N-MFP2 0000097098 XXXXXXXX 2018-12-31 0000097098 5493007YVNX55LTRQ706 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 33 79 4912739519.00 4020316929.00 4417674144.00 3426784844.00 6314290122.00 5308500249.00 5009044206.00 4661781805.00 0.3486 0.3095 0.3571 0.3002 0.4481 0.4086 0.4049 0.4083 410752383.36 10913857418.51 3824500000.00 14464629.70 27252842.78 11311821588.79 11308969781.86 0.0268 1.0003 1.0003 1.0003 1.0003 C000003898 5000.00 26307856.92 26300364.00 1.0003 1.0003 1.0003 1.0003 2842881.87 16401.96 94436.77 1989791.14 520115.31 2020493.63 267552.97 191549.41 3731804.24 4218236.14 0.0240 Y BlackRock Advisors, LLC, Management Fees, 1116.28; C000003899 5000.00 641585510.61 641420331.37 1.0003 1.0003 1.0003 1.0003 943715.91 1290860.26 651529.12 9143766.72 24183862.23 6232350.97 31723.52 2907109.82 25810830.78 19841972.64 0.0200 Y BlackRock Advisors, LLC, Management Fees, 25955.10; C000003900 5000.00 4716535.26 4715259.94 1.0003 1.0003 1.0003 1.0003 7437.06 4806.05 12021.73 1400.85 9383.90 561.06 303.72 50796.90 29146.41 169150.96 0.0211 Y BlackRock Advisors, LLC, Management Fees, 197.75; BlackRock Investments, LLC, Service/Distribution Fees, 34.89; C000003897 5000.00 86129542.60 86105379.37 1.0003 1.0003 1.0003 1.0003 458731.51 192556.30 1571357.50 119164.70 5130871.71 1012068.56 535109.31 738062.15 7696070.03 2074683.52 0.0225 Y BlackRock Advisors, LLC, Management Fees, 3397.96; C000003896 3000000.00 10551126428.26 10548473305.08 1.0003 1.0003 1.0003 1.0003 2114574154.74 1264414530.23 1770636301.36 2767108591.93 1691363585.27 2664101230.48 1793182602.91 2420703223.16 7775414430.72 9600268726.70 0.0250 Y BlackRock Advisors, LLC, Management Fees, 486771.82; C000003903 1.00 1955076.25 1954503.44 1.0003 1.0003 1.0003 1.0003 4047.95 40635.21 106.28 55676.24 65229.61 7798.82 135692.13 66781.50 205075.97 170891.77 0.0200 Y BlackRock Advisors, LLC, Management Fees, 76.67; BlackRock Investments, LLC, Service/Distribution Fees, 559.19; C000003901 1.00 638.89 638.66 1.0003 1.0003 1.0003 1.0004 1.29 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1.29 0.00 0.0171 N KBC Bank NV KBC Bank NV 2.700 BRTM915A2 6B2PBRV1FCJDMR45RZ53 BE6309035580 BRTM915A2 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-02-19 2019-02-19 2019-02-19 N N N 0.0270 100004911.00 100004911.00 0.0088 N N N N NRW Bank NRW Bank 2.694 62939MPL5 52990002O5KK6XOGJ020 US62939MPL53 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-02-20 2019-02-20 2019-02-20 N N N 0.0269 99625008.00 99625008.00 0.0088 N N N N Credit Industriel et Commercial, New York Credit Industriel et Commercial, New York 2.657 22536UTL4 N4JDFKKH2FTD8RKFXO39 US22536UTL43 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-10 2019-05-08 2019-05-08 N N N 0.0279 124999957.50 124999957.50 0.0111 N N N N Credit Industriel et Commercial, New York Credit Industriel et Commercial, New York 2.752 22536UTV2 N4JDFKKH2FTD8RKFXO39 US22536UTV25 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-14 2019-06-13 2019-06-13 N N N 0.0287 124983480.00 124983480.00 0.0111 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 2.730 22845AFQ8 549300LXH4KLRKIKII81 US22845AFQ85 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-02-08 2019-02-08 2019-02-08 N N N 0.0259 115015700.95 115015700.95 0.0102 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 2.770 22845AFT2 549300LXH4KLRKIKII81 US22845AFT25 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-02-21 2019-02-21 2019-02-21 N N N 0.0264 100017393.00 100017393.00 0.0088 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 2.599 63254GHH1 F8SB4JFBSYQFRQEH3Z21 US63254GHH11 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-01-02 2019-04-02 2019-04-02 N N N 0.0266 25005483.75 25005483.75 0.0022 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 2.900 22845AFY1 549300LXH4KLRKIKII81 US22845AFY10 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-03-15 2019-03-15 2019-03-15 N N N 0.0276 135037435.50 135037435.50 0.0119 N N N N National Securities Clearing Corp. National Securities Clearing Corp. 2.786 63763QQS9 549300RYC9NELN2ICA34 US63763QQS92 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-03-26 2019-03-26 2019-03-26 N N N 0.0279 45703491.82 45703491.82 0.0040 N N N N National Securities Clearing Corp. National Securities Clearing Corp. 2.790 63763QQT7 549300RYC9NELN2ICA34 US63763QQT75 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-03-27 2019-03-27 2019-03-27 N N N 0.0279 36758344.86 36758344.86 0.0033 N N N N National Securities Clearing Corp. National Securities Clearing Corp. 2.896 63763QTC1 549300RYC9NELN2ICA34 US63763QTC14 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-06-12 2019-06-12 2019-06-12 N N N 0.0290 77004070.26 77004070.26 0.0068 N N N N HSBC Bank plc HSBC Bank plc 2.659 40433FMD8 MP6I5ZYZBEU3UXPYFY54 US40433FMD86 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-01-17 2019-04-17 2019-04-17 N N N 0.0295 72014169.60 72014169.60 0.0064 N N N N National Securities Clearing Corp. National Securities Clearing Corp. 3.243 63763QZC4 549300RYC9NELN2ICA34 US63763QZC40 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-12 2019-12-12 2019-12-12 N N N 0.0324 38798226.80 38798226.80 0.0034 N N N N BASF SE BASF SE 2.356 05526MN27 529900PM64WH8AF1E917 US05526MN270 Non-Financial Company Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0236 199974188.00 199974188.00 0.0177 N Y Y N BNP Paribas SA, New York BNP Paribas SA, New York 2.487 05586FDA2 R0MUWSFPU8MPRO8K5P83 US05586FDA21 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-04 2019-04-04 2019-04-04 N N N 0.0294 79991946.40 79991946.40 0.0071 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 2.583 06370RFG9 NQQ6HPCNCCU6TUTQYE16 US06370RFG92 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-07 2019-05-07 2019-05-07 N N N 0.0277 22995790.31 22995790.31 0.0020 N N N N Credit Industriel Et Commercial Credit Industriel Et Commercial 2.508 2E0568N N4JDFKKH2FTD8RKFXO39 XS1873217860 BRTKXLZM6 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0251 149382552.00 149382552.00 0.0132 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.481 BRTLC5DY0 5493006GGLR4BTEL8O61 XS1881006198 BRTLC5DY0 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-11 2019-01-11 2019-01-11 N N N 0.0248 149886420.00 149886420.00 0.0133 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 2.567 06370RMJ5 NQQ6HPCNCCU6TUTQYE16 US06370RMJ58 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-09 2019-05-09 2019-05-09 N N N 0.0271 109996128.00 109996128.00 0.0097 N N N N ING US Funding LLC ING US Funding LLC 2.955 4497W1RF5 US4497W1RF55 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-04-15 2019-04-15 2019-04-15 N Y ING BANK NV 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0296 59494249.80 59494249.80 0.0053 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 2.750 86565BQD6 5U0XI89JRFVHWIBS4F54 US86565BQD63 0001158084 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-03-04 2019-03-04 2019-03-04 N N N 0.0261 120026596.80 120026596.80 0.0106 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 2.787 06370RQX0 NQQ6HPCNCCU6TUTQYE16 US06370RQX07 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-10 2019-12-10 2019-12-10 N N N 0.0291 150017140.50 150017140.50 0.0133 N N N N ING US Funding LLC ING US Funding LLC 2.775 44988KEQ8 US44988KEQ85 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-01-16 2019-02-08 2019-02-08 N Y ING BANK NV 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0257 71017408.49 71017408.49 0.0063 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 2.890 06417G3B2 L3I9ZG2KFGXZ61BMYR72 US06417G3B28 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-05-16 2019-05-16 N N N 0.0289 124999813.75 124999813.75 0.0111 N N N N Bank of Nova Scotia Bank of Nova Scotia 2.810 06417G3D8 L3I9ZG2KFGXZ61BMYR72 US06417G3D83 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-22 2019-08-20 2019-08-20 N N N 0.0285 70005647.60 70005647.60 0.0062 N N N N KBC Bank NV KBC Bank NV 2.500 BRTLWGSL6 6B2PBRV1FCJDMR45RZ53 BE6308651627 BRTLWGSL6 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-04 2019-01-04 2019-01-04 N N N 0.0250 199996308.00 199996308.00 0.0177 N N Y N Westpac Banking Corp. Westpac Banking Corp. 2.618 9612C4YR6 EN5TNI6CI43VEPAMHL14 US9612C4YR68 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-01-03 2019-04-03 2019-04-03 N N N 0.0291 80023827.20 80023827.20 0.0071 N N N N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 2.935 06417KSW0 L3I9ZG2KFGXZ61BMYR72 US06417KSW08 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-05-30 2019-05-30 2019-05-30 N N N 0.0293 59284999.80 59284999.80 0.0052 N N N N Svenska Handelsbanken, New York Svenska Handelsbanken, New York 2.680 86958JX79 NHBDILHZTYCNBV5UYZ31 US86958JX793 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-01-07 2019-08-06 2019-08-06 N N N 0.0285 61999977.06 61999977.06 0.0055 N N N N Banque et Caisse d'Epargne de l'Etat Banque et Caisse d'Epargne de l'Etat 2.364 0667K1N23 R7CQUF1DQM73HUTV1078 US0667K1N234 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-01-02 2019-01-02 2019-01-02 N N N 0.0236 31995854.08 31995854.08 0.0028 N Y Y N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.742 07644DGM4 US07644DGM48 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-01-29 2019-08-29 2019-08-29 N Y ROYAL BANK OF CANADA 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1+ N 0.0283 149894710.50 149894710.50 0.0133 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.726 07646KDE7 US07646KDE73 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-01-26 2019-08-26 2019-08-26 N Y BEDFORD ROW FUNDING CORP 1.0000 Fitch NR Moody's P-1 Standard & Poor's A-1+ N 0.0283 74898909.75 74898909.75 0.0066 N N N N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 2.546 08224MN26 549300PGDCWK6DU9QM65 US08224MN261 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N Y SOCIETE GENERALE SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0255 299958150.00 299958150.00 0.0265 N Y Y N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 2.629 08224MP16 549300PGDCWK6DU9QM65 US08224MP167 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-02-01 2019-02-01 2019-02-01 N Y SOCIETE GENERALE SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0263 69839030.80 69839030.80 0.0062 N N N N Kells Funding LLC Kells Funding LLC 2.583 48803THU1 US48803THU16 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-01-25 2019-01-25 2019-01-25 N Y GERMANY (FEDERAL REPUBLIC OF) 1.0000 Fitch F1+ Moody's NR Standard & Poor's A-1+ N 0.0258 59894041.80 59894041.80 0.0053 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.940 549300IJV8X2BVHFN697 XS1923354341 BRTNUF325 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-03-13 2019-03-13 2019-03-13 N N N 0.0294 125047730.00 125047730.00 0.0111 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.069 BRSK9QQJ0 MBNUM2BPBDO7JBLYG310 BRSK9QQJ0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JPMMT_14-IVR6 2044-07-25 2.837960 1231.00 1136.00 Private Label Collateralized Mortgage Obligations PREFERRED TERM SECURITIES XVI LTD 549300DRKVQSOVNIU603 2035-03-23 3.288190 100000.00 39943.30 Corporate Debt Securities CMLTI_18-RP1 2064-09-25 3.000000 330867.00 265612.08 Private Label Collateralized Mortgage Obligations MORGAN STANLEY BAML TRUST MSBAM_ 2049-11-15 4.316970 592000.00 577537.82 Private Label Collateralized Mortgage Obligations MORGAN STANLEY BAML TRUST MSBAM_17-C34 2052-11-15 4.185980 660000.00 627841.79 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAPITAL I TRUST M 2050-06-15 4.281000 835000.00 803121.93 Private Label Collateralized Mortgage Obligations COMM MORTGAGE TRUST COMM_14-277P 2049-08-10 3.611300 950000.00 939357.71 Private Label Collateralized Mortgage Obligations NWR_16-4 2056-11-25 0.468400 974726.00 17376.89 Private Label Collateralized Mortgage Obligations CITIGROUP COMMERCIAL MORTGAGE TR 2049-11-15 4.133190 1000000.00 946041.97 Private Label Collateralized Mortgage Obligations CD COMMERCIAL MORTGAGE TRUST CD_18-CD7 2051-08-15 4.850650 2000000.00 2005165.69 Private Label Collateralized Mortgage Obligations CITIGROUP COMMERCIAL MORTGAGE TR 2048-11-10 4.498810 2000000.00 1954602.61 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST GSM 2050-08-10 3.000000 2500000.00 2091170.00 Private Label Collateralized Mortgage Obligations OBX_18-EX1 2048-04-25 4.577300 4222519.00 4060073.15 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE 549300MZIB10PDVAE312 2048-07-15 4.176000 4500000.00 4363038.00 Private Label Collateralized Mortgage Obligations UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-C9 2051-03-17 4.887390 5000000.00 5004505.86 Private Label Collateralized Mortgage Obligations CMLTI_18-RP1 2064-09-25 3.000000 5658573.00 4452917.83 Private Label Collateralized Mortgage Obligations BOMFT_16-SPL2 2053-06-28 5.500000 7000000.00 7318124.33 Asset-Backed Securities JPMBB_16-C1 2049-03-15 4.238040 11980570.00 11302572.46 Private Label Collateralized Mortgage Obligations NRZT_17-4 2057-05-25 0.605000 12078000.00 292314.45 Private Label Collateralized Mortgage Obligations COMM MORTGAGE TRUST COMM_18-COR3 2051-05-10 4.561010 12750000.00 12615546.04 Private Label Collateralized Mortgage Obligations NRZT_17-3 2057-04-25 0.705900 20869000.00 544366.92 Private Label Collateralized Mortgage Obligations NRZT_17-1 2057-02-26 0.804250 23079000.00 699130.66 Private Label Collateralized Mortgage Obligations SAMI_05-A1 2035-04-19 1.730000 211745300.00 108365.28 Private Label Collateralized Mortgage Obligations Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-03-04 2019-03-04 Y CITIGROUP GLOBAL MARKETS INC 1.0000 63 N Fitch A+ Moody's A2 Standard & Poor's A+ N N 0.0307 57000000.00 57000000.00 0.0050 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 3.188 ZBUT11V806EZRVTWT807 BRSPW5A15 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MMCAP_17A 2035-12-01 3.938130 9349860.00 7109951.05 Asset-Backed Securities NCSLT_04-2 2033-12-26 3.046250 31077408.00 26699275.85 Asset-Backed Securities BNCMT_06-1 2036-10-25 2.686250 179648000.00 23690775.59 Asset-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-04-01 2019-04-01 Y JP MORGAN SECURITIES LLC 1.0000 91 N Fitch AA Moody's Aa3 Standard & Poor's A+ N N 0.0319 50000000.00 50000000.00 0.0044 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 3.308 BRSQZVX26 ZBUT11V806EZRVTWT807 BRSQZVX26 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BAYVIEW OPPORTUNITY MASTER FUND TRUST BOMFT_17-RT3 2058-01-28 4.500000 741999.00 702737.61 Private Label Collateralized Mortgage Obligations POPLR_06-A 2036-02-25 3.196250 2400000.00 289342.81 Asset-Backed Securities TRNTS_18-9A 2032-01-20 10.901600 2933200.00 2990769.92 Asset-Backed Securities ROCKFORD TOWER CLO LTD ROCKT_18-1A 2031-05-20 8.494500 6000000.00 5456545.75 Asset-Backed Securities BACM_07-4 2051-02-10 5.751710 6749870.00 3398054.40 Private Label Collateralized Mortgage Obligations MSC_11-C2 2044-06-17 3.500000 8649750.00 7065890.44 Private Label Collateralized Mortgage Obligations PREFERRED TERM SECURITIES LTD 2034-09-26 4.362000 9284000.00 7989864.56 Asset-Backed Securities NOMURA ASSET ACCEPTANCE CORPORATION NAA_04-R1 2034-03-25 6.500000 11500000.00 1016689.17 Private Label Collateralized Mortgage Obligations SLMA_08-5 2029-07-25 4.339880 11919000.00 12279114.07 Asset-Backed Securities GS MORTGAGE SECURITIES CORPORATION II GSMSC_06-GG8 2039-11-10 5.740000 18549900.00 44615.02 Private Label Collateralized Mortgage Obligations BBCMS_18-RRI 2033-02-15 7.105130 40935800.00 40799845.49 Private Label Collateralized Mortgage Obligations GPMF_06-AR1 2036-02-25 3.246250 83410000.00 5733013.65 Private Label Collateralized Mortgage Obligations SACO I TRUST SACO_05-10 2036-06-25 3.026250 239620000.00 7518506.08 Asset-Backed Securities HVMLT_06-12 2036-12-19 2.719630 300255040.00 19715011.07 Private Label Collateralized Mortgage Obligations Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-04-01 2019-04-01 Y JP MORGAN SECURITIES LLC 1.0000 91 N Fitch AA Moody's Aa3 Standard & Poor's A+ N N 0.0331 100000000.00 100000000.00 0.0088 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.064 BRSY44573 MBNUM2BPBDO7JBLYG310 0000315030 BRSY44573 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BOMFT_16-SPL2 2053-06-28 4.250000 2.00 2.03 Asset-Backed Securities NRZT_17-1 2057-02-26 1.554250 31.00 0.97 Private Label Collateralized Mortgage Obligations COMM MORTGAGE TRUST COMM_14-UBS5 2047-09-10 4.193000 40.00 40.61 Private Label Collateralized Mortgage Obligations NRZT_17-3 2057-04-25 1.455900 115.00 3.45 Private Label Collateralized Mortgage Obligations COMM MORTGAGE TRUST COMM_13-WWP 549300CJNWCNIHR7IT87 2031-03-10 3.897900 601.00 624.77 Private Label Collateralized Mortgage Obligations WF-RBS COMMERCIAL MORTGAGE TRUST 2044-03-15 4.740000 50000.00 50978.28 Private Label Collateralized Mortgage Obligations CITIGROUP COMMERCIAL MORTGAGE TR 2048-06-10 4.057930 129000.00 133285.53 Private Label Collateralized Mortgage Obligations BARCLAYS COMMERCIAL MORTGAGE SEC 2050-02-15 4.089000 228094.00 224659.21 Private Label Collateralized Mortgage Obligations CGMS_14-3RA 2031-07-27 4.059250 250000.00 243378.42 Asset-Backed Securities JPMBB_15-C30 2048-07-15 0.607810 370979.00 9558.44 Private Label Collateralized Mortgage Obligations NRZT_16-4 2056-11-25 4.500000 469000.00 446969.38 Private Label Collateralized Mortgage Obligations HOUSTON GALLERIA MALL TRUST HGMT 2037-03-30 3.186010 469870.00 453497.38 Private Label Collateralized Mortgage Obligations CREDIT SUISSE MORTGAGE TRUST CSMC_15-GLPB 2034-11-15 3.937840 475000.00 477445.15 Private Label Collateralized Mortgage Obligations CGCMT_15-GC33 2058-09-10 4.114000 500000.00 512311.42 Private Label Collateralized Mortgage Obligations NRZT_16-1 2056-03-27 4.500000 506000.00 457041.39 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST GSM 54930070360RBP384M53 2048-10-10 3.911000 510000.00 513689.55 Private Label Collateralized Mortgage Obligations NRZT_16-2A 2035-11-25 4.500000 588745.00 543061.02 Private Label Collateralized Mortgage Obligations ARES_17-46A 2030-01-15 3.570000 600000.00 559678.00 Asset-Backed Securities NRZT_16-3A 2056-09-25 4.000000 747000.00 697300.03 Private Label Collateralized Mortgage Obligations IVYH_9A 2030-01-18 4.194560 1000000.00 988195.63 Asset-Backed Securities CITIGROUP COMMERCIAL MORTGAGE TR 2049-04-15 3.585000 1250000.00 1215576.67 Private Label Collateralized Mortgage Obligations NRZT _17-1A 2057-02-25 4.500000 1306000.00 1227237.08 Asset-Backed Securities NRZT_17-3A 2057-04-25 4.500000 1530932.00 1445928.39 Private Label Collateralized Mortgage Obligations OBX_18-EX1 2048-04-25 4.577300 1725000.00 1667350.80 Private Label Collateralized Mortgage Obligations COMM MORTGAGE TRUST COMM_17-COR2 2050-09-10 1.179240 1822133.00 146107.04 Private Label Collateralized Mortgage Obligations TRAP_04_7A 2035-01-25 2.899880 1950000.00 456631.49 Asset-Backed Securities CITIGROUP COMMERCIAL MORTGAGE TR 2049-12-10 4.032000 2154275.00 2199376.90 Private Label Collateralized Mortgage Obligations NZCG_15-1A 2031-02-26 4.239250 2490000.00 2424125.79 Asset-Backed Securities NSBKY_16-11 2028-10-25 5.389880 2560000.00 2583862.90 Asset-Backed Securities ALESC_5A 2034-12-23 3.303750 2581000.00 428496.04 Asset-Backed Securities HLA_17-2A 2030-01-17 4.148810 2900000.00 2925163.62 Asset-Backed Securities MCLO_18-11A 2031-04-20 3.597280 3314000.00 3223372.32 Asset-Backed Securities WELLS FARGO COMMERCIAL MORTGAGE 2049-10-15 3.367000 4245000.00 4041585.74 Private Label Collateralized Mortgage Obligations CFCRE COMMERCIAL MORTGAGE TRUST 2050-06-15 4.198500 4499998.00 4462814.52 Private Label Collateralized Mortgage Obligations KING_18-9A 2031-04-28 4.309250 4609999.00 4556344.09 Asset-Backed Securities HLA_14-3A 2025-10-22 5.119000 4870940.00 4849319.93 Asset-Backed Securities GS MORTGAGE SECURITIES TRUST GSM 2050-08-10 3.663000 4984912.00 4904907.90 Private Label Collateralized Mortgage Obligations CMLTI_18-RP2 2058-02-25 3.500000 5000000.00 4937451.67 Private Label Collateralized Mortgage Obligations ICG_18-2A 2031-07-22 4.068200 5000000.00 5059647.30 Asset-Backed Securities WELLS FARGO COMMERCIAL MORTGAGE 549300BSYX29G4VVM177 2059-11-15 3.671000 6500000.00 6304516.11 Private Label Collateralized Mortgage Obligations JPMMT_14-IVR6 2044-07-25 2.837960 6559399.00 6143956.08 Private Label Collateralized Mortgage Obligations TPMT_17-6 2057-10-25 3.000000 6889915.00 6369753.98 Asset-Backed Securities MMCAP_17A-A1 2035-12-01 3.088130 7215000.00 1022823.07 Asset-Backed Securities NWR_16-4 2056-11-25 0.718400 9370000.00 270398.84 Private Label Collateralized Mortgage Obligations NRZT_16-1 2056-03-27 1.022000 10103000.00 354718.07 Private Label Collateralized Mortgage Obligations BOMFT_17-RT2 2057-08-28 1.400000 11324000.00 640900.65 Asset-Backed Securities BOMFT_17-RT2 2057-08-28 1.400000 11324000.00 308012.80 Asset-Backed Securities CCUBS_17-C1 2050-11-15 3.907000 12420264.00 12282441.85 Private Label Collateralized Mortgage Obligations HLA_14-2A 2025-04-28 5.209250 12500000.00 12468202.33 Asset-Backed Securities BKF_17-SP3 2053-11-28 3.597000 14638000.00 2076720.85 Private Label Collateralized Mortgage Obligations BKF_17-SP3 2053-11-28 0.000000 14638000.00 973573.38 Private Label Collateralized Mortgage Obligations NWR_16-3 2056-09-25 1.420900 14938000.00 773446.81 Private Label Collateralized Mortgage Obligations B_4B-17SP2 2054-06-28 3.748000 15061000.00 2122437.66 Private Label Collateralized Mortgage Obligations NRZT_17-4 2057-05-25 0.855000 18980000.00 657991.66 Private Label Collateralized Mortgage Obligations B_4A-16SP1 2055-04-28 3.885000 21598983.00 2233350.17 Asset-Backed Securities ARCHS_16-2A- 2028-10-20 4.319000 22337783.00 22062315.31 Asset-Backed Securities B_4A-16SP1 2055-04-28 0.000000 24435000.00 1087357.50 Asset-Backed Securities CMLTI_18RP1 2064-09-25 3.000000 25391630.00 20716040.65 Private Label Collateralized Mortgage Obligations NRZT_17-1 2057-02-26 1.054250 26107000.00 1041267.88 Private Label Collateralized Mortgage Obligations BOMFT_17-SPL5 2057-06-28 4.010000 26830000.00 3386871.34 Asset-Backed Securities BOMFT_17-SPL5 2057-06-28 0.000000 26830000.00 1501031.18 Asset-Backed Securities B_4A-17SP1 2064-10-28 3.580000 27661000.00 3869452.00 Asset-Backed Securities TROPC_03-2A 2034-04-15 3.186310 28000000.00 6208216.31 Asset-Backed Securities NRZT_17-3 2057-04-25 0.955900 30606880.00 1104483.65 Private Label Collateralized Mortgage Obligations PREFERRED TERM SECURITIES XVII 2035-09-23 3.168190 84815762.00 11667699.43 Asset-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-03-06 2019-03-06 Y CITIGROUP GLOBAL MARKETS INC 1.0000 65 N Fitch A+ Moody's A2 Standard & Poor's A+ N N 0.0306 174500000.00 174500000.00 0.0154 N N N Y Wells Fargo Securities LLC Wells Fargo Securities LLC 2.540 BRT56D607 VYVVCKR63DVZZN70PB21 0000276523 BRT56D607 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y SLG Operat Part 2K1OXW4LY7IS2U150Y32 2022-10-15 3.250000 5000.00 4870.51 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2023-06-05 2.908000 6000.00 5761.86 Corporate Debt Securities ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 2049-02-01 4.800000 50000.00 48938.50 Corporate Debt Securities CK HUTCHISON INTERNATIONAL (17) LTD 254900TNOJOSKVTDPK87 2027-04-05 3.500000 50000.00 48680.06 Corporate Debt Securities PROTECTIVE LIFE CORP 549300ZWIT8J8Y2EXL07 2028-09-30 4.300000 70000.00 69899.16 Corporate Debt Securities COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 2024-08-15 3.150000 84000.00 81570.72 Corporate Debt Securities REGENCY CENTERS LP 5493008PTR2GAOYBXW28 2028-03-15 4.125000 92000.00 91583.78 Corporate Debt Securities SANTANDER UK PLC PTCQB104N23FMNK2RZ28 2020-11-03 2.125000 115000.00 112264.57 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2023-01-24 3.142000 152000.00 151135.52 Corporate Debt Securities CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 2027-11-15 3.125000 165000.00 158780.00 Corporate Debt Securities DISCOVER BANK X05BVSK68TQ7YTOSNR22 2023-02-06 3.350000 270000.00 265875.22 Corporate Debt Securities ESSEX PORTFOLIO LP 5493003GN3O58H286O74 2027-05-01 3.625000 296000.00 286179.21 Corporate Debt Securities BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 2024-04-14 3.224000 303000.00 297002.35 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEVELOPMENT 2016 LTD 5299002BJODD4TLAOX51 2021-09-29 2.000000 315000.00 303222.50 Corporate Debt Securities US BANK NATIONAL ASSOCIATION 6BYL5QZYBDK8S7L73M02 2021-05-21 3.104000 350000.00 350545.61 Corporate Debt Securities CITIBANK NA E57ODZWZ7FF32TWEFA76 2020-06-12 2.100000 357000.00 351294.55 Corporate Debt Securities REGIONS FINANCIAL CORPORATION CW05CS5KW59QTC0DG824 2022-08-14 2.750000 374000.00 364479.93 Corporate Debt Securities CAPITAL ONE FIN CORP ZUE8T73ROZOF6FLBAR73 2020-10-30 2.400000 378000.00 371353.50 Corporate Debt Securities DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 2023-03-20 2.950000 430000.00 414028.25 Corporate Debt Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2023-06-15 4.000000 501000.00 499410.72 Corporate Debt Securities BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA 549300O5ZKB2MUUSKB97 2048-04-01 4.464000 550000.00 537801.00 Corporate Debt Securities ESSEX PORTFOLIO LP 5493003GN3O58H286O74 2048-03-15 4.500000 638000.00 617756.26 Corporate Debt Securities BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 2023-04-12 3.450000 750000.00 748395.62 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2023-06-05 3.801250 850000.00 831942.05 Corporate Debt Securities CK HUTCHISON INTERNATIONAL 17 II LTD 254900F7C0PB6TKONV55 2023-03-29 2.750000 982000.00 949807.86 Corporate Debt Securities NBCUNIVERSAL ENTERPRISE INC 2021-04-01 2.796000 1000000.00 997190.00 Corporate Debt Securities BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 2024-07-15 3.375000 1011000.00 974707.63 Corporate Debt Securities CAPITAL ONE FIN CORP ZUE8T73ROZOF6FLBAR73 2021-04-30 3.450000 1039000.00 1043369.86 Corporate Debt Securities PENSKE TRUCK LEASING CO LP 549300ZX07JYMI8GHQ39 2025-03-10 3.950000 1100000.00 1087646.08 Corporate Debt Securities AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 2021-11-05 3.192380 1204000.00 1207223.41 Corporate Debt Securities CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 2028-04-04 3.950000 1306730.00 1253266.23 Corporate Debt Securities DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 2021-02-22 3.000000 1442000.00 1440471.48 Corporate Debt Securities KILROY REALTY LP 5493008CT3N3JR7P1552 2024-12-15 3.450000 1526000.00 1472305.15 Corporate Debt Securities DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 2022-06-15 3.500000 1570000.00 1549755.72 Corporate Debt Securities CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 2047-08-01 4.500000 1632000.00 1598609.28 Corporate Debt Securities DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 2019-09-20 3.502000 1650000.00 1650148.59 Corporate Debt Securities MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 2028-06-15 4.200000 1780000.00 1784586.47 Corporate Debt Securities ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 2021-08-27 3.261190 2200000.00 2194104.03 Corporate Debt Securities BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 2022-05-06 3.245000 2338000.00 2325112.10 Corporate Debt Securities AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 2023-01-23 3.300000 2489000.00 2397263.76 Corporate Debt Securities GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 2021-04-09 3.550000 3000000.00 2980398.33 Corporate Debt Securities UBS AG (LONDON BRANCH) 2020-06-08 2.200000 3067000.00 3023434.97 Corporate Debt Securities CAPITAL ONE NA (VIRGINIA) 2022-08-08 3.411250 3150000.00 3104993.17 Corporate Debt Securities GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 2020-11-06 2.450000 3192000.00 3110134.95 Corporate Debt Securities FED DESJA QUEBEC 549300B2Q47IR0CR5B54 2020-10-30 2.250000 3210172.00 3160871.78 Corporate Debt Securities CAPITAL ONE FIN CORP ZUE8T73ROZOF6FLBAR73 2020-05-12 3.378130 3401450.00 3417089.90 Corporate Debt Securities SCHLUMBERGER FINANCE CANADA LTD 549300P4EXZFF0LRNF59 2022-11-20 2.650000 3854000.00 3744037.89 Corporate Debt Securities AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 2023-08-03 3.331500 4065000.00 4007418.77 Corporate Debt Securities BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 2022-09-19 3.453630 4141000.00 4146222.67 Corporate Debt Securities JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 2021-02-01 2.604000 4360000.00 4370900.00 Corporate Debt Securities WISCONSIN POWER AND LIGHT COMPANY JWBYHVQVMY66CVCOSO49 2027-10-15 3.050000 4450000.00 4270437.56 Corporate Debt Securities BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 2027-04-14 3.588000 5012000.00 4898550.04 Corporate Debt Securities BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 2023-05-10 2.750000 5341000.00 5204408.37 Corporate Debt Securities KANSAS CITY POWER & LIGHT COMPANY 1128SIJQ26096WL7IO82 2047-06-15 4.200000 5445000.00 5237091.75 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2023-07-24 3.437380 5834000.00 5733639.71 Corporate Debt Securities CAPITAL ONE FIN CORP ZUE8T73ROZOF6FLBAR73 2020-05-12 2.500000 6181000.00 6115374.95 Corporate Debt Securities ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 2048-09-01 4.200000 6742000.00 6737864.91 Corporate Debt Securities CHINA SOUTHERN POWER GRID INTERNATIONAL FINANCE (BVI) CO LTD 2027-05-08 3.500000 7050000.00 6771262.58 Corporate Debt Securities VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 2025-02-15 3.376000 7754000.00 7604609.71 Corporate Debt Securities MANITOBA PROVINCE OF 5493003QILFOB3JRKE30 2022-05-04 2.125000 7925000.00 7751875.07 Corporate Debt Securities ARES CAPITAL CORPORATION WEQ82666OJYSI5GUAB47 2025-03-01 4.250000 8000000.00 7707093.34 Corporate Debt Securities COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 2048-03-01 4.000000 10896000.00 10615355.36 Corporate Debt Securities MISS PWR CO LNZ0J6YZ5SC6ILIRU850 2028-03-30 3.950000 12720000.00 12635980.88 Corporate Debt Securities AXA EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 2023-04-20 3.900000 13194000.00 13102455.63 Corporate Debt Securities NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 2020-10-01 2.556000 14370000.00 14410158.96 Corporate Debt Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0254 176000000.00 176000000.00 0.0156 N Y Y N RBC Capital Markets LLC RBC Capital Markets LLC 2.470 BRT591808 549300LCO2FLSSVFFR64 0000050916 BRT591808 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y WALMART INC SR GLBL NT3.7%28 2028-06-26 3.700000 25362418.00 25636684.37 Corporate Debt Securities TOYOTA MOTOR CREDIT CORP VR 051718-051722 2022-05-17 3.040000 1221808.00 1211821.76 Corporate Debt Securities SOCIETE GENERALE MTN 144A FR 4%011227 2027-01-12 4.000000 2627000.00 2551494.18 Corporate Debt Securities Y Fitch NR Moody's P-2 Standard & Poor's A-1+ 2019-01-02 2019-01-02 2019-01-02 N N N 0.0247 28000000.00 28000000.00 0.0025 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.440 BRT5BL5U8 MBNUM2BPBDO7JBLYG310 DM3000000000 BRT5BL5U8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y KINDER MORGAN INC 549300WR7IX8XE0TBO16 2019-01-02 0.000000 10000000.00 9996030.00 Money Market UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-15 2.250000 11000000.00 11025778.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-15 2.750000 11385000.00 11541583.07 U.S. Treasuries (including strips) ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 2019-01-30 0.000000 11550000.00 11520120.15 Money Market UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-29 1.250000 12200000.00 12060770.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-03-07 0.000000 14500000.00 14434416.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 2.750000 18631500.00 17756052.39 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0244 86000000.00 86000000.00 0.0076 N Y Y N BNP Paribas SA BNP Paribas SA 2.490 BRT5BLP44 R0MUWSFPU8MPRO8K5P83 BRT5BLP44 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 2023-09-14 4.250000 2227.00 2234.46 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2024-08-05 4.000000 3000.00 3004.06 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2022-07-30 4.050000 5000.00 5087.14 Corporate Debt Securities BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 2027-06-15 8.050000 18626.00 22757.02 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2043-09-13 6.675000 24000.00 28990.44 Corporate Debt Securities NORDEA BANK ABP 529900ODI3047E2LIV03 2023-08-30 3.750000 46303.00 46153.10 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2037-10-01 6.750000 65000.00 74314.18 Corporate Debt Securities BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 2021-10-01 2.328000 118869.00 117134.70 Corporate Debt Securities HOME DEPOT INC QEKMOTMBBKA8I816DO57 2048-12-06 4.500000 128092.00 131957.18 Corporate Debt Securities TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2020-12-14 2.500000 131000.00 129768.67 Corporate Debt Securities JPMORGAN CHASE FINANCIAL COMPANY LLC 549300NJFDJOFYVV6789 2023-05-01 0.250000 167000.00 144524.58 Corporate Debt Securities UBS AG (LONDON BRANCH) 2048-06-26 4.500000 199441.00 205379.36 Corporate Debt Securities HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 2049-12-31 6.875000 200000.00 206695.83 Corporate Debt Securities NORDEA BANK ABP 529900ODI3047E2LIV03 2021-05-27 3.681190 200000.00 202431.34 Corporate Debt Securities MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 2021-04-21 3.869000 303000.00 306637.69 Corporate Debt Securities MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 2023-10-24 3.887380 325000.00 326496.57 Corporate Debt Securities FS KKR CAPITAL CORP 549300TYRSI1T21B1360 2020-01-15 4.250000 704000.00 718275.16 Corporate Debt Securities UNITED TECH CORP I07WOS4YJ0N7YRFE7309 2042-06-01 4.500000 853000.00 803679.54 Corporate Debt Securities BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 2023-01-20 3.124000 1187000.00 1184093.30 Corporate Debt Securities SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 2028-09-14 4.750000 1416598.00 1434444.38 Corporate Debt Securities WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2024-09-09 3.300000 1689000.00 1645367.50 Corporate Debt Securities FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 2021-08-02 5.875000 1810000.00 1902501.81 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2049-12-31 5.000000 2146000.00 2124540.00 Corporate Debt Securities BNZ INTERNATIONAL FUNDING LIMITED (LONDON BRANCH) 2019-03-04 2.350000 2170000.00 2184164.67 Corporate Debt Securities BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 2029-03-05 3.970000 4041000.00 3984798.68 Corporate Debt Securities ALBERTA (PROVINCE OF) LQPXMHHNJKIPJYE53543 2026-08-17 2.050000 4055000.00 3814338.00 Corporate Debt Securities SES GLOBAL AMERICAS HOLDINGS GP 5299000YGN3VJ3R60481 2019-03-25 2.500000 9709000.00 9750230.89 Corporate Debt Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0249 30000000.00 30000000.00 0.0027 N Y Y N Credit Suisse Securities USA LLC Credit Suisse Securities USA LLC 2.953 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 8.99 Asset-Backed Securities AABST_04-6 2035-03-25 5.356250 18540.00 16.74 Asset-Backed Securities ACABS_06-1A 2041-06-10 3.207130 20000.00 37.50 Asset-Backed Securities BAF_06-6 2036-09-25 4.493750 48200.00 45.52 Private Label Collateralized Mortgage Obligations BSABS_06-SD3 2036-07-25 0.000000 132100.00 18.53 Asset-Backed Securities STRUCTURED AGENCY CREDIT RISK STACR_18-SPI1 2048-02-25 3.744790 409000.00 367445.65 Private Label Collateralized Mortgage Obligations MSBAM_15-C23 2050-07-15 4.131710 2500000.00 1905738.29 Private Label Collateralized Mortgage Obligations STRUCTURED AGENCY CREDIT RISK ST 2027-10-25 11.706250 2690000.00 3343048.14 Private Label Collateralized Mortgage Obligations PREFTS_22 2036-09-22 3.938190 3000000.00 2305322.47 Asset-Backed Securities NHELI_06-FM2 2036-07-25 2.756250 3203000.00 1424315.90 Asset-Backed Securities GSAMP_05-HE3 2035-06-25 4.306250 3500000.00 3377383.48 Asset-Backed Securities ALLEG_14-1RA 2028-10-21 9.972600 5499980.00 5518207.44 Asset-Backed Securities CMLTI_07-OPX1 2037-01-25 5.972000 6949970.00 2138793.28 Asset-Backed Securities DRMT_18-1A 2058-01-25 4.340000 8044990.00 7916296.98 Private Label Collateralized Mortgage Obligations COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATE COMM_13-CR12 549300MGZ5FI5VFL1177 2046-10-10 5.086000 8974490.00 6194796.84 Private Label Collateralized Mortgage Obligations LUM_05-1 2035-11-25 2.846250 14900000.00 1373632.69 Private Label Collateralized Mortgage Obligations SLMA_04-10 2040-01-25 2.859880 17877200.00 8137256.41 Asset-Backed Securities GSAA_07-5 2037-05-26 2.846250 25827900.00 3993648.72 Asset-Backed Securities BSMF_07-AR2 2037-03-25 2.706250 81742720.00 9658589.66 Private Label Collateralized Mortgage Obligations Y Fitch NR Moody's NR Standard & Poor's A-1 2019-01-02 2019-02-04 2019-02-04 Y CREDIT SUISSE SECURITIES (USA) L 1.0000 35 N Fitch NR Moody's NR Standard & Poor's A N N 0.0295 50000000.00 50000000.00 0.0044 N N N Y Barclays Bank plc Barclays Bank plc 2.510 BRTA2SM33 G5GSEF7VJP5I7OUK5573 BRTA2SM33 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2029-12-05 4.452000 16329082.00 16584882.51 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2028-01-10 3.887000 29249000.00 28565838.43 Corporate Debt Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0251 43000000.00 43000000.00 0.0038 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.790 7TK5RJIZDFROZCA6XF66 BRTASH264 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y FEDERAL FARM CREDIT BANKS FUNDING CORP 2020-08-19 2.479630 45886000.00 45900524.91 Agency Debentures and Agency Strips Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0279 45000000.00 45000000.00 0.0040 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.540 7TK5RJIZDFROZCA6XF66 BRTC49TA6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-10-01 5.000000 93874.00 101095.13 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-11-01 5.000000 1162856.00 1254018.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-12-01 5.000000 1291502.00 1395114.90 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2020-08-19 2.479630 1487000.00 1487470.70 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2020-12-11 2.410190 1610000.00 1610416.98 Agency Debentures and Agency Strips FREDDIE MAC GOLD 2039-09-01 6.500000 3874865.00 4210489.93 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2020-10-19 2.489630 46120000.00 46109386.71 Agency Debentures and Agency Strips Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0254 55000000.00 55000000.00 0.0049 N Y Y N TD Securities USA LLC TD Securities USA LLC 2.510 BRTECPD97 SUVUFHICNZMP2WKHG940 BRTECPD97 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y NATIONAL AUSTRALIA BANK LIMITED F8SB4JFBSYQFRQEH3Z21 2019-09-09 2.125000 4428000.00 4431857.28 Corporate Debt Securities WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2020-03-03 2.000000 5649000.00 5621520.75 Corporate Debt Securities AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD JHE42UYNWWTJB8YTTU19 2020-05-27 2.050000 11050000.00 10946750.03 Corporate Debt Securities Y Fitch NR Moody's NR Standard & Poor's A-1+ 2019-01-02 2019-01-02 2019-01-02 N N N 0.0251 20000000.00 20000000.00 0.0018 N Y Y N Lexington Parker Capital Co. LLC Lexington Parker Capital Co. LLC 2.470 52952MN22 5493005MSQJBO8BDMA02 US52952MN221 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N Y LIBERTY HAMPSHIRE COMPANY LLC 1.0000 Fitch NR Moody's NR Standard & Poor's NR N 0.0247 89987820.30 89987820.30 0.0080 N Y Y N Scotia Capital (USA), Inc. Scotia Capital (USA), Inc. 2.590 BRTEDA4K4 549300BLWPABP1VNME36 DM4000000000 BRTEDA4K4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y HARLEY-DAVIDSON FINANCIAL RLUFFFFW4GRYU77BTS24 2021-01-15 2.850000 7000.00 6961.44 Corporate Debt Securities SYSCO CORP 5RGWIFLMGH3YS7KWI652 2020-10-01 2.600000 19000.00 18906.33 Corporate Debt Securities MANITOBA PROVINCE OF 5493003QILFOB3JRKE30 2019-05-30 1.750000 56000.00 55863.19 Corporate Debt Securities ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 2020-04-14 4.400000 59000.00 60780.69 Corporate Debt Securities ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 2021-09-10 2.500000 90000.00 89895.45 Corporate Debt Securities ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 2019-10-08 2.250000 126000.00 126058.91 Corporate Debt Securities HOME DEPOT INC QEKMOTMBBKA8I816DO57 2021-04-01 4.400000 156000.00 162197.88 Corporate Debt Securities BLOCK FINANCIAL LLC 2020-10-01 4.125000 171000.00 174075.01 Corporate Debt Securities CSX CORP 549300JVQR4N1MMP3Q88 2020-10-30 3.700000 188000.00 190900.74 Corporate Debt Securities BAYER US FINANCE LLC 54930093Q75GSEM74I71 2019-10-08 2.375000 200000.00 199495.14 Corporate Debt Securities MANITOBA PROVINCE OF 5493003QILFOB3JRKE30 2020-11-30 2.050000 311000.00 306778.26 Corporate Debt Securities ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 2019-01-18 1.625000 315000.00 317197.96 Corporate Debt Securities QUEBEC (PROVINCE OF) 549300WN65YFEQH74Y36 2020-07-29 3.500000 332000.00 340933.38 Corporate Debt Securities ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 2023-10-17 3.400000 436810.00 447576.88 Corporate Debt Securities WALT DISNEY CO 7260JQNI6SCF9FIV2392 2021-02-12 2.300000 848000.00 844057.27 Corporate Debt Securities JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 2019-01-08 1.950000 975000.00 983961.06 Corporate Debt Securities ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 2020-04-01 2.700000 1499000.00 1494652.90 Corporate Debt Securities VISA INC 549300JZ4OKEHW3DPJ59 2020-12-14 2.200000 36550000.00 36179707.89 Corporate Debt Securities Y Fitch NR Moody's NR Standard & Poor's NR 2019-01-02 2019-01-02 2019-01-02 N N N 0.0259 40000000.00 40000000.00 0.0035 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.503 ZBUT11V806EZRVTWT807 BRTGVE280 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHS_363 2048-07-15 4.000000 99949.00 19235.11 Agency Collateralized Mortgage Obligation FHS_363 2048-08-15 3.500000 108961.00 20759.47 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2042-12-01 3.500000 716256.00 316925.65 Agency Mortgage-Backed Securities GINNIE MAE II 2048-07-20 5.000000 1468806.00 1540726.87 Agency Mortgage-Backed Securities GNMA_17-121 2046-07-20 3.500000 1684580.00 210039.55 Agency Collateralized Mortgage Obligation FHSTR_324 2039-06-15 5.389320 2385980.00 192185.72 Agency Collateralized Mortgage Obligation GINNIE MAE I 2047-12-15 5.000000 2489650.00 1982239.98 Agency Mortgage-Backed Securities FNMA_07-19C 2037-03-25 6.000000 2588000.00 982361.69 Agency Collateralized Mortgage Obligation GNMA_17-165 2047-11-20 3.500000 3032268.00 444406.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-64B 2045-05-20 3.129870 3400000.00 255089.88 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_16-K5 2049-09-25 3.738850 4000000.00 3740012.00 Agency Collateralized Mortgage Obligation GINNIE MAE I 2048-08-15 5.000000 4007970.00 4249467.21 Agency Mortgage-Backed Securities FHLMC_47-51 2048-01-15 4.000000 7500000.00 1702117.95 Agency Collateralized Mortgage Obligation GNMA_17-68B 2047-05-20 3.679870 11615280.00 1770845.75 Agency Collateralized Mortgage Obligation FNMA_17-97 2047-12-25 5.000000 13053900.00 2482166.43 Agency Collateralized Mortgage Obligation GNMA_12-106 2042-09-20 3.629870 15000000.00 755875.96 Agency Collateralized Mortgage Obligation FNMA_11-122D 2040-10-25 6.000000 18685600.00 333715.01 Agency Collateralized Mortgage Obligation FHLMC_44-65 2041-03-15 5.000000 19037600.00 1306494.84 Agency Collateralized Mortgage Obligation FNMA_17-88A 2047-11-25 3.000000 19870000.00 2656564.39 Agency Collateralized Mortgage Obligation FNMA_15-16B 2045-04-25 4.000000 20590000.00 1348923.70 Agency Collateralized Mortgage Obligation FNMA_12-147F 2033-01-25 4.000000 21488000.00 1001830.20 Agency Collateralized Mortgage Obligation FNMA_17-64A 2047-08-25 4.000000 21664500.00 3403164.28 Agency Collateralized Mortgage Obligation FNMA_17-90C 2047-11-25 6.500000 22956736.00 4494579.02 Agency Collateralized Mortgage Obligation GNMA_13-86 2043-06-16 3.000000 23891104.00 3850302.28 Agency Collateralized Mortgage Obligation FHLMC_4012 2042-03-15 4.044870 26859488.00 2134092.48 Agency Collateralized Mortgage Obligation GNMA_15-94J 2041-12-20 4.000000 28146016.00 1324908.82 Agency Collateralized Mortgage Obligation FHLMC_4437 2032-10-15 3.000000 28333312.00 1151420.52 Agency Collateralized Mortgage Obligation FHLMC_40-98 2041-11-15 4.244870 30942368.00 1655625.27 Agency Collateralized Mortgage Obligation FHLMC_4568C 2040-04-15 3.594870 31058176.00 3025618.50 Agency Collateralized Mortgage Obligation FREMF_13-K33 2023-08-25 0.000000 34000000.00 24354200.00 Agency Collateralized Mortgage Obligation GNMA_11-135 2041-10-16 3.644870 34500000.00 2264341.01 Agency Collateralized Mortgage Obligation FNMA_17-69 2047-09-25 3.643750 36300000.00 6235764.26 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3081 2035-12-15 4.024870 36614016.00 532596.80 Agency Collateralized Mortgage Obligation FHLMC_41-14 2031-07-15 3.500000 37289088.00 1499851.15 Agency Collateralized Mortgage Obligation FHLMC_3960 2041-11-15 4.044870 38130000.00 1702684.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_11-127 2047-03-16 0.414400 45000000.00 249314.00 Agency Collateralized Mortgage Obligation GNMA_14-116 2044-08-20 3.129870 47979000.00 2236088.16 Agency Collateralized Mortgage Obligation FHLMC_4048 2041-09-15 4.194870 50000000.00 1765132.00 Agency Collateralized Mortgage Obligation FHSTR_339F 2044-11-15 3.594870 57847488.00 6838026.04 Agency Collateralized Mortgage Obligation FHLMC_4379A 2044-08-15 5.000000 61727232.00 4054888.15 Agency Collateralized Mortgage Obligation FHLMC_4142 2032-12-15 3.000000 68758656.00 3867964.63 Agency Collateralized Mortgage Obligation FNMA_11-142A 2041-07-25 5.500000 83483520.00 2013156.02 Agency Collateralized Mortgage Obligation FNMA_11-51 2041-06-25 4.043750 87638144.00 2901920.47 Agency Collateralized Mortgage Obligation FNMA_12-129 2042-12-25 5.000000 129857000.00 7922670.12 Agency Collateralized Mortgage Obligation GNMA_14-169 2056-10-16 0.827760 186330000.00 5824952.74 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-07 2019-01-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch AA Moody's Aa3 Standard & Poor's A+ N N 0.0250 117000000.00 117000000.00 0.0103 N N Y N Barclays Bank plc Barclays Bank plc 2.540 BRTJ6RCK5 G5GSEF7VJP5I7OUK5573 BRTJ6RCK5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 2024-03-13 3.800000 1478000.00 1454810.18 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2029-12-05 4.452000 19497775.00 19803214.15 Corporate Debt Securities PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 2046-12-01 4.000000 45281000.00 34391976.06 Corporate Debt Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0254 53000000.00 53000000.00 0.0047 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 2.510 BRTK3MYH9 CYYGQCGNHMHPSMRL3R97 BRTK3MYH9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 2021-01-19 2.500000 21000.00 20973.54 Corporate Debt Securities SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 2020-10-16 2.875000 25000.00 24730.74 Corporate Debt Securities OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 2046-04-15 4.400000 74000.00 72485.88 Corporate Debt Securities ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 2021-04-30 3.200000 95997.00 96395.60 Corporate Debt Securities LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 2042-12-15 4.070000 825000.00 785993.08 Corporate Debt Securities SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 2028-11-03 3.823000 1244000.00 1126490.86 Corporate Debt Securities BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 2021-08-13 3.400000 1292000.00 1301849.35 Corporate Debt Securities GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 2038-04-17 4.550000 1968000.00 1839062.11 Corporate Debt Securities GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 2027-01-17 4.350000 2000000.00 1874913.33 Corporate Debt Securities NATIONAL BK OF CANADA BSGEFEIOM18Y80CKCV46 2020-06-12 2.150000 3535000.00 3485738.79 Corporate Debt Securities OMNICOM GROUP INC HKUPACFHSSASQK8HLS17 2026-04-15 3.600000 8000000.00 7695200.00 Corporate Debt Securities MPLX LP 5493000CZJ19CK4P3G36 2029-02-15 4.800000 9999960.00 10000693.33 Corporate Debt Securities SUMITOMO MITSUI TRUST BANK LTD 5493006GGLR4BTEL8O61 2019-10-18 3.354560 10000000.00 10108823.02 Corporate Debt Securities CANADIAN IMPERIAL BANK OF COMMER 2IGI19DL77OX0HC3ZE78 2023-09-13 3.439000 13976600.00 13886583.71 Corporate Debt Securities GILEAD SCIENCES INC 549300WTZWR07K8MNV44 2022-09-01 3.250000 20000000.00 20130066.68 Corporate Debt Securities Y Fitch NR Moody's NR Standard & Poor's A-1+ 2019-01-02 2019-01-02 2019-01-02 N N N 0.0251 69000000.00 69000000.00 0.0061 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 2.590 BRTK3N6N5 CYYGQCGNHMHPSMRL3R97 BRTK3N6N5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y QUICKEN LOANS INC 549300FGXN1K3HLB1R50 2028-01-15 5.250000 189000.00 171840.38 Corporate Debt Securities HCA-THE HEALTHCARE CO L3CJ6J7LJ2DX62FTXD46 2026-09-01 5.375000 250000.00 245789.93 Corporate Debt Securities TEVA PHARMACEUTICAL FINANCE NETH 5493004T21MOAFINJP35 2046-10-01 4.100000 250000.00 167285.00 Corporate Debt Securities CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 2049-12-31 6.625000 342000.00 333974.02 Corporate Debt Securities TEVA PHARMACEUTICAL FINANCE NETH 5493004T21MOAFINJP35 2021-07-21 2.200000 450000.00 417302.00 Corporate Debt Securities IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 2027-09-15 4.875000 1000000.00 884354.17 Corporate Debt Securities HCA-THE HEALTHCARE CO L3CJ6J7LJ2DX62FTXD46 2025-02-01 5.375000 1935000.00 1932631.24 Corporate Debt Securities SANTANDER DRIVE AUTO RECEIVABLES 2023-04-17 3.170000 2534990.00 2536574.09 Asset-Backed Securities CHEMOURS COMPANY 549300M1BOLNXL8DOV14 2023-05-15 6.625000 5172000.00 5280432.42 Corporate Debt Securities SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 2049-12-31 6.750000 7027000.00 6086699.56 Corporate Debt Securities TECK RESOURCES LTD T8KI5SQ2JRWHL7XY0E11 2041-07-15 6.250000 7500000.00 7303645.83 Corporate Debt Securities EMBARQ 2036-06-01 7.995000 19580000.00 17850351.75 Corporate Debt Securities FORD CREDIT AUTO OWNER TRUST FOR 2027-12-15 2.030000 22639800.00 22098419.49 Asset-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1+ 2019-01-02 2019-01-02 2019-01-02 N N N 0.0259 60000000.00 60000000.00 0.0053 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. Merrill Lynch, Pierce, Fenner & Smith, Inc. 2.790 8NAV47T0Y26Q87Y0QP81 BRTLP0SL9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NACIONAL FINANCIERA SNC 2020-11-05 3.375000 107000.00 106224.25 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2021-01-21 3.500000 133000.00 134421.18 Corporate Debt Securities BANCO DEL ESTADO DE CHILE 5493004R4EJC0W0XVQ72 2022-02-08 3.875000 230000.00 231930.24 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2022-09-24 8.000000 278000.00 322726.18 Corporate Debt Securities AUTORIDAD DEL CANAL DE PANAMA 549300W1ISP1PW2J2P64 2035-07-29 4.950000 301000.00 312561.41 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2027-03-28 4.150000 1000000.00 976970.83 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2025-01-30 3.600000 1200000.00 1162920.00 Corporate Debt Securities STRUCTURED AGENCY CREDIT RISK ST 2029-03-25 3.665130 1231987.00 1238911.64 Private Label Collateralized Mortgage Obligations MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2040-01-11 6.050000 1274000.00 1386837.47 Corporate Debt Securities FWLS_15-SC02 2045-09-25 3.676130 1523721.00 1277342.46 Private Label Collateralized Mortgage Obligations MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2046-01-23 4.600000 1616000.00 1462785.24 Corporate Debt Securities FWLS_15-SC02 2045-09-25 3.676130 1752082.00 1735052.97 Private Label Collateralized Mortgage Obligations CAS_13-C01 2023-10-25 7.756250 1872677.00 2076463.17 Private Label Collateralized Mortgage Obligations MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2110-10-12 5.750000 1904000.00 1807558.70 Corporate Debt Securities CAS_16-C01 2028-08-25 9.256250 2174062.00 2535888.33 Private Label Collateralized Mortgage Obligations CONNECTICUT AVENUE SECURITIES CA 2029-01-25 6.756250 4597693.00 5094630.24 Private Label Collateralized Mortgage Obligations CONNECTICUT AVENUE SECURITIES CAS_14-C04 2024-11-25 7.406250 8573443.00 7512351.11 Private Label Collateralized Mortgage Obligations MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2023-10-02 4.000000 8674000.00 8718661.46 Corporate Debt Securities CAS_16-C01 2028-08-25 9.456250 15921269.00 17130963.91 Private Label Collateralized Mortgage Obligations Y Fitch F1+ Moody's NR Standard & Poor's A-1 2019-01-02 2019-02-04 2019-02-04 Y MERRILL LYNCH PIERCE FENNER & SM 1.0000 35 N Fitch AA- Moody's NR Standard & Poor's A+ N N 0.0279 48000000.00 48000000.00 0.0042 N N N Y Barclays Bank plc Barclays Bank plc 2.740 G5GSEF7VJP5I7OUK5573 BRTN5GRC3 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y EP ENERGY LLC J2UPE7JWRDJO2O2EYB93 2025-02-15 8.000000 3319000.00 1444502.56 Corporate Debt Securities WINDSTREAM SERVICES LLC / WINDSTREAM FINANCE CORP 2024-06-30 10.500000 61628320.00 46855498.13 Corporate Debt Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0274 42000000.00 42000000.00 0.0037 N Y Y N Old Line Funding LLC Old Line Funding LLC 2.703 67983UPR8 5493004QSN8OZAIU2J90 US67983UPR85 Asset Backed Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-02-25 2019-02-25 2019-02-25 N Y ROYAL BANK OF CANADA 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1+ N 0.0270 27486012.00 27486012.00 0.0024 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 2.996 88602UT34 US88602UT345 Asset Backed Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-06-03 2019-06-03 2019-06-03 N Y ROYAL BANK OF CANADA 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1+ N 0.0300 35550627.84 35550627.84 0.0031 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.730 89113X3B8 PT3QB789TSUIDF371261 US89113X3B85 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-06-14 2019-06-14 2019-06-14 N N N 0.0290 95907177.60 95907177.60 0.0085 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.904 89113XJ39 PT3QB789TSUIDF371261 US89113XJ396 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-01-23 2019-04-23 2019-04-23 N N N 0.0274 120068018.40 120068018.40 0.0106 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.750 89113XP57 PT3QB789TSUIDF371261 US89113XP575 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-05-14 2019-05-14 2019-05-14 N N N 0.0287 50967184.56 50967184.56 0.0045 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.744 69034BPS3 5493007O3QFXCPOGWK22 US69034BPS33 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-02-26 2019-02-26 2019-02-26 N N N 0.0274 99573292.00 99573292.00 0.0088 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.730 89114MHN0 PT3QB789TSUIDF371261 US89114MHN02 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-05-10 2019-05-10 2019-05-10 N N N 0.0287 62464740.63 62464740.63 0.0055 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 3.062 69034BXJ4 5493007O3QFXCPOGWK22 US69034BXJ42 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-10-18 2019-10-18 2019-10-18 N N N 0.0306 151285102.60 151285102.60 0.0134 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.647 69034CFG8 5493007O3QFXCPOGWK22 US69034CFG87 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-01-23 2019-04-23 2019-04-23 N N N 0.0298 61999686.90 61999686.90 0.0055 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 2.394 89119BN77 PT3QB789TSUIDF371261 US89119BN771 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-01-07 2019-01-07 2019-01-07 N N N 0.0239 49977055.50 49977055.50 0.0044 N N Y N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.560 69034CGQ5 5493007O3QFXCPOGWK22 US69034CGQ50 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-01-14 2019-04-11 2019-04-11 N N N 0.0269 151984748.32 151984748.32 0.0134 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.640 VYVVCKR63DVZZN70PB21 BRTM415M1 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ABMT_16-1 2045-12-25 3.500000 201000.00 104785.69 Private Label Collateralized Mortgage Obligations JPMMT_13-3-A3 2043-07-25 3.406130 230000.00 118219.96 Private Label Collateralized Mortgage Obligations SEMT_13-6 2043-05-25 3.000000 6576621.00 3355375.66 Private Label Collateralized Mortgage Obligations CSMC_13-IVR4 2043-07-25 3.485500 69954986.00 37081618.84 Private Label Collateralized Mortgage Obligations Y Fitch NR Moody's NR Standard & Poor's A-1 2019-01-09 2019-01-09 2019-01-09 N N N 0.0264 38000000.00 38000000.00 0.0034 N N N Y CAFCO LLC CAFCO LLC 2.685 1247P3PR7 8O46YQAGJ63WE5QHIG35 US1247P3PR73 Asset Backed Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-02-25 2019-02-25 2019-02-25 N Y CITIBANK NA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0268 24897450.00 24897450.00 0.0022 N N N N National Bank Of Canada National Bank Of Canada 2.420 BSGEFEIOM18Y80CKCV46 BRTPA8UN2 Non-Negotiable Time Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0242 120000000.00 120000000.00 0.0106 N Y Y N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.500 ZS07YQT BRTPACE01 Non-Negotiable Time Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0250 125000000.00 125000000.00 0.0111 N Y Y N Matchpoint Finance plc Matchpoint Finance plc 2.746 57666BPF1 635400YCKMVA7GIA6Q33 US57666BPF12 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-02-15 2019-02-15 2019-02-15 N Y BNP PARIBAS SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0275 99655128.00 99655128.00 0.0088 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 2.547 13606BG34 2IGI19DL77OX0HC3ZE78 US13606BG343 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-10 2019-04-10 2019-04-10 N N N 0.0274 119980634.40 119980634.40 0.0106 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 2.806 13606BH58 2IGI19DL77OX0HC3ZE78 US13606BH580 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-28 2019-07-25 2019-07-25 N N N 0.0282 99999947.00 99999947.00 0.0088 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 3.080 13606BJ23 2IGI19DL77OX0HC3ZE78 US13606BJ230 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-10-28 2019-10-28 2019-10-28 N N N 0.0295 122614301.08 122614301.08 0.0108 N N N N UBS AG UBS AG 2.890 90276JED4 BFM8T61CT2L1QCEMIK50 US90276JED46 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-22 2019-06-19 2019-06-19 N N N 0.0283 120048728.40 120048728.40 0.0106 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 2.687 13606BQZ2 2IGI19DL77OX0HC3ZE78 US13606BQZ21 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-10 2019-06-10 2019-06-10 N N N 0.0281 100003188.00 100003188.00 0.0088 N N N N UBS AG UBS AG 2.749 90276JEH5 BFM8T61CT2L1QCEMIK50 US90276JEH59 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-07-02 2019-07-02 N N N 0.0286 100022647.00 100022647.00 0.0088 N N N N UBS AG UBS AG 2.677 90276JEP7 BFM8T61CT2L1QCEMIK50 US90276JEP75 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-23 2019-07-23 2019-07-23 N N N 0.0301 127999340.80 127999340.80 0.0113 N N N N UBS AG UBS AG 2.721 90276JEW2 BFM8T61CT2L1QCEMIK50 US90276JEW27 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-02-01 2019-08-01 2019-08-01 N N N 0.0301 74990949.75 74990949.75 0.0066 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 2.549 13608CFX5 2IGI19DL77OX0HC3ZE78 US13608CFX56 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-05-02 2019-05-02 N N N 0.0274 118983186.49 118983186.49 0.0105 N N N N UBS AG UBS AG 3.144 90276JGE0 BFM8T61CT2L1QCEMIK50 US90276JGE01 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-03-20 2019-12-19 2019-12-19 N N N 0.0313 70999899.18 70999899.18 0.0063 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 2.872 91127QQJ1 IO66REGK3RCBAMA8HR66 US91127QQJ12 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-03-18 2019-03-18 2019-03-18 N N N 0.0287 49698844.50 49698844.50 0.0044 N N N N Charta LLC Charta LLC 2.728 16115WPS0 5493000FNFK79LCM6M65 US16115WPS07 Asset Backed Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-02-26 2019-02-26 2019-02-26 N Y CITIBANK NA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0273 49787912.50 49787912.50 0.0044 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 3.000 ZBUT11V806EZRVTWT807 BRTPEPQB1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2039-01-20 7.000000 2924132.00 556388.30 Agency Mortgage-Backed Securities GINNIE MAE II 2046-08-20 3.500000 3045820.00 2483925.96 Agency Mortgage-Backed Securities GINNIE MAE II 2046-08-20 3.500000 11382340.00 8077891.65 Agency Mortgage-Backed Securities GINNIE MAE II 2042-03-20 3.500000 38293120.00 17616459.12 Agency Mortgage-Backed Securities GINNIE MAE II 2048-12-20 4.500000 463577088.00 481265335.37 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 500000000.00 500000000.00 0.0442 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.000 ZBUT11V806EZRVTWT807 BRTPETA12 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF 675782 C 2047-11-20 3.500000 13015480.00 12368840.98 Agency Mortgage-Backed Securities GNII SF 673398 C 2046-07-20 3.000000 1750000.00 1368644.69 Agency Mortgage-Backed Securities GNII SF 752599 C 2040-10-20 4.000000 580000.00 163997.44 Agency Mortgage-Backed Securities GNII SF 003709 M 2035-05-20 4.500000 1591662.00 140548.81 Agency Mortgage-Backed Securities GNII SF 002548 M 2028-02-20 7.000000 2999940.00 17439.11 Agency Mortgage-Backed Securities GNII SF AY9336 C 2047-04-20 3.500000 1005384.00 980277.52 Agency Mortgage-Backed Securities GNII SF AY2390 C 2047-11-20 3.500000 77228.00 76059.46 Agency Mortgage-Backed Securities GNII SF AY0574 C 2047-11-20 4.500000 1000808.00 1040870.87 Agency Mortgage-Backed Securities GNII SF AX9774 C 2046-11-20 4.000000 1260028.00 1092175.46 Agency Mortgage-Backed Securities GNII SF AX6465 C 2047-04-20 3.500000 89911.00 81768.52 Agency Mortgage-Backed Securities GNII SF AX3361 C 2048-07-20 5.000000 2049904.00 2163872.64 Agency Mortgage-Backed Securities GNII SF AX3338 C 2048-08-20 4.500000 1276226.00 1338149.98 Agency Mortgage-Backed Securities GNII SF AQ7586 C 2048-08-20 5.000000 2469668.00 2619119.40 Agency Mortgage-Backed Securities GNII SF BL2101 C 2048-12-20 5.000000 7153968.00 7632616.15 Agency Mortgage-Backed Securities GNII SF BJ9442 C 2048-12-20 5.000000 1316708.00 1402096.07 Agency Mortgage-Backed Securities GNII SF BI7201 C 2048-09-20 4.000000 1618264.00 1658428.38 Agency Mortgage-Backed Securities GNII SF BI7200 C 2048-09-20 4.000000 1146436.00 1175287.80 Agency Mortgage-Backed Securities GNII SF BH7247 C 2048-07-20 5.000000 1683402.00 1713076.06 Agency Mortgage-Backed Securities GNII SF BH6403 C 2035-09-20 4.000000 5603792.00 5370554.82 Agency Mortgage-Backed Securities GNII SF BH6398 C 2042-07-20 3.000000 6907960.00 6478402.60 Agency Mortgage-Backed Securities GNII SF BH7114 C 2048-07-20 5.000000 1246358.00 1110079.03 Agency Mortgage-Backed Securities GNII SF BH5714 C 2048-06-20 5.500000 1096046.00 1172596.98 Agency Mortgage-Backed Securities GNII SF BH0926 C 2048-09-20 4.000000 2139180.00 2189191.45 Agency Mortgage-Backed Securities GNII SF BG1396 C 2048-05-20 4.000000 7004664.00 7107912.45 Agency Mortgage-Backed Securities GNII SF BF5987 C 2048-04-20 4.000000 2441616.00 2376120.27 Agency Mortgage-Backed Securities GNII SF BF2528 C 2048-04-20 4.000000 5958840.00 5888808.90 Agency Mortgage-Backed Securities GNII SF BE2241 C 2048-04-20 4.000000 2155160.00 2192354.14 Agency Mortgage-Backed Securities GNII SF BE0195 C 2048-01-20 4.500000 1319868.00 1355640.86 Agency Mortgage-Backed Securities GNII SF BA5996 C 2047-06-20 4.500000 11183520.00 8744150.13 Agency Mortgage-Backed Securities GNII SF MA5650 M 2048-11-20 3.500000 488052.00 491853.76 Agency Mortgage-Backed Securities GNII SF MA5570 M 2028-04-20 7.000000 78834.00 85631.19 Agency Mortgage-Backed Securities GNII SF MA5467 M 2048-09-20 4.500000 656591360.00 676894205.32 Agency Mortgage-Backed Securities GNII SF MA4962 M 2048-01-20 3.500000 50595000.00 48185308.51 Agency Mortgage-Backed Securities GNII SF MA4722 M 2047-09-20 5.000000 9097808.00 6405679.36 Agency Mortgage-Backed Securities GNII SF MA5309 M 2030-10-20 8.000000 73412.00 79861.51 Agency Mortgage-Backed Securities GNII SF MA2892 M 2045-06-20 3.500000 100000000.00 49720484.27 Agency Mortgage-Backed Securities GNII SF MA2826 M 2045-05-20 3.500000 149407400.00 71277290.58 Agency Mortgage-Backed Securities FNMS 04.500 CLAE6393 2041-03-01 4.500000 1270.00 429.51 Agency Mortgage-Backed Securities FNMS 04.000 CLAE0949 2041-02-01 4.000000 1488.00 339.86 Agency Mortgage-Backed Securities FNMS 04.000 CLAE0628 2040-11-01 4.000000 3010.00 1059.24 Agency Mortgage-Backed Securities FNMS 05.500 CIAE0378 2025-05-01 5.500000 4420.00 19.02 Agency Mortgage-Backed Securities FNMS 04.500 CIAD7622 2025-07-01 4.500000 1027.00 67.83 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD7065 2040-07-01 4.450000 2100.00 91.49 Agency Mortgage-Backed Securities FNMS 04.500 CIAD4527 2025-03-01 4.500000 4871.00 179.04 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD3846 2040-06-01 4.492000 1216.00 71.33 Agency Mortgage-Backed Securities FNMS 04.500 CIAD3832 2025-04-01 4.500000 3384.00 168.90 Agency Mortgage-Backed Securities FNMS 05.000 CIAD0664 2024-02-01 5.000000 1096.00 25.66 Agency Mortgage-Backed Securities FNMS 05.000 CIAD0402 2023-02-01 5.000000 1352.00 24.04 Agency Mortgage-Backed Securities FNMS 06.500 CLAD0130 2039-08-01 6.500000 4647.00 178.95 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3892 2021-09-01 3.000000 39038.00 2767.47 Agency Mortgage-Backed Securities FNAR XX.XXX LBAC8687 2040-02-01 3.668000 13659.00 615.52 Agency Mortgage-Backed Securities FNMS 04.500 CIAC2996 2024-09-01 4.500000 20511.00 805.59 Agency Mortgage-Backed Securities FNMS 04.500 CNAB0388 2019-04-01 4.500000 9340742.00 153.91 Agency Mortgage-Backed Securities FNMS 04.500 CIAB0340 2020-01-01 4.500000 1122.00 1.07 Agency Mortgage-Backed Securities FNMS 05.000 CTAB0183 2025-02-01 5.000000 2560.00 89.46 Agency Mortgage-Backed Securities FNMS 04.500 CIAA7888 2024-06-01 4.500000 2218.00 52.84 Agency Mortgage-Backed Securities FNMS 05.000 CLAA3553 2039-02-01 5.000000 10849.00 113.15 Agency Mortgage-Backed Securities FNMS 05.500 CI995182 2020-06-01 5.500000 880744.00 1021.51 Agency Mortgage-Backed Securities FNMS 04.500 CL995094 2035-11-01 4.500000 1120.00 67.27 Agency Mortgage-Backed Securities FNMS 06.000 CI991852 2023-10-01 6.000000 91828.00 2474.27 Agency Mortgage-Backed Securities FNMS 06.000 CL990039 2038-09-01 6.000000 7234.00 97.82 Agency Mortgage-Backed Securities FNMS 05.000 CI986990 2023-07-01 5.000000 1264.00 30.73 Agency Mortgage-Backed Securities FNMS 05.500 CL984277 2038-06-01 5.500000 1694.00 181.77 Agency Mortgage-Backed Securities FNMS 04.500 CI983629 2023-05-01 4.500000 175000.00 1959.33 Agency Mortgage-Backed Securities FNMS 05.000 CL982832 2038-05-01 5.000000 4149.00 27.48 Agency Mortgage-Backed Securities FNMS 04.500 CI976421 2023-03-01 4.500000 225000.00 1727.63 Agency Mortgage-Backed Securities FNMS 04.500 CI976388 2023-04-01 4.500000 40000.00 4675.45 Agency Mortgage-Backed Securities FNMS 05.000 CI975573 2023-06-01 5.000000 92396.00 1247.66 Agency Mortgage-Backed Securities FNAR XX.XXX LB975329 2038-05-01 3.767000 1024.00 34.58 Agency Mortgage-Backed Securities FNMS 06.500 CL967692 2038-01-01 6.500000 1656.00 38.28 Agency Mortgage-Backed Securities FNMS 06.000 CL965689 2038-02-01 6.000000 1489.00 29.59 Agency Mortgage-Backed Securities FNAR XX.XXX S1962813 2038-04-01 4.146000 1470.00 97.50 Agency Mortgage-Backed Securities FNMS 04.500 CI962078 2023-03-01 4.500000 30000.00 850.27 Agency Mortgage-Backed Securities FNAR XX.XXX WS953550 2037-10-01 4.689000 1531.00 17.51 Agency Mortgage-Backed Securities FNMS 05.500 CI952316 2022-10-01 5.500000 195000.00 3622.34 Agency Mortgage-Backed Securities FNMS 05.500 CI950213 2022-09-01 5.500000 53315.00 2179.46 Agency Mortgage-Backed Securities FNMS 05.500 CI949663 2022-08-01 5.500000 114083.00 2385.54 Agency Mortgage-Backed Securities FNMS 06.500 CL949224 2037-09-01 6.500000 16743.00 74.90 Agency Mortgage-Backed Securities FNAR XX.XXX LB948471 2037-09-01 4.591000 11760.00 185.05 Agency Mortgage-Backed Securities FNMS 05.500 CI947078 2022-10-01 5.500000 102117.00 1692.88 Agency Mortgage-Backed Securities FNMS 05.500 CI945895 2022-08-01 5.500000 99990.00 1380.78 Agency Mortgage-Backed Securities FNMS 05.500 CI944384 2022-07-01 5.500000 168520.00 2256.26 Agency Mortgage-Backed Securities FNMS 05.500 CI941814 2022-10-01 5.500000 1055211.00 4151.87 Agency Mortgage-Backed Securities FNMS 05.500 CI941802 2022-09-01 5.500000 161615.00 512.33 Agency Mortgage-Backed Securities FNMS 05.500 CI938195 2022-07-01 5.500000 32695.00 881.38 Agency Mortgage-Backed Securities FNMS 04.500 CL930436 2033-10-01 4.500000 2285.00 140.03 Agency Mortgage-Backed Securities FNMS 05.500 CI923862 2022-04-01 5.500000 50775.00 945.79 Agency Mortgage-Backed Securities FNAR XX.XXX LB922682 2033-10-01 4.076000 1929.00 85.44 Agency Mortgage-Backed Securities FNMS 05.500 CI919554 2022-07-01 5.500000 31589.00 1014.66 Agency Mortgage-Backed Securities FNMS 05.500 CI912416 2022-02-01 5.500000 1027838.00 3527.28 Agency Mortgage-Backed Securities FNMS 05.500 CI911660 2022-01-01 5.500000 55969.00 1721.27 Agency Mortgage-Backed Securities FNMS 05.500 CI911047 2022-08-01 5.500000 270429.00 2657.47 Agency Mortgage-Backed Securities FNMS 05.500 CI908575 2022-01-01 5.500000 51323.00 110.19 Agency Mortgage-Backed Securities FNAR XX.XXX S1906236 2037-01-01 3.879000 1960.00 51.94 Agency Mortgage-Backed Securities FNMS 06.000 CL905656 2036-12-01 6.000000 3612.00 41.92 Agency Mortgage-Backed Securities FNMS 05.500 CI903701 2021-10-01 5.500000 677276.00 4488.49 Agency Mortgage-Backed Securities FNMS 05.500 CI902672 2021-11-01 5.500000 106553.00 1582.49 Agency Mortgage-Backed Securities FNMS 05.500 CI900947 2022-02-01 5.500000 668711.00 3895.73 Agency Mortgage-Backed Securities FNMS 05.500 CL899503 2037-06-01 5.500000 2948.00 67.21 Agency Mortgage-Backed Securities FNMS 05.500 CI899250 2022-04-01 5.500000 50458.00 1861.78 Agency Mortgage-Backed Securities FNMS 05.500 CI898914 2021-11-01 5.500000 77000.00 514.31 Agency Mortgage-Backed Securities FNMS 05.500 CI898028 2021-09-01 5.500000 274400.00 4152.74 Agency Mortgage-Backed Securities FNMS 05.500 CI896588 2021-08-01 5.500000 28838.00 146.05 Agency Mortgage-Backed Securities FNMS 05.500 CI895810 2021-04-01 5.500000 56618.00 532.76 Agency Mortgage-Backed Securities FNMS 05.500 CI895570 2021-05-01 5.500000 44481.00 822.96 Agency Mortgage-Backed Securities FNMS 06.000 CI894465 2021-08-01 6.000000 200000.00 2551.35 Agency Mortgage-Backed Securities FNMS 05.500 RE893258 2036-08-01 5.500000 1727.00 7.03 Agency Mortgage-Backed Securities FNMS 05.500 CI891851 2021-06-01 5.500000 110786.00 841.36 Agency Mortgage-Backed Securities FNMS 05.000 CI890650 2026-06-01 5.000000 17472.00 78.20 Agency Mortgage-Backed Securities FNMS 06.000 CN890511 2027-09-01 6.000000 71395.00 2.30 Agency Mortgage-Backed Securities FNMS 05.500 CI890206 2021-10-01 5.500000 400000.00 2871.48 Agency Mortgage-Backed Securities FNMS 05.500 CL890061 2036-06-01 5.500000 9651.00 1213.45 Agency Mortgage-Backed Securities FNMS 07.000 CL889886 2038-09-01 7.000000 1137.00 25.85 Agency Mortgage-Backed Securities FNMS 05.000 CI889599 2023-03-01 5.000000 305370.00 4883.31 Agency Mortgage-Backed Securities FNMS 04.500 CI889155 2020-09-01 4.500000 7517.00 52.16 Agency Mortgage-Backed Securities FNMS 07.500 NP888738 2037-10-01 7.500000 1723.00 19.68 Agency Mortgage-Backed Securities FNMS 06.500 CL888545 2037-07-01 6.500000 5692.00 108.93 Agency Mortgage-Backed Securities FNMS 06.000 CI888467 2022-06-01 6.000000 28680.00 433.97 Agency Mortgage-Backed Securities FNMS 05.500 CI888439 2022-06-01 5.500000 135530.00 2576.07 Agency Mortgage-Backed Securities FNMS 05.500 CI889183 2021-09-01 5.500000 193735.00 680.20 Agency Mortgage-Backed Securities FNMS 05.000 CI888249 2020-07-01 5.000000 700000.00 4811.14 Agency Mortgage-Backed Securities FNMS 05.000 CI888105 2020-08-01 5.000000 290000.00 28.06 Agency Mortgage-Backed Securities FNMS 05.500 CI885447 2021-06-01 5.500000 25067.00 883.21 Agency Mortgage-Backed Securities FNMS 05.500 CI885694 2021-10-01 5.500000 27691.00 288.67 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2469 2048-10-01 4.000000 3946.00 3992.29 Agency Mortgage-Backed Securities FNMS 04.000 CIBK9040 2033-10-01 4.000000 1832.00 1862.39 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ3524 2047-11-01 4.000000 3037.00 2678.53 Agency Mortgage-Backed Securities FNMS 04.000 CLBH5669 2047-06-01 4.000000 2227.00 2240.57 Agency Mortgage-Backed Securities FNMS 05.500 CI882634 2021-05-01 5.500000 28993.00 237.13 Agency Mortgage-Backed Securities FNMS 05.500 CI881946 2021-02-01 5.500000 685392.00 4939.46 Agency Mortgage-Backed Securities FNMS 05.500 CI879628 2021-06-01 5.500000 110000.00 846.75 Agency Mortgage-Backed Securities FNMS 05.500 CI879599 2021-03-01 5.500000 75000.00 793.20 Agency Mortgage-Backed Securities FNMS 05.500 CI879401 2021-02-01 5.500000 210551.00 678.88 Agency Mortgage-Backed Securities FNMS 05.500 CI878368 2021-02-01 5.500000 106157.00 215.49 Agency Mortgage-Backed Securities FNMS 05.500 CI878124 2021-04-01 5.500000 26128.00 224.02 Agency Mortgage-Backed Securities FNAR XX.XXX S1872571 2036-05-01 4.410000 64000.00 1427.58 Agency Mortgage-Backed Securities FNMS 05.500 CI870795 2021-10-01 5.500000 26097.00 449.40 Agency Mortgage-Backed Securities FNMS 05.500 CI869930 2021-04-01 5.500000 35918.00 243.75 Agency Mortgage-Backed Securities FNMS 05.500 CI865328 2021-02-01 5.500000 25905.00 388.04 Agency Mortgage-Backed Securities FNMS 05.500 CI852738 2021-01-01 5.500000 383712.00 2392.09 Agency Mortgage-Backed Securities FNMS 05.500 CI852535 2021-01-01 5.500000 1029871.00 4851.43 Agency Mortgage-Backed Securities FNMS 05.500 CI851803 2021-01-01 5.500000 76038.00 1682.25 Agency Mortgage-Backed Securities FNMS 05.500 CI850811 2020-12-01 5.500000 76153.00 1226.30 Agency Mortgage-Backed Securities FNMS 05.500 CI847922 2020-11-01 5.500000 30061.00 556.43 Agency Mortgage-Backed Securities FNMS 05.500 CI847028 2020-11-01 5.500000 26075.00 713.46 Agency Mortgage-Backed Securities FNMS 05.500 CI847834 2020-12-01 5.500000 26945.00 641.02 Agency Mortgage-Backed Securities FNMS 05.500 CI846456 2021-03-01 5.500000 25749.00 264.82 Agency Mortgage-Backed Securities FNMS 05.500 CI845452 2021-03-01 5.500000 241574.00 2637.85 Agency Mortgage-Backed Securities FNMS 05.500 CI843392 2021-04-01 5.500000 354998.00 4538.18 Agency Mortgage-Backed Securities FNMS 05.500 CI840102 2020-10-01 5.500000 179882.00 1595.14 Agency Mortgage-Backed Securities FNMS 05.500 CI839189 2020-12-01 5.500000 30947.00 539.36 Agency Mortgage-Backed Securities FNAR XX.XXX WS836762 2035-10-01 3.943000 3000.00 114.19 Agency Mortgage-Backed Securities FNMS 05.500 CI833733 2020-07-01 5.500000 160664.00 1387.43 Agency Mortgage-Backed Securities FNMS 04.500 CI833331 2020-08-01 4.500000 4060.00 39.73 Agency Mortgage-Backed Securities FNMS 05.500 CI833193 2020-09-01 5.500000 28506.00 230.05 Agency Mortgage-Backed Securities FNMS 05.500 CI832888 2020-09-01 5.500000 441035.00 4359.45 Agency Mortgage-Backed Securities FNMS 05.500 CI831705 2021-08-01 5.500000 1098759.00 1237.01 Agency Mortgage-Backed Securities FNMS 05.500 CI831316 2021-03-01 5.500000 25443.00 463.00 Agency Mortgage-Backed Securities FNAR XX.XXX LB826179 2035-07-01 4.426000 1230.00 43.67 Agency Mortgage-Backed Securities FNMS 05.000 CI822555 2020-10-01 5.000000 506708.00 3363.52 Agency Mortgage-Backed Securities FNMS 05.500 CI817862 2021-12-01 5.500000 31640.00 716.39 Agency Mortgage-Backed Securities FNMS 05.500 CI817274 2020-06-01 5.500000 578782.00 1627.42 Agency Mortgage-Backed Securities FNMS 05.500 CI784267 2019-12-01 5.500000 146222.00 580.04 Agency Mortgage-Backed Securities FNMS 05.500 CI784025 2019-07-01 5.500000 1095645.00 2176.19 Agency Mortgage-Backed Securities FNMS 04.500 CI782530 2019-06-01 4.500000 30365.00 93.04 Agency Mortgage-Backed Securities FNAR XX.XXX WS775852 2044-03-01 3.253000 1601.00 46.14 Agency Mortgage-Backed Securities FNMS 05.000 CI774255 2019-03-01 5.000000 34795.00 20.38 Agency Mortgage-Backed Securities FNMS 05.000 CI774166 2019-03-01 5.000000 593933.00 368.51 Agency Mortgage-Backed Securities FNMS 05.000 CI771143 2019-02-01 5.000000 499378.00 51.21 Agency Mortgage-Backed Securities FNMS 05.000 CI770681 2019-04-01 5.000000 44046.00 95.95 Agency Mortgage-Backed Securities FNMS 05.000 CI770312 2019-04-01 5.000000 74302.00 77.46 Agency Mortgage-Backed Securities FNMS 05.000 CI770159 2019-04-01 5.000000 2312188.00 2508.09 Agency Mortgage-Backed Securities FNMS 05.000 CI770152 2019-04-01 5.000000 1346986.00 2512.47 Agency Mortgage-Backed Securities FNMS 05.000 CI766415 2019-03-01 5.000000 2742619.00 1550.45 Agency Mortgage-Backed Securities FNMS 05.500 CI764399 2019-04-01 5.500000 851367.00 1529.12 Agency Mortgage-Backed Securities FNMS 05.000 CI761389 2019-04-01 5.000000 1845000.00 1347.97 Agency Mortgage-Backed Securities FNMS 05.000 CI759234 2019-01-25 5.000000 2715843.00 384.84 Agency Mortgage-Backed Securities FNMS 05.500 CI759232 2019-01-25 5.500000 692353.00 89.51 Agency Mortgage-Backed Securities FNMS 05.000 CI756851 2019-02-01 5.000000 1176744.00 281.13 Agency Mortgage-Backed Securities FNMS 05.000 CI756844 2019-02-01 5.000000 515503.00 591.74 Agency Mortgage-Backed Securities FNMS 05.500 CI745518 2020-01-01 5.500000 905000.00 66.71 Agency Mortgage-Backed Securities FNMS 05.500 CI746113 2022-01-01 5.500000 140056.00 3936.96 Agency Mortgage-Backed Securities FNMS 06.500 CI745083 2020-07-01 6.500000 5403000.00 30.04 Agency Mortgage-Backed Securities FNMS 06.500 CT735686 2022-12-01 6.500000 1772000.00 4868.14 Agency Mortgage-Backed Securities FNMS 04.500 CI735646 2020-07-01 4.500000 289740.00 1615.74 Agency Mortgage-Backed Securities FNMS 05.500 CI725711 2019-07-01 5.500000 40785.00 6.65 Agency Mortgage-Backed Securities FNMS 05.500 CI725551 2019-06-01 5.500000 31435.00 22.65 Agency Mortgage-Backed Securities FNMS 05.000 CI725504 2019-01-25 5.000000 3460878.00 15.10 Agency Mortgage-Backed Securities FNAR XX.XXX WD688949 2033-04-01 4.000000 22869.00 90.44 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN5994 2027-08-01 2.900000 1080.00 1044.04 Agency Mortgage-Backed Securities FNMS 05.000 CIAL8506 2022-09-01 5.000000 2450941.00 1911.30 Agency Mortgage-Backed Securities FNMS 05.000 CIAL6446 2022-09-01 5.000000 3088344.00 48.80 Agency Mortgage-Backed Securities FNMS 05.000 CIAL5451 2022-09-01 5.000000 7223717.00 883.26 Agency Mortgage-Backed Securities FNMS 06.500 CT545970 2019-02-01 6.500000 7000000.00 1.05 Agency Mortgage-Backed Securities FNAR XX.XXX WD352376 2026-07-01 4.220000 4728.00 13.73 Agency Mortgage-Backed Securities FNAR XX.XXX WS323375 2036-12-01 4.199000 6497.00 21.53 Agency Mortgage-Backed Securities FNMS 05.000 ZI310089 2019-05-01 5.000000 3231000.00 213.74 Agency Mortgage-Backed Securities FNMS 04.500 ZI310112 2019-06-01 4.500000 26508020.00 1890.53 Agency Mortgage-Backed Securities FNMS 05.500 CI256643 2022-02-01 5.500000 61325.00 949.53 Agency Mortgage-Backed Securities FNMS 04.500 CI255805 2020-08-01 4.500000 670000.00 3695.00 Agency Mortgage-Backed Securities FNMS 05.500 CI256519 2021-11-01 5.500000 287896.00 4078.90 Agency Mortgage-Backed Securities FNMS 05.500 CI255234 2019-04-01 5.500000 1513242.00 2811.50 Agency Mortgage-Backed Securities FNMS 04.500 CI255176 2019-04-01 4.500000 2000000.00 2418.58 Agency Mortgage-Backed Securities FNMS 05.500 CI255159 2019-03-01 5.500000 125000.00 92.70 Agency Mortgage-Backed Securities FNMS 05.000 CI255109 2019-03-01 5.000000 7938131.00 3036.06 Agency Mortgage-Backed Securities FNMS 05.000 CI255077 2019-01-25 5.000000 3300000.00 114.97 Agency Mortgage-Backed Securities FNMS 04.500 CI255625 2020-03-01 4.500000 190000.00 1006.87 Agency Mortgage-Backed Securities FNMS 06.500 CT254441 2022-08-01 6.500000 26981.00 164.88 Agency Mortgage-Backed Securities FNMS 06.500 CT254375 2022-07-01 6.500000 176144.00 1091.77 Agency Mortgage-Backed Securities FNMS 06.500 CT254305 2022-05-01 6.500000 105000.00 530.56 Agency Mortgage-Backed Securities FNMS 06.500 CT254232 2022-03-01 6.500000 129000.00 558.46 Agency Mortgage-Backed Securities FNMS 05.500 CT254690 2023-04-01 5.500000 2064.00 27.60 Agency Mortgage-Backed Securities FNMS 06.500 CT253708 2021-03-01 6.500000 1300000.00 1543.21 Agency Mortgage-Backed Securities FNMS 06.500 CT253848 2021-06-01 6.500000 250000.00 431.20 Agency Mortgage-Backed Securities FNMS 06.500 CT252499 2019-06-01 6.500000 23594095.00 4854.61 Agency Mortgage-Backed Securities FNMS 06.000 CL050940 2023-11-01 6.000000 635000.00 3327.91 Agency Mortgage-Backed Securities FNMS 09.000 CL050443 2021-06-01 9.000000 1000072.00 102.34 Agency Mortgage-Backed Securities FNMS 09.000 CL050236 2019-10-01 9.000000 380000.00 16.15 Agency Mortgage-Backed Securities FMAR 783058 G 2035-03-01 3.981000 1840.00 71.97 Agency Mortgage-Backed Securities FMAR 781871 G 2034-09-01 4.488000 4733.00 85.29 Agency Mortgage-Backed Securities FMAR 781834 G 2034-08-01 4.530000 14733.00 181.78 Agency Mortgage-Backed Securities FMAR 781186 G 2034-01-01 3.742000 3008.00 62.40 Agency Mortgage-Backed Securities FMAR 645268 G 2031-08-01 4.460000 6955.00 32.10 Agency Mortgage-Backed Securities 04.500 FGPC C90879 G 2024-12-01 4.500000 16666.00 359.92 Agency Mortgage-Backed Securities 05.000 FGPC C90858 G 2024-10-01 5.000000 122300.00 2775.01 Agency Mortgage-Backed Securities 06.000 FGPC C90851 G 2024-06-01 6.000000 18005.00 802.68 Agency Mortgage-Backed Securities 05.500 FGPC C90843 G 2024-07-01 5.500000 146538.00 4003.05 Agency Mortgage-Backed Securities 06.000 FGPC C80395 G 2026-04-01 6.000000 666597.00 2688.07 Agency Mortgage-Backed Securities 05.000 FGPC G61655 G 2044-08-01 5.000000 2249.00 2332.12 Agency Mortgage-Backed Securities 03.000 FGPC G61592 G 2048-08-01 3.000000 2406.00 2309.07 Agency Mortgage-Backed Securities 03.500 FGPC G61442 G 2046-08-01 3.500000 2290.00 2115.68 Agency Mortgage-Backed Securities 03.000 FGPC G61376 G 2043-01-01 3.000000 4913.00 4684.57 Agency Mortgage-Backed Securities 03.000 FGPC G61257 G 2046-11-01 3.000000 5371.00 4786.13 Agency Mortgage-Backed Securities 04.500 FGPC G61159 G 2046-05-01 4.500000 2690.00 2299.11 Agency Mortgage-Backed Securities 04.000 FGPC G61048 G 2047-07-01 4.000000 2213.00 2096.69 Agency Mortgage-Backed Securities 05.000 FGPC G60738 G 2044-04-01 5.000000 26000.00 17213.26 Agency Mortgage-Backed Securities 06.000 FGPC G60244 G 2038-07-01 6.000000 4200.00 2449.83 Agency Mortgage-Backed Securities 06.000 FGPC G60129 G 2040-04-01 6.000000 4956.00 2147.14 Agency Mortgage-Backed Securities 06.000 FGPC G60894 G 2040-05-01 6.000000 1954290.00 1365596.41 Agency Mortgage-Backed Securities 04.500 FGPC Q59918 G 2048-07-01 4.500000 17065568.00 17813055.29 Agency Mortgage-Backed Securities 04.500 FGPC Q59372 G 2048-11-01 4.500000 1659950.00 1741718.22 Agency Mortgage-Backed Securities 04.500 FGPC Q59166 G 2048-10-01 4.500000 3247844.00 3404379.29 Agency Mortgage-Backed Securities 04.500 FGPC Q58109 G 2048-08-01 4.500000 2377924.00 2486082.54 Agency Mortgage-Backed Securities 04.000 FGPC Q57833 G 2048-08-01 4.000000 55022848.00 55736248.85 Agency Mortgage-Backed Securities 04.500 FGPC Q57780 G 2048-08-01 4.500000 4392600.00 4587946.32 Agency Mortgage-Backed Securities 04.000 FGPC Q57473 G 2048-07-01 4.000000 5044272.00 5118458.46 Agency Mortgage-Backed Securities 04.000 FGPC Q57969 G 2048-08-01 4.000000 5218224.00 5323489.20 Agency Mortgage-Backed Securities 04.500 FGPC Q54618 G 2048-03-01 4.500000 3092724.00 3051313.36 Agency Mortgage-Backed Securities 03.000 FGPC Q50703 G 2047-09-01 3.000000 3137908.00 2976305.56 Agency Mortgage-Backed Securities 03.500 FGPC Q50596 G 2047-09-01 3.500000 2773136.00 2681546.41 Agency Mortgage-Backed Securities 04.500 FGPC Q49383 G 2047-07-01 4.500000 2446944.00 2095658.66 Agency Mortgage-Backed Securities 04.000 FGPC Q44464 G 2046-11-01 4.000000 5900000.00 4452637.08 Agency Mortgage-Backed Securities 03.000 FGPC Q43307 G 2046-09-01 3.000000 7780240.00 6175155.99 Agency Mortgage-Backed Securities 04.000 FGPC Q41346 G 2046-06-01 4.000000 4875.00 4772.51 Agency Mortgage-Backed Securities 04.500 FGPC Q60600 G 2049-01-01 4.500000 3820800.00 3990302.15 Agency Mortgage-Backed Securities 04.500 FGPC Q60382 G 2048-12-01 4.500000 4246.00 4450.72 Agency Mortgage-Backed Securities 04.000 FGPC Q38682 G 2046-02-01 4.000000 3153.00 2060.96 Agency Mortgage-Backed Securities 03.500 FGPC Q35710 G 2045-09-01 3.500000 3627.00 2456.32 Agency Mortgage-Backed Securities 03.000 FGPC Q32955 G 2045-04-01 3.000000 33326.00 20223.06 Agency Mortgage-Backed Securities 04.500 FGPC Q30150 G 2044-12-01 4.500000 4922.00 2377.49 Agency Mortgage-Backed Securities 04.000 FGPC U93168 G 2046-06-01 4.000000 1090.00 930.86 Agency Mortgage-Backed Securities 04.000 FGPC U93138 G 2046-04-01 4.000000 1330908.00 1298459.07 Agency Mortgage-Backed Securities 04.500 FGPC Q28569 G 2044-09-01 4.500000 2009.00 1225.69 Agency Mortgage-Backed Securities 04.000 FGPC Q27774 G 2044-08-01 4.000000 1646354.00 760972.55 Agency Mortgage-Backed Securities 04.000 FGPC Q25130 G 2044-03-01 4.000000 8576784.00 3438873.72 Agency Mortgage-Backed Securities 04.500 FGPC K94419 G 2038-12-01 4.500000 1082596.00 1136568.82 Agency Mortgage-Backed Securities 03.000 FGPC U49055 G 2030-06-01 3.000000 6456.00 4109.63 Agency Mortgage-Backed Securities 03.500 FGPC V84296 G 2048-05-01 3.500000 5145.00 4990.26 Agency Mortgage-Backed Securities 03.500 FGPC V84194 G 2048-04-01 3.500000 2459.00 2377.97 Agency Mortgage-Backed Securities 03.500 FGPC V83496 G 2047-10-01 3.500000 2600.00 2426.08 Agency Mortgage-Backed Securities 04.500 FGPC V80530 G 2043-10-01 4.500000 6000.00 1893.71 Agency Mortgage-Backed Securities 06.000 FGPC V80881 G 2030-01-01 6.000000 7590.00 3307.17 Agency Mortgage-Backed Securities 03.000 FGPC V60565 G 2029-06-01 3.000000 5440.00 2379.39 Agency Mortgage-Backed Securities 03.000 FGPC Q22400 G 2043-10-01 3.000000 1487.00 922.12 Agency Mortgage-Backed Securities 02.500 FGPC Q13517 G 2042-12-01 2.500000 2225.00 1121.10 Agency Mortgage-Backed Securities 04.000 FGPC U92432 G 2044-02-01 4.000000 3827.00 2402.05 Agency Mortgage-Backed Securities FMAR 848613 G 2041-05-01 4.228000 1568.00 62.04 Agency Mortgage-Backed Securities FMAR 1B7925 G 2041-01-01 3.618000 6055.00 116.38 Agency Mortgage-Backed Securities FMAR 1B8521 G 2041-08-01 4.495000 1215.00 53.81 Agency Mortgage-Backed Securities FMAR 1Q1400 G 2038-07-01 4.634000 1200.00 97.93 Agency Mortgage-Backed Securities FMAR 1G2697 G 2038-02-01 3.581000 1170.00 26.25 Agency Mortgage-Backed Securities 04.500 FGPC G08713 G 2046-06-01 4.500000 5000.00 2500.56 Agency Mortgage-Backed Securities 03.500 FGPC G08733 G 2046-11-01 3.500000 3000.00 2311.26 Agency Mortgage-Backed Securities 03.000 FGPC G08732 G 2046-11-01 3.000000 1171.00 962.68 Agency Mortgage-Backed Securities 04.500 FGPC G08674 G 2045-10-01 4.500000 6000.00 2587.03 Agency Mortgage-Backed Securities 04.000 FGPC G08642 G 2045-05-01 4.000000 5000.00 2304.42 Agency Mortgage-Backed Securities 03.000 FGPC G08631 G 2045-03-01 3.000000 1000.00 646.54 Agency Mortgage-Backed Securities 03.500 FGPC G08623 G 2045-01-01 3.500000 2000.00 1015.41 Agency Mortgage-Backed Securities 04.500 FGPC G08600 G 2044-08-01 4.500000 1000.00 301.66 Agency Mortgage-Backed Securities 04.500 FGPC G08332 G 2039-03-01 4.500000 22247.00 1576.47 Agency Mortgage-Backed Securities 06.000 FGPC G08227 G 2037-10-01 6.000000 153851.00 3791.54 Agency Mortgage-Backed Securities 06.000 FGPC G08217 G 2037-08-01 6.000000 112198.00 3147.94 Agency Mortgage-Backed Securities 06.000 FGPC G08135 G 2036-06-01 6.000000 75000.00 1706.36 Agency Mortgage-Backed Securities 03.000 FGPC G08795 G 2048-01-01 3.000000 1040278.00 963647.14 Agency Mortgage-Backed Securities 03.000 FGPC G14496 G 2027-06-01 3.000000 14900.00 4778.35 Agency Mortgage-Backed Securities 06.000 FGPC A50891 G 2036-07-01 6.000000 556118.00 13864.17 Agency Mortgage-Backed Securities FMAR 847727 G 2037-02-01 4.542000 3423.00 73.89 Agency Mortgage-Backed Securities 06.423 FGPC W30007 G 2028-08-01 6.423000 30049000.00 32963648.70 Agency Mortgage-Backed Securities FMAR 846632 G 2026-10-01 4.044000 13708.00 120.17 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 1075000000.00 1075000000.00 0.0950 N Y Y N Credit Suisse AG Credit Suisse AG 2.950 ANGGYXNX0JLX3X63JN86 BRTPFNNF9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-03-07 0.000000 100.00 99.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-05 0.000000 800.00 781.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-15 1.750000 309800.00 303131.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-07-15 0.750000 315900.00 313977.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-10-15 1.000000 481900.00 476820.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-11-15 1.000000 667900.00 659460.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-11-15 3.375000 735100.00 742732.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-06-30 1.000000 912000.00 905160.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-03-31 1.500000 954500.00 919491.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-03-31 2.125000 1379300.00 1358691.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-15 1.375000 1738900.00 1723956.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-30 2.125000 11182800.00 11136278.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-05-31 1.500000 15345900.00 15303168.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-31 2.375000 16913800.00 16876792.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-30 1.625000 23907000.00 23109564.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.875000 28606000.00 28169960.48 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 100000000.00 100000000.00 0.0088 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.950 VYVVCKR63DVZZN70PB21 BRTPETBM5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 6.250000 240.00 283.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 5.375000 324.00 416.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-06-30 1.125000 900.00 869.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-15 1.750000 1200.00 1162.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.875000 2460.00 2417.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 2.125000 2640.00 3643.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.250000 3060.00 3040.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-15 1.125000 3738.00 4320.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 4338.00 8359.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-01-31 1.250000 5130.00 5151.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-15 2.375000 5994.00 6015.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 4.250000 7146.00 8633.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-31 1.375000 8556.00 8491.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-31 2.125000 14982.00 14738.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-15 2.750000 15342.00 15621.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-02-15 2.750000 15792.00 15957.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.000000 29190.00 28952.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 3.750000 33000.00 37563.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 1.625000 35334.00 33164.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-31 2.000000 37638.00 37237.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-30 2.000000 124110.00 123080.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 1.875000 135780.00 133762.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-31 1.750000 140280.00 138175.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-31 2.500000 165834.00 165953.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-02-28 1.375000 242340.00 243008.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-12-31 2.125000 267930.00 264915.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-30 1.625000 322200.00 310787.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 2.000000 397680.00 393653.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 3.750000 429972.00 486021.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-15 6.625000 516120.00 676841.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-31 1.375000 583314.00 574153.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.625000 593712.00 578038.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-15 3.625000 594780.00 616155.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-15 2.375000 715998.00 700423.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-15 2.625000 845700.00 854685.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-05-31 1.125000 1522500.00 1515394.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 4.750000 2256000.00 2945136.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-31 1.500000 2415930.00 2382400.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-08-15 3.625000 2999400.00 3349018.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 3.625000 3015000.00 3369273.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-31 2.875000 3870012.00 3970694.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-15 2.375000 4396662.00 4402949.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-03-31 2.125000 4763280.00 4680946.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 7565400.00 7481462.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 11037636.00 10062847.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 13991646.00 13604182.34 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 63000000.00 63000000.00 0.0056 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.900 MBNUM2BPBDO7JBLYG310 BRTPETA20 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-31 1.750000 26.00 25.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-05-31 1.250000 26.00 26.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 713.00 709.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-15 2.375000 36960.00 36156.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-15 1.500000 1867589.00 1843713.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-04-30 2.499830 2952312.00 2965434.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-15 0.125000 23726551.00 23835212.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-30 1.875000 46421206.00 45588665.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.000000 96540101.00 94030074.18 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0290 165000000.00 165000000.00 0.0146 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 2.950 1VUV7VQFKUOQSJ21A208 BRTPETAH7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-04-15 3.875000 3197561.00 6283669.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-31 1.250000 4511540.00 4469253.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-15 1.250000 5256198.00 6114528.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-30 2.000000 5264173.00 5102957.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 6.250000 5972281.00 7063156.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-15 0.125000 6084666.00 6593405.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 2.500000 6085692.00 8221501.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 2.000000 6165607.00 6064036.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 1.750000 6220531.00 8017207.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 6262001.00 6495266.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 1.375000 6599054.00 6481080.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 3.875000 6825368.00 7913162.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-15 1.500000 7198245.00 7130859.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.625000 7201995.00 6949891.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-15 2.125000 7628119.00 7607856.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-15 2.750000 7710965.00 7801758.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 1.375000 8103584.00 7719182.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.625000 8126494.00 7911966.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-05-15 2.500000 8312767.00 7491015.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-28 1.125000 8325072.00 8109489.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 3.000000 8379188.00 8358760.45 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 145000000.00 145000000.00 0.0128 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. Merrill Lynch, Pierce, Fenner & Smith, Inc. 2.950 8NAV47T0Y26Q87Y0QP81 BRTPETBG8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.375000 6739665.00 6922814.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.125000 6780840.00 7030088.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.375000 6826695.00 6702177.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-11-15 3.375000 7500315.00 7577933.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 9090165.00 8833625.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.500000 11599035.00 11322008.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-07-31 1.625000 13081440.00 13098277.31 U.S. Treasuries (including strips) CASH & EQUIVALENTS 2049-12-31 0.000000 15149990.00 15149989.84 Other Instrument CASH UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.000000 24356110.00 20851753.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-03-31 1.375000 31882515.00 31513802.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-02-15 0.000000 39263808.00 23694530.38 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 150000000.00 150000000.00 0.0133 N Y Y N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 2.680 76582CPE3 US76582CPE39 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-02-14 2019-02-14 2019-02-14 N Y SOCIETE GENERALE SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0268 49751589.18 49751589.18 0.0044 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 2.765 78012UFB6 ES7IP3U3RHIGC71XBU11 US78012UFB61 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-01-16 2019-08-16 2019-08-16 N N N 0.0285 99989399.00 99989399.00 0.0088 N N N N Mitsubishi UFJ Trust & Banking Corp., New York Mitsubishi UFJ Trust & Banking Corp., New York 2.725 60683BMR1 JBONEPAGQXF4QP29B387 US60683BMR14 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-15 2019-03-15 2019-03-15 N N N 0.0279 99999943.00 99999943.00 0.0088 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.789 31428GQN6 549300B2Q47IR0CR5B54 US31428GQN69 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-03-22 2019-03-22 2019-03-22 N N N 0.0279 23852364.00 23852364.00 0.0021 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.776 31428HAF8 549300B2Q47IR0CR5B54 US31428HAF82 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-02-21 2019-05-21 2019-05-21 N N N 0.0295 99995441.00 99995441.00 0.0088 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.755 31428HAK7 549300B2Q47IR0CR5B54 US31428HAK77 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-18 2019-06-18 2019-06-18 N N N 0.0280 22000028.82 22000028.82 0.0019 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.652 31428HAP6 549300B2Q47IR0CR5B54 US31428HAP64 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-14 2019-08-13 2019-08-13 N N N 0.0282 104930718.90 104930718.90 0.0093 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.675 31428HAQ4 549300B2Q47IR0CR5B54 US31428HAQ48 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-16 2019-08-16 2019-08-16 N N N 0.0283 111924785.28 111924785.28 0.0099 N N N N Mizuho Bank Ltd, New York Mizuho Bank Ltd, New York 2.932 60700AV68 RB0PEZSDGCO3JS6CEU02 US60700AV685 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-03-25 2019-03-25 2019-03-25 N N N 0.0294 95997446.40 95997446.40 0.0085 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.757 31428HAT8 549300B2Q47IR0CR5B54 US31428HAT86 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-07 2019-12-06 2019-12-06 N N N 0.0287 100002360.00 100002360.00 0.0088 N N N N U.S. Treasury Bill U.S. Treasury Bill 2.318 912796UP2 254900HROIFWPRGM1V77 US912796UP27 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-02-19 2019-02-19 2019-02-19 N N N 0.0232 149527999.50 149527999.50 0.0132 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 2.577 86562LPB2 5U0XI89JRFVHWIBS4F54 US86562LPB26 Financial Company Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-02-11 2019-02-11 2019-02-11 N N N 0.0258 49852183.50 49852183.50 0.0044 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.685 86563HPU8 5493006GGLR4BTEL8O61 US86563HPU85 Financial Company Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-02-28 2019-02-28 2019-02-28 N N N 0.0269 89611042.50 89611042.50 0.0079 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.828 86564XQK3 5493006GGLR4BTEL8O61 US86564XQK36 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-03-19 2019-03-19 2019-03-19 N N N 0.0283 99399400.00 99399400.00 0.0088 N N N N BlackRock Liquidity Funds 2019-01-07 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer