0001145549-17-007372.txt : 20171107 0001145549-17-007372.hdr.sgml : 20171107 20171107165212 ACCESSION NUMBER: 0001145549-17-007372 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20171031 FILED AS OF DATE: 20171107 DATE AS OF CHANGE: 20171107 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 171184071 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004508 Schwab Value Advantage Money Fund C000012383 Investor Shares SWVXX C000012384 Select Shares SWBXX C000012385 Premier Shares SWAXX C000038267 Ultra Shares SNAXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2017-10-31 0000857156 S000004508 4 N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 084-00896 N N N Prime Y 35 57 4982464153.36 4058123413.45 4247928143.90 4811683383.62 9020903795.44 9202581040.11 9386655864.81 10102973471.38 0.00 0.2104 0.1689 0.1736 0.1946 0.3809 0.3831 0.3835 0.4085 0.0000 0.98 24899451270.02 24898726878.06 18775949.08 89370579.58 24828132248.54 24826130096.3730 1.0000 0.0132 1.0001 1.0001 1.0001 1.0001 0.0000 C000012383 0.00 13035966690.56 13034814813.7150 1.0001 1.0001 1.0001 1.0001 0.0000 333739814.82 157761970.08 301080159.39 156838893.16 400657851.60 164765018.36 351396627.90 168624018.22 0.00 0.00 1523671862.96 726008307.46 0.0098 Y Investment Advisor and its affiliates Contractual (may include certain equalized waivers of management fees across classes) 1,438,620 C000012384 1000000.00 3769689117.26 3769415904.6290 1.0001 1.0001 1.0001 1.0001 0.0000 68690806.97 157678789.28 23069318.31 75588990.63 17139904.46 65873224.07 16694866.29 62685160.95 0.00 0.00 128710327.94 390917935.74 0.0113 Y Investment Advisor and its affiliates Contractual 442,876 C000012385 1000000.00 2900710701.85 2900470442.5220 1.0001 1.0001 1.0001 1.0001 0.0000 67980877.81 103644119.10 1778728.28 85617869.00 8290274.05 41239303.11 22626495.16 53547647.90 0.00 0.00 103622639.40 300959710.08 0.0113 Y Investment Advisor and its affiliates Contractual 334,614 C000038267 1000000.00 5121765738.87 5121428935.5070 1.0001 1.0001 1.0001 1.0001 0.0000 427868158.77 95766005.31 344809656.97 45376192.48 363655425.13 42980615.85 299190717.83 70752107.92 0.00 0.00 1589537563.48 314393989.25 0.0113 Y Investment Advisor and its affiliates Contractual 509,716 ANZ NEW ZEALAND INTL LTD (LONDON BRANCH) ANZ NEW ZEALAND INTL LTD (LONDON BRANCH) 0.000000% 0018A2YF7 Financial Company Commercial Paper Y 2017-11-15 2017-11-15 2017-11-15 N Y ANZ BANK NEW ZEALAND LTD 1.0000 N 0.0121 49974895.00 49974895.00 0.0020 N N N N ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.310000% 00279JPZ9 0000931061 Certificate of Deposit Y 2017-11-14 2017-11-14 2017-11-14 N Y Santander UK Plc 1.0000 N 0.0118 2000099.62 2000099.62 0.0001 N N N N ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.310000% 00279JQJ4 0000931061 Certificate of Deposit Y 2017-11-22 2017-11-22 2017-11-22 N Y Santander UK Plc 1.0000 N 0.0119 41502901.27 41502901.27 0.0017 N N N N ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.320000% 00279JQR6 0000931061 Certificate of Deposit Y 2017-11-22 2017-11-22 2017-11-22 N Y Santander UK Plc 1.0000 N 0.0119 2500190.78 2500190.78 0.0001 N N N N ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.300000% 00279JQW5 0000931061 Certificate of Deposit Y 2017-11-27 2017-11-27 2017-11-27 N Y Santander UK Plc 1.0000 N 0.0120 40002912.40 40002912.40 0.0016 N N N N ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.420000% 00279JRZ7 0000931061 Certificate of Deposit Y 2018-02-06 2018-02-06 2018-02-06 N Y Santander UK Plc 1.0000 N 0.0141 158005831.78 158005831.78 0.0064 N N N N ALPINE SECURITIZATION LTD ALPINE SECURITIZATION LTD 0.000000% 02089EY11 Asset Backed Commercial Paper Y 2017-11-01 2017-11-01 2017-11-01 N Y Credit Suisse AG 1.0000 N 0.0121 29998992.00 29998992.00 0.0012 N Y Y N ALPINE SECURITIZATION LTD ALPINE SECURITIZATION LTD 0.000000% 02089FA22 Asset Backed Commercial Paper Y 2018-01-02 2018-01-02 2018-01-02 N Y Credit Suisse AG 1.0000 N 0.0140 51872600.00 51872600.00 0.0021 N N N N ALPINE SECURITIZATION LTD ALPINE SECURITIZATION LTD 0.000000% 02089FAW6 Asset Backed Commercial Paper Y 2018-01-30 2018-01-30 2018-01-30 N Y Credit Suisse AG 1.0000 N 0.0145 37861007.40 37861007.40 0.0015 N N N N ALPINE SECURITIZATION LTD ALPINE SECURITIZATION LTD 0.000000% 02089FAX4 Asset Backed Commercial Paper Y 2018-01-31 2018-01-31 2018-01-31 N Y Credit Suisse AG 1.0000 N 0.0145 7970396.80 7970396.80 0.0003 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821TYT6 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y 2017-11-27 2017-11-27 2017-11-27 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0124 43959080.00 43959080.00 0.0018 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821TZ73 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y 2017-12-07 2017-12-07 2017-12-07 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0127 90880844.60 90880844.60 0.0037 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821TZB4 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y 2017-12-11 2017-12-11 2017-12-11 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0128 10983914.70 10983914.70 0.0004 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821UB50 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y 2018-02-05 2018-02-05 2018-02-05 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0142 40843462.00 40843462.00 0.0016 N N N N AUTOMATIC DATA PROCESSING INC AUTOMATIC DATA PROCESSING INC 0.000000% 0530A2Y12 HGBOLILQXWER4SAL2I23 Non-Financial Company Commercial Paper Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0112 298990680.17 298990680.17 0.0120 N Y Y N AUTOMATIC DATA PROCESSING INC AUTOMATIC DATA PROCESSING INC 0.000000% 0530A2Y20 HGBOLILQXWER4SAL2I23 Non-Financial Company Commercial Paper Y 2017-11-02 2017-11-02 2017-11-02 N N N 0.0114 27998251.68 27998251.68 0.0011 N N Y N BPCE SA BPCE SA 0.000000% 05571BY31 9695005MSX1OYEMGDF46 Financial Company Commercial Paper Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0118 3999605.60 3999605.60 0.0002 N N Y N BPCE SA BPCE SA 0.000000% 05571BY80 9695005MSX1OYEMGDF46 Financial Company Commercial Paper Y 2017-11-08 2017-11-08 2017-11-08 N N N 0.0118 193948997.40 193948997.40 0.0078 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.365000% 06053PWT0 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-11-07 2017-11-07 2017-11-07 N N N 0.0138 46999957.70 46999957.70 0.0019 N N Y N BANK OF AMERICA NA BANK OF AMERICA NA 1.365000% 06053PWU7 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-11-07 2017-11-07 2017-11-07 N N N 0.0138 2999997.30 2999997.30 0.0001 N N Y N BANK OF AMERICA NA BANK OF AMERICA NA 1.368900% 06053PWV5 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-11-13 2017-11-13 2017-11-13 N N N 0.0138 25999953.20 25999953.20 0.0010 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.358900% 06053PWW3 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-11-14 2017-11-14 2017-11-14 N N N 0.0135 78000367.38 78000367.38 0.0031 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.400000% 06053PXT9 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2018-01-22 2018-01-22 2018-01-22 N N N 0.0135 123011058.93 123011058.93 0.0050 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.347800% 06053PXZ5 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-11-06 2018-02-05 2018-02-05 N N N 0.0136 99998690.00 99998690.00 0.0040 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.345000% 06053PYD3 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-11-09 2018-02-09 2018-02-09 N N N 0.0135 57000758.67 57000758.67 0.0023 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.400000% 06053PYG6 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2018-02-16 2018-02-16 2018-02-16 N N N 0.0138 9000479.79 9000479.79 0.0004 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.400000% 06053PYN1 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2018-02-20 2018-02-20 2018-02-20 N N N 0.0140 3999950.84 3999950.84 0.0002 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.357800% 06053PZB6 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-11-06 2018-04-05 2018-04-05 N N N 0.0137 90998052.60 90998052.60 0.0037 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.500000% 06053PZP5 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2018-04-16 2018-04-16 2018-04-16 N N N 0.0148 23002033.43 23002033.43 0.0009 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.300000% 06371EHH3 Certificate of Deposit Y 2017-11-02 2017-11-02 2017-11-02 N N N 0.0121 34000166.94 34000166.94 0.0014 N N Y N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.300000% 06371EHZ3 Certificate of Deposit Y 2017-11-07 2017-11-07 2017-11-07 N N N 0.0121 3000048.03 3000048.03 0.0001 N N Y N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.370000% 06371EKV8 Certificate of Deposit Y 2018-01-22 2018-01-22 2018-01-22 N N N 0.0134 47502769.73 47502769.73 0.0019 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.310000% 06371EMH7 Certificate of Deposit Y 2017-12-05 2017-12-05 2017-12-05 N N N 0.0125 68003597.88 68003597.88 0.0027 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.365000% 06371EMX2 Certificate of Deposit Y 2017-11-08 2018-03-08 2018-03-08 N N N 0.0134 70508954.21 70508954.21 0.0028 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.300000% 06371ENE3 Certificate of Deposit Y 2017-12-11 2017-12-11 2017-12-11 N N N 0.0126 11000434.61 11000434.61 0.0004 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.420000% 06371EPY7 Certificate of Deposit Y 2018-03-02 2018-03-02 2018-03-02 N N N 0.0140 115507947.56 115507947.56 0.0047 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.350000% 06371ERZ2 Certificate of Deposit Y 2018-01-18 2018-01-18 2018-01-18 N N N 0.0133 12000429.72 12000429.72 0.0005 N N N N MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 1.070000% 8NAV47T0Y26Q87Y0QP81 0000065100 06399U000_1.07_1101 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNRM 2016-63 LE 2046-09-20 2.250000 60217000.00 55732065.41 Agency Collateralized Mortgage Obligation GNRM 2017-24 BC 2050-07-16 2.400000 16240545.00 15818276.37 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2047-11-25 1.557770 20143250.00 20119658.23 Agency Collateralized Mortgage Obligation Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 89000000.00 89000000.00 0.0036 N Y Y N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.388900% 06417GVL9 Certificate of Deposit Y 2017-11-20 2018-03-20 2018-03-20 N N N 0.0136 100010701.00 100010701.00 0.0040 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.391700% 06417GVU9 Certificate of Deposit Y 2017-11-28 2018-03-28 2018-03-28 N N N 0.0137 10000980.10 10000980.10 0.0004 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.416700% 06417GXP8 Certificate of Deposit Y 2017-11-20 2018-05-18 2018-05-18 N N N 0.0141 143010726.43 143010726.43 0.0058 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.420000% 06417GYM4 Certificate of Deposit Y 2018-03-19 2018-03-19 2018-03-19 N N N 0.0139 54004903.74 54004903.74 0.0022 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 1.688900% 06417LDX2 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper Y 2017-11-13 2018-02-13 2018-02-13 N N N 0.0132 24026232.24 24026232.24 0.0010 N N N N BANK OF THE WEST BANK OF THE WEST 1.350000% 06426GPQ4 QOT5WN9RBKQTFRVKEV31 Certificate of Deposit Y 2017-12-11 2017-12-11 2017-12-11 N N N 0.0120 57009605.07 57009605.07 0.0023 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.515000% 06427KWB9 Certificate of Deposit Y 2017-11-08 2018-05-08 2018-05-08 N N N 0.0141 41024887.41 41024887.41 0.0017 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.390000% 06538N2R7 Certificate of Deposit Y 2017-12-15 2017-12-15 2017-12-15 N N N 0.0126 58009251.58 58009251.58 0.0023 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.400000% 06538N3J4 Certificate of Deposit Y 2017-12-15 2017-12-15 2017-12-15 N N N 0.0126 16002758.56 16002758.56 0.0006 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.400000% 06538N6W2 Certificate of Deposit Y 2018-01-18 2018-01-18 2018-01-18 N N N 0.0133 45006457.95 45006457.95 0.0018 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.400000% 06538N7B7 Certificate of Deposit Y 2018-01-19 2018-01-19 2018-01-19 N N N 0.0133 35004858.35 35004858.35 0.0014 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.400000% 06538N7K7 Certificate of Deposit Y 2018-01-25 2018-01-25 2018-01-25 N N N 0.0135 5000582.05 5000582.05 0.0002 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.650000% 06538NRY5 Certificate of Deposit Y 2018-01-17 2018-01-17 2018-01-17 N N N 0.0133 31020447.91 31020447.91 0.0012 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.380000% 06538NS65 Certificate of Deposit Y 2017-11-02 2017-11-02 2017-11-02 N N N 0.0117 26000294.06 26000294.06 0.0010 N N Y N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.360000% 06538NX93 Certificate of Deposit Y 2017-11-22 2017-11-22 2017-11-22 N N N 0.0121 57004999.47 57004999.47 0.0023 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.420000% 06539RCE5 Certificate of Deposit Y 2018-02-20 2018-02-20 2018-02-20 N N N 0.0139 54003985.74 54003985.74 0.0022 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.450000% 06539REC7 Certificate of Deposit Y 2018-03-06 2018-03-06 2018-03-06 N N N 0.0142 92009476.92 92009476.92 0.0037 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.450000% 06539REY9 Certificate of Deposit Y 2018-03-08 2018-03-08 2018-03-08 N N N 0.0142 39003584.49 39003584.49 0.0016 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 1.600000% 06742TAX4 Certificate of Deposit Y 2018-02-22 2018-02-22 2018-02-22 N N N 0.0140 46028511.26 46028511.26 0.0019 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 1.350000% 06742TBS4 Certificate of Deposit Y 2017-12-29 2017-12-29 2017-12-29 N N N 0.0129 63005840.73 63005840.73 0.0025 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 1.350000% 06742TBV7 Certificate of Deposit Y 2017-12-29 2017-12-29 2017-12-29 N N N 0.0129 51004733.31 51004733.31 0.0021 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 1.330000% 06742TBW5 Certificate of Deposit Y 2017-12-29 2017-12-29 2017-12-29 N N N 0.0129 100006051.00 100006051.00 0.0040 N N N N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945LYA0 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2017-11-10 2017-11-10 2017-11-10 N Y Societe Generale SA 1.0000 N 0.0131 48982183.60 48982183.60 0.0020 N N N N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945LYT9 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2017-11-27 2017-11-27 2017-11-27 N Y Societe Generale SA 1.0000 N 0.0132 45954358.80 45954358.80 0.0019 N N N N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945LZ68 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2017-12-06 2017-12-06 2017-12-06 N Y Societe Generale SA 1.0000 N 0.0133 114347600.50 114347600.50 0.0046 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644AYD0 Asset Backed Commercial Paper Y 2017-11-13 2017-11-13 2017-11-13 N Y Royal Bank of Canada 1.0000 N 0.0119 18991814.80 18991814.80 0.0008 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BA85 Asset Backed Commercial Paper Y 2018-01-08 2018-01-08 2018-01-08 N Y Royal Bank of Canada 1.0000 N 0.0132 24936942.50 24936942.50 0.0010 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BAN2 Asset Backed Commercial Paper Y 2018-01-22 2018-01-22 2018-01-22 N Y Royal Bank of Canada 1.0000 N 0.0135 17944016.40 17944016.40 0.0007 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BAQ5 Asset Backed Commercial Paper Y 2018-01-24 2018-01-24 2018-01-24 N Y Royal Bank of Canada 1.0000 N 0.0135 20932913.40 20932913.40 0.0008 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BDA7 Asset Backed Commercial Paper Y 2018-04-10 2018-04-10 2018-04-10 N Y Royal Bank of Canada 1.0000 N 0.0151 23838249.60 23838249.60 0.0010 N N N N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224LZ66 Asset Backed Commercial Paper Y 2017-12-06 2017-12-06 2017-12-06 N Y Societe Generale SA 1.0000 N 0.0129 23969160.00 23969160.00 0.0010 N N N N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MA46 Asset Backed Commercial Paper Y 2018-01-04 2018-01-04 2018-01-04 N Y Societe Generale SA 1.0000 N 0.0136 7980428.00 7980428.00 0.0003 N N N N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MAG9 Asset Backed Commercial Paper Y 2018-01-16 2018-01-16 2018-01-16 N Y Societe Generale SA 1.0000 N 0.0138 35893818.00 35893818.00 0.0014 N N N N CAFCO LLC CAFCO LLC 0.000000% 1247P2YU2 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y 2017-11-28 2017-11-28 2017-11-28 N Y Citibank NA 1.0000 N 0.0121 19981146.00 19981146.00 0.0008 N N N N CAFCO LLC CAFCO LLC 0.000000% 1247P2Z49 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y 2017-12-04 2017-12-04 2017-12-04 N Y Citibank NA 1.0000 N 0.0122 8989638.30 8989638.30 0.0004 N N N N CAFCO LLC CAFCO LLC 0.000000% 1247P2Z72 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y 2017-12-07 2017-12-07 2017-12-07 N Y Citibank NA 1.0000 N 0.0122 18976137.90 18976137.90 0.0008 N N N N CAFCO LLC CAFCO LLC 0.000000% 1247P2ZE7 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y 2017-12-14 2017-12-14 2017-12-14 N Y Citibank NA 1.0000 N 0.0123 50923392.90 50923392.90 0.0021 N N N N CAFCO LLC CAFCO LLC 0.000000% 1247P2ZT4 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y 2017-12-27 2017-12-27 2017-12-27 N Y Citibank NA 1.0000 N 0.0126 97804803.60 97804803.60 0.0039 N N N N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619TYN8 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y 2017-11-22 2017-11-22 2017-11-22 N Y Citibank NA 1.0000 N 0.0122 11991024.00 11991024.00 0.0005 N N N N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619TZ15 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y 2017-12-01 2017-12-01 2017-12-01 N Y Citibank NA 1.0000 N 0.0125 74919465.00 74919465.00 0.0030 N N N N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619TZ49 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y 2017-12-04 2017-12-04 2017-12-04 N Y Citibank NA 1.0000 N 0.0125 22972781.80 22972781.80 0.0009 N N N N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619TZJ6 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y 2017-12-18 2017-12-18 2017-12-18 N Y Citibank NA 1.0000 N 0.0128 3993168.00 3993168.00 0.0002 N N N N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619TZU1 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y 2017-12-28 2017-12-28 2017-12-28 N Y Citibank NA 1.0000 N 0.0130 22951789.70 22951789.70 0.0009 N N N N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619UA50 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y 2018-01-05 2018-01-05 2018-01-05 N Y Citibank NA 1.0000 N 0.0132 44891181.00 44891181.00 0.0018 N N N N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619UAP6 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y 2018-01-23 2018-01-23 2018-01-23 N Y Citibank NA 1.0000 N 0.0136 49841215.00 49841215.00 0.0020 N N N N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619UB67 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y 2018-02-06 2018-02-06 2018-02-06 N Y Citibank NA 1.0000 N 0.0139 14943405.00 14943405.00 0.0006 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.392200% 13606BKD7 0000800030 Certificate of Deposit Y 2017-11-03 2018-04-03 2018-04-03 N N N 0.0137 44005632.44 44005632.44 0.0018 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.406700% 13606BLG9 0000800030 Certificate of Deposit Y 2017-11-17 2018-04-17 2018-04-17 N N N 0.0140 6000324.06 6000324.06 0.0002 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.408900% 13606BLP9 0000800030 Certificate of Deposit Y 2017-11-20 2018-04-20 2018-04-20 N N N 0.0141 62001674.62 62001674.62 0.0025 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.368900% 13606BNK8 0000800030 Certificate of Deposit Y 2017-11-20 2018-03-20 2018-03-20 N N N 0.0134 39504226.90 39504226.90 0.0016 N N N N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 1.409600% 13608CCP5 2IGI19DL77OX0HC3ZE78 0000800030 Financial Company Commercial Paper Y 2017-11-27 2018-04-26 2018-04-26 N N N 0.0142 71997912.00 71997912.00 0.0029 N N N N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738JYU8 Asset Backed Commercial Paper Y 2017-11-28 2017-11-28 2017-11-28 N Y Lloyds Bank Plc 1.0000 N 0.0123 114889979.50 114889979.50 0.0046 N N N N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738JYV6 Asset Backed Commercial Paper Y 2017-11-29 2017-11-29 2017-11-29 N Y Lloyds Bank Plc 1.0000 N 0.0123 23976182.40 23976182.40 0.0010 N N N N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738JZ60 Asset Backed Commercial Paper Y 2017-12-06 2017-12-06 2017-12-06 N Y Lloyds Bank Plc 1.0000 N 0.0126 25967266.00 25967266.00 0.0010 N N N N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738JZF0 Asset Backed Commercial Paper Y 2017-12-15 2017-12-15 2017-12-15 N Y Lloyds Bank Plc 1.0000 N 0.0130 35941726.80 35941726.80 0.0014 N N N N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738KA23 Asset Backed Commercial Paper Y 2018-01-02 2018-01-02 2018-01-02 N Y Lloyds Bank Plc 1.0000 N 0.0133 33920746.00 33920746.00 0.0014 N N N N CARGILL INC CARGILL INC 0.000000% 14178LY61 QXZYQNMR4JZ5RIRN4T31 Non-Financial Company Commercial Paper Y 2017-11-06 2017-11-06 2017-11-06 N N N 0.0112 13997377.80 13997377.80 0.0006 N N Y N CHARTA LLC CHARTA LLC 0.000000% 16115VY60 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2017-11-06 2017-11-06 2017-11-06 N Y Citibank NA 1.0000 N 0.0120 49989975.00 49989975.00 0.0020 N N Y N CHARTA LLC CHARTA LLC 0.000000% 16115VYM5 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2017-11-21 2017-11-21 2017-11-21 N Y Citibank NA 1.0000 N 0.0124 43968148.40 43968148.40 0.0018 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115VZ10 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2017-12-01 2017-12-01 2017-12-01 N Y Citibank NA 1.0000 N 0.0127 19978196.00 19978196.00 0.0008 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115VZF9 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2017-12-15 2017-12-15 2017-12-15 N Y Citibank NA 1.0000 N 0.0129 34943783.00 34943783.00 0.0014 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115WB63 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2018-02-06 2018-02-06 2018-02-06 N Y Citibank NA 1.0000 N 0.0140 7969598.40 7969598.40 0.0003 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115WC13 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2018-03-01 2018-03-01 2018-03-01 N Y Citibank NA 1.0000 N 0.0146 39804116.00 39804116.00 0.0016 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115WC54 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2018-03-05 2018-03-05 2018-03-05 N Y Citibank NA 1.0000 N 0.0147 7959305.60 7959305.60 0.0003 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115WC96 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2018-03-09 2018-03-09 2018-03-09 N Y Citibank NA 1.0000 N 0.0147 16910270.60 16910270.60 0.0007 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115WD95 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2018-04-09 2018-04-09 2018-04-09 N Y Citibank NA 1.0000 N 0.0153 24830222.50 24830222.50 0.0010 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 1.380000% 17305TQG0 Certificate of Deposit Y 2017-12-20 2017-12-20 2017-12-20 N N N 0.0125 10001784.10 10001784.10 0.0004 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 1.400000% 17305TQP0 Certificate of Deposit Y 2017-12-20 2017-12-20 2017-12-20 N N N 0.0125 52010717.72 52010717.72 0.0021 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 1.420000% 17305TRM6 Certificate of Deposit Y 2017-12-14 2017-12-14 2017-12-14 N N N 0.0123 65014359.15 65014359.15 0.0026 N N N N COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000% 19422CZM8 Asset Backed Commercial Paper Y 2017-12-21 2017-12-21 2017-12-21 N Y JP Morgan Securities LLC 1.0000 N 0.0131 61885200.80 61885200.80 0.0025 N N N N COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000% 19422DAB7 Asset Backed Commercial Paper Y 2018-01-11 2018-01-11 2018-01-11 N Y JP Morgan Securities LLC 1.0000 N 0.0135 1994588.00 1994588.00 0.0001 N N N N COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000% 19422DC17 Asset Backed Commercial Paper Y 2018-03-01 2018-03-01 2018-03-01 N Y JP Morgan Securities LLC 1.0000 N 0.0146 48760042.10 48760042.10 0.0020 N N N N COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000% 19422DCL3 Asset Backed Commercial Paper Y 2018-03-20 2018-03-20 2018-03-20 N Y JP Morgan Securities LLC 1.0000 N 0.0150 34796513.50 34796513.50 0.0014 N N N N COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000% 19422DCU3 Asset Backed Commercial Paper Y 2018-03-28 2018-03-28 2018-03-28 N Y JP Morgan Securities LLC 1.0000 N 0.0151 66583802.70 66583802.70 0.0027 N N N N COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000% 19422DDP3 Asset Backed Commercial Paper Y 2018-04-23 2018-04-23 2018-04-23 N Y JP Morgan Securities LLC 1.0000 N 0.0159 22823578.50 22823578.50 0.0009 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000% 19422FZE9 Asset Backed Commercial Paper Y 2017-12-14 2017-12-14 2017-12-14 N Y JP Morgan Securities LLC 1.0000 N 0.0129 18969974.30 18969974.30 0.0008 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000% 19422GAQ7 Asset Backed Commercial Paper Y 2018-01-24 2018-01-24 2018-01-24 N Y JP Morgan Securities LLC 1.0000 N 0.0138 63791014.40 63791014.40 0.0026 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000% 19422GB11 Asset Backed Commercial Paper Y 2018-02-01 2018-02-01 2018-02-01 N Y JP Morgan Securities LLC 1.0000 N 0.0140 19927616.00 19927616.00 0.0008 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000% 19422GC51 Asset Backed Commercial Paper Y 2018-03-05 2018-03-05 2018-03-05 N Y JP Morgan Securities LLC 1.0000 N 0.0147 5969479.20 5969479.20 0.0002 N N N N COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 1.365000% 19423CDP4 Asset Backed Commercial Paper Y 2017-11-02 2017-11-02 2017-11-02 N Y JP Morgan Securities LLC 1.0000 N 0.0115 2000024.02 2000024.02 0.0001 N N Y N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 1.409600% 19423EDM7 Asset Backed Commercial Paper Y 2017-11-27 2018-04-26 2018-04-26 N Y JP Morgan Securities LLC 1.0000 N 0.0143 136990547.00 136990547.00 0.0055 N N N N COMMERCE CHARTER TOWNSHIP TAXABLE LT GO REFUNDING BONDS SERIES 2008 1.250000% 200578NX6 US200578NX61 Variable Rate Demand Note Y 2017-11-07 2017-11-07 2034-10-01 Y PNC BANK NATIONAL ASSOCIATION 1.0000 7 N N N 0.0125 19940000.00 19940000.00 0.0008 N N Y N COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 1.391700% 20271EMR7 Certificate of Deposit Y 2017-11-29 2018-06-29 2018-06-29 N N N 0.0138 52004524.52 52004524.52 0.0021 N N N N COOK CNTY TAXABLE GO BONDS SERIES 2004D 1.240000% 213185FW6 5493004UMR7OX4YITE10 US213185FW60 Variable Rate Demand Note Y 2017-11-07 2017-11-07 2030-11-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0124 25000000.00 25000000.00 0.0010 N N Y N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.338900% 21684B3C6 Certificate of Deposit Y 2017-11-15 2018-03-15 2018-03-15 N N N 0.0133 196007253.96 196007253.96 0.0079 N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.350000% 21685VC56 Certificate of Deposit Y 2017-11-27 2017-11-27 2017-11-27 N N N 0.0122 22002037.42 22002037.42 0.0009 N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.370000% 21685VC64 Certificate of Deposit Y 2017-12-21 2017-12-21 2017-12-21 N N N 0.0125 2000337.82 2000337.82 0.0001 N N N N CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 1.440000% 22549LDB8 Certificate of Deposit Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0146 7999451.20 7999451.20 0.0003 N N N N CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 1.490000% 22549LDK8 Certificate of Deposit Y 2018-03-22 2018-03-22 2018-03-22 N N N 0.0151 21998405.00 21998405.00 0.0009 N N N N CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 1.460000% 22549LFJ9 Certificate of Deposit Y 2018-02-09 2018-02-09 2018-02-09 N N N 0.0140 189026839.89 189026839.89 0.0076 N N N N CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 1.040000% 1V8Y6QCX6YMJ2OELII46 0001230485 22799D001_1.04_1101 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2046-02-15 2.500000 100329100.00 93435586.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-15 1.500000 390235000.00 389012370.90 U.S. Treasuries (including strips) Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0104 472983348.00 472983348.00 0.0191 N Y Y N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 0.000000% 2284K0Y17 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2017-11-01 2017-11-01 2017-11-01 N Y Credit Suisse AG 1.0000 N 0.0121 68997681.60 68997681.60 0.0028 N Y Y N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 0.000000% 2284K0Y66 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2017-11-06 2017-11-06 2017-11-06 N Y Credit Suisse AG 1.0000 N 0.0121 13997167.80 13997167.80 0.0006 N N Y N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 0.000000% 2284K0YE9 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2017-11-14 2017-11-14 2017-11-14 N Y Credit Suisse AG 1.0000 N 0.0122 74964300.00 74964300.00 0.0030 N N N N DBS BANK LTD DBS BANK LTD 0.000000% 23305DYA7 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y 2017-11-10 2017-11-10 2017-11-10 N N N 0.0124 49982790.00 49982790.00 0.0020 N N N N DBS BANK LTD DBS BANK LTD 0.000000% 23305EA94 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y 2018-01-09 2018-01-09 2018-01-09 N N N 0.0133 70816110.00 70816110.00 0.0029 N N N N DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.310000% 23328AXB5 5493005PGG4HB3CD7345 0001074042 Certificate of Deposit Y 2017-11-22 2017-11-22 2017-11-22 N N N 0.0123 18000833.58 18000833.58 0.0007 N N N N DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.400000% 23328AXX7 5493005PGG4HB3CD7345 0001074042 Certificate of Deposit Y 2018-01-31 2018-01-31 2018-01-31 N N N 0.0140 192000652.80 192000652.80 0.0077 N N N N DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.160000% 23328AYA6 5493005PGG4HB3CD7345 0001074042 Certificate of Deposit Y 2017-11-02 2017-11-02 2017-11-02 N N N 0.0117 34999979.00 34999979.00 0.0014 N N Y N DNB BANK ASA DNB BANK ASA 0.000000% 2332K0Y71 549300GKFG0RYRRQ1414 0001498632 Financial Company Commercial Paper Y 2017-11-07 2017-11-07 2017-11-07 N N N 0.0117 176960075.88 176960075.88 0.0071 N N Y N DEUTSCHE BANK AG (NEW YORK BRANCH) DEUTSCHE BANK AG (NEW YORK BRANCH) 1.200000% 25158BZS4 Certificate of Deposit Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0119 246000172.20 246000172.20 0.0099 N N Y N EMF, LLC VARIABLE RATE DEMAND BONDS SERIES 2012 1.280000% 26868TAA0 US26868TAA07 Variable Rate Demand Note Y 2017-11-07 2017-11-07 2042-06-01 Y Comerica Bank 1.0000 7 N N N 0.0128 3725000.00 3725000.00 0.0002 N N Y N ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.000000% 29604CYU0 7TG4VWERK338227TR435 0001560283 Financial Company Commercial Paper Y 2017-11-28 2017-11-28 2017-11-28 N N N 0.0118 138872217.30 138872217.30 0.0056 N N N N ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.000000% 29604DAW0 7TG4VWERK338227TR435 0001560283 Financial Company Commercial Paper Y 2018-01-30 2018-01-30 2018-01-30 N N N 0.0139 18933433.50 18933433.50 0.0008 N N N N FAIRWAY FINANCE CO LLC FAIRWAY FINANCE CO LLC 0.000000% 30601WAG4 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y 2018-01-16 2018-01-16 2018-01-16 N Y Bank of Montreal 1.0000 N 0.0137 24927010.00 24927010.00 0.0010 N N N N BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 1.320000% 34959TLJ3 Certificate of Deposit Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0117 51000214.71 51000214.71 0.0021 N Y Y N BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 1.330000% 34959TLY0 Certificate of Deposit Y 2017-12-13 2017-12-13 2017-12-13 N N N 0.0118 27004776.57 27004776.57 0.0011 N N N N BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 1.150000% 34959TMP8 Certificate of Deposit Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0117 85999965.60 85999965.60 0.0035 N Y Y N GFRE HOLDINGS, LLC VARIABLE RATE DEMAND NOTES SERIES 2009A 1.240000% 36169XAA6 US36169XAA63 Variable Rate Demand Note Y 2017-11-07 2017-11-07 2049-12-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0124 1675000.00 1675000.00 0.0001 N N Y N GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.000000% 36960LY17 3C7474T6CDKPR9K6YT90 0000040554 Non-Financial Company Commercial Paper Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 43998693.20 43998693.20 0.0018 N Y Y N GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.000000% 36960LY25 3C7474T6CDKPR9K6YT90 0000040554 Non-Financial Company Commercial Paper Y 2017-11-02 2017-11-02 2017-11-02 N N N 0.0107 122992681.50 122992681.50 0.0050 N N Y N GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.000000% 36960LY33 3C7474T6CDKPR9K6YT90 0000040554 Non-Financial Company Commercial Paper Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0108 153986201.60 153986201.60 0.0062 N N Y N GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.000000% 36960LY66 3C7474T6CDKPR9K6YT90 0000040554 Non-Financial Company Commercial Paper Y 2017-11-06 2017-11-06 2017-11-06 N N N 0.0109 109980112.00 109980112.00 0.0044 N N Y N GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.000000% 36960LY74 3C7474T6CDKPR9K6YT90 0000040554 Non-Financial Company Commercial Paper Y 2017-11-07 2017-11-07 2017-11-07 N N N 0.0110 74984060.25 74984060.25 0.0030 N N Y N GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.000000% 38346LY26 549300Z2ZR7VTUMRPR17 Asset Backed Commercial Paper Y 2017-11-02 2017-11-02 2017-11-02 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0112 13999120.38 13999120.38 0.0006 N N Y N GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.000000% 38346MA38 549300Z2ZR7VTUMRPR17 Asset Backed Commercial Paper Y 2018-01-03 2018-01-03 2018-01-03 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0135 58858187.60 58858187.60 0.0024 N N N N GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.000000% 38346MA87 549300Z2ZR7VTUMRPR17 Asset Backed Commercial Paper Y 2018-01-08 2018-01-08 2018-01-08 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0136 27927012.40 27927012.40 0.0011 N N N N GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.000000% 38346MA95 549300Z2ZR7VTUMRPR17 Asset Backed Commercial Paper Y 2018-01-09 2018-01-09 2018-01-09 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0136 39894068.00 39894068.00 0.0016 N N N N HSBC BANK USA NA HSBC BANK USA NA 1.370000% 40428A5K9 1IE8VN30JCEQV1H4R804 0000083246 Certificate of Deposit Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0139 63995897.60 63995897.60 0.0026 N N N N HSBC USA INC HSBC USA INC 0.000000% 40434RD58 549300LBOHZ4QSIWU288 0000083246 Financial Company Commercial Paper Y 2018-04-05 2018-04-05 2018-04-05 N N N 0.0146 51670335.60 51670335.60 0.0021 N N N N HSBC USA INC HSBC USA INC 1.362200% 40434WBR1 549300LBOHZ4QSIWU288 0000083246 Financial Company Commercial Paper Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0115 99001782.99 99001782.99 0.0040 N N Y N HSBC USA INC HSBC USA INC 1.337900% 40434WBY6 549300LBOHZ4QSIWU288 0000083246 Financial Company Commercial Paper Y 2017-11-24 2018-01-24 2018-01-24 N N N 0.0127 25004100.25 25004100.25 0.0010 N N N N HARTFORD HEALTHCARE CORP TAXABLE BONDS SERIES C 1.200000% 41652PAA7 US41652PAA75 Variable Rate Demand Note Y 2017-11-07 2017-11-07 2049-07-01 Y JPMorgan Chase Bank NA 1.0000 7 N N N 0.0120 14000000.00 14000000.00 0.0006 N N Y N HOWARD UNIV TAXABLE BONDS SERIES 2016 1.240000% 442851AA9 US442851AA93 Variable Rate Demand Note Y 2017-11-07 2017-11-07 2031-08-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0124 20600000.00 20600000.00 0.0008 N N Y N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W0ZJ0 Financial Company Commercial Paper Y 2017-12-18 2017-12-18 2017-12-18 N Y ING Bank NV 1.0000 N 0.0126 94840020.00 94840020.00 0.0038 N N N N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W1B54 Financial Company Commercial Paper Y 2018-02-05 2018-02-05 2018-02-05 N Y ING Bank NV 1.0000 N 0.0136 34871840.50 34871840.50 0.0014 N N N N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W1B62 Financial Company Commercial Paper Y 2018-02-06 2018-02-06 2018-02-06 N Y ING Bank NV 1.0000 N 0.0136 4981475.50 4981475.50 0.0002 N N N N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W1CC8 Financial Company Commercial Paper Y 2018-03-12 2018-03-12 2018-03-12 N Y ING Bank NV 1.0000 N 0.0144 12931217.00 12931217.00 0.0005 N N N N ING US FUNDING LLC ING US FUNDING LLC 1.377800% 44988KCB3 Financial Company Commercial Paper Y 2017-11-13 2017-12-12 2017-12-12 N Y ING Bank NV 1.0000 N 0.0121 18003636.18 18003636.18 0.0007 N N N N ING US FUNDING LLC ING US FUNDING LLC 1.355000% 44988KCJ6 Financial Company Commercial Paper Y 2017-11-08 2018-02-08 2018-02-08 N Y ING Bank NV 1.0000 N 0.0129 93017484.93 93017484.93 0.0037 N N N N ING US FUNDING LLC ING US FUNDING LLC 1.357800% 44988KCR8 Financial Company Commercial Paper Y 2017-11-06 2018-04-04 2018-04-04 N Y ING Bank NV 1.0000 N 0.0136 100003101.00 100003101.00 0.0040 N N N N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.000000% 46590EAK4 ZBUT11V806EZRVTWT807 0001168163 Financial Company Commercial Paper Y 2018-01-19 2018-01-19 2018-01-19 N N N 0.0132 27917741.60 27917741.60 0.0011 N N N N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.337800% 46640CDL3 ZBUT11V806EZRVTWT807 0001168163 Financial Company Commercial Paper Y 2017-11-06 2017-11-06 2017-11-06 N N N 0.0115 78002418.78 78002418.78 0.0031 N N Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.000000% 46640PZJ5 ZBUT11V806EZRVTWT807 0001168163 Financial Company Commercial Paper Y 2017-12-18 2017-12-18 2017-12-18 N N N 0.0126 8984844.00 8984844.00 0.0004 N N N N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.000000% 46640QB59 ZBUT11V806EZRVTWT807 0001168163 Financial Company Commercial Paper Y 2018-02-05 2018-02-05 2018-02-05 N N N 0.0136 8967044.70 8967044.70 0.0004 N N N N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.000000% 46640QBL4 ZBUT11V806EZRVTWT807 0001168163 Financial Company Commercial Paper Y 2018-02-20 2018-02-20 2018-02-20 N N N 0.0139 30866039.70 30866039.70 0.0012 N N N N JOHNSON CITY HEALTH & EDUCATIONAL FACILITIES BOARD TAXABLE HOSPITAL REFUNDING RB (MOUNTAIN STATES) SERIES 2013B 1.200000% 478271KA6 US478271KA63 Variable Rate Demand Note Y 2017-11-07 2017-11-07 2043-08-15 Y US Bank NA 1.0000 7 N N N 0.0120 22150000.00 22150000.00 0.0009 N N Y N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48802TXT7 Asset Backed Commercial Paper Y 2017-11-15 2017-11-15 2017-11-15 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0119 86971263.90 86971263.90 0.0035 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48802TYC3 Asset Backed Commercial Paper Y 2017-12-15 2017-12-15 2017-12-15 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0126 76886902.40 76886902.40 0.0031 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48802WV62 Asset Backed Commercial Paper Y 2017-11-10 2017-11-10 2017-11-10 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0119 37991244.80 37991244.80 0.0015 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48802WX78 Asset Backed Commercial Paper Y 2017-12-13 2017-12-13 2017-12-13 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0125 56924731.50 56924731.50 0.0023 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48803MFJ3 Asset Backed Commercial Paper Y 2018-01-17 2018-01-17 2018-01-17 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0133 23936112.00 23936112.00 0.0010 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48803MFK0 Asset Backed Commercial Paper Y 2018-03-06 2018-03-06 2018-03-06 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0142 13933322.20 13933322.20 0.0006 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48803MFY0 Asset Backed Commercial Paper Y 2018-02-09 2018-02-09 2018-02-09 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0140 74717082.75 74717082.75 0.0030 N N N N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.170000% 51489NJ60 ZUHK7JXNDU6FLQ1O6482 Certificate of Deposit Y 2017-11-02 2017-11-02 2017-11-02 N N N 0.0117 54000005.94 54000005.94 0.0022 N N Y N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.170000% 51489NJ78 ZUHK7JXNDU6FLQ1O6482 Certificate of Deposit Y 2017-11-07 2017-11-07 2017-11-07 N N N 0.0119 150999853.53 150999853.53 0.0061 N N Y N LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.000000% 5148X0Z57 Financial Company Commercial Paper Y 2017-12-05 2017-12-05 2017-12-05 N N N 0.0129 64919743.20 64919743.20 0.0026 N N N N LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.250000% 51500LPX3 Certificate of Deposit Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0120 111000456.21 111000456.21 0.0045 N N Y N LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.250000% 51500LPZ8 Certificate of Deposit Y 2017-11-06 2017-11-06 2017-11-06 N N N 0.0120 18000136.98 18000136.98 0.0007 N N Y N LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.250000% 51500LQK0 Certificate of Deposit Y 2017-11-09 2017-11-09 2017-11-09 N N N 0.0121 7000073.57 7000073.57 0.0003 N N N N LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.270000% 51500LRB9 Certificate of Deposit Y 2017-11-24 2017-11-24 2017-11-24 N N N 0.0123 4000113.24 4000113.24 0.0002 N N N N LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.190000% 51500LRN3 Certificate of Deposit Y 2017-11-06 2017-11-06 2017-11-06 N N N 0.0121 41999873.58 41999873.58 0.0017 N N Y N LLOYDS BANK PLC (NEW YORK BRANCH) LLOYDS BANK PLC (NEW YORK BRANCH) 1.352200% 53943NT73 0001167831 Certificate of Deposit Y 2017-11-03 2018-02-05 2018-02-05 N N N 0.0129 21004116.21 21004116.21 0.0008 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944QY20 Asset Backed Commercial Paper Y 2017-11-02 2017-11-02 2017-11-02 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0113 21998618.40 21998618.40 0.0009 N N Y N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944QY79 Asset Backed Commercial Paper Y 2017-11-07 2017-11-07 2017-11-07 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0116 46189623.48 46189623.48 0.0019 N N Y N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944QZ52 Asset Backed Commercial Paper Y 2017-12-05 2017-12-05 2017-12-05 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0128 25967770.40 25967770.40 0.0010 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944QZ78 Asset Backed Commercial Paper Y 2017-12-07 2017-12-07 2017-12-07 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0128 91879066.00 91879066.00 0.0037 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RAB4 Asset Backed Commercial Paper Y 2018-01-11 2018-01-11 2018-01-11 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0135 20943174.00 20943174.00 0.0008 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RAG3 Asset Backed Commercial Paper Y 2018-01-16 2018-01-16 2018-01-16 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0137 13959125.60 13959125.60 0.0006 N N N N LLOYDS BANK PLC (NEW YORK BRANCH) LLOYDS BANK PLC (NEW YORK BRANCH) 1.450000% 53945GNJ6 0001167831 Certificate of Deposit Y 2018-03-20 2018-03-20 2018-03-20 N N N 0.0145 122999755.23 122999755.23 0.0050 N N N N MACQUARIE BANK LTD MACQUARIE BANK LTD 0.000000% 55607KY34 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0126 3499633.55 3499633.55 0.0001 N N Y N MACQUARIE BANK LTD MACQUARIE BANK LTD 0.000000% 55607KZB5 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper Y 2017-12-11 2017-12-11 2017-12-11 N N N 0.0134 16974095.40 16974095.40 0.0007 N N N N MACQUARIE BANK LTD MACQUARIE BANK LTD 0.000000% 55607KZD1 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper Y 2017-12-13 2017-12-13 2017-12-13 N N N 0.0134 43929419.60 43929419.60 0.0018 N N N N MACQUARIE BANK LTD MACQUARIE BANK LTD 0.000000% 55607LAJ3 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper Y 2018-01-18 2018-01-18 2018-01-18 N N N 0.0142 7975053.60 7975053.60 0.0003 N N N N MACQUARIE BANK LTD MACQUARIE BANK LTD 0.000000% 55607LB29 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0145 50806643.70 50806643.70 0.0020 N N N N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 0.000000% 56274LY16 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2017-11-01 2017-11-01 2017-11-01 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0118 3999868.80 3999868.80 0.0002 N Y Y N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 0.000000% 56274MA36 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2018-01-03 2018-01-03 2018-01-03 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0135 107741566.80 107741566.80 0.0043 N N N N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.000000% 59157UBS8 Asset Backed Commercial Paper Y 2018-02-26 2018-02-26 2018-02-26 N Y METROPOLITAN LIFE INSURANCE COMPANY 1.0000 N 0.0134 22898903.50 22898903.50 0.0009 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.530000% 60682A5N2 0001021565 Certificate of Deposit Y 2017-11-08 2017-11-08 2017-11-08 N N N 0.0118 6000450.66 6000450.66 0.0002 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.406700% 60682A6L5 0001021565 Certificate of Deposit Y 2017-11-17 2017-11-17 2017-11-17 N N N 0.0117 62006944.62 62006944.62 0.0025 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.405000% 60682A6X9 0001021565 Certificate of Deposit Y 2017-11-09 2017-12-11 2017-12-11 N N N 0.0121 52012168.52 52012168.52 0.0021 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.380000% 60682A6Z4 0001021565 Certificate of Deposit Y 2017-12-12 2017-12-12 2017-12-12 N N N 0.0125 15002172.15 15002172.15 0.0006 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.400000% 60682A7B6 0001021565 Certificate of Deposit Y 2017-12-27 2017-12-27 2017-12-27 N N N 0.0128 8001445.68 8001445.68 0.0003 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.428900% 60682A7H3 0001021565 Certificate of Deposit Y 2017-11-24 2018-01-23 2018-01-23 N N N 0.0130 20006000.20 20006000.20 0.0008 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.410000% 60682A7M2 0001021565 Certificate of Deposit Y 2018-01-29 2018-01-29 2018-01-29 N N N 0.0138 3000219.33 3000219.33 0.0001 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.460000% 60683BAU7 0001021565 Certificate of Deposit Y 2018-03-12 2018-03-12 2018-03-12 N N N 0.0145 74002176.34 74002176.34 0.0030 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.460000% 60683BBB8 0001021565 Certificate of Deposit Y 2018-03-19 2018-03-19 2018-03-19 N N N 0.0146 27999403.60 27999403.60 0.0011 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.480000% 60683BBM4 0001021565 Certificate of Deposit Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0149 41497937.45 41497937.45 0.0017 N N N N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 1.060000% 7TK5RJIZDFROZCA6XF66 0000812291 60686N005_1.06_1101 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.500 CLMA3087 2047-08-01 3.500000 1328042.00 1352191.94 Agency Mortgage-Backed Securities FNMS 04.500 CLBE8414 2047-03-01 4.500000 902249.00 917292.00 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN5198 2029-04-01 3.150000 16000000.00 16283967.68 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN3830 2027-02-01 3.040000 10875000.00 11061269.65 Agency Mortgage-Backed Securities FMAR 840641 G 2047-05-01 3.083000 25332099.00 25744127.92 Agency Mortgage-Backed Securities 04.000 FGPC Q46538 G 2047-03-01 4.000000 8302484.00 8443261.86 Agency Mortgage-Backed Securities 03.500 FGPC G08774 G 2047-08-01 3.500000 56915.00 57889.35 Agency Mortgage-Backed Securities Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 62000000.00 62000000.00 0.0025 N Y Y N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.482200% 60700AAL8 Certificate of Deposit Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0115 5000140.05 5000140.05 0.0002 N N Y N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.477800% 60700AAM6 Certificate of Deposit Y 2017-11-06 2017-11-06 2017-11-06 N N N 0.0115 10000540.10 10000540.10 0.0004 N N Y N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.397800% 60700ABN3 Certificate of Deposit Y 2017-11-06 2017-12-05 2017-12-05 N N N 0.0120 24004800.24 24004800.24 0.0010 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.400000% 60700ACE2 Certificate of Deposit Y 2018-01-03 2018-01-03 2018-01-03 N N N 0.0124 12003229.32 12003229.32 0.0005 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.437800% 60700ACW2 Certificate of Deposit Y 2017-11-13 2018-02-12 2018-02-12 N N N 0.0133 41013407.41 41013407.41 0.0017 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.427800% 60700ADJ0 Certificate of Deposit Y 2017-11-20 2018-01-19 2018-01-19 N N N 0.0126 31011470.31 31011470.31 0.0012 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.427900% 60700ADM3 US60700ADM36 Certificate of Deposit Y 2017-11-24 2018-01-24 2018-01-24 N N N 0.0127 5001880.05 5001880.05 0.0002 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.420000% 60700AEW0 Certificate of Deposit Y 2018-02-20 2018-02-20 2018-02-20 N N N 0.0140 58003028.18 58003028.18 0.0023 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.415000% 60700AFH2 Certificate of Deposit Y 2017-11-01 2018-03-01 2018-03-01 N N N 0.0139 68008432.68 68008432.68 0.0027 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.370000% 60700AJJ4 Certificate of Deposit Y 2018-01-25 2018-01-25 2018-01-25 N N N 0.0134 39002882.49 39002882.49 0.0016 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.380000% 60700AJN5 Certificate of Deposit Y 2018-01-29 2018-01-29 2018-01-29 N N N 0.0136 88005316.08 88005316.08 0.0035 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.380000% 60700AJS4 Certificate of Deposit Y 2018-01-31 2018-01-31 2018-01-31 N N N 0.0136 52502720.03 52502720.03 0.0021 N N N N NRW BANK NRW BANK 0.000000% 62939LYH6 52990002O5KK6XOGJ020 Financial Company Commercial Paper Y 2017-11-17 2017-11-17 2017-11-17 N N N 0.0124 107936658.00 107936658.00 0.0043 N N N N NRW BANK NRW BANK 0.000000% 62939LYV5 52990002O5KK6XOGJ020 Financial Company Commercial Paper Y 2017-11-29 2017-11-29 2017-11-29 N N N 0.0128 23975215.20 23975215.20 0.0010 N N N N NRW BANK NRW BANK 0.000000% 62939LZ10 52990002O5KK6XOGJ020 Financial Company Commercial Paper Y 2017-12-01 2017-12-01 2017-12-01 N N N 0.0129 8990026.20 8990026.20 0.0004 N N N N NRW BANK NRW BANK 0.000000% 62939MBG1 52990002O5KK6XOGJ020 Financial Company Commercial Paper Y 2018-02-16 2018-02-16 2018-02-16 N N N 0.0141 24894475.00 24894475.00 0.0010 N N N N NATIONAL BANK OF CANADA (NEW YORK BRANCH) NATIONAL BANK OF CANADA (NEW YORK BRANCH) 1.358900% 63307UMK4 Certificate of Deposit Y 2017-11-22 2018-03-22 2018-03-22 N N N 0.0134 110008471.10 110008471.10 0.0044 N N N N NATIONWIDE BUILDING SOCIETY NATIONWIDE BUILDING SOCIETY 0.000000% 6385E1A92 549300XFX12G42QIKN82 0000070696 Financial Company Commercial Paper Y 2018-01-09 2018-01-09 2018-01-09 N N N 0.0137 92752620.00 92752620.00 0.0037 N N N N NATIONWIDE BUILDING SOCIETY NATIONWIDE BUILDING SOCIETY 0.000000% 6385E1AG6 549300XFX12G42QIKN82 0000070696 Financial Company Commercial Paper Y 2018-01-16 2018-01-16 2018-01-16 N N N 0.0139 16949639.20 16949639.20 0.0007 N N N N NATIONWIDE BUILDING SOCIETY NATIONWIDE BUILDING SOCIETY 0.000000% 6385E1B18 549300XFX12G42QIKN82 0000070696 Financial Company Commercial Paper Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0142 38358470.15 38358470.15 0.0015 N N N N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 1.350000% 63873NJC6 0001503859 Certificate of Deposit Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0117 46000230.46 46000230.46 0.0019 N Y Y N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 1.160000% 63873NMS7 0001503859 Certificate of Deposit Y 2017-11-02 2017-11-02 2017-11-02 N N N 0.0117 91999973.32 91999973.32 0.0037 N N Y N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 1.400000% 63873NMY4 0001503859 Certificate of Deposit Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0142 109000000.00 109000000.00 0.0044 N N N N NEW YORK STATE HFA TAXABLE HOUSING RB (555 10TH AVE) SERIES 2016A 1.190000% 64987BKN7 5493000LS7KCDB02O506 US64987BKN72 Variable Rate Demand Note Y 2017-11-07 2017-11-07 2049-11-01 Y LANDESBANK HESSEN THUERINGEN GIROZENTRALE 1.0000 7 N N N 0.0119 40000000.00 40000000.00 0.0016 N N Y N NEW YORK STATE HFA TAXABLE HOUSING RB (625 W 57TH ST) SERIES 2016A 1.150000% 64987BML9 5493000LS7KCDB02O506 US64987BML98 Variable Rate Demand Note Y 2017-11-07 2017-11-07 2049-05-01 Y BANK OF NEW YORK MELLON/THE 1.0000 7 N N N 0.0115 19000000.00 19000000.00 0.0008 N N Y N NEW YORK STATE HFA TAXABLE HOUSING RB (33 BOND ST) SERIES 2017A 1.230000% 64987BW61 5493000LS7KCDB02O506 US64987BW615 Variable Rate Demand Note Y 2017-11-07 2017-11-07 2049-11-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0123 55000000.00 55000000.00 0.0022 N N Y N NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.000000% 65409RY20 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y 2017-11-02 2017-11-02 2017-11-02 N Y COOPERATIEVE RABOBANK UA 1.0000 N 0.0115 37997579.40 37997579.40 0.0015 N N Y N NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.000000% 65409RY87 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y 2017-11-08 2017-11-08 2017-11-08 N Y COOPERATIEVE RABOBANK UA 1.0000 N 0.0119 22993902.70 22993902.70 0.0009 N N N N NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.000000% 65409RYA2 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y 2017-11-10 2017-11-10 2017-11-10 N Y COOPERATIEVE RABOBANK UA 1.0000 N 0.0121 48983555.60 48983555.60 0.0020 N N N N NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.000000% 65409RZ78 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y 2017-12-07 2017-12-07 2017-12-07 N Y COOPERATIEVE RABOBANK UA 1.0000 N 0.0128 46937974.10 46937974.10 0.0019 N N N N NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.000000% 65409RZ86 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y 2017-12-08 2017-12-08 2017-12-08 N Y COOPERATIEVE RABOBANK UA 1.0000 N 0.0129 49932130.00 49932130.00 0.0020 N N N N NORDEA BANK AB (NEW YORK BRANCH) NORDEA BANK AB (NEW YORK BRANCH) 1.480000% 65590AMQ6 0001002614 Certificate of Deposit Y 2018-04-23 2018-04-23 2018-04-23 N N N 0.0149 200986995.30 200986995.30 0.0081 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67983UAN3 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2018-01-22 2018-01-22 2018-01-22 N Y Royal Bank of Canada 1.0000 N 0.0138 15949129.60 15949129.60 0.0006 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67983UC19 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2018-03-01 2018-03-01 2018-03-01 N Y Royal Bank of Canada 1.0000 N 0.0145 65679226.80 65679226.80 0.0026 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 1.370000% 67984REW5 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2017-11-27 2018-03-27 2018-03-27 N Y Royal Bank of Canada 1.0000 N 0.0137 6000114.06 6000114.06 0.0002 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 1.370000% 67984REX3 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2017-11-27 2018-03-27 2018-03-27 N Y Royal Bank of Canada 1.0000 N 0.0137 39000741.39 39000741.39 0.0016 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 1.347800% 67984RFC8 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2017-11-13 2018-03-12 2018-03-12 N Y Royal Bank of Canada 1.0000 N 0.0135 58999528.00 58999528.00 0.0024 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67984WGA0 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2017-12-06 2017-12-06 2017-12-06 N Y Royal Bank of Canada 1.0000 N 0.0128 27464882.50 27464882.50 0.0011 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67984WGC6 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2018-01-09 2018-01-09 2018-01-09 N Y Royal Bank of Canada 1.0000 N 0.0135 997384.70 997384.70 0.0000 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67984XDK9 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2017-12-07 2017-12-07 2017-12-07 N Y Royal Bank of Canada 1.0000 N 0.0128 19973710.00 19973710.00 0.0008 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67985A7E9 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2018-01-25 2018-01-25 2018-01-25 N Y Royal Bank of Canada 1.0000 N 0.0139 30896766.90 30896766.90 0.0012 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.310000% 69033LA66 Certificate of Deposit Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0121 53000148.93 53000148.93 0.0021 N Y Y N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.320000% 69033LC80 Certificate of Deposit Y 2017-11-14 2017-11-14 2017-11-14 N N N 0.0123 26000894.66 26000894.66 0.0010 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.320000% 69033LF38 Certificate of Deposit Y 2017-12-06 2017-12-06 2017-12-06 N N N 0.0127 85004454.85 85004454.85 0.0034 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.280000% 69033LF79 Certificate of Deposit Y 2017-11-08 2017-11-08 2017-11-08 N N N 0.0122 19000252.89 19000252.89 0.0008 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.400000% 69033LK57 Certificate of Deposit Y 2018-02-06 2018-02-06 2018-02-06 N N N 0.0138 2000086.42 2000086.42 0.0001 N N N N OVERSEA-CHINESE BANKING CORPORATION LTD OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000% 69034BAR1 5493007O3QFXCPOGWK22 Financial Company Commercial Paper Y 2018-01-25 2018-01-25 2018-01-25 N N N 0.0137 53823787.20 53823787.20 0.0022 N N N N PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.000000% 71838LY22 HL3H1H2BGXWVG3BSWR90 Non-Financial Company Commercial Paper Y 2017-11-02 2017-11-02 2017-11-02 N N N 0.0116 1999871.20 1999871.20 0.0001 N N Y N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582JY32 Asset Backed Commercial Paper Y 2017-11-03 2017-11-03 2017-11-03 N Y BNP Paribas SA 1.0000 N 0.0121 16498336.80 16498336.80 0.0007 N N Y N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582JY73 Asset Backed Commercial Paper Y 2017-11-07 2017-11-07 2017-11-07 N Y BNP Paribas SA 1.0000 N 0.0122 1999527.60 1999527.60 0.0001 N N Y N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582JYE8 Asset Backed Commercial Paper Y 2017-11-14 2017-11-14 2017-11-14 N Y BNP Paribas SA 1.0000 N 0.0122 4997620.00 4997620.00 0.0002 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582JYF5 Asset Backed Commercial Paper Y 2017-11-15 2017-11-15 2017-11-15 N Y BNP Paribas SA 1.0000 N 0.0123 8995406.40 8995406.40 0.0004 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582JZ49 Asset Backed Commercial Paper Y 2017-12-04 2017-12-04 2017-12-04 N Y BNP Paribas SA 1.0000 N 0.0127 9987977.00 9987977.00 0.0004 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582JZ80 Asset Backed Commercial Paper Y 2017-12-08 2017-12-08 2017-12-08 N Y BNP Paribas SA 1.0000 N 0.0128 20971603.80 20971603.80 0.0008 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582JZL1 Asset Backed Commercial Paper Y 2017-12-20 2017-12-20 2017-12-20 N Y BNP Paribas SA 1.0000 N 0.0131 48911187.50 48911187.50 0.0020 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KA35 Asset Backed Commercial Paper Y 2018-01-03 2018-01-03 2018-01-03 N Y BNP Paribas SA 1.0000 N 0.0134 101757556.20 101757556.20 0.0041 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KAG6 Asset Backed Commercial Paper Y 2018-01-16 2018-01-16 2018-01-16 N Y BNP Paribas SA 1.0000 N 0.0138 19442609.55 19442609.55 0.0008 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.477800% 78009NS98 Certificate of Deposit Y 2017-11-20 2018-04-19 2018-04-19 N N N 0.0137 36018576.36 36018576.36 0.0015 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.417900% 78009NT89 Certificate of Deposit Y 2017-11-27 2018-05-25 2018-05-25 N N N 0.0141 171014194.71 171014194.71 0.0069 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.441700% 78009NV78 Certificate of Deposit Y 2017-11-28 2018-06-28 2018-06-28 N N N 0.0143 180010801.80 180010801.80 0.0073 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.345000% 78009NY67 US78009NY670 Certificate of Deposit Y 2017-11-09 2018-02-09 2018-02-09 N N N 0.0130 49007791.49 49007791.49 0.0020 N N N N SAN FRANCISCO TAXABLE M/F HOUSING RB (1601 MARIPOSA APTS) SERIES 2017B 1.200000% 79765PDU4 549300RA28ZEFOB6M782 US79765PDU49 Variable Rate Demand Note Y 2017-11-07 2017-11-07 2057-07-01 Y Bank of America NA 1.0000 7 N N N 0.0120 15000000.00 15000000.00 0.0006 N N Y N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124LY89 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2017-11-08 2017-11-08 2017-11-08 N Y Barclays Bank Plc 1.0000 N 0.0120 20994418.20 20994418.20 0.0008 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124LY97 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2017-11-09 2017-11-09 2017-11-09 N Y Barclays Bank Plc 1.0000 N 0.0120 999700.50 999700.50 0.0000 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MA34 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2018-01-03 2018-01-03 2018-01-03 N Y Barclays Bank Plc 1.0000 N 0.0136 269844551.45 269844551.45 0.0109 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MA91 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2018-01-09 2018-01-09 2018-01-09 N Y Barclays Bank Plc 1.0000 N 0.0138 32911771.20 32911771.20 0.0013 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MAA8 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2018-01-10 2018-01-10 2018-01-10 N Y Barclays Bank Plc 1.0000 N 0.0138 4986421.50 4986421.50 0.0002 N N N N SOCIETE GENERALE (NEW YORK BRANCH) SOCIETE GENERALE (NEW YORK BRANCH) 1.290000% 83369YXC5 Certificate of Deposit Y 2017-12-01 2017-12-01 2017-12-01 N N N 0.0127 23000471.73 23000471.73 0.0009 N N N N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 0.000000% 85520LY17 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y 2017-11-01 2017-11-01 2017-11-01 N Y BNP Paribas SA 1.0000 N 0.0121 999966.40 999966.40 0.0000 N Y Y N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 0.000000% 85520MA94 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y 2018-01-09 2018-01-09 2018-01-09 N Y BNP Paribas SA 1.0000 N 0.0135 997378.90 997378.90 0.0000 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.401700% 86563YC50 Certificate of Deposit Y 2017-11-29 2018-01-29 2018-01-29 N N N 0.0134 7001099.07 7001099.07 0.0003 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.395000% 86563YD67 Certificate of Deposit Y 2017-11-01 2018-02-01 2018-02-01 N N N 0.0135 22003212.22 22003212.22 0.0009 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.417800% 86563YJ20 Certificate of Deposit Y 2017-11-06 2018-03-06 2018-03-06 N N N 0.0140 52004524.52 52004524.52 0.0021 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.418300% 86563YN90 Certificate of Deposit Y 2017-11-03 2018-04-03 2018-04-03 N N N 0.0141 28000980.28 28000980.28 0.0011 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.452200% 86563YVM2 Certificate of Deposit Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0119 55001210.55 55001210.55 0.0022 N N Y N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.370000% 86563YXX6 Certificate of Deposit Y 2017-12-19 2017-12-19 2017-12-19 N N N 0.0128 3000356.73 3000356.73 0.0001 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.428900% 86563YZX4 Certificate of Deposit Y 2017-11-22 2018-01-22 2018-01-22 N N N 0.0133 179043319.79 179043319.79 0.0072 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.310000% 86564EB21 Certificate of Deposit Y 2017-11-02 2017-11-02 2017-11-02 N N N 0.0119 21000136.71 21000136.71 0.0008 N N Y N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.310000% 86564EE44 Certificate of Deposit Y 2017-11-07 2017-11-07 2017-11-07 N N N 0.0119 139003031.59 139003031.59 0.0056 N N Y N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.300000% 86564EE93 Certificate of Deposit Y 2017-11-08 2017-11-08 2017-11-08 N N N 0.0120 26000580.06 26000580.06 0.0010 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.320000% 86564EJ31 Certificate of Deposit Y 2017-12-13 2017-12-13 2017-12-13 N N N 0.0126 19001294.09 19001294.09 0.0008 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.300000% 86564EK39 Certificate of Deposit Y 2017-12-20 2017-12-20 2017-12-20 N N N 0.0128 24000648.24 24000648.24 0.0010 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.320000% 86564EM29 Certificate of Deposit Y 2017-12-28 2017-12-28 2017-12-28 N N N 0.0130 67001916.87 67001916.87 0.0027 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.350000% 86564EQ25 Certificate of Deposit Y 2018-01-16 2018-01-16 2018-01-16 N N N 0.0132 6000340.86 6000340.86 0.0002 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.355000% 86564ER24 Certificate of Deposit Y 2018-01-24 2018-01-24 2018-01-24 N N N 0.0133 15000847.65 15000847.65 0.0006 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.358900% 86564ES49 Certificate of Deposit Y 2017-11-20 2018-01-22 2018-01-22 N N N 0.0133 8000648.08 8000648.08 0.0003 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.361700% 86564ET71 Certificate of Deposit Y 2017-11-30 2018-01-30 2018-01-30 N N N 0.0136 161000000.00 161000000.00 0.0065 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.377800% 86958JQT9 0001448613 Certificate of Deposit Y 2017-11-06 2018-04-05 2018-04-05 N N N 0.0133 112026209.12 112026209.12 0.0045 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.359600% 86958JRS0 0001448613 Certificate of Deposit Y 2017-11-27 2018-02-26 2018-02-26 N N N 0.0129 31006975.31 31006975.31 0.0012 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.359600% 86958JRU5 0001448613 Certificate of Deposit Y 2017-11-27 2018-02-26 2018-02-26 N N N 0.0129 1000225.01 1000225.01 0.0000 N N N N SWEDBANK AB SWEDBANK AB 0.000000% 87019SB94 M312WZV08Y7LYUC71685 0001367624 Financial Company Commercial Paper Y 2018-02-09 2018-02-09 2018-02-09 N N N 0.0142 10958923.91 10958923.91 0.0004 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 0.000000% 88603H6D5 Asset Backed Commercial Paper Y 2018-01-26 2018-01-26 2018-01-26 N Y Royal Bank of Canada 1.0000 N 0.0139 47838993.60 47838993.60 0.0019 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.300000% 89113W7M2 Certificate of Deposit Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0116 53000207.23 53000207.23 0.0021 N Y Y N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.355000% 89113XAE4 US89113XAE40 Certificate of Deposit Y 2017-11-02 2018-03-02 2018-03-02 N N N 0.0133 131015590.31 131015590.31 0.0053 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.410000% 89113XBA1 Certificate of Deposit Y 2018-02-21 2018-02-21 2018-02-21 N N N 0.0143 56996443.20 56996443.20 0.0023 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.400000% 89113XBJ2 Certificate of Deposit Y 2018-02-14 2018-02-14 2018-02-14 N N N 0.0141 135995104.00 135995104.00 0.0055 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.410000% 89113XCT9 Certificate of Deposit Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0145 19997268.00 19997268.00 0.0008 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.300000% 89113XDZ4 Certificate of Deposit Y 2017-12-08 2017-12-08 2017-12-08 N N N 0.0123 24501722.60 24501722.60 0.0010 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.350000% 89113XGP3 Certificate of Deposit Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0138 35997426.00 35997426.00 0.0014 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.250000% 89113XHA5 Certificate of Deposit Y 2017-11-20 2017-11-20 2017-11-20 N N N 0.0120 7000210.07 7000210.07 0.0003 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.420000% 89113XHV9 Certificate of Deposit Y 2018-02-16 2018-02-16 2018-02-16 N N N 0.0141 35000644.35 35000644.35 0.0014 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.550000% 89113XJD7 Certificate of Deposit Y 2018-04-30 2018-04-30 2018-04-30 N N N 0.0156 79997232.80 79997232.80 0.0032 N N N N TOTAL CAPITAL CANADA LTD TOTAL CAPITAL CANADA LTD 0.000000% 89153PY71 5299005IX98ZZ9LSGK46 Non-Financial Company Commercial Paper Y 2017-11-07 2017-11-07 2017-11-07 N Y Total SA 1.0000 N 0.0114 152966679.66 152966679.66 0.0062 N N Y N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 1.578900% 89233ATK5 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2017-11-06 2017-11-06 2017-11-06 N N N 0.0115 135009586.35 135009586.35 0.0054 N N Y N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 1.407800% 89233AWE5 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2017-11-20 2018-03-16 2018-03-16 N N N 0.0130 63027153.63 63027153.63 0.0025 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233HAB0 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2018-01-11 2018-01-11 2018-01-11 N N N 0.0123 34913830.00 34913830.00 0.0014 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233HC85 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2018-03-08 2018-03-08 2018-03-08 N N N 0.0133 5971541.40 5971541.40 0.0002 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 1.375000% 90276JAX4 Financial Company Commercial Paper Y 2017-11-08 2018-02-08 2018-02-08 N N N 0.0132 69011661.69 69011661.69 0.0028 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 1.385000% 90276JBE5 Financial Company Commercial Paper Y 2017-11-01 2018-03-01 2018-03-01 N N N 0.0136 68006392.68 68006392.68 0.0027 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 1.378900% 90276JBR6 Financial Company Commercial Paper Y 2017-11-21 2018-03-21 2018-03-21 N N N 0.0138 44001320.44 44001320.44 0.0018 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 0.000000% 90351WZM0 Financial Company Commercial Paper Y 2017-12-21 2017-12-21 2017-12-21 N N N 0.0127 102815269.50 102815269.50 0.0041 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 0.000000% 90351XBE2 Financial Company Commercial Paper Y 2018-02-14 2018-02-14 2018-02-14 N N N 0.0137 116529063.30 116529063.30 0.0047 N N N N UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 0.000000% 91127PYU9 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y 2017-11-28 2017-11-28 2017-11-28 N N N 0.0121 36965120.10 36965120.10 0.0015 N N N N UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 0.000000% 91127PZ12 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y 2017-12-01 2017-12-01 2017-12-01 N N N 0.0122 3995808.00 3995808.00 0.0002 N N N N UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 0.000000% 91127QB16 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0138 78718365.00 78718365.00 0.0032 N N N N UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 0.000000% 91127QBE8 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y 2018-02-14 2018-02-14 2018-02-14 N N N 0.0140 15436014.45 15436014.45 0.0006 N N N N UNIVERSITY HOSPITAL HEALTH SYSTEMS HOSPITAL RB SERIES 2013C 1.190000% 914293AA3 P35YK5QO6QSHOB2Y1B40 US914293AA30 Variable Rate Demand Note Y 2017-11-07 2017-11-07 2050-01-15 Y Barclays Bank PLC 1.0000 7 N N N 0.0119 38000000.00 38000000.00 0.0015 N N Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.800000% ZBUT11V806EZRVTWT807 0001168163 921ACP006_1.80_0227 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HOME EQUITY MTG TR 2007-2 2A-1A 20370625 FLT 2037-06-25 1.537900 34893364.00 2420195.85 Asset-Backed Securities SLM STUDENT LOAN TR 2005-10 A-5 20210725 FLT 2021-07-25 1.497400 1660885.00 1550148.36 Asset-Backed Securities ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT 2037-08-25 1.517200 13414240.00 12927713.78 Asset-Backed Securities SLM STUDENT LOAN TR 2007-4 A-5 20420125 FLT ZRVUPOA27EDLVJ4VN175 2042-01-25 1.497400 155136.00 140647.41 Asset-Backed Securities SLM STUDENT LOAN TR 2005-10 B 20261025 FLT 2026-10-25 1.637400 2086.00 2008.98 Asset-Backed Securities SLM STUDNET LOAN TR 2006-3 B 20270125 FLT 2027-01-25 1.567400 3473478.00 3171754.11 Asset-Backed Securities SLM STUDENT LOAN TR 2006-1 B 20270125 FLT 2027-01-25 1.567400 6230686.00 5985876.97 Asset-Backed Securities SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT 2021-01-25 1.467400 4894809.00 4838022.33 Asset-Backed Securities SLC STUDENT LN TR 2004-1 A-6 20230515 FLT 2023-05-15 1.475000 2774474.00 2303932.91 Asset-Backed Securities SLC STUDENT LN TR 2005-2 A-4 20391215 FLT 2039-12-15 1.480000 9735176.00 9252674.50 Asset-Backed Securities SLM STUDENT LOAN TR 2006-1 A-5 20210725 FLT 2021-07-25 1.477400 1768493.00 1735892.65 Asset-Backed Securities SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT 2042-01-25 1.507400 13667020.00 13012166.60 Asset-Backed Securities SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT 2041-01-25 1.527400 227932.00 212088.85 Asset-Backed Securities SLM PRIVATE ST LN TR 2006-A A-4 20231215 FLT 549300I2YWZ9E1B0EY33 2023-12-15 1.510000 50.00 5.30 Asset-Backed Securities SLM PRIVATE ST LN TR 2004-B B 20330915 FLT 549300HIOV1ESFZYQ040 2033-09-15 1.790000 12961237.00 5099380.30 Asset-Backed Securities GCO ELF TRUST 2006-1 A-9L 20260525 FLT 2026-05-25 1.477200 2579715.00 2570778.01 Asset-Backed Securities APPLE INC SR GLBL NT2.3%22 HWUPKR0MPOU8FGXBT394 2022-05-11 2.300000 7955511.00 8047883.32 Corporate Debt Securities AMERICAN EXPRESS CO SR GLBL NT2.5%22 R4PP93JZOLY261QX3811 2022-08-01 2.500000 1445772.00 1447911.74 Corporate Debt Securities ORANGE SR GLBL NT 19 969500MCOONR8990S771 2019-11-03 1.625000 6303000.00 6320047.86 Corporate Debt Securities COMMONWEALTH BK AUSTRALIA REGS SR GLBL REGS 47 MSFSBD3QN1GSN7Q6C537 2047-07-12 3.900000 2098040.00 2127388.08 Corporate Debt Securities FELCOR LODGING LTD PARTNERSHIP SR GLBL NT 6%25 2025-06-01 6.000000 12168000.00 13400010.00 Corporate Debt Securities EXELON CORP JR SB GLBL STP22 3SOUA6IRML7435B56G12 2022-06-01 3.497000 292000.00 305008.84 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT 25 51M0QTTNCGUN7KFCFZ59 2025-08-15 3.375000 16000.00 16523.76 Corporate Debt Securities CITIGROUP INC SR GLBL NT 39 6SHGI4ZSSLCXXQSBB395 2039-07-15 8.125000 981000.00 1569093.42 Corporate Debt Securities NXP B V / NXP FDG LLC SR 144A NT 22 2022-09-01 3.875000 14600000.00 15260041.67 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL -W NT 34 225YDZ14ZO8E1TXUSU86 2034-10-01 4.500000 2923000.00 3081105.07 Corporate Debt Securities INTESA SANPAOLO S P A SR GLBL-X 144A27 2W8N8UU78PMDQKZENC08 2027-07-14 3.875000 2290693.00 2321450.96 Corporate Debt Securities BROADCOM CORP/BROADCOM CAYMAN SR GLBL 144A 22 2022-01-15 3.000000 991000.00 1015124.24 Corporate Debt Securities BRISTOL MYERS SQUIBB CO SR GLBL NT 23 HLYYNH7UQUORYSJQCN42 2023-11-01 3.250000 22000.00 23195.92 Corporate Debt Securities BARRICK NORTH AMERICA FIN LLC SR NT 7.5%38 2038-09-15 7.500000 88000.00 120241.73 Corporate Debt Securities ANHEUSER BUSCH INBEV WORLDWIDE SR GLBL NT2.5%22 549300CRGMZK3K53BF92 2022-07-15 2.500000 731000.00 739129.53 Corporate Debt Securities ALLSTATE CORP SR GLBL NT4.2%46 OBT0W1ED8G0NWVOLOJ77 2046-12-15 4.200000 7447000.00 8067235.80 Corporate Debt Securities ACTAVIS FUNDING SCS SR NT 3.45%22 222100FLFVOSKCBCAR54 2022-03-15 3.450000 191000.00 197094.49 Corporate Debt Securities 21ST CENTY FOX AMER INC SR GLBL DB6.4%35 8RS0AKOLN987042F2V04 2035-12-15 6.400000 809000.00 1053000.69 Corporate Debt Securities SUNCOR ENERGY INC NEW SR NT 3.6%24 549300W70ZOQDVLCHY06 2024-12-01 3.600000 3880000.00 4065696.80 Corporate Debt Securities SOUTHERN CO GAS CAP SR GLBL NT 46 E8CD46SWUD2TSN8PA636 2046-10-01 3.950000 14750000.00 14480247.09 Corporate Debt Securities SOUTHERN CO SR GLBL NT 36 549300FC3G3YU2FBZD92 2036-07-01 4.250000 2800000.00 2941222.67 Corporate Debt Securities GREAT RIV ENERGY 1ST MTG7A 144A38 5493007CIM8IF8LIUC91 2038-07-01 6.254000 14459000.00 17352631.47 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE VR 112913-112923 784F5XWPLTWKTBV3E584 2023-11-29 2.917200 253000.00 264800.96 Corporate Debt Securities BROOKFIELD RESIDENTIAL PPTYS INC BROOKFIELD RES 2022-07-01 6.125000 457000.00 486324.17 Corporate Debt Securities BROOKFIELD RESIDENTIAL PPTYS I SR 144A NT 25 549300C2SXDXVIUV3Q14 2025-05-15 6.375000 2234000.00 2428125.29 Corporate Debt Securities CD 2006-CD3 MTG TR A-M 20481015 5.6 2048-10-15 5.648000 2000.00 1518.96 Private Label Collateralized Mortgage Obligations BX TRUST 2017-SLCT B 20340717 FLT 2034-07-17 2.438900 2972419.00 2978435.92 Private Label Collateralized Mortgage Obligations Y 2018-01-29 2018-01-29 2018-02-27 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0180 151978811.20 151978811.20 0.0061 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.830000% ZBUT11V806EZRVTWT807 0001168163 921ACP006_1.83_0326 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MASTR ASSET BKD SECS 2004-OPT1 M-1 20340225 FLT 2034-02-25 2.017900 1832.00 1019.75 Asset-Backed Securities GCO ELF TRUST 2006-1 A-9L 20260525 FLT 2026-05-25 1.477200 7880.00 7852.70 Asset-Backed Securities CENT CDO 14 2007-14 D 20210415 FLT 2021-04-15 2.659200 2685000.00 2589811.35 Asset-Backed Securities SLM STUDENT LOAN TR 2005-10 B 20261025 FLT 2026-10-25 1.637400 1461.00 1407.05 Asset-Backed Securities SLM STUDENT LOAN TR 2005-10 A-5 20210725 FLT 2021-07-25 1.497400 7825.00 7303.28 Asset-Backed Securities NHEL 2005-4 M1 2036-01-25 1.677900 1731565.00 1716830.13 Asset-Backed Securities SLM STUDENT LOAN TR 2008-5 B 20730725 FLT 2073-07-25 3.217400 11033009.00 10993148.25 Asset-Backed Securities COMMONWEALTH BK AUSTRALIA REGS SR GLBL REGS 47 MSFSBD3QN1GSN7Q6C537 2047-07-12 3.900000 85759.00 86958.63 Corporate Debt Securities BROADCOM CORP/BROADCOM CAYMAN SR GLBL 144A 22 2022-01-15 3.000000 204000.00 208966.04 Corporate Debt Securities GREAT RIV ENERGY 1ST MTG7A 144A38 5493007CIM8IF8LIUC91 2038-07-01 6.254000 5000.00 6000.63 Corporate Debt Securities ACTAVIS FUNDING SCS SR NT 3.45%22 222100FLFVOSKCBCAR54 2022-03-15 3.450000 288000.00 297189.60 Corporate Debt Securities SANTANDER UK PLC SR GLBL NT 21 549300F5XIFGNNW4CF72 2021-08-05 2.875000 200000.00 202415.61 Corporate Debt Securities WFRBS COML MTG TR 2011 C4 2044-06-17 5.247000 1289.00 1358.78 Private Label Collateralized Mortgage Obligations BX TRUST 2017-SLCT B 20340717 FLT 2034-07-17 2.438900 7550.00 7565.28 Private Label Collateralized Mortgage Obligations Y 2018-01-29 2018-01-29 2018-03-26 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0183 13998128.20 13998128.20 0.0006 N N N Y MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 1.650000% 8NAV47T0Y26Q87Y0QP81 0000065100 921ACQ004_1.65_0102 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CWMBS, INC MORTGAGE PASS-THRU CTF SERIES 2005-6 CL 2047-06-28 2.234400 42648714.00 15039874.95 Private Label Collateralized Mortgage Obligations CWMBS, INC MORTGAGE PASS-THRU CTF SERIES 2005-6 CL 2047-06-28 2.234400 56805767.00 49360125.36 Private Label Collateralized Mortgage Obligations Y 2017-12-05 2017-12-05 2018-01-02 Y Merrill Lynch, Pierce, Fenner & Smith, Inc. 1.0000 35 N N N 0.0165 55998790.40 55998790.40 0.0023 N N N Y CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 1.280000% 1V8Y6QCX6YMJ2OELII46 0001230485 921AER000_1.28_1102 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HUDSONS BAY FLT 08/34 2034-08-05 4.888000 530000.00 531464.98 Private Label Collateralized Mortgage Obligations 144A COMM 2015-CR22 D 2048-03-10 4.122900 4000000.00 3364538.19 Private Label Collateralized Mortgage Obligations COMM 2014 LC17 MTG TR 2047-10-10 3.687000 8790000.00 6067600.67 Private Label Collateralized Mortgage Obligations CSMC 2017-HD FLT 02/31 549300ZNPQY52H8RRO71 2031-02-15 3.143000 79000.00 79251.75 Private Label Collateralized Mortgage Obligations CREDIT SUISSE FLT 07/32 2032-07-15 3.138800 149000.00 149568.09 Private Label Collateralized Mortgage Obligations 144A CSAIL 2015-C1 D 549300UFJ8EKD81Y8R30 2050-04-15 3.798290 6753000.00 5932268.09 Private Label Collateralized Mortgage Obligations 144A COMM 2013-CR10 D 549300YJIXJB9DCDOI21 2046-08-10 4.788500 750000.00 643542.72 Private Label Collateralized Mortgage Obligations CITIGROUP 2.85% 02/49 2049-02-10 2.850000 4160000.00 3132732.01 Private Label Collateralized Mortgage Obligations DEUTSCHE VAR 06/35 2035-06-26 0.320900 39395504.00 14358.35 Private Label Collateralized Mortgage Obligations FREMF MORTGAGE VAR 03/27 2027-03-25 3.980400 16000000.00 15611951.83 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2014-GC18 2047-01-10 4.944200 251000.00 216074.78 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE VAR 12/49 2049-12-15 3.460200 6000000.00 4856879.35 Private Label Collateralized Mortgage Obligations 144A JPMBB 2014-C24 D 2047-11-15 3.923800 6135000.00 5211037.82 Private Label Collateralized Mortgage Obligations NEW RESIDENTIAL VAR 11/35 2035-11-26 5.688700 339000.00 346086.52 Private Label Collateralized Mortgage Obligations 144A WFRBS 2013-C15 D 5493003CHVRASC16O965 2046-08-15 4.478700 97000.00 84302.69 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 2013 C16 2046-09-15 4.979600 4595000.00 4399684.48 Private Label Collateralized Mortgage Obligations 144A COMM 2013-CR12 D 549300MGZ5FI5VFL1177 2046-10-10 5.078800 250000.00 218208.60 Private Label Collateralized Mortgage Obligations MORGAN STANLEY VAR 05/50 2050-05-15 3.356000 2500000.00 2039587.05 Private Label Collateralized Mortgage Obligations 144A WFRBS 2011-C4 E 2044-06-15 5.246900 1302000.00 1150978.71 Private Label Collateralized Mortgage Obligations Y 2017-11-02 2017-11-02 2017-11-02 N N N 0.0128 47000000.00 47000000.00 0.0019 N N Y N CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 1.360000% 1V8Y6QCX6YMJ2OELII46 0001230485 921AER000_1.36_1101 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AVENTURA MALL R 2013 AVM 2032-12-05 3.742600 7800000.00 8129782.75 Private Label Collateralized Mortgage Obligations BAMLL 3.819% 07/37 2037-07-14 3.819000 4435000.00 4677491.48 Private Label Collateralized Mortgage Obligations CSMC TR 2015-TOWN 2028-03-15 2.488800 2000000.00 2002072.10 Private Label Collateralized Mortgage Obligations 144A COMM 2013-300P A1 549300NMFC2YLCA2NF13 2030-08-10 4.353000 200000.00 217399.36 Private Label Collateralized Mortgage Obligations 144A CSMC 2014-USA A1 549300818AKCJ4Q9TD76 2037-09-15 3.303900 600000.00 610748.22 Private Label Collateralized Mortgage Obligations FHMS K042 A1 2024-06-25 2.267000 1750000.00 1542776.67 Private Label Collateralized Mortgage Obligations GS MORTGAGE 2.995% 08/46 549300ITVQSU1IHX4H03 2046-08-10 2.995000 130000.00 126602.33 Private Label Collateralized Mortgage Obligations GSMS 2013-GC12 AS 549300SSCQUZ3RRV2T53 2046-06-10 3.375000 60000.00 61109.40 Private Label Collateralized Mortgage Obligations 144A ICOT 2013-IRV A2 2048-05-15 3.173100 320264.00 328448.85 Private Label Collateralized Mortgage Obligations JPMCC 2013-LC11 AS 2046-04-15 3.216000 325000.00 331506.74 Private Label Collateralized Mortgage Obligations 144A MSC 2011-C1 A3 2047-09-15 4.700000 1200000.00 77149.20 Private Label Collateralized Mortgage Obligations MSBAM 2013-C9 A4 549300PFVBG5704L7K74 2046-05-15 3.102000 300000.00 307904.33 Private Label Collateralized Mortgage Obligations WFRBS 2012-C10 A3 2045-12-15 2.875000 5120000.00 5206618.65 Private Label Collateralized Mortgage Obligations CORE INDL TR 2015-CALW 549300VOFTHB5X7NNF52 2034-02-10 3.040000 1000000.00 1025599.96 Private Label Collateralized Mortgage Obligations WFRBS 2014-C25 A3 2047-11-15 3.429000 660000.00 683378.26 Private Label Collateralized Mortgage Obligations WELLS FARGO 4.393% 11/43 2043-11-15 4.393000 19500000.00 20673151.02 Private Label Collateralized Mortgage Obligations Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0136 40000000.00 40000000.00 0.0016 N Y Y N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 1.050000% L3I9ZG2KFGXZ61BMYR72 0001041839 924HZZ001_1.05_1101 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-10-31 1.250000 133189000.00 132882665.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-08-15 2.750000 75711700.00 74183389.38 U.S. Treasuries (including strips) Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 203000000.00 203000000.00 0.0082 N Y Y N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 1.060000% L3I9ZG2KFGXZ61BMYR72 0001041839 924HZZ001_1.06_1101 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF MA4777 M 2047-10-20 3.000000 26629097.00 27050103.02 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0626 2047-10-01 4.000000 35196270.00 37336071.70 Agency Mortgage-Backed Securities GNII SF MA4651 M 2047-08-20 3.000000 2539592.00 2565797.01 Agency Mortgage-Backed Securities Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 65000000.00 65000000.00 0.0026 N Y Y N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512LYA3 Asset Backed Commercial Paper Y 2017-11-10 2017-11-10 2017-11-10 N Y Natixis SA 1.0000 N 0.0122 24991535.00 24991535.00 0.0010 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512LZ12 Asset Backed Commercial Paper Y 2017-12-01 2017-12-01 2017-12-01 N Y Natixis SA 1.0000 N 0.0127 39956324.00 39956324.00 0.0016 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512LZ53 Asset Backed Commercial Paper Y 2017-12-05 2017-12-05 2017-12-05 N Y Natixis SA 1.0000 N 0.0128 40948897.60 40948897.60 0.0016 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512MA82 Asset Backed Commercial Paper Y 2018-01-08 2018-01-08 2018-01-08 N Y Natixis SA 1.0000 N 0.0140 16954253.00 16954253.00 0.0007 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646KYE6 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y 2017-11-14 2017-11-14 2017-11-14 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0121 19322881.10 19322881.10 0.0008 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646KZS4 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y 2017-12-26 2017-12-26 2017-12-26 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0132 27942636.40 27942636.40 0.0011 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LA83 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y 2018-01-08 2018-01-08 2018-01-08 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0135 49871010.00 49871010.00 0.0020 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LAH3 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y 2018-01-17 2018-01-17 2018-01-17 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0137 1994076.40 1994076.40 0.0001 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LAJ9 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y 2018-01-18 2018-01-18 2018-01-18 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0137 96708592.60 96708592.60 0.0039 N N N N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.840000% VYVVCKR63DVZZN70PB21 0000827124 927CYE007_1.84_0207 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AMER CR ACCEPT RECV TR 2016-1 A 20200512 2.3 2020-05-12 2.370000 11.00 0.14 Asset-Backed Securities NASDAQ INC SR GLBL NT 26 549300L8X1Q78ERXFD06 2026-06-30 3.850000 170000.00 178199.15 Corporate Debt Securities MONSANTO CO NEW SR GLBL NT4.4%44 NONUZEX43GHIPSVDD938 2044-07-15 4.400000 701000.00 735836.58 Corporate Debt Securities MICROSOFT CORP SR GLBL NT 56 INR2EJN1ERAN0W5ZP974 2056-08-08 3.950000 736000.00 764922.55 Corporate Debt Securities STRYKER CORP SR GLBL NT 24 5493002F0SC4JTBU5137 2024-05-15 3.375000 87000.00 90991.78 Corporate Debt Securities STATE STR CORP SR GLBL NT3.3%24 549300ZFEEJ2IP5VME73 2024-12-16 3.300000 14000.00 14714.77 Corporate Debt Securities THOMSON REUTERS CORP SR NT 4.7%19 549300561UZND4C7B569 2019-10-15 4.700000 39000.00 40886.39 Corporate Debt Securities TESCO PLC SR NT 144A 37 2138002P5RNKC5W2JZ46 2037-11-15 6.150000 201000.00 222788.06 Corporate Debt Securities ORACLE CORP SR GLBL NT 4%46 1Z4GXXU7ZHVWFCD8TV52 2046-07-15 4.000000 1611000.00 1691465.87 Corporate Debt Securities PETROBRAS GLBL FIN B V SR GLBL NT 26 549300FNENFFSMO3GT38 2026-05-23 8.750000 445000.00 556785.24 Corporate Debt Securities PETROBRAS GLBL FIN B V SR GLBL NT 27 549300FNENFFSMO3GT38 2027-01-17 7.375000 1306000.00 1484276.26 Corporate Debt Securities SCHLUMBERGER HLDGS CORP SR 144A NT 22 2022-12-21 3.625000 324000.00 341266.05 Corporate Debt Securities TECK RESOURCES LTD SR 144A NT8.5%24 T8KI5SQ2JRWHL7XY0E11 2024-06-01 8.500000 1228000.00 1449674.47 Corporate Debt Securities WALGREENS BOOTS ALLIANCE INC SR GLBL NT 46 549300RPTUOIXG4LIH86 2046-06-01 4.650000 912000.00 954512.88 Corporate Debt Securities FRESENIUS MED CARE US FIN II SR REGS NT 20 5493008GJ5TVVTY4UM62 2020-10-15 4.125000 290000.00 303071.27 Corporate Debt Securities INMARSAT FIN PLC SR GLBL REGS 22 549300FCV5VH7Q5A3B66 2022-05-15 4.875000 100000.00 103997.92 Corporate Debt Securities WILLIAMS PARTNERS L P SR NT 4.9%45 WUURD1P1N0874ONXXO03 2045-01-15 4.900000 1251000.00 1311357.97 Corporate Debt Securities SUZANO TRADING LTD. GTD SR NT REGS21 2021-01-23 5.875000 135000.00 147621.56 Corporate Debt Securities ACE INA HLDG INC SR GLBL NT 26 CZCBJZWDMLTHWJDXU843 2026-05-03 3.350000 1065000.00 1112428.59 Corporate Debt Securities AON PLC SR GLBL BD3.5%24 VVT2B79I2Z4U3R6BY589 2024-06-14 3.500000 10000.00 10442.29 Corporate Debt Securities MOLSON COORS BREWING CO SR GLBL BD3.5%22 54930073LBBH6ZCBE225 2022-05-01 3.500000 29000.00 30519.60 Corporate Debt Securities NORTHERN TR CORP SR NT 3.375%21 549300GLF98S992BC502 2021-08-23 3.375000 22000.00 23005.29 Corporate Debt Securities NEWELL BRANDS INC CR SEN SR GLBL23 549300LWGYFM1TVO1Z12 2023-04-01 3.850000 110000.00 115917.82 Corporate Debt Securities PNC FINL SVCS GROUP INC SB GLBL NT3.9%24 CFGNEKW0P8842LEUIA51 2024-04-29 3.900000 171000.00 179975.22 Corporate Debt Securities THOMSON REUTERS CORP SR GLBL NT6.5%18 549300561UZND4C7B569 2018-07-15 6.500000 24000.00 25273.65 Corporate Debt Securities WAL-MART STORES INC SR GLBL NT3.3%24 Y87794H0US1R65VBXU25 2024-04-22 3.300000 106000.00 110751.45 Corporate Debt Securities W P CAREY INC SR NT 4.6%24 54930042CRNE713E3Q67 2024-04-01 4.600000 53000.00 55628.98 Corporate Debt Securities SARA LEE CORP SR NT 4.1%20 549300PD5U9Z7V553M03 2020-09-15 4.100000 45000.00 47406.55 Corporate Debt Securities BANCO INTERNATIONAL DEL PERU SUB GLBL REGS 29 5493001TRCGXJLRLHN14 2029-03-19 6.625000 499000.00 568974.35 Corporate Debt Securities WALGREEN CO SR NT 5.25%19 E1OI0SEUGJMPPTKRDD35 2019-01-15 5.250000 4000.00 4215.27 Corporate Debt Securities AMERICAN EXPRESS CO SUB BD 3.625%24 R4PP93JZOLY261QX3811 2024-12-05 3.625000 100000.00 104957.14 Corporate Debt Securities AGRIUM INC SR GLBL DB3.5%23 55S3547PRDP469JRO238 2023-06-01 3.500000 10000.00 10414.53 Corporate Debt Securities CAMERON INTERNATIONAL CORP SR NT 6.375%18 P2PV5Z2Z2UKRY3P3V155 2018-07-15 6.375000 13000.00 13668.86 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DB3.4%24 2024-09-01 3.400000 56000.00 58722.53 Corporate Debt Securities INTEL CORP SR NT 3.3%21 KNX4USFCNGPY45LOCE31 2021-10-01 3.300000 3318000.00 3476368.14 Corporate Debt Securities HUSKY ENERGY INC SR NT 4%24 2024-04-15 4.000000 15000.00 15655.62 Corporate Debt Securities KIMBERLY CLARK CORP SR NT 3.625%20 MP3J6QPYPGN75NVW2S34 2020-08-01 3.625000 80000.00 84193.80 Corporate Debt Securities INVESCO FIN PLC SR NT 3.125%22 549300OYQ3LAJYXXO449 2022-11-30 3.125000 7000.00 7228.11 Corporate Debt Securities MCKESSON CORP NEW SR NT 3.796%24 549300WZWOM80UCFSF54 2024-03-15 3.796000 216000.00 226527.94 Corporate Debt Securities MGM RESORTS INTERNATIONAL SR NT 6.625%21 54930066VBP7DZEGGJ87 2021-12-15 6.625000 3024000.00 3455004.00 Corporate Debt Securities EASTMAN CHEM CO SR NT 3.6%22 FDPVHDGJ1IQZFK9KH630 2022-08-15 3.600000 206000.00 215846.80 Corporate Debt Securities EOG RES INC SR NT 6.875%18 XWTZDRYZPBUHIQBKDB46 2018-10-01 6.875000 2120000.00 2227397.43 Corporate Debt Securities ENBRIDGE INC SR NT 4%23 98TPTUM4IVMFCZBCUR27 2023-10-01 4.000000 38000.00 39875.43 Corporate Debt Securities GOLDCORP INC NEW SR NT 3.7%23 I2YOHH65IBBT53JFYQ52 2023-03-15 3.700000 1081000.00 1129512.88 Corporate Debt Securities GENERAL MLS INC SR GLBL NT 24 2TGYMUGI08PO8X8L6150 2024-02-15 3.650000 747000.00 782673.40 Corporate Debt Securities CELGENE CORP SR NT 3.95%20 4SIHMF0MOSTTL8CD0X64 2020-10-15 3.950000 846000.00 890106.68 Corporate Debt Securities DUKE ENERGY OHIO 1MTG BD 5.45%19 L6KC0HABGHNFU1Z6QY21 2019-04-01 5.450000 85000.00 89583.34 Corporate Debt Securities DU PONT E I DE NEMOURS & CO SR GLBL NT 6%18 GLU7INWNWH88J9XBXD45 2018-07-15 6.000000 10000.00 10476.77 Corporate Debt Securities ALIMENTATION COUCHE TARD INC SR GLBL 144A 47 549300OSW32RVX8CCZ87 2047-07-26 4.500000 875000.00 913136.87 Corporate Debt Securities AVNET INC CR SEN SR GLBL21 XJI53DCPL7QABOWK4Z75 2021-12-01 3.750000 97000.00 101352.88 Corporate Debt Securities CSX CORP SR NT 4.5%54 549300JVQR4N1MMP3Q88 2054-08-01 4.500000 316000.00 329275.16 Corporate Debt Securities BLUE CUBE SPINCO INC SR GLBL NT 23 2023-10-15 9.750000 462000.00 555824.50 Corporate Debt Securities INMARSAT FIN PLC SR GLBL 144A 24 549300FCV5VH7Q5A3B66 2024-10-01 6.500000 543000.00 586666.25 Corporate Debt Securities ILLINOIS TOOL WKS INC SR NT 3.9%42 76NA4I14SZCFAYMNSV04 2042-09-01 3.900000 83000.00 86808.87 Corporate Debt Securities HUNTINGTON INGALLS INDS INC SR 144A NT 5%21 5TZLZ6WJTBVJ0QWBG121 2021-12-15 5.000000 122000.00 127659.44 Corporate Debt Securities INTERNATIONAL GAME TECHNOLOGY SR SEC 144A NT22 549300UQ6KHRCZDRGZ76 2022-02-15 6.250000 210000.00 233770.83 Corporate Debt Securities LAM RESEARCH CORP SR NT 3.8%25 549300I4GMO6D34U1T02 2025-03-15 3.800000 15000.00 15669.53 Corporate Debt Securities L3 TECHNOLOGIES INC SR GLBL NT 26 1Z5XNJ6GMBVHFWE2W878 2026-12-15 3.850000 363000.00 381558.17 Corporate Debt Securities FRESENIUS MED CARE US FIN II SR 144A NT 20 5493008GJ5TVVTY4UM62 2020-10-15 4.125000 13000.00 13585.95 Corporate Debt Securities FIDELITY NATL INFORMATION SVCS SR GLBL NT4.5%46 6WQI0GK1PRFVBA061U48 2046-08-15 4.500000 30000.00 31420.80 Corporate Debt Securities ENBRIDGE ENERGY PARTNERS L P SR NT 4.375%20 CZ6VG2MNE1J6YDI02G48 2020-10-15 4.375000 95000.00 100039.22 Corporate Debt Securities ENBRIDGE INC SR GLBL BD3.5%24 98TPTUM4IVMFCZBCUR27 2024-06-10 3.500000 1958000.00 2019615.00 Corporate Debt Securities HALLIBURTON CO SR GLBL NT3.8%25 ENYF8GB5SMQZ25S06U51 2025-11-15 3.800000 66000.00 69551.61 Corporate Debt Securities GENERAL ELECTRIC CO SR NT 3.375%24 3C7474T6CDKPR9K6YT90 2024-03-11 3.375000 770000.00 805548.98 Corporate Debt Securities BIOGEN INC SR GLBL NT 22 W8J5WZB5IY3K0NDQT671 2022-09-15 3.625000 66000.00 69436.09 Corporate Debt Securities CELGENE CORP SR NT 3.875%25 4SIHMF0MOSTTL8CD0X64 2025-08-15 3.875000 888000.00 934380.73 Corporate Debt Securities CUBESMART L P SR GLBL NT 4%25 549300MPHKO3I3FJRA97 2025-11-15 4.000000 80000.00 84064.36 Corporate Debt Securities ELECTRONIC ARTS INC SR GLBL NT3.7%21 549300O7A67PUEYKDL45 2021-03-01 3.700000 12000.00 12546.68 Corporate Debt Securities EBAY INC SR GLBL NT3.8%22 OML71K8X303XQONU6T67 2022-03-09 3.800000 1025000.00 1078749.86 Corporate Debt Securities KRAFT FOODS GROUP INC SR GLBL NT 18 5493003STKEZ2S0RNU91 2018-08-23 6.125000 29000.00 30348.19 Corporate Debt Securities NATIONAL RETAIL PPTYS INC SR NT 3.9%24 5493008JKH5SOTI0JS97 2024-06-15 3.900000 825000.00 861971.00 Corporate Debt Securities MOSAIC CO NEW SR NT 3.75%21 2YD5STGSJNMUB7H76907 2021-11-15 3.750000 471000.00 494517.82 Corporate Debt Securities ONEOK INC NEW SR NT 4.25%22 2T3D6M0JSY48PSZI1Q41 2022-02-01 4.250000 752000.00 790220.40 Corporate Debt Securities OMNICOM GROUP INC SR GLBL NT 24 HKUPACFHSSASQK8HLS17 2024-11-01 3.650000 434000.00 454072.50 Corporate Debt Securities NOVARTIS SECURITIES INVESTMENT LTD. 2019-02-10 5.125000 21198000.00 22342082.55 Corporate Debt Securities NOKIA CORP SR NT 6.625%39 549300A0JPRWG1KI7U06 2039-05-15 6.625000 158000.00 185188.42 Corporate Debt Securities PETRO-CDA SR GLBL NT 18 2018-05-15 6.050000 50000.00 52585.36 Corporate Debt Securities PEPSICO INC SR GLBL NT 20 FJSUNZKFNQ5YPJ5OT455 2020-11-01 3.125000 1643000.00 1723663.08 Corporate Debt Securities SYNCHRONY FINL SR GLBL NT 24 549300RS7EWPM9MA6C78 2024-08-15 4.250000 30000.00 31446.07 Corporate Debt Securities SUMITOMO MITSUI FINL GROUP INC SR NT 3.784%26 35380028MYWPB6AUO129 2026-03-09 3.784000 208000.00 216712.24 Corporate Debt Securities THOMSON REUTERS CORP SR GLBL BD 21 549300561UZND4C7B569 2021-09-30 3.950000 4000.00 4177.37 Corporate Debt Securities THOMSON REUTERS CORP SR NT 3.85%24 549300561UZND4C7B569 2024-09-29 3.850000 77000.00 80154.01 Corporate Debt Securities TEXTRON INC SR GLBL NT 4%26 3PPKBHUG1HD6BO7RNR87 2026-03-15 4.000000 11000.00 11558.70 Corporate Debt Securities OWENS-BROCKWAY GLASS CONTAINER SR 144A NT 25 V2UQUCDZJ9WY98W8QU33 2025-08-15 6.375000 69000.00 78726.12 Corporate Debt Securities ORACLE CORP SR BD 3.4%24 1Z4GXXU7ZHVWFCD8TV52 2024-07-08 3.400000 209000.00 220085.82 Corporate Debt Securities ROCK-TENN CO SR NT 4%23 PQQ60KVT5SJX0ETQT497 2023-03-01 4.000000 25000.00 26334.92 Corporate Debt Securities PRINCIPAL FINL GROUP INC JR SB FX/FLT 55 CUMYEZJOAF02RYZ1JJ85 2055-05-15 4.700000 35000.00 36633.53 Corporate Debt Securities PHILIP MORRIS INTL INC SR NT 5.65%18 HL3H1H2BGXWVG3BSWR90 2018-05-16 5.650000 9000.00 9430.34 Corporate Debt Securities STANDARD PAC CORP NEW SR NT 8.375%21 5493006Z0ED3DFZCWU56 2021-01-15 8.375000 1005000.00 1195608.02 Corporate Debt Securities SOUTHERN COPPER CORP 2022-11-08 3.500000 64000.00 66593.88 Corporate Debt Securities SOUTHERN COPPER CORP SR GLBL NT 25 2025-04-23 3.875000 7000.00 7243.47 Corporate Debt Securities SERVICE CORP INTL SR NT 8% 21 549300RKVM2ME20JHZ15 2021-11-15 8.000000 15000.00 18178.33 Corporate Debt Securities SEMPRA ENERGY SR GLBL NT 25 PBBKGKLRK5S5C0Y4T545 2025-11-15 3.750000 1078000.00 1135620.90 Corporate Debt Securities CENTRAIS ELECTRICAS BRASILEIRA SR NT REGS 21 254900I8KYDELP4B4Z08 2021-10-27 5.750000 462000.00 488860.17 Corporate Debt Securities V F CORP SR NT 3.5%21 CWAJJ9DJ5Z7P057HV541 2021-09-01 3.500000 247000.00 258231.91 Corporate Debt Securities TRAVELERS COMPANIES INC SR NT 5.8%18 549300Y650407RU8B149 2018-05-15 5.800000 2112000.00 2216299.95 Corporate Debt Securities ZOETIS INC SR GLBL NT 20 549300HD9Q1LOC9KLJ48 2020-11-13 3.450000 25000.00 26230.00 Corporate Debt Securities XEROX CORP SR GLBL NT 18 4KF48RN45X1OO8UBLY20 2018-05-15 6.350000 80000.00 84160.04 Corporate Debt Securities SCHLUMBERGER INVT SA GTD SR NT REGS21 529900EZ29I5KXPV2J32 2021-09-14 3.300000 490000.00 509099.38 Corporate Debt Securities INTERNATIONAL GAME TECHNOLOGY SR SEC REGS NT22 549300UQ6KHRCZDRGZ76 2022-02-15 6.250000 450000.00 500937.50 Corporate Debt Securities ABBVIE INC SR NT 3.6%25 FR5LCKFTG8054YNNRU85 2025-05-14 3.600000 233000.00 244437.97 Corporate Debt Securities AT&T INC SR NT 5.6%18 549300Z40J86GGSTL398 2018-05-15 5.600000 163000.00 170402.19 Corporate Debt Securities ANZ NEW ZEALAND INTL LTD 144A SR GLBL 144A 27 2027-07-17 3.450000 190.00 194.09 Corporate Debt Securities ALLY FINL INC GTD SR NT 8%20 549300JBN1OSM8YNAI90 2020-03-15 8.000000 1031000.00 1171702.86 Corporate Debt Securities BAXALTA INC SR NT 3.6%22 5493000JW8DCO3T45R55 2022-06-23 3.600000 570000.00 598146.60 Corporate Debt Securities BANK AMER CORP SUB -L NT 4%25 9DJT3UXIJIZJI4WXO774 2025-01-22 4.000000 1156000.00 1210355.12 Corporate Debt Securities BANCO DO BRASIL S.A. ACTING THROUGH ITS 2022-10-10 3.875000 300000.00 297378.13 Corporate Debt Securities ASTRAZENECA PLC SR GLBL NT 25 PY6ZZQWO2IZFZC3IOL08 2025-11-16 3.375000 347000.00 359255.61 Corporate Debt Securities ARCELORMITTAL SA LUXEMBOURG CR SEN SR NT 41 2EULGUTUI56JI9SAL165 2041-03-01 7.250000 55000.00 68050.58 Corporate Debt Securities CSC HLDGS INC SR 144A NT5.5%27 3HG2WD2W22M120IUNG49 2027-04-15 5.500000 2535000.00 2623584.17 Corporate Debt Securities KRAFT FOODS GROUP INC SR NT 3.5%22 5493003STKEZ2S0RNU91 2022-06-06 3.500000 132000.00 138266.99 Corporate Debt Securities KB HOME SR NT 7.5%22 549300LGUCWQURMWLG09 2022-09-15 7.500000 1248000.00 1456520.00 Corporate Debt Securities INVESCO FIN PLC SR GLBL NT 26 549300OYQ3LAJYXXO449 2026-01-15 3.750000 4000.00 4211.53 Corporate Debt Securities METLIFE INC SR NT 3.6%24 C4BXATY60WC6XEOZDX54 2024-04-10 3.600000 84000.00 88472.16 Corporate Debt Securities EATON CORP SR NT 5.6%18 0NZWDMRCE180888QQE14 2018-05-15 5.600000 407000.00 426085.13 Corporate Debt Securities FRESENIUS MED CARE US FIN II GTD SR NT 144A18 5493008GJ5TVVTY4UM62 2018-09-15 6.500000 830000.00 869894.41 Corporate Debt Securities GOLDCORP INC NEW SR GLBL BD 21 I2YOHH65IBBT53JFYQ52 2021-06-09 3.625000 90000.00 94555.67 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT4.3%25 5493008B6JBRUJ90QL97 2025-07-13 4.300000 101000.00 106237.86 Corporate Debt Securities INTL LEASE FIN CORP 2018-09-01 7.125000 2063000.00 2174144.12 Corporate Debt Securities COCA COLA CO NT 3.3%21 UWJKFUJFZ02DKWI3RY53 2021-09-01 3.300000 56000.00 58857.12 Corporate Debt Securities CISCO SYS INC SR NT 4.95%19 8E6NF1YAL0WT6CWXXV93 2019-02-15 4.950000 425000.00 446947.00 Corporate Debt Securities CANADIAN NATL RY CO SR NT 5.55%18 3SU7BEP7TH9YEQOZCS77 2018-05-15 5.550000 465000.00 486693.02 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT 21 I1BZKREC126H0VB1BL91 2021-09-15 3.550000 5000.00 5229.18 Corporate Debt Securities CONOCOPHILLIPS CO SR NT 3.35%25 6VJJ5GQWIRDQ06DUXG89 2025-05-15 3.350000 468000.00 489554.78 Corporate Debt Securities COMCAST CORP NEW SR NT 3.125%22 51M0QTTNCGUN7KFCFZ59 2022-07-15 3.125000 73000.00 76517.97 Corporate Debt Securities EMPRESA NACIONAL DE ELECTRICID SR NT 4.25%24 549300PVHXUFEIE6LY50 2024-04-15 4.250000 176000.00 184490.04 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 22 549300GHBMY8T5GXDE41 2022-07-15 3.350000 11661000.00 12249109.58 Corporate Debt Securities STATE STR CORP SR GLBL NT 25 549300ZFEEJ2IP5VME73 2025-08-18 3.550000 135000.00 142168.31 Corporate Debt Securities UNUM GROUP SR GLBL NT 25 549300E32YFDO6TZ8R31 2025-11-05 3.875000 2009000.00 2106144.08 Corporate Debt Securities CELGENE CORP SR GLBL NT 22 4SIHMF0MOSTTL8CD0X64 2022-08-15 3.550000 880000.00 919322.31 Corporate Debt Securities AGATE BAY MTG TR 2014-2 A-13 20440925 FLT 2044-09-25 3.500000 1.00 0.33 Private Label Collateralized Mortgage Obligations Y 2018-02-05 2018-02-05 2018-02-07 Y WELLS FARGO SECURITIES LLC 1.0000 97 N N N 0.0184 84010508.40 84010508.40 0.0034 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.880000% VYVVCKR63DVZZN70PB21 0000827124 927CYE007_1.88_0416 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AIR CANADA 2013-1 C 20180515 6.6 2018-05-15 6.625000 257511.00 271493.49 Asset-Backed Securities GRUPOSURA FINANCE SR GLBL REGS 21 2021-05-18 5.700000 738000.00 822544.05 Corporate Debt Securities SVENSKA HANDELSBANKEN AB SR GLBL BD2.5%19 NHBDILHZTYCNBV5UYZ31 2019-01-25 2.500000 347000.00 352207.31 Corporate Debt Securities CONTINENTAL SR TRUSTEES CAYMAN SR NT REG S 20 2020-11-18 5.500000 700000.00 783931.94 Corporate Debt Securities TENAGA NASIONAL BHD SR GLBL REGS 25 2025-11-01 7.500000 250000.00 327220.00 Corporate Debt Securities RELIANCE INDUSTRIES LTD SR REGS NT 25 5493003UOETFYRONLG31 2025-01-28 4.125000 3487000.00 3682642.49 Corporate Debt Securities BHARTI AIRTEL LIMITED SR REGS NT 25 335800KQ1FPKOQ84OR26 2025-06-10 4.375000 5000000.00 5204777.09 Corporate Debt Securities EMPRESA DE TRANSPORTE DE PASAJ SR GLBL REGS 24 2024-02-04 4.750000 254000.00 278264.41 Corporate Debt Securities COMMONWEALTH BK AUSTRALIA SR NT 2.05%19 2019-03-15 2.050000 2011000.00 2020329.92 Corporate Debt Securities DISCOVER BK SR NT 3.1%20 X05BVSK68TQ7YTOSNR22 2020-06-04 3.100000 2902000.00 2999067.06 Corporate Debt Securities EQUINIX INC SR NT 5.375%27 549300EVUN2BTLJ3GT74 2027-05-15 5.375000 1602000.00 1774047.01 Corporate Debt Securities RELIANCE HOLDINGS SR GLBL REGS 22 LW0V2CUWFIITRBI06W51 2022-02-14 5.400000 841000.00 934401.46 Corporate Debt Securities GLOBAL BK CORP CVD BK BD SR GLBL REGS 19 5493005ROG3FS85TE513 2019-10-30 5.125000 340000.00 355518.40 Corporate Debt Securities GOLDMAN SACHS GROUP INC PFD M FIX/FLT 784F5XWPLTWKTBV3E584 2099-12-31 5.375000 3999000.00 4236065.72 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL FL NT 22 5493008B6JBRUJ90QL97 2022-06-30 2.642800 2499907.00 2542678.25 Corporate Debt Securities ALIBABA GROUP HLDG LTD SR GLBL NT3.6%24 5493001NTNQJDH60PM02 2024-11-28 3.600000 305000.00 319664.40 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 22 549300CRGMZK3K53BF92 2022-01-15 3.750000 591000.00 630095.63 Corporate Debt Securities ALIBABA GROUP HLDG LTD SR GLBL NT4.5%34 5493001NTNQJDH60PM02 2034-11-28 4.500000 1653000.00 1860393.64 Corporate Debt Securities CRH AMER INC SR 144A NT 25 549300RN11MJ182CNF63 2025-05-18 3.875000 500000.00 530317.57 Corporate Debt Securities CITIBANK NA N Y SR FLT NT 19 E57ODZWZ7FF32TWEFA76 2019-03-20 1.665000 1000000.00 1003746.25 Corporate Debt Securities KAISER ALUMINUM CORP SR GLBL NT 24 2024-05-15 5.875000 21000.00 23196.40 Corporate Debt Securities ING GROEP N V SR GLBL NT 27 549300NYKK9MWM7GGW15 2027-03-29 3.950000 5556000.00 5841973.50 Corporate Debt Securities ICICI BK LTD GLBL MTN SR 144A FR 4.8%052219 2019-05-22 4.800000 200000.00 210978.00 Corporate Debt Securities OPEN TEXT CORP SR 144A NT 26 549300UQROQS42RKHM85 2026-06-01 5.875000 5000.00 5534.90 Corporate Debt Securities CREDIT SUISSE GRP FDG GUERNSEY SR GLBL BD 26 549300PXR5FKNXF0OH19 2026-04-17 4.550000 551000.00 593830.91 Corporate Debt Securities AECOM SR GLBL NT 24 0EEB8GF0W0NPCIHZX097 2024-10-15 5.875000 4000.00 4426.04 Corporate Debt Securities THE ADT CORPORATION SR SEC NT6.25%21 5493009JEEDYLVRA0J13 2021-10-15 6.250000 5119000.00 5696309.44 Corporate Debt Securities SINOPEC GROUP OVRSEAS DEV 2014 SR GLBL REGS 24 549300ZIMV82UUECOQ45 2024-04-10 4.375000 300000.00 323322.63 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEV 2012 LTD 2042-05-17 4.875000 2146000.00 2466007.94 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 47 213800LBQA1Y9L22JB70 2047-01-10 4.950000 482000.00 537730.05 Corporate Debt Securities BAIDU COM INC 2022-11-28 3.500000 200000.00 208283.00 Corporate Debt Securities BG ENERGY CAPITAL PLC GTD NT 144A 21 S2M8QDKEE05NZN8JD460 2021-10-15 4.000000 230000.00 243774.19 Corporate Debt Securities ARCELORMITTAL SA LUXEMBOURG CR SEN 6%21 2EULGUTUI56JI9SAL165 2021-03-01 6.000000 34000.00 37631.20 Corporate Debt Securities CAPITAL ONE NATL ASSN VA SR NT 1.5%18 207ALC1P1YM0OVDV0K75 2018-03-22 1.500000 2715000.00 2716724.02 Corporate Debt Securities CAPITAL ONE NATL ASSN VA SR NT 1.65%18 207ALC1P1YM0OVDV0K75 2018-02-05 1.650000 1035000.00 1038758.78 Corporate Debt Securities CNOOC NEXEN FINANCE ULC SR NT 4.25%24 2024-04-30 4.250000 12466000.00 13269035.48 Corporate Debt Securities BB&T CO GLOBAL BK MTN SR NT 2.3%18 JJKC32MCHWDI71265Z06 2018-10-15 2.300000 11110000.00 11179462.19 Corporate Debt Securities BB&T BRH BKG & TR CO GLOBAL BK SUB BD 3.625%25 JJKC32MCHWDI71265Z06 2025-09-16 3.625000 601000.00 628736.90 Corporate Debt Securities COMMONWEALTH BK AUSTRALIA SR NT 1.625%18 2018-03-12 1.625000 535000.00 536573.87 Corporate Debt Securities CENCOSUD S A SR 144A NT 45 549300NLTGCFV7482429 2045-02-12 6.625000 500000.00 552069.10 Corporate Debt Securities CAPITAL ONE NATL ASSN VA SR GLBL NT 20 207ALC1P1YM0OVDV0K75 2020-01-31 2.350000 3792000.00 3823037.52 Corporate Debt Securities CAPITAL ONE NATL ASSN VA SR NT 2.35%18 207ALC1P1YM0OVDV0K75 2018-08-17 2.350000 479000.00 482779.58 Corporate Debt Securities CREDIT SUISSE GRP FDG GUERNSEY SR GLBL NT 20 549300PXR5FKNXF0OH19 2020-12-10 3.125000 835000.00 861686.25 Corporate Debt Securities PNC BK N A PITTSBURGH PA SR NT 1.8%18 AD6GFRVSDT01YPT1CS68 2018-11-05 1.800000 1049000.00 1058461.98 Corporate Debt Securities PNC BK N A PITTSBURGH PA SR BD 2.3%20 AD6GFRVSDT01YPT1CS68 2020-06-01 2.300000 344000.00 349388.19 Corporate Debt Securities PNC BK N A PITTSBURGH PA SR NT 2.2%19 AD6GFRVSDT01YPT1CS68 2019-01-28 2.200000 937000.00 946869.73 Corporate Debt Securities PNC BK N A PITTSBURGH PA SUB NT 3.8%23 AD6GFRVSDT01YPT1CS68 2023-07-25 3.800000 383000.00 407337.10 Corporate Debt Securities TAYLOR MORRISON CMNTYS ONC MONARCH CMNTYS INC 2024-03-01 5.625000 1011000.00 1068500.63 Corporate Debt Securities SUMITOMO MITSUI BANKING CORP SR GLBL NT 20 5U0XI89JRFVHWIBS4F54 2020-07-23 2.650000 800000.00 814675.11 Corporate Debt Securities SUMITOMO MITSUI BANKING CORP SR BD 3.95%23 5U0XI89JRFVHWIBS4F54 2023-07-19 3.950000 350000.00 373289.58 Corporate Debt Securities SUMITOMO MITSUI BANKING CORP SR NT 1.75%18 5U0XI89JRFVHWIBS4F54 2018-01-16 1.750000 1076000.00 1082040.84 Corporate Debt Securities SPRINT NEXTEL CORP SR 144A NT 7%20 549300JKU50UT08ZWD77 2020-03-01 7.000000 1856000.00 2035413.34 Corporate Debt Securities FRESNILLO PLC LONDON SR REGS NT5.5%23 549300JXWH1UV5J0XV81 2023-11-13 5.500000 200000.00 225633.33 Corporate Debt Securities FRANSHION DEVELOPMENT LTD SR GLBL REGS 21 2021-04-15 6.750000 209000.00 232148.84 Corporate Debt Securities CNOOC FIN 2001 LTD 2041-01-26 5.750000 461000.00 572886.36 Corporate Debt Securities CNPC OVERSEAS CAPITAL LTD GTD SR NT REGS41 2041-04-28 5.950000 393000.00 500617.48 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT3.6%23 MLU0ZO3ML4LN2LL2TL39 2023-05-25 3.600000 458000.00 484742.62 Corporate Debt Securities HSBC HLDGS PLC SUB NT 5.25%44 MLU0ZO3ML4LN2LL2TL39 2044-03-14 5.250000 200000.00 235420.83 Corporate Debt Securities HSBC HLDGS PLC SR NT FXD/FLT 28 MLU0ZO3ML4LN2LL2TL39 2028-03-13 4.041000 249000.00 262445.50 Corporate Debt Securities KEYBANK NATIONAL ASSOCIATION SR NT 2.25%20 HUX2X73FUCYHUVH1BK78 2020-03-16 2.250000 833000.00 838216.66 Corporate Debt Securities HUNTINGTON NATL BANK SR NT 2.875%20 2WHM8VNJH63UN14OL754 2020-08-20 2.875000 630000.00 644653.89 Corporate Debt Securities NORBORD INC SR SEC 144A NT20 549300VL705RQ5PHI407 2020-12-01 5.375000 860000.00 930860.42 Corporate Debt Securities MANUFACTURER AND TRADERS SUB NT ACCD 17 WWB2V0FCW3A0EE3ZJN75 2017-12-04 6.625000 4060000.00 4188263.85 Corporate Debt Securities MGM RESORTS INTERNATIONAL SR NT 6.75%20 54930066VBP7DZEGGJ87 2020-10-01 6.750000 685000.00 756531.13 Corporate Debt Securities LOUISIANA PAC CORP SR GLBL 144A 24 549300C7E2UAO5BVRR75 2024-09-15 4.875000 1432000.00 1483880.17 Corporate Debt Securities LAFARGEHOLCIM FIN US LLC SR GLBL 144A 46 2046-09-22 4.750000 10250000.00 10856142.29 Corporate Debt Securities PERRIGO CO LTD SR GLBL NT 4%23 549300IFOQS6R1QLY196 2023-11-15 4.000000 1150000.00 1213853.11 Corporate Debt Securities CREDIT SUISSE GRP FDG GUERNSEY SR GLBL NT 20 549300PXR5FKNXF0OH19 2020-03-26 2.750000 336000.00 340500.25 Corporate Debt Securities CORPORACION NACIONAL DEL COBRE GLBL 144A NT 23 549300UVMBCBCIPSUI70 2023-08-13 4.500000 406000.00 441732.06 Corporate Debt Securities EMPRESA NACIONAL DEL PETROLEO SR GLBL 144A 24 549300YP3P0JZBLIV197 2024-10-30 4.375000 220000.00 230500.94 Corporate Debt Securities DRAWBRIDGE SPL OPPORTUNITIES SR 144A NT 5%21 2021-08-01 5.000000 290000.00 302287.30 Corporate Debt Securities DISH DBS CORP 2021-06-01 6.750000 13707000.00 14880661.86 Corporate Debt Securities DISCOVER BK SR NT 2%18 X05BVSK68TQ7YTOSNR22 2018-02-21 2.000000 445000.00 447246.76 Corporate Debt Securities COLBUN SA SR GLBL REGS 24 5493003VQJLE2QB8IF36 2024-07-10 4.500000 310000.00 329004.55 Corporate Debt Securities COMPANIA DE TELECOMUNICS CHILE SR GLBL REGS 22 2022-10-12 3.875000 300000.00 314176.54 Corporate Debt Securities SACI FALABELLA SR REGS NT 25 2025-01-27 4.375000 230000.00 242662.33 Corporate Debt Securities INVERSIONES CMPC SR GLBL REGS 23 549300G475ACIABB4385 2023-05-15 4.375000 374000.00 393206.25 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT4.3%26 MLU0ZO3ML4LN2LL2TL39 2026-03-08 4.300000 418000.00 451799.71 Corporate Debt Securities FORD MOTOR CREDIT CO LLC SR NT 5%18 UDSQCVRUX5BONN0VY111 2018-05-15 5.000000 9419000.00 9799297.36 Corporate Debt Securities FIRST TENN BK N A MEMPHIS TENN SR -BKNT NT 19 COOWI3L2W9TPYR3WJX37 2019-12-01 2.950000 328000.00 335747.91 Corporate Debt Securities HUNTINGTON NATL BANK SR NT 2%18 2WHM8VNJH63UN14OL754 2018-06-30 2.000000 344000.00 347199.96 Corporate Debt Securities HUNTINGTON NATL BANK SR NT 2.2%19 2WHM8VNJH63UN14OL754 2019-04-01 2.200000 276000.00 277742.48 Corporate Debt Securities HSBC HLDGS PLC SUB GLBL NT 25 MLU0ZO3ML4LN2LL2TL39 2025-08-18 4.250000 265000.00 279055.08 Corporate Debt Securities RELIANCE INDS LTD SR GLBL REGS 45 5493003UOETFYRONLG31 2045-02-10 4.875000 550000.00 601105.31 Corporate Debt Securities POSCO GLBL REGS NT 21 2021-04-14 5.250000 10500000.00 11329281.25 Corporate Debt Securities CENCOSUD S A SR GLBL REGS 23 549300NLTGCFV7482429 2023-01-20 4.875000 401000.00 428856.30 Corporate Debt Securities BHARTI AIRTEL INTERNATIONAL SR REGS NT 24 724500ULW6PWKDAI7I46 2024-05-20 5.350000 300000.00 331567.92 Corporate Debt Securities BHARTI AIRTEL INTERNATIONAL SR GLBL REGS 23 724500ULW6PWKDAI7I46 2023-03-11 5.125000 7478000.00 8042275.34 Corporate Debt Securities STATE GRID OVERSEAS INVT 2013 SR REGS NT 24 2024-05-07 4.125000 357000.00 388129.51 Corporate Debt Securities STATE GRID OVERSEAS INVT 2013 SR GLBL REGS 43 2043-05-22 4.375000 200000.00 219162.58 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEV2013 SR GLBL REGS 43 2043-10-17 5.375000 460000.00 557989.33 Corporate Debt Securities CORP FINAN DE DESARROLO S.A SUB GLBL REGS 29 254900BOM7T4MG6T0J30 2029-07-15 5.250000 441000.00 474277.12 Corporate Debt Securities CORP FINAN DE DESARROLO S.A SR GLBL REGS 25 254900BOM7T4MG6T0J30 2025-07-15 4.750000 274000.00 298820.59 Corporate Debt Securities BANCO DE CREDITO E ENVERSIONES SR GLBL REGS 23 549300E9E5Y3PKW24142 2023-02-11 4.000000 223000.00 235851.24 Corporate Debt Securities CORP NACIONAL DEL COBRE CHILE GLBL REGS NT 43 549300UVMBCBCIPSUI70 2043-10-18 5.625000 345000.00 422666.83 Corporate Debt Securities UBS AG STAMFORD BRH SR NT 1.8%18 2018-03-26 1.800000 510000.00 511479.00 Corporate Debt Securities SINOPEC GRP OVSEAS DEV 2012 SR GLBL REGS 22 2022-05-17 3.900000 323000.00 343813.04 Corporate Debt Securities SINOPEC CAP 2013 LTD SR GLBL REGS 43 2043-04-24 4.250000 4450000.00 4650456.43 Corporate Debt Securities MEGA ADVANCE INVTS LTD 2041-05-12 6.375000 845000.00 1131283.54 Corporate Debt Securities KUNLUN ENERGY COMPANY LTD SR -B REGS NT 25 2025-05-13 3.750000 200000.00 209186.00 Corporate Debt Securities HUTCHISON WHAMPOA INTL LTD GTD SR REG S 22 2022-01-13 4.625000 480000.00 521988.00 Corporate Debt Securities CAPITAL ONE NATL ASSN VA SR FLT NT 18 207ALC1P1YM0OVDV0K75 2018-08-17 2.464200 600000.00 606789.14 Corporate Debt Securities PNC BK N A PITTSBURGH PA SR NT 2.45%20 AD6GFRVSDT01YPT1CS68 2020-11-05 2.450000 4545000.00 4640798.50 Corporate Debt Securities HUNTINGTON NATL BANK SR NT 2.2%18 2WHM8VNJH63UN14OL754 2018-11-06 2.200000 859000.00 870703.40 Corporate Debt Securities COREVEST AMERN FIN 2017 1 TR 2049-10-15 3.756000 1400000.00 1346322.60 Private Label Collateralized Mortgage Obligations FLAGSTAR MTG TR 2017 2 2047-10-25 4.155950 1153000.00 907899.87 Private Label Collateralized Mortgage Obligations Y 2018-02-05 2018-02-05 2018-04-16 Y WELLS FARGO SECURITIES LLC 1.0000 97 N N N 0.0188 156989324.00 156989324.00 0.0063 N N N Y BNP PARIBAS SA BNP PARIBAS SA 1.570000% R0MUWSFPU8MPRO8K5P83 0001197610 928DGC008_1.57_0122 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PROGRESS RESIDENTIAL 2016 SFR 1 TR 2033-09-19 5.086700 2589479.00 2664021.17 Asset-Backed Securities MS HEQ LN TR 2006-1 M-2 20351225 FLT 2035-12-25 1.677900 281509.00 222698.09 Asset-Backed Securities SCOF 2 LTD 2028-01-15 8.159170 675270.00 589200.09 Asset-Backed Securities THL CR WIND RIVER CLO 2013-2R E-2-R 20301018 FLT 2030-10-18 8.953900 587307.00 596419.27 Asset-Backed Securities THL CR WIND RIVER CLO 2013-2R A-R 20301018 FLT 2030-10-18 2.583900 20000000.00 20008461.43 Asset-Backed Securities PARK PLACE SECS 2005-WHQ3 M-6 20350625 FLT 2035-06-25 2.287900 1059816.00 691841.64 Asset-Backed Securities OPTION ONE MTG LN TR 2005-5 M-2 20351225 FLT 2035-12-25 1.657900 935643.00 789655.29 Asset-Backed Securities BEAZER HOMES USA INC SR GLBL 144A 27 549300DUPYT2T0F60I45 2027-10-15 5.875000 22795000.00 22816132.86 Corporate Debt Securities PETROBRAS GLOB FIN SR GLBL REGS 28 549300FNENFFSMO3GT38 2028-01-27 5.999000 8796000.00 9083313.04 Corporate Debt Securities INTELSAT LUXEMBOURG S A SR NT 8.125%23 54930027UF5LR7S2XC75 2023-06-01 8.125000 28540000.00 18090197.85 Corporate Debt Securities HERTZ CORP SR SEC 144A NT22 549300PD0C69OJ0NLB27 2022-06-01 7.625000 2162581.00 2316417.10 Corporate Debt Securities BM&FBOVESPA S A - BOLSA DE VAL SR REGS NT5.5%20 4GTK5S46E6H318LMDS44 2020-07-16 5.500000 10835000.00 11614487.95 Corporate Debt Securities PMT CR RISK TRANSFER TR 2015-1 2025-08-25 6.237900 14136451.00 13268878.62 Private Label Collateralized Mortgage Obligations Y 2017-12-05 2017-12-05 2018-01-22 Y BNP Paribas SA 1.0000 35 N N N 0.0157 88982689.50 88982689.50 0.0036 N N N Y BNP PARIBAS SA BNP PARIBAS SA 1.050000% R0MUWSFPU8MPRO8K5P83 0001197610 928DZM005_1.05_1101 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-08-31 1.625000 9311000.00 9179372.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-28 1.375000 800.00 800.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-31 1.250000 100.00 99.48 U.S. Treasuries (including strips) Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 9000000.00 9000000.00 0.0004 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 1.060000% R0MUWSFPU8MPRO8K5P83 0001197610 928DZM005_1.06_1101 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 04.000 CLBH7878 2047-11-01 4.000000 4990652.00 5307517.69 Agency Mortgage-Backed Securities FNMS 03.500 CLBC4713 2046-10-01 3.500000 17667511.00 17164667.84 Agency Mortgage-Backed Securities 03.000 FGPC Q44374 G 2046-11-01 3.000000 9002866.00 8633575.98 Agency Mortgage-Backed Securities 03.000 FGPC V60493 G 2029-02-01 3.000000 4407456.00 2587521.70 Agency Mortgage-Backed Securities FNMS 03.000 CIAZ2079 2030-09-01 3.000000 5968952.00 5103228.62 Agency Mortgage-Backed Securities FNMS 03.500 CIAK0703 2027-02-01 3.500000 5835434.00 2210892.99 Agency Mortgage-Backed Securities 03.500 FGPC Q50879 G 2047-09-01 3.500000 94003080.00 96673034.16 Agency Mortgage-Backed Securities 04.500 FGPC Q48876 G 2047-06-01 4.500000 30797271.00 32448646.59 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3149 2047-10-01 4.000000 37522263.00 39479204.14 Agency Mortgage-Backed Securities FNMS 04.000 CTMA3004 2037-05-01 4.000000 6156056.00 6262498.52 Agency Mortgage-Backed Securities FNMS 02.500 CIAR4823 2028-01-01 2.500000 5253512.00 2837397.30 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-08-01 4.000000 112269.00 63057.91 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2022-07-15 0.125000 12001400.00 12859414.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-09-30 1.375000 100.00 99.73 U.S. Treasuries (including strips) Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 225000000.00 225000000.00 0.0091 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 1.280000% R0MUWSFPU8MPRO8K5P83 0001197610 928EDV007_1.28_1102 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AT&T INC SR GLBL NT4.9%37 549300Z40J86GGSTL398 2037-08-14 4.900000 3097425.00 3136915.45 Corporate Debt Securities ENTERPRISE PRODS OPER LP JR SB NT7.034%68 5493004LGN656HWLDA30 2068-01-15 7.034000 2229000.00 2296340.82 Corporate Debt Securities AT&T INC SR GLBL NT 5%21 549300Z40J86GGSTL398 2021-03-01 5.000000 7555000.00 8222282.79 Corporate Debt Securities FHLMC STACR 2016-DNA4 M-3 20290325 FLT 2029-03-25 5.037900 6000000.00 6580723.59 Private Label Collateralized Mortgage Obligations FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2024-02-26 5.737900 14250000.00 16448473.50 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2017-C03 1M-2 20291025 FLT 2029-10-25 4.237900 2000000.00 2067538.55 Private Label Collateralized Mortgage Obligations FANNIE MAE FLT 10/28 2028-10-25 7.137900 7043666.00 8084797.30 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2016-C03 1M-2 20281025 FLT 2028-10-25 6.537900 12091111.00 13861223.43 Private Label Collateralized Mortgage Obligations FHLMC STACR 2017-HQA2 B-1 20291226 FLT 2029-12-26 5.987900 2000000.00 2004276.44 Private Label Collateralized Mortgage Obligations FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2028-12-26 6.237900 17000000.00 19692466.76 Private Label Collateralized Mortgage Obligations Freddie Mac S6XOOCT0IEG5ABCC6L87 2023-11-27 5.487900 6370000.00 7020183.13 Private Label Collateralized Mortgage Obligations STACR 2015-DNA1 M3 2027-10-25 4.537900 4000000.00 4448196.44 Private Label Collateralized Mortgage Obligations FHLMC STACR 2016-HQA1 M-3 20280925 FLT 2028-09-25 7.587900 2649000.00 3185708.85 Private Label Collateralized Mortgage Obligations FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2023-07-25 4.637900 28925287.00 4071378.77 Private Label Collateralized Mortgage Obligations NEW RESI MTG TR 2017-3 B-6 20570425 FLT 2057-04-25 5.453100 1729094.00 538977.28 Private Label Collateralized Mortgage Obligations CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03 2024-07-25 4.237900 739397.00 781445.75 Private Label Collateralized Mortgage Obligations CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03 2024-07-25 4.137900 16740414.00 17316967.99 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT 2025-05-27 5.237900 3000000.00 2654523.54 Private Label Collateralized Mortgage Obligations Fannie Mae B1V7KEBTPIMZEU4LTD58 2029-04-25 5.487900 17943000.00 20083852.26 Private Label Collateralized Mortgage Obligations Fannie Mae B1V7KEBTPIMZEU4LTD58 2028-04-25 6.937900 680000.00 753808.16 Private Label Collateralized Mortgage Obligations Fannie Mae B1V7KEBTPIMZEU4LTD58 2025-02-25 5.537900 6000000.00 5131968.04 Private Label Collateralized Mortgage Obligations Fannie Mae B1V7KEBTPIMZEU4LTD58 2023-10-25 6.487900 1472.00 1696.52 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT 2028-09-25 7.237900 530076.00 612441.92 Private Label Collateralized Mortgage Obligations Fannie Mae B1V7KEBTPIMZEU4LTD58 2028-08-25 7.987900 5000000.00 5916012.71 Private Label Collateralized Mortgage Obligations Fannie Mae B1V7KEBTPIMZEU4LTD58 2028-08-25 8.187900 8000000.00 9465594.92 Private Label Collateralized Mortgage Obligations Fannie Mae B1V7KEBTPIMZEU4LTD58 2029-07-25 4.787900 81095.00 86331.17 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT 2025-07-25 6.237900 664000.00 653815.07 Private Label Collateralized Mortgage Obligations FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2028-04-25 5.937900 5270912.00 6124464.85 Private Label Collateralized Mortgage Obligations Y 2017-11-02 2017-11-02 2017-11-02 N N N 0.0128 150000000.00 150000000.00 0.0060 N N Y N BNP PARIBAS SA BNP PARIBAS SA 1.320000% R0MUWSFPU8MPRO8K5P83 0001197610 928EDV007_1.32_1101 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BLUEMOUNTAIN CLO LTD 2015-2 E 20270719 FLT 2027-07-19 6.703900 3497547.00 3520074.17 Asset-Backed Securities BABSON CLO LTD 2014-I D 20250721 FLT 2025-07-21 6.262600 848.00 846.12 Asset-Backed Securities BABSON CLO LTD 2014-I D 20250721 FLT 2025-07-21 6.262600 69420.00 69266.28 Asset-Backed Securities ING IM CLO LTD 2014-1 D 20260418 FLT 2026-04-18 6.253900 274335.00 276638.96 Asset-Backed Securities ING IM CLO LTD 2014-1 D 20260418 FLT 2026-04-18 6.253900 571747.00 576548.73 Asset-Backed Securities VENTURE XIX CLO LTD 2027-01-15 0.00 4000000.00 2526884.00 Asset-Backed Securities DRYDEN 38 SR LN FD 2027-07-15 7.409200 3227433.00 3273156.54 Asset-Backed Securities APIDOS CLO XVIII 2026-07-22 0.00 5000000.00 2775000.00 Asset-Backed Securities OCTAGON LN FDG LTD 2026-11-18 6.516700 2272545.00 2295548.43 Asset-Backed Securities PROGRESS RESIDENTIAL 2016 SFR 1 TR 2033-09-19 5.086700 1817410.00 1869726.96 Asset-Backed Securities SOUND PT CLO XII 549300EBWPUX52MGF160 2028-10-20 7.762600 1068883.00 1078877.75 Asset-Backed Securities PREFERRED TERM SECS 2003 B1 144 20331224 FLT 2033-12-24 2.941100 15000000.00 10316665.72 Asset-Backed Securities HSI ASSET SEC TR 2007-HE1 II-A-3 20370125 FLT 2037-01-25 1.427900 698721.00 494496.47 Asset-Backed Securities CATAMARAN CLO LTD 2015-1 SUB 20270422 FLT 2027-04-22 0.00 7499993.00 4440093.36 Asset-Backed Securities HILDENE CLO II LTD HILDENE CLO II LLC 2026-07-19 6.457300 280.00 280.22 Asset-Backed Securities MADISON PK FDG XII LTD 2026-07-20 6.462600 93789.00 93988.36 Asset-Backed Securities MADISON PK FDG XII LTD 2026-07-20 6.462600 4076492.00 4085157.20 Asset-Backed Securities LEGACY MTG ASSET TR 2017-RPL1 A 20700128 FLT 2070-01-28 2.991700 12793.00 11590.82 Asset-Backed Securities IVY HILL MID MKT CR FD 2014-9 E 20251020 FLT 2025-10-20 7.253900 12699.00 11289.53 Asset-Backed Securities NATIONSTAR HEQ LN TR 2007-B 2-AV-4 20370425 FLT 2037-04-25 1.557900 2998279.00 2819599.25 Asset-Backed Securities NAS PASS THRU TR 2016-1 B 20250510 7.5 2025-05-10 7.500000 5666406.00 5780980.99 Asset-Backed Securities MP CLO IV LTD 549300X19NY1Q4WRDY28 2029-07-25 8.367400 4999990.00 5047612.76 Asset-Backed Securities MAGNETITE XIV LTD 2028-07-18 6.603900 281048.00 283238.70 Asset-Backed Securities ALLEGRO CLO I LTD 2014-1 SUB A 20260130 FLT 2026-01-30 0.00 2425000.00 1406594.58 Asset-Backed Securities YORK CLO 2 LTD 5493009C48K5WG4EX118 2027-10-22 7.612500 276800.00 277620.19 Asset-Backed Securities CARLYLE US CLO 2017-1 SUB NT 20310421 FLT 2031-04-21 0.00 2750000.00 2626250.00 Asset-Backed Securities CARLYLE 2013-4 INCOME NT ISSUE ZERO 144A NT 25 2025-10-15 0.00 3000000.00 1605000.00 Asset-Backed Securities WACHOVIA BANK NATL ASSOC CP 2030-04-17 7.653300 2000000.00 2086312.59 Asset-Backed Securities BABSON CLO LTD 2015-I E 20270420 FLT 2027-04-20 6.662600 3999990.00 3981172.66 Asset-Backed Securities ARES XXXII CLO LTD 2014-32 D 20251117 FLT 2025-11-17 7.015000 3999994.00 4047991.71 Asset-Backed Securities CONTINENTAL AIRLN PT TR 2012-3 C 20180429 6.1 2018-04-29 6.125000 10355.00 10510.74 Asset-Backed Securities CEDAR FDG VIII CLO LTD 2017-8 E 20301017 FLT 549300PTCF9P2JDL1E69 2030-10-17 7.718300 2250000.00 2162956.53 Asset-Backed Securities PARK PLACE SECS 2005-WHQ3 M-6 20350625 FLT 2035-06-25 2.287900 357989.00 233693.11 Asset-Backed Securities WEST CLO LTD 2014-2 D 20270119 FLT 2027-01-19 6.409200 134791.00 133960.75 Asset-Backed Securities SCOF 2 LTD 2028-01-15 8.159170 4204.00 3668.16 Asset-Backed Securities HALCYON LN ADV FDG 2012-1 D 20230815 FLT 2023-08-15 6.815000 33833.00 30517.48 Asset-Backed Securities DRYDEN 31 SR LN FD 2014-31 SUB 20260420 FLT 2026-04-20 0.00 3000000.00 1185000.00 Asset-Backed Securities HALCYON LN ADV FDG 2013-2 E 20250801 FLT 2025-08-01 7.060600 58.00 57.75 Asset-Backed Securities YORK CLO 3 LTD 2029-10-20 7.762600 3000000.00 3002899.96 Asset-Backed Securities SCANA CORP NEW FR 4.75%051521 V8HA8TAJG10VL0G7B254 2021-05-15 4.750000 88000.00 93619.92 Corporate Debt Securities FREEPORT-MCMORAN INC SR NT 5.45%43 2043-03-15 5.450000 269000.00 255742.04 Corporate Debt Securities CNH INDUSTRIAL CAPITAL LLC SR GLBL NT 22 2022-04-05 4.375000 13963.00 14854.67 Corporate Debt Securities CDN IMPERIAL BK COMM TORONTO O FR 2.1%100520 2IGI19DL77OX0HC3ZE78 2020-10-05 2.100000 171.00 170.87 Corporate Debt Securities FORTRESS TRANS INFRST INVS LLC SR GLBL 144A 22 2022-03-15 6.750000 2000000.00 2102250.00 Corporate Debt Securities WALGREENS BOOTS ALLIANCE INC SR NT 4.5%34 549300RPTUOIXG4LIH86 2034-11-18 4.500000 78000.00 81809.91 Corporate Debt Securities INTELSAT CONNECT FIN S A SR 144A NT 22 2022-04-01 12.500000 662824.00 659325.76 Corporate Debt Securities MUELLER INDS INC SUB DEB 6%27 5493005IZFE4VJLLYG84 2027-03-01 6.000000 102000.00 106462.50 Corporate Debt Securities HRG GROUP INC SR SEC NT 19 549300JM0MJETDD30O20 2019-07-15 7.875000 1870000.00 1932041.92 Corporate Debt Securities GRIFFON CORP SR GLBL 144A 22 5493000C2SGNC7ZN3242 2022-03-01 5.250000 495000.00 504518.44 Corporate Debt Securities HOME BANCSHARES INC SB NT FXD/FLT 27 2027-04-15 5.625000 47000.00 49467.50 Corporate Debt Securities PILGRIMS PRIDE CORP NEW SR GLBL 144A 27 549300ZSLGV64ZL3HD75 2027-09-30 5.875000 625000.00 650138.89 Corporate Debt Securities SOUTH CAROLINA ELEC & GAS CO 1MTG BD 4.1% 46 3QRVFYR22IUIEOORTK28 2046-06-15 4.100000 2000.00 1998.46 Corporate Debt Securities SAEXPLORATION HLDGS INC SR SEC NT 10%19 2019-07-15 10.000000 150000.00 104563.72 Corporate Debt Securities COMCEL TR SR GLBL REGS 24 2024-02-06 6.875000 1637000.00 1758306.02 Corporate Debt Securities AMERICAN ENERGY SR FL 144A BD 19 2019-08-01 7.876800 696000.00 657505.60 Corporate Debt Securities AAF HLDGS LLC / AAF FIN CO 12.75%19 2019-07-01 12.000000 1031000.00 1123790.00 Corporate Debt Securities BAT CAP CORP SR 144A NT 20 2138005GYEXN7XRHFA84 2020-08-14 2.297000 999.00 1004.56 Corporate Debt Securities AVANTOR INC SR GLBL 144A 25 5493003VM0XB4U8YD238 2025-10-01 9.000000 507602.00 512551.12 Corporate Debt Securities AVANTOR INC SR GLBL 144A 25 5493003VM0XB4U8YD238 2025-10-01 9.000000 2000000.00 2019500.00 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR DEB 6.2%36 2036-08-15 6.200000 200000.00 264441.78 Corporate Debt Securities BI-LO LLC / BI-LO FIN CORP SR SEC 144A NT19 2019-02-15 9.250000 1224000.00 1140802.00 Corporate Debt Securities CALIFORNIA RES CORP SR SEC 144A NT22 5493003Q8F0T4F4YMR48 2022-12-15 8.000000 15000.00 10311.18 Corporate Debt Securities CSC HLDGS INC SR NT 5.25%24 3HG2WD2W22M120IUNG49 2024-06-01 5.250000 1811000.00 1850615.62 Corporate Debt Securities NEWCASTLE COAL INFRASTRUCTURE SR SEC REGS NT27 2027-09-29 4.400000 225.00 229.22 Corporate Debt Securities TULLOW OIL PLC SR GLBL REGS 22 2138003EYHWO75RKS857 2022-04-15 6.250000 2000000.00 2000555.56 Corporate Debt Securities VEREIT OPERATING PRTNERSHIP LP SR GLBL NT 27 5493005TQOUJE1LCS698 2027-08-15 3.950000 199.00 200.58 Corporate Debt Securities FBM FIN INC SR SEC 144A NT21 2021-08-15 8.250000 74000.00 80098.83 Corporate Debt Securities ENLINK MIDSTREAM PARTNERS LP PERP UNIT 88CPW63VL7KHJWS0NY83 2099-12-31 6.000000 290.00 294.78 Corporate Debt Securities DAVITA INC SR GLBL NT 24 M2XHYMU3TZNEZURC6H66 2024-07-15 5.125000 40000.00 40978.81 Corporate Debt Securities TORONTO DOMINION BANK SR GLBL INDX 19 PT3QB789TSUIDF371261 2019-10-15 0.00 10000.00 9927.30 Corporate Debt Securities TORONTO DOMINION BANK SR GLBL INDX 19 PT3QB789TSUIDF371261 2019-09-27 0.00 159895.00 171823.17 Corporate Debt Securities CHS / CMNTY HEALTH SYS INC SR NT 8%19 5493007X5NC5XI1BB106 2019-11-15 8.000000 1750000.00 1727055.55 Corporate Debt Securities BC MTN LLC / BC MTN FIN INC SR 144A NT 7%21 549300LWC59TPOM4ZR02 2021-02-01 7.000000 27000.00 26055.00 Corporate Debt Securities HEXION INC SR SEC GLBL 22 54930030FZF8HYAEHM46 2022-02-01 13.750000 1137000.00 951526.88 Corporate Debt Securities HERTZ CORP SR NT 5.875%20 549300PD0C69OJ0NLB27 2020-10-15 5.875000 6000.00 5955.67 Corporate Debt Securities HERTZ CORP SR NT 7.375%21 549300PD0C69OJ0NLB27 2021-01-15 7.375000 42000.00 43122.04 Corporate Debt Securities DAIMLER FINANCE NORTH AMER LLC SR 144A NT 2%21 549300423Z16BB673J12 2021-07-06 2.000000 334000.00 333264.83 Corporate Debt Securities COOPER-STANDARD AUTOMOTIVE INC SR 144A NT 26 ITCH5B3Q4RTX2PH9UN62 2026-11-15 5.625000 2000000.00 2121875.00 Corporate Debt Securities COLUMBUS SOUTHERN PWR CO SR -D NT 6.6%33 06ZODLC132CY1O2Y7D77 2033-03-01 6.600000 164000.00 214359.48 Corporate Debt Securities CITIGROUP INC SR NT FXD/FLT 28 6SHGI4ZSSLCXXQSBB395 2028-01-10 3.887000 40000.00 41691.00 Corporate Debt Securities ENTERGY TEXAS INC 1MTG 7.125%19 LWXX58X12AJXISQ28573 2019-02-01 7.125000 300000.00 323298.75 Corporate Debt Securities CALPINE CORP SR NT 5.375%23 43R4VPJBXTU2O15HEF41 2023-01-15 5.375000 2000000.00 1954777.78 Corporate Debt Securities FREEPORT-MCMORAN INC SR NT 2.375%18 2018-03-15 2.375000 25000.00 25044.62 Corporate Debt Securities XPO LOGISTICS INC SR 144A NT6.5%22 54930096DB9LCLPN7H13 2022-06-15 6.500000 2000.00 2146.61 Corporate Debt Securities XPO LOGISTICS INC SR 144A NT6.5%22 54930096DB9LCLPN7H13 2022-06-15 6.500000 150000.00 160995.83 Corporate Debt Securities ZIGGO SECD FIN B V SR SEC GLBL 27 5493004ZFKKSO1IHO030 2027-01-15 5.500000 1620000.00 1676610.00 Corporate Debt Securities MCCLATCHY CO SR SEC GLBL NT22 549300O2Y2UWR3BER320 2022-12-15 9.000000 1930000.00 2080057.50 Corporate Debt Securities INTELSAT LUXEMBOURG S A SR NT 7.75%21 54930027UF5LR7S2XC75 2021-06-01 7.750000 2500000.00 1630729.16 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR NT FXD/FLT 28 784F5XWPLTWKTBV3E584 2028-06-05 3.691000 27703.00 28388.90 Corporate Debt Securities PETROBRAS GLBL FIN B V SR GLBL NT 22 549300FNENFFSMO3GT38 2022-01-17 6.125000 948000.00 1040140.33 Corporate Debt Securities TELECOM ITALIA CAP S.A. SR GLBL NT 19 549300777DJZOR5C4L39 2019-06-18 7.175000 30000.00 33157.73 Corporate Debt Securities SLM CORP SR NT 8% 20 54930067J0ZNOEBRW338 2020-03-25 8.000000 11000.00 12229.25 Corporate Debt Securities FERROGLOBE PLC/ GLOBE SPECIALT SR GLBL 144A 22 2022-03-01 9.375000 1200000.00 1314750.00 Corporate Debt Securities PRIDE INTL INC DEL SR NT 7.875%40 2040-08-15 7.875000 2000000.00 1733250.00 Corporate Debt Securities MONTIONSTAR MTGE ;;C 2020-10-01 7.875000 1970000.00 2022328.12 Corporate Debt Securities ROYAL BK SCOTLAND GROUP PLC FR 6.1%061023 2138005O9XJIJN4JPN90 2023-06-10 6.100000 900000.00 1023130.50 Corporate Debt Securities PVH CORP SR NT 4.5%22 123WALMHY1GZXG2YDL90 2022-12-15 4.500000 20000.00 20690.00 Corporate Debt Securities ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 25 2025-03-15 5.750000 316000.00 281128.52 Corporate Debt Securities ADVANCED MICRO DEVICES INC SR NT 7.5%22 R2I72C950HOYXII45366 2022-08-15 7.500000 350000.00 399074.67 Corporate Debt Securities DEUTSCHE BANK A G SUB GLBL NT 28 7LTWFZYICNSX8D621K86 2028-05-24 4.296000 1515000.00 1537551.28 Corporate Debt Securities UNICREDIT SPA FR 5.861%061932 549300TRUWO2CD2G5692 2032-06-19 5.861000 353000.00 383322.82 Corporate Debt Securities TRANSOCEAN INC SR 144A NT 9%23 DOL4HJ22ADYSIWES4H94 2023-07-15 9.000000 1500000.00 1671000.00 Corporate Debt Securities WILLIAMS COS INC DEL SR NT 3.7%23 D71FAKCBLFS2O0RBPG08 2023-01-15 3.700000 2000000.00 2039288.89 Corporate Debt Securities CAIXA ECONOMICA 2017-11-06 2.375000 233000.00 235396.44 Corporate Debt Securities CSC HLDGS INC SR NT 6.75%21 3HG2WD2W22M120IUNG49 2021-11-15 6.750000 15000.00 17041.87 Corporate Debt Securities CSC HLDGS INC SR 144A NT5.5%27 3HG2WD2W22M120IUNG49 2027-04-15 5.500000 563000.00 582673.72 Corporate Debt Securities CANADIAN IMP BK COMM SR GLBL INDX 19 2IGI19DL77OX0HC3ZE78 2019-03-28 0.00 2000.00 2117.80 Corporate Debt Securities CANADIAN IMP BK COMM SR GLBL INDX 20 2020-03-20 0.00 18000.00 18626.40 Corporate Debt Securities TORONTO DOMINION BANK SR GLBL INDX 21 PT3QB789TSUIDF371261 2021-12-29 0.00 145898.00 154781.29 Corporate Debt Securities WAMU 2006-AR9 1A 2046-08-25 1.944200 7179110.00 1510375.25 Private Label Collateralized Mortgage Obligations PMT CR RISK TRANSFER TR 2015-2 2025-12-25 6.237900 824.00 763.90 Private Label Collateralized Mortgage Obligations FHLMC STACR 2016-DNA1 M-3 20280725 FLT 2028-07-25 6.787900 1183.00 1381.77 Private Label Collateralized Mortgage Obligations FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2025-03-25 5.037900 294.00 318.11 Private Label Collateralized Mortgage Obligations Fannie Mae B1V7KEBTPIMZEU4LTD58 2023-10-25 6.487900 1190357.00 1371921.41 Private Label Collateralized Mortgage Obligations Fannie Mae B1V7KEBTPIMZEU4LTD58 2029-09-25 6.737900 1081.00 1142.99 Private Label Collateralized Mortgage Obligations CONNECTICUT AVENUE SECURITIES SERIES 2014-C01 2024-01-25 5.637900 1480.00 1666.55 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT 2029-11-26 6.287900 307000.00 314660.96 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT 2029-11-26 6.287900 1337190.00 1370558.58 Private Label Collateralized Mortgage Obligations NEW RESI MTG LN TR 2017-2 B-5 20570325 FLT 2057-03-25 5.383700 1615999.00 1326437.46 Private Label Collateralized Mortgage Obligations Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0132 110000000.00 110000000.00 0.0044 N Y Y N DANSKE BANK A/S (LONDON BRANCH) DANSKE BANK A/S (LONDON BRANCH) 1.340000% 0001142175 931JHD007 Certificate of Deposit Y 2017-12-22 2017-12-22 2017-12-22 N N N 0.0126 70507737.38 70507737.38 0.0028 N N N N COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.457900% 0000008565 931UGD003 Certificate of Deposit Y 2017-11-24 2018-04-24 2018-04-24 N N N 0.0135 62032054.00 62032054.00 0.0025 N N N N DANSKE BANK A/S (LONDON BRANCH) DANSKE BANK A/S (LONDON BRANCH) 1.335000% 0001142175 931WLW001 Certificate of Deposit Y 2017-12-08 2017-12-08 2017-12-08 N N N 0.0124 85008415.85 85008415.85 0.0034 N N N N BARCLAYS BANK PLC BARCLAYS BANK PLC 1.050000% G5GSEF7VJP5I7OUK5573 0001484212 932BDJ004_1.05_1101 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2017-11-30 0.625000 100.00 100.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-15 0.875000 100.00 100.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-31 1.500000 100.00 100.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 3.750000 3135900.00 3262422.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-10-31 1.875000 100.00 99.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-09-30 1.375000 199800.00 191792.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-09-30 1.375000 200100.00 198395.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 2.500000 100.00 102.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-31 1.500000 100.00 100.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-11-30 2.000000 100.00 100.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-30 1.875000 200.00 201.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-30 1.500000 300000.00 301224.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-30 1.250000 100.00 100.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-30 1.375000 1015000.00 1019565.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-31 2.125000 100.00 101.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-03-31 1.375000 100.00 99.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-03-15 1.625000 100.00 100.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-28 1.875000 3839900.00 3843469.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-28 2.000000 1979900.00 2000493.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-28 1.125000 100.00 99.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-02-15 1.625000 2272900.00 2162891.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-31 1.250000 3900000.00 3903316.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 3.125000 121395300.00 128614826.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-15 3.500000 100.00 106.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-04-30 1.875000 881100.00 877901.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-30 1.375000 400.00 397.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-30 1.250000 200.00 199.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-15 0.750000 153130000.00 151186672.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-31 1.625000 9329900.00 9377692.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-15 0.750000 67753000.00 66991699.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-12-31 2.375000 1300.00 1334.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-12-31 1.125000 4690600.00 4659865.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-12-07 0.00 960000.00 959027.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-08-15 4.500000 100.00 129.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 8.750000 1189400.00 1440321.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 3.375000 54075900.00 60179950.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-05-15 4.250000 800.00 1012.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-02-15 4.750000 200.00 269.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-11-15 2.875000 2417900.00 2447454.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 3.000000 800.00 830.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-08-15 2.875000 2152800.00 2166423.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 3.750000 2006200.00 2351319.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-08-15 3.875000 300.00 357.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 1.375000 2327100.00 2320530.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 0.750000 1150000.00 1140799.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-31 1.875000 25800000.00 25869595.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-31 1.500000 105287700.00 103872896.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-06-30 1.625000 4719800.00 4738060.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-31 2.000000 3441000.00 3490199.95 U.S. Treasuries (including strips) United States Treasury Department 2040-02-15 4.625000 1700.00 2244.45 U.S. Treasuries (including strips) United States Treasury Department 2028-11-15 5.250000 100.00 130.16 U.S. Treasuries (including strips) Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 578000000.00 578000000.00 0.0233 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 1.050000% G5GSEF7VJP5I7OUK5573 0001484212 932BDJ004_1.05_1103 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 04.500 CLAL9846 2047-02-01 4.500000 152452086.00 135705485.55 Agency Mortgage-Backed Securities FNMS 04.500 CLAS3877 2044-11-01 4.500000 52160233.00 34279212.80 Agency Mortgage-Backed Securities Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0105 164999109.00 164999109.00 0.0066 N N Y N DANSKE BANK A/S (LONDON BRANCH) DANSKE BANK A/S (LONDON BRANCH) 1.335000% 0001142175 932DBJ002 Certificate of Deposit Y 2017-11-20 2017-11-20 2017-11-20 N N N 0.0123 15000909.00 15000909.00 0.0006 N N N N COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.378900% 0000008565 932PFH005 Certificate of Deposit Y 2017-11-14 2018-06-14 2018-06-14 N N N 0.0156 79911636.00 79911636.00 0.0032 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.230000% 94989RKE7 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0119 29000029.29 29000029.29 0.0012 N Y Y N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.514500% 94989RKL1 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-01-29 2018-05-29 2018-05-29 N N N 0.0140 142095993.42 142095993.42 0.0057 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.355000% 94989RLB2 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2017-11-09 2017-12-01 2017-12-01 N N N 0.0119 11001617.11 11001617.11 0.0004 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.400000% 94989RNR5 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0131 142034095.62 142034095.62 0.0057 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.410000% 94989RNU8 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0130 82022345.82 82022345.82 0.0033 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.408900% 94989RNV6 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2017-11-20 2018-04-20 2018-04-20 N N N 0.0138 11001969.11 11001969.11 0.0004 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.395000% 94989RQD3 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2017-11-07 2018-06-07 2018-06-07 N N N 0.0141 122997171.00 122997171.00 0.0050 N N N N WESTPAC BANKING CORP (NEW YORK BRANCH) WESTPAC BANKING CORP (NEW YORK BRANCH) 1.468900% 96121T3K2 Certificate of Deposit Y 2017-11-20 2018-04-20 2018-04-20 N N N 0.0137 95047500.95 95047500.95 0.0038 N N N N WESTPAC BANKING CORP WESTPAC BANKING CORP 1.381700% 9612C4WT4 EN5TNI6CI43VEPAMHL14 Financial Company Commercial Paper Y 2017-11-29 2018-05-29 2018-05-29 N N N 0.0139 101078478.01 101078478.01 0.0041 N N N N ING BANK NV (AMSTERDAM BRANCH) ING BANK NV (AMSTERDAM BRANCH) 1.355000% 0000319432 964BAB005 Certificate of Deposit Y 2017-11-10 2018-02-12 2018-02-12 N N N 0.0136 40000000.00 40000000.00 0.0016 N N N N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 1.060000% 549300QJJX6CVVUXLE15 0000050916 964FUR009_1.06_1101 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 2025-05-15 2.125000 5098800.00 5100170.72 U.S. Treasuries (including strips) Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 5000000.00 5000000.00 0.0002 N Y Y N ING BANK NV (AMSTERDAM BRANCH) ING BANK NV (AMSTERDAM BRANCH) 1.540000% 0000319432 964GAF005 Certificate of Deposit Y 2018-04-23 2018-04-23 2018-04-23 N N N 0.0150 88017519.04 88017519.04 0.0035 N N N N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 1.050000% RUC0QBLBRPRCU4W1NE59 0000009622 964GBW007_1.05_1101 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2017-11-30 0.875000 901600.00 904616.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-31 1.375000 4900.00 4915.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-15 0.875000 100.00 99.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-06-30 1.625000 60053000.00 60285338.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-31 1.500000 5600.00 5631.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-16 0.00 1200.00 1186.95 U.S. Treasuries (including strips) Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 60000000.00 60000000.00 0.0024 N Y Y N DANSKE BANK A/S (LONDON BRANCH) DANSKE BANK A/S (LONDON BRANCH) 1.400000% 0001142175 964GPZ005 Certificate of Deposit Y 2018-02-05 2018-02-05 2018-02-05 N N N 0.0139 71002658.24 71002658.24 0.0029 N N N N DANSKE BANK A/S (LONDON BRANCH) DANSKE BANK A/S (LONDON BRANCH) 1.335000% 0001142175 964WBK008 Certificate of Deposit Y 2017-11-08 2017-11-08 2017-11-08 N N N 0.0122 6000150.12 6000150.12 0.0002 N N N N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.310000% VYVVCKR63DVZZN70PB21 0000827124 976PTX002_1.31_1101 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WELLS FARGO COML TR 2015-NXS3 D 20570917 3.1 549300ZVNWG0TX42H716 2057-09-17 3.153000 142620.00 109238.38 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2014-LC18 D 20471217 FLT 5493007CD1Q2V06I4172 2047-12-17 3.957000 4000000.00 3357727.47 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2014 OAK4 2044-09-25 4.040900 3903774.00 3664922.03 Private Label Collateralized Mortgage Obligations JP MORGAN RESEC TR 2014-2 4-A-9 20351227 FLT 5493004EDOTOJ5TDDQ63 2035-12-27 2.172100 9718309.00 7970903.93 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 2014-GC25 D 20471011 3.5 2047-10-11 3.548000 9469000.00 7424525.17 Private Label Collateralized Mortgage Obligations CSMC TRUST 2014-IVR1 B-4 20431125 FLT 2043-11-25 3.689100 3305000.00 3050295.93 Private Label Collateralized Mortgage Obligations CSMC TRUST 2013-IVR2 B-4 20430425 FLT 2043-04-25 3.428400 5315000.00 4666791.17 Private Label Collateralized Mortgage Obligations CSMC SERIES 2010-8R 3-A-12 20350726 FLT 2035-07-26 3.627200 8027000.00 6556935.49 Private Label Collateralized Mortgage Obligations Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0131 32000000.00 32000000.00 0.0013 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.310000% VYVVCKR63DVZZN70PB21 0000827124 976PTX002_1.31_1107 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BOC AVIATION PTE LTD FR 2.375%091521 2021-09-15 2.375000 800000.00 785515.78 Corporate Debt Securities METROPOLITAN LIFE GLOBAL FDG I FR 1.875%062218 2018-06-22 1.875000 1000000.00 1008498.75 Corporate Debt Securities MASSMUTUAL GLBL FDG II MTN144A FR 2%041521 2021-04-15 2.000000 3140000.00 3116258.11 Corporate Debt Securities NONGHYUP BANK FR 1.875%091221 988400GSDJCW3LKJBD20 2021-09-12 1.875000 370000.00 356721.47 Corporate Debt Securities PROTECTIVE LIFE GLOBAL FUNDING FR 1.722%041519 635400EVYITCJYWL2I50 2019-04-15 1.722000 500000.00 499672.67 Corporate Debt Securities PRICOA GLBL FDG I MTN 144A FR 2.55%112420 2020-11-24 2.550000 3745000.00 3831812.22 Corporate Debt Securities BANK AMER CORP FR 5%051321 9DJT3UXIJIZJI4WXO774 2021-05-13 5.000000 80000.00 88763.47 Corporate Debt Securities BANK AMER CORP MTN-L 5.65%18 9DJT3UXIJIZJI4WXO774 2018-05-01 5.650000 1075000.00 1126180.75 Corporate Debt Securities BANCO SANTANDER CHILE NEW FR 3.875%092022 3YJP8HORPAEXJ80D6368 2022-09-20 3.875000 1520000.00 1601188.06 Corporate Debt Securities KOMMUNINVEST I SVERIGE AB FR 1.125%100918 EV2XZWMLLXF2QRX0CD47 2018-10-09 1.125000 11240000.00 11194787.10 Corporate Debt Securities HSBC USA INC NEW FR 2.35%030520 549300LBOHZ4QSIWU288 2020-03-05 2.350000 292000.00 294810.66 Corporate Debt Securities GOLDMAN SACHS GROUP INC SUB NT 6.75%37 784F5XWPLTWKTBV3E584 2037-10-01 6.750000 900000.00 1195546.50 Corporate Debt Securities BANK AMER CORP FR 5.625%070120 9DJT3UXIJIZJI4WXO774 2020-07-01 5.625000 1560000.00 1724502.00 Corporate Debt Securities BANK AMER CORP FR 7.625%060119 9DJT3UXIJIZJI4WXO774 2019-06-01 7.625000 5805000.00 6483202.98 Corporate Debt Securities MORGAN STANLEY FR 5.95%122817 IGJSJL3JD5P30I6NJZ34 2017-12-28 5.950000 2859000.00 2936733.83 Corporate Debt Securities MORGAN STANLEY SR NT 6.625%18 IGJSJL3JD5P30I6NJZ34 2018-04-01 6.625000 12699000.00 13026517.80 Corporate Debt Securities METRO LIFE GBL FND I 2019-04-10 2.300000 910000.00 917581.82 Corporate Debt Securities KOREA GAS CORP GLBL MTN REG S FR 2.25%071826 2026-07-18 2.250000 2100000.00 1943082.75 Corporate Debt Securities USAA CAP CORP MTN BE 144A FR 2.45%080120 2020-08-01 2.450000 155000.00 156769.33 Corporate Debt Securities UBS AG STAMFORD BRANCH, 2017-12-20 5.875000 1981000.00 2035216.94 Corporate Debt Securities RABOBANK NEDERLAND GLBL 144A FR 4.75%011520 DG3RU1DBUFHT4ZF9WN62 2020-01-15 4.750000 651000.00 697687.19 Corporate Debt Securities PETROLEOS MEXICANOS MTN REG S FR 5.375%031322 549300CAZKPF4HKMPX17 2022-03-13 5.375000 287000.00 306707.33 Corporate Debt Securities MORGAN STANLEY FR 5.625%092319 IGJSJL3JD5P30I6NJZ34 2019-09-23 5.625000 1015000.00 1086199.71 Corporate Debt Securities MORGAN STANLEY FR 7.3%051319 IGJSJL3JD5P30I6NJZ34 2019-05-13 7.300000 890000.00 989774.93 Corporate Debt Securities MORGAN STANLEY FR 5.5%012620 IGJSJL3JD5P30I6NJZ34 2020-01-26 5.500000 413000.00 448375.06 Corporate Debt Securities MORGAN STANLEY FR 5.75%012521 IGJSJL3JD5P30I6NJZ34 2021-01-25 5.750000 1129000.00 1264607.95 Corporate Debt Securities MORGAN STANLEY FR 6.25%080926 IGJSJL3JD5P30I6NJZ34 2026-08-09 6.250000 1358000.00 1646977.12 Corporate Debt Securities PETROLEOS MEXICANOS MTN REG S FR 5.5%020419 549300CAZKPF4HKMPX17 2019-02-04 5.500000 1000000.00 1050791.67 Corporate Debt Securities PETROLEOS MEXICANOS MTN 144A FR 5.375%031322 549300CAZKPF4HKMPX17 2022-03-13 5.375000 403000.00 430672.67 Corporate Debt Securities PETROLEOS MEXICANOS FR 6.75%092147 549300CAZKPF4HKMPX17 2047-09-21 6.750000 1035000.00 1071121.50 Corporate Debt Securities PETROLEOS MEXICANOS FR 4.625%092123 549300CAZKPF4HKMPX17 2023-09-21 4.625000 1405000.00 1443551.64 Corporate Debt Securities PETROLEOS MEXICANOS FR 4.5%012326 549300CAZKPF4HKMPX17 2026-01-23 4.500000 40000.00 40030.00 Corporate Debt Securities NORTHWESTERN MUT LIFE INS CO SUB GLBL 144A 40 1DU7IM20QESYGDO4HO54 2040-03-30 6.063000 10180000.00 13420201.54 Corporate Debt Securities Y 2017-11-07 2017-11-07 2017-11-07 N N N 0.0131 68000000.00 68000000.00 0.0027 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.320000% VYVVCKR63DVZZN70PB21 0000827124 976PTX002_1.32_1101 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UNITEDHEALTH GROUP INC SR GLBL NT4.2%47 549300GHBMY8T5GXDE41 2047-01-15 4.200000 1450000.00 1555830.67 Corporate Debt Securities HEINZ H J CO SR GLBL REGS 25 5493003STKEZ2S0RNU91 2025-02-15 4.875000 498000.00 537477.29 Corporate Debt Securities INTEL CORP SR GLBL NT4.1%46 KNX4USFCNGPY45LOCE31 2046-05-19 4.100000 57000.00 61530.36 Corporate Debt Securities PEPSICO INC SR GLBL NT 44 FJSUNZKFNQ5YPJ5OT455 2044-10-22 4.250000 90000.00 96685.43 Corporate Debt Securities OMEGA HEALTHCARE INVS INC SR GLBL NT 26 549300OJ7ENK42CZ8E73 2026-01-15 5.250000 3003000.00 3223595.37 Corporate Debt Securities NATIONAL RURAL UTILS COOP FIN SB NT FXD/FLT 46 4NYF266XZC35SCTGX023 2046-04-20 5.250000 3530000.00 3816862.51 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT4.2%34 51M0QTTNCGUN7KFCFZ59 2034-08-15 4.200000 16000.00 17206.19 Corporate Debt Securities CELGENE CORP SR GLBL NT 44 4SIHMF0MOSTTL8CD0X64 2044-05-15 4.625000 113000.00 121709.63 Corporate Debt Securities LAZARD LLC SR NT 4.25%20 FI94J2CJ1D7BIGVMS874 2020-11-14 4.250000 3000.00 3222.14 Corporate Debt Securities JOHNSON & JOHNSON SR GLBL NT 23 549300G0CFPGEF6X2043 2023-12-05 3.375000 45000.00 48397.84 Corporate Debt Securities AMEREN ILL CO SR SEC GLBL NT46 RC71E2BZ6UOMFPDJSE79 2046-03-15 4.150000 49000.00 52950.52 Corporate Debt Securities AT&T INC SR GLBL NT5.2%20 549300Z40J86GGSTL398 2020-03-15 5.200000 7695000.00 8266157.10 Corporate Debt Securities BECTON DICKINSON & CO SR GLBL NT 44 ICE2EP6D98PQUILVRZ91 2044-12-15 4.685000 125000.00 134257.36 Corporate Debt Securities RPM INTL INC SR NT 6.125%19 549300TJCKW4BRXPJ474 2019-10-15 6.125000 19000.00 20465.51 Corporate Debt Securities TRINITY ACQUISITION PLC SR GLBL NT 23 2023-08-15 4.625000 473000.00 510326.27 Corporate Debt Securities THERMO FISHER SCIENTIFIC INC SR NT 4.15%24 HCHV7422L5HDJZCRFL38 2024-02-01 4.150000 3316000.00 3569690.58 Corporate Debt Securities SUNOCO LOGISTICS PARTNERS SR NT 5.5%20 5493006LL0CKP8WQW329 2020-02-15 5.500000 1409000.00 1518875.39 Corporate Debt Securities ANTHEM INC SR NT 7%19 8MYN82XMYQH89CTMTH67 2019-02-15 7.000000 25000.00 26956.94 Corporate Debt Securities UNITEDHEALTH GROUP INC SR NT 4.25%43 549300GHBMY8T5GXDE41 2043-03-15 4.250000 3306000.00 3573853.96 Corporate Debt Securities NEWELL BRANDS INC SR NT 4.7%20 549300LWGYFM1TVO1Z12 2020-08-15 4.700000 85000.00 91387.09 Corporate Debt Securities LIBERTY MUT GROUP INC SR 144A NT 23 QUR0DG15Z6FFGYCHH861 2023-06-15 4.250000 3897000.00 4209989.72 Corporate Debt Securities STATE STR CORP SR NT 4.375%21 549300ZFEEJ2IP5VME73 2021-03-07 4.375000 7000.00 7538.32 Corporate Debt Securities COMCAST CORP NEW SR NT 5.7%19 51M0QTTNCGUN7KFCFZ59 2019-07-01 5.700000 18000.00 19450.26 Corporate Debt Securities HONEYWELL INTL INC SR NT 4.25%21 ISRPG12PN4EIEOEMW547 2021-03-01 4.250000 821000.00 882167.24 Corporate Debt Securities HCP INC SR GLBL NT 23 PZ9HF5U52KPF0MH0QN75 2023-11-15 4.250000 1405000.00 1516988.65 Corporate Debt Securities EOG RES INC SR NT 5.625%19 XWTZDRYZPBUHIQBKDB46 2019-06-01 5.625000 347000.00 375085.31 Corporate Debt Securities BANK N S HALIFAX SR GLBL NT 21 L3I9ZG2KFGXZ61BMYR72 2021-01-13 4.375000 65000.00 70040.42 Corporate Debt Securities AT&T INC SR GLBL NT 19 549300Z40J86GGSTL398 2019-10-01 5.875000 11006000.00 11844171.10 Corporate Debt Securities AON PLC SR NT 4%23 VVT2B79I2Z4U3R6BY589 2023-11-27 4.000000 5880000.00 6347701.74 Corporate Debt Securities BERKSHIRE HATHAWAY FIN CORP GTD SR NT4.25%21 2021-01-15 4.250000 56000.00 60406.86 Corporate Debt Securities ENBRIDGE INC SR GLBL NT 26 98TPTUM4IVMFCZBCUR27 2026-12-01 4.250000 20000.00 21471.77 Corporate Debt Securities DOW CHEM CO SR NT 4.125%21 ZQUIP1CSZO8LXRBSOU78 2021-11-15 4.125000 361000.00 389808.10 Corporate Debt Securities L3 TECHNOLOGIES INC SR NT 4.75%20 1Z5XNJ6GMBVHFWE2W878 2020-07-15 4.750000 290000.00 312473.87 Corporate Debt Securities KINDER MORGAN INC DEL SR GLBL 144A 21 549300WR7IX8XE0TBO16 2021-02-15 5.000000 160000.00 172951.29 Corporate Debt Securities APACHE CORP SR NT 5.1%40 72ZZ1XRHOOU9P9X16K08 2040-09-01 5.100000 211000.00 226900.96 Corporate Debt Securities AMERICAN INTL GROUP INC SR GLBL NT 24 ODVCVCQG2BP6VHV36M30 2024-02-15 4.125000 2276000.00 2443054.61 Corporate Debt Securities AMAZON COM INC SR BD 3.8%24 ZXTILKJKG63JELOEG630 2024-12-05 3.800000 3019000.00 3263300.84 Corporate Debt Securities CNA FINL CORP SR GLBL NT4.5%26 549300YX2GSZD7YG1R84 2026-03-01 4.500000 2000.00 2162.44 Corporate Debt Securities CIGNA CORPORATION SR NT 4.375%20 45RS2W538ZOGNWLVIX82 2020-12-15 4.375000 1003000.00 1079025.17 Corporate Debt Securities BECTON DICKINSON & CO SR NT 4.875%44 ICE2EP6D98PQUILVRZ91 2044-05-15 4.875000 105000.00 112899.06 Corporate Debt Securities AON CORP SR NT 5%20 LTS3U8DGK38SETRUWX71 2020-09-30 5.000000 19000.00 20536.07 Corporate Debt Securities RIO TINTO FIN USA LTD SR GLBL NT 21 213800RX94ZKEZXPKH58 2021-05-20 4.125000 128000.00 138389.49 Corporate Debt Securities PHILLIPS 66 2022-04-01 4.300000 357000.00 383940.41 Corporate Debt Securities TUPPERWARE BRANDS CORP SR NT 4.75%21 G8NWFN4YP7CR6FOP4886 2021-06-01 4.750000 218000.00 235521.02 Corporate Debt Securities SUNOCO LOGISTICS PARTNERS SR NT 4.65%22 5493006LL0CKP8WQW329 2022-02-15 4.650000 795000.00 852968.75 Corporate Debt Securities WILLIAMS PARTNERS L P SR NT 5.25%20 WUURD1P1N0874ONXXO03 2020-03-15 5.250000 80000.00 86128.67 Corporate Debt Securities VULCAN MATLS CO SR GLBL NT4.5%25 549300Q8LSNHAVWBNI21 2025-04-01 4.500000 6000.00 6445.98 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR NT 4.6%21 2S72QS2UO2OESLG6Y829 2021-04-01 4.600000 10516000.00 11356473.77 Corporate Debt Securities HOST HOTELS & RESORTS LP SR -C NT 4.75%23 FXB7X4WXVA8QPMNOGS12 2023-03-01 4.750000 460000.00 496803.07 Corporate Debt Securities NBCUNIVERSAL MEDIA LLC SR NT 4.375%21 VTBDOQJ6KOGQ6K786R46 2021-04-01 4.375000 10915000.00 11733470.37 Corporate Debt Securities SOUTHERN COPPER 2020-04-16 5.375000 35000.00 37675.39 Corporate Debt Securities SIMON PPTY GROUP LP SR NT 4.125%21 MR92GTD0MJTTTTQDVG45 2021-12-01 4.125000 2000.00 2158.38 Corporate Debt Securities DISNEY WALT CO MTNS BE SR NT 4.125%41 7260JQNI6SCF9FIV2392 2041-12-01 4.125000 191000.00 205951.00 Corporate Debt Securities DIRECTV HLDGS LLC 2020-03-15 5.200000 10000.00 10742.24 Corporate Debt Securities CAROLINA PWR & LT CO 1MTG BD 4.1%42 0NIFZ782LS46WOC9QK20 2042-05-15 4.100000 88000.00 94610.17 Corporate Debt Securities HOME DEPOT INC SR NT 4.4%21 QEKMOTMBBKA8I816DO57 2021-04-01 4.400000 5000.00 5395.38 Corporate Debt Securities Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0132 75000000.00 75000000.00 0.0030 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.320000% VYVVCKR63DVZZN70PB21 0000827124 976PTX002_1.32_1103 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CSX CORP SR GLBL NT 42 549300JVQR4N1MMP3Q88 2042-05-30 4.750000 297000.00 332249.03 Corporate Debt Securities ELECTRONIC ARTS INC SR GLBL NT4.8%26 549300O7A67PUEYKDL45 2026-03-01 4.800000 12000.00 13345.80 Corporate Debt Securities EXELIS INC SR NT 5.55%21 549300UTE50ZMDBG8A20 2021-10-01 5.550000 631000.00 698646.36 Corporate Debt Securities MPLX LP GLBL NT 4.875%24 5493000CZJ19CK4P3G36 2024-12-01 4.875000 13000.00 14442.25 Corporate Debt Securities ENERGY TRANSFER PRTNRS L P SR GLBL NT 45 RY1052DWLDPLDW74Y843 2045-12-15 6.125000 1591000.00 1780629.52 Corporate Debt Securities HEALTH CARE REIT INC SR NT 5.125%43 T6IZ0MBEG5ACZDTR7D06 2043-03-15 5.125000 454000.00 503648.81 Corporate Debt Securities GILEAD SCIENCES INC SR GLBL NT4.6%35 549300WTZWR07K8MNV44 2035-09-01 4.600000 54000.00 60612.66 Corporate Debt Securities LEGG MASON INC SR GLBL NT 44 OWUNCC6U1ZJXMZKFBJ36 2044-01-15 5.625000 40000.00 44607.30 Corporate Debt Securities KKR GROUP FINANCE LLC SR GLBL 144A 44 2044-06-01 5.125000 2150000.00 2394205.95 Corporate Debt Securities INGERSOL RAND LUXEMBOURG FIN SR GLBL NT 44 549300GHBOWCVY92IS29 2044-11-01 4.650000 37000.00 40962.70 Corporate Debt Securities HUNTINGTON INGALLS INDS INC SR 144A NT 5%25 5TZLZ6WJTBVJ0QWBG121 2025-11-15 5.000000 50000.00 55434.28 Corporate Debt Securities HUMANA INC SR GLBL NT4.8%47 2047-03-15 4.800000 20000.00 22130.27 Corporate Debt Securities MEAD JOHNSON NUTRITION CO SR GLBL NT4.6%44 E4BJRFT3MF4GJDY1SC50 2044-06-01 4.600000 474000.00 527413.48 Corporate Debt Securities MAGELLAN MIDSTREAM PRTNRS LP SR NT 5.15%43 MZF5TI8NFVZZNUSKDL39 2043-10-15 5.150000 75000.00 83993.92 Corporate Debt Securities QUALCOMM INC SR NT 4.65%35 H1J8DDZKZP6H7RWC0H53 2035-05-20 4.650000 166000.00 186204.83 Corporate Debt Securities STRYKER CORP SR GLBL NT 46 5493002F0SC4JTBU5137 2046-03-15 4.625000 35000.00 38669.39 Corporate Debt Securities STARBUCKS CORP SR GLBL NT4.3%45 OQSJ1DU9TAOC51A47K68 2045-06-15 4.300000 61000.00 67049.64 Corporate Debt Securities SOUTHERN COPPER CORP SR NT 5.25%42 2042-11-08 5.250000 265000.00 292747.93 Corporate Debt Securities ANTHEM INC SR NT 4.85%54 8MYN82XMYQH89CTMTH67 2054-08-15 4.850000 379000.00 417797.81 Corporate Debt Securities VISA INC SR GLBL NT 35 549300JZ4OKEHW3DPJ59 2035-12-14 4.150000 2931000.00 3248553.50 Corporate Debt Securities NORFOLK SOUTHERN CORP SR NT 4.45%45 2045-06-15 4.450000 356000.00 392426.32 Corporate Debt Securities MICROSOFT CORP SR GLBL NT4.1%37 INR2EJN1ERAN0W5ZP974 2037-02-06 4.100000 61000.00 67683.19 Corporate Debt Securities PRINCIPAL FINL GROUP INC SR NT 4.625%42 CUMYEZJOAF02RYZ1JJ85 2042-09-15 4.625000 90000.00 99192.58 Corporate Debt Securities PRECISION CASTPARTS CORP SR GLBL NT 45 0XOOAY5P5J7Q734SEC89 2045-06-15 4.375000 60000.00 66235.67 Corporate Debt Securities BROWN FORMAN CORP SR GLBL NT4.5%45 549300873K3LXF7ARU34 2045-07-15 4.500000 114000.00 126928.74 Corporate Debt Securities ABBVIE INC SR NT 4.7%45 FR5LCKFTG8054YNNRU85 2045-05-14 4.700000 10000.00 11155.63 Corporate Debt Securities LIBERTY MUT GROUP INC SR REGS NT 44 QUR0DG15Z6FFGYCHH861 2044-08-01 4.850000 440000.00 483870.20 Corporate Debt Securities LIBERTY MUT GROUP INC SR GLBL REGS 22 QUR0DG15Z6FFGYCHH861 2022-05-01 4.950000 200000.00 223532.00 Corporate Debt Securities APPLE INC SR NT 4.375%45 HWUPKR0MPOU8FGXBT394 2045-05-13 4.375000 335000.00 376096.68 Corporate Debt Securities CELGENE CORP SR GLBL NT 5%45 4SIHMF0MOSTTL8CD0X64 2045-08-15 5.000000 152000.00 170646.68 Corporate Debt Securities CNA FINL CORP SR GLBL NT 21 549300YX2GSZD7YG1R84 2021-08-15 5.750000 24000.00 26871.09 Corporate Debt Securities DUQUESNE LT HLDGS INC SR 144A NT6.4%20 4CUJ1D8WDXK9X7QI6B93 2020-09-15 6.400000 23000.00 25639.89 Corporate Debt Securities GENERAL ELECTRIC CO SR NT 4.5%44 3C7474T6CDKPR9K6YT90 2044-03-11 4.500000 354000.00 390444.30 Corporate Debt Securities EXPRESS SCRIPTS INC SR NT 7.25%19 2019-06-15 7.250000 2000.00 2213.88 Corporate Debt Securities REINSURANCE GROUP AMER INC SR NT 6.45%19 LORM1GNEU1DKEW527V90 2019-11-15 6.450000 6945000.00 7730074.35 Corporate Debt Securities VALERO ENERGY CORP NEW SR NT 6.125%20 549300XTO5VR8SKV1V74 2020-02-01 6.125000 29000.00 31907.03 Corporate Debt Securities UNITED TECHNOLOGIES CORP SR NT 4.5%42 I07WOS4YJ0N7YRFE7309 2042-06-01 4.500000 3926000.00 4354640.68 Corporate Debt Securities LINCOLN NATL CORP IND SR NT 6.25%20 EFQMQROEDSNBRIP7LE47 2020-02-15 6.250000 3000.00 3304.57 Corporate Debt Securities LIBERTY MUT GROUP INC SR GLBL 144A 22 QUR0DG15Z6FFGYCHH861 2022-05-01 4.950000 6610000.00 7387732.60 Corporate Debt Securities PERKINELMER INC SR NT 5%21 549300IKL1SDPFI7N655 2021-11-15 5.000000 60000.00 66206.73 Corporate Debt Securities PNC FUNDING CORP GTD SR NT 6.7%19 CFGNEKW0P8842LEUIA51 2019-06-10 6.700000 179000.00 197190.28 Corporate Debt Securities ALLSTATE CORP SR -B NT 7.45%19 OBT0W1ED8G0NWVOLOJ77 2019-05-16 7.450000 4000.00 4461.62 Corporate Debt Securities BLOCK FINL CORP CR SEN SR NT 22 2022-11-01 5.500000 68000.00 75926.08 Corporate Debt Securities BAE SYS HLDGS INC SR 144A NT 44 MF62XBVMNYTYMC18DL76 2044-10-07 4.750000 19000.00 21090.89 Corporate Debt Securities ALLEGHANY CORP DEL SR GLBL NT 22 549300DCJE6AYX159479 2022-06-27 4.950000 3120000.00 3450096.00 Corporate Debt Securities XL GROUP PLC SR GLBL NT 21 635400XCGXK8NVDIVE95 2021-10-01 5.750000 115000.00 128471.29 Corporate Debt Securities WILLIS GROUP HLDGS PUBLIC LTD SR NT 5.75%21 549300WHC56FF48KL350 2021-03-15 5.750000 1160000.00 1281402.38 Corporate Debt Securities CANADIAN PAC RY CO NEW SR GLBL NT 19 54930036474DURYNB481 2019-05-15 7.250000 25000.00 27817.01 Corporate Debt Securities FRESENIUS MEDICAL CARE SR NT 144A 21 B8RI7LM5Z25R6H3S2R89 2021-02-15 5.750000 3000.00 3320.97 Corporate Debt Securities ENTERTAINMENT PPTYS TR SR NT 5.75%22 549300YSSXFHMPOWZ492 2022-08-15 5.750000 190000.00 211853.59 Corporate Debt Securities HEALTH CARE REIT INC SR NT 5.25%22 T6IZ0MBEG5ACZDTR7D06 2022-01-15 5.250000 155000.00 172632.54 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 22 MLU0ZO3ML4LN2LL2TL39 2022-01-14 4.875000 26000.00 28724.01 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GBL NT5.25%21 784F5XWPLTWKTBV3E584 2021-07-27 5.250000 354000.00 392918.17 Corporate Debt Securities HOME DEPOT INC SR GLBL NT4.4%45 QEKMOTMBBKA8I816DO57 2045-03-15 4.400000 120000.00 133320.27 Corporate Debt Securities MEDTRONIC INC SR GLBL NT 35 D56MRZY2INAN94ZONZ37 2035-03-15 4.375000 2759000.00 3060007.67 Corporate Debt Securities REALTY INCOME CORP SR GLBL NT 23 549300CUWDAUZSH43859 2023-08-01 4.650000 383000.00 420823.17 Corporate Debt Securities PRUDENTIAL FINL INC JR SB NT5.875%42 5PRBRS5FEH7NREC8OR45 2042-09-15 5.875000 5000.00 5531.28 Corporate Debt Securities PRUDENTIAL FINL INC JR SB FIX/FLT 43 5PRBRS5FEH7NREC8OR45 2043-06-15 5.625000 4578000.00 5064412.50 Corporate Debt Securities 21ST CENTY FOX AMER INC SR GLBL NT 45 8RS0AKOLN987042F2V04 2045-10-15 4.950000 70000.00 77702.10 Corporate Debt Securities TIME WARNER INC SR DEB 5.35%43 KNG3XRAA0RHN9H62OK76 2043-12-15 5.350000 608000.00 670837.47 Corporate Debt Securities SPECTRA ENERGY PARTNERS LP SR NT 4.75%24 2HKVXE7U4NF5B6UGSU72 2024-03-15 4.750000 14000.00 15388.79 Corporate Debt Securities WEYERHAEUSER CO SR NT 7.375%19 08IRJODWFYBI7QWRGS31 2019-10-01 7.375000 19000.00 20927.47 Corporate Debt Securities ORACLE CORP SR GLBL NT 55 1Z4GXXU7ZHVWFCD8TV52 2055-05-15 4.375000 312000.00 347566.01 Corporate Debt Securities NATIONAL RETAIL PPTYS INC NT 5.5%21 5493008JKH5SOTI0JS97 2021-07-15 5.500000 376000.00 415925.35 Corporate Debt Securities MOODYS CORP SR NT 4.875%24 549300GCEDD8YCF5WU84 2024-02-15 4.875000 28000.00 31149.21 Corporate Debt Securities MERCK & CO INC SR NT 4.15%43 4YV9Y5M8S0BRK1RP0397 2043-05-18 4.150000 5655000.00 6256297.73 Corporate Debt Securities PACKAGING CORP AMER SR NT 4.5%23 549300XZP8MFZFY8TJ84 2023-11-01 4.500000 112000.00 124167.68 Corporate Debt Securities ORACLE CORP SR GLBL BD4.3%34 1Z4GXXU7ZHVWFCD8TV52 2034-07-08 4.300000 23000.00 25618.03 Corporate Debt Securities SABINE PASS LIQUEFACTION LLC SR SEC GLBL NT25 549300KJYBG7C6WJYZ11 2025-03-01 5.625000 144000.00 161410.32 Corporate Debt Securities CMS ENERGY CORP SR GLBL NT 22 549300IA9XFBAGNIBW29 2022-03-15 5.050000 6510000.00 7186146.69 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP 2043-03-15 4.450000 30000.00 33059.58 Corporate Debt Securities BERKSHIRE HATHAWAY FINANCE CORP 2043-05-15 4.300000 2459000.00 2737673.00 Corporate Debt Securities AMGEN INC SR GLBL NT 51 62QBXGPJ34PQ72Z12S66 2051-06-15 4.663000 79000.00 87228.31 Corporate Debt Securities AMERICAN INTL GROUP INC SR NT 4.7%35 ODVCVCQG2BP6VHV36M30 2035-07-10 4.700000 1850000.00 2032764.58 Corporate Debt Securities AMERICAN INTL GROUP INC SR NT 4.875%22 ODVCVCQG2BP6VHV36M30 2022-06-01 4.875000 2898000.00 3236232.82 Corporate Debt Securities ALTERA CORP SR GLBL NT4.1%23 2023-11-15 4.100000 475000.00 522122.64 Corporate Debt Securities DOMINION ENERGY GAS HLDGS LLC SR -C NT 4.8%43 549300BFOD6TDMVV4O24 2043-11-01 4.800000 95000.00 105897.45 Corporate Debt Securities CVS HEALTH CORP SR GLBL NT 35 549300EJG376EN5NQE29 2035-07-20 4.875000 55000.00 61135.09 Corporate Debt Securities EQT CORP SR NT 4.875%21 4NT01YGM4X7ZX86ISY52 2021-11-15 4.875000 204000.00 224742.55 Corporate Debt Securities HARTFORD FINL SVCS GROUP INC D SR NT 5.125%22 IU7C3FTM7Y3BQM112U94 2022-04-15 5.125000 4646000.00 5149151.48 Corporate Debt Securities TYSON FOODS INC SR NT 4.875%34 WD6L6041MNRW1JE49D58 2034-08-15 4.875000 6000.00 6697.57 Corporate Debt Securities Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0132 67000140.70 67000140.70 0.0027 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.050000% VYVVCKR63DVZZN70PB21 0000827124 976PTZ007_1.05_1101 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2017-12-28 0.00 101153700.00 100982946.93 U.S. Treasuries (including strips) Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 99000000.00 99000000.00 0.0040 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.060000% VYVVCKR63DVZZN70PB21 0000827124 976PTZ007_1.06_1101 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMI SP 784283 X 2045-09-15 3.500000 19534397.00 19122156.39 Agency Mortgage-Backed Securities GNMI SP 784352 X 2045-09-15 4.000000 52145429.00 51902746.20 Agency Mortgage-Backed Securities GNMI SP 784306 X 2046-08-15 4.000000 21859165.00 21615483.36 Agency Mortgage-Backed Securities GNMI SP 784307 X 2046-06-15 4.000000 10803473.00 10545241.16 Agency Mortgage-Backed Securities GNMI SP 784353 X 2046-06-15 4.000000 249182720.00 249999999.54 Agency Mortgage-Backed Securities GNMI SP 784297 X 2046-05-15 4.000000 32355810.00 29228313.24 Agency Mortgage-Backed Securities GNMI SP 784290 X 2045-04-15 3.500000 13459528.00 13537686.46 Agency Mortgage-Backed Securities GNMI SP 784308 X 2047-03-15 4.000000 14681848.00 14860469.58 Agency Mortgage-Backed Securities Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 395000000.00 395000000.00 0.0159 N Y Y N CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 1.630000% 1V8Y6QCX6YMJ2OELII46 0001230485 988WZK004_1.63_1122 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 144A BAYC 2006-4A A2 2036-12-25 1.507800 10000000.00 2340527.47 Private Label Collateralized Mortgage Obligations 144A CBAC 2005-1A A 2035-07-25 1.557800 37200000.00 2938688.16 Private Label Collateralized Mortgage Obligations 144A COMM 2014-UBS6 D 2047-12-10 3.964700 15500000.00 12940586.33 Private Label Collateralized Mortgage Obligations COMM 2014-UBS6 VAR 12/47 2047-12-10 4.464700 132000.00 90443.77 Private Label Collateralized Mortgage Obligations CSAIL 3.005% 11/48 549300FU8TZDHFLQZL50 2048-11-15 3.005000 23410000.00 14381795.85 Private Label Collateralized Mortgage Obligations CWALT INC. 2004-13CB 2044-03-25 4.092300 5055000.00 3976198.49 Private Label Collateralized Mortgage Obligations CSMLT 2015-3 FLT 11/45 2045-11-25 3.653200 2101000.00 1637271.93 Private Label Collateralized Mortgage Obligations CITIGROUP VAR 01/43 2043-01-14 4.624500 4000000.00 2590335.13 Private Label Collateralized Mortgage Obligations CITIGROUP 2.85% 02/49 2049-02-10 2.850000 5643000.00 4249520.85 Private Label Collateralized Mortgage Obligations CMLTI 2005-11 A2B 2035-10-25 3.630000 4854524.00 484872.91 Private Label Collateralized Mortgage Obligations AHM 2004-1 4A 2044-04-25 3.560700 62160000.00 4164670.55 Private Label Collateralized Mortgage Obligations BBCCRE TRUST VAR 08/33 2033-08-10 4.562600 5000000.00 4264083.80 Private Label Collateralized Mortgage Obligations WELLS FARGO 3.356% 09/58 549300XO83D3BDYP0P62 2058-09-15 3.356000 11188000.00 6957117.25 Private Label Collateralized Mortgage Obligations 144A COMM 2000-C1 G 2033-08-15 6.850000 5000000.00 351762.47 Private Label Collateralized Mortgage Obligations CSMC TR 2015-TOWN 2028-03-15 5.388800 6000000.00 6024736.40 Private Label Collateralized Mortgage Obligations CSMC TR 2015-TOWN 2028-03-15 5.738800 3239129.00 3250924.63 Private Label Collateralized Mortgage Obligations FHASI 2004-AR7 4A1 2035-02-25 3.050400 500000.00 31599.21 Private Label Collateralized Mortgage Obligations GSR 2033-03-25 2.420000 1700000.00 44236.17 Private Label Collateralized Mortgage Obligations HVMLT 2003-3 2A3 2034-02-19 2.237700 1800000.00 881819.02 Private Label Collateralized Mortgage Obligations 144A JPMBB 2014-C23 D 2047-09-15 3.957900 4885000.00 4214355.82 Private Label Collateralized Mortgage Obligations 144A JPMCC 2012-LC9 F 2047-12-15 4.372500 3166847.00 2526566.23 Private Label Collateralized Mortgage Obligations 144A JPMCC 2012-C6 G 2045-05-15 2.972000 325000.00 221516.31 Private Label Collateralized Mortgage Obligations LBUBS 2001-C3 D 2036-06-15 6.731000 100000.00 78834.84 Private Label Collateralized Mortgage Obligations MLMI 2033-02-25 3.107200 1700000.00 31566.22 Private Label Collateralized Mortgage Obligations NEW RESIDENTIAL VAR 11/35 2035-11-26 5.688700 173150.00 163229.97 Private Label Collateralized Mortgage Obligations STRUCTURED FLT 08/46 2046-08-25 1.487800 230161262.00 29529534.72 Private Label Collateralized Mortgage Obligations 144A WFRBS 2014-C19 E 549300FCX3YXSYSLU895 2047-03-15 4.971200 101000.00 75155.90 Private Label Collateralized Mortgage Obligations WBCMT 2006-C27 AJ 2045-07-15 5.825000 3000.00 966.77 Private Label Collateralized Mortgage Obligations 144A WFRBS 2013-C16 E 2046-09-15 3.850000 6900000.00 5068219.38 Private Label Collateralized Mortgage Obligations 144A BAYC 2006-2A M2 2036-07-25 1.567800 2250000.00 350708.72 Private Label Collateralized Mortgage Obligations BAYC 2006-2A M4 2036-07-25 1.657800 8708088.00 1331312.59 Private Label Collateralized Mortgage Obligations 144A JPMCC 2014-PHH F 2027-08-15 5.139000 3776116.00 3784234.42 Private Label Collateralized Mortgage Obligations LEHMAN BROTHERS FLT 06/37 2037-06-25 1.637800 3500000.00 3233746.41 Private Label Collateralized Mortgage Obligations MORGAN STANLEY VAR 10/46 2046-10-15 4.764000 5000000.00 4160190.52 Private Label Collateralized Mortgage Obligations SEQUOIA FLT 10/27 2027-10-20 2.438800 8400000.00 1022387.74 Private Label Collateralized Mortgage Obligations SARM 2004-20 2A1 2035-01-25 3.321700 2100000.00 257030.30 Private Label Collateralized Mortgage Obligations Y 2017-11-22 2017-11-22 2017-11-22 Y Credit Suisse Securities (USA) LLC 1.0000 22 N N N 0.0163 111003574.20 111003574.20 0.0045 N N N Y NORDEA BANK AB (NEW YORK BRANCH) NORDEA BANK AB (NEW YORK BRANCH) 1.150000% 0001002614 ATD0N9QA8 Non-Negotiable Time Deposit Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0115 70000000.00 70000000.00 0.0028 N Y Y N TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.170000% 0000947263 ATD0NAHN7 Non-Negotiable Time Deposit Y 2017-11-02 2017-11-02 2017-11-02 N N N 0.0117 161000000.00 161000000.00 0.0065 N N Y N NORDEA BANK AB (NEW YORK BRANCH) NORDEA BANK AB (NEW YORK BRANCH) 1.150000% 0001002614 ATD0NAJ21 Non-Negotiable Time Deposit Y 2017-11-02 2017-11-02 2017-11-02 N N N 0.0115 118000000.00 118000000.00 0.0048 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 1.160000% 0000859994 ATD0NAJ70 Non-Negotiable Time Deposit Y 2017-11-02 2017-11-02 2017-11-02 N N N 0.0116 215000000.00 215000000.00 0.0087 N N Y N DNB BANK ASA (GRAND CAYMAN BRANCH) DNB BANK ASA (GRAND CAYMAN BRANCH) 1.160000% 0001498632 ATD0NB7X4 Non-Negotiable Time Deposit Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0116 317999491.20 317999491.20 0.0128 N N Y N SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 1.160000% 0000917311 ATD0NB888 Non-Negotiable Time Deposit Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0116 291999532.80 291999532.80 0.0118 N N Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.150000% 0000926171 ATD0NB896 Non-Negotiable Time Deposit Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0115 79999848.00 79999848.00 0.0032 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.200000% 0000859994 ATD0NBA36 Non-Negotiable Time Deposit Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0120 424999787.50 424999787.50 0.0171 N N Y N SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 1.160000% 0000917311 ATD0NBYL0 Non-Negotiable Time Deposit Y 2017-11-06 2017-11-06 2017-11-06 N N N 0.0116 11999945.40 11999945.40 0.0005 N N Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.150000% 0000926171 ATD0NBZP0 Non-Negotiable Time Deposit Y 2017-11-06 2017-11-06 2017-11-06 N N N 0.0115 56999677.95 56999677.95 0.0023 N N Y N NORDEA BANK AB (NEW YORK BRANCH) NORDEA BANK AB (NEW YORK BRANCH) 1.070000% 0001002614 ATD0NCP87 Non-Negotiable Time Deposit Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 205000000.00 205000000.00 0.0083 N Y Y N NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH) NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH) 1.030000% 6PTKHDJ8HDUF78PFWH30 0000073124 ATD0NCPC8 Non-Negotiable Time Deposit Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0103 309000000.00 309000000.00 0.0124 N Y Y N BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) 1.030000% JJKC32MCHWDI71265Z06 0000838135 ATD0NCPD6 Non-Negotiable Time Deposit Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0103 296000000.00 296000000.00 0.0119 N Y Y N NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 1.050000% 0000833029 ATD0NCPM6 Non-Negotiable Time Deposit Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 619000000.00 619000000.00 0.0249 N Y Y N SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 1.050000% 0001448613 ATD0NCQ37 Non-Negotiable Time Deposit Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 312000000.00 312000000.00 0.0126 N Y Y N The Charles Schwab Family of Funds 2017-11-07 Mark Fischer Mark Fischer Chief Financial Officer