N-MFP2 0000356173 XXXXXXXX 2018-01-31 0000356173 549300L6Y0PMNIGY0428 S000054090 5 N N 002-74808 Fidelity Management & Research Company (FMR) 801-07884 Fidelity Investments Money Management, Inc. 801-34590 FMR Investment Management (U.K.) Limited 801-28773 Fidelity Management & Research (Hong Kong) Limited 801-69507 Fidelity Management & Research (Japan) Limited 801-69571 DELOITTE & TOUCHE LLP BOSTON MA None Fidelity Investments Instit. Operations Co. 0000862124 084-01839 N N N Prime N 16 51 986818145.08 1101841850.06 817823029.04 866225148.45 2066779775.58 2231263609.96 2117742001.84 2093127511.75 0.2500 0.2700 0.2000 0.2100 0.5300 0.5500 0.5200 0.5100 0.00 4073658581.17 4073494894.80 16189166.21 47885361.29 4041962386.09 4041141526.90 1.0000 0.0166 1.0002 1.0002 1.0002 1.0002 C000170006 1000000.00 1651037160.40 1650702179.54 1.0002 1.0002 1.0002 1.0002 90821575.68 32294232.38 137269629.43 17446875.80 91169244.93 38427162.81 87744896.18 29380384.45 428854465.53 134836145.98 0.0148 Y Fidelity Investments, Reimbursement Fees, -46907.93; C000170007 1000000.00 1011474.64 1011285.06 1.0001 1.0002 1.0002 1.0002 1012.17 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1012.17 0.00 0.0133 Y Fidelity Investments, Reimbursement Fees, -28.17; C000170008 1000000.00 1009871.30 1009680.72 1.0002 1.0002 1.0002 1.0002 925.22 0.00 0.00 0.00 0.00 0.00 0.00 0.00 925.22 0.00 0.0123 Y Fidelity Investments, Reimbursement Fees, -26.86; C000170009 1000000.00 9289762.55 9287956.94 1.0002 1.0002 1.0002 1.0002 598283.68 13672.19 296700.94 41951.47 708000.00 180116.00 2909282.00 8304.43 4933042.36 2805664.85 0.0143 Y Fidelity Investments, Reimbursement Fees, -254.18; C000170010 10000000.00 2379614117.20 2379130424.64 1.0002 1.0002 1.0002 1.0002 107012588.29 31019942.00 95234683.88 83145524.29 48810496.43 68411952.74 79170008.38 55078750.33 345485364.26 269647431.63 0.0152 Y Fidelity Investments, Reimbursement Fees, -94723.90; ASB Finance Ltd. (London) ASB Finance Ltd. (London), 1.73% 0020P5HV4 549300A8V0FZJN79NH08 CIA283000 Financial Company Commercial Paper Y N/A N/A 2018-02-26 2018-07-24 2018-07-24 N N N 0.0173 41999790.00 41999790.00 0.0104 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.49% 06742QG71 G5GSEF7VJP5I7OUK5573 CFB153000 Financial Company Commercial Paper Y N/A N/A 2018-02-08 2018-02-08 2018-02-08 N N N 0.0149 11996122.80 11996122.80 0.0030 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.52% 06742QGR7 G5GSEF7VJP5I7OUK5573 CFB154000 Financial Company Commercial Paper Y N/A N/A 2018-02-16 2018-02-16 2018-02-16 N N N 0.0152 3997365.20 3997365.20 0.0010 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.60% 06742QHN5 G5GSEF7VJP5I7OUK5573 CGF377000 Financial Company Commercial Paper Y N/A N/A 2018-03-15 2018-03-15 2018-03-15 N N N 0.0160 12975294.80 12975294.80 0.0032 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.66% 06742QHM7 G5GSEF7VJP5I7OUK5573 CGI506000 Financial Company Commercial Paper Y N/A N/A 2018-03-28 2018-03-28 2018-03-28 N N N 0.0166 6982022.60 6982022.60 0.0017 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.70% 06742QHR6 G5GSEF7VJP5I7OUK5573 CHB210000 Financial Company Commercial Paper Y N/A N/A 2018-04-03 2018-04-03 2018-04-03 N N N 0.0170 8973975.60 8973975.60 0.0022 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.71% 06742QGM8 G5GSEF7VJP5I7OUK5573 CFC112000 Financial Company Commercial Paper Y N/A N/A 2018-02-12 2018-02-12 2018-02-12 N N N 0.0171 11993324.40 11993324.40 0.0030 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.71% 06742QGL0 G5GSEF7VJP5I7OUK5573 CFC124000 Financial Company Commercial Paper Y N/A N/A 2018-02-14 2018-02-14 2018-02-14 N N N 0.0171 8994133.80 8994133.80 0.0022 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.74% 06742QHD7 G5GSEF7VJP5I7OUK5573 CFE567000 Financial Company Commercial Paper Y N/A N/A 2018-02-21 2018-02-21 2018-02-21 N N N 0.0174 5994036.00 5994036.00 0.0015 N N N N Bayerische Landesbank Bayerische Landesbank, 1.31% 07274MB79 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0131 40989818.47 40989818.47 0.0101 N N Y N Bayerische Landesbank Bayerische Landesbank, 1.47% 07274MB12 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0147 39998400.00 39998400.00 0.0099 N Y Y N Bayerische Landesbank Bayerische Landesbank, 1.48% 07274MB20 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0148 42996547.10 42996547.10 0.0106 N N Y N Bayerische Landesbank Bayerische Landesbank, 1.50% 07274MB53 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0150 39991856.00 39991856.00 0.0099 N N Y N Bayerische Landesbank Bayerische Landesbank, 1.51% 07274MB61 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 N N N 0.0151 39990180.00 39990180.00 0.0099 N N Y N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 1.52% 09659HB63 R0MUWSFPU8MPRO8K5P83 CIC186000 Financial Company Commercial Paper Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 N N N 0.0152 47335243.74 47335243.74 0.0117 N N Y N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 1.71% 12802WDH4 CHH872000 Financial Company Commercial Paper Y N/A N/A 2018-04-17 2018-04-17 2018-04-17 N N N 0.0171 62775896.40 62775896.40 0.0155 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.71% 13608CCF7 2IGI19DL77OX0HC3ZE78 US13608CCF77 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-02-05 2018-03-05 2018-03-05 N N N 0.0145 20004460.00 20004460.00 0.0049 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.73% 13608CCL4 2IGI19DL77OX0HC3ZE78 US13608CCL46 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-02-20 2018-04-20 2018-04-20 N N N 0.0154 20007960.00 20007960.00 0.0050 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.74% 13608CDQ2 2IGI19DL77OX0HC3ZE78 US13608CDQ24 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-02-15 2018-08-15 2018-08-15 N N N 0.0176 34995835.00 34995835.00 0.0087 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.76% 13608CDS8 2IGI19DL77OX0HC3ZE78 US13608CDS89 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-02-28 2018-08-28 2018-08-28 N N N 0.0178 29995170.00 29995170.00 0.0074 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia, 1.73% 20272AZS8 MSFSBD3QN1GSN7Q6C537 US20272AZS85 0000008565 Financial Company Commercial Paper Y N/A N/A 2018-02-05 2018-07-05 2018-07-05 N N N 0.0170 19002356.00 19002356.00 0.0047 N N N N Credit Suisse AG Credit Suisse AG, 1.74% 22533HCJ9 ANGGYXNX0JLX3X63JN86 US22533HCJ95 0001053092 Financial Company Commercial Paper Y N/A N/A 2018-02-28 2018-05-29 2018-05-29 N N N 0.0169 60008100.00 60008100.00 0.0148 N N N N Credit Suisse AG Credit Suisse AG, 1.78% 2254EBE15 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0178 39824000.00 39824000.00 0.0099 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.00% 31428GB10 549300B2Q47IR0CR5B54 CIC640000 Financial Company Commercial Paper Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0000 107952789.68 107952789.68 0.0267 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.73% 46640CDZ2 ZBUT11V806EZRVTWT807 US46640CDZ23 0001287279 Financial Company Commercial Paper Y N/A N/A 2018-02-09 2018-04-09 2018-04-09 N N N 0.0153 25008925.00 25008925.00 0.0062 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.74% ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2018-02-15 2018-05-15 2018-05-15 N N N 0.0163 35010395.00 35010395.00 0.0087 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.81% 46640EFV5 ZBUT11V806EZRVTWT807 US46640EFV56 0001287279 Financial Company Commercial Paper Y N/A N/A 2018-02-20 2018-06-19 2018-06-19 N N N 0.0167 20010040.00 20010040.00 0.0050 N N N N Lam Research Corp. Lam Research Corp., 1.75% 51281SBN0 549300I4GMO6D34U1T02 0000707549 Financial Company Commercial Paper Y N/A N/A 2018-02-22 2018-02-22 2018-02-22 N N N 0.0171 998979.17 998979.17 0.0002 N N N N Lam Research Corp. Lam Research Corp., 1.83% 51281SBN0 549300I4GMO6D34U1T02 0000707549 Financial Company Commercial Paper Y N/A N/A 2018-02-22 2018-02-22 2018-02-22 N N N 0.0183 2996712.90 2996712.90 0.0007 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 1.46% 5148X1B10 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0146 39998408.00 39998408.00 0.0099 N Y Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.75% 60683CDC2 JBONEPAGQXF4QP29B387 CHG215000 Financial Company Commercial Paper Y N/A N/A 2018-04-12 2018-04-12 2018-04-12 N N N 0.0175 18935548.20 18935548.20 0.0047 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.77% 60683CDJ7 JBONEPAGQXF4QP29B387 CHH760000 Financial Company Commercial Paper Y N/A N/A 2018-04-18 2018-04-18 2018-04-18 N N N 0.0177 24906852.50 24906852.50 0.0062 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.80% 60683CDR9 JBONEPAGQXF4QP29B387 CHJ712000 Financial Company Commercial Paper Y N/A N/A 2018-04-25 2018-04-25 2018-04-25 N N N 0.0180 22905118.10 22905118.10 0.0057 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.80% 60683CDT5 JBONEPAGQXF4QP29B387 CHJ713000 Financial Company Commercial Paper Y N/A N/A 2018-04-27 2018-04-27 2018-04-27 N N N 0.0180 1991519.40 1991519.40 0.0005 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 1.47% 63873KC88 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2018-03-08 2018-03-08 2018-03-08 N N N 0.0147 39941520.00 39941520.00 0.0099 N N N N Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 1.76% 86563HDR8 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper Y N/A N/A 2018-04-25 2018-04-25 2018-04-25 N N N 0.0176 39838532.00 39838532.00 0.0099 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.74% 89120DBR9 PT3QB789TSUIDF371261 US89120DBR98 0000947263 Financial Company Commercial Paper Y N/A N/A 2018-02-20 2018-08-17 2018-08-17 N N N 0.0174 34998425.00 34998425.00 0.0087 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.76% 89120DBX6 PT3QB789TSUIDF371261 US89120DBX66 0000947263 Financial Company Commercial Paper Y N/A N/A 2018-02-28 2018-08-28 2018-08-28 N N N 0.0176 34998390.00 34998390.00 0.0087 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.77% 89120DCK3 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2018-02-08 2018-10-09 2018-10-09 N N N 0.0178 37995478.00 37995478.00 0.0094 N N N N UBS AG London Branch UBS AG London Branch, 1.75% 90276JAZ9 BFM8T61CT2L1QCEMIK50 US90276JAZ93 Financial Company Commercial Paper Y N/A N/A 2018-02-09 2018-03-09 2018-03-09 N N N 0.0146 25007200.00 25007200.00 0.0062 N N N N UBS AG London Branch UBS AG London Branch, 1.75% 90276JBD7 BFM8T61CT2L1QCEMIK50 US90276JBD72 Financial Company Commercial Paper Y N/A N/A 2018-02-12 2018-03-12 2018-03-12 N N N 0.0147 25007550.00 25007550.00 0.0062 N N N N UBS AG London Branch UBS AG London Branch, 1.76% 90276JBN5 BFM8T61CT2L1QCEMIK50 US90276JBN54 Financial Company Commercial Paper Y N/A N/A 2018-02-05 2018-04-03 2018-04-03 N N N 0.0153 25009750.00 25009750.00 0.0062 N N N N UBS AG London Branch UBS AG London Branch, 1.77% 90276JBC9 BFM8T61CT2L1QCEMIK50 US90276JBC99 Financial Company Commercial Paper Y N/A N/A 2018-02-02 2018-03-02 2018-03-02 N N N 0.0145 25006325.00 25006325.00 0.0062 N N N N Archer Daniels Midland Co. Archer Daniels Midland Co., 1.51% 03948HB18 549300LO13MQ9HYSTR83 CIC661000 Non-Financial Company Commercial Paper Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0151 15999344.00 15999344.00 0.0040 N Y Y N Bell Canada Bell Canada, 1.76% 07787QBC9 5493001I9203PRB5KR45 CHG331000 Non-Financial Company Commercial Paper Y N/A N/A 2018-02-12 2018-02-12 2018-02-12 N N N 0.0176 4997135.00 4997135.00 0.0012 N N N N Bell Canada Bell Canada, 1.80% 07787QBP0 5493001I9203PRB5KR45 CIA078000 Non-Financial Company Commercial Paper Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0180 4994371.50 4994371.50 0.0012 N N N N Bell Canada Bell Canada, 1.83% 07787QCC8 5493001I9203PRB5KR45 CHD732000 Non-Financial Company Commercial Paper Y N/A N/A 2018-03-12 2018-03-12 2018-03-12 N N N 0.0183 997985.60 997985.60 0.0002 N N N N Bell Canada Bell Canada, 1.85% 07787QCL8 5493001I9203PRB5KR45 CHH392000 Non-Financial Company Commercial Paper Y N/A N/A 2018-03-20 2018-03-20 2018-03-20 N N N 0.0185 3990229.20 3990229.20 0.0010 N N N N Bell Canada Bell Canada, 1.85% 07787QCM6 5493001I9203PRB5KR45 CHI856000 Non-Financial Company Commercial Paper Y N/A N/A 2018-03-21 2018-03-21 2018-03-21 N N N 0.0185 4987518.50 4987518.50 0.0012 N N N N Bell Canada Bell Canada, 1.86% 07787QCS3 5493001I9203PRB5KR45 CHJ619000 Non-Financial Company Commercial Paper Y N/A N/A 2018-03-26 2018-03-26 2018-03-26 N N N 0.0186 10969541.00 10969541.00 0.0027 N N N N Bell Canada Bell Canada, 1.87% 07787QCV6 5493001I9203PRB5KR45 CIB689000 Non-Financial Company Commercial Paper Y N/A N/A 2018-03-29 2018-03-29 2018-03-29 N N N 0.0187 997066.10 997066.10 0.0002 N N N N Comcast Corp. Comcast Corp., 1.70% 2003A3B11 51M0QTTNCGUN7KFCFZ59 0001166691 Non-Financial Company Commercial Paper Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0170 11999445.60 11999445.60 0.0030 N Y Y N Comcast Corp. Comcast Corp., 1.70% 2003A3B11 51M0QTTNCGUN7KFCFZ59 0001166691 Non-Financial Company Commercial Paper Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0170 8999584.20 8999584.20 0.0022 N Y Y N Comcast Corp. Comcast Corp., 1.73% 2003A3B52 51M0QTTNCGUN7KFCFZ59 0001166691 Non-Financial Company Commercial Paper Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0173 4998828.00 4998828.00 0.0012 N N Y N CVS Health Corp. CVS Health Corp., 0.00% 12665KB13 549300EJG376EN5NQE29 0000064803 Non-Financial Company Commercial Paper Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0000 16000000.00 16000000.00 0.0040 N Y Y N Dominion Resources, Inc. 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Florida Power & Light Co., 0.00% 34108BB12 A89MY1K3YLIGJMYWVX50 0000037634 Non-Financial Company Commercial Paper Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0000 13999370.00 13999370.00 0.0035 N Y Y N Rogers Communications, Inc. Rogers Communications, Inc., 1.75% 77511MBE0 54930030NVF3Y2OL0A78 0000733099 Non-Financial Company Commercial Paper Y N/A N/A 2018-02-14 2018-02-14 2018-02-14 N N N 0.0166 1998736.12 1998736.12 0.0005 N N N N Rogers Communications, Inc. Rogers Communications, Inc., 1.77% 77511MBC4 54930030NVF3Y2OL0A78 0000733099 Non-Financial Company Commercial Paper Y N/A N/A 2018-02-12 2018-02-12 2018-02-12 N N N 0.0177 6995961.00 6995961.00 0.0017 N N N N Rogers Communications, Inc. Rogers Communications, Inc., 1.79% 77511MBF7 54930030NVF3Y2OL0A78 0000733099 Non-Financial Company Commercial Paper Y N/A N/A 2018-02-15 2018-02-15 2018-02-15 N N N 0.0179 6994895.60 6994895.60 0.0017 N N N N Rogers Communications, Inc. Rogers Communications, Inc., 1.85% 77511MBT7 54930030NVF3Y2OL0A78 0000733099 Non-Financial Company Commercial Paper Y N/A N/A 2018-02-27 2018-02-27 2018-02-27 N N N 0.0185 2995938.90 2995938.90 0.0007 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.00% 91058UB10 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0000 11000000.00 11000000.00 0.0027 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.66% 91058UB10 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0166 4999775.00 4999775.00 0.0012 N Y Y N Virginia Electric & Power Co. Virginia Electric & Power Co., 1.79% 92780KBL1 CQKUMNNZVDJLRYV2PT43 0000103682 Non-Financial Company Commercial Paper Y N/A N/A 2018-02-20 2018-02-20 2018-02-20 N N N 0.0179 999027.80 999027.80 0.0002 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.47% 04821UB19 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0147 8999640.00 8999640.00 0.0022 N Y Y N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.47% 04821UB19 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0147 13999440.00 13999440.00 0.0035 N Y Y N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.48% 04821UB27 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0148 24997992.50 24997992.50 0.0062 N N Y N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.00% 0527M1B12 CIC645000 Asset Backed Commercial Paper Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0000 10999571.00 10999571.00 0.0027 N Y Y N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.00% 0527M1B12 CIC652000 Asset Backed Commercial Paper Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0000 7999680.00 7999680.00 0.0020 N Y Y N Gotham Funding Corp. Gotham Funding Corp., 0.00% 38346MB11 549300Z2ZR7VTUMRPR17 CIC648000 Asset Backed Commercial Paper Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N Y BANK TOKYO-MITSUBISHI UFJ LTD 1.0000 N/A N/A N 0.0000 7952689.83 7952689.83 0.0020 N Y Y N Gotham Funding Corp. Gotham Funding Corp., 1.78% 38346MD92 549300Z2ZR7VTUMRPR17 CHC557000 Asset Backed Commercial Paper Y N/A N/A 2018-04-09 2018-04-09 2018-04-09 N Y BANK TOKYO-MITSUBISHI UFJ LTD 1.0000 N/A N/A N 0.0178 3986762.80 3986762.80 0.0010 N N N N Gotham Funding Corp. Gotham Funding Corp., 1.78% 38346MD92 549300Z2ZR7VTUMRPR17 CHC490000 Asset Backed Commercial Paper Y N/A N/A 2018-04-09 2018-04-09 2018-04-09 N Y BANK TOKYO-MITSUBISHI UFJ LTD 1.0000 N/A N/A N 0.0178 3986762.80 3986762.80 0.0010 N N N N Gotham Funding Corp. Gotham Funding Corp., 1.78% 38346MDA9 549300Z2ZR7VTUMRPR17 CHD012000 Asset Backed Commercial Paper Y N/A N/A 2018-04-10 2018-04-10 2018-04-10 N Y BANK TOKYO-MITSUBISHI UFJ LTD 1.0000 N/A N/A N 0.0178 7973074.40 7973074.40 0.0020 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 1.72% 53127UD98 549300F33VRHM10B9391 CHC452000 Asset Backed Commercial Paper Y N/A N/A 2018-04-09 2018-04-09 2018-04-09 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0172 6977535.60 6977535.60 0.0017 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 1.75% 53127UDG2 549300F33VRHM10B9391 CHI363000 Asset Backed Commercial Paper Y N/A N/A 2018-04-16 2018-04-16 2018-04-16 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0175 2989218.90 2989218.90 0.0007 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 1.76% 53127UDJ6 549300F33VRHM10B9391 CHI314000 Asset Backed Commercial Paper Y N/A N/A 2018-04-18 2018-04-18 2018-04-18 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0176 5977772.40 5977772.40 0.0015 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 1.76% 53127UDJ6 549300F33VRHM10B9391 CHI362000 Asset Backed Commercial Paper Y N/A N/A 2018-04-18 2018-04-18 2018-04-18 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0176 5977772.40 5977772.40 0.0015 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 1.76% 53127UDK3 549300F33VRHM10B9391 CHI317000 Asset Backed Commercial Paper Y N/A N/A 2018-04-19 2018-04-19 2018-04-19 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0176 2988716.10 2988716.10 0.0007 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 1.50% 56274MB68 549300S0NSJYSOB32S63 CEG368000 Asset Backed Commercial Paper Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0150 12996824.10 12996824.10 0.0032 N N Y N Bank of Montreal Bank of Montreal, 1.71% 06371EDX2 NQQ6HPCNCCU6TUTQYE16 US06371EDX22 0000927971 Certificate of Deposit Y N/A N/A 2018-02-09 2018-04-09 2018-04-09 N N N 0.0153 11003520.00 11003520.00 0.0027 N N N N Bank of Montreal Bank of Montreal, 1.72% 06371EET0 NQQ6HPCNCCU6TUTQYE16 US06371EET01 0000927971 Certificate of Deposit Y N/A N/A 2018-02-14 2018-04-12 2018-04-12 N N N 0.0154 11003729.00 11003729.00 0.0027 N N N N Bank of Montreal Bank of Montreal, 1.74% 06371EUJ4 NQQ6HPCNCCU6TUTQYE16 US06371EUJ45 0000927971 Certificate of Deposit Y N/A N/A 2018-02-10 2018-08-10 2018-08-10 N N N 0.0176 39996880.00 39996880.00 0.0099 N N N N Bank of Montreal Bank of Montreal, 1.75% 06371EHP5 NQQ6HPCNCCU6TUTQYE16 US06371EHP51 0000927971 Certificate of Deposit Y N/A N/A 2018-02-05 2018-05-04 2018-05-04 N N N 0.0160 25009175.00 25009175.00 0.0062 N N N N Bank of Montreal Bank of Montreal, 1.75% 06371EQN0 NQQ6HPCNCCU6TUTQYE16 US06371EQN03 0000927971 Certificate of Deposit Y N/A N/A 2018-02-06 2018-07-06 2018-07-06 N N N 0.0173 27001147.50 27001147.50 0.0067 N N N N Bank of Montreal Bank of Montreal, 1.75% 06371ESD0 NQQ6HPCNCCU6TUTQYE16 US06371ESD03 0000927971 Certificate of Deposit Y N/A N/A 2018-02-20 2018-07-20 2018-07-20 N N N 0.0175 39999520.00 39999520.00 0.0099 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.71% 06417GWA2 L3I9ZG2KFGXZ61BMYR72 US06417GWA20 Certificate of Deposit Y N/A N/A 2018-02-12 2018-04-10 2018-04-10 N N N 0.0154 20006380.00 20006380.00 0.0049 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.74% 06417GYC6 L3I9ZG2KFGXZ61BMYR72 US06417GYC67 Certificate of Deposit Y N/A N/A 2018-02-07 2018-06-07 2018-06-07 N N N 0.0170 25002950.00 25002950.00 0.0062 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.75% 06417GYA0 L3I9ZG2KFGXZ61BMYR72 US06417GYA02 Certificate of Deposit Y N/A N/A 2018-02-02 2018-06-01 2018-06-01 N N N 0.0170 30004650.00 30004650.00 0.0074 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.76% 06417GWF1 L3I9ZG2KFGXZ61BMYR72 US06417GWF17 Certificate of Deposit Y N/A N/A 2018-02-13 2018-07-13 2018-07-13 N N N 0.0176 5999862.00 5999862.00 0.0015 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.73% 13606BLD6 2IGI19DL77OX0HC3ZE78 US13606BLD63 Certificate of Deposit Y N/A N/A 2018-02-14 2018-04-13 2018-04-13 N N N 0.0155 20006760.00 20006760.00 0.0049 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.75% 13606BME3 2IGI19DL77OX0HC3ZE78 US13606BME38 Certificate of Deposit Y N/A N/A 2018-02-22 2018-05-22 2018-05-22 N N N 0.0163 25008525.00 25008525.00 0.0062 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.06% 13606BCA2 2IGI19DL77OX0HC3ZE78 US13606BCA26 Certificate of Deposit Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0138 15000540.00 15000540.00 0.0037 N N Y N KBC Bank NV KBC Bank NV, 1.63% 4823TATW7 6B2PBRV1FCJDMR45RZ53 CGA463000 Certificate of Deposit Y N/A N/A 2018-03-08 2018-03-08 2018-03-08 N N N 0.0154 35002733.50 35002733.50 0.0087 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.48% 51500LWN7 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0146 42000029.40 42000029.40 0.0104 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.48% 51500LWQ0 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0147 42000016.80 42000016.80 0.0104 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.48% 51500LWS6 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 N N N 0.0147 39000000.00 39000000.00 0.0096 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.48% 51500LWT4 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0147 39999976.00 39999976.00 0.0099 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.72% 60683BBR3 JBONEPAGQXF4QP29B387 US60683BBR33 Certificate of Deposit Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0139 27000459.00 27000459.00 0.0067 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.73% 60683BCC5 JBONEPAGQXF4QP29B387 US60683BCC54 0001462160 Certificate of Deposit Y N/A N/A 2018-02-05 2018-03-02 2018-03-02 N N N 0.0145 40008720.00 40008720.00 0.0099 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.74% 60683BEA7 JBONEPAGQXF4QP29B387 US60683BEA70 Certificate of Deposit Y N/A N/A 2018-02-16 2018-05-16 2018-05-16 N N N 0.0165 40010040.00 40010040.00 0.0099 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 1.72% 60700ALR3 RB0PEZSDGCO3JS6CEU02 US60700ALR31 Certificate of Deposit Y N/A N/A 2018-02-20 2018-03-19 2018-03-19 N N N 0.0149 37010323.00 37010323.00 0.0092 N N N N Royal Bank of Canada Royal Bank of Canada, 1.72% 78009NV86 ES7IP3U3RHIGC71XBU11 US78009NV866 Certificate of Deposit Y N/A N/A 2018-02-28 2018-03-28 2018-03-28 N N N 0.0152 22006358.00 22006358.00 0.0054 N N N N Royal Bank of Canada Royal Bank of Canada, 1.73% 78009N2R6 ES7IP3U3RHIGC71XBU11 US78009N2R66 Certificate of Deposit Y N/A N/A 2018-02-12 2018-07-10 2018-07-10 N N N 0.0170 35004795.00 35004795.00 0.0087 N N N N Royal Bank of Canada Royal Bank of Canada, 1.73% 78009N2B1 ES7IP3U3RHIGC71XBU11 US78009N2B15 Certificate of Deposit Y N/A N/A 2018-02-20 2018-06-20 2018-06-20 N N N 0.0168 25004825.00 25004825.00 0.0062 N N N N Royal Bank of Canada Royal Bank of Canada, 1.77% 78009N6V3 ES7IP3U3RHIGC71XBU11 US78009N6V33 Certificate of Deposit Y N/A N/A 2018-02-20 2018-10-18 2018-10-18 N N N 0.0177 39999120.00 39999120.00 0.0099 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.71% 86563YQ97 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0140 30001200.00 30001200.00 0.0074 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.75% 86563Y5H2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2018-02-20 2018-05-21 2018-05-21 N N N 0.0170 60007260.00 60007260.00 0.0148 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.75% 86563Y5Y5 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2018-02-26 2018-05-29 2018-05-29 N N N 0.0173 40001640.00 40001640.00 0.0099 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 1.72% 86958JXG9 NHBDILHZTYCNBV5UYZ31 US86958JXG92 Certificate of Deposit Y N/A N/A 2018-02-02 2018-07-02 2018-07-02 N N N 0.0167 38007258.00 38007258.00 0.0094 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 1.73% 94989RQU5 KB1H1DSPRFMYMCUFXT09 US94989RQU58 Certificate of Deposit Y N/A N/A 2018-02-06 2018-07-05 2018-07-05 N N N 0.0169 30005010.00 30005010.00 0.0074 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 1.73% 94989RNV6 KB1H1DSPRFMYMCUFXT09 US94989RNV68 Certificate of Deposit Y N/A N/A 2018-02-20 2018-04-20 2018-04-20 N N N 0.0157 24007968.00 24007968.00 0.0059 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 1.75% 94989RXF0 KB1H1DSPRFMYMCUFXT09 US94989RXF09 Certificate of Deposit Y N/A N/A 2018-02-20 2018-08-17 2018-08-17 N N N 0.0176 39998120.00 39998120.00 0.0099 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 1.46% BFXS5XCH7N0Y05NIXW11 XS1697899679 Certificate of Deposit Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0146 25999992.20 25999992.20 0.0064 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 1.46% BFXS5XCH7N0Y05NIXW11 XS1696901385 Certificate of Deposit Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0148 9999962.00 9999962.00 0.0025 N N Y N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.64% RB0PEZSDGCO3JS6CEU02 CIA105000 Certificate of Deposit Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0164 28916770.00 28916770.00 0.0072 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 1.80% 5493006GGLR4BTEL8O61 XS1751477560 Certificate of Deposit Y N/A N/A 2018-04-11 2018-04-11 2018-04-11 N N N 0.0167 12002676.00 12002676.00 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 1.82% 5493006GGLR4BTEL8O61 XS1760788809 Certificate of Deposit Y N/A N/A 2018-04-25 2018-04-25 2018-04-25 N N N 0.0172 9001865.70 9001865.70 0.0022 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 1.46% JHE42UYNWWTJB8YTTU19 CIC564000 Non-Negotiable Time Deposit Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0138 41000512.50 41000512.50 0.0101 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.45% G5GSEF7VJP5I7OUK5573 CIC551000 Non-Negotiable Time Deposit Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0145 132000000.00 132000000.00 0.0327 N Y Y N BNP Paribas BNP Paribas, 1.46% R0MUWSFPU8MPRO8K5P83 CIB722000 Non-Negotiable Time Deposit Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0146 40999967.20 40999967.20 0.0101 N N Y N BNP Paribas BNP Paribas, 1.46% R0MUWSFPU8MPRO8K5P83 CIC531000 Non-Negotiable Time Deposit Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0146 43999938.40 43999938.40 0.0109 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.48% 1VUV7VQFKUOQSJ21A208 CIA543000 Non-Negotiable Time Deposit Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0148 40000000.00 40000000.00 0.0099 N Y Y N Credit Agricole CIB Credit Agricole CIB, 1.48% 1VUV7VQFKUOQSJ21A208 CIB642000 Non-Negotiable Time Deposit Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0148 40999930.30 40999930.30 0.0101 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.48% 1VUV7VQFKUOQSJ21A208 CIC093000 Non-Negotiable Time Deposit Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 N N N 0.0148 40999909.80 40999909.80 0.0101 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.48% 1VUV7VQFKUOQSJ21A208 CIC497000 Non-Negotiable Time Deposit Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0148 40999885.20 40999885.20 0.0101 N N Y N ING Bank NV ING Bank NV, 1.46% 3TK20IVIUJ8J3ZU0QE75 CIA672000 Non-Negotiable Time Deposit Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0146 41000000.00 41000000.00 0.0101 N Y Y N ING Bank NV ING Bank NV, 1.46% 3TK20IVIUJ8J3ZU0QE75 CIB622000 Non-Negotiable Time Deposit Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0146 40999930.30 40999930.30 0.0101 N N Y N ING Bank NV ING Bank NV, 1.46% 3TK20IVIUJ8J3ZU0QE75 CIC123000 Non-Negotiable Time Deposit Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 N N N 0.0146 40999909.80 40999909.80 0.0101 N N Y N ING Bank NV ING Bank NV, 1.46% 3TK20IVIUJ8J3ZU0QE75 CIC524000 Non-Negotiable Time Deposit Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0146 40999885.20 40999885.20 0.0101 N N Y N Royal Bank of Canada Royal Bank of Canada, 1.36% ES7IP3U3RHIGC71XBU11 CIC623000 Non-Negotiable Time Deposit Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 80000000.00 80000000.00 0.0198 N Y Y N BNP Paribas BNP Paribas, 1.55% R0MUWSFPU8MPRO8K5P83 CIC555000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ROYAL BK SCOTLAND GROUP PLC SR GLBL NT 23 2138005O9XJIJN4JPN90 2023-05-15 2023-05-15 3.498 - 3.498 3087738.00 3102697.06 Corporate Debt Securities AMERICAN TOWER CORP NEW SR GLBL NT 26 5493006ORUSIL88JOE18 2026-10-15 2026-10-15 3.375 - 3.375 7602000.00 7398855.55 Corporate Debt Securities MORGAN STANLEY VR 012318-021021 IGJSJL3JD5P30I6NJZ34 2021-02-10 2021-02-10 2.33 - 2.33 3140281.00 3149035.30 Corporate Debt Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0155 13000000.00 13000000.00 0.0032 N Y Y N Citigroup Global Markets, Inc. 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Mitsubishi UFJ Securities (U.S.A.), Inc., 1.61% K5HU16E3LMSVCCJJJ255 CIC560000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BANKWELL FINL GROUP INC COM 5493004NUBQXPY84NX67 2049-01-01 2049-01-01 N/A 55.00 1861.20 Equities CITRIX SYS INC COM HCTKJGUQOPZ5NBK7NP58 2019-04-15 2049-01-01 0 - 0.5 2397001.00 3177776.95 Equities CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 54930012H97VSM0I2R19 2020-08-01 2020-08-01 6.875 - 6.875 51.00 56411.04 Equities GLOBAL EAGLE ENTMT INC SR CV NT 2.75%35 5493000LLKPEGV8XVG26 2035-02-15 2035-02-15 3.25 - 3.25 3000.00 1833.71 Equities RAYONIER ADVANCED MATLS INC PFD CV SER A 54930053QJ7OUGZG4F72 2019-08-15 2019-08-15 8 - 8 5.00 670.55 Equities RESOURCE CAP CORP COM NEW 549300RUJWPCMY4JFR46 2049-01-01 2049-01-01 N/A 2.00 18.84 Equities ALAMOS GOLD INC NEW COM CL A 549300TDOX73YGYXE959 2049-01-01 2049-01-01 N/A 2.00 11.94 Equities PROGRESSIVE CORP OHIO SR NT 4.35%44 2044-04-25 2044-04-25 4.35 - 4.35 545000.00 591891.80 Corporate Debt Securities AEGEAN MARINE PETE NETWORK INC SR CV 144A NT 21 549300Y8J1BDYK6VXC67 2021-12-15 2021-12-15 4.25 - 4.25 977000.00 710836.43 Equities FLEXION THERAPEUTICS INC COCO 24 549300X8HYW1HZKCDG90 2024-05-01 2024-05-01 3.375 - 3.375 2000.00 2322.38 Equities AMERICAN HOMES 4 RENT 5.875% CUM PFD G 549300ZJUO7A58PNUW40 2500-12-31 2500-12-31 5.875 - 5.875 145148.00 3490809.40 Equities NORTHWEST BANCSHARES INC MD COM 2049-01-01 2049-01-01 N/A 1.00 17.01 Equities RYLAND GROUP INC SR CV NT 0.25%19 5493006Z0ED3DFZCWU56 2019-06-01 2019-06-01 0.25 - 0.25 3000.00 3050.78 Equities LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 2049-01-01 2049-01-01 N/A 87602.00 3821199.24 Equities ADOBE SYS INC COM FU4LY2G4933NH2E1CP29 2049-01-01 2049-01-01 N/A 1.00 196.90 Equities ALTISOURCE RESIDENTIAL CORP CL B 2049-01-01 2049-01-01 N/A 1.00 11.02 Equities TIME WARNER INC COM NEW KNG3XRAA0RHN9H62OK76 2049-01-01 2049-01-01 N/A 4338.00 409724.10 Equities ALTRIA GROUP INC COM XSGZFLO9YTNO9VCQV219 2049-01-01 2049-01-01 N/A 10154.00 708952.28 Equities SEMPRA ENERGY 6% PFD CONV A PBBKGKLRK5S5C0Y4T545 2021-01-15 2021-01-15 6 - 6 460.00 46001.99 Equities ALPHABET INC CAP STK CL C 5493006MHB84DD0ZWV18 2049-01-01 2049-01-01 N/A 220.00 256011.80 Equities NEXPOINT RESIDENTIAL TR INC COM 549300U2J6XVYBF87166 2049-01-01 2049-01-01 N/A 5.00 132.55 Equities ENERGY TRANSFER EQUITY L P COM UT LTD PTN MTLVN9N7JE8MIBIJ1H73 2049-01-01 2049-01-01 N/A 1069.00 19445.11 Equities BANC OF CALIFORNIA INC COM 549300ZKWUJDP6LJ1X87 2049-01-01 2049-01-01 N/A 3.00 59.10 Equities CTRIP COM INTL LTD SR CONV NT 1%20 2549004RMYDSRQL4KW41 2020-07-01 2020-07-01 1 - 1 348000.00 373596.56 Equities SHIP FINANCE INTERNATIONAL LTD SR GLBL CV NT 21 549300RLYYPSB0C7RH77 2021-10-15 2021-10-15 5.75 - 5.75 3767.00 4012.06 Equities PROCTER AND GAMBLE CO COM 2572IBTT8CCZW6AU4141 2049-01-01 2049-01-01 N/A 476.00 41388.20 Equities MASTERCARD INCORPORATED CL A AR5L2ODV9HN37376R084 2049-01-01 2049-01-01 N/A 7747.00 1295220.93 Equities HERON THERAPEUTICS INC COM 549300DR2I1DOPD2IX53 2049-01-01 2049-01-01 N/A 3.00 68.55 Equities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0161 14000000.00 14000000.00 0.0035 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. 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Mitsubishi UFJ Securities (U.S.A.), Inc., 2.00% K5HU16E3LMSVCCJJJ255 CGH214000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MIZUHO BANK LTD. SR REGS NT 19 RB0PEZSDGCO3JS6CEU02 2019-04-16 2019-04-16 2.45 - 2.45 4181000.00 4208493.56 Corporate Debt Securities PROGRESSIVE CORP OHIO SR NT 4.35%44 2044-04-25 2044-04-25 4.35 - 4.35 2000.00 2172.08 Corporate Debt Securities Y N/A N/A 2018-02-20 2018-02-20 2018-02-20 N N N 0.0200 3999960.40 3999960.40 0.0010 N N N Y Mizuho Securities U.S.A., Inc. 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Mizuho Securities U.S.A., Inc., 1.62% 7TK5RJIZDFROZCA6XF66 CHI835000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2049-01-01 2049-01-01 N/A 343664.00 9725691.20 Equities Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 2 N N/A N/A N N 0.0161 9000000.00 9000000.00 0.0022 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.62% 7TK5RJIZDFROZCA6XF66 CIA206000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2049-01-01 2049-01-01 N/A 496292.00 14045063.60 Equities Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 13000000.00 13000000.00 0.0032 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.62% 7TK5RJIZDFROZCA6XF66 CIC607000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2049-01-01 2049-01-01 N/A 381643.00 10800496.90 Equities Y N/A N/A 2018-02-07 2018-02-07 2018-02-14 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 10000000.00 10000000.00 0.0025 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.77% 7TK5RJIZDFROZCA6XF66 CIA977000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL NATIONAL MORTGAGE ASSOC 2048-01-01 2048-01-01 4 - 4 2949406.00 3060903.38 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-09 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0176 3000000.00 3000000.00 0.0007 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.59% 7TK5RJIZDFROZCA6XF66 CHB073000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SYNCHRONY FINL SR GLBL FL NT 20 549300RS7EWPM9MA6C78 2020-02-03 2020-02-03 2.615 - 2.615 6186000.00 6313162.75 Corporate Debt Securities Y N/A N/A 2018-04-03 2018-04-03 2018-04-03 N N N 0.0237 6000181.80 6000181.80 0.0015 N N N Y RBS Securities, Inc. RBS Securities, Inc., 1.59% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 2024-04-30 2024-04-30 2 - 2 34725000.00 33662681.61 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0159 33000000.00 33000000.00 0.0082 N Y Y N Societe Generale Societe Generale, 1.55% O2RNE8IBXP4R0TD8PU41 CIC563000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIBANK NA N Y SR GLBL NT 19 E57ODZWZ7FF32TWEFA76 2019-09-18 2019-09-18 1.85 - 1.85 199490.00 198920.40 Corporate Debt Securities RAYTHEON CO SR NT 3.125%20 YR6K3WJN0KKLUPZSNL57 2020-10-15 2020-10-15 3.125 - 3.125 2000.00 2050.60 Corporate Debt Securities STATE GRID OVERSEAS INVT 2016 FR 2.875%051826 2026-05-18 2026-05-18 2.875 - 2.875 12311610.00 11724221.38 Corporate Debt Securities BARCLAYS BK PLC GLBL MTN 144A GLBL-LH 144A 18 G5GSEF7VJP5I7OUK5573 2018-11-23 2018-11-23 0 - 0 8.00 8.00 Corporate Debt Securities NATIONAL AUSTRALIA BK LTD REGS VR 011218-041223 F8SB4JFBSYQFRQEH3Z21 2023-04-12 2023-04-12 2.309 - 2.309 50300.00 50363.82 Corporate Debt Securities BANK NEW YORK MTN BK ENT FR 2.45%112720 WFLLPEPC7FZXENRZV188 2020-11-27 2020-11-27 2.45 - 2.45 100000.00 99963.56 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL FL NT 23 784F5XWPLTWKTBV3E584 2023-02-23 2023-02-23 2.556 - 2.556 1212200.00 1218295.00 Corporate Debt Securities US TREASURY 2018-04-15 2046-11-15 0 - 4.375 23314882.12 19689185.81 U.S. Treasuries (including strips) JEFFERIES GROUP LLC / JEFFERIE SR GLBL NT 30 2030-01-23 2030-01-23 4.15 - 4.15 100.00 97.37 Corporate Debt Securities BPCE SR NON PFD MED TM NT 144A FR 3.5%102327 9695005MSX1OYEMGDF46 2027-10-23 2027-10-23 3.5 - 3.5 1.00 0.98 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 23 5493008B6JBRUJ90QL97 2023-01-05 2024-11-07 3.25 - 3.5 145.00 143.62 Corporate Debt Securities TOYOTA MOTOR CREDIT CORP FR 2.2%011020 Z2VZBHUMB7PWWJ63I008 2020-01-10 2020-01-10 2.2 - 2.2 410.00 409.51 Corporate Debt Securities GERDAU TRADE INC SR GLBL REGS 27 5493008RWEW71JB0LO29 2027-10-24 2027-10-24 4.875 - 4.875 987.00 1002.93 Corporate Debt Securities BARCLAYS BK PLC SR GLBL NT 21 G5GSEF7VJP5I7OUK5573 2021-01-11 2021-01-11 2.65 - 2.65 617410.00 615083.74 Corporate Debt Securities APPLE INC SR GLBL NT 26 HWUPKR0MPOU8FGXBT394 2026-08-04 2026-08-04 2.45 - 2.45 462000.00 437997.18 Corporate Debt Securities ENTERPRISE PRODS OPER LLC SR GLBL NT4.9%46 5493004LGN656HWLDA30 2046-05-15 2046-05-15 4.9 - 4.9 49000.00 54728.81 Corporate Debt Securities SINOPEC GRP OVERSEAS DEV 2017 SR GLBL REGS 22 5493001IPW8ZGQ181Z16 2022-04-12 2022-04-12 3 - 3 1.00 1.00 Corporate Debt Securities BAT CAP CORP SR GLBL 144A 37 2138005GYEXN7XRHFA84 2037-08-15 2037-08-15 4.39 - 4.39 433457.00 453991.06 Corporate Debt Securities DBS BK LTD GLBL CVRD BD PROG EXT CVD FX/FLT19 ATUEL7OJR5057F2PV266 2019-08-06 2019-08-06 1.625 - 1.625 7218000.00 7246506.08 Corporate Debt Securities DEERE & CO SR GLBL NT3.9%42 PWFTNG3EI0Y73OXWDH08 2042-06-09 2042-06-09 3.9 - 3.9 2000.00 2111.85 Corporate Debt Securities TENCENT HLDGS LTD FR 2.985%011923 254900N4SLUMW4XUYY11 2023-01-19 2023-01-19 2.985 - 2.985 880.00 872.31 Corporate Debt Securities NOVARTIS CAPITAL CORP SR GLBL NT 4%45 2045-11-20 2045-11-20 4 - 4 2000.00 2107.18 Corporate Debt Securities BANK OF NOVA SCOTIA SR GLBL NT 19 L3I9ZG2KFGXZ61BMYR72 2019-01-15 2019-01-15 1.95 - 1.95 1500000.00 1497370.00 Corporate Debt Securities FEDERAL HOME LOAN MORTGAGE CORP 2018-05-01 2047-12-01 3 - 11.5 23398274.00 1146845.00 Agency Mortgage-Backed Securities NATIONAL AUSTRALIA BK F8SB4JFBSYQFRQEH3Z21 2023-04-12 2023-04-12 N/A 36700.00 36425.45 Corporate Debt Securities ICICI BK LTD GLBL MTN SR REG S FR 3.8%121427 R7RX8ER1V4666J8D1I38 2027-12-14 2027-12-14 3.8 - 3.8 109600.00 106893.00 Corporate Debt Securities JP MORGAN CHASE BANK NA SR GLBL NT 29 8I5DZWZKVSZI1NUHU748 2029-01-23 2029-01-23 3.509 - 3.509 380736.00 377975.58 Corporate Debt Securities HYUNDAI CAP SVCS INC FR 1.625%083019 549300MALMDAGL2ZJJ27 2019-08-30 2019-08-30 1.625 - 1.625 860.00 847.90 Corporate Debt Securities BANK AMER CORP FR 4.183%112527 9DJT3UXIJIZJI4WXO774 2027-11-25 2027-11-25 4.183 - 4.183 568000.00 586112.86 Corporate Debt Securities KIA MTRS CORP SR GLBL REGS 27 988400V8MJK9N7OI5X76 2027-10-25 2027-10-25 3.5 - 3.5 15679.00 15319.53 Corporate Debt Securities 21ST CENTY FOX AMER INC SR GLBL DB6.2%34 8RS0AKOLN987042F2V04 2034-12-15 2034-12-15 6.2 - 6.2 48000.00 61360.43 Corporate Debt Securities CRH AMERICA FINANCE INC SR GLBL 144A 47 549300WEVUODRJ4CWK56 2047-05-09 2047-05-09 4.4 - 4.4 31988.00 33119.81 Corporate Debt Securities JD COM INC SR NT 3.125%21 549300HVTWB0GJZ16V92 2021-04-29 2021-04-29 3.125 - 3.125 200000.00 199819.22 Corporate Debt Securities JPMORGAN CHASE & CO SUB NT 3.875%24 8I5DZWZKVSZI1NUHU748 2024-09-10 2024-09-10 3.875 - 3.875 2000.00 2078.95 Corporate Debt Securities AT&T INC SR GLBL FL NT 20 549300Z40J86GGSTL398 2020-06-30 2020-06-30 2.623 - 2.623 729000.00 739907.23 Corporate Debt Securities MEXICO CITY ARPT TR SR SEC GLBL 47 2047-07-31 2047-07-31 5.5 - 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8 10402.00 10456.32 Corporate Debt Securities SPRINT CAP CORP SR NT 6.875%28 2028-11-15 2028-11-15 6.875 - 6.875 9000.00 9344.38 Corporate Debt Securities SBA COMMUNICATIONS CORP SR GLBL NT 24 2024-09-01 2024-09-01 4.875 - 4.875 100.00 101.54 Corporate Debt Securities CREDIT AGRICOLE S A FR 4%011033 969500TJ5KRTCJQWXH05 2033-01-10 2033-01-10 4 - 4 10.00 9.89 Corporate Debt Securities GERDAU TRADE INC SR GLBL REGS 27 5493008RWEW71JB0LO29 2027-10-24 2027-10-24 4.875 - 4.875 11.00 11.18 Corporate Debt Securities TOYOTA MOTOR CREDIT CORP FR 2.2%011020 Z2VZBHUMB7PWWJ63I008 2020-01-10 2020-01-10 2.2 - 2.2 50.00 49.94 Corporate Debt Securities JD COM INC SR NT 3.125%21 549300HVTWB0GJZ16V92 2021-04-29 2021-04-29 3.125 - 3.125 200000.00 199819.22 Corporate Debt Securities CABLEVISION SYS CORP SR NT 7.75%18 2018-04-15 2018-04-15 7.75 - 7.75 14000.00 14473.47 Corporate Debt Securities ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 24 2024-06-15 2024-06-15 6.625 - 6.625 819.00 786.62 Corporate Debt Securities NATIONWIDE BLDG SOC MTN FR 4%091426 549300XFX12G42QIKN82 2026-09-14 2026-09-14 4 - 4 250000.00 252450.56 Corporate Debt Securities JP MORGAN CHASE BANK NA SR GLBL NT 29 8I5DZWZKVSZI1NUHU748 2029-01-23 2029-01-23 3.509 - 3.509 10840.00 10761.41 Corporate Debt Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-12-20 2047-12-20 3.5 - 3.5 5508637.00 5614560.67 Agency Mortgage-Backed Securities CHENIERE CORPUS CHRISTI HLDGS SR SEC NT 25 549300I7CIEWU1BBLQ53 2025-03-31 2025-03-31 5.875 - 5.875 761.00 820.97 Corporate Debt Securities GOLDMAN SACHS GROUP GLBL NT 2.876%22 784F5XWPLTWKTBV3E584 2022-10-31 2022-10-31 2.876 - 2.876 265.00 264.05 Corporate Debt Securities XERIUM TECHNOLOGIES INC SR SEC GLBL NT21 549300NWWY1C54HQDY63 2021-08-15 2021-08-15 9.5 - 9.5 11000.00 11701.86 Corporate Debt Securities KRONOS ACQUISITION HLDGS INC SR 144A NT 9%23 2023-08-15 2023-08-15 9 - 9 11000.00 11209.00 Corporate Debt Securities Y N/A N/A 2018-03-02 2018-03-02 2018-03-02 N N N 0.0185 5999799.60 5999799.60 0.0015 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.62% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WASHINGTON PRIME GROUP NEW REDEEMABLE PFD I 549300RWGA2GV6YQYT67 2049-01-01 2049-01-01 6.875 - 6.875 39.00 909.87 Equities SOUTHERN CALIF EDISON CO PFD 4.32% 9R1Z5I36FERIBVKW4P77 2049-01-01 2049-01-01 4.32 - 4.32 4328.00 98548.56 Equities STEEL PARTNERS HLDGS L P PFD SER A 5493009U8Z59G5SIZ389 2024-12-23 2024-12-23 6 - 6 304.00 6326.24 Equities ENERGY TRANSFER EQUITY L P COM UT LTD PTN MTLVN9N7JE8MIBIJ1H73 2049-01-01 2049-01-01 N/A 81.00 1473.39 Equities REXFORD INDL RLTY INC 5.875% PFD SER B 549300MSLO0DF0EMX355 2500-12-31 2500-12-31 5.875 - 5.875 5600.00 129080.00 Equities PUBLIC STORAGE 5.05% CUM PFD G 2049-01-01 2500-12-31 4.9 - 5.15 13962.00 324813.50 Equities PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 5521FA2ITF25TVH63740 2049-01-01 2049-01-01 N/A 54.00 1147.50 Equities QUANTERIX CORP COM 2049-01-01 2049-01-01 N/A 5852.00 122892.00 Equities HEWLETT PACKARD ENTERPRISE CO COM 549300BX44RGX6ANDV88 2049-01-01 2049-01-01 N/A 111067.00 1837048.18 Equities GENESIS ENERGY L P UNIT LTD PARTN 549300VJ5D6MDK138782 2049-01-01 2049-01-01 N/A 24.00 553.44 Equities SCE TR II TR PFD SECS 5.1% 2049-01-01 2049-01-01 5.1 - 5.1 60.00 1349.40 Equities ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 88CPW63VL7KHJWS0NY83 2049-01-01 2049-01-01 N/A 100.00 1710.00 Equities GENERAL ELEC CAP CORP NT 53 3C7474T6CDKPR9K6YT90 2053-01-29 2053-01-29 4.875 - 4.875 12470.00 290800.40 Equities BANK AMER CORP PFD 1/1200SER5 9DJT3UXIJIZJI4WXO774 2049-01-01 2049-01-01 4 - 4 24217.00 562803.08 Equities NATIONAL RETAIL PPTYS INC DEP SHS PFD F 5493008JKH5SOTI0JS97 2049-01-01 2049-01-01 5.2 - 5.2 30200.00 704868.00 Equities ENTERGY ARK INC 1M BD 4.875%66 KYX6QEFGFXUFFAWLGG05 2052-12-01 2066-09-01 4.875 - 4.9 16411.00 384504.83 Equities NEXA RES S A COM 549300QRMRHM7GAU7L47 2049-01-01 2049-01-01 N/A 84.00 1734.60 Equities CONE MIDSTREAM PARTNERS LP COM UNIT REPST 2500-12-31 2500-12-31 N/A 86.00 1704.52 Equities NUVERRA ENVIRONMENTAL SOLUTION COM PAR 54930020KUQC33JLQV12 2049-01-01 2049-01-01 N/A 84.00 1642.20 Equities PS BUSINESS PKS INC CALIF SHS PFD SER W 2049-01-01 2049-01-01 5.2 - 5.2 16946.00 397553.16 Equities ODONATE THERAPEUTICS INC COM 549300D50X5LSJ208C14 2049-01-01 2049-01-01 N/A 5387.00 114473.75 Equities SENDGRID INC COM 549300PAZSY4OW33YX23 2500-12-31 2500-12-31 N/A 82.00 1875.34 Equities SCE TRUST VI 5% TR PREF SECS 2500-12-31 2500-12-31 5 - 5 55.00 1237.56 Equities ENTERGY LA LLC COLLATERAL TR MT 2066-09-01 2066-09-01 4.875 - 4.875 25244.00 583388.84 Equities SAILPOINT TECHNLGIES HLDGS INC COM 2500-12-31 2500-12-31 N/A 5730.00 96951.60 Equities APELLIS PHARMACEUTICALS INC COM 2500-12-31 2500-12-31 N/A 4500.00 82215.00 Equities KIMCO RLTY CORP 5.125% DEP PFD L 549300EA7I6T15IBYS12 2500-12-31 2500-12-31 5.125 - 5.25 19594.00 443809.05 Equities LIBERTY LATIN AMERICA LTD COM CL A 2500-12-31 2500-12-31 N/A 38.00 871.52 Equities CURO GROUP HLDGS CORP COM 54930007KH8KCGJ4YE72 2049-01-01 2049-01-01 N/A 9221.00 155189.43 Equities BLUEGREEN VACATIONS CORP COM 2500-12-31 2500-12-31 N/A 57.00 1083.57 Equities BLACK STONE MINERALS L P COM UNIT 2049-01-01 2049-01-01 N/A 55.00 1014.20 Equities CASA SYS INC COM 549300PNQ0GUDHNZLG66 2049-01-01 2049-01-01 N/A 7096.00 126734.56 Equities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0162 6000000.00 6000000.00 0.0015 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.62% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BLACKHAWK NETWORK HLDGS INC SR COCO 22 549300LFU3K8UIR03132 2022-01-15 2022-01-15 1.5 - 1.5 5801948.00 6480292.42 Equities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0162 6000000.00 6000000.00 0.0015 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.62% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WORLD BANK ZTMSNXROF84AHWJNKQ93 2019-09-30 2019-09-30 1.2 - 1.2 13433000.00 13260654.61 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0221 12998508.90 12998508.90 0.0032 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 1.36%, dated 1/31/2018 due 02/01/2018 B4TYDEB6GKMZO031MB27 CIC687000_04197 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2046-10-20 3 - 5.25 17372466.13 5890448.62 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 5754571.79 5754571.79 0.0014 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.36%, dated 1/31/2018 due 02/01/2018 R0MUWSFPU8MPRO8K5P83 CIC687000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2019-02-01 2034-04-28 1.3 - 3.17 38885.91 38747.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2043-02-01 3 - 6.5 99289.68 43226.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2038-02-16 2047-06-20 2.079 - 4.5 210705.57 144811.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2047-01-01 2.5 - 7.5 416963.42 151798.61 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 369989.61 369989.61 0.0001 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.36%, dated 1/31/2018 due 02/01/2018 VJW2DOOHGDT6PR0ZRO63 CIC687000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 29.60 20.17 Agency Debentures and Agency Strips US TREASURY 2018-02-15 2047-11-15 0 - 8 152887.35 150413.57 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-02-08 2047-12-01 0.875 - 4.5 12059.19 11861.49 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2046-07-15 2047-09-20 3.5 - 4.5 1543.05 1547.54 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2018-07-02 2023-01-17 1.172 - 5.05 143612.70 142093.84 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-05-30 2045-09-01 1.5 - 4 81266.99 80510.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2018-03-09 2031-08-25 0.875 - 3.25 117854.02 116768.32 Agency Debentures and Agency Strips Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 493319.48 493319.48 0.0001 N Y Y N Citibank NA In a joint trading account with Citibank NA at 1.36%, dated 1/31/2018 due 02/01/2018 E57ODZWZ7FF32TWEFA76 CIC687000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-03-08 2047-11-15 0 - 7.875 2400039.60 2445589.73 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-11-12 2020-11-12 1.21 - 1.21 2566.67 2569.81 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-07-01 2045-12-01 3.473 - 6 345.75 46.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2033-02-15 2045-11-20 4 - 5.5 136138.58 72625.81 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 1867.57 1874.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-12 2048-01-01 0 - 6.5 1830.67 181.21 Agency Debentures and Agency Strips Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 2466597.42 2466597.42 0.0006 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.36%, dated 1/31/2018 due 02/01/2018 CYYGQCGNHMHPSMRL3R97 CIC687000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-02-15 2047-02-15 0.625 - 6.875 4736801.13 4899250.51 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-07-01 2047-11-01 3 - 6.5 2107320.72 991922.43 Agency Mortgage-Backed Securities U.S. TREASURY 2019-04-30 2019-07-31 0.892 - 1.244 129630.69 130258.35 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 5895209.77 5895209.77 0.0015 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.36%, dated 1/31/2018 due 02/01/2018 KBVRJ5K57JZ3E2AVWX40 CIC687000_40488 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2042-01-01 2042-01-01 3.5 - 3.5 171040.57 88060.83 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 86330.91 86330.91 0.0000 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.36%, dated 1/31/2018 due 02/01/2018 ZBUT11V806EZRVTWT807 CIC687000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. TREASURY 2018-04-30 2019-10-31 0 - 1.244 37223.76 37415.89 U.S. Treasuries (including strips) US TREASURY 2018-03-31 2047-08-15 0.875 - 8 1476782.39 1512881.43 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2023-05-01 2048-01-01 2.5 - 5.5 4224217.06 2477234.36 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 3946555.88 3946555.88 0.0010 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.36%, dated 1/31/2018 due 02/01/2018 8NAV47T0Y26Q87Y0QP81 CIC687000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-02-08 2027-08-15 0 - 2.25 1111282.84 1109735.98 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 3 - 3 30566.83 25343.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2041-01-01 2047-02-01 3 - 4.5 655812.01 500335.71 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 1603288.33 1603288.33 0.0004 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.36%, dated 1/31/2018 due 02/01/2018 7TK5RJIZDFROZCA6XF66 CIC687000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2019-10-25 2052-11-25 0 - 10.364 1949946.73 1196683.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-09-15 2048-01-20 3 - 5 1636016.63 1122565.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-09-25 2053-12-25 1.5 - 8 3635886.21 966554.14 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 3209043.25 3209043.25 0.0008 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.36%, dated 1/31/2018 due 02/01/2018 549300QJJX6CVVUXLE15 CIC687000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-03-31 2047-08-15 0.75 - 4.375 543078.17 535644.84 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 524040.96 524040.96 0.0001 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.36%, dated 1/31/2018 due 02/01/2018 VYVVCKR63DVZZN70PB21 CIC687000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-07-05 2046-11-15 0 - 2.875 827974.61 819794.50 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2048-02-15 0 - 5.564 30637.86 23343.97 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2018-04-01 2048-08-01 1.691 - 7.5 1595856.33 788839.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2018-02-15 2048-01-20 2 - 10 1613259.09 1302229.71 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 2876052.60 2876052.60 0.0007 N Y Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 1.82% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Mater Note Y N/A N/A 2018-02-07 2018-02-07 2018-08-31 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0182 70000000.00 70000000.00 0.0173 N N Y N Fidelity Colchester Street Trust: Prime Reserves Portfolio 2018-02-05 Stephanie Dorsey Stephanie Dorsey President and Treasurer