N-MFP2 0000097098 XXXXXXXX 2018-09-30 0000097098 5493007YVNX55LTRQ706 S000001474 2 N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Philadelphia PA BlackRock Advisors, LLC JPMorgan Chase Bank, N.A. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Prime N 27 75 1485958806.00 1349291791.00 1489652658.00 1378467025.00 2075558913.00 1861255748.00 1945765231.00 1898487564.00 0.3128 0.2911 0.3197 0.3011 0.4370 0.4016 0.4176 0.4147 91641997.36 4482038034.57 1603115000.00 4814166.10 8568242.45 4569925955.58 4568375605.52 0.0233 1.0004 1.0004 1.0004 1.0004 C000003922 5000.00 15327.93 15322.73 1.0004 1.0004 1.0004 1.0004 23.91 0.00 0.00 0.00 0.00 0.00 0.00 0.00 23.91 0.00 0.0193 Y BlackRock Advisors, LLC, Management Fees, 1.50; C000003921 3000000.00 4569910627.65 4568360282.79 1.0004 1.0004 1.0004 1.0004 167244373.49 73769267.06 240267507.36 227925242.46 146693611.90 117456236.39 110706152.47 164720835.39 664911645.22 583871581.30 0.0215 Y BlackRock Advisors, LLC, Management Fees, 432834.58; ING US Funding LLC ING US Funding LLC 2.390 44988KFR5 US44988KFR59 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-09 2019-03-06 2019-03-06 N Y ING BANK NV 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0234 35027392.75 35027392.75 0.0077 N N N N ABN AMRO Bank NV ABN AMRO Bank NV 2.200 BFXS5XCH7N0Y05NIXW11 BRTLS74J2 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-04 2018-10-04 2018-10-04 N N N 0.0220 55000000.00 55000000.00 0.0120 N N Y N Toyota Motor Finance Netherlands BV Toyota Motor Finance Netherlands BV 2.448 89233LBJ3 724500OPA8GZSQUNSR96 US89233LBJ35 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-11-05 2019-04-30 2019-04-30 N N N 0.0247 25004190.00 25004190.00 0.0055 N N N N Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 2.300 MK13839SGLMX6JEXRB54 BRTLS0QX2 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-04 2018-10-04 2018-10-04 N N N 0.0230 65000000.00 65000000.00 0.0142 N N Y N Barclays Bank plc Barclays Bank plc 2.320 G5GSEF7VJP5I7OUK5573 BRTLSLLT0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TURKEY (REPUBLIC OF) 5493000PCHOG3B6S3Q85 2036-03-17 6.875000 6034000.00 5500598.59 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-04 2018-10-04 2018-10-04 N N N 0.0232 5000000.00 5000000.00 0.0011 N N Y N Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 2.200 MK13839SGLMX6JEXRB54 BRTLTF8Q3 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2018-10-01 2018-10-01 N N N 0.0220 53000000.00 53000000.00 0.0116 N Y Y N Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 2.300 MK13839SGLMX6JEXRB54 BRTLTDYK2 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-05 2018-10-05 2018-10-05 N N N 0.0230 20000000.00 20000000.00 0.0044 N N Y N UBS AG UBS AG 2.588 90276JED4 BFM8T61CT2L1QCEMIK50 US90276JED46 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-19 2019-06-19 2019-06-19 N N N 0.0246 30046833.00 30046833.00 0.0066 N N N N UBS AG UBS AG 2.514 90276JEH5 BFM8T61CT2L1QCEMIK50 US90276JEH59 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-02 2019-07-02 2019-07-02 N N N 0.0247 50071270.00 50071270.00 0.0109 N N N N UBS AG UBS AG 2.542 90276JEP7 BFM8T61CT2L1QCEMIK50 US90276JEP75 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-24 2019-07-23 2019-07-23 N N N 0.0254 30014243.10 30014243.10 0.0066 N N N N UBS AG UBS AG 2.520 90276JEW2 BFM8T61CT2L1QCEMIK50 US90276JEW27 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-11-01 2019-08-01 2019-08-01 N N N 0.0254 35011356.80 35011356.80 0.0077 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 2.309 91127QLS6 IO66REGK3RCBAMA8HR66 US91127QLS65 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-11-26 2018-11-26 2018-11-26 N N N 0.0231 14944220.40 14944220.40 0.0033 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 2.603 91127QQJ1 IO66REGK3RCBAMA8HR66 US91127QQJ12 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-03-18 2019-03-18 2019-03-18 N N N 0.0260 20747034.00 20747034.00 0.0045 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.160 F3JS33DEI6XQ4ZBPTN86 BRTLT82Q5 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2018-10-01 2018-10-01 N N N 0.0216 65000000.00 65000000.00 0.0142 N Y Y N Cooperatieve Rabobank U.A. Cooperatieve Rabobank U.A. 2.160 DG3RU1DBUFHT4ZF9WN62 BRTLTGMZ5 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2018-10-01 2018-10-01 N N N 0.0216 150000000.00 150000000.00 0.0328 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 2.000 254900Y8NKGV541U8Q32 BRTLU8994 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 2.125000 5068800.00 5000913.20 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2018-10-01 2018-10-01 2018-10-01 N N N 0.0200 5000000.00 5000000.00 0.0011 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.270 VYVVCKR63DVZZN70PB21 BRTLTHMW0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 2022-03-15 3.500000 494000.00 492999.10 Corporate Debt Securities GLAXOSMITHKLINE CAPITAL PLC 549300U0LV41VX7LEP38 2022-05-08 2.850000 1147000.00 1139892.42 Corporate Debt Securities REALTY INCOME CORP 549300CUWDAUZSH43859 2024-07-15 3.875000 2097000.00 2105131.41 Corporate Debt Securities FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 2020-07-27 2.875000 2355000.00 2351471.10 Corporate Debt Securities COMCAST CORP 51M0QTTNCGUN7KFCFZ59 2033-01-15 4.250000 2461000.00 2429051.44 Corporate Debt Securities ENABLE MIDSTREAM PARTNERS LP 549300TLGDBYE711G509 2018-10-09 0.000000 2502814.00 2500571.48 Money Market DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 2025-06-15 3.950000 2848000.00 2811293.24 Corporate Debt Securities APPLE INC HWUPKR0MPOU8FGXBT394 2019-08-02 2.480500 2875000.00 2889952.16 Corporate Debt Securities EPR PROPERTIES 549300YSSXFHMPOWZ492 2028-04-15 4.950000 3300000.00 3316062.75 Corporate Debt Securities SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 2019-08-15 3.000000 3585000.00 3591572.50 Corporate Debt Securities ANTHEM INC 8MYN82XMYQH89CTMTH67 2043-01-15 4.650000 3741000.00 3707589.75 Corporate Debt Securities COMCAST CORP 51M0QTTNCGUN7KFCFZ59 2044-03-01 4.750000 4139000.00 4145260.24 Corporate Debt Securities ENBRIDGE ENERGY PARTNERS LP CZ6VG2MNE1J6YDI02G48 2018-10-05 0.000000 7493305.00 7489363.52 Money Market AT&T INC 549300Z40J86GGSTL398 2037-03-01 5.250000 7636000.00 7639493.47 Corporate Debt Securities SOUTHERN POWER COMPANY 5LADC78JBG2BMZD5XF57 2025-12-01 4.150000 7870000.00 7866674.93 Corporate Debt Securities VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 2027-03-16 4.125000 8017000.00 8060652.56 Corporate Debt Securities DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 2028-05-01 4.125000 10069000.00 10121900.01 Corporate Debt Securities AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 2019-07-16 2.300000 12385000.00 12391068.65 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2018-10-01 2018-10-01 2018-10-01 N N N 0.0227 81000000.00 81000000.00 0.0177 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.260 ZBUT11V806EZRVTWT807 BRTLTGRD9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2031-10-20 3.500000 88000.00 58929.81 Agency Mortgage-Backed Securities GINNIE MAE II 2043-06-20 3.500000 364265.00 148607.81 Agency Mortgage-Backed Securities GINNIE MAE II 2047-12-20 4.000000 554999.00 562131.85 Agency Mortgage-Backed Securities GINNIE MAE II 2045-07-20 3.000000 600000.00 374411.80 Agency Mortgage-Backed Securities GINNIE MAE II 2047-08-20 2.500000 906578.00 787240.63 Agency Mortgage-Backed Securities GINNIE MAE II 2048-04-20 4.000000 1044174.00 1063175.20 Agency Mortgage-Backed Securities GINNIE MAE II 2048-04-20 4.000000 1186166.00 1205921.17 Agency Mortgage-Backed Securities GINNIE MAE II 2048-08-20 4.500000 1322990.00 1392119.50 Agency Mortgage-Backed Securities GINNIE MAE II 2048-06-20 5.000000 1462662.00 1559803.05 Agency Mortgage-Backed Securities GINNIE MAE II 2048-04-20 4.500000 1517750.00 1542248.68 Agency Mortgage-Backed Securities GINNIE MAE II 2048-06-20 5.000000 1562010.00 1663881.11 Agency Mortgage-Backed Securities GINNIE MAE II 2046-02-20 5.000000 1657870.00 658830.48 Agency Mortgage-Backed Securities GINNIE MAE II 2048-08-20 4.500000 1666718.00 1751655.62 Agency Mortgage-Backed Securities GINNIE MAE II 2047-12-20 3.000000 1915606.00 1767289.09 Agency Mortgage-Backed Securities GINNIE MAE II 2047-05-20 4.000000 2123532.00 1809284.50 Agency Mortgage-Backed Securities GINNIE MAE II 2043-11-20 3.500000 3394564.00 3370688.70 Agency Mortgage-Backed Securities GINNIE MAE II 2048-09-20 4.000000 5093680.00 5216412.22 Agency Mortgage-Backed Securities GINNIE MAE II 2046-01-20 3.500000 5225000.00 3072786.86 Agency Mortgage-Backed Securities GINNIE MAE II 2048-08-20 4.500000 6258176.00 6546681.37 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 3.500000 7069648.00 6973736.41 Agency Mortgage-Backed Securities GINNIE MAE II 2048-06-20 4.500000 7166472.00 7479173.41 Agency Mortgage-Backed Securities GINNIE MAE II 2048-04-20 4.000000 7451928.00 7561630.14 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 3.500000 8484880.00 8142249.46 Agency Mortgage-Backed Securities GINNIE MAE II 2048-04-20 4.000000 10329760.00 10355430.28 Agency Mortgage-Backed Securities GINNIE MAE II 2048-07-20 4.000000 11186112.00 11408154.69 Agency Mortgage-Backed Securities GINNIE MAE II 2048-07-20 4.500000 15004608.00 15577613.88 Agency Mortgage-Backed Securities GINNIE MAE II 2048-08-20 4.500000 17042496.00 17904038.88 Agency Mortgage-Backed Securities GINNIE MAE II 2047-10-20 4.500000 17500000.00 14650592.80 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 4.000000 20119968.00 20289357.45 Agency Mortgage-Backed Securities GINNIE MAE II 2043-11-20 4.000000 27500000.00 7751151.73 Agency Mortgage-Backed Securities GINNIE MAE II 2048-03-20 3.500000 40496960.00 39147959.56 Agency Mortgage-Backed Securities GINNIE MAE II 2048-08-20 4.500000 40680192.00 42541572.54 Agency Mortgage-Backed Securities GINNIE MAE II 2047-09-20 3.500000 50000000.00 46398360.93 Agency Mortgage-Backed Securities GINNIE MAE II 2048-09-20 4.500000 96542720.00 100174174.41 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 3.000000 126159104.00 119092704.12 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2018-10-01 2018-10-01 N N N 0.0226 500000000.00 500000000.00 0.1094 N Y Y N BNP Paribas SA BNP Paribas SA 2.160 R0MUWSFPU8MPRO8K5P83 BRTLTJLU1 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2018-10-01 2018-10-01 N N N 0.0216 100000000.00 100000000.00 0.0219 N Y Y N ANZ Bank New Zealand Ltd. ANZ Bank New Zealand Ltd. 2.170 HZSN7FQBPO5IEWYIGC72 BRTLT82R3 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-01 2018-10-01 2018-10-01 N N N 0.0217 7615000.00 7615000.00 0.0017 N Y Y N BNP Paribas SA BNP Paribas SA 2.636 05582W2Q6 R0MUWSFPU8MPRO8K5P83 US05582W2Q62 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-28 2018-12-28 2018-12-28 N N N 0.0246 10005028.00 10005028.00 0.0022 N N N N BNP Paribas SA BNP Paribas SA 2.381 05582W4V3 R0MUWSFPU8MPRO8K5P83 US05582W4V30 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-11 2018-12-11 2018-12-11 N N N 0.0229 30014033.70 30014033.70 0.0066 N N N N BNP Paribas SA BNP Paribas SA 2.389 05582W6C3 R0MUWSFPU8MPRO8K5P83 US05582W6C31 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-12 2019-02-12 2019-02-12 N N N 0.0235 50032140.50 50032140.50 0.0109 N N N N Bank of America NA Bank of America NA 2.417 06053PJ40 B4TYDEB6GKMZO031MB27 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-12 2018-10-12 2018-10-12 N N N 0.0248 14999941.80 14999941.80 0.0033 N N N N Kells Funding LLC Kells Funding LLC 2.239 48802W5E4 US48802W5E49 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-24 2018-10-24 2018-10-24 N Y GERMANY (FEDERAL REPUBLIC OF) 1.0000 Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1+ N 0.0224 34944262.50 34944262.50 0.0076 N N N N Bank of Montreal Bank of Montreal 2.300 06370RGW3 NQQ6HPCNCCU6TUTQYE16 US06370RGW34 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0233 39997765.20 39997765.20 0.0088 N N N N Bank of Montreal Bank of Montreal 2.283 06370RJA8 NQQ6HPCNCCU6TUTQYE16 US06370RJA86 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-12 2019-03-12 2019-03-12 N N N 0.0242 50001003.50 50001003.50 0.0109 N N N N Lexington Parker Capital Co. LLC Lexington Parker Capital Co. LLC 2.309 52952MK25 5493005MSQJBO8BDMA02 US52952MK250 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-02 2018-10-02 2018-10-02 N Y LIBERTY HAMPSHIRE COMPANY LLC 1.0000 Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N 0.0231 151961544.00 151961544.00 0.0333 N N Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 2.314 06417LHV2 L3I9ZG2KFGXZ61BMYR72 US06417LHV27 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-04 2019-05-01 2019-05-01 N N N 0.0243 34005552.20 34005552.20 0.0074 N N N N Banque et Caisse d'Epargne de l'Etat Banque et Caisse d'Epargne de l'Etat 2.412 0667K1N23 R7CQUF1DQM73HUTV1078 US0667K1N234 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-01-02 2019-01-02 2019-01-02 N N N 0.0241 5962176.00 5962176.00 0.0013 N N N N Lloyds Bank plc Lloyds Bank plc 2.370 53946BAZ4 H7FNTJ4851HG0EXQ1Z70 US53946BAZ40 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-09 2018-12-07 2018-12-07 N N N 0.0224 15007185.45 15007185.45 0.0033 N N N N Lloyds Bank plc Lloyds Bank plc 2.334 53946BBA8 H7FNTJ4851HG0EXQ1Z70 US53946BBA89 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-02 2019-01-02 2019-01-02 N N N 0.0227 40021152.40 40021152.40 0.0088 N N N N Barclays Bank plc Barclays Bank plc 2.290 06743MLT5 G5GSEF7VJP5I7OUK5573 US06743MLT52 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-11-27 2018-11-27 2018-11-27 N N N 0.0229 23910000.00 23910000.00 0.0052 N N N N Barton Capital LLC Barton Capital LLC 2.377 06945MLV6 549300KOFKIMD0C37W24 US06945MLV62 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-11-29 2018-11-29 2018-11-29 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0238 20915550.81 20915550.81 0.0046 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.353 07644DGP7 US07644DGP78 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-06 2019-09-05 2019-09-05 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0247 40001818.80 40001818.80 0.0088 N N N N DBS Bank Ltd. DBS Bank Ltd. 2.335 23305EL27 ATUEL7OJR5057F2PV266 US23305EL278 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-11-02 2018-11-02 2018-11-02 N N N 0.0234 34921804.05 34921804.05 0.0076 N N N N DBS Bank Ltd. DBS Bank Ltd. 2.330 23305ELS0 ATUEL7OJR5057F2PV266 US23305ELS09 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-11-26 2018-11-26 2018-11-26 N N N 0.0233 29887457.40 29887457.40 0.0065 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.438 07646KDE7 US07646KDE73 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-26 2019-08-26 2019-08-26 N Y BEDFORD ROW FUNDING CORP 1.0000 Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0246 23482002.06 23482002.06 0.0051 N N N N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 2.246 08224MK29 549300PGDCWK6DU9QM65 US08224MK291 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-02 2018-10-02 2018-10-02 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0225 88979183.79 88979183.79 0.0195 N N Y N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 2.251 08224MK37 549300PGDCWK6DU9QM65 US08224MK374 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-03 2018-10-03 2018-10-03 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0225 23992933.44 23992933.44 0.0053 N N Y N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 2.257 08224MK45 549300PGDCWK6DU9QM65 US08224MK457 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-04 2018-10-04 2018-10-04 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0226 74973312.75 74973312.75 0.0164 N N Y N Dexia Credit Local SA Dexia Credit Local SA 2.465 25215FCY8 F4G136OIPBYND1F41110 US25215FCY88 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-18 2019-01-18 2019-01-18 N N N 0.0231 20016112.40 20016112.40 0.0044 N N N N Dexia Credit Local SA Dexia Credit Local SA 2.313 25215FDV3 F4G136OIPBYND1F41110 US25215FDV31 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-09 2019-04-08 2019-04-08 N N N 0.0231 39998400.00 39998400.00 0.0088 N N N N BNG Bank NV BNG Bank NV 2.205 09657SKA2 529900GGYMNGRQTDOO93 US09657SKA23 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-10 2018-10-10 2018-10-10 N N N 0.0220 39971026.80 39971026.80 0.0087 N N N N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 2.160 92512MK16 US92512MK163 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2018-10-01 2018-10-01 N Y NATIXIS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0216 9998225.00 9998225.00 0.0022 N Y Y N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 2.264 92512ML23 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-11-02 2018-11-02 2018-11-02 N Y NATIXIS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0226 19956677.80 19956677.80 0.0044 N N N N Erste Abwicklungsanstalt Erste Abwicklungsanstalt 2.248 29604DKK5 7TG4VWERK338227TR435 US29604DKK53 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-19 2018-10-19 2018-10-19 N N N 0.0225 34954797.50 34954797.50 0.0077 N N N N Wells Fargo Bank NA Wells Fargo Bank NA 2.557 94989RF94 KB1H1DSPRFMYMCUFXT09 US94989RF947 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-23 2019-04-23 2019-04-23 N N N 0.0252 17009330.62 17009330.62 0.0037 N N N N Credit Industriel Et Commercial Credit Industriel Et Commercial 2.525 2E0568N XS1873217860 BRTKXLZM6 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0253 59340509.40 59340509.40 0.0130 N N N N Wells Fargo Bank NA Wells Fargo Bank NA 2.415 94989RRS9 KB1H1DSPRFMYMCUFXT09 US94989RRS93 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-18 2018-11-19 2018-11-19 N N N 0.0229 5001698.05 5001698.05 0.0011 N N N N Wells Fargo Bank NA Wells Fargo Bank NA 2.378 94989RTC2 KB1H1DSPRFMYMCUFXT09 US94989RTC24 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-16 2018-11-15 2018-11-15 N N N 0.0228 10002761.10 10002761.10 0.0022 N N N N KBC Bank NV KBC Bank NV 2.370 BRTL8W418 6B2PBRV1FCJDMR45RZ53 BE6307812964 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-10 2018-12-10 2018-12-10 N N N 0.0237 74989272.00 74989272.00 0.0164 N N N N SUMITOMO MITSUI TRUST BANK Ltd. SUMITOMO MITSUI TRUST BANK Ltd. 2.497 BRTLC5DY0 5493006GGLR4BTEL8O61 XS1881006198 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-01-11 2019-01-11 2019-01-11 N N N 0.0250 39717344.80 39717344.80 0.0087 N N N N Westpac Banking Corp. Westpac Banking Corp. 2.300 9612C4XF3 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-05 2018-10-05 2018-10-05 N N N 0.0219 15000341.70 15000341.70 0.0033 N N Y N Westpac Banking Corp. Westpac Banking Corp. 2.556 9612C4YR6 EN5TNI6CI43VEPAMHL14 US9612C4YR68 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-03 2019-04-03 2019-04-03 N N N 0.0245 10008466.80 10008466.80 0.0022 N N N N Westpac Banking Corp. Westpac Banking Corp. 2.348 9612C4ZM6 EN5TNI6CI43VEPAMHL14 US9612C4ZM62 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-19 2019-08-19 2019-08-19 N N N 0.0242 20003110.20 20003110.20 0.0044 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 2.300 60683BJH7 JBONEPAGQXF4QP29B387 US60683BJH78 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-17 2018-10-17 2018-10-17 N N N 0.0216 35002419.20 35002419.20 0.0077 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 2.330 60683BJS3 JBONEPAGQXF4QP29B387 US60683BJS34 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-31 2018-10-31 2018-10-31 N N N 0.0219 3500428.47 3500428.47 0.0008 N N N N Old Line Funding LLC Old Line Funding LLC 2.240 67983UKR3 5493004QSN8OZAIU2J90 US67983UKR31 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-25 2018-10-25 2018-10-25 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0224 12978491.50 12978491.50 0.0028 N N N N Old Line Funding LLC Old Line Funding LLC 2.632 67984RGG8 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-29 2019-04-29 2019-04-29 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0242 15019980.75 15019980.75 0.0033 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.274 60700AL69 RB0PEZSDGCO3JS6CEU02 US60700AL694 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-03 2018-12-03 2018-12-03 N N N 0.0234 30005475.60 30005475.60 0.0066 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.270 60700AS62 RB0PEZSDGCO3JS6CEU02 US60700AS624 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-09 2019-01-07 2019-01-07 N N N 0.0237 40006788.40 40006788.40 0.0088 N N N N Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust 2.453 68328HNJ9 635400ZZE5J8OXXBBY26 US68328HNJ94 Non-Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-01-18 2019-01-18 2019-01-18 N Y ONTARIO TEACHERS PENSION PLAN 1.0000 Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ N 0.0245 6575512.71 6575512.71 0.0014 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.483 60700AV68 RB0PEZSDGCO3JS6CEU02 US60700AV685 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-27 2019-03-25 2019-03-25 N N N 0.0253 28998563.63 28998563.63 0.0063 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.573 60700AWW0 RB0PEZSDGCO3JS6CEU02 US60700AWW07 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-10 2018-10-10 2018-10-10 N N N 0.0234 22002753.30 22002753.30 0.0048 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.305 69033MBS5 5493007O3QFXCPOGWK22 US69033MBS52 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-18 2019-01-18 2019-01-18 N N N 0.0239 35002179.80 35002179.80 0.0077 N N N N Mont Blanc Capital Corp. Mont Blanc Capital Corp. 2.447 6117P5NE3 549300NC8BUDZTUFIQ67 US6117P5NE37 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-01-14 2019-01-14 2019-01-14 N Y ING BANK NV 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0245 19974384.63 19974384.63 0.0044 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.615 69034BPS3 5493007O3QFXCPOGWK22 US69034BPS33 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-02-26 2019-02-26 2019-02-26 N N N 0.0262 9892957.80 9892957.80 0.0022 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.517 69034CFG8 5493007O3QFXCPOGWK22 US69034CFG87 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-23 2019-04-23 2019-04-23 N N N 0.0254 12001943.40 12001943.40 0.0026 N N N N CAFCO LLC CAFCO LLC 2.572 1247P3PR7 8O46YQAGJ63WE5QHIG35 US1247P3PR73 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-02-25 2019-02-25 2019-02-25 N Y CITIBANK NA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0257 24738541.75 24738541.75 0.0054 N N N N NRW Bank NRW Bank 2.555 62939MPL5 52990002O5KK6XOGJ020 US62939MPL53 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-02-20 2019-02-20 2019-02-20 N N N 0.0256 42369889.53 42369889.53 0.0093 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.744 BRSK9QQJ0 MBNUM2BPBDO7JBLYG310 BRSK9QQJ0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CMLTI_18-RP3 2061-03-25 3.250000 1.00 0.84 Private Label Collateralized Mortgage Obligations FEDERAL EXPRESS CORP 1998 PASS T 2022-01-15 6.720000 1.00 0.33 Corporate Debt Securities NRZT_16-2 2035-11-26 4.800000 1.00 0.93 Private Label Collateralized Mortgage Obligations UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-C9 2051-03-17 5.050750 6.00 6.11 Private Label Collateralized Mortgage Obligations CONTINENTAL AIRLINES 1999-2 CLAS 2020-03-15 7.256000 10.00 1.23 Corporate Debt Securities COMM MORTGAGE TRUST COMM_18-COR3 2051-05-10 4.713060 85.00 85.04 Private Label Collateralized Mortgage Obligations COMM MORTGAGE TRUST COMM_14-277P 2049-08-10 3.731680 1336.00 1308.68 Private Label Collateralized Mortgage Obligations USCAP_3 2035-12-01 2.900750 21021.00 20012.29 Asset-Backed Securities HIGH STREET FUNDING TRUST II 2048-02-15 4.682000 292000.00 290809.34 Corporate Debt Securities COMM MORTGAGE TRUST COMM_10-C1 2046-07-10 6.307620 1792698.00 1831873.49 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST GSM 2050-08-10 3.000000 2470913.00 2142669.50 Private Label Collateralized Mortgage Obligations DPABS_17-1A 2047-07-25 3.585310 2755000.00 2751954.21 Asset-Backed Securities DRIVE AUTO RECEIVABLES TRUST DRI 2023-05-15 4.850000 4424706.00 4460339.88 Asset-Backed Securities TMSQ MORTGAGE TRUST TMSQ_14-1500 2036-10-13 3.962730 10998287.00 10590518.52 Private Label Collateralized Mortgage Obligations DOMINOS PIZZA MASTER ISSUER LLC DPABS_18-1A 2048-07-25 4.328000 14999999.00 14888045.61 Asset-Backed Securities IRWHE_05-1 2025-06-25 2.655810 38998811.00 3562327.19 Asset-Backed Securities SAMI_05-A1 2035-04-19 1.730000 211732725.00 120046.86 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2018-11-30 2018-11-30 Y CITIGROUP GLOBAL MARKETS INC 1.0000 63 N Fitch - BR A+ Moody's - BR A2 Standard & Poor's - BR A+ N N 0.0274 38000000.00 38000000.00 0.0083 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 2.898 BRSQZVX26 ZBUT11V806EZRVTWT807 BRSQZVX26 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SLM STUDENT LOAN TR 2003-2 A-720280915 FLT 2028-09-15 2.744000 1150007.00 1150000.10 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2018-12-28 2018-12-28 Y JP MORGAN SECURITIES LLC 1.0000 91 N Fitch - BR AA Moody's - BR A1 Standard & Poor's - BR A+ N N 0.0290 1000000.00 1000000.00 0.0002 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.761 BRSY44573 MBNUM2BPBDO7JBLYG310 0000315030 BRSY44573 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DOMINOS PIZZA MASTER ISSUER LLC DPABS_18-1A 2048-07-25 4.328000 1.00 0.99 Asset-Backed Securities RAMP_06-RZ5 2046-08-25 2.465810 573.00 483.85 Asset-Backed Securities IRWHE_05-1 2025-06-25 2.655810 1189.00 108.60 Asset-Backed Securities TMSQ MORTGAGE TRUST TMSQ_14-1500 2036-10-13 3.962730 1713.00 1649.49 Private Label Collateralized Mortgage Obligations SAMI_05-A1 2035-04-19 1.730000 12575.00 7.13 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST GSM 2050-08-10 3.000000 29087.00 25223.00 Private Label Collateralized Mortgage Obligations COMM MORTGAGE TRUST COMM_10-C1 2046-07-10 6.307620 377302.00 385547.11 Private Label Collateralized Mortgage Obligations DB MASTER FINANCE LLC DNKN_17-1A 2047-11-20 3.629000 2500000.00 2424480.51 Asset-Backed Securities DT AUTO OWNER TRUST DTAOT_17-2A 2023-01-15 3.890000 2999999.00 3009280.17 Asset-Backed Securities ACCSS_07-A 2037-02-25 2.861380 4499972.00 2022422.48 Asset-Backed Securities BAYVIEW OPPORTUNITY MASTER FUND 2055-04-28 5.500000 6074937.00 6190786.05 Asset-Backed Securities BOMFT_16-SPL2 2053-06-28 5.500000 7046974.00 7237679.21 Asset-Backed Securities BOMFT_16-SPL1 2055-04-28 0.000000 10800221.00 637331.84 Asset-Backed Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2018-12-02 2018-12-02 Y CITIGROUP GLOBAL MARKETS INC 1.0000 65 N Fitch - BR A+ Moody's - BR A2 Standard & Poor's - BR A+ N N 0.0276 20500000.00 20500000.00 0.0045 N N N Y National Australia Bank Ltd. National Australia Bank Ltd. 2.364 63254GHH1 F8SB4JFBSYQFRQEH3Z21 US63254GHH11 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-02 2019-04-02 2019-04-02 N N N 0.0231 30030645.00 30030645.00 0.0066 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.320 BRT56D607 VYVVCKR63DVZZN70PB21 0000276523 BRT56D607 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y WINWATER MTG LN TR 2015-AA-520450620 FLT 2045-06-20 3.500000 120000.00 41783.18 Private Label Collateralized Mortgage Obligations WELLS FARGO CO MTG TR 2017-C39 X-A20500916 FLT 2050-09-16 1.286910 23260953.00 1738272.52 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2016-C37 X-A20491217 FLT 2049-12-17 1.167410 39672290.00 1965795.62 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2016-C36 A-120591118 1.45300 2059-11-18 1.453000 130000.00 81329.17 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2016-C33 X-A20590317 FLT 2059-03-17 1.944260 68028392.00 6049877.47 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2016-NXS6X-A20491118 FLT 2049-11-18 1.789130 2992038.00 257115.86 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2016-LC25X-A20591217 FLT 2059-12-17 1.220580 6320000.00 354315.27 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2016-LC24X-B20491018 FLT 2049-10-18 1.160670 4661000.00 323641.81 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2016-NXS5X-A20590117 FLT 2059-01-17 1.697550 4100000.00 294743.48 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2015-C26 X-A20480218 FLT 2048-02-18 1.408460 5458546.00 297398.54 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2013-LC12A-120460717 1.67600 2046-07-17 1.676000 381799.00 24093.85 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 2013-C17 A-220461217 2.92100 2046-12-17 2.921000 483000.00 60128.34 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 2013-C13 X-A20450517 FLT 2045-05-17 1.341240 8850000.00 318036.04 Private Label Collateralized Mortgage Obligations SEQUOIA MTG TR 2015-3A-520450725 FLT 2045-07-25 3.000000 120000.00 61355.81 Private Label Collateralized Mortgage Obligations SEQUOIA MTG TR 2014-4A-620441125 FLT 2044-11-25 3.500000 325000.00 160119.00 Private Label Collateralized Mortgage Obligations SEQUOIA MTG TRUST 2012-1 B-220420125 FLT 2042-01-25 4.283800 8315000.00 5599181.24 Private Label Collateralized Mortgage Obligations NEW RESI MTG TR 2018-1 B2-IO20571225 FLT 2057-12-25 1.365350 28034000.00 1748683.29 Asset-Backed Securities NEW RESI MTG TR 2018-1 B1-IO20571225 FLT 2057-12-25 1.615350 33992000.00 2519702.05 Asset-Backed Securities NEW RESI MTG TR 2018-1 A1-IOA 20571225 FLT 2057-12-25 1.865350 527742000.00 30109465.25 Asset-Backed Securities NEW RESI MTG LN TR 2017-1A-120570225 FLT 2057-02-25 4.000000 575000.00 390137.35 Asset-Backed Securities NEW RESI MTG LN TR 2016-2A-120351125 FLT 2035-11-25 3.750000 100000.00 58321.24 Private Label Collateralized Mortgage Obligations NATIONSTAR MTG LN TR 2013-AB-420521225 FLT 2052-12-25 5.712370 4050000.00 2786237.77 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2013-C11A-220460817 3.08500 2046-08-17 3.085000 1844894.00 764348.34 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2013-3A-320430725 FLT 2043-07-25 3.402680 230000.00 118612.11 Private Label Collateralized Mortgage Obligations GS MTG COML 2010-C2A-120431210 3.84900 2043-12-10 3.849000 18105000.00 1186669.44 Private Label Collateralized Mortgage Obligations EVERBANK MTG LN TR 2013-1B-420430325 FLT 2043-03-25 3.494130 3535000.00 2349164.85 Private Label Collateralized Mortgage Obligations CSFB MTG PTC 2004-AR67-A-120341025 FLT 2034-10-25 4.187180 83984976.00 5496626.69 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2014-A B-420350125 FLT 2035-01-25 5.481540 2379434.00 1646977.59 Private Label Collateralized Mortgage Obligations CSMC TRUST 2015-1A-120450125 FLT 2045-01-25 2.500000 48000000.00 18844038.00 Private Label Collateralized Mortgage Obligations CSMC TRUST 2013-IVR2 A-820430425 FLT 2043-04-25 3.424010 1750000.00 794076.54 Private Label Collateralized Mortgage Obligations COLT MTG LN TR 2016-3A-320461226 FLT 2046-12-26 3.750000 136000.00 43308.86 Private Label Collateralized Mortgage Obligations BELLA VISTA MTG TR 2004-1II-A-3 20341119 FLT 2034-11-19 4.514640 48040000.00 1748413.22 Private Label Collateralized Mortgage Obligations BEAR STEARNS ALT-A 2004-1V-A-120340225 FLT 2034-02-25 4.282060 4715125.00 167765.05 Private Label Collateralized Mortgage Obligations BANK 2017-BNK4 X-A20500517 FLT 2050-05-17 1.606730 3500000.00 302619.98 Private Label Collateralized Mortgage Obligations BAMLL COML MTG TR 2017-BNK3X-A20500217 FLT 2050-02-17 1.287970 8600000.00 591307.92 Private Label Collateralized Mortgage Obligations A10 LLC 2017-1 A-1-FX 20360315 2.34000 2036-03-15 2.340000 719000.00 479335.71 Private Label Collateralized Mortgage Obligations AGATE BAY MTG TR 2016-1A-320451225 FLT 2045-12-25 3.500000 201000.00 107001.64 Private Label Collateralized Mortgage Obligations Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2018-10-01 2018-10-01 2018-10-01 N N N 0.0232 84000000.00 84000000.00 0.0184 N Y Y N RBC Capital Markets LLC RBC Capital Markets LLC 2.250 BRT591808 549300LCO2FLSSVFFR64 0000050916 BRT591808 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y MABS_06-AB1 2036-02-25 6.000000 816.00 625.95 Asset-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-06-01 3.620000 1000.00 1003.60 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-12-01 3.000000 1044.00 865.14 Agency Mortgage-Backed Securities UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 2022-03-07 3.000000 1490.00 1477.58 Corporate Debt Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-01-01 5.710000 1694.00 1535.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-06-01 2.661290 1978.00 1822.38 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-08-01 3.000000 2332.00 1414.15 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-09-01 4.000000 2863.00 2891.20 Agency Mortgage-Backed Securities CITY OF HOPE 549300QIQJNNQEIXBL15 2048-08-15 4.378000 3161.00 3152.05 Corporate Debt Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 9951.00 9431.95 Agency Mortgage-Backed Securities FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 2018-11-05 0.000000 13079.00 13039.95 Money Market FHLMC_4495D 2038-11-15 2.431500 13211.00 5776.41 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-06-01 2.622580 16965.00 15403.03 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-12-01 3.500000 28682.00 25187.93 Agency Mortgage-Backed Securities FHLMC_3934A 2041-07-15 4.500000 100000.00 4467.24 Agency Collateralized Mortgage Obligation GNMA_16-32 2046-03-20 3.884750 100000.00 13404.78 Agency Collateralized Mortgage Obligation GNMA_17-172 2044-04-20 3.430890 100000.00 10948.48 Agency Collateralized Mortgage Obligation FNMA_10-135B 2040-12-25 3.804190 181108.00 4427.22 Agency Collateralized Mortgage Obligation BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 2021-05-13 5.000000 525000.00 555208.50 Corporate Debt Securities FHLMC_261 2040-05-15 0.000000 958354.00 83926.92 Agency Collateralized Mortgage Obligation FNMA_17-61C 2043-02-25 3.500000 1532131.00 195612.18 Agency Collateralized Mortgage Obligation GNMA_15-3A 2041-11-20 3.434750 3757562.00 182332.20 Agency Collateralized Mortgage Obligation GNMA_11-51 2041-04-20 4.434750 4222462.00 109295.79 Agency Collateralized Mortgage Obligation FHLMC_37-27 2025-07-15 2.000000 11772369.00 860184.10 Agency Collateralized Mortgage Obligation Y Fitch - BR NR Moody's - BR P-2 Standard & Poor's - BR A-1+ 2018-10-01 2018-10-01 2018-10-01 N N N 0.0225 2000000.00 2000000.00 0.0004 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.220 BRT5BL5U8 MBNUM2BPBDO7JBLYG310 DM3000000000 BRT5BL5U8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-15 2.375000 12622800.00 12240072.59 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2018-10-01 2018-10-01 N N N 0.0222 12000000.00 12000000.00 0.0026 N Y Y N BNP Paribas SA BNP Paribas SA 2.270 BRT5BLP44 R0MUWSFPU8MPRO8K5P83 BRT5BLP44 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y STRUCTURED AGENCY CREDIT RISK STACR_18-DNA2 2030-12-25 4.365810 2.00 2.01 Private Label Collateralized Mortgage Obligations NASSAU_18-1 2031-07-15 5.522630 2.00 1.96 Asset-Backed Securities METAL CAYMAN METAL_17-1 2042-10-15 6.500000 9.00 8.52 Asset-Backed Securities DEUTSCHE BANK AG (NEW YORK BRANC 2024-05-30 3.700000 13.00 12.43 Corporate Debt Securities CVS HEALTH CORP 549300EJG376EN5NQE29 2048-03-25 5.050000 116.00 118.90 Corporate Debt Securities GENERAL MOTORS CO 54930070NSV60J38I987 2028-10-01 5.000000 233.00 230.96 Corporate Debt Securities BSABS_04-A3 2034-06-25 6.000000 506.00 36.63 Private Label Collateralized Mortgage Obligations BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 2029-03-05 3.970000 2000.00 1960.85 Corporate Debt Securities GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 2020-11-01 5.400000 2000.00 2124.54 Corporate Debt Securities HARBORVIEW MORTGAGE LOAN TRUST H 2046-07-19 2.348130 2710.00 568.39 Private Label Collateralized Mortgage Obligations HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_17-C 2021-02-16 2.120000 7582.00 7526.01 Asset-Backed Securities CONNECTICUT AVENUE SECURITIES CA 2028-09-25 8.215810 19401.00 22804.39 Private Label Collateralized Mortgage Obligations SAMI_06-AR2 2036-02-25 2.525810 60076.00 2948.43 Private Label Collateralized Mortgage Obligations CAS_14-C02 2024-05-25 4.815810 62805.00 66833.83 Private Label Collateralized Mortgage Obligations STRUCTURED AGENCY CREDIT RISK STACR_18-HQA1 2030-09-25 4.515810 81433.00 82314.37 Private Label Collateralized Mortgage Obligations WELLS FARGO DEALER FLOORPLAN MASTER NOTE TRUST 549300S66LNQV7U0Q707 2022-01-20 2.815250 133858.00 134642.57 Asset-Backed Securities CAS_14-C04 2024-11-25 7.215810 170032.00 128483.96 Private Label Collateralized Mortgage Obligations JAPAN BANK FOR INTL COOP 549300TJ3QFYVCTSCJ29 2026-01-21 2.750000 200000.00 192483.61 Corporate Debt Securities KOREA DEVELOPMENT BANK (THE) 549300ML2LNRZUCS7149 2021-11-16 4.625000 200000.00 209447.67 Corporate Debt Securities STRUCTURED AGENCY CREDIT RISK ST 2029-10-25 5.665810 250000.00 275675.54 Private Label Collateralized Mortgage Obligations SAMI_06-AR7 2036-08-25 2.445810 251153.00 8609.52 Private Label Collateralized Mortgage Obligations EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 2025-06-13 2.875000 4983835.00 4953475.14 Corporate Debt Securities BANK OF IRELAND GROUP PLC 635400C8EK6DRI12LJ39 2023-11-25 4.500000 5542486.00 5535419.33 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2018-10-01 2018-10-01 N N N 0.0227 11000000.00 11000000.00 0.0024 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. Merrill Lynch, Pierce, Fenner & Smith, Inc. 2.870 BRT5CVEP6 8NAV47T0Y26Q87Y0QP81 BRT5CVEP6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MICHIGAN TOB SETTLEMENT FIN 2034-06-01 7.309000 262844.00 219300.45 Other Instrument MUNITAX TOBACCO SETTLEMENT FING CORP VA 2046-06-01 6.706000 42970872.00 43480699.82 Other Instrument MUNITAX Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2018-10-01 2018-12-02 2018-12-02 Y MERRILL LYNCH PIERCE FENNER & SM 1.0000 65 N Fitch - BR AA- Moody's - BR NR Standard & Poor's - BR A+ N N 0.0287 38000000.00 38000000.00 0.0083 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 2.350 BRT7ER652 ZBUT11V806EZRVTWT807 BRT7ER652 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y SEQUOIA MTG TR 2012-5A-IO 20421125 FLT 2042-11-25 1.396810 70456045.00 1070000.01 Asset-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2018-10-01 2018-10-01 N N N 0.0235 1000000.00 1000000.00 0.0002 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.290 BRT7G0VZ5 ZBUT11V806EZRVTWT807 0000782124 BRT7G0VZ5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y BANCO SANTANDER SA (NEW YORK BRANCH) 2018-11-01 0.000000 8257722.00 8240000.93 Money Market Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2018-10-01 2018-10-01 N N N 0.0229 8000000.00 8000000.00 0.0018 N Y Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 2.519 13608CEY4 2IGI19DL77OX0HC3ZE78 US13608CEY49 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-12 2018-10-12 2018-10-12 N N N 0.0221 20002350.40 20002350.40 0.0044 N N N N Credit Suisse Securities USA LLC Credit Suisse Securities USA LLC 2.711 BRT8TNH36 1V8Y6QCX6YMJ2OELII46 BRT8TNH36 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N APOLLO AVIATION SECURITIZATION E 2042-05-16 5.926000 10.00 9.08 Asset-Backed Securities WAMU_03-S5 2033-06-25 10.997830 32.00 0.00 Private Label Collateralized Mortgage Obligations MSAC_06-WMC1 2035-12-25 2.835810 229.00 140.75 Asset-Backed Securities LUM_06-1 2036-04-25 2.455810 340.00 60.51 Private Label Collateralized Mortgage Obligations AIR 2 US 549300METKFLL2O2VN62 2020-10-01 8.627000 999.00 36.22 Corporate Debt Securities COUNTRYWIDE ALTERNATIVE LOAN TRU 2035-11-25 2.634190 170000.00 2323.37 Private Label Collateralized Mortgage Obligations BAFC_07-A 2047-02-20 2.455250 321580.00 134.73 Private Label Collateralized Mortgage Obligations CMSI_05-2 2035-03-25 5.450460 411000.00 11.55 Private Label Collateralized Mortgage Obligations LB-UBS COMMERCIAL MORTGAGE TRUST LBUBS_04-C8 2039-12-15 0.319910 810224.00 2.25 Private Label Collateralized Mortgage Obligations FBR SECURITIZATION TRUST FBRSI_05-3 2035-10-25 4.465810 1000000.00 10.00 Asset-Backed Securities PCHLT_05-2 2035-05-25 3.265810 1200000.00 12.00 Asset-Backed Securities FBRSI_05-3 2035-10-25 4.990810 1500000.00 15.00 Asset-Backed Securities SAST_06-3 2046-10-25 2.595810 1500000.00 339.48 Asset-Backed Securities PFRMS_05-3 2035-08-25 5.965810 1687000.00 16.87 Asset-Backed Securities TMT_06-1 2037-01-25 2.995810 1775000.00 3045.68 Asset-Backed Securities COUNTRYWIDE ALTERNATIVE LOAN TRU 2037-08-25 0.120000 1845832.00 2812.04 Private Label Collateralized Mortgage Obligations AAMES MORTGAGE INVESTMENT TRUST 2035-06-25 4.615810 2000000.00 20.00 Asset-Backed Securities ACCR_06-1 2036-04-25 2.665810 2000000.00 464.30 Asset-Backed Securities ACCREDITED MORTGAGE LOAN TRUST ACCR_06-1 2036-04-25 3.214750 2000000.00 482.18 Asset-Backed Securities ACCREDITED MORTGAGE LOAN TRUST 2007 1 2037-02-25 3.515810 2000000.00 605.97 Asset-Backed Securities FIELDSTONE MORTGAGE INVESTMENT CORP FMIC_06-2 2036-07-25 4.115810 2000000.00 20.00 Asset-Backed Securities FMIC_05-1 2035-03-25 4.240810 2000000.00 726.80 Asset-Backed Securities SAST_06-3 2036-11-25 2.535810 2000000.00 442.63 Asset-Backed Securities SEMT_5 2026-10-19 3.368130 2315999.00 2045.34 Private Label Collateralized Mortgage Obligations PCHLT_05-1 2035-01-25 4.690810 2500000.00 25.00 Asset-Backed Securities PCHLT_05-1 2035-01-25 4.540810 2800000.00 28.00 Asset-Backed Securities ACCR_07-1 2037-02-25 3.065810 2836000.00 752.91 Asset-Backed Securities AAMES MORTGAGE INVESTMENT TRUST 2035-06-25 5.965810 3000000.00 30.00 Asset-Backed Securities AMIT_05-2 2035-07-25 4.990810 3000000.00 30.00 Asset-Backed Securities PCHLT_05-4 2035-12-25 4.015810 3000000.00 1033.95 Asset-Backed Securities CMAT_99-C1 2032-01-17 1.264000 3250000.00 24.03 Private Label Collateralized Mortgage Obligations FMIC_06-3 2036-11-25 2.515810 3300000.00 33.00 Asset-Backed Securities FBRSI_05-4 2035-10-25 5.215810 3353000.00 33.53 Asset-Backed Securities FBRSI_05-5 2035-11-25 5.215810 3500000.00 1556.28 Asset-Backed Securities RESIDENTIAL ASSET SECURITIES COR 2035-01-25 6.115810 3500000.00 27.44 Asset-Backed Securities PEOPLES CHOICE HOME LOAN SECURITIES TRUST PCHLT_05-3 2035-08-25 5.440810 3562000.00 35.62 Asset-Backed Securities FBRSI_05-5 2035-11-25 5.590810 3800000.00 737.26 Asset-Backed Securities ACCREDITED MORTGAGE LOAN TRUST ACCR_06-1 2036-04-25 4.164750 4000000.00 964.37 Asset-Backed Securities ACCR_07-1 2037-02-25 2.585810 4000000.00 901.94 Asset-Backed Securities CWHE_06-11 2046-08-25 2.525810 4000000.00 435.79 Asset-Backed Securities COUNTRYWIDE ASSET- BACKED CERTIF 2035-12-25 4.615810 4000000.00 3677.60 Asset-Backed Securities SAST_06-3 2036-11-25 2.555810 4000000.00 891.94 Asset-Backed Securities SAST_06-3 2036-11-25 2.675810 4000000.00 931.94 Asset-Backed Securities AMIT_04-1 2035-01-25 6.715810 4100000.00 16.14 Asset-Backed Securities JPM_06-A6 2036-10-25 3.973420 4147000.00 2672.12 Private Label Collateralized Mortgage Obligations FMIC_06-2 2036-07-25 2.525810 4300000.00 43.00 Asset-Backed Securities AAMES MORTGAGE INVESTMENT TRUST 2035-10-25 4.195810 4500000.00 45.00 Asset-Backed Securities AAMES MORTGAGE INVESTMENT TRUST 2035-10-25 4.840810 4500000.00 45.00 Asset-Backed Securities FMIC_06-1 2036-05-25 3.865810 4529000.00 1296.73 Asset-Backed Securities FMIC_06-3 2036-11-25 2.665810 4700000.00 47.00 Asset-Backed Securities CWALT_05-24 2035-07-20 2.692750 4712960.00 29.78 Private Label Collateralized Mortgage Obligations FNLC_05-1 2035-05-25 3.130810 4760000.00 214.86 Asset-Backed Securities ACCREDITED MORTGAGE LOAN TRUST ACCR_06-2 2036-09-25 3.114750 5000000.00 1410.75 Asset-Backed Securities FBRSI_05-2 2035-09-25 4.240810 5000000.00 50.00 Asset-Backed Securities WBCMT_07-C31 2047-04-15 5.957870 5000000.00 1957.75 Private Label Collateralized Mortgage Obligations SVHE_07-1 2037-03-25 2.565810 5500000.00 3379.93 Asset-Backed Securities SAST_06-3 2036-11-25 3.114750 6050000.00 1707.01 Asset-Backed Securities FMIC_04-4 2035-10-25 4.915810 6295000.00 62.95 Asset-Backed Securities FBRSI_05-4 2035-10-25 5.215810 6432000.00 64.32 Asset-Backed Securities PCHLT_05-4 2035-12-25 6.715810 6816999.00 3883.31 Asset-Backed Securities FMIC_05-2 2035-12-25 3.295810 6983000.00 1899.81 Asset-Backed Securities AABST_04-6 2035-03-25 5.065810 7000000.00 3025.06 Asset-Backed Securities FMIC_05-1 2035-03-25 5.215810 7500000.00 3334.88 Asset-Backed Securities SEQUOIA MORTGAGE TRUST 2032-09-20 0.111430 7702000.00 30.31 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET SECURITIES C RASC_03-KS2 2035-05-25 4.240810 8000000.00 80.00 Asset-Backed Securities SAST_06-3 2036-11-25 2.615810 8400000.00 1915.07 Asset-Backed Securities FMIC_05-2 2035-12-25 3.175810 8433000.00 2209.97 Asset-Backed Securities NCSLT_07-4 2038-03-25 3.065810 9240100.00 5659400.04 Asset-Backed Securities FNLC_05-1 2035-05-25 4.915810 10000000.00 574.36 Asset-Backed Securities RENAISSANCE NIM TRUST RENIM_06-3 2036-11-25 6.414000 10000000.00 1288.17 Asset-Backed Securities ACCR_06-2 2036-09-25 2.595810 10300000.00 2331.07 Asset-Backed Securities BSSP_07-R8 2037-04-25 5.637390 10971701.00 4075.33 Private Label Collateralized Mortgage Obligations FNLC_05-1 2035-05-25 4.165810 11440000.00 584.35 Asset-Backed Securities NCSLT_07-1 2034-01-25 3.365810 12500000.00 3631.05 Asset-Backed Securities TMT_04-3HE 2035-03-25 6.000000 13200000.00 275.14 Asset-Backed Securities NCSLT_06-4 2032-05-25 3.315810 13300000.00 3808.02 Asset-Backed Securities AABST_04-6N 2035-03-25 4.750000 13482000.00 326.06 Asset-Backed Securities FNLC_05-1 2035-05-25 4.195810 13680000.00 732.54 Asset-Backed Securities FBRSI_05-2 2035-09-25 4.090810 16000000.00 160.00 Asset-Backed Securities FMIC_05-3 2036-02-25 2.935810 20000000.00 200.00 Asset-Backed Securities CSMC_06-9 2036-11-25 0.500000 21774666.00 80.90 Private Label Collateralized Mortgage Obligations CSMC_06-9 2036-11-25 0.000000 21774666.00 80.90 Private Label Collateralized Mortgage Obligations MLMI_97-C2 2029-12-10 1.315000 22999999.00 619.70 Private Label Collateralized Mortgage Obligations FMIC_06-3 2036-11-25 2.475810 28915000.00 289.15 Asset-Backed Securities DMSI_05-WF1 2035-06-26 0.000000 39395504.00 3078.23 Private Label Collateralized Mortgage Obligations CITIGROUP/DEUTSCHE BANK COMMERCIAL MORTGAGE CD_07-CD4 2049-12-11 0.749230 49252000.00 1498.36 Private Label Collateralized Mortgage Obligations ARMT_05-2 2035-06-25 0.303400 50000000.00 648.11 Private Label Collateralized Mortgage Obligations MLMT_08-C1 2051-02-12 0.000000 51573153.00 32.94 Private Label Collateralized Mortgage Obligations PPSIN_05-WHQ2 2035-05-25 5.192000 69000000.00 3153.91 Asset-Backed Securities GS MORTGAGE SECURITEIS CORPORATION GSMSC_05-GG4 2039-07-10 1.591230 70333000.00 332.78 Private Label Collateralized Mortgage Obligations JPMCCMSC_02-CIB4 2034-05-12 0.932050 77476684.00 2457.13 Private Label Collateralized Mortgage Obligations WBCMT_07-C34 2046-05-15 0.117450 157621265.00 1806.17 Private Label Collateralized Mortgage Obligations COMM_05-LP5 2043-05-10 0.000000 210453000.00 92.09 Private Label Collateralized Mortgage Obligations DBALT_05-4 2035-09-25 0.000000 300254293.00 405.24 Private Label Collateralized Mortgage Obligations CWCAPITAL COBALT CWCI_07-C2 2047-04-15 0.403510 458376834.00 2689.47 Private Label Collateralized Mortgage Obligations Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2018-10-01 2018-11-02 2018-11-02 Y CREDIT SUISSE SECURITIES (USA) L 1.0000 35 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A N N 0.0271 5000000.00 5000000.00 0.0011 N N N Y Barclays Bank plc Barclays Bank plc 2.290 BRTA2SM33 G5GSEF7VJP5I7OUK5573 BRTA2SM33 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA 549300O5ZKB2MUUSKB97 2048-04-01 4.464000 1.00 1.00 Corporate Debt Securities AIRCASTLE LTD 549300PNK8AKY3OIKP58 2023-09-25 4.400000 2.00 2.00 Corporate Debt Securities ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 2027-09-11 4.000000 2.00 1.84 Corporate Debt Securities NORDEA BANK AB 6SCPQ280AIY8EP3XFW53 2033-09-13 4.625000 8.00 7.96 Corporate Debt Securities BANK OF CHINA(HONG KONG) LTD KNPC1X7GHDZW8U2ZSF89 2049-12-31 5.900000 40.00 40.16 Corporate Debt Securities BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 2024-07-23 3.301940 100.00 101.06 Corporate Debt Securities ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 2023-09-14 4.250000 770.00 765.19 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2045-07-30 4.650000 1000.00 1010.82 Corporate Debt Securities QUEBEC (PROVINCE OF) 549300WN65YFEQH74Y36 2021-08-25 2.750000 1000.00 991.06 Corporate Debt Securities WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2049-12-31 5.900000 1000.00 1030.63 Corporate Debt Securities BANK OF NEW YORK MELLON CORP/THE WFLLPEPC7FZXENRZV188 2027-05-16 3.250000 1056.00 1027.60 Corporate Debt Securities ACTIVISION BLIZZARD INC 549300TPQQDBP9GNOF40 2047-06-15 4.500000 1324.00 1280.68 Corporate Debt Securities HALFMOON PARENT INC 2028-10-15 4.375000 1804.00 1799.22 Corporate Debt Securities VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 2026-08-10 6.250000 2000.00 2205.67 Corporate Debt Securities PFIZER INC 765LHXWGK1KXCLTFYQ30 2038-09-15 4.100000 2184.00 2190.92 Corporate Debt Securities ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 2048-08-17 4.375000 48977.00 47552.87 Corporate Debt Securities WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2023-01-24 3.069000 155000.00 151812.58 Corporate Debt Securities BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 2024-12-15 4.950000 205000.00 210857.36 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2026-05-15 3.483750 239000.00 239667.08 Corporate Debt Securities ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 2023-08-17 3.500000 248968.00 247714.72 Corporate Debt Securities TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 2021-04-13 2.617000 570721.00 574152.22 Corporate Debt Securities MASTERCARD INC AR5L2ODV9HN37376R084 2048-02-26 3.950000 768000.00 760543.57 Corporate Debt Securities VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 2029-01-15 4.400000 942930.00 939457.92 Corporate Debt Securities TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 2025-02-11 3.800000 1038000.00 1020500.47 Corporate Debt Securities APPLE INC HWUPKR0MPOU8FGXBT394 2024-05-11 2.850000 1123000.00 1103634.80 Corporate Debt Securities PFIZER INC 765LHXWGK1KXCLTFYQ30 2028-09-15 3.600000 1186759.00 1173680.91 Corporate Debt Securities JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 2025-03-13 3.450000 1428260.00 1411517.22 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2024-07-23 3.237060 1644556.00 1659627.85 Corporate Debt Securities PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 2048-02-12 6.350000 2345063.00 2172967.95 Corporate Debt Securities AXA EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 2028-04-20 4.350000 2405000.00 2373618.76 Corporate Debt Securities FEDEX CORP 549300E707U7WNPZN687 2048-02-15 4.050000 2906299.00 2650537.42 Corporate Debt Securities KELLOGG COMPANY LONOZNOJYIBXOHXWDB86 2019-11-15 4.150000 3034000.00 3118806.20 Corporate Debt Securities DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 2019-08-15 1.600000 6442000.00 6382225.40 Corporate Debt Securities VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 2023-02-19 2.950000 6743000.00 6536770.96 Corporate Debt Securities VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 2045-06-15 5.500000 6926000.00 7112559.50 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2018-10-01 2018-10-01 N N N 0.0229 38000000.00 38000000.00 0.0083 N Y Y N National Securities Clearing Corp. National Securities Clearing Corp. 2.605 63763QQS9 549300RYC9NELN2ICA34 US63763QQS92 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-03-26 2019-03-26 2019-03-26 N N N 0.0261 13823396.58 13823396.58 0.0030 N N N N National Securities Clearing Corp. National Securities Clearing Corp. 2.608 63763QQT7 549300RYC9NELN2ICA34 US63763QQT75 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-03-27 2019-03-27 2019-03-27 N N N 0.0261 13822200.00 13822200.00 0.0030 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 2.314 13608CFX5 2IGI19DL77OX0HC3ZE78 US13608CFX56 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-02 2019-05-02 2019-05-02 N N N 0.0244 25003206.75 25003206.75 0.0055 N N N N Barclays Bank plc Barclays Bank plc 2.720 G5GSEF7VJP5I7OUK5573 BRTDCCKT6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 2027-09-11 4.000000 1.00 0.92 Corporate Debt Securities SUMITOMO LIFE INSURANCE CO 549300I5OQCDADQSPI57 2077-09-14 4.000000 1.00 0.93 Corporate Debt Securities DXC TECHNOLOGY CO 549300DOVZ3EDJB7O259 2027-04-15 4.750000 9.00 9.40 Corporate Debt Securities ACTIVISION BLIZZARD INC 549300TPQQDBP9GNOF40 2047-06-15 4.500000 1018.00 984.69 Corporate Debt Securities BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA 549300O5ZKB2MUUSKB97 2048-04-01 4.464000 1056.00 1058.84 Corporate Debt Securities AIRCASTLE LTD 549300PNK8AKY3OIKP58 2023-09-25 4.400000 1108.00 1107.84 Corporate Debt Securities AMAZON.COM INC ZXTILKJKG63JELOEG630 2057-08-22 4.250000 1109.00 1120.97 Corporate Debt Securities HALFMOON PARENT INC 2028-10-15 4.375000 347234.00 346313.83 Corporate Debt Securities ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 2021-09-15 1.900000 423000.00 408400.63 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2021-08-02 2.350000 457000.00 445024.57 Corporate Debt Securities CELGENE CORP 4SIHMF0MOSTTL8CD0X64 2022-08-15 3.250000 473000.00 468129.02 Corporate Debt Securities UNITED TECH CORP I07WOS4YJ0N7YRFE7309 2022-05-04 2.300000 1014234.00 979395.06 Corporate Debt Securities ENBRIDGE ENERGY PARTNERS LP CZ6VG2MNE1J6YDI02G48 2045-10-15 7.375000 1983000.00 2688853.53 Corporate Debt Securities APPLE INC HWUPKR0MPOU8FGXBT394 2024-05-11 2.850000 2173000.00 2135528.42 Corporate Debt Securities NISOURCE INC. 549300D8GOWWH0SJB189 2041-06-15 5.950000 5323000.00 6174912.15 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2019-01-01 2019-01-01 Y BARCLAYS BANK PLC 1.0000 95 N Fitch - BR A Moody's - BR A2 Standard & Poor's - BR A N N 0.0272 13000000.00 13000000.00 0.0028 N N N Y TD Securities USA LLC TD Securities USA LLC 2.290 BRTECPD97 SUVUFHICNZMP2WKHG940 BRTECPD97 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 3216527.00 3090000.71 Agency Mortgage-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2018-10-01 2018-10-01 2018-10-01 N N N 0.0229 3000000.00 3000000.00 0.0007 N Y Y N Nationwide Building Society Nationwide Building Society 2.285 6385E1KQ3 549300XFX12G42QIKN82 US6385E1KQ37 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-24 2018-10-24 2018-10-24 N N N 0.0228 29951250.00 29951250.00 0.0066 N N N N Scotia Capital USA, Inc. Scotia Capital USA, Inc. 2.370 BRTEDA4K4 549300BLWPABP1VNME36 DM4000000000 BRTEDA4K4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 2018-12-01 1.950000 2000.00 2009.86 Corporate Debt Securities ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 2020-04-01 2.700000 2000.00 2006.15 Corporate Debt Securities ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 2018-11-16 1.750000 6000.00 6032.14 Corporate Debt Securities ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 2020-05-21 1.875000 6000.00 5929.23 Corporate Debt Securities VISA INC 549300JZ4OKEHW3DPJ59 2020-12-14 2.200000 8000.00 7909.24 Corporate Debt Securities ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 2020-04-14 4.400000 9000.00 9368.23 Corporate Debt Securities HOME DEPOT INC QEKMOTMBBKA8I816DO57 2021-04-01 4.400000 12000.00 12601.72 Corporate Debt Securities ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 2021-09-10 2.500000 14000.00 13734.84 Corporate Debt Securities MANITOBA PROVINCE OF 5493003QILFOB3JRKE30 2020-11-30 2.050000 110000.00 108250.94 Corporate Debt Securities QUEBEC (PROVINCE OF) 549300WN65YFEQH74Y36 2020-07-29 3.500000 202000.00 204875.69 Corporate Debt Securities CSX CORP 549300JVQR4N1MMP3Q88 2020-10-30 3.700000 1010000.00 1035140.02 Corporate Debt Securities BRITISH COLUMBIA (PROVINCE OF) 54930058TO7MEKUHWL16 2021-09-22 2.650000 3896000.00 3842397.53 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR 2018-10-01 2018-10-01 2018-10-01 N N N 0.0237 5000000.00 5000000.00 0.0011 N Y Y N Nationwide Building Society Nationwide Building Society 2.266 6385E1KV2 549300XFX12G42QIKN82 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-29 2018-10-29 2018-10-29 N N N 0.0227 49903943.00 49903943.00 0.0109 N N N N Merrill Lynch, Pierce, Fenner & Smith, Inc. Merrill Lynch, Pierce, Fenner & Smith, Inc. 2.290 BRTG5SRB4 8NAV47T0Y26Q87Y0QP81 BRTG5SRB4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y VIRGINIA ST HSG DEV AUTH 549300LW3QBOVLQBP895 2044-11-01 4.666000 1054952.00 1099927.59 Other Instrument MUNITAX UNIVERSITY CALIF REGTS MEDICAL CENTER POOLED REV 2048-05-15 6.548000 2100000.00 2806841.56 Other Instrument MUNITAX DALLAS AREA RAPID TRANSIT 75YWM81F2R6UQGJIEW47 2048-12-01 5.022000 2400000.00 2826291.60 Other Instrument MUNITAX SAN DIEGO COUNTY REGIONAL TRANSPORTATION COMMISSION W4FR340A6EQ2SSI17B56 2048-04-01 5.911000 4000000.00 5295449.67 Other Instrument MUNITAX TRIBOROUGH BRIDGE & TUNNEL AUTHORITY 54930020ZN4LQF7K3456 2039-11-15 5.500000 4200000.00 5091489.66 Other Instrument MUNITAX Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2018-10-01 2018-10-01 2018-10-01 N N N 0.0229 16000000.00 16000000.00 0.0035 N Y Y N Barclays Bank plc Barclays Bank plc 2.320 BRTJ6RCK5 G5GSEF7VJP5I7OUK5573 BRTJ6RCK5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 2048-08-17 4.375000 1.00 0.97 Corporate Debt Securities PFIZER INC 765LHXWGK1KXCLTFYQ30 2038-09-15 4.100000 5.00 5.01 Corporate Debt Securities DXC TECHNOLOGY CO 549300DOVZ3EDJB7O259 2027-04-15 4.750000 9.00 9.40 Corporate Debt Securities LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 2052-09-15 4.090000 10.00 9.57 Corporate Debt Securities FIDELITY NATIONAL INFORMATION SE 6WQI0GK1PRFVBA061U48 2028-05-15 4.250000 20.00 20.35 Corporate Debt Securities BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 2027-04-06 3.300000 30.00 29.20 Corporate Debt Securities BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA 549300O5ZKB2MUUSKB97 2048-04-01 4.464000 99.00 99.27 Corporate Debt Securities FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 2022-08-03 3.428250 997.00 994.75 Corporate Debt Securities BANK OF NEW YORK MELLON CORP/THE WFLLPEPC7FZXENRZV188 2027-05-16 3.250000 1010.00 982.84 Corporate Debt Securities ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 2027-09-11 4.000000 1080.00 996.99 Corporate Debt Securities BUNGE LIMITED FINANCE CORP 549300QHC068L40NNM71 2024-03-15 4.350000 1202.00 1193.22 Corporate Debt Securities BHP BILLITON FINANCE (USA) LTD 5493003NUVITP3TMY274 2043-09-30 5.000000 2000.00 2277.00 Corporate Debt Securities PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 2022-02-18 2.625000 2000.00 1951.47 Corporate Debt Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2045-07-15 5.200000 99000.00 97504.55 Corporate Debt Securities EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 2044-10-15 4.650000 141000.00 139703.39 Corporate Debt Securities DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 2019-07-01 2.962000 149000.00 149986.11 Corporate Debt Securities PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 2047-12-07 3.905000 220000.00 200732.49 Corporate Debt Securities JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 2025-03-13 3.450000 290093.00 286692.39 Corporate Debt Securities SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 2025-11-24 4.750000 481000.00 485031.31 Corporate Debt Securities TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 2047-11-15 3.900000 775000.00 738798.46 Corporate Debt Securities COMCAST CORP 51M0QTTNCGUN7KFCFZ59 2035-11-15 6.500000 835000.00 1028840.15 Corporate Debt Securities KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 2044-09-01 5.400000 960000.00 987110.40 Corporate Debt Securities ENERGY TRANSFER PARTNERS LP 5493008K8W3OKZE54J59 2047-04-15 5.300000 984000.00 980887.83 Corporate Debt Securities PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 2028-08-01 4.650000 1118250.00 1136316.26 Corporate Debt Securities BEST BUY CO INC HL5XPTVRV0O8TUN5LL90 2028-10-01 4.450000 1759300.00 1758022.07 Corporate Debt Securities ZOETIS INC 549300HD9Q1LOC9KLJ48 2028-08-20 3.900000 2965700.00 2936389.00 Corporate Debt Securities WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 2048-09-20 4.625000 4999990.00 4931829.03 Corporate Debt Securities ACTIVISION BLIZZARD INC 549300TPQQDBP9GNOF40 2047-06-15 4.500000 7478315.00 7233587.15 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2018-10-01 2018-10-01 N N N 0.0232 22000000.00 22000000.00 0.0048 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 2.290 BRTK3MYH9 CYYGQCGNHMHPSMRL3R97 BRTK3MYH9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y BANK OF NEW YORK MELLON CORP/THE WFLLPEPC7FZXENRZV188 2019-01-15 2.100000 42000.00 42130.55 Corporate Debt Securities DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 529900ERDFHS6C1M4U58 2030-06-15 8.750000 42000.00 57427.22 Corporate Debt Securities BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 2027-10-21 3.248000 50000.00 47333.74 Corporate Debt Securities BOSTON PROP BVHHEFJI6SHNOKQT2572 2021-05-15 4.125000 60000.00 61923.57 Corporate Debt Securities UBS GROUP FUNDING SWITZERLAND AG 506700Q800G1L95S7805 2025-09-24 4.125000 200000.00 198941.67 Corporate Debt Securities FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 2021-08-02 5.875000 340000.00 358267.82 Corporate Debt Securities IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 2022-07-21 3.750000 750000.00 751244.37 Corporate Debt Securities TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 2048-05-15 4.875000 1145000.00 1190880.15 Corporate Debt Securities ING GROEP NV 549300NYKK9MWM7GGW15 2027-03-29 3.950000 1274000.00 1251552.47 Corporate Debt Securities NORTHERN STATES POWER CO (WISCONSIN) OOVRSRHKQSBLKRB7QM17 2048-09-01 4.200000 1999940.00 1974320.77 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2049-12-31 6.125000 5912000.00 6289957.45 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2077-05-15 3.313750 6165800.00 5419479.80 Corporate Debt Securities VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 2027-08-15 3.950000 12475000.00 11756540.50 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2018-10-01 2018-10-01 2018-10-01 N N N 0.0229 28000000.00 28000000.00 0.0061 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 2.370 BRTK3N6N5 CYYGQCGNHMHPSMRL3R97 BRTK3N6N5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2049-12-31 5.000000 8000.00 7723.33 Corporate Debt Securities LENNAR CORP 2019-06-15 4.500000 55000.00 56051.88 Corporate Debt Securities TEVA PHARMACEUTICAL FINANCE NETH 5493004T21MOAFINJP35 2023-07-21 2.800000 641000.00 573958.52 Corporate Debt Securities INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 2024-06-26 5.017000 4188000.00 3897776.72 Corporate Debt Securities LAND OLAKES INC 4ONCJWH5BBCYSJIJYX61 2049-12-31 7.000000 7630500.00 7721642.08 Corporate Debt Securities SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 2025-09-15 4.750000 9026000.00 8804639.86 Corporate Debt Securities MATCH GROUP INC 549300BIJKT86CPCKK96 2027-12-15 5.000000 11827000.00 11938239.51 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2018-10-01 2018-10-01 2018-10-01 N N N 0.0237 30000000.00 30000000.00 0.0066 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.792 BRTL107X2 7TK5RJIZDFROZCA6XF66 BRTL107X2 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 2026-08-15 2.600000 2000000.00 1823071.11 Corporate Debt Securities NORDSTROM INC 549300S3IZB5P35KNV16 2044-01-15 5.000000 2000000.00 1869197.78 Corporate Debt Securities ALLEGION US HOLDING CO INC 5493002B66JX7J7SXI33 2027-10-01 3.550000 2498000.00 2313408.21 Corporate Debt Securities BRIGHTHOUSE FINANCIAL INC 5493003T8SZSHOGGAW52 2027-06-22 3.700000 2986000.00 2678820.23 Corporate Debt Securities BROADCOM CORPORATION/BROADCOM CA 2027-01-15 3.875000 5000000.00 4757088.19 Corporate Debt Securities MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 2044-09-01 5.500000 5700000.00 5370967.50 Corporate Debt Securities HARLEY-DAVIDSON INC ZDNAWZWXIKMWI51R2A08 2045-07-28 4.625000 6000000.00 5655410.00 Corporate Debt Securities BUCKEYE PARTNERS 549300C1PQJLVEIUBK50 2026-12-01 3.950000 7500000.00 7008656.25 Corporate Debt Securities CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 2024-06-15 3.079000 11045000.00 10524000.30 Corporate Debt Securities Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2018-11-02 2018-11-02 Y MIZUHO SECURITIES USA LLC 1.0000 35 N Fitch - BR NR Moody's - BR A1 Standard & Poor's - BR A N N 0.0279 40000000.00 40000000.00 0.0088 N N N Y Merrill Lynch, Pierce, Fenner & Smith, Inc. Merrill Lynch, Pierce, Fenner & Smith, Inc. 2.570 8NAV47T0Y26Q87Y0QP81 BRTLP0SL9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CONNECTICUT AVENUE SECURITIES CA 2028-09-25 8.215810 15313628.00 18000000.53 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2018-10-01 2018-11-02 2018-11-02 Y MERRILL LYNCH PIERCE FENNER & SM 1.0000 35 N Fitch - BR AA- Moody's - BR NR Standard & Poor's - BR A+ N N 0.0257 15000000.00 15000000.00 0.0033 N N N Y Barclays Bank plc Barclays Bank plc 2.200 BRTLT82V4 BRTLT82V4 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2018-10-01 2018-10-01 N N N 0.0220 20000000.00 20000000.00 0.0044 N Y Y N Natixis SA Natixis SA 2.480 63873NWA5 KX1WK48MPD4Y2NCUIZ63 US63873NWA52 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-20 2018-12-20 2018-12-20 N N N 0.0234 35010369.80 35010369.80 0.0077 N N N N Nederlandse Waterschapsbank NV Nederlandse Waterschapsbank NV 2.276 63975VKA7 JLP5FSPH9WPSHY3NIM24 US63975VKA79 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-10 2018-10-10 2018-10-10 N N N 0.0228 49962616.50 49962616.50 0.0109 N N N N Nestle Capital Corp. Nestle Capital Corp. 2.328 64105HMC3 549300VIRTXBZ81J0S95 US64105HMC33 Non-Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-12-12 2018-12-12 2018-12-12 N N N 0.0233 24880989.50 24880989.50 0.0054 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.720 VYVVCKR63DVZZN70PB21 BRTL6TS03 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JONES ENERGY HOLDINGS LLC 549300GO74M2NV372R67 2023-03-15 9.250000 16503.00 10225.09 Corporate Debt Securities RESOLUTE ENERGY CORP JWU5FD104OSLSO6IZG78 2020-05-01 8.500000 2658000.00 2754321.49 Corporate Debt Securities ATHABASCA OIL CORP 549300STK2KBVO6WED71 2022-02-24 9.875000 9569000.00 9885507.97 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2018-12-04 2018-12-04 2018-12-04 N N N 0.0272 11000000.00 11000000.00 0.0024 N N N Y Mizuho Bank Ltd. Mizuho Bank Ltd. 2.100 BRTLNUF70 BRTLNUF70 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-01 2018-10-01 2018-10-01 N N N 0.0210 35000000.00 35000000.00 0.0077 N Y Y N Royal Bank of Canada Royal Bank of Canada 2.468 78012UFB6 ES7IP3U3RHIGC71XBU11 US78012UFB61 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-16 2019-08-16 2019-08-16 N N N 0.0250 30022978.50 30022978.50 0.0066 N N N N Credit Industriel et Commercial Credit Industriel et Commercial 2.560 1E3549N XS1861132170 BRTK9C934 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-01-25 2019-01-25 2019-01-25 N N N 0.0256 25003655.75 25003655.75 0.0055 N N N N Royal Bank of Canada Royal Bank of Canada 2.314 78012UFT7 ES7IP3U3RHIGC71XBU11 US78012UFT79 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-01 2019-05-01 2019-05-01 N N N 0.0246 35002605.40 35002605.40 0.0077 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 2.333 20272AYV2 MSFSBD3QN1GSN7Q6C537 US20272AYV24 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-10 2018-10-10 2018-10-10 N N N 0.0219 15000670.35 15000670.35 0.0033 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.502 83050FQ87 F3JS33DEI6XQ4ZBPTN86 US83050FQ877 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-22 2018-11-21 2018-11-21 N N N 0.0228 13006142.37 13006142.37 0.0028 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.428 83050FU74 F3JS33DEI6XQ4ZBPTN86 US83050FU747 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-17 2018-12-17 2018-12-17 N N N 0.0229 25014014.75 25014014.75 0.0055 N N N N Cooperatieve Rabobank UA Cooperatieve Rabobank UA 2.313 21684B3Y8 DG3RU1DBUFHT4ZF9WN62 US21684B3Y85 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-10 2018-11-13 2018-11-13 N N N 0.0227 10002284.70 10002284.70 0.0022 N N N N Credit Industriel et Commercial Credit Industriel et Commercial 2.438 22536URY8 N4JDFKKH2FTD8RKFXO39 US22536URY81 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-15 2018-11-15 2018-11-15 N N N 0.0245 20002702.40 20002702.40 0.0044 N N N N Credit Industriel et Commercial Credit Industriel et Commercial 2.383 22536USQ4 N4JDFKKH2FTD8RKFXO39 US22536USQ49 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-09 2019-02-08 2019-02-08 N N N 0.0232 25018687.75 25018687.75 0.0055 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.457 86564FAJ2 5493006GGLR4BTEL8O61 US86564FAJ21 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-05 2018-10-05 2018-10-05 N N N 0.0241 10000227.00 10000227.00 0.0022 N N Y N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 2.410 22845ADY3 549300LXH4KLRKIKII81 US22845ADY38 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-12-10 2018-12-10 2018-12-10 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0230 63512745.72 63512745.72 0.0139 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 2.207 2284K1KA0 549300LXH4KLRKIKII81 US2284K1KA07 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-10 2018-10-10 2018-10-10 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0221 28929011.54 28929011.54 0.0063 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.320 86564FEF6 5493006GGLR4BTEL8O61 US86564FEF62 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-16 2018-10-16 2018-10-16 N N N 0.0219 20001176.00 20001176.00 0.0044 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.342 86564FHH9 5493006GGLR4BTEL8O61 US86564FHH91 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-22 2018-12-21 2018-12-21 N N N 0.0242 40001657.60 40001657.60 0.0088 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.418 86958JG29 NHBDILHZTYCNBV5UYZ31 US86958JG293 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-17 2018-12-17 2018-12-17 N N N 0.0229 37019819.05 37019819.05 0.0081 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.398 86958JVH9 NHBDILHZTYCNBV5UYZ31 US86958JVH93 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-26 2018-10-26 2018-10-26 N N N 0.0226 5000737.20 5000737.20 0.0011 N N N N Swedbank AB Swedbank AB 2.182 87019SK94 M312WZV08Y7LYUC71685 US87019SK940 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-09 2018-10-09 2018-10-09 N N N 0.0218 9993427.50 9993427.50 0.0022 N N N N Swedbank AB Swedbank AB 2.483 87019VFN2 M312WZV08Y7LYUC71685 US87019VFN29 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-09 2018-10-09 2018-10-09 N N N 0.0234 10000872.30 10000872.30 0.0022 N N N N Swedbank AB Swedbank AB 2.432 87019VLY1 M312WZV08Y7LYUC71685 US87019VLY10 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-01 2018-12-31 2018-12-31 N N N 0.0308 48022471.68 48022471.68 0.0105 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.442 31428HAF8 549300B2Q47IR0CR5B54 US31428HAF82 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-11-21 2019-05-21 2019-05-21 N N N 0.0244 21998460.00 21998460.00 0.0048 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.465 31428HAK7 549300B2Q47IR0CR5B54 US31428HAK77 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-18 2019-06-18 2019-06-18 N N N 0.0242 6005863.26 6005863.26 0.0013 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.368 31428HAP6 549300B2Q47IR0CR5B54 US31428HAP64 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-15 2019-08-13 2019-08-13 N N N 0.0243 30012110.10 30012110.10 0.0066 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.378 31428HAQ4 549300B2Q47IR0CR5B54 US31428HAQ48 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-17 2019-08-16 2019-08-16 N N N 0.0243 34013633.66 34013633.66 0.0074 N N N N HSBC Bank plc HSBC Bank plc 2.546 40433FMD8 MP6I5ZYZBEU3UXPYFY54 US40433FMD86 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-18 2019-04-17 2019-04-17 N N N 0.0248 14009721.18 14009721.18 0.0031 N N N N ING US Funding LLC ING US Funding LLC 2.461 4497W1NB8 US4497W1NB87 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-01-11 2019-01-11 2019-01-11 N Y ING BANK NV 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0246 10922679.13 10922679.13 0.0024 N N N N ING US Funding LLC ING US Funding LLC 2.499 44988KEM7 US44988KEM71 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-09 2019-01-07 2019-01-07 N Y ING BANK NV 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0245 30008791.50 30008791.50 0.0066 N N N N ING US Funding LLC ING US Funding LLC 2.478 44988KEQ8 US44988KEQ85 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-16 2019-02-08 2019-02-08 N Y ING BANK NV 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0231 15014108.10 15014108.10 0.0033 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 2.608 88603ACZ4 US88603ACZ49 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2018-10-26 2019-04-26 2019-04-26 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0242 25032524.50 25032524.50 0.0055 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 2.730 89113X3B8 PT3QB789TSUIDF371261 US89113X3B85 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-06-14 2019-06-14 2019-06-14 N N N 0.0271 23999903.28 23999903.28 0.0053 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 2.612 89113XJ39 PT3QB789TSUIDF371261 US89113XJ396 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-23 2019-04-23 2019-04-23 N N N 0.0245 24030608.16 24030608.16 0.0053 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 2.750 89113XP57 PT3QB789TSUIDF371261 US89113XP575 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-05-14 2019-05-14 2019-05-14 N N N 0.0265 11004882.24 11004882.24 0.0024 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 2.550 89113XQ49 PT3QB789TSUIDF371261 US89113XQ490 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-02-19 2019-02-19 2019-02-19 N N N 0.0250 12001240.08 12001240.08 0.0026 N N N N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 2.304 89120DBC2 PT3QB789TSUIDF371261 US89120DBC20 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-02 2018-10-02 2018-10-02 N N N 0.0219 10000114.60 10000114.60 0.0022 N N Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 2.341 89120DCP2 PT3QB789TSUIDF371261 US89120DCP24 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2018-10-11 2018-10-11 2018-10-11 N N N 0.0219 15000766.65 15000766.65 0.0033 N N N N BlackRock Liquidity Funds 2018-10-04 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer