N-MFP2 0000097098 XXXXXXXX 2017-09-30 0000097098 S000001472 7 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 37 80 4899702554.00 4613236138.00 4578938185.00 4547021000.00 4547811610.00 6038620247.00 6273503332.00 6213928404.00 6243560416.00 5534153845.00 0.3249 0.2949 0.2906 0.2926 0.3314 0.4004 0.4011 0.3944 0.4017 0.4032 430070865.30 12976441495.09 3979208000.00 318954471.11 17715989.88 13707750841.62 13702511616.35 0.0140 1.0004 1.0004 1.0004 1.0004 1.0004 C000003898 5000.00 109232963.50 109186952.92 1.0005 1.0005 1.0005 1.0004 1.0004 23709.51 319566.50 50344.96 72397.94 6126260.17 352292.29 180374.04 2392607.43 6968.50 555026.25 6377761.75 3401281.86 0.0112 Y BlackRock Advisors, LLC, Management Fees, 2452.84; C000003899 5000.00 691960070.61 691684633.94 1.0004 1.0004 1.0004 1.0004 1.0004 484602.00 2047110.82 83223.12 1476227.17 69136.90 5373383.24 11280963.54 5610569.59 0.00 2823457.11 11845568.68 15404288.24 0.0072 Y BlackRock Advisors, LLC, Management Fees, 15596.01; C000003900 5000.00 2802732.17 2801624.61 1.0004 1.0004 1.0004 1.0004 1.0004 1851.99 0.00 0.00 12334.50 88550.00 182077.60 0.00 3454.65 0.00 0.00 90401.99 197866.75 0.0082 Y BlackRock Advisors, LLC, Management Fees, 64.35; C000003897 5000.00 116686281.45 116637129.29 1.0005 1.0005 1.0005 1.0004 1.0004 3866579.94 1667524.95 1180746.14 48966.92 3413059.32 638356.65 5085622.62 7935608.34 12943287.91 745053.26 23447361.37 9368891.91 0.0097 Y BlackRock Advisors, LLC, Management Fees, 2399.87; C000003896 3000000.00 12785713150.85 12780846176.96 1.0004 1.0004 1.0004 1.0004 1.0004 1629796905.44 1721147995.74 1669384192.05 1111420421.07 1737779413.03 1613574530.34 1583781907.42 1819432782.64 1079903574.17 2908592410.57 6649977966.05 7841820158.82 0.0122 Y BlackRock Advisors, LLC, Management Fees, 325313.49; C000003903 1.00 1301208.92 1300688.74 1.0004 1.0004 1.0004 1.0004 1.0004 775.19 0.00 0.00 0.00 0.00 568.79 0.00 0.00 730.30 15.80 730.30 584.59 0.0072 Y BlackRock Advisors, LLC, Management Fees, 29.21; BlackRock Investments, LLC, Service/Distribution Fees, 374.25; C000003901 1.00 54434.12 54409.89 1.0005 1.0005 1.0005 1.0005 1.0005 17.68 0.00 0.00 0.00 0.00 0.00 0.00 0.00 16.85 0.00 16.85 0.00 0.0040 Y BlackRock Advisors, LLC, Management Fees, 1.23; BlackRock Investments, LLC, Service/Distribution Fees, 1.50; ASB Finance Ltd. ASB Finance Ltd. 1.706 0020P5HA0 US0020P5HA07 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2017-10-12 2018-02-12 2018-02-12 N Y ASB BANK LTD 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1+ N 0.0133 13218395.65 13218395.65 0.0010 N N N N Norinchukin Bank, New York Norinchukin Bank, New York 1.417 65602UUH9 US65602UUH93 Certificate of Deposit Y Fitch NR Moody's P-1 Standard & Poor's A-1 2017-10-21 2018-02-21 2018-02-21 N N N 0.0138 35003924.20 35003924.20 0.0026 N N N N Alpine Securitization Ltd. Alpine Securitization Ltd. 1.262 02089EXX2 US02089EXX20 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2017-10-31 2017-10-31 2017-10-31 N Y CREDIT SUISSE AG 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0126 99887822.00 99887822.00 0.0073 N N N N European Investment Bank European Investment Bank 1.211 29878RX45 5493006YXS1U5GIHE750 US29878RX457 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-04 2017-10-04 2017-10-04 N N N 0.0121 124978976.25 124978976.25 0.0091 N N Y N European Investment Bank European Investment Bank 1.212 29878RX52 5493006YXS1U5GIHE750 US29878RX523 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-05 2017-10-05 2017-10-05 N N N 0.0121 149969700.00 149969700.00 0.0109 N N Y N Antalis SA Antalis SA 1.206 03664AX37 549300G2LM2ZKZ0X4Y50 US03664AX374 Asset Backed Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-10-03 2017-10-03 2017-10-03 N Y SOCIETE GENERALE SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0121 62991558.00 62991558.00 0.0046 N N Y N Antalis SA Antalis SA 1.279 03664AYH5 549300G2LM2ZKZ0X4Y50 US03664AYH57 Asset Backed Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-17 2017-11-17 2017-11-17 N Y SOCIETE GENERALE SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0128 69878139.80 69878139.80 0.0051 N N N N Old Line Funding LLC Old Line Funding LLC 1.355 67984REG0 5493004QSN8OZAIU2J90 US67984REG02 Asset Backed Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-11 2017-12-11 2017-12-11 N Y ROYAL BANK OF CANADA 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1+ N 0.0132 95007035.70 95007035.70 0.0069 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 1.320 06371ECK1 US06371ECK10 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-10-02 2017-10-02 2017-10-02 N N N 0.0124 50000311.00 50000311.00 0.0036 N Y Y N Bank of Montreal, Chicago Bank of Montreal, Chicago 1.340 06371EJL2 US06371EJL20 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-12-11 2017-12-11 2017-12-11 N N N 0.0129 22002294.16 22002294.16 0.0016 N N N N Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust 1.442 68328HDA9 US68328HDA95 Non-Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2018-04-10 2018-04-10 2018-04-10 N Y ONTARIO TEACHERS PENSION PLAN 1.0000 Fitch NR Moody's NR Standard & Poor's A-1+ N 0.0144 92281043.04 92281043.04 0.0067 N N N N Kells Funding LLC Kells Funding LLC 1.225 48802TXR1 US48802TXR12 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2017-10-27 2017-10-27 2017-10-27 N Y GERMANY (FEDERAL REPUBLIC OF) 1.0000 Fitch F1+ Moody's NR Standard & Poor's A-1+ N 0.0123 39961888.80 39961888.80 0.0029 N N N N Kells Funding LLC Kells Funding LLC 1.246 48802WW38 US48802WW381 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2017-11-14 2017-11-14 2017-11-14 N Y GERMANY (FEDERAL REPUBLIC OF) 1.0000 Fitch F1+ Moody's NR Standard & Poor's A-1+ N 0.0125 29952236.70 29952236.70 0.0022 N N N N Kells Funding LLC Kells Funding LLC 1.248 48802WW79 US48802WW795 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2017-11-16 2017-11-16 2017-11-16 N Y GERMANY (FEDERAL REPUBLIC OF) 1.0000 Fitch F1+ Moody's NR Standard & Poor's A-1+ N 0.0125 139767040.00 139767040.00 0.0102 N N N N Kells Funding LLC Kells Funding LLC 1.419 48802WY36 US48802WY361 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2018-03-12 2018-03-12 2018-03-12 N Y GERMANY (FEDERAL REPUBLIC OF) 1.0000 Fitch F1+ Moody's NR Standard & Poor's A-1+ N 0.0142 84947299.79 84947299.79 0.0062 N N N N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 1.756 06417LCT2 L3I9ZG2KFGXZ61BMYR72 US06417LCT26 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-10-23 2017-11-22 2017-11-22 N N N 0.0123 60046960.80 60046960.80 0.0044 N N N N Kells Funding LLC Kells Funding LLC 1.242 48803TEM2 US48803TEM27 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2017-11-10 2017-11-10 2017-11-10 N Y GERMANY (FEDERAL REPUBLIC OF) 1.0000 Fitch F1+ Moody's NR Standard & Poor's A-1+ N 0.0124 129811630.00 129811630.00 0.0095 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 1.767 06427KHH3 US06427KHH32 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-10-27 2017-11-27 2017-11-27 N N N 0.0124 99085099.41 99085099.41 0.0072 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 1.775 06427KPJ0 US06427KPJ06 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-10-11 2018-01-11 2018-01-11 N N N 0.0131 50067213.50 50067213.50 0.0036 N N N N Oversea-Chinese Banking Corp. Ltd., New York Oversea-Chinese Banking Corp. Ltd., New York 1.454 69033LZT9 US69033LZT96 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-18 2018-07-18 2018-07-18 N N N 0.0143 53010822.07 53010822.07 0.0039 N N N N Oversea-Chinese Banking Corp. Ltd., New York Oversea-Chinese Banking Corp. Ltd., New York 1.510 69033LZV4 US69033LZV43 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-04-18 2018-04-18 2018-04-18 N N N 0.0145 94028896.54 94028896.54 0.0069 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 1.501 69034CBE7 5493007O3QFXCPOGWK22 US69034CBE75 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-12-28 2018-03-28 2018-03-28 N N N 0.0137 100065826.00 100065826.00 0.0073 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 1.435 69034CBY3 5493007O3QFXCPOGWK22 US69034CBY30 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-10 2018-05-10 2018-05-10 N N N 0.0140 50010299.50 50010299.50 0.0036 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 1.420 XS1690123853 BRTCS0KC4 Certificate of Deposit Y Fitch F1 Moody's (P)P-1 Standard & Poor's A-1 2017-12-21 2017-12-21 2017-12-21 N N N 0.0142 74755947.00 74755947.00 0.0055 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 1.422 69034CCG1 5493007O3QFXCPOGWK22 US69034CCG15 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-10 2018-06-08 2018-06-08 N N N 0.0141 76005389.92 76005389.92 0.0055 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 1.427 69034CCL0 5493007O3QFXCPOGWK22 US69034CCL00 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-16 2018-06-14 2018-06-14 N N N 0.0141 52002758.60 52002758.60 0.0038 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 1.424 69034CCM8 5493007O3QFXCPOGWK22 US69034CCM82 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-16 2018-06-15 2018-06-15 N N N 0.0141 52002724.28 52002724.28 0.0038 N N N N Banque et Caisse d'Epargne de l'Etat Banque et Caisse d'Epargne de l'Etat 1.378 0667K1D65 R7CQUF1DQM73HUTV1078 US0667K1D656 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2018-04-06 2018-04-06 2018-04-06 N N N 0.0138 28790199.50 28790199.50 0.0021 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 1.456 69034CCV8 5493007O3QFXCPOGWK22 US69034CCV81 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-07-13 2018-07-13 2018-07-13 N N N 0.0142 54012568.50 54012568.50 0.0039 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 1.442 69034CDA3 5493007O3QFXCPOGWK22 US69034CDA36 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-06 2018-09-06 2018-09-06 N N N 0.0141 90018427.50 90018427.50 0.0066 N N N N Landesbank Hessen-Thueringen Landesbank Hessen-Thueringen 1.307 51489GZT7 ZUHK7JXNDU6FLQ1O6482 US51489GZT74 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-12-27 2017-12-27 2017-12-27 N N N 0.0131 149515321.50 149515321.50 0.0109 N N N N Wells Fargo Bank NA Wells Fargo Bank NA 1.724 94989RAA6 KB1H1DSPRFMYMCUFXT09 US94989RAA68 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-16 2017-10-16 2017-10-16 N N N 0.0117 200051524.00 200051524.00 0.0146 N N N N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 1.206 08224LX35 US08224LX353 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2017-10-03 2017-10-03 2017-10-03 N Y SOCIETE GENERALE SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0121 99986600.00 99986600.00 0.0073 N N Y N Liberty Street Funding LLC Liberty Street Funding LLC 1.275 53127TYD9 549300F33VRHM10B9391 US53127TYD98 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2017-11-13 2017-11-13 2017-11-13 N Y BANK OF NOVA SCOTIA 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1 N 0.0128 17971312.50 17971312.50 0.0013 N N N N LMA SA LMA SA 1.271 53944QY95 US53944QY951 Asset Backed Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-09 2017-11-09 2017-11-09 N Y CREDIT AGRICOLE CORPORATE AND IN 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0127 39942098.80 39942098.80 0.0029 N N N N Wells Fargo Bank NA Wells Fargo Bank NA 1.367 94989RLN6 KB1H1DSPRFMYMCUFXT09 US94989RLN60 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-24 2017-12-20 2017-12-20 N N N 0.0127 100020510.00 100020510.00 0.0073 N N N N Wells Fargo Bank NA Wells Fargo Bank NA 1.600 94989RPD4 KB1H1DSPRFMYMCUFXT09 US94989RPD43 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-07-27 2018-07-27 2018-07-27 N N N 0.0151 73054683.57 73054683.57 0.0053 N N N N Wells Fargo Bank NA Wells Fargo Bank NA 1.456 94989RQJ0 KB1H1DSPRFMYMCUFXT09 US94989RQJ04 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-13 2018-10-15 2018-10-15 N N N 0.0145 69998037.90 69998037.90 0.0051 N N N N Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 1.718 96122JDY2 US96122JDY29 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2017-10-26 2018-01-26 2018-01-26 N N N 0.0133 35044423.75 35044423.75 0.0026 N N N N Westpac Banking Corp. Westpac Banking Corp. 1.490 9612C1GL5 EN5TNI6CI43VEPAMHL14 US9612C1GL51 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-07-20 2018-07-20 2018-07-20 N N N 0.0149 21485338.82 21485338.82 0.0016 N N N N Westpac Banking Corp. Westpac Banking Corp. 1.657 9612C4UD1 EN5TNI6CI43VEPAMHL14 US9612C4UD19 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-20 2017-10-20 2017-10-20 N N N 0.0118 60016558.20 60016558.20 0.0044 N N N N Westpac Banking Corp. Westpac Banking Corp. 1.737 9612C4UJ8 EN5TNI6CI43VEPAMHL14 US9612C4UJ88 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-23 2017-11-21 2017-11-21 N N N 0.0123 25018567.25 25018567.25 0.0018 N N N N Westpac Banking Corp. Westpac Banking Corp. 1.675 9612C4VE8 EN5TNI6CI43VEPAMHL14 US9612C4VE82 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-10 2018-02-09 2018-02-09 N N N 0.0133 125155786.25 125155786.25 0.0091 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 1.209 76582JX58 US76582JX587 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2017-10-05 2017-10-05 2017-10-05 N Y BNP PARIBAS SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0121 97980253.00 97980253.00 0.0071 N N Y N Westpac Banking Corp. Westpac Banking Corp. 1.554 9612C4VM0 EN5TNI6CI43VEPAMHL14 US9612C4VM09 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-16 2018-03-15 2018-03-15 N N N 0.0134 50049094.50 50049094.50 0.0036 N N N N Westpac Banking Corp. Westpac Banking Corp. 1.466 9612C4VV0 EN5TNI6CI43VEPAMHL14 US9612C4VV08 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-13 2018-04-13 2018-04-13 N N N 0.0135 123073657.32 123073657.32 0.0090 N N N N Westpac Banking Corp. Westpac Banking Corp. 1.425 9612C4WX5 EN5TNI6CI43VEPAMHL14 US9612C4WX54 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-11 2018-09-06 2018-09-06 N N N 0.0142 105000254.10 105000254.10 0.0077 N N N N Westpac Banking Corp. Westpac Banking Corp. 1.427 9612C4WZ0 EN5TNI6CI43VEPAMHL14 US9612C4WZ03 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-16 2018-09-14 2018-09-14 N N N 0.0142 64999006.80 64999006.80 0.0047 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 1.276 55607KX43 4ZHCHI4KYZG2WVRT8631 US55607KX437 Financial Company Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-10-04 2017-10-04 2017-10-04 N N N 0.0128 99982278.00 99982278.00 0.0073 N N Y N Macquarie Bank Ltd. Macquarie Bank Ltd. 1.361 55607KZB5 4ZHCHI4KYZG2WVRT8631 US55607KZB50 Financial Company Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-12-11 2017-12-11 2017-12-11 N N N 0.0136 49862009.50 49862009.50 0.0036 N N N N Matchpoint Finance plc Matchpoint Finance plc 1.285 57666AX23 635400YCKMVA7GIA6Q33 US57666AX234 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2017-10-02 2017-10-02 2017-10-02 N Y BNP PARIBAS SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0129 307967019.36 307967019.36 0.0225 N Y Y N Matchpoint Finance plc Matchpoint Finance plc 1.442 57666BA42 635400YCKMVA7GIA6Q33 US57666BA420 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2018-01-04 2018-01-04 2018-01-04 N Y BNP PARIBAS SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0144 13945604.54 13945604.54 0.0010 N N N N Starbird Funding Corp. Starbird Funding Corp. 1.205 85520LX26 549300A8DDPP6QJBB522 US85520LX269 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2017-10-02 2017-10-02 2017-10-02 N Y BNP PARIBAS SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0121 198980016.42 198980016.42 0.0145 N Y Y N Starbird Funding Corp. Starbird Funding Corp. 1.360 85520MA37 549300A8DDPP6QJBB522 US85520MA372 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2018-01-03 2018-01-03 2018-01-03 N Y BNP PARIBAS SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0136 28894826.57 28894826.57 0.0021 N N N N Starbird Funding Corp. Starbird Funding Corp. 1.362 85520MA45 549300A8DDPP6QJBB522 US85520MA455 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2018-01-04 2018-01-04 2018-01-04 N Y BNP PARIBAS SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0136 28893574.93 28893574.93 0.0021 N N N N State of the Netherlands State of the Netherlands 1.208 85730LX55 254900G14ALGVKORFN62 US85730LX553 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-05 2017-10-05 2017-10-05 N N N 0.0121 149969800.50 149969800.50 0.0109 N N Y N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 1.448 86563YN82 US86563YN825 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-10-26 2018-04-26 2018-04-26 N N N 0.0145 99943987.00 99943987.00 0.0073 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 1.714 ZBUT11V806EZRVTWT807 BRSPW5A15 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MASHANTUCKET WESTERN PEQUOT TRIB 549300G9L0I436CFM593 2026-07-01 0.000000 54616313.00 11221832.11 Other Instrument MUNITAX CWHEL_05-C 2035-07-15 1.414440 75000000.00 2797543.16 Asset-Backed Securities COUNTRYWIDE HOME EQUITY LOAN TRU 2036-07-15 1.374440 93900000.00 6029554.55 Asset-Backed Securities IGENE BIOTECHNOLOGY INC 2019-03-31 8.000000 396.00 401.49 Corporate Debt Securities ENERGY FUTURE HOLDINGS CORP 549300X5X81JXQ093E23 2017-11-01 11.250000 1076.00 472.43 Corporate Debt Securities TWPT_17-3 2057-07-25 3.000000 1093.00 1089.53 Asset-Backed Securities JACK COOPER HOLDINGS CORP 2020-06-01 9.250000 2000.00 1074.47 Corporate Debt Securities SRFC_16-3A 2033-10-20 2.430000 15000.00 8360.49 Asset-Backed Securities CLAIRES STORES INC 2019-03-15 8.875000 45000.00 4542.81 Corporate Debt Securities REX ENERGY CORP 549300WNUD6RTYN7CJ08 2020-12-01 8.875000 45000.00 21025.16 Corporate Debt Securities COMPAGNIE GENERALE DE GEOPHYSIQUE-VERITAS 969500FCVQ5SLAAUJV59 2022-01-15 6.875000 49000.00 23501.29 Corporate Debt Securities INTELSAT LUXEMBOURG SA 2018-06-01 6.750000 50000.00 49418.75 Corporate Debt Securities TECHNIPFMC PLC 549300D5I93QWCJTCK36 2017-10-01 2.000000 50000.00 50500.00 Corporate Debt Securities MIDCONTINENT COMMUNICATIONS INVE 2023-08-15 6.875000 50000.00 54241.32 Corporate Debt Securities MILLAR WESTERN FOREST PRODUCTS LTD M56L1JQF3IRELF423Z85 2022-05-01 9.000000 51000.00 52887.00 Corporate Debt Securities STACR_17-HQA2 2029-12-25 3.887220 75000.00 75073.63 Private Label Collateralized Mortgage Obligations TOWD POINT MORTGAGE TRUST TPMT_1 2056-10-25 3.750000 85000.00 85793.82 Asset-Backed Securities GMHE_04-HE3 2034-10-25 1.737220 103000.00 10335.39 Asset-Backed Securities CONCORDIA INTERNATIONAL CORP 549300WZSXRSISJ4VI31 2023-04-15 7.000000 150000.00 29158.33 Corporate Debt Securities TYCO INTERNATIONAL FINANCE SA 3T0IJ5FZFENH4BUK1P17 2026-02-14 3.900000 210000.00 223155.47 Corporate Debt Securities BOART LONGYEAR MANAGEMENT PTY LTD 2022-12-31 10.000000 309414.00 271682.69 Corporate Debt Securities JPMST_07-A 2039-06-28 1.663890 565000.00 304996.42 Asset-Backed Securities PPSI_04-WWF1 2034-12-25 2.347220 728176.00 180374.38 Asset-Backed Securities INDYMAC RESIDENTIAL ASSET BACKED TRUST INABS_07-H1 2037-07-25 1.397220 1025000.00 106606.51 Asset-Backed Securities NINE WEST HOLDINGS INC E6MUUR0XQG8KL3PPCV05 2019-03-15 8.250000 1039000.00 190353.46 Corporate Debt Securities GOODRICH PETRO 5493000G2GU65EVWSF15 2019-08-30 13.500000 1059078.00 1127953.73 Corporate Debt Securities HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 2017-10-05 3.040720 1150000.00 1158331.00 Corporate Debt Securities PREFTS_20 2038-03-22 2.470000 1375000.00 756595.95 Asset-Backed Securities PRFTSC_24 2037-03-22 1.900000 1464000.00 759422.01 Asset-Backed Securities PREFTS_24 2037-03-22 2.370000 1512000.00 899813.26 Asset-Backed Securities SEADRILL LTD 213800LZ4WWG15NAC829 2020-09-15 6.625000 1750000.00 310758.69 Corporate Debt Securities GALL_12-1A 2023-10-16 5.803610 1799000.00 1828642.53 Asset-Backed Securities MASHANTUCKET WESTERN PEQUOT TRIB 549300G9L0I436CFM593 2036-07-01 6.500000 2049451.00 76484.37 Other Instrument MUNITAX WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_12-C6 2045-04-15 5.766220 2055000.00 2234949.88 Private Label Collateralized Mortgage Obligations HEMO_12-1 2026-01-26 2.067220 3220000.00 1300150.82 Asset-Backed Securities SLMA_06-1 2027-01-25 1.514440 3453551.00 3332255.87 Asset-Backed Securities NINE WEST HOLDINGS INC E6MUUR0XQG8KL3PPCV05 2034-11-15 6.125000 3855000.00 704688.64 Corporate Debt Securities COMPAGNIE GENERALE DE GEOPHYSIQUE-VERITAS 969500FCVQ5SLAAUJV59 2021-06-01 6.500000 4455000.00 2110803.71 Corporate Debt Securities PRETSL_24 2037-03-22 2.370000 4675000.00 2311023.21 Asset-Backed Securities PREFTS_17 2035-06-23 3.521110 4758000.00 2290051.19 Asset-Backed Securities IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 2021-02-01 14.000000 4805437.00 781150.50 Corporate Debt Securities PREFTS_28 2038-03-22 3.070000 5226000.00 1728678.39 Asset-Backed Securities RFMSI_05-EM3 2035-09-25 1.927220 8500000.00 8138438.25 Asset-Backed Securities UNITED MERCHANTS 2022-03-31 3.500000 8870000.00 390096.67 Corporate Debt Securities EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 2022-04-30 11.000000 9744569.00 8655072.02 Corporate Debt Securities WALTER INVESTMENT MANAGEMENT COR Z4TM9IUZR644E7BFXU45 2021-12-15 7.875000 10350000.00 5766244.08 Corporate Debt Securities SLMA_06-3 2027-01-25 1.514440 13874536.00 12687009.43 Asset-Backed Securities SEVENTY SEVEN ENERGY INC (OLD) 2022-07-15 0.000000 15037000.00 1484195.17 Corporate Debt Securities LEHMAN BROTHERS HOLDINGS INC 549300FDK6ZP3YIHRJ47 2049-12-31 0.000000 18680000.00 1628273.48 Corporate Debt Securities SLMA_04-B 2033-09-15 1.790000 18759000.00 7362481.74 Asset-Backed Securities LEHMAN BROTHERS INC 2026-08-01 0.000000 27145000.00 887867.77 Corporate Debt Securities INTELSAT LUXEMBOURG SA 2023-06-01 8.125000 33530000.00 21933044.25 Corporate Debt Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-10-02 2017-12-29 2017-12-29 Y JP MORGAN SECURITIES LLC 1.0000 91 N Fitch AA- Moody's A1 Standard & Poor's A+ N N 0.0171 100000000.00 100000000.00 0.0073 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 1.834 ZBUT11V806EZRVTWT807 BRSQZVX26 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CAS_17-C06 2030-02-25 4.037220 44137000.00 44641334.43 Private Label Collateralized Mortgage Obligations WFRBS_14-C22 2047-09-10 1.157910 31611000.00 1815580.92 Private Label Collateralized Mortgage Obligations STACR_17-HQA2 2029-12-25 3.887220 26799000.00 26825308.27 Private Label Collateralized Mortgage Obligations JPMBB_14-C23 2047-09-15 1.242580 15251000.00 994355.22 Private Label Collateralized Mortgage Obligations TPMT_15-6 2055-04-25 3.932500 10730000.00 9966733.77 Private Label Collateralized Mortgage Obligations WFRBS_13-C15 5493003CHVRASC16O965 2046-08-15 4.628130 11070000.00 6876413.75 Private Label Collateralized Mortgage Obligations JPMBB_14-C23 2047-09-11 3.364000 11526000.00 6412591.01 Private Label Collateralized Mortgage Obligations JPMBB COMMERCIAL MORTGAGE SECURI 2047-01-17 3.867000 6600000.00 3444622.99 Private Label Collateralized Mortgage Obligations STACR_16-HQA4 2029-04-25 5.137220 3973000.00 4308689.43 Private Label Collateralized Mortgage Obligations STRUCTURED AGENCY CREDIT RISK ST 2028-12-25 6.237220 4363000.00 4974162.17 Private Label Collateralized Mortgage Obligations TWPT_15-2 2057-11-25 4.240800 2327410.00 2431805.42 Private Label Collateralized Mortgage Obligations STACR_17-HQA1 2029-08-25 4.787220 2128000.00 2235105.63 Private Label Collateralized Mortgage Obligations Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-10-02 2017-12-29 2017-12-29 Y JP MORGAN SECURITIES LLC 1.0000 91 N Fitch AA- Moody's A1 Standard & Poor's A+ N N 0.0183 100000000.00 100000000.00 0.0073 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 1.719 MBNUM2BPBDO7JBLYG310 0000315030 BRSY44573 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MSM_04-3 2019-05-25 0.000000 1.00 0.02 Private Label Collateralized Mortgage Obligations GSMS_14-GC24 2047-09-10 4.662190 32000.00 32247.10 Private Label Collateralized Mortgage Obligations BBCMS_17-DELC 2024-08-15 2.437000 37000.00 37034.16 Private Label Collateralized Mortgage Obligations BBCMS_17-DELC 2036-08-15 2.937000 42000.00 42021.65 Private Label Collateralized Mortgage Obligations LEHMAN BROTHERS SMALL BALANCE COMMERCIAL LBSBC_06-1A 2031-04-25 1.547220 150000.00 133079.14 Asset-Backed Securities UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST UBSBB_13-C5 2046-03-10 4.218740 190000.00 192757.05 Private Label Collateralized Mortgage Obligations LB-UBS COMMERCIAL MORTGAGE TRUST LBUBS_07-C6 2040-07-15 6.114000 260000.00 80033.76 Private Label Collateralized Mortgage Obligations BOMFT_16-SPL2 2053-06-28 4.750000 283050.00 275166.48 Asset-Backed Securities CWHL_04-8 2019-06-25 4.500000 300000.00 2193.37 Private Label Collateralized Mortgage Obligations JPMCC_11-C5 2046-08-15 5.588020 304000.00 306799.91 Private Label Collateralized Mortgage Obligations NRZT_16-1A 2056-03-25 5.527090 327000.00 327985.58 Private Label Collateralized Mortgage Obligations NWR_16-1 2056-03-25 4.800000 378000.00 370707.65 Private Label Collateralized Mortgage Obligations NRZT_16-3A 2056-09-25 4.000000 431000.00 409313.75 Private Label Collateralized Mortgage Obligations SDAR_14-1 2021-05-17 3.920000 515062.00 522967.50 Asset-Backed Securities NWR_16-2 2035-11-25 4.800000 565000.00 543071.79 Private Label Collateralized Mortgage Obligations CML_15-6 2047-05-20 1.440600 600000.00 255615.23 Private Label Collateralized Mortgage Obligations NRZT_16-3A 2056-09-25 4.250000 717000.00 700808.38 Private Label Collateralized Mortgage Obligations BSCMS_05-PWR9 2042-09-11 5.074000 1324000.00 1350711.97 Private Label Collateralized Mortgage Obligations DBUBS_11-LC3A 2044-08-10 5.518230 1438000.00 1489512.57 Private Label Collateralized Mortgage Obligations ABMT_14-1 2044-07-25 3.897850 1472000.00 1341780.59 Private Label Collateralized Mortgage Obligations CITIGROUP COMMERCIAL MORTGAGE T 2048-09-15 4.485360 1500000.00 1547029.36 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE 2058-09-15 4.692510 1500000.00 1294447.75 Private Label Collateralized Mortgage Obligations COMM_10-C1 2046-07-10 6.323930 2170000.00 2307137.34 Private Label Collateralized Mortgage Obligations WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C18 2046-12-15 4.815790 2418000.00 2207739.69 Private Label Collateralized Mortgage Obligations CHICAGO SKYSCRAPER TRUST CST_17- 2030-02-15 3.485000 2449000.00 2476752.03 Private Label Collateralized Mortgage Obligations JPMDB COMMERCIAL MORTGAGE SECURI 2049-12-15 3.224150 2500000.00 1938999.09 Private Label Collateralized Mortgage Obligations JPMCC_14-FL6 2031-11-15 5.484440 2574000.00 2422963.44 Private Label Collateralized Mortgage Obligations JPMCC_16-JP2 2049-08-15 3.947732 2619000.00 2197412.06 Private Label Collateralized Mortgage Obligations CMLTI_14-J1 2044-06-25 3.675450 2725000.00 2493703.88 Private Label Collateralized Mortgage Obligations JPMCC_14-FL4 2030-12-15 4.334440 2750000.00 2817177.67 Private Label Collateralized Mortgage Obligations COLD STORAGE TRUST COLD_17-ICE3 2036-04-15 3.335000 3000000.00 3020748.08 Private Label Collateralized Mortgage Obligations AGBY_13-1 2043-07-25 3.602560 3473000.00 2914818.29 Private Label Collateralized Mortgage Obligations JPMMT_14-IVR6 2044-07-25 2.855770 3589782.00 3398286.14 Private Label Collateralized Mortgage Obligations CGCMT_17-P8 2050-09-15 0.000000 3620000.00 3635566.00 Private Label Collateralized Mortgage Obligations CITIGROUP COMMERCIAL MORTGAGE TR 2049-02-10 4.916400 4000000.00 4173916.67 Private Label Collateralized Mortgage Obligations WFCG_15-BXRP 2029-11-15 3.805000 4160000.00 3345098.71 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST GSM 2031-07-15 7.184440 4540000.00 4559805.07 Private Label Collateralized Mortgage Obligations CGCMT_17-P7 2050-04-14 3.250000 4659000.00 3807153.87 Private Label Collateralized Mortgage Obligations MSBAM_13-C7 2046-02-15 4.397600 4660000.00 4405803.89 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_15-SG 2036-07-15 5.735000 4895000.00 4960913.32 Private Label Collateralized Mortgage Obligations CGBAM_16-IMC 2021-11-15 5.185000 5000000.00 5018536.36 Private Label Collateralized Mortgage Obligations COMM_14-CR21 2047-12-10 4.063630 5000000.00 4256022.47 Private Label Collateralized Mortgage Obligations COMM MORTGAGE TRUST COMM_15-LC23 2048-10-10 3.800730 5000000.00 3749389.57 Private Label Collateralized Mortgage Obligations CSMC_10-UD1 2049-12-16 6.432940 5000000.00 198911.21 Private Label Collateralized Mortgage Obligations WF-RBS COMMERCIAL MORTGAGE TRUST 2044-11-15 5.861130 5000000.00 5126552.15 Private Label Collateralized Mortgage Obligations MSBAM_15-C21 2048-03-15 4.299770 5500000.00 4472006.74 Private Label Collateralized Mortgage Obligations JPMDB_16-C2 2049-06-15 3.556290 5524000.00 4562398.11 Private Label Collateralized Mortgage Obligations JPMMT_14-IVR6 2044-07-25 2.855770 5565600.00 5194389.63 Private Label Collateralized Mortgage Obligations CGCMT_15-GC29 2048-04-10 3.110000 5989000.00 4394169.96 Private Label Collateralized Mortgage Obligations MSCCG_16-SNR 2034-11-15 6.550000 6000000.00 6107863.33 Private Label Collateralized Mortgage Obligations WFCMT_16-C33 2059-03-17 3.123000 6000000.00 4639454.40 Private Label Collateralized Mortgage Obligations CMLTI_15-RP2 2053-01-25 4.250000 6024000.00 5605330.97 Private Label Collateralized Mortgage Obligations HPLY_17-HIT 2030-05-08 3.382220 6071000.00 6081093.41 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST 2049-05-10 2.753000 6500000.00 5077990.92 Private Label Collateralized Mortgage Obligations MSC_16-UBS9 2049-03-15 3.000000 6664000.00 5333392.24 Private Label Collateralized Mortgage Obligations CGCMT_15-P1 2048-09-15 3.225000 7116000.00 5772730.94 Private Label Collateralized Mortgage Obligations LBSBC_05-2A 2030-09-25 5.520000 14550000.00 250905.27 Private Label Collateralized Mortgage Obligations DRIVE_16-AA 2023-05-15 4.850000 40000000.00 40857552.45 Asset-Backed Securities RAST_03-A9 2033-08-25 6.212780 108612255.00 1278652.94 Private Label Collateralized Mortgage Obligations SAMI_05-A1 2035-04-19 1.730000 211745300.00 398377.00 Private Label Collateralized Mortgage Obligations Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-10-02 2017-12-03 2017-12-03 Y CITIGROUP GLOBAL MARKETS INC 1.0000 65 N Fitch A+ Moody's A2 Standard & Poor's A+ N N 0.0172 174500000.00 174500000.00 0.0127 N N N Y Wells Fargo Securities LLC Wells Fargo Securities LLC 1.310 VYVVCKR63DVZZN70PB21 0000276523 BRT56D607 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C13 2045-05-15 3.910000 40000.00 40321.86 Private Label Collateralized Mortgage Obligations WFCM_14-TISH 2027-01-15 3.985000 54000.00 54107.26 Private Label Collateralized Mortgage Obligations WFCM_14-TISH 2027-02-15 3.485000 62000.00 62040.86 Private Label Collateralized Mortgage Obligations WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C12 2048-03-15 3.863000 85000.00 87447.26 Private Label Collateralized Mortgage Obligations GSMS_12-BWTR 2034-11-05 3.255000 122000.00 124695.57 Private Label Collateralized Mortgage Obligations BBCCRE_15-GTP 2033-08-10 4.216000 141000.00 140715.87 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE 2048-05-15 3.406000 150000.00 151763.81 Private Label Collateralized Mortgage Obligations BANC OF AMERICA COMMERCIAL MORTGAGE INC BACM_08-1 2051-02-10 6.552130 222000.00 224319.51 Private Label Collateralized Mortgage Obligations WF-RBS COMMERCIAL MORTGAGE TRUST 549300GADFYEKC4OLM57 2046-06-15 3.841000 240000.00 243993.43 Private Label Collateralized Mortgage Obligations GSMS_14-GC24 2047-09-10 4.662190 278000.00 280146.72 Private Label Collateralized Mortgage Obligations CCMT_13-375P 2035-05-10 3.634830 300000.00 304296.95 Private Label Collateralized Mortgage Obligations SEMT_17-5 2047-08-25 3.500000 310000.00 307680.80 Private Label Collateralized Mortgage Obligations SEQUOIA MORTGAGE TRUST SEMT_17-5 2047-08-25 3.500000 448000.00 447783.90 Private Label Collateralized Mortgage Obligations BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC BSCMS_07-PW18 2050-06-11 6.084000 471000.00 473290.28 Private Label Collateralized Mortgage Obligations TRICON AMERICAN HOMES TAH_16-SFR 2033-11-17 3.886000 770000.00 782990.85 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE 2049-12-31 4.118000 1000000.00 990387.54 Private Label Collateralized Mortgage Obligations WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_11-C2 2044-02-15 5.788060 1149000.00 1168384.34 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE 2048-05-15 3.658000 1180000.00 1195731.95 Private Label Collateralized Mortgage Obligations CITIGROUP COMMERCIAL MORTGAGE TR 2049-07-10 4.133560 2000000.00 1982511.81 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE 549300MZIB10PDVAE312 2048-07-15 4.176000 2265000.00 2299889.83 Private Label Collateralized Mortgage Obligations GFMT_17-1 2056-07-25 3.950000 2700000.00 2683825.73 Private Label Collateralized Mortgage Obligations FSMT_17-1 2047-03-25 3.704440 3250000.00 3290771.00 Private Label Collateralized Mortgage Obligations MORGAN STANLEY BAML TRUST MSBAM_ 549300PFVBG5704L7K74 2046-05-15 4.185570 4000000.00 4013830.08 Private Label Collateralized Mortgage Obligations AMERICAN TOWER TRUST I AMT_13 2043-03-15 1.551000 4013000.00 4008043.41 Asset-Backed Securities WFRR_11-RR1 2047-09-17 4.808740 4943228.00 5089334.53 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST GSM 2049-10-10 4.123510 5604000.00 5685384.63 Private Label Collateralized Mortgage Obligations SBA CMBS TRUST SBAC_13-1 2043-04-15 2.240000 6150000.00 6152918.72 Asset-Backed Securities RBSR_10-2 2045-07-26 3.165950 6250000.00 6283531.43 Private Label Collateralized Mortgage Obligations LNSTR_14-2 2041-01-20 5.014220 6500000.00 6527254.21 Private Label Collateralized Mortgage Obligations BXHTL MORTGAGE TRUST BXHTL_15-JW 2029-05-15 3.384000 8000000.00 8020466.31 Private Label Collateralized Mortgage Obligations WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_12-C10 2045-12-15 4.528000 16831839.00 16630991.18 Private Label Collateralized Mortgage Obligations IMTT_17-APTS 2034-06-15 3.613000 17000000.00 17183443.86 Private Label Collateralized Mortgage Obligations WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C11 2045-03-15 4.292650 20248000.00 20767704.68 Private Label Collateralized Mortgage Obligations Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-10-02 2017-10-02 2017-10-02 N N N 0.0131 110000000.00 110000000.00 0.0080 N Y Y N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 1.431 86563YZK2 US86563YZK27 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-10-05 2018-02-05 2018-02-05 N N N 0.0139 50008706.50 50008706.50 0.0036 N N N N RBC Capital Markets LLC RBC Capital Markets LLC 1.240 549300LCO2FLSSVFFR64 0000050916 BRT591808 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-09-01 3.000000 1000.00 529.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-12-01 5.500000 1036.00 0.45 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-09-01 3.500000 1370.00 1414.50 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-11-01 5.500000 2000.00 60.70 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-11-01 3.000000 2000.00 1263.51 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-09-01 4.000000 2904.00 3062.78 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-10-01 4.000000 5537.00 5852.82 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2039-09-01 5.000000 6000.00 766.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 6225.00 6548.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 3.000000 6378.00 6309.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-03-01 2.349000 7264.00 4972.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-02-01 3.500000 7824.00 7450.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2017-11-01 6.000000 8303.00 0.02 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-07-01 5.500000 11000.00 701.14 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-08-01 3.500000 17000.00 11496.54 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-08-01 4.000000 17984.00 18987.81 Agency Mortgage-Backed Securities FNMA_11-127B 2041-08-25 3.500000 19500.00 3841.67 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 20446.00 17054.25 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-05-01 3.500000 25006.00 25326.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-05-01 4.500000 25183.00 10233.16 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-01-01 3.500000 28250.00 10269.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-05-01 3.000000 29799.00 26505.19 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2040-08-01 4.500000 30000.00 4783.32 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-03-01 3.500000 30000.00 13841.68 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-09-01 4.500000 31748.00 27073.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-12-01 3.500000 32907.00 3070.35 Agency Mortgage-Backed Securities FNMA_12-69 2042-07-25 3.000000 34400.00 32542.24 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2043-06-01 3.000000 35000.00 24040.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-03-01 2.500000 35369.00 26210.04 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-06-01 3.500000 40000.00 18977.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-04-01 4.500000 40772.00 23315.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-03-01 5.000000 42211.00 43632.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-07-01 4.000000 43641.00 15368.32 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-04-01 3.000000 47141.00 29390.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-06-01 6.500000 48500.00 452.94 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-03-01 4.500000 50000.00 15112.08 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-05-01 4.000000 50824.00 41800.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-07-01 4.000000 52879.00 34078.57 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-03-01 5.000000 52919.00 2289.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 3.000000 59765.00 58322.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-10-01 4.500000 71092.00 15770.72 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-02-01 4.500000 74302.00 55598.50 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-07-01 4.000000 74400.00 69222.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-03-01 3.500000 76755.00 51761.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-04-01 9.500000 81800.00 270.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-04-01 3.000000 81967.00 81156.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-10-01 4.000000 82751.00 70227.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-10-01 4.000000 89407.00 75658.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-02-01 3.200000 93931.00 97023.56 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-05-01 3.500000 100000.00 87683.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.500000 107051.00 112233.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-12-01 5.500000 107860.00 6617.94 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-06-01 5.000000 110692.00 66224.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-12-01 4.500000 110839.00 106349.76 Agency Mortgage-Backed Securities FNMA_13-67F 2043-07-25 2.500000 112000.00 86941.64 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-11-01 3.000000 119773.00 12206.97 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-02-01 3.500000 150000.00 84587.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-06-01 4.500000 161424.00 167724.49 Agency Mortgage-Backed Securities FHLMC_4623D 2046-10-15 3.000000 164310.00 137822.07 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2023-03-01 5.500000 165000.00 8766.64 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-09-01 4.500000 167487.00 19551.09 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-07-01 3.000000 175000.00 123817.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-10-01 5.500000 185539.00 7030.18 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2039-04-01 5.500000 186300.00 58023.05 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-08-01 3.000000 194252.00 113262.24 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-04-01 3.000000 195871.00 132662.48 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-11-01 3.500000 200000.00 69019.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-11-01 3.000000 200000.00 191991.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-01-01 4.000000 201000.00 174726.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-12-01 4.000000 204572.00 180729.97 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-07-01 3.500000 204692.00 118408.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-09-01 4.500000 206235.00 192194.94 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-03-01 4.000000 211984.00 169881.72 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-10-01 4.500000 212596.00 68584.99 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2021-07-01 3.500000 214686.00 27251.46 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-06-01 6.000000 221725.00 8966.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 232103.00 243689.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-10-01 4.000000 233765.00 203085.21 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-10-01 3.500000 234579.00 242860.16 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-03-01 3.500000 236759.00 49333.03 Agency Mortgage-Backed Securities FNMA_11-126 2041-12-25 2.500000 236895.00 99701.21 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2030-05-01 5.000000 237595.00 38308.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-10-01 4.000000 245000.00 159714.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-12-01 4.000000 264065.00 201439.37 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2022-12-01 5.500000 299625.00 21066.43 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-08-01 4.000000 309076.00 330979.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-11-01 6.000000 333596.00 190721.50 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-06-01 4.000000 341903.00 353104.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 4.500000 362604.00 365811.61 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-04-01 3.000000 362690.00 243798.14 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-08-01 2.500000 375031.00 371512.83 Agency Mortgage-Backed Securities FNSTR_417 2043-01-25 4.000000 391708.00 40094.01 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-01-01 4.500000 392682.00 162089.08 Agency Mortgage-Backed Securities GNMA_05-58 2035-08-20 17.813900 400000.00 260521.52 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 3.000000 404974.00 396061.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 4.000000 416368.00 444051.74 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2029-01-01 3.000000 421736.00 404698.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-02-01 3.360000 425295.00 439637.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-11-01 4.000000 431969.00 362786.79 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-07-01 5.500000 435262.00 11289.54 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-02-01 3.500000 469731.00 463282.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-11-01 3.500000 499569.00 491184.03 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2019-09-01 4.500000 500000.00 16892.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 3.500000 500000.00 432300.43 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-08-01 3.500000 512502.00 534203.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-09-01 2.270000 517071.00 492277.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 528017.00 549202.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-04-01 3.000000 539157.00 392096.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-08-01 3.000000 550501.00 557092.49 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-06-01 4.000000 560000.00 72192.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-02-01 3.110000 561095.00 576338.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-07-01 5.500000 589413.00 27355.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-01-01 4.500000 604497.00 11370.63 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-10-01 3.500000 612000.00 150698.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-10-01 4.500000 634627.00 24942.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-10-01 4.000000 639420.00 374568.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-11-01 3.000000 652000.00 381152.60 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-07-01 4.500000 664547.00 337930.21 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-06-01 4.000000 676889.00 718517.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 693573.00 718022.99 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2023-02-01 5.500000 732204.00 488860.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-10-01 4.000000 785561.00 704165.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 815000.00 838010.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 4.000000 835730.00 810681.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-12-01 4.000000 858009.00 905517.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 861579.00 891923.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 3.500000 874005.00 862643.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 875000.00 898160.58 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-12-01 3.000000 881119.00 875806.65 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-07-01 4.000000 882062.00 917783.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-06-01 3.500000 906483.00 927078.32 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-10-01 3.500000 909470.00 463281.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-01-01 4.500000 914412.00 308039.28 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-09-01 3.500000 931196.00 685991.39 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2020-05-01 4.500000 944081.00 5904.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 3.000000 952000.00 896160.31 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-10-01 2.500000 999900.00 1010580.47 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-02-01 3.500000 1000000.00 615778.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 3.000000 1000000.00 951623.11 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-06-01 4.000000 1003989.00 1073934.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 1017380.00 1058566.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-08-01 6.000000 1022813.00 56938.86 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-03-01 3.500000 1028056.00 824711.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 3.000000 1030476.00 1037175.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-12-01 4.000000 1040624.00 591975.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-02-01 5.500000 1063408.00 46503.06 Agency Mortgage-Backed Securities GNMA_11-70C 2041-04-16 4.655560 1068268.00 114447.73 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2028-02-01 6.500000 1083071.00 68891.66 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2018-11-01 4.500000 1086726.00 13065.99 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2023-12-01 5.000000 1111451.00 46504.93 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2018-10-01 5.000000 1130669.00 10804.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 4.000000 1141275.00 1014515.83 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-09-01 4.500000 1150013.00 1249454.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 1158752.00 1178891.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 1165229.00 1227081.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 1181572.00 1206693.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 4.000000 1215082.00 1280585.90 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-10-01 3.000000 1217452.00 1202670.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-12-01 4.000000 1221375.00 1285517.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-08-01 3.500000 1221758.00 1266106.91 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2029-10-01 3.000000 1221985.00 1130655.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 1224764.00 1232807.83 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-03-01 6.000000 1261229.00 89737.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 3.000000 1284262.00 1284360.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 1303034.00 1350892.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 1303803.00 1369301.77 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2018-09-01 5.000000 1314945.00 10543.75 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-06-01 6.000000 1325891.00 30480.50 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-05-01 3.500000 1329000.00 769014.38 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2018-10-01 4.500000 1342927.00 9371.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 1374923.00 1335576.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 1379381.00 1441214.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-03-01 3.000000 1392893.00 1396125.65 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-06-01 6.000000 1417746.00 63884.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-03-01 4.000000 1421548.00 928569.17 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 3.000000 1422051.00 1278400.81 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-09-01 3.000000 1426157.00 1076845.81 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-11-01 3.000000 1449835.00 1350961.30 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-04-01 3.500000 1454856.00 1494438.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 4.000000 1468588.00 823768.79 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 1469730.00 1523147.40 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-06-01 4.000000 1480068.00 1578010.90 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-02-01 2.500000 1500000.00 1428657.58 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2045-08-01 4.000000 1537073.00 1284508.31 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-06-01 3.500000 1539676.00 1562636.13 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-09-01 3.500000 1540394.00 874014.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 1567962.00 1650435.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-04-01 3.000000 1572734.00 1505690.66 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2018-08-01 4.500000 1600000.00 6812.37 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-01-01 3.000000 1623098.00 1555295.26 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-10-01 3.000000 1629716.00 1596151.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 1631272.00 1617155.45 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-10-01 4.000000 1673870.00 1039007.69 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-02-01 3.500000 1699058.00 689854.67 Agency Mortgage-Backed Securities FNMA_12-9 2041-07-25 5.312780 1708808.00 109768.85 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 1720500.00 1327630.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-12-01 4.000000 1751284.00 1257861.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-09-01 3.000000 1788484.00 1642412.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-01-01 3.050000 1790804.00 1830156.44 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-04-01 5.500000 1809033.00 59757.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 1814637.00 1882012.96 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-01-01 3.000000 1823203.00 1712095.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-01-01 2.980000 1834450.00 1864992.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-02-01 4.000000 1838343.00 829172.55 Agency Mortgage-Backed Securities FHLMC_4196A 2043-03-15 3.918672 1842944.00 1548462.87 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.500000 1847508.00 1828972.14 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2045-09-01 3.500000 1862380.00 1572434.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-08-01 3.000000 1875000.00 1107282.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 3.500000 1885663.00 1849814.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-01-01 4.000000 1928477.00 2036003.64 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-05-01 6.000000 1930693.00 231509.97 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2045-02-01 3.500000 1944000.00 1456114.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-02-01 3.500000 1983066.00 1852235.05 Agency Mortgage-Backed Securities FNMA_13-124 2043-12-25 0.000000 1994942.00 1211760.42 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-01-01 4.500000 2000000.00 1115855.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-11-01 3.000000 2000000.00 1214626.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-10-01 3.000000 2011522.00 1448988.95 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-06-01 3.000000 2025280.00 1352610.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-12-01 3.000000 2028354.00 2003658.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 4.000000 2037507.00 1819156.54 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-03-01 5.500000 2056212.00 32657.25 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-08-01 3.000000 2072894.00 1469089.01 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-06-01 5.000000 2098459.00 581070.51 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-03-01 2.000000 2120000.00 1118912.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 2131107.00 2130206.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-07-01 4.000000 2142650.00 1407040.09 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-05-01 3.000000 2207219.00 1476974.38 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-09-01 5.500000 2355000.00 66052.66 Agency Mortgage-Backed Securities FNMA_11-117 2040-08-25 5.362780 2444364.00 128866.75 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-10-01 3.500000 2510436.00 1683546.36 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2045-05-01 3.500000 2677884.00 2087514.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASS 2042-09-20 4.913890 2773074.00 78234.54 Agency Collateralized Mortgage Obligation FHSTR_329 2044-03-15 4.000000 2932563.00 283795.84 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2036-12-01 6.000000 3000000.00 118463.48 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-08-01 2.497000 3091261.00 1762416.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 3.500000 3115473.00 2100749.18 Agency Mortgage-Backed Securities GNMA_15-105B 2045-07-16 4.415560 3219946.00 287367.14 Agency Collateralized Mortgage Obligation GNMA_11-124 2041-09-20 4.863890 3248919.00 80548.54 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2018-04-01 4.500000 3349111.00 11377.34 Agency Mortgage-Backed Securities GNMA_14-36C 2044-03-16 4.965560 3406022.00 252104.15 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2018-05-01 5.000000 3441193.00 22833.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-10-01 3.000000 3506123.00 1899429.43 Agency Mortgage-Backed Securities GNMA_13-170 2043-11-20 4.883890 3594000.00 198522.84 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2044-02-01 3.500000 3620866.00 3505106.43 Agency Mortgage-Backed Securities FHLMC_41-20 2042-09-15 4.965560 3750000.00 293134.36 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-05-01 2.711000 3775321.00 903681.63 Agency Mortgage-Backed Securities FNMA_15-35 2045-06-25 5.000000 3800000.00 445077.80 Agency Collateralized Mortgage Obligation FHLMC_40-20 2027-03-15 4.000000 3812489.00 133402.75 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-05-01 3.000000 4129237.00 1973495.60 Agency Mortgage-Backed Securities FHLMC_4472E 2041-07-15 3.000000 4166666.00 331526.37 Agency Collateralized Mortgage Obligation GNMA_15-50C 2045-04-20 4.363890 4169802.00 445118.99 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2018-09-01 4.500000 4264344.00 23426.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-12-01 3.402000 4487719.00 1193226.73 Agency Mortgage-Backed Securities FNMA_12-61 2041-12-25 5.412780 4673800.00 314303.68 Agency Collateralized Mortgage Obligation FHLMC_3748A 2039-11-15 4.000000 5000000.00 323439.75 Agency Collateralized Mortgage Obligation FHLMC_35-20 2035-02-15 5.000000 5000000.00 345285.20 Agency Collateralized Mortgage Obligation FHLMC_41-57 2043-01-15 3.500000 5357233.00 460694.10 Agency Collateralized Mortgage Obligation FHLMC_45-73 2046-04-15 4.815560 5538939.00 510482.38 Agency Collateralized Mortgage Obligation FNMA_15-34M 2045-06-25 6.000000 5626211.00 641449.16 Agency Collateralized Mortgage Obligation GNMA_13-144 2043-10-16 4.815560 5909565.00 521627.43 Agency Collateralized Mortgage Obligation GNMA_11-133 2035-12-20 4.863890 6000000.00 949751.24 Agency Collateralized Mortgage Obligation GNMA_14-56 2039-12-16 4.865560 6000000.00 297821.96 Agency Collateralized Mortgage Obligation FNMA_14-74 2044-06-25 4.500000 6225777.00 631798.36 Agency Collateralized Mortgage Obligation FHLMC_41-97 2043-04-15 4.000000 6250000.00 564203.82 Agency Collateralized Mortgage Obligation FNMA_14-71 2041-08-25 5.462780 6747574.00 592628.57 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2018-09-01 4.000000 7165741.00 51900.03 Agency Mortgage-Backed Securities GNMA_16-33 2032-12-20 4.753890 8582485.00 878160.97 Agency Collateralized Mortgage Obligation FHLMC_43-92 2040-03-15 3.500000 9126823.00 515146.91 Agency Collateralized Mortgage Obligation GNMA_11-24 2034-02-20 3.763890 9166666.00 688859.87 Agency Collateralized Mortgage Obligation FNMA_13-32 2042-09-25 4.500000 9274444.00 648855.94 Agency Collateralized Mortgage Obligation FHLMC_41-41 2042-12-15 3.500000 9857142.00 944912.86 Agency Collateralized Mortgage Obligation GNMA_02-57 2032-08-16 43.858920 9999993.00 283696.57 Agency Collateralized Mortgage Obligation FHLMC_4184 2042-02-15 5.000000 10000000.00 490981.46 Agency Collateralized Mortgage Obligation GNMA_08-58D 2037-04-20 18.423600 10212847.00 1054690.08 Agency Collateralized Mortgage Obligation FNMA_12-124 2042-11-25 4.862780 10256420.00 1103557.30 Agency Collateralized Mortgage Obligation FNMA_13-6 2043-02-25 4.912780 10400000.00 792881.02 Agency Collateralized Mortgage Obligation GNMA_12-69 2042-05-16 5.365560 10511815.00 1149999.07 Agency Collateralized Mortgage Obligation FNMA_11-111B 2040-03-25 5.362780 10547052.00 603001.74 Agency Collateralized Mortgage Obligation GNMA_14-102 2044-07-20 4.363890 10787111.00 600514.81 Agency Collateralized Mortgage Obligation GNMA_15-168 2034-10-16 4.865560 11167583.00 1120187.06 Agency Collateralized Mortgage Obligation GNMA_14-158 2044-10-20 4.363890 11902000.00 587136.70 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-05-25 4.000000 11925521.00 154920.11 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-02-01 3.200000 11950507.00 12343962.40 Agency Mortgage-Backed Securities FNMA_12-49 2042-05-25 5.162780 12000000.00 755949.32 Agency Collateralized Mortgage Obligation GNMA_17-60 2039-10-16 5.015560 12107644.00 1895272.65 Agency Collateralized Mortgage Obligation FNMA_11-112 2041-11-25 5.312780 12182354.00 387176.58 Agency Collateralized Mortgage Obligation FNMA_12-75 2041-12-25 5.412780 12243788.00 593905.27 Agency Collateralized Mortgage Obligation GNMA_17-60 2039-06-16 5.365560 12538194.00 1807247.90 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2025-08-01 4.500000 12772205.00 365780.96 Agency Mortgage-Backed Securities GNMA_09-52A 2039-07-16 4.685560 13108000.00 62598.89 Agency Collateralized Mortgage Obligation FNMA_10-137 2039-11-25 9.000000 13471132.00 701245.37 Agency Collateralized Mortgage Obligation FNMA_12-31 2041-04-25 4.500000 14222222.00 661554.55 Agency Collateralized Mortgage Obligation FHLMC_3400 2037-12-15 4.695560 14979243.00 97891.10 Agency Collateralized Mortgage Obligation FHLMC_2988 2035-06-15 4.965560 15000000.00 142719.70 Agency Collateralized Mortgage Obligation FNSTR_365 2036-02-01 5.000000 15056555.00 170232.00 Agency Collateralized Mortgage Obligation GNMA_11-141 2041-03-20 5.463890 15191436.00 823787.59 Agency Collateralized Mortgage Obligation GNMA_13-81 2043-05-20 4.963890 15853103.00 1872522.87 Agency Collateralized Mortgage Obligation GNMA_13-122 2043-08-16 4.913890 16000000.00 761295.71 Agency Collateralized Mortgage Obligation FNMA_10-111B 2040-09-25 6.000000 16666666.00 326040.44 Agency Collateralized Mortgage Obligation FHLMC_4498E 2037-04-15 5.012780 16804282.00 659641.90 Agency Collateralized Mortgage Obligation GNMA_14-5 2044-01-16 4.315560 16845000.00 736701.95 Agency Collateralized Mortgage Obligation FHLMC_3181 2036-07-15 5.235560 16862278.00 424670.78 Agency Collateralized Mortgage Obligation FNMA_08-10 2038-03-25 5.742780 16917000.00 447878.29 Agency Collateralized Mortgage Obligation GNMA_13-9 2043-01-20 5.513890 17000000.00 784269.88 Agency Collateralized Mortgage Obligation GNMA_11-133 2039-12-20 4.863890 17238000.00 710139.73 Agency Collateralized Mortgage Obligation GNMA_13-147 2043-07-20 4.963890 17272370.00 1072662.72 Agency Collateralized Mortgage Obligation GNMA_10-125 2040-01-16 5.445560 17422271.00 858640.48 Agency Collateralized Mortgage Obligation FHLMC_4026 2041-10-15 4.000000 17676500.00 852695.70 Agency Collateralized Mortgage Obligation FNMA_11-104 2039-03-25 5.412780 18571323.00 341768.72 Agency Collateralized Mortgage Obligation FNMA_10-98E 2030-09-25 5.362780 20000000.00 340476.18 Agency Collateralized Mortgage Obligation GNMA_10-47L 2038-07-20 4.933890 20000000.00 522087.31 Agency Collateralized Mortgage Obligation GNMA_11-51 2041-04-20 5.363890 20671250.00 751059.26 Agency Collateralized Mortgage Obligation FNMA_12-23 2040-03-25 4.762780 20710917.00 533800.28 Agency Collateralized Mortgage Obligation FNMA_06-124 2037-01-25 5.142780 21509000.00 325270.76 Agency Collateralized Mortgage Obligation GNMA_13-98 2042-09-16 4.965560 21568611.00 974816.74 Agency Collateralized Mortgage Obligation FHLMC_39-87 2026-09-15 3.500000 21821142.00 507233.97 Agency Collateralized Mortgage Obligation FNSTR_384 2036-05-25 5.500000 22019661.00 222636.21 Agency Collateralized Mortgage Obligation GNMA_11-82 2041-06-20 4.203890 22500000.00 424213.68 Agency Collateralized Mortgage Obligation FNMA_11-104 2039-03-25 5.392780 22510643.00 475977.91 Agency Collateralized Mortgage Obligation FNMA_06-24 2036-04-25 5.962780 22643906.00 553604.59 Agency Collateralized Mortgage Obligation FNMA_09-101 2039-12-25 4.952780 22650000.00 157570.73 Agency Collateralized Mortgage Obligation GNMA_13-104 2043-07-20 4.915560 22863680.00 980973.71 Agency Collateralized Mortgage Obligation GNMA_10-14 2040-02-16 5.315560 23068000.00 590607.02 Agency Collateralized Mortgage Obligation GNMA_10-58 2039-06-20 5.313890 23133399.00 263904.25 Agency Collateralized Mortgage Obligation GNMA_13-25 2043-02-20 4.963890 24045126.00 1325205.79 Agency Collateralized Mortgage Obligation FHLMC_3578 2036-04-15 5.415560 25000000.00 529950.82 Agency Collateralized Mortgage Obligation GNMA_13-129 2042-10-20 4.913890 25389000.00 1044516.07 Agency Collateralized Mortgage Obligation FHLMC_34-43 2036-09-15 5.565560 25538868.00 427751.86 Agency Collateralized Mortgage Obligation FNMA_14-19C 2040-06-25 5.000000 26012000.00 575909.89 Agency Collateralized Mortgage Obligation FHLMC_4132 2042-08-15 3.500000 26573983.00 2169598.27 Agency Collateralized Mortgage Obligation FNMA_06-22 2036-04-25 5.462780 26666665.00 880617.73 Agency Collateralized Mortgage Obligation FNMA_06-15A 2036-03-25 5.342780 26999999.00 712311.13 Agency Collateralized Mortgage Obligation GNMA_11-13 2041-01-20 4.715560 27196000.00 1211182.16 Agency Collateralized Mortgage Obligation GNMA_13-106 2043-02-20 4.963890 29551666.00 1307059.54 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-46 2037-05-25 5.212780 30000000.00 111752.60 Agency Collateralized Mortgage Obligation GNMA_16-12 2046-01-20 4.403890 30193362.00 1768565.47 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-109 2040-09-25 5.500000 30530000.00 962526.97 Agency Collateralized Mortgage Obligation GNMA_13-89 2043-04-20 5.063890 31250000.00 945328.52 Agency Collateralized Mortgage Obligation GNMA_07-26 2037-05-16 5.565560 31405599.00 720984.85 Agency Collateralized Mortgage Obligation FHLMC_3136 2036-04-15 5.465560 32000000.00 202861.53 Agency Collateralized Mortgage Obligation FNMA_06-23 2036-04-25 5.462780 32165142.00 615027.68 Agency Collateralized Mortgage Obligation FNMA_08-73 2038-08-25 4.762780 32335409.00 164586.28 Agency Collateralized Mortgage Obligation GNMA_07-17 2037-04-16 5.575560 32500000.00 592212.40 Agency Collateralized Mortgage Obligation GNMA_10-120 2040-09-20 4.813890 35003000.00 1127049.64 Agency Collateralized Mortgage Obligation FNMA_10-134 2040-12-25 4.812780 37850000.00 716488.16 Agency Collateralized Mortgage Obligation FNMA_10-154 2040-11-25 4.500000 38509405.00 965202.54 Agency Collateralized Mortgage Obligation FNMA_12-75 2041-11-25 5.412780 39336404.00 2152110.41 Agency Collateralized Mortgage Obligation FHLMC_3404 2038-01-15 4.765560 40000000.00 390572.09 Agency Collateralized Mortgage Obligation GNMA_08-51 2038-06-16 5.005560 40000000.00 635755.55 Agency Collateralized Mortgage Obligation FHLMC_36-77 2040-05-15 5.315560 40767029.00 880019.76 Agency Collateralized Mortgage Obligation FHLMC_3988 2039-01-15 4.000000 40797125.00 862609.82 Agency Collateralized Mortgage Obligation GNMA_13-117 2043-08-20 4.913890 41000000.00 1998818.43 Agency Collateralized Mortgage Obligation FNMA_11-63 2041-07-25 4.682780 41190490.00 829529.74 Agency Collateralized Mortgage Obligation FNMS_03-84 2037-09-25 6.000000 41423931.00 240401.14 Agency Collateralized Mortgage Obligation GNMA_11-129 2041-03-16 5.465560 42584691.00 554349.97 Agency Collateralized Mortgage Obligation FNMA_07-14 2037-03-25 5.202780 44000000.00 357692.95 Agency Collateralized Mortgage Obligation GNMA_07-68 2037-11-16 5.315560 44000000.00 974682.31 Agency Collateralized Mortgage Obligation GNMA_10-116 2039-12-20 4.813890 44126459.00 562273.38 Agency Collateralized Mortgage Obligation GNMA_13-129 2043-09-20 4.813890 44800000.00 1587990.94 Agency Collateralized Mortgage Obligation FHLMC-2990 2035-05-01 5.120172 45257372.00 496828.99 Agency Collateralized Mortgage Obligation FHLMC_3265 2037-01-15 5.175560 46360000.00 787749.15 Agency Collateralized Mortgage Obligation FNMA_10-2E 2039-10-25 5.212780 46500000.00 564075.90 Agency Collateralized Mortgage Obligation FNMA_07-42 2037-05-25 5.522780 48300000.00 366332.43 Agency Collateralized Mortgage Obligation FHLMC_3767 2040-11-15 5.315560 48727578.00 428065.78 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-8 2036-03-25 5.362780 50000000.00 762852.59 Agency Collateralized Mortgage Obligation FNMA_07-33 2037-04-25 5.412780 50000000.00 561243.70 Agency Collateralized Mortgage Obligation GNMA_06-36 2036-07-20 5.373890 50000000.00 326353.43 Agency Collateralized Mortgage Obligation GNMA_09-122 2039-09-20 5.213890 50000000.00 533753.57 Agency Collateralized Mortgage Obligation GNMA_07-61 2037-10-20 4.913890 50000000.00 340539.63 Agency Collateralized Mortgage Obligation FNMA_04-65 2034-08-25 5.812780 50492769.00 395256.78 Agency Collateralized Mortgage Obligation FHLMC_2936 2035-02-15 4.865560 53879084.00 314954.52 Agency Collateralized Mortgage Obligation GNMA_07-60 2037-10-20 5.263890 55621000.00 365483.31 Agency Collateralized Mortgage Obligation FNMA_05-59G 2035-07-25 5.462780 56666667.00 450343.22 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3425 2035-08-15 4.815560 60000000.00 499539.35 Agency Collateralized Mortgage Obligation FNMA_13-42 2043-05-25 4.000000 62500000.00 1994789.58 Agency Collateralized Mortgage Obligation FNMA_13-105 2040-05-25 5.000000 62643330.00 1941113.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2035-03-20 4.963890 63350000.00 650137.38 Agency Collateralized Mortgage Obligation FHLMC_3222 2036-09-15 5.365560 70000000.00 396710.35 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-7 2037-02-25 5.502780 75901811.00 601993.94 Agency Collateralized Mortgage Obligation FNMA_07-18 2036-04-25 5.382780 76036971.00 552193.13 Agency Collateralized Mortgage Obligation FHLMC_3725 2040-01-15 4.815560 79709999.00 2016398.71 Agency Collateralized Mortgage Obligation GNMA_07-43 2037-07-16 4.865560 80600000.00 1128583.85 Agency Collateralized Mortgage Obligation GNMA_10-23 2040-02-16 5.215560 93000000.00 1191358.78 Agency Collateralized Mortgage Obligation FNMA_03-48 2033-06-25 6.312780 100000000.00 296108.28 Agency Collateralized Mortgage Obligation GNMA_03-82 2033-09-16 5.365560 100000000.00 674094.76 Agency Collateralized Mortgage Obligation GNMA_04-49 2034-01-20 5.913890 100000000.00 357763.43 Agency Collateralized Mortgage Obligation GNMA_05-31 2035-04-16 4.915560 100000000.00 980717.00 Agency Collateralized Mortgage Obligation GNMA_05-71 2035-09-16 5.125560 100000000.00 1283606.95 Agency Collateralized Mortgage Obligation FNMA_02-39C 2032-03-18 6.715560 101532736.00 167087.07 Agency Collateralized Mortgage Obligation FNMA_05-82 2035-09-25 5.492780 104222578.00 1160356.12 Agency Collateralized Mortgage Obligation GNMA_05-65 2035-08-20 5.113890 119568891.00 1113134.85 Agency Collateralized Mortgage Obligation FHLMC_3459 2038-06-15 5.015560 125000000.00 639220.78 Agency Collateralized Mortgage Obligation FNMA_02-74G 2032-11-25 7.000000 147589139.00 403685.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2032-10-20 6.363890 166499999.00 569418.62 Agency Collateralized Mortgage Obligation FHLMC_3471 2036-12-15 4.845560 174898152.00 734027.02 Agency Collateralized Mortgage Obligation FNMA_05-83 2035-10-25 5.432780 210028333.00 1903871.20 Agency Collateralized Mortgage Obligation Y Fitch NR Moody's P-2 Standard & Poor's A-1+ 2017-10-02 2017-10-02 2017-10-02 N N N 0.0124 253000000.00 253000000.00 0.0185 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. Merrill Lynch, Pierce, Fenner & Smith, Inc. 1.860 8NAV47T0Y26Q87Y0QP81 BRT5CVEP6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MLCFC_07-6 2051-03-12 5.556000 1144415.00 782027.59 Private Label Collateralized Mortgage Obligations BANC OF AMERICA COMMERCIAL MORTGAGE INC 2045-10-10 5.623900 13000000.00 10294546.20 Private Label Collateralized Mortgage Obligations BAFC_16-R1 2040-03-25 0.000000 13588242.00 12160539.00 Private Label Collateralized Mortgage Obligations BANC OF AMERICA FUNDING CORPORAT 2037-02-25 1.442220 14473000.00 10153364.38 Private Label Collateralized Mortgage Obligations MNPT_2 2046-04-06 1.612110 147421400.00 30139092.81 Asset-Backed Securities MLMT_07-C1 2050-06-12 6.007820 175000000.00 9818688.51 Private Label Collateralized Mortgage Obligations Y Fitch F1 Moody's NR Standard & Poor's A-1 2017-10-02 2017-12-03 2017-12-03 Y MERRILL LYNCH PIERCE FENNER & SM 1.0000 65 N Fitch A+ Moody's NR Standard & Poor's A+ N N 0.0186 60000000.00 60000000.00 0.0044 N N N Y Mitsubishi UFJ Trust & Banking Corp., New York Mitsubishi UFJ Trust & Banking Corp., New York 1.530 60682A5N2 549300DPS5RIH7XBJV62 US60682A5N27 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-08 2017-11-08 2017-11-08 N N N 0.0124 30009330.60 30009330.60 0.0022 N N N N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.660 CYYGQCGNHMHPSMRL3R97 0000853784 BRT6TRR06 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2021-08-19 2.000000 40000.00 39625.29 Corporate Debt Securities SWEDBANK AB M312WZV08Y7LYUC71685 2022-03-14 2.019170 50000.00 50406.44 Corporate Debt Securities COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2018-03-12 1.625000 70000.00 70061.42 Corporate Debt Securities COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 2022-03-10 2.750000 165000.00 166985.19 Corporate Debt Securities COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 2026-05-18 2.850000 213000.00 210073.56 Corporate Debt Securities NORDEA BANK AB 6SCPQ280AIY8EP3XFW53 2020-09-17 2.500000 500000.00 505551.70 Corporate Debt Securities SWEDBANK AB M312WZV08Y7LYUC71685 2022-03-14 2.800000 500000.00 506583.33 Corporate Debt Securities WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2019-05-13 1.650000 525000.00 526272.29 Corporate Debt Securities NORDEA BANK AB 6SCPQ280AIY8EP3XFW53 2021-01-14 4.875000 550000.00 599519.95 Corporate Debt Securities BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 2022-03-07 2.700000 733000.00 741634.76 Corporate Debt Securities WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2021-05-13 2.100000 810000.00 810456.34 Corporate Debt Securities NATIONAL AUSTRALIA BANK LIMITED F8SB4JFBSYQFRQEH3Z21 2020-12-10 4.375000 1050000.00 1130090.37 Corporate Debt Securities COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 2020-03-10 1.767220 1172000.00 1176398.31 Corporate Debt Securities WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2020-03-06 2.150000 1470000.00 1478002.05 Corporate Debt Securities WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2027-03-08 3.350000 2355000.00 2397800.17 Corporate Debt Securities COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 2026-09-06 2.625000 2475000.00 2383937.49 Corporate Debt Securities COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 2027-09-19 3.150000 3500000.00 3476812.51 Corporate Debt Securities METROPOLITAN LIFE GLOBAL FUNDING I 2027-09-19 3.000000 3750000.00 3704975.32 Corporate Debt Securities BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 2021-03-22 2.450000 32293000.00 32528943.55 Corporate Debt Securities Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-10-02 2017-10-30 2017-10-30 Y HSBC SECURITIES (USA) INC 1.0000 31 N Fitch NR Moody's NR Standard & Poor's AA- N N 0.0166 50000000.00 50000000.00 0.0036 N N N Y HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.360 CYYGQCGNHMHPSMRL3R97 0000853784 BRT7EQ2L3 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 2021-04-08 1.900000 4000.00 4005.42 Corporate Debt Securities BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 2018-06-11 1.700000 10000.00 10056.70 Corporate Debt Securities NATIONAL AUSTRALIA BANK LTD ( NEW YORK BRANCH) 2021-07-12 1.875000 10000.00 9862.90 Corporate Debt Securities WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2020-12-07 2.550000 45000.00 45908.25 Corporate Debt Securities GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 2022-10-09 2.700000 50000.00 51613.50 Corporate Debt Securities JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 2018-09-21 1.450000 50000.00 49942.11 Corporate Debt Securities WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2026-04-22 3.000000 50000.00 49667.17 Corporate Debt Securities WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2023-01-24 3.069000 50000.00 51181.06 Corporate Debt Securities TOTAL CAPITAL CANADA LTD 5299005IX98ZZ9LSGK46 2023-07-15 2.750000 55000.00 55941.75 Corporate Debt Securities WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2025-02-19 3.000000 60000.00 59727.80 Corporate Debt Securities WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2021-07-26 2.100000 69000.00 68667.08 Corporate Debt Securities TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 2022-09-08 2.150000 89000.00 88263.45 Corporate Debt Securities COCA-COLA CO UWJKFUJFZ02DKWI3RY53 2018-03-14 1.650000 90000.00 90177.07 Corporate Debt Securities TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 2019-02-19 1.700000 100000.00 100212.90 Corporate Debt Securities SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 2021-03-15 2.625000 320000.00 323526.65 Corporate Debt Securities WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2022-03-08 3.500000 369000.00 383871.32 Corporate Debt Securities TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 2022-01-11 1.995220 400000.00 405984.69 Corporate Debt Securities WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2020-07-22 2.600000 470000.00 479197.39 Corporate Debt Securities GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 2039-01-10 6.875000 555000.00 814693.85 Corporate Debt Securities NATIONAL AUSTRALIA BANK LIMITED F8SB4JFBSYQFRQEH3Z21 2020-05-22 1.824720 600000.00 603604.89 Corporate Debt Securities WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2026-10-23 3.000000 779000.00 771062.03 Corporate Debt Securities BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 2019-01-25 2.375000 1000000.00 1012352.35 Corporate Debt Securities WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2018-01-16 1.500000 1087000.00 1090371.55 Corporate Debt Securities AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (NEW YORK BRANCH) 2019-09-23 2.050000 1150000.00 1152888.36 Corporate Debt Securities NATIONAL AUSTRALIA BANK LTD ( NEW YORK BRANCH) 2022-05-22 2.500000 1400000.00 1408763.22 Corporate Debt Securities NATIONAL AUSTRALIA BANK LTD ( NEW YORK BRANCH) 2026-07-12 2.500000 1610000.00 1539880.06 Corporate Debt Securities TOTAL CAPITAL SA 529900QI55ZLJVCMPA71 2020-06-24 4.450000 1932000.00 2087493.31 Corporate Debt Securities TOTAL CAPITAL INTERNATIONAL SA 549300U37G2I8G4RUG09 2023-01-25 2.700000 2161000.00 2196440.61 Corporate Debt Securities BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 2020-07-14 2.150000 2500000.00 2520422.94 Corporate Debt Securities WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2020-11-23 2.600000 2600000.00 2661958.15 Corporate Debt Securities AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (NEW YORK BRANCH) 2021-11-23 2.550000 4000000.00 4042740.35 Corporate Debt Securities GE CAPITAL INTERNATIONAL FUNDING CO 549300G6UZOB126GBY72 2035-11-15 4.418000 4332000.00 4731538.13 Corporate Debt Securities COLGATE-PALMOLIVE CO YMEGZFW4SBUSS5BQXF88 2023-02-01 1.950000 5000000.00 4936057.93 Corporate Debt Securities CANADIAN IMPERIAL BANK OF COMMER 2IGI19DL77OX0HC3ZE78 2019-09-06 1.600000 5020000.00 5007410.81 Corporate Debt Securities WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2024-09-09 3.300000 5499000.00 5598495.32 Corporate Debt Securities BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 2022-03-07 2.700000 6465000.00 6541157.85 Corporate Debt Securities BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 2020-06-15 1.760000 7140000.00 7160948.61 Corporate Debt Securities SANTANDER UK PLC PTCQB104N23FMNK2RZ28 2019-09-10 2.350000 9960000.00 10048946.04 Corporate Debt Securities Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-10-02 2017-10-02 2017-10-02 N N N 0.0136 65000000.00 65000000.00 0.0047 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.280 CYYGQCGNHMHPSMRL3R97 BRT7EQNZ9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y SOUTH AFRICA (REPUBLIC OF) 2044-07-24 5.375000 23000.00 22395.21 Corporate Debt Securities INDONESIA (REPUBLIC OF) 2047-07-18 4.750000 60000.00 63482.28 Corporate Debt Securities EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 2022-06-15 2.375000 99000.00 101054.36 Corporate Debt Securities ARGENTINA REPUBLIC OF GOVERNMEN 2028-07-06 6.625000 150000.00 162334.91 Corporate Debt Securities INTERNATIONAL FINANCE CORP QKL54NQY28TCDAI75F60 2018-11-27 1.250000 275000.00 275389.46 Corporate Debt Securities PERU (REPUBLIC OF) 2033-11-21 8.750000 300000.00 480333.35 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 2044-03-08 4.750000 450000.00 464296.87 Corporate Debt Securities PILGRIMS PRIDE CORP 549300ZSLGV64ZL3HD75 2027-09-30 5.875000 1950000.00 1993875.07 Corporate Debt Securities PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 2046-01-23 5.625000 2000000.00 1857187.51 Corporate Debt Securities SOUTH AFRICA (REPUBLIC OF) 2022-05-30 5.875000 2000000.00 2231300.35 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 2046-01-23 4.600000 2000000.00 2034866.57 Corporate Debt Securities INDONESIA (REPUBLIC OF) 2047-01-08 5.250000 2325000.00 2630487.51 Corporate Debt Securities HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 2017-10-05 2.450000 3703000.00 3725688.28 Corporate Debt Securities SOUTH AFRICA (REPUBLIC OF) 2047-09-27 5.650000 3833000.00 3786290.64 Corporate Debt Securities PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 2027-03-13 6.500000 3950000.00 4390501.85 Corporate Debt Securities NETAPP INC QTX3D84DZDD5JYOCYH15 2024-09-29 3.300000 5120000.00 5114214.48 Corporate Debt Securities QGOG CONSTELLATION SA 2024-11-09 9.500000 5500000.00 4269986.09 Corporate Debt Securities Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-10-02 2017-10-02 2017-10-02 N N N 0.0128 28000000.00 28000000.00 0.0020 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.280 ZBUT11V806EZRVTWT807 0000782124 BRT7G0VZ5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y SASC_05-WF4 2035-11-25 3.862220 418000.00 298357.39 Asset-Backed Securities STRUCTURED AGENCY CREDIT RISK ST 2029-03-25 5.087220 2394000.00 2592526.07 Private Label Collateralized Mortgage Obligations GT_97-4 2029-02-15 7.220000 3275000.00 2701087.50 Asset-Backed Securities WFRBS_13-C15 5493003CHVRASC16O965 2046-08-15 4.628130 3520000.00 2787447.01 Private Label Collateralized Mortgage Obligations CSMC_07-2 2037-03-25 4.162780 6371000.00 157289.87 Private Label Collateralized Mortgage Obligations CAS_16-C06 2029-04-25 5.487220 19320000.00 21282378.66 Private Label Collateralized Mortgage Obligations STACR_17-HQA2 2029-12-25 3.887220 31230000.00 31260658.13 Private Label Collateralized Mortgage Obligations Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-10-02 2017-10-02 2017-10-02 N N N 0.0128 51000000.00 51000000.00 0.0037 N Y Y N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 1.434 86564EM45 US86564EM454 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-10-13 2018-04-13 2018-04-13 N N N 0.0144 54999083.15 54999083.15 0.0040 N N N N Mitsubishi UFJ Trust & Banking Corp., New York Mitsubishi UFJ Trust & Banking Corp., New York 1.431 60682A7E0 US60682A7E00 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-10-07 2018-02-07 2018-02-07 N N N 0.0137 50011011.00 50011011.00 0.0036 N N N N Credit Suisse Securities USA LLC Credit Suisse Securities USA LLC 1.682 1V8Y6QCX6YMJ2OELII46 BRT8TNH36 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SRFC_15-3A 2032-09-20 3.080000 100000.00 34569.98 Asset-Backed Securities PREFTS_18 2035-09-23 1.800000 206000.00 143011.58 Asset-Backed Securities SDART_17-2 2023-07-17 3.490000 223000.00 226304.11 Asset-Backed Securities DRB_16-A 2040-04-25 3.237220 370000.00 241777.94 Asset-Backed Securities DRB_16-A 2040-04-25 3.080000 580000.00 450458.80 Asset-Backed Securities ATTENTUS CDO LTD ATTN_07-3A 2042-10-11 1.565220 625000.00 95859.54 Asset-Backed Securities SOFI_16-C 2036-10-27 2.334440 810000.00 533162.64 Asset-Backed Securities SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_15-A 2033-03-25 2.434440 1500000.00 583030.70 Asset-Backed Securities OPTION ONE MORTGAGE LOAN TRUST OOMLT_04-3 2034-11-25 2.017220 1800000.00 1256132.98 Asset-Backed Securities ACIS_13-1A 2024-04-18 2.530610 1900000.00 1899698.31 Asset-Backed Securities SPRINGLEAF FUNDING TRUST SLFT_16 2029-11-15 3.800000 3200000.00 3249259.95 Asset-Backed Securities MRLN_16-1 2032-12-15 4.500000 3250000.00 3098885.95 Asset-Backed Securities L2L EDUCATION LOAN TRUST LTLRN_06-1A 2031-06-15 1.574440 3600000.00 2240448.98 Asset-Backed Securities ALESCO PREFERRED FUNDING LTD ALE 2037-09-23 1.648330 4255000.00 2402130.76 Asset-Backed Securities CONN_16-B 2018-10-15 3.730000 5000000.00 326866.47 Asset-Backed Securities MIDO_12-IA- 2024-01-15 5.853610 5180000.00 5236057.64 Asset-Backed Securities CFAB_03-1 2032-09-25 2.212220 6000000.00 200973.05 Asset-Backed Securities CONN FUNDING II LP CONN_17-A 2019-07-15 2.730000 7500000.00 3704710.90 Asset-Backed Securities TCFAT_15-2A 2022-08-15 4.240000 8113000.00 8193242.08 Asset-Backed Securities SLM STUDENT LOAN TRUST SLMA_03-4 2038-06-15 1.970000 8777000.00 3465552.03 Asset-Backed Securities SLMA_03-1 2037-06-15 1.920000 9100000.00 3664586.34 Asset-Backed Securities HERTZ_17-1A 2021-10-25 3.560000 10000000.00 9965518.12 Asset-Backed Securities MVW OWNER TRUST MVWOT_13-1A 549300T62Z5TRF7JHO83 2030-04-22 2.150000 10000000.00 2622941.73 Asset-Backed Securities APPLEBEES / IHOP FUNDING LLC DIN 2044-09-05 4.277000 15223000.00 15078729.52 Asset-Backed Securities ACE_07-SL1 2037-03-25 1.657220 111000000.00 5988396.72 Asset-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2017-10-02 2017-11-03 2017-11-03 Y CREDIT SUISSE SECURITIES (USA) L 1.0000 35 N Fitch NR Moody's NR Standard & Poor's A N N 0.0168 70000000.00 70000000.00 0.0051 N N N Y Credit Suisse Securities USA LLC Credit Suisse Securities USA LLC 1.410 1V8Y6QCX6YMJ2OELII46 BRT8TNNV7 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y TRAPEZA EDGE CDO LTD TRPE_05-1X 2035-11-10 0.000000 100000.00 7125.00 Asset-Backed Securities NRZT_17-5A 2056-07-25 3.498590 135000.00 119358.49 Private Label Collateralized Mortgage Obligations NCMCT_03-1 2043-06-01 3.710000 800000.00 311999.99 Asset-Backed Securities MIDO_12-IA- 2024-01-15 5.853610 1820000.00 1839695.93 Asset-Backed Securities NEW RESIDENTIAL ADVANCE RECEIVAB 2049-06-15 4.376800 2010000.00 1010944.62 Asset-Backed Securities PSLT_07-CT1 2036-11-25 1.588100 4320000.00 251001.53 Asset-Backed Securities TRAP_06-10X 2041-07-06 1.702110 4344000.00 2922097.41 Asset-Backed Securities TIA_17-1A 2029-04-20 7.060230 4625000.00 4474687.37 Asset-Backed Securities ECLO_17-1A 2027-07-15 5.283200 5700000.00 5759753.25 Asset-Backed Securities NCMCT_03-1 2043-06-01 3.710000 18500000.00 5919999.87 Asset-Backed Securities NT CL A-2B 2019-09-16 7.235000 24365000.00 23057353.95 Asset-Backed Securities GCAT_14-9 2054-02-25 3.000000 74999457.00 42856271.23 Asset-Backed Securities NAUT_05-2X 2040-11-07 1.170940 225250000.00 224375.99 Asset-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2017-10-02 2017-10-02 2017-10-02 N N N 0.0141 75000000.00 75000000.00 0.0055 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.410 CYYGQCGNHMHPSMRL3R97 BRT9YB347 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2027-03-08 3.350000 1095000.00 1114900.72 Corporate Debt Securities COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 2026-05-18 2.850000 4743000.00 4677835.12 Corporate Debt Securities WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2026-08-19 2.700000 6965000.00 6755423.33 Corporate Debt Securities WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2026-05-13 2.850000 7384000.00 7308067.74 Corporate Debt Securities DEXIA CREDIT LOCAL/NEW YORK 2017-10-07 1.500000 27200000.00 27394118.31 Corporate Debt Securities Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-10-02 2017-10-30 2017-10-30 Y HSBC SECURITIES (USA) INC 1.0000 31 N Fitch NR Moody's NR Standard & Poor's AA- N N 0.0141 45000000.00 45000000.00 0.0033 N N N Y Mizuho Securities USA LLC Mizuho Securities USA LLC 1.560 7TK5RJIZDFROZCA6XF66 BRTASH264 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2018-01-25 2.214440 9174000.00 9233509.74 Corporate Debt Securities FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 2097-05-15 7.700000 10000000.00 13098211.10 Corporate Debt Securities AT&T INC 549300Z40J86GGSTL398 2050-02-14 5.150000 11713994.00 11817685.62 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2020-04-23 2.472500 12835000.00 13100593.59 Corporate Debt Securities Y Fitch NR Moody's P-1 Standard & Poor's A-1 2017-10-02 2017-10-02 2017-10-02 N N N 0.0156 45000000.00 45000000.00 0.0033 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.310 7TK5RJIZDFROZCA6XF66 BRTC49TA6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y AT&T INC 549300Z40J86GGSTL398 2050-02-14 5.150000 1065218.00 1074647.25 Corporate Debt Securities AT&T INC 549300Z40J86GGSTL398 2027-08-14 3.900000 8561978.00 8637680.15 Corporate Debt Securities E I DU PONT DE NEMOURS AND CO GLU7INWNWH88J9XBXD45 2020-05-01 1.840560 11935000.00 12071122.81 Corporate Debt Securities AUSTRALIA & NEW ZEALAND BANKING JHE42UYNWWTJB8YTTU19 2022-05-19 2.026390 12000000.00 12083823.07 Corporate Debt Securities NISSAN MOTOR ACCEPTANCE CORP 7D6DIU2QXTUJRFNNJA49 2022-09-28 2.019440 12000000.00 12030073.61 Corporate Debt Securities CALIFORNIA STATE OF 2040-05-01 0.930000 12070000.00 12078418.82 Money Market Y Fitch NR Moody's P-1 Standard & Poor's A-1 2017-10-02 2017-10-02 2017-10-02 N N N 0.0131 55000000.00 55000000.00 0.0040 N Y Y N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 1.532 60689D6H1 US60689D6H15 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-10-06 2017-10-06 2017-10-06 N N N 0.0116 125008987.50 125008987.50 0.0091 N N Y N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 1.431 86564EZG4 US86564EZG42 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-10-05 2018-02-05 2018-02-05 N N N 0.0139 80013930.40 80013930.40 0.0058 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 1.432 86564EZK5 US86564EZK53 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-10-06 2018-02-06 2018-02-06 N N N 0.0139 100017174.00 100017174.00 0.0073 N N N N CDP Financial, Inc. CDP Financial, Inc. 1.272 12509TAN7 US12509TAN72 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2018-01-22 2018-01-22 2018-01-22 N N N 0.0127 13943113.38 13943113.38 0.0010 N N N N CDP Financial, Inc. CDP Financial, Inc. 1.286 12509TAX5 US12509TAX54 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2018-01-31 2018-01-31 2018-01-31 N N N 0.0129 39325032.38 39325032.38 0.0029 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 1.436 60700ACW2 US60700ACW27 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-10-12 2018-02-12 2018-02-12 N N N 0.0140 35004486.65 35004486.65 0.0026 N N N N Caisse des Depots et Consignations Caisse des Depots et Consignations 1.384 12800BC18 969500Q2PFTTP0Y5QL44 US12800BC185 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-03-01 2018-03-01 2018-03-01 N N N 0.0138 44735310.00 44735310.00 0.0033 N N N N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 1.346 86958JNY1 US86958JNY19 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-23 2017-12-22 2017-12-22 N N N 0.0128 125019526.25 125019526.25 0.0091 N N N N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 1.545 86958JRH4 NHBDILHZTYCNBV5UYZ31 US86958JRH40 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-07-13 2018-07-13 2018-07-13 N N N 0.0149 147055596.87 147055596.87 0.0107 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 1.442 60700AFT6 US60700AFT60 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-10-06 2018-04-06 2018-04-06 N N N 0.0143 155008749.75 155008749.75 0.0113 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 1.442 60700AFU3 US60700AFU34 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-10-09 2018-04-09 2018-04-09 N N N 0.0143 45002338.65 45002338.65 0.0033 N N N N Credit Industriel et Commercial Credit Industriel et Commercial 1.555 XS1649823272 BRTBK1G78 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-04-13 2018-04-13 2018-04-13 N N N 0.0156 125016958.75 125016958.75 0.0091 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 1.734 13606A4S4 US13606A4S46 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-10-13 2017-10-13 2017-10-13 N N N 0.0117 150032683.50 150032683.50 0.0109 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 1.787 13606A5N4 US13606A5N40 0001045520 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-10-02 2017-12-01 2017-12-01 N N N 0.0124 50047061.00 50047061.00 0.0036 N N N N Federal Reserve Bank of New York Federal Reserve Bank of New York 1.000 BRTCZYFT1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-02-15 3.625000 20584800.00 22001914.13 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-10-02 2017-10-02 2017-10-02 N N N 0.0100 22000000.00 22000000.00 0.0016 N Y Y N NRW Bank NRW Bank 1.439 62939MC54 52990002O5KK6XOGJ020 US62939MC542 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-03-05 2018-03-05 2018-03-05 N N N 0.0144 28818006.44 28818006.44 0.0021 N N N N NRW Bank NRW Bank 1.441 62939MC70 52990002O5KK6XOGJ020 US62939MC708 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-03-07 2018-03-07 2018-03-07 N N N 0.0144 42726329.94 42726329.94 0.0031 N N N N Bank Nederlandse Gemeenten NV Bank Nederlandse Gemeenten NV 1.407 62944HAX9 529900GGYMNGRQTDOO93 US62944HAX98 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-01-31 2018-01-31 2018-01-31 N N N 0.0141 54733451.85 54733451.85 0.0040 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 1.767 13608CBE1 2IGI19DL77OX0HC3ZE78 US13608CBE12 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-10-19 2018-01-19 2018-01-19 N N N 0.0130 100142756.00 100142756.00 0.0073 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 1.674 63254GCT0 F8SB4JFBSYQFRQEH3Z21 US63254GCT04 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-17 2017-10-17 2017-10-17 N N N 0.0118 50012366.50 50012366.50 0.0036 N N N N Nationwide Building Society Nationwide Building Society 1.418 6385E1AN1 549300XFX12G42QIKN82 US6385E1AN16 Financial Company Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-01-22 2018-01-22 2018-01-22 N N N 0.0142 91583265.76 91583265.76 0.0067 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 1.355 88603ACF8 US88603ACF84 Asset Backed Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-10-11 2017-12-11 2017-12-11 N Y ROYAL BANK OF CANADA 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1+ N 0.0125 25005141.25 25005141.25 0.0018 N N N N Toronto-Dominion Bank (The), New York Toronto-Dominion Bank (The), New York 1.400 89113W2V7 US89113W2V76 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-12-08 2017-12-08 2017-12-08 N N N 0.0125 110030200.50 110030200.50 0.0080 N N N N Toronto-Dominion Bank (The), New York Toronto-Dominion Bank (The), New York 1.756 89113WMY9 US89113WMY92 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-23 2017-11-22 2017-11-22 N N N 0.0123 35027393.80 35027393.80 0.0026 N N N N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 1.576 89113WYR1 US89113WYR14 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-13 2018-03-13 2018-03-13 N N N 0.0132 75086489.25 75086489.25 0.0055 N N N N Toronto-Dominion Bank (The), New York Toronto-Dominion Bank (The), New York 1.434 89113XBU7 PT3QB789TSUIDF371261 US89113XBU72 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-17 2018-08-17 2018-08-17 N N N 0.0142 123017825.16 123017825.16 0.0090 N N N N Toronto-Dominion Bank (The), New York Toronto-Dominion Bank (The), New York 1.410 89113XEF7 US89113XEF78 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-03-20 2018-03-20 2018-03-20 N N N 0.0139 50004777.00 50004777.00 0.0036 N N N N ING Bank NV ING Bank NV 1.200 BRTCZAVF5 Non-Negotiable Time Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-10-02 2017-10-02 2017-10-02 N N N 0.0120 59000000.00 59000000.00 0.0043 N Y Y N National Australia Bank Ltd. National Australia Bank Ltd. 1.050 F8SB4JFBSYQFRQEH3Z21 BRTCZ5H62 Non-Negotiable Time Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-02 2017-10-02 2017-10-02 N N N 0.0105 350000000.00 350000000.00 0.0255 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 1.060 F3JS33DEI6XQ4ZBPTN86 BRTCZ54P4 Non-Negotiable Time Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-10-02 2017-10-02 2017-10-02 N N N 0.0106 450000000.00 450000000.00 0.0328 N Y Y N BNP Paribas SA BNP Paribas SA 1.070 R0MUWSFPU8MPRO8K5P83 BRTCZAVE8 Non-Negotiable Time Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 200000000.00 200000000.00 0.0146 N Y Y N Federation des caisses Desjardins du Quebec (The) Federation des caisses Desjardins du Quebec (The) 1.540 31428GGJ6 549300B2Q47IR0CR5B54 US31428GGJ67 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2018-07-18 2018-07-18 2018-07-18 N N N 0.0154 89863308.99 89863308.99 0.0066 N N N N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.060 1VUV7VQFKUOQSJ21A208 BRTCZAAW1 Non-Negotiable Time Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-10-02 2017-10-02 2017-10-02 N N N 0.0106 125000000.00 125000000.00 0.0091 N Y Y N Svenska Handelsbanken AB Svenska Handelsbanken AB 1.050 NHBDILHZTYCNBV5UYZ31 BRTCZ97E8 Non-Negotiable Time Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-02 2017-10-02 2017-10-02 N N N 0.0105 236708000.00 236708000.00 0.0173 N Y Y N ANZ Bank New Zealand Ltd. ANZ Bank New Zealand Ltd. 1.070 HZSN7FQBPO5IEWYIGC72 BRTCZA176 Non-Negotiable Time Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 500000000.00 500000000.00 0.0365 N Y Y N DND NOR Bank ASA DND NOR Bank ASA 1.050 549300GKFG0RYRRQ1414 BRTCZXHE4 Non-Negotiable Time Deposit Y Fitch NR Moody's P-1 Standard & Poor's A-1 2017-10-02 2017-10-02 2017-10-02 N N N 0.0105 400000000.00 400000000.00 0.0292 N Y Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 1.050 2IGI19DL77OX0HC3ZE78 BRTCZ99C0 Non-Negotiable Time Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-10-02 2017-10-02 2017-10-02 N N N 0.0105 100000000.00 100000000.00 0.0073 N Y Y N Credit Industriel et Commercial Credit Industriel et Commercial 1.060 N4JDFKKH2FTD8RKFXO39 BRTCZARW3 Non-Negotiable Time Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-10-02 2017-10-02 2017-10-02 N N N 0.0106 200000000.00 200000000.00 0.0146 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 1.467 89120DAQ2 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-25 2018-09-25 2018-09-25 N N N 0.0144 50012159.00 50012159.00 0.0036 N N N N Toyota Credit Canada, Inc. Toyota Credit Canada, Inc. 1.215 89232CZ74 HJZQGXYTVV2NWJZLPW74 US89232CZ741 Financial Company Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1+ 2017-12-07 2017-12-07 2017-12-07 N N N 0.0122 21948767.50 21948767.50 0.0016 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 1.437 89233AWC9 Z2VZBHUMB7PWWJ63I008 US89233AWC97 Non-Financial Company Commercial Paper Y Fitch F1 Moody's (P)P-1 Standard & Poor's A-1+ 2017-10-19 2018-03-13 2018-03-13 N N N 0.0132 100049235.00 100049235.00 0.0073 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 1.437 89233AXU8 Z2VZBHUMB7PWWJ63I008 US89233AXU86 Non-Financial Company Commercial Paper Y Fitch F1 Moody's (P)P-1 Standard & Poor's A-1+ 2017-10-25 2018-05-22 2018-05-22 N N N 0.0144 50006450.00 50006450.00 0.0036 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 1.704 20272ATX4 MSFSBD3QN1GSN7Q6C537 US20272ATX45 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-13 2017-10-13 2017-10-13 N N N 0.0117 24004953.84 24004953.84 0.0018 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 1.687 20272AUB0 MSFSBD3QN1GSN7Q6C537 US20272AUB06 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-16 2017-10-16 2017-10-16 N N N 0.0117 40009725.20 40009725.20 0.0029 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 1.664 20272AUE4 MSFSBD3QN1GSN7Q6C537 US20272AUE45 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-26 2017-10-26 2017-10-26 N N N 0.0119 25008886.75 25008886.75 0.0018 N N N N UBS AG, Stamford UBS AG, Stamford 1.731 90275DGD6 US90275DGD66 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-10-02 2018-04-02 2018-04-02 N N N 0.0140 75128059.50 75128059.50 0.0055 N N N N UBS AG, Stamford UBS AG, Stamford 1.507 90275DGP9 US90275DGP96 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-10-02 2018-06-01 2018-06-01 N N N 0.0146 175051632.00 175051632.00 0.0128 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 1.664 20272AVS2 MSFSBD3QN1GSN7Q6C537 US20272AVS22 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-16 2018-02-09 2018-02-09 N N N 0.0132 50063520.00 50063520.00 0.0036 N N N N Credit Industriel et Commercial Credit Industriel et Commercial 1.600 XS1669859198 BRTC506K7 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-05-18 2018-05-18 2018-05-18 N N N 0.0160 75013851.75 75013851.75 0.0055 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 1.554 20272AWC6 MSFSBD3QN1GSN7Q6C537 US20272AWC60 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-16 2018-03-16 2018-03-16 N N N 0.0132 77084101.71 77084101.71 0.0056 N N N N KBC Bank NV KBC Bank NV 1.400 6B2PBRV1FCJDMR45RZ53 BE6297714865 BRTC6K9A1 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-22 2017-11-22 2017-11-22 N N N 0.0140 235004909.15 235004909.15 0.0171 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 1.460 5493006GGLR4BTEL8O61 XS1672159719 BRTC7CR26 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-12-22 2017-12-22 2017-12-22 N N N 0.0146 50017684.00 50017684.00 0.0036 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 1.424 20272AYJ9 MSFSBD3QN1GSN7Q6C537 US20272AYJ95 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-10 2018-09-10 2018-09-10 N N N 0.0140 75015714.75 75015714.75 0.0055 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 1.370 91127QB99 IO66REGK3RCBAMA8HR66 US91127QB997 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-02-09 2018-02-09 2018-02-09 N N N 0.0137 994938.61 994938.61 0.0001 N N N N Cooperatieve Rabobank UA Cooperatieve Rabobank UA 1.274 21687AZN6 US21687AZN61 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-12-22 2017-12-22 2017-12-22 N N N 0.0127 89732459.70 89732459.70 0.0065 N N N N HSBC Bank plc HSBC Bank plc 1.611 40433FHX0 MP6I5ZYZBEU3UXPYFY54 US40433FHX06 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-11-09 2018-02-09 2018-02-09 N N N 0.0131 40046571.20 40046571.20 0.0029 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 1.400 22549LAP0 US22549LAP04 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-12-13 2017-12-13 2017-12-13 N N N 0.0130 31006274.71 31006274.71 0.0023 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 1.500 22549LDA0 US22549LDA08 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-01-04 2018-01-04 2018-01-04 N N N 0.0135 50019216.00 50019216.00 0.0036 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 1.461 22549V6D0 US22549V6D06 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-10-07 2017-11-07 2017-11-07 N N N 0.0121 100027470.00 100027470.00 0.0073 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 1.350 2284K0ZJ7 549300LXH4KLRKIKII81 US2284K0ZJ77 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2017-12-18 2017-12-18 2017-12-18 N Y CREDIT SUISSE AG 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0135 35185127.00 35185127.00 0.0026 N N N N DBS Bank Ltd. DBS Bank Ltd. 1.336 23305GAE8 ATUEL7OJR5057F2PV266 US23305GAE89 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-12 2017-12-12 2017-12-12 N N N 0.0126 100015207.00 100015207.00 0.0073 N N N N DBS Bank Ltd. DBS Bank Ltd. 1.354 23305GAJ7 ATUEL7OJR5057F2PV266 US23305GAJ76 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-27 2018-03-27 2018-03-27 N N N 0.0135 57000723.33 57000723.33 0.0042 N N N N Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 1.448 65409SBD9 54930052Z500U6IGFJ82 US65409SBD99 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2018-02-13 2018-02-13 2018-02-13 N Y COOPERATIEVE RABOBANK UA 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1 N 0.0145 32818155.48 32818155.48 0.0024 N N N N DNB Bank ASA DNB Bank ASA 1.547 2332K4FR0 549300GKFG0RYRRQ1414 US2332K4FR09 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2017-10-23 2018-03-23 2018-03-23 N N N 0.0132 100107827.00 100107827.00 0.0073 N N N N ING US Funding LLC ING US Funding LLC 1.437 44988KBT5 US44988KBT51 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2017-10-02 2017-11-01 2017-11-01 N Y ING BANK NV 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0120 75016212.75 75016212.75 0.0055 N N N N Dexia Credit Local SA, New York Dexia Credit Local SA, New York 1.646 25215FBM5 US25215FBM59 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-23 2017-11-22 2017-11-22 N N N 0.0123 140086510.20 140086510.20 0.0102 N N N N Dexia Credit Local SA, New York Dexia Credit Local SA, New York 1.556 25215FBY9 US25215FBY97 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-10-12 2018-01-12 2018-01-12 N N N 0.0131 115082185.90 115082185.90 0.0084 N N N N KBC Bank NV KBC Bank NV 1.450 6B2PBRV1FCJDMR45RZ53 BRTCX9UR5 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-12-29 2017-12-29 2017-12-29 N N N 0.0145 55000000.00 55000000.00 0.0040 N N N N BlackRock Liquidity Funds 2017-10-05 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer