912.50 0.0050 N N N N UBS AG UBS AG 2.722 90276JED4 BFM8T61CT2L1QCEMIK50 US90276JED46 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-19 2019-06-19 2019-06-19 N N N 0.0262 30024335.10 30024335.10 0.0060 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 2.620 78012UFB6 ES7IP3U3RHIGC71XBU11 US78012UFB61 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-12-17 2019-08-16 2019-08-16 N N N 0.0267 30000532.20 30000532.20 0.0060 N N N N UBS AG UBS AG 2.707 90276JEH5 BFM8T61CT2L1QCEMIK50 US90276JEH59 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2019-07-02 2019-07-02 N N N 0.0261 50040028.50 50040028.50 0.0100 N N N N UBS AG UBS AG 2.677 90276JEP7 BFM8T61CT2L1QCEMIK50 US90276JEP75 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-01-23 2019-07-23 2019-07-23 N N N 0.0294 29999781.30 29999781.30 0.0060 N N N N UBS AG UBS AG 2.721 90276JEW2 BFM8T61CT2L1QCEMIK50 US90276JEW27 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-02-01 2019-08-01 2019-08-01 N N N 0.0294 34995206.75 34995206.75 0.0070 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 2.499 78012UFT7 ES7IP3U3RHIGC71XBU11 US78012UFT79 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-12-03 2019-05-01 2019-05-01 N N N 0.0259 34996341.10 34996341.10 0.0070 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 2.816 91127QQJ1 IO66REGK3RCBAMA8HR66 US91127QQJ12 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-03-18 2019-03-18 2019-03-18 N N N 0.0282 20826498.00 20826498.00 0.0042 N N N N BNP Paribas SA, New York BNP Paribas SA, New York 2.636 05582W2Q6 R0MUWSFPU8MPRO8K5P83 US05582W2Q62 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-28 2018-12-28 2018-12-28 N N N 0.0275 10001840.20 10001840.20 0.0020 N N N N BNP Paribas SA, New York BNP Paribas SA, New York 2.564 05582W4V3 R0MUWSFPU8MPRO8K5P83 US05582W4V30 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-11 2018-12-11 2018-12-11 N N N 0.0228 10000990.60 10000990.60 0.0020 N N N N BNP Paribas SA, New York BNP Paribas SA, New York 2.564 05582W6C3 R0MUWSFPU8MPRO8K5P83 US05582W6C31 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-12 2019-02-12 2019-02-12 N N N 0.0243 50018826.50 50018826.50 0.0100 N N N N BNP Paribas SA, New York BNP Paribas SA, New York 2.487 05586FDA2 R0MUWSFPU8MPRO8K5P83 US05586FDA21 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-01-04 2019-04-04 2019-04-04 N N N 0.0287 19997212.60 19997212.60 0.0040 N N N N Skandinaviska Enskilda Banken AB, New York Skandinaviska Enskilda Banken AB, New York 2.572 83050FU74 F3JS33DEI6XQ4ZBPTN86 US83050FU747 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-17 2018-12-17 2018-12-17 N N N 0.0231 25003798.75 25003798.75 0.0050 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 2.464 06370RJA8 NQQ6HPCNCCU6TUTQYE16 US06370RJA86 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-12 2019-03-12 2019-03-12 N N N 0.0250 50001440.50 50001440.50 0.0100 N N N N Lexington Parker Capital Co. LLC Lexington Parker Capital Co. LLC 2.278 52952MM49 5493005MSQJBO8BDMA02 US52952MM496 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-04 2018-12-04 2018-12-04 N Y LIBERTY HAMPSHIRE COMPANY LLC 1.0000 Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N 0.0228 34991261.55 34991261.55 0.0070 N N Y N Lexington Parker Capital Co. LLC Lexington Parker Capital Co. LLC 2.541 52952MNH9 5493005MSQJBO8BDMA02 US52952MNH96 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-01-17 2019-01-17 2019-01-17 N Y LIBERTY HAMPSHIRE COMPANY LLC 1.0000 Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N 0.0254 39866773.20 39866773.20 0.0080 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 2.478 53127UN89 549300F33VRHM10B9391 US53127UN891 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-01-08 2019-01-08 2019-01-08 N Y BANK OF NOVA SCOTIA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0248 24933970.75 24933970.75 0.0050 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 2.495 06370RMJ5 NQQ6HPCNCCU6TUTQYE16 US06370RMJ58 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-10 2019-05-09 2019-05-09 N N N 0.0255 44998060.95 44998060.95 0.0090 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 2.670 06417G3B2 L3I9ZG2KFGXZ61BMYR72 US06417G3B28 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2019-05-16 2019-05-16 N N N 0.0267 34992095.25 34992095.25 0.0070 N N N N Bank of Nova Scotia Bank of Nova Scotia 2.641 06417G3D8 L3I9ZG2KFGXZ61BMYR72 US06417G3D83 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-20 2019-08-20 2019-08-20 N N N 0.0272 29997060.60 29997060.60 0.0060 N N N N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 2.943 06417KSW0 L3I9ZG2KFGXZ61BMYR72 US06417KSW08 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-05-30 2019-05-30 2019-05-30 N N N 0.0294 14784232.95 14784232.95 0.0030 N N N N Lloyds Bank plc Lloyds Bank plc 2.566 53946BAZ4 H7FNTJ4851HG0EXQ1Z70 US53946BAZ40 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-07 2018-12-07 2018-12-07 N N N 0.0223 15000968.85 15000968.85 0.0030 N N Y N Lloyds Bank plc Lloyds Bank plc 2.527 53946BBA8 H7FNTJ4851HG0EXQ1Z70 US53946BBA89 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2019-01-02 2019-01-02 N N N 0.0230 40009656.80 40009656.80 0.0080 N N N N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 2.499 06417LHV2 L3I9ZG2KFGXZ61BMYR72 US06417LHV27 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2019-05-01 2019-05-01 N N N 0.0257 33997158.62 33997158.62 0.0068 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 2.592 86562LPB2 5U0XI89JRFVHWIBS4F54 US86562LPB26 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-02-11 2019-02-11 2019-02-11 N N N 0.0259 49742168.00 49742168.00 0.0100 N N N N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 2.492 06417LJY4 L3I9ZG2KFGXZ61BMYR72 US06417LJY48 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-19 2019-03-19 2019-03-19 N N N 0.0250 25002096.75 25002096.75 0.0050 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 2.460 86564FHH9 5493006GGLR4BTEL8O61 US86564FHH91 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-21 2018-12-21 2018-12-21 N N N 0.0233 40004470.80 40004470.80 0.0080 N N N N Banque et Caisse d'Epargne de l'Etat Banque et Caisse d'Epargne de l'Etat 2.377 0667K1N23 R7CQUF1DQM73HUTV1078 US0667K1N234 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-01-02 2019-01-02 2019-01-02 N N N 0.0238 5987135.52 5987135.52 0.0012 N N N N Barclays Bank plc Barclays Bank plc 2.197 06743MM31 G5GSEF7VJP5I7OUK5573 US06743MM314 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0220 99981950.00 99981950.00 0.0201 N Y Y N Macquarie Bank Ltd. Macquarie Bank Ltd. 2.750 55607LPE8 4ZHCHI4KYZG2WVRT8631 US55607LPE82 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-02-14 2019-02-14 2019-02-14 N N N 0.0275 28834883.57 28834883.57 0.0058 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.534 07644DGP7 US07644DGP78 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-12-05 2019-09-05 2019-09-05 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0271 39954726.00 39954726.00 0.0080 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 2.750 86565BQD6 5U0XI89JRFVHWIBS4F54 US86565BQD63 0001158084 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-03-04 2019-03-04 2019-03-04 N N N 0.0271 40003963.20 40003963.20 0.0080 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.535 07646KDE7 US07646KDE73 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-12-27 2019-08-26 2019-08-26 N Y BEDFORD ROW FUNDING CORP 1.0000 Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0272 23456026.10 23456026.10 0.0047 N N N N Svenska Handelsbanken, New York Svenska Handelsbanken, New York 2.563 86958JG29 NHBDILHZTYCNBV5UYZ31 US86958JG293 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-12-17 2018-12-17 2018-12-17 N N N 0.0231 37005313.20 37005313.20 0.0074 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.853 07646KDN7 US07646KDN72 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-03-19 2019-06-19 2019-06-19 N Y BEDFORD ROW FUNDING CORP 1.0000 Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0285 29991330.00 29991330.00 0.0060 N N N N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 2.311 08224MM43 549300PGDCWK6DU9QM65 US08224MM438 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-04 2018-12-04 2018-12-04 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0231 16995695.26 16995695.26 0.0034 N N Y N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 2.314 08224MM50 549300PGDCWK6DU9QM65 US08224MM503 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-05 2018-12-05 2018-12-05 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0231 38987639.34 38987639.34 0.0078 N N Y N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 2.657 08224MNX8 549300PGDCWK6DU9QM65 US08224MNX82 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-01-31 2019-01-31 2019-01-31 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0266 44797802.40 44797802.40 0.0090 N N N N Matchpoint Finance plc Matchpoint Finance plc 2.812 57666BPK0 635400YCKMVA7GIA6Q33 US57666BPK07 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-02-19 2019-02-19 2019-02-19 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0281 49689950.00 49689950.00 0.0100 N N N N Svenska Handelsbanken, New York Svenska Handelsbanken, New York 2.618 86958JX79 NHBDILHZTYCNBV5UYZ31 US86958JX793 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-12-06 2019-08-06 2019-08-06 N N N 0.0269 24999996.25 24999996.25 0.0050 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.776 31428HAF8 549300B2Q47IR0CR5B54 US31428HAF82 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-02-21 2019-05-21 2019-05-21 N N N 0.0288 21998895.38 21998895.38 0.0044 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.603 31428HAK7 549300B2Q47IR0CR5B54 US31428HAK77 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-18 2019-06-18 2019-06-18 N N N 0.0261 6001180.44 6001180.44 0.0012 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.534 31428HAP6 549300B2Q47IR0CR5B54 US31428HAP64 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-13 2019-08-13 2019-08-13 N N N 0.0262 29987355.30 29987355.30 0.0060 N N N N Swedbank AB, New York Swedbank AB, New York 2.535 87019VLY1 M312WZV08Y7LYUC71685 US87019VLY10 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-12-31 2018-12-31 2018-12-31 N N N 0.0222 48010112.64 48010112.64 0.0096 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.530 31428HAQ4 549300B2Q47IR0CR5B54 US31428HAQ48 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-17 2019-08-16 2019-08-16 N N N 0.0263 33984952.96 33984952.96 0.0068 N N N N KBC Bank NV KBC Bank NV 2.700 BRTM915A2 6B2PBRV1FCJDMR45RZ53 BE6309035580 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 0.0270 39997175.20 39997175.20 0.0080 N N N N Victory Receivables Corp. Victory Receivables Corp. 2.529 92646LNH9 549300D0F37QF0LP7F94 US92646LNH95 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-01-17 2019-01-17 2019-01-17 N Y MUFG BANK LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0253 23422105.26 23422105.26 0.0047 N N N N Mitsubishi UFJ Trust & Banking Corp., New York Mitsubishi UFJ Trust & Banking Corp., New York 2.576 60683BMR1 JBONEPAGQXF4QP29B387 US60683BMR14 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-17 2019-03-15 2019-03-15 N N N 0.0263 29999986.50 29999986.50 0.0060 N N N N Wells Fargo Bank NA Wells Fargo Bank NA 2.687 94989RF94 KB1H1DSPRFMYMCUFXT09 US94989RF947 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-01-23 2019-04-23 2019-04-23 N N N 0.0289 17004463.86 17004463.86 0.0034 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 2.820 60700A3L6 RB0PEZSDGCO3JS6CEU02 US60700A3L62 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-03-14 2019-03-14 2019-03-14 N N N 0.0280 20001191.00 20001191.00 0.0040 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 2.484 60700AL69 RB0PEZSDGCO3JS6CEU02 US60700AL694 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0143 30000648.90 30000648.90 0.0060 N Y Y N HSBC Bank plc HSBC Bank plc 2.659 40433FMD8 MP6I5ZYZBEU3UXPYFY54 US40433FMD86 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-01-17 2019-04-17 2019-04-17 N N N 0.0288 14003515.12 14003515.12 0.0028 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 2.476 60700AS62 RB0PEZSDGCO3JS6CEU02 US60700AS624 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-07 2019-01-07 2019-01-07 N N N 0.0242 40004319.60 40004319.60 0.0080 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 2.483 60700AV68 RB0PEZSDGCO3JS6CEU02 US60700AV685 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-27 2019-03-25 2019-03-25 N N N 0.0287 28998977.17 28998977.17 0.0058 N N N N Westpac Banking Corp. Westpac Banking Corp. 2.618 9612C4YR6 EN5TNI6CI43VEPAMHL14 US9612C4YR68 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-01-03 2019-04-03 2019-04-03 N N N 0.0284 10003905.30 10003905.30 0.0020 N N N N Westpac Banking Corp. Westpac Banking Corp. 2.482 9612C4ZM6 EN5TNI6CI43VEPAMHL14 US9612C4ZM62 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-12-19 2019-08-19 2019-08-19 N N N 0.0269 19976176.20 19976176.20 0.0040 N N N N Mont Blanc Capital Corp. Mont Blanc Capital Corp. 2.512 6117P5NE3 549300NC8BUDZTUFIQ67 US6117P5NE37 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-01-14 2019-01-14 2019-01-14 N Y ING BANK NV 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0251 20056882.59 20056882.59 0.0040 N N N N CAFCO LLC CAFCO LLC 2.769 1247P3PR7 8O46YQAGJ63WE5QHIG35 US1247P3PR73 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-02-25 2019-02-25 2019-02-25 N Y CITIBANK NA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0277 24836089.50 24836089.50 0.0050 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 3.042 88602UT34 US88602UT345 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-03 2019-06-03 2019-06-03 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0304 13787332.16 13787332.16 0.0028 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 2.705 88603ACZ4 US88603ACZ49 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-26 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 0.0256 25017155.25 25017155.25 0.0050 N N N N NRW Bank NRW Bank 2.756 62939MPL5 52990002O5KK6XOGJ020 US62939MPL53 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-02-20 2019-02-20 2019-02-20 N N N 0.0276 42536584.83 42536584.83 0.0085 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.730 89113X3B8 PT3QB789TSUIDF371261 US89113X3B85 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-06-14 2019-06-14 2019-06-14 N N N 0.0289 23975071.20 23975071.20 0.0048 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.715 89113XJ39 PT3QB789TSUIDF371261 US89113XJ396 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-12-24 2019-04-23 2019-04-23 N N N 0.0263 24012174.24 24012174.24 0.0048 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, 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 0.0282 10994371.41 10994371.41 0.0022 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 2.557 63254GHH1 F8SB4JFBSYQFRQEH3Z21 US63254GHH11 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-12-03 2019-04-02 2019-04-02 N N N 0.0253 30006507.00 30006507.00 0.0060 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 2.474 13606BG34 2IGI19DL77OX0HC3ZE78 US13606BG343 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-10 2019-04-10 2019-04-10 N N N 0.0258 34992681.15 34992681.15 0.0070 N N N N National Securities Clearing Corp. National Securities Clearing Corp. 2.671 63763QQS9 549300RYC9NELN2ICA34 US63763QQS92 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-03-26 2019-03-26 2019-03-26 N N N 0.0267 13882169.84 13882169.84 0.0028 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 2.615 13606BH58 2IGI19DL77OX0HC3ZE78 US13606BH580 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-26 2019-07-25 2019-07-25 N N N 0.0266 34999986.00 34999986.00 0.0070 N N N N National Securities Clearing Corp. National Securities Clearing Corp. 2.673 63763QQT7 549300RYC9NELN2ICA34 US63763QQT75 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-03-27 2019-03-27 2019-03-27 N N N 0.0267 13881063.00 13881063.00 0.0028 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 3.080 13606BJ23 2IGI19DL77OX0HC3ZE78 US13606BJ230 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-10-28 2019-10-28 2019-10-28 N N N 0.0303 25010304.75 25010304.75 0.0050 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 2.507 13608CFX5 2IGI19DL77OX0HC3ZE78 US13608CFX56 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2019-05-02 2019-05-02 N N N 0.0257 24997661.50 24997661.50 0.0050 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 0.0220 35004996.25 35004996.25 0.0070 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.945 BRSK9QQJ0 MBNUM2BPBDO7JBLYG310 BRSK9QQJ0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_18-3 2024-01-16 3.160000 1.00 1.00 Asset-Backed Securities SMB_14-A 2026-05-15 3.456500 25.00 12.39 Asset-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-30 2.875000 100.00 99.53 U.S. Treasuries (including strips) NISSAN AUTO RECEIVABLES OWNER TR 2023-05-15 2.110000 183.00 179.42 Asset-Backed Securities JPMDB COMMERCIAL MORTGAGE SECURI 2050-03-15 3.693900 2790.00 2753.56 Private Label Collateralized Mortgage Obligations DBGS_18-BIOD 2035-05-15 3.109510 44420.00 42080.35 Private Label Collateralized Mortgage Obligations WFCM_15-LC22 2058-09-15 1.018290 281900.00 12059.73 Private Label Collateralized Mortgage Obligations JPM_14-IV6 2044-08-25 2.815030 8746399.00 8212070.17 Private Label Collateralized Mortgage Obligations UBSCM_17-C2 2050-08-17 1.296500 8982015.00 643238.07 Private Label Collateralized Mortgage Obligations TRAP_03-3A 2034-01-20 3.376630 27450702.00 3676301.27 Asset-Backed Securities CGCMT_15-SHP2 2027-07-15 0.114000 38089300.00 3808.93 Private Label Collateralized Mortgage Obligations NSMLT_13-A 2052-12-25 1.951870 43597482.00 304248.21 Private Label Collateralized Mortgage Obligations JPMCC_12-CBX 2045-06-15 1.738720 76560200.00 1634937.09 Private Label Collateralized Mortgage Obligations ABMT_14-1 2044-07-25 2.000000 98882869.00 4838592.80 Private Label Collateralized Mortgage Obligations LCCM_17-LC26-MTG 2050-07-10 1.683040 110903553.00 9832353.17 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES CORPORATION II GSMS_12-GCJ9 2045-11-10 2.120360 122458000.00 5730821.81 Private Label Collateralized Mortgage Obligations NRMLT_15-1 2052-05-28 1.639090 304440060.00 5726542.03 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2019-02-01 2019-02-01 Y CITIGROUP GLOBAL MARKETS INC 1.0000 63 N Fitch - BR A+ Moody's - BR A2 Standard & Poor's - BR A+ N N 0.0295 38000000.00 38000000.00 0.0076 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 3.236 BRSQZVX26 ZBUT11V806EZRVTWT807 BRSQZVX26 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WAMU PTC WMALT 2007-3 X 20370425 7.00000 2037-04-25 7.000000 6668904.00 252839.41 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2006-AR19 1X-PPP 20470125 FLT 2047-01-25 0.497840 288164864.00 556286.24 Private Label Collateralized Mortgage Obligations WACHOVIA CMBS 2007-C30 XC 144 20431215 FLT 2043-12-15 0.413560 507378519.00 10618.49 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2005-6 2-A-3 20350825 FLT 2035-08-25 25.686320 4118032.00 298168.71 Private Label Collateralized Mortgage Obligations ML-CFC COML MTG TR 2007-6 X 144A 20510312 FLT 2051-03-12 0.286150 473264753.00 32087.16 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2019-03-01 2019-03-01 Y JP MORGAN SECURITIES LLC 1.0000 91 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0324 1000000.00 1000000.00 0.0002 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.960 BRSY44573 MBNUM2BPBDO7JBLYG310 0000315030 BRSY44573 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JPM_14-IV6 2044-08-25 2.815030 1.00 0.94 Private Label Collateralized Mortgage Obligations NSMLT_13-A 2052-12-25 1.951870 518.00 3.61 Private Label Collateralized Mortgage Obligations NRMLT_15-1 2052-05-28 1.639090 2940.00 55.30 Private Label Collateralized Mortgage Obligations ABMT_14-1 2044-07-25 2.000000 264131.00 12924.60 Private Label Collateralized Mortgage Obligations HLA_151R 2027-04-20 4.019000 1149850.00 1151310.63 Asset-Backed Securities CITIGROUP COMMERCIAL MORTGAGE TR 2048-11-10 1.024430 2137774.00 86477.08 Private Label Collateralized Mortgage Obligations WFRBS_14-C24 2047-11-15 3.931000 3458866.00 3457911.06 Private Label Collateralized Mortgage Obligations WFCM_15-LC22 2058-09-15 1.018290 4618077.00 197562.11 Private Label Collateralized Mortgage Obligations CGCMT_15-SHP2 2027-07-15 0.114000 8455700.00 845.57 Private Label Collateralized Mortgage Obligations TRAP_03-3A 2034-01-20 3.376630 22549224.00 3019876.89 Asset-Backed Securities GS MORTGAGE SECURITIES TRUST GSM 54930070360RBP384M53 2048-10-10 1.495670 28912114.00 1891550.55 Private Label Collateralized Mortgage Obligations NRZT_17-1 2057-02-26 1.559860 378738320.00 12116482.23 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2019-02-03 2019-02-03 Y CITIGROUP GLOBAL MARKETS INC 1.0000 65 N Fitch - BR A+ Moody's - BR A2 Standard & Poor's - BR A+ N N 0.0296 20500000.00 20500000.00 0.0041 N N N Y Wells Fargo Securities LLC Wells Fargo Securities LLC 2.340 BRT56D607 VYVVCKR63DVZZN70PB21 0000276523 BRT56D607 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y WORLD OMNI AUTO LEASE 2017-A A-3 20200415 2.13000 2020-04-15 2.130000 1090000.00 1082577.65 Asset-Backed Securities WORLD OMNI AUTO LEASE 2018-B A-3 20211215 3.19000 2021-12-15 3.190000 275000.00 275324.27 Asset-Backed Securities SHELLPOINT CO-ORG TR 2016-1 2A-3 20311025 FLT 2031-10-25 3.000000 17255000.00 11908285.66 Private Label Collateralized Mortgage Obligations SEQUOIA MTG TR 2015-4 B-3 20301125 FLT 2030-11-25 3.195320 1685000.00 1153452.82 Private Label Collateralized Mortgage Obligations SEQUOIA MTG TRUST 2012-1 B-2 20420125 FLT 2042-01-25 4.277410 1754030.00 1169170.07 Private Label Collateralized Mortgage Obligations SANTANDER DRIVE AUTO 2018-1 B 20220715 2.63000 2022-07-15 2.630000 1000000.00 992210.83 Asset-Backed Securities SANTANDER DRIVE AUTO 2018-1 A-3 20210816 2.32000 2021-08-16 2.320000 588000.00 586353.40 Asset-Backed Securities SANTANDER DRIVE AUTO 2017-2 C 20220815 2.79000 2022-08-15 2.790000 800000.00 797646.00 Asset-Backed Securities SANTANDER DRIVE AUTO 2017-1 C 20220516 2.58000 2022-05-16 2.580000 210000.00 208762.05 Asset-Backed Securities PROGRESS RES TR 2018-SFR3 D 20351018 4.42700 2035-10-18 4.427000 4500000.00 4497847.38 Private Label Collateralized Mortgage Obligations NEW RESI MTG TR 2017-3 A-1 20570425 FLT 2057-04-25 4.000000 54855000.00 39638267.00 Private Label Collateralized Mortgage Obligations NATIONSTAR MTG LN TR 2013-A B-4 20521225 FLT 2052-12-25 5.701870 5775000.00 3933079.20 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2013-1 B-4 20430325 FLT 2043-03-25 3.501650 1309000.00 926210.80 Private Label Collateralized Mortgage Obligations GALTON FD MTG TR 2018-1 A43 20571125 FLT 2057-11-25 3.500000 39433.00 28663.58 Private Label Collateralized Mortgage Obligations FLAGSHIP CR AUTO TR 2016-3 C 20220715 2.72000 2022-07-15 2.720000 1585689.00 1571595.92 Asset-Backed Securities FLAGSHIP CR AUTO TR 2016-2 B 20220915 3.84000 2022-09-15 3.840000 1460000.00 1465953.88 Asset-Backed Securities DRIVE AUTO REC TR 2015-D D 20230117 4.59000 2023-01-17 4.590000 1325000.00 1337691.51 Asset-Backed Securities DISCOVER CARD EXE TR 2012-5-6 A20126 20220118 1.67000 2022-01-18 1.670000 5235000.00 5196652.75 Asset-Backed Securities CARMAX AUTO OWNER TR 2018-2 A-2 20210816 2.73000 2021-08-16 2.730000 420000.00 419573.49 Asset-Backed Securities CAPITAL ONE CC TR 2016-3A A 20220415 1.34000 2022-04-15 1.340000 11050000.00 10962244.58 Asset-Backed Securities CAPITAL AUTO RECV ABN 2015-4 D 20210520 3.62000 2021-05-20 3.620000 150000.00 150351.98 Asset-Backed Securities CABELAS CC MSTR TR 2016-I A-1 20220615 1.78000 2022-06-15 1.780000 1186000.00 1178912.07 Asset-Backed Securities AMERICREDIT AUTO RECV 2016-2 C 20211108 2.87000 2021-11-08 2.870000 400000.00 399173.16 Asset-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0234 84000000.00 84000000.00 0.0169 N Y Y N RBC Capital Markets LLC RBC Capital Markets LLC 2.270 BRT591808 549300LCO2FLSSVFFR64 0000050916 BRT591808 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y FREDDIE MAC GOLD 2048-07-01 3.500000 1000.00 961.65 Agency Mortgage-Backed Securities FNMA_18-M12 2025-08-25 2.650000 1194.00 1193.46 Agency Collateralized Mortgage Obligation AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 2020-10-15 7.125000 2000.00 2121.79 Corporate Debt Securities FHLMC_3752 2039-12-15 2.000000 2269.00 272.05 Agency Collateralized Mortgage Obligation FHLMC_4495D 2038-11-15 2.606000 13211.00 5291.42 Agency Collateralized Mortgage Obligation GNMA_16-6 2046-01-20 3.349120 100000.00 6164.19 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-08-01 4.500000 193562.00 194836.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 258671.00 259926.94 Agency Mortgage-Backed Securities MACYS RETAIL HOLDINGS INC 549300JMONK27O4SQQ19 2043-02-15 4.300000 339000.00 243534.78 Corporate Debt Securities BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 2021-05-13 5.000000 525000.00 543596.08 Corporate Debt Securities FHLMC_261 2040-05-15 0.000000 958354.00 88400.61 Agency Collateralized Mortgage Obligation FHLMC_37-27 2025-07-15 2.000000 10990891.00 749630.45 Agency Collateralized Mortgage Obligation Y Fitch - BR NR Moody's - BR P-2 Standard & Poor's - BR A-1+ 2018-12-03 2018-12-03 2018-12-03 N N N 0.0227 2000000.00 2000000.00 0.0004 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.240 BRT5BL5U8 MBNUM2BPBDO7JBLYG310 DM3000000000 BRT5BL5U8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-15 0.125000 12061600.00 12240060.39 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0224 12000000.00 12000000.00 0.0024 N Y Y N BNP Paribas SA BNP Paribas SA 2.290 BRT5BLP44 R0MUWSFPU8MPRO8K5P83 BRT5BLP44 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y EARNEST STUDENT LOAN PROGRAM LLC 2041-01-25 2.720000 1.00 0.45 Asset-Backed Securities PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 2048-02-12 6.350000 1.00 0.83 Corporate Debt Securities PROG_18-SRF3 2035-10-19 4.427000 1.00 1.00 Private Label Collateralized Mortgage Obligations ADAMS OUTDOOR ADVERTISING ADMSO_18-1 2048-11-15 4.810000 2.00 2.03 Asset-Backed Securities CPS AUTO RECEIVABLES TRUST CPS_17-D 2021-03-15 1.870000 2.00 0.70 Asset-Backed Securities STRUCTURED AGENCY CREDIT RISK STACR_18-DNA2 2030-12-25 4.465130 2.00 1.96 Private Label Collateralized Mortgage Obligations METAL CAYMAN METAL_17-1 2042-10-15 6.500000 6.00 5.51 Asset-Backed Securities ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 2023-10-05 3.700000 8.00 8.01 Corporate Debt Securities DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 2020-08-03 2.700000 80.00 79.54 Corporate Debt Securities HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 2049-12-31 6.250000 217.00 208.13 Corporate Debt Securities TELOS_13-4A 2030-01-17 5.848810 793.00 791.07 Asset-Backed Securities TACO BELL FUNDING LLC BELL_18-1 2048-11-25 4.940000 1396.00 1396.38 Asset-Backed Securities BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 2029-03-05 3.970000 2000.00 1938.07 Corporate Debt Securities GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 2020-11-01 5.400000 2000.00 2077.24 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2023-07-24 2.905000 2000.00 1930.30 Corporate Debt Securities WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2024-09-09 3.300000 2000.00 1929.49 Corporate Debt Securities FOCUS_18-1 2048-10-30 5.184000 8635.00 8733.41 Asset-Backed Securities WESTLAKE AUTOMOBILE RECEIVABLES 2022-10-17 3.460000 9753.00 9713.05 Asset-Backed Securities RRAM RRAM_18-3A 2030-01-15 4.236310 10849.00 10702.92 Asset-Backed Securities DEN14_16-1A 2031-10-23 0.000000 11364.00 11358.16 Asset-Backed Securities LM_14-9A 2031-10-20 3.749000 16929.00 16929.68 Asset-Backed Securities CONNECTICUT AVENUE SECURITIES CA 2028-09-25 8.315130 19401.00 22509.96 Private Label Collateralized Mortgage Obligations CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2043-09-13 6.675000 24000.00 28588.73 Corporate Debt Securities DRIVE AUTO RECEIVABLES TRUST DRI 2024-07-15 5.300000 44670.00 45907.73 Asset-Backed Securities STRUCTURED AGENCY CREDIT RISK STACR_18-HQA1 2030-09-25 4.615130 81433.00 80475.17 Private Label Collateralized Mortgage Obligations CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 2024-06-12 4.207000 87792.00 88381.32 Corporate Debt Securities COLOMBIA (REPUBLIC OF) 549300MHDRBVRF6B9117 2019-03-18 7.375000 100000.00 102626.00 Corporate Debt Securities STACR_18-HQA1 2030-09-25 6.665130 117221.00 115841.14 Private Label Collateralized Mortgage Obligations SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 2023-09-14 4.250000 166800.00 165719.51 Corporate Debt Securities CARMAX AUTO OWNER TRUST CARMX_17-4 2023-10-16 2.700000 173087.00 169215.56 Asset-Backed Securities CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 2025-03-19 3.300000 175000.00 160464.21 Corporate Debt Securities EXPORT-IMPORT BANK OF KOREA 549300APVP4R32PI3Y06 2022-11-01 3.000000 200000.00 196037.33 Corporate Debt Securities CAS_17-C06 2030-02-25 3.065130 263380.00 171959.33 Private Label Collateralized Mortgage Obligations BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2024-05-15 3.750000 277000.00 270552.13 Corporate Debt Securities OZLM_18-22A 2031-01-17 5.098810 310575.00 298540.30 Asset-Backed Securities MCMML_18-2A 2030-11-22 4.116130 353374.00 353980.06 Asset-Backed Securities FANNIE MAE FNMA_18-C03 2030-10-25 6.065130 353457.00 344893.41 Private Label Collateralized Mortgage Obligations NORTHWOODS CAPITAL LTD WOODS_18-17A 2031-04-22 3.529000 373923.00 370944.72 Asset-Backed Securities CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 2048-11-15 5.250000 634633.00 635462.25 Corporate Debt Securities CAS_14-C03 2024-07-25 5.215130 659194.00 553966.93 Private Label Collateralized Mortgage Obligations BAT INTL FIN PLC 21380041YBGOQDFAC823 2025-06-15 3.950000 1040000.00 1010541.13 Corporate Debt Securities TOYOTA AUTO RECEIVABLES OWNER TR 2022-01-15 1.420000 2370633.00 2321161.84 Asset-Backed Securities EXPORT-IMPORT BANK OF KOREA 549300APVP4R32PI3Y06 2022-04-11 5.000000 3995000.00 4203281.55 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0229 11000000.00 11000000.00 0.0022 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. Merrill Lynch, Pierce, Fenner & Smith, Inc. 2.890 BRT5CVEP6 8NAV47T0Y26Q87Y0QP81 BRT5CVEP6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2019-11-08 2.851250 12393609.00 12422020.48 Corporate Debt Securities BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2019-11-18 2.572250 27440851.00 27477980.00 Money Market Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2018-12-03 2019-02-03 2019-02-03 Y MERRILL LYNCH PIERCE FENNER & SM 1.0000 65 N Fitch - BR AA- Moody's - BR NR Standard & Poor's - BR A+ N N 0.0289 38000000.00 38000000.00 0.0076 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 2.370 BRT7ER652 ZBUT11V806EZRVTWT807 BRT7ER652 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y WELLS FARGO COML TR 2016-C36 X-D 20591118 FLT 2059-11-18 1.386230 14008427.00 1070000.00 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0237 1000000.00 1000000.00 0.0002 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.310 BRT7G0VZ5 ZBUT11V806EZRVTWT807 0000782124 BRT7G0VZ5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y BARTON CAPITAL SA 549300KOFKIMD0C37W24 2018-12-05 0.000000 1274260.00 1273780.88 Money Market FMC CORP CKDHZ2X64EEBQCSP7013 2018-12-28 0.000000 2334499.00 2329624.57 Money Market GOTHAM FUNDING CORP 549300Z2ZR7VTUMRPR17 2019-03-01 0.000000 4714000.00 4680969.00 Money Market Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0231 8000000.00 8000000.00 0.0016 N Y Y N Credit Suisse Securities USA LLC Credit Suisse Securities USA LLC 2.797 BRT8TNH36 1V8Y6QCX6YMJ2OELII46 BRT8TNH36 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ACCDO_11A 2047-03-15 5.484130 996673.00 375126.53 Asset-Backed Securities STRUCTURED AGENCY CREDIT RISK ST 2027-10-25 11.515130 1007290.00 1329995.34 Private Label Collateralized Mortgage Obligations BSMF_07-AR5 2037-07-25 2.544880 16721000.00 3573392.43 Private Label Collateralized Mortgage Obligations COUNTRYWIDE ALTERNATIVE LOAN TRU 2047-04-25 2.495130 54188640.00 526902.50 Private Label Collateralized Mortgage Obligations Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2018-12-03 2019-01-04 2019-01-04 Y CREDIT SUISSE SECURITIES (USA) L 1.0000 35 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A N N 0.0280 5000000.00 5000000.00 0.0010 N N N Y Barclays Bank plc Barclays Bank plc 2.310 BRTA2SM33 G5GSEF7VJP5I7OUK5573 BRTA2SM33 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y TRANSPORTADORA DE GAS INTERNACIO 529900780HCVLCEM2440 2028-11-01 5.550000 9.00 9.06 Corporate Debt Securities COMCAST CABLE COMMUNICATIONS HOLDINGS INC 2022-11-15 9.455000 352000.00 427447.53 Corporate Debt Securities REGENCY ENERGY PARTNERS LP/REGENCY ENERGY FINANCE CORP 2023-11-01 4.500000 910000.00 905700.25 Corporate Debt Securities ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 2028-09-21 4.500000 1600000.00 1545864.00 Corporate Debt Securities SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 549300XK5HGW68R8K327 2026-09-23 3.200000 2237000.00 2018166.72 Corporate Debt Securities DOWDUPONT INC 5493004JF0SDFLM8GD76 2038-11-15 5.319000 2566638.00 2608180.32 Corporate Debt Securities TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 2037-10-15 6.200000 2767000.00 3023473.23 Corporate Debt Securities SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 2026-06-30 5.875000 2917000.00 3131017.86 Corporate Debt Securities BEST BUY CO INC HL5XPTVRV0O8TUN5LL90 2028-10-01 4.450000 3363983.00 3219436.38 Corporate Debt Securities ANHEUSER-BUSCH INBEV FINANCE INC 5493000EYEKDT0FBSQ91 2043-01-17 4.000000 6041000.00 5080830.03 Corporate Debt Securities CNOOC FINANCE 2015 USA LLC 549300Q3CTIH31RFPO82 2025-05-05 3.500000 8700000.00 8335300.83 Corporate Debt Securities TAKEDA PHARMACEUTICAL CO LTD 549300ZLMVP4X0OGR454 2021-11-26 4.000000 9571437.00 9605362.42 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0231 38000000.00 38000000.00 0.0076 N Y Y N Barclays Bank plc Barclays Bank plc 2.740 G5GSEF7VJP5I7OUK5573 BRTDCCKT6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WALT DISNEY CO 7260JQNI6SCF9FIV2392 2026-07-30 1.850000 11000.00 9685.79 Corporate Debt Securities CVS HEALTH CORP 549300EJG376EN5NQE29 2025-03-25 4.100000 99000.00 98313.21 Corporate Debt Securities VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 2025-05-30 4.125000 139000.00 135832.19 Corporate Debt Securities ANTHEM INC 8MYN82XMYQH89CTMTH67 2023-01-15 3.300000 880000.00 871336.40 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2026-02-25 3.750000 1102000.00 1055667.33 Corporate Debt Securities LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 2025-12-10 4.582000 2450000.00 2371054.19 Corporate Debt Securities SYSCO CORP 5RGWIFLMGH3YS7KWI652 2048-03-15 4.450000 3834000.00 3557916.85 Corporate Debt Securities NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 2027-02-01 3.200000 5861000.00 5550588.42 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2019-03-05 2019-03-05 Y BARCLAYS BANK PLC 1.0000 95 N Fitch - BR A Moody's - BR A2 Standard & Poor's - BR A N N 0.0274 13000000.00 13000000.00 0.0026 N N N Y TD Securities USA LLC TD Securities USA LLC 2.310 BRTECPD97 SUVUFHICNZMP2WKHG940 BRTECPD97 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 2021-04-26 1.875000 3246000.00 3150278.17 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2018-12-03 2018-12-03 2018-12-03 N N N 0.0231 3000000.00 3000000.00 0.0006 N Y Y N Scotia Capital USA, Inc. Scotia Capital USA, Inc. 2.390 BRTEDA4K4 549300BLWPABP1VNME36 DM4000000000 BRTEDA4K4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 2020-04-01 2.700000 2000.00 1982.85 Corporate Debt Securities MANITOBA PROVINCE OF 5493003QILFOB3JRKE30 2019-05-30 1.750000 3000.00 2985.21 Corporate Debt Securities ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 2020-05-21 1.875000 6000.00 5905.85 Corporate Debt Securities ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 2020-04-14 4.400000 9000.00 9217.37 Corporate Debt Securities HOME DEPOT INC QEKMOTMBBKA8I816DO57 2021-04-01 4.400000 12000.00 12369.13 Corporate Debt Securities ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 2021-09-10 2.500000 19000.00 18772.30 Corporate Debt Securities VISA INC 549300JZ4OKEHW3DPJ59 2020-12-14 2.200000 19000.00 18847.89 Corporate Debt Securities MANITOBA PROVINCE OF 5493003QILFOB3JRKE30 2020-11-30 2.050000 128000.00 125488.64 Corporate Debt Securities QUEBEC (PROVINCE OF) 549300WN65YFEQH74Y36 2020-07-29 3.500000 224000.00 228532.39 Corporate Debt Securities CSX CORP 549300JVQR4N1MMP3Q88 2020-10-30 3.700000 993000.00 1000530.25 Corporate Debt Securities ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 2023-10-17 3.400000 3785128.00 3825368.12 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR 2018-12-03 2018-12-03 2018-12-03 N N N 0.0239 5000000.00 5000000.00 0.0010 N Y Y N Barclays Bank plc Barclays Bank plc 2.340 BRTJ6RCK5 G5GSEF7VJP5I7OUK5573 BRTJ6RCK5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y NESTLE HLDGS INC. 549300EAEU8YV8MQXP30 2048-09-24 4.000000 20.00 19.05 Corporate Debt Securities BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 2044-07-15 4.400000 224.00 195.10 Corporate Debt Securities WESTLAKE CHEMICAL CORP GOXNEVUM0LL78B1OS344 2046-08-15 5.000000 199992.00 183213.34 Corporate Debt Securities LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 2025-12-10 4.582000 200000.00 193555.44 Corporate Debt Securities BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 2025-08-15 5.500000 799785.00 844094.42 Corporate Debt Securities EXPRESS SCRIPTS HOLDING CO 5493003UA6VMND084504 2021-11-15 4.750000 1668000.00 1711883.69 Corporate Debt Securities COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 2023-09-26 3.233630 1747902.00 1752618.71 Corporate Debt Securities KENTUCKY UTILITIES COMPANY AGX0G2MXE54NFNNICD28 2043-11-15 4.650000 1958000.00 1998662.77 Corporate Debt Securities LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 2025-05-08 4.450000 2146000.00 2108078.99 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEVELOPME 5493001IPW8ZGQ181Z16 2022-09-13 2.500000 2392313.00 2290633.05 Corporate Debt Securities DOWDUPONT INC 5493004JF0SDFLM8GD76 2048-11-15 5.419000 6055621.00 6172803.66 Corporate Debt Securities AXA EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 2048-04-20 5.000000 6612962.00 5844241.91 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0234 22000000.00 22000000.00 0.0044 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 2.310 BRTK3MYH9 CYYGQCGNHMHPSMRL3R97 BRTK3MYH9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2048-07-23 4.650000 69997.00 67998.17 Corporate Debt Securities BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 2020-10-19 2.625000 487000.00 480985.35 Corporate Debt Securities GOODMAN US FINANCE FOUR LLC 2037-10-15 4.500000 763000.00 709425.96 Corporate Debt Securities SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 2025-04-14 4.250000 850000.00 809718.97 Corporate Debt Securities SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 2028-11-03 3.823000 1953810.00 1735485.90 Corporate Debt Securities BAT CAPITAL CORP 2138005GYEXN7XRHFA84 2027-08-15 3.557000 4054520.00 3698795.00 Corporate Debt Securities BRIGHTHOUSE FINANCIAL INC 5493003T8SZSHOGGAW52 2047-06-22 4.700000 28235000.00 21897591.51 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2018-12-03 2018-12-03 2018-12-03 N N N 0.0231 28000000.00 28000000.00 0.0056 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 2.390 BRTK3N6N5 CYYGQCGNHMHPSMRL3R97 BRTK3N6N5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 2023-12-20 3.004000 509.00 496.36 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2049-12-31 5.375000 203000.00 204113.68 Corporate Debt Securities TEVA PHARMACEUTICAL FINANCE NETH 5493004T21MOAFINJP35 2021-07-21 2.200000 450000.00 420729.00 Corporate Debt Securities PULTE GROUP INC 2033-05-15 6.375000 469000.00 431553.28 Corporate Debt Securities DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 2041-07-15 5.600000 868000.00 830771.48 Corporate Debt Securities NOKIA OYJ 549300A0JPRWG1KI7U06 2027-06-12 4.375000 1039000.00 991784.38 Corporate Debt Securities HESS CORPORATION UASVRYNXNK17ULIGK870 2027-04-01 4.300000 1165000.00 1074406.36 Corporate Debt Securities HCA-THE HEALTHCARE CO L3CJ6J7LJ2DX62FTXD46 2023-05-01 4.750000 2000000.00 2007652.78 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2049-12-31 5.000000 2904000.00 2607146.67 Corporate Debt Securities EMBARQ 2036-06-01 7.995000 25000000.00 24431322.89 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2018-12-03 2018-12-03 2018-12-03 N N N 0.0239 30000000.00 30000000.00 0.0060 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.895 BRTL107X2 7TK5RJIZDFROZCA6XF66 BRTL107X2 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OSCAR_18-1 2025-05-12 3.500000 80000.00 78986.92 Asset-Backed Securities STCR_14-1RA 2031-04-21 4.419000 1200000.00 1185425.40 Asset-Backed Securities OSCAR US FUNDING TRUST OSCAR_17- 2024-05-10 3.300000 1680000.00 1659854.00 Asset-Backed Securities OAKCL_15-1A 2027-10-20 3.819000 2000000.00 1983862.33 Asset-Backed Securities NISSAN AUTO RECEIVABLES OWNER TR 2022-01-17 1.790000 2744000.00 2722305.48 Asset-Backed Securities AMMC_12-11A 2031-04-30 4.420380 3000000.00 2944330.95 Asset-Backed Securities FORD CREDIT AUTO OWNER TRUST FOR 2027-08-15 2.310000 3030000.00 2968547.05 Asset-Backed Securities OAKCL_15-1A 2027-10-20 3.819000 3250000.00 3222346.29 Asset-Backed Securities DRYDEN SENIOR LOAN FUND DRSLF_18-57A 2031-05-15 3.626130 4202848.00 4170276.16 Asset-Backed Securities RRAM RRAM_18-3A 2030-01-15 4.236310 6250000.00 6165846.17 Asset-Backed Securities HERTZ VEHICLE FINANCING LLC 5493004IHDYOZ9K9WF47 2022-03-25 2.950000 26730000.00 26398219.82 Asset-Backed Securities Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2019-01-04 2019-01-04 Y MIZUHO SECURITIES USA LLC 1.0000 35 N Fitch - BR NR Moody's - BR A1 Standard & Poor's - BR A N N 0.0289 50000000.00 50000000.00 0.0100 N N N Y Merrill Lynch, Pierce, Fenner & Smith, Inc. Merrill Lynch, Pierce, Fenner & Smith, Inc. 2.590 8NAV47T0Y26Q87Y0QP81 BRTLP0SL9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2022-09-24 8.000000 187000.00 218260.17 Corporate Debt Securities PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 2022-03-13 5.375000 717000.00 712157.76 Corporate Debt Securities PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 2024-01-18 4.875000 814000.00 765725.73 Corporate Debt Securities CHILE (REPUBLIC OF) 549300FLZTJM5YJF8D34 2028-02-06 3.240000 859654.00 820342.02 Corporate Debt Securities PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 2028-02-12 5.350000 965000.00 852481.00 Corporate Debt Securities PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 2045-01-23 6.375000 1000000.00 827439.58 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2044-03-08 4.750000 1082000.00 963866.64 Corporate Debt Securities URUGUAY (ORIENTAL REPUBLIC OF) 549300RDR012H2V82H43 2045-11-20 4.125000 2109035.00 1816186.70 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2023-10-02 4.000000 2648000.00 2630640.89 Corporate Debt Securities PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 2026-08-04 6.875000 3106000.00 3058020.93 Corporate Debt Securities PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 2047-09-21 6.750000 3671000.00 3084878.96 Corporate Debt Securities Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2018-12-03 2019-01-04 2019-01-04 Y MERRILL LYNCH PIERCE FENNER & SM 1.0000 35 N Fitch - BR AA- Moody's - BR NR Standard & Poor's - BR A+ N N 0.0259 15000000.00 15000000.00 0.0030 N N N Y Barclays Bank plc Barclays Bank plc 2.540 G5GSEF7VJP5I7OUK5573 BRTN5GRC3 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 2023-03-31 6.250000 830000.00 779508.33 Corporate Debt Securities DIGICEL LTD 2023-03-01 6.750000 5860000.00 4829738.75 Corporate Debt Securities DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 2019-11-15 2.750000 10684009.00 10628514.47 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0254 15000000.00 15000000.00 0.0030 N Y Y N Credit Industriel Et Commercial Credit Industriel Et Commercial 2.560 1E3549N N4JDFKKH2FTD8RKFXO39 XS1861132170 BRTK9C934 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 25011891.00 25011891.00 0.0050 N N N N Credit Industriel et Commercial, New York Credit Industriel et Commercial, New York 2.567 22536USQ4 N4JDFKKH2FTD8RKFXO39 US22536USQ49 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-10 2019-02-08 2019-02-08 N N N 0.0241 25009507.75 25009507.75 0.0050 N N N N Credit Industriel et Commercial, New York Credit Industriel et Commercial, New York 2.587 22536UTL4 N4JDFKKH2FTD8RKFXO39 US22536UTL43 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-10 2019-05-08 2019-05-08 N N N 0.0263 39999988.00 39999988.00 0.0080 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 2.550 22845AEZ9 549300LXH4KLRKIKII81 US22845AEZ93 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 34998247.90 34998247.90 0.0070 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 2.730 22845AFQ8 549300LXH4KLRKIKII81 US22845AFQ85 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-02-08 2019-02-08 2019-02-08 N N N 0.0261 35007817.25 35007817.25 0.0070 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 2.770 22845AFT2 549300LXH4KLRKIKII81 US22845AFT25 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-02-21 2019-02-21 2019-02-21 N N N 0.0269 35006427.05 35006427.05 0.0070 N N N N BlackRock Liquidity Funds 2018-12-10 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer