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OPERATIONS CO. 0000862124 084-01839 N N N Prime N 25 42 4017373110.47 3469581870.58 3377830938.55 2481560443.45 5162660421.27 5338173689.00 5378688322.78 4767888615.92 0.4000 0.3400 0.3200 0.2500 0.5200 0.5200 0.5100 0.4900 732.58 9966824594.15 9965876724.13 8811051.92 155603907.45 9820032471.20 9816486225.30 1.0000 0.0265 1.0003 1.0003 1.0003 1.0003 C000013040 1000000.00 654496565.10 653998357.68 1.0004 1.0004 1.0004 1.0004 11489306.43 16179815.61 87144111.12 108815646.67 210832203.80 117339515.51 95917025.58 23884562.28 512712029.09 474507628.22 0.0247 Y Fidelity Investments, Reimbursement Fees, -14808.33; C000013085 1000000.00 20047096.65 20036854.32 1.0005 1.0005 1.0005 1.0005 37938.97 15000.02 0.00 56403.00 0.00 0.00 3633.14 0.00 41572.11 146403.02 0.0242 Y Fidelity Investments, Reimbursement Fees, -425.07; C000056570 10000000.00 9122602382.99 9119579688.92 1.0003 1.0003 1.0003 1.0003 1219687495.21 1091505593.25 1110334267.63 856111868.66 1272801519.36 1281756805.92 686249140.85 1408671496.62 5412968377.52 4938023948.65 0.0251 Y Fidelity Investments, Reimbursement Fees, -284955.20; C000056569 1000000.00 20431.65 20400.63 1.0012 1.0012 1.0012 1.0012 31.78 0.00 0.00 0.00 0.00 0.00 0.00 0.00 31.78 0.00 0.0196 Y Fidelity Investments, Reimbursement Fees, -0.38; C000013084 1000000.00 13402327.27 13388502.54 1.0003 1.0003 1.0004 1.0004 24298.57 0.04 0.00 0.00 0.00 411515.04 0.00 0.00 24298.57 411515.08 0.0222 Y Fidelity Investments, Reimbursement Fees, -238.78; C000013083 1000000.00 9463667.54 9462421.21 1.0003 1.0003 1.0003 1.0004 170767.42 8152.45 75529.09 12003.60 213812.34 0.00 972212.51 0.00 2816091.57 49147.19 0.0232 Y Fidelity Investments, Reimbursement Fees, -145.45; Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.67% 06370RHX0 NQQ6HPCNCCU6TUTQYE16 US06370RHX08 Certificate of Deposit Y N/A N/A 2019-02-08 2019-03-08 2019-03-08 N N N 0.0247 86015050.00 86015050.00 0.0088 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.67% 06370RHY8 NQQ6HPCNCCU6TUTQYE16 US06370RHY80 Certificate of Deposit Y N/A N/A 2019-02-11 2019-03-11 2019-03-11 N N N 0.0247 79014536.00 79014536.00 0.0080 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.72% 06370RNU9 NQQ6HPCNCCU6TUTQYE16 US06370RNU94 Certificate of Deposit Y N/A N/A 2019-02-07 2019-05-07 2019-05-07 N N N 0.0262 53010833.20 53010833.20 0.0054 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.75% 06370RDK2 NQQ6HPCNCCU6TUTQYE16 US06370RDK23 Certificate of Deposit Y N/A N/A 2019-02-13 2019-02-13 2019-02-13 N N N 0.0240 28003220.00 28003220.00 0.0029 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.77% 06370RCY3 NQQ6HPCNCCU6TUTQYE16 US06370RCY36 Certificate of Deposit Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0239 67006901.00 67006901.00 0.0068 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.91% 06370RTE9 NQQ6HPCNCCU6TUTQYE16 US06370RTE98 Certificate of Deposit Y N/A N/A 2019-03-01 2019-07-01 2019-07-01 N N N 0.0288 100011340.00 100011340.00 0.0102 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.81% 06417G4L9 L3I9ZG2KFGXZ61BMYR72 US06417G4L90 Certificate of Deposit Y N/A N/A 2019-04-24 2019-10-24 2019-10-24 N N N 0.0281 46999877.80 46999877.80 0.0048 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.82% 06417G3B2 L3I9ZG2KFGXZ61BMYR72 US06417G3B28 Certificate of Deposit Y N/A N/A 2019-02-01 2019-05-16 2019-05-16 N N N 0.0276 44006080.80 44006080.80 0.0045 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.88% 06417G4A3 L3I9ZG2KFGXZ61BMYR72 US06417G4A36 Certificate of Deposit Y N/A N/A 2019-04-15 2019-10-15 2019-10-15 N N N 0.0284 49009849.00 49009849.00 0.0050 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.88% 06417G4B1 L3I9ZG2KFGXZ61BMYR72 US06417G4B19 Certificate of Deposit Y N/A N/A 2019-04-23 2019-10-21 2019-10-21 N N N 0.0285 24004934.40 24004934.40 0.0024 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 2.71% 55379WYE0 C3GTMMZIHMY46P4OIX74 EBA034000 Certificate of Deposit Y N/A N/A 2019-05-29 2019-05-29 2019-05-29 N N N 0.0270 42000218.40 42000218.40 0.0043 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 2.75% 55379WXG6 C3GTMMZIHMY46P4OIX74 EAH205000 Certificate of Deposit Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0269 57008219.40 57008219.40 0.0058 N N N N KBC Bank NV KBC Bank NV, 2.40% 4823TAY68 6B2PBRV1FCJDMR45RZ53 EBB702000 Certificate of Deposit Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0238 70999879.30 70999879.30 0.0072 N N Y N KBC Bank NV KBC Bank NV, 2.63% 4823TAY43 6B2PBRV1FCJDMR45RZ53 EBB180000 Certificate of Deposit Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0259 90004734.00 90004734.00 0.0092 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.67% 60683BMG5 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0242 21000764.40 21000764.40 0.0021 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.69% 60683BLS0 JBONEPAGQXF4QP29B387 US60683BLS06 Certificate of Deposit Y N/A N/A 2019-02-21 2019-02-21 2019-02-21 N N N 0.0259 17000620.50 17000620.50 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.69% 60683BLT8 JBONEPAGQXF4QP29B387 US60683BLT88 Certificate of Deposit Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0259 17000778.60 17000778.60 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.70% 60683BMM2 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2019-02-21 2019-02-21 2019-02-21 N N N 0.0246 11001335.40 11001335.40 0.0011 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.70% 60683BMN0 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0246 22002756.60 22002756.60 0.0022 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.70% 60683BMA8 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2019-02-27 2019-02-27 2019-02-27 N N N 0.0248 20002842.00 20002842.00 0.0020 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.70% 60683BMB6 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0249 29004309.40 29004309.40 0.0030 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.72% 60700A2G8 RB0PEZSDGCO3JS6CEU02 DHH823000 Certificate of Deposit Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0244 33006771.60 33006771.60 0.0034 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.75% 60700A6U3 RB0PEZSDGCO3JS6CEU02 US60700A6U35 Certificate of Deposit Y N/A N/A 2019-02-11 2019-06-11 2019-06-11 N N N 0.0274 29000348.00 29000348.00 0.0030 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.76% 60700A2N3 RB0PEZSDGCO3JS6CEU02 DIA267000 Certificate of Deposit Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0245 17004425.10 17004425.10 0.0017 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.85% 60700A5U4 RB0PEZSDGCO3JS6CEU02 US60700A5U44 Certificate of Deposit Y N/A N/A 2019-02-25 2019-05-24 2019-05-24 N N N 0.0272 49018081.00 49018081.00 0.0050 N N N N Royal Bank of Canada Royal Bank of Canada, 2.66% 78012UHG3 ES7IP3U3RHIGC71XBU11 US78012UHG31 Certificate of Deposit Y N/A N/A 2019-02-13 2019-03-13 2019-03-13 N N N 0.0247 18003348.00 18003348.00 0.0018 N N N N Royal Bank of Canada Royal Bank of Canada, 2.66% 78012UHT5 ES7IP3U3RHIGC71XBU11 US78012UHT51 Certificate of Deposit Y N/A N/A 2019-02-19 2019-03-19 2019-03-19 N N N 0.0249 59011151.00 59011151.00 0.0060 N N N N Royal Bank of Canada Royal Bank of Canada, 2.66% 78012UHU2 ES7IP3U3RHIGC71XBU11 US78012UHU25 Certificate of Deposit Y N/A N/A 2019-02-20 2019-03-20 2019-03-20 N N N 0.0249 64512319.50 64512319.50 0.0066 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.67% 86565BNU1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-02-05 2019-02-07 2019-02-07 N N N 0.0265 56999863.20 56999863.20 0.0058 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.67% 86565BNT4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-02-05 2019-02-06 2019-02-06 N N N 0.0264 56999971.50 56999971.50 0.0058 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.73% 86565BQB0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0246 100019610.00 100019610.00 0.0102 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.80% 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0265 100036150.00 100036150.00 0.0102 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.75% 86564FRP0 5493006GGLR4BTEL8O61 US86564FRP08 0001046017 Certificate of Deposit Y N/A N/A 2019-02-11 2019-06-11 2019-06-11 N N N 0.0273 40750489.00 40750489.00 0.0041 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.80% 86564FQK2 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0262 54019699.20 54019699.20 0.0055 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.69% 86958JV97 NHBDILHZTYCNBV5UYZ31 US86958JV979 Certificate of Deposit Y N/A N/A 2019-02-19 2019-04-17 2019-04-17 N N N 0.0270 109993158.00 109993158.00 0.0112 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.84% 86958J3E7 NHBDILHZTYCNBV5UYZ31 US86958J3E74 Certificate of Deposit Y N/A N/A 2019-04-03 2019-07-03 2019-07-03 N N N 0.0281 111012998.10 111012998.10 0.0113 N N N N CIC London Branch CIC London Branch, 2.70% N4JDFKKH2FTD8RKFXO39 XS1943610508 Certificate of Deposit Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0270 140715837.20 140715837.20 0.0143 N N N N ING Bank NV ING Bank NV, 2.79% 3TK20IVIUJ8J3ZU0QE75 0001017255 Certificate of Deposit Y N/A N/A 2019-05-16 2019-05-16 2019-05-16 N N N 0.0270 48010156.80 48010156.80 0.0049 N N N N ING Bank NV ING Bank NV, 2.79% 3TK20IVIUJ8J3ZU0QE75 0001017255 Certificate of Deposit Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0271 98018904.20 98018904.20 0.0100 N N N N KBC Bank NV London KBC Bank NV London, 2.47% 6B2PBRV1FCJDMR45RZ53 XS1908372623 Certificate of Deposit Y N/A N/A 2019-02-08 2019-02-08 2019-02-08 N N N 0.0247 106942658.70 106942658.70 0.0109 N N N N KBC Bank NV London KBC Bank NV London, 2.47% 6B2PBRV1FCJDMR45RZ53 XS1909119429 Certificate of Deposit Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0247 21983757.40 21983757.40 0.0022 N N N N KBC Bank NV London KBC Bank NV London, 2.64% 6B2PBRV1FCJDMR45RZ53 XS1948828071 Certificate of Deposit Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0264 97125867.44 97125867.44 0.0099 N N N N KBC Bank NV London KBC Bank NV London, 2.66% 6B2PBRV1FCJDMR45RZ53 XS1946899421 Certificate of Deposit Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0266 22800118.50 22800118.50 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.67% JBONEPAGQXF4QP29B387 XS1942741817 Certificate of Deposit Y N/A N/A 2019-04-24 2019-04-24 2019-04-24 N N N 0.0267 9939479.00 9939479.00 0.0010 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.67% JBONEPAGQXF4QP29B387 XS1942756682 Certificate of Deposit Y N/A N/A 2019-04-25 2019-04-25 2019-04-25 N N N 0.0267 19877370.00 19877370.00 0.0020 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.68% JBONEPAGQXF4QP29B387 XS1943596087 Certificate of Deposit Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0268 9937890.00 9937890.00 0.0010 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.68% JBONEPAGQXF4QP29B387 XS1944450326 Certificate of Deposit Y N/A N/A 2019-04-29 2019-04-29 2019-04-29 N N N 0.0268 9935519.00 9935519.00 0.0010 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.60% RB0PEZSDGCO3JS6CEU02 XS1948835282 Certificate of Deposit Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0260 35753302.08 35753302.08 0.0036 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.51% 5493006GGLR4BTEL8O61 XS1900235679 Certificate of Deposit Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0251 21962512.00 21962512.00 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.52% 5493006GGLR4BTEL8O61 XS1902185112 Certificate of Deposit Y N/A N/A 2019-02-27 2019-02-27 2019-02-27 N N N 0.0252 42920716.60 42920716.60 0.0044 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.75% 5493006GGLR4BTEL8O61 XS1944466835 Certificate of Deposit Y N/A N/A 2019-04-29 2019-04-29 2019-04-29 N N N 0.0263 19004539.10 19004539.10 0.0019 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.75% 5493006GGLR4BTEL8O61 XS1944467056 Certificate of Deposit Y N/A N/A 2019-04-29 2019-04-29 2019-04-29 N N N 0.0263 7001672.30 7001672.30 0.0007 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.77% 5493006GGLR4BTEL8O61 XS1904251771 Certificate of Deposit Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0246 24005486.40 24005486.40 0.0024 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.77% 5493006GGLR4BTEL8O61 XS1942749398 Certificate of Deposit Y N/A N/A 2019-04-25 2019-04-25 2019-04-25 N N N 0.0261 20006410.00 20006410.00 0.0020 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.81% 5493006GGLR4BTEL8O61 XS1940197426 Certificate of Deposit Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0267 20007470.00 20007470.00 0.0020 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.90% 5493006GGLR4BTEL8O61 XS1936248126 Certificate of Deposit Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0267 19011221.40 19011221.40 0.0019 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 3.00% 5493006GGLR4BTEL8O61 XS1923404385 Certificate of Deposit Y N/A N/A 2019-04-12 2019-04-12 2019-04-12 N N N 0.0257 24019063.20 24019063.20 0.0024 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 3.00% 5493006GGLR4BTEL8O61 XS1923719022 Certificate of Deposit Y N/A N/A 2019-04-15 2019-04-15 2019-04-15 N N N 0.0258 24019284.00 24019284.00 0.0024 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.88% 60700A4R2 RB0PEZSDGCO3JS6CEU02 US60700A4R24 Certificate of Deposit Y N/A N/A 2019-02-14 2019-05-14 2019-05-14 N N N 0.0266 100057000.00 100057000.00 0.0102 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.69% 06417LJS7 L3I9ZG2KFGXZ61BMYR72 US06417LJS79 0000009631 Financial Company Commercial Paper Y N/A N/A 2019-02-04 2019-05-02 2019-05-02 N N N 0.0260 53009434.00 53009434.00 0.0054 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.76% 06417LKA4 L3I9ZG2KFGXZ61BMYR72 US06417LKA43 0000009631 Financial Company Commercial Paper Y N/A N/A 2019-02-22 2019-05-22 2019-05-22 N N N 0.0264 32010080.00 32010080.00 0.0033 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.53% 06742QQJ4 G5GSEF7VJP5I7OUK5573 DIF476000 Financial Company Commercial Paper Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0253 9986959.00 9986959.00 0.0010 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.55% 06742QSK9 G5GSEF7VJP5I7OUK5573 DIH092000 Financial Company Commercial Paper Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0255 9982024.00 9982024.00 0.0010 N N N N BPCE SA BPCE SA, 2.44% 05571CP13 9695005MSX1OYEMGDF46 DIB536000 Financial Company Commercial Paper Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0244 145990305.60 145990305.60 0.0149 N Y Y N BPCE SA BPCE SA, 2.44% 05571CP62 9695005MSX1OYEMGDF46 DIB645000 Financial Company Commercial Paper Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0244 100959771.70 100959771.70 0.0103 N N Y N BPCE SA BPCE SA, 2.70% 05571CS36 9695005MSX1OYEMGDF46 EAA515000 Financial Company Commercial Paper Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0270 48665658.30 48665658.30 0.0050 N N N N BPCE SA BPCE SA, 2.71% 05571CS77 9695005MSX1OYEMGDF46 EAA947000 Financial Company Commercial Paper Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0271 61557896.60 61557896.60 0.0063 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.66% 13608CGC0 2IGI19DL77OX0HC3ZE78 US13608CGC01 0001045520 Financial Company Commercial Paper Y N/A N/A 2019-02-19 2019-03-18 2019-03-18 N N N 0.0248 170033150.00 170033150.00 0.0173 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.74% 13608CFW7 2IGI19DL77OX0HC3ZE78 US13608CFW73 0001045520 Financial Company Commercial Paper Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0241 75011625.00 75011625.00 0.0076 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.84% 13608CGP1 2IGI19DL77OX0HC3ZE78 US13608CGP14 0001045520 Financial Company Commercial Paper Y N/A N/A 2019-02-05 2019-08-05 2019-08-05 N N N 0.0270 100073100.00 100073100.00 0.0102 N N N N Credit Agricole CIB Credit Agricole CIB, 2.43% 22533UP15 1VUV7VQFKUOQSJ21A208 0001330437 Financial Company Commercial Paper Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0243 52996496.70 52996496.70 0.0054 N Y Y N Credit Agricole CIB Credit Agricole CIB, 2.44% 22533UP49 1VUV7VQFKUOQSJ21A208 0001330437 Financial Company Commercial Paper Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 N N N 0.0244 21994174.40 21994174.40 0.0022 N N Y N Credit Suisse AG Credit Suisse AG, 2.49% 2254EBP88 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2019-02-08 2019-02-08 2019-02-08 N N N 0.0249 52971358.80 52971358.80 0.0054 N N N N Credit Suisse AG Credit Suisse AG, 2.66% 2254EBS10 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0266 42717275.00 42717275.00 0.0044 N N N N Credit Suisse AG Credit Suisse AG, 2.66% 2254EBS28 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0266 46687421.80 46687421.80 0.0048 N N N N DNB Bank ASA DNB Bank ASA, 2.41% 2332K1P12 549300GKFG0RYRRQ1414 EBA134000 Financial Company Commercial Paper Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0241 120543091.85 120543091.85 0.0123 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.67% 46640CGC0 ZBUT11V806EZRVTWT807 US46640CGC01 0001287279 Financial Company Commercial Paper Y N/A N/A 2019-02-04 2019-04-03 2019-04-03 N N N 0.0251 39009087.00 39009087.00 0.0040 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.71% 46640CGD8 ZBUT11V806EZRVTWT807 US443157JU73 0001287279 Financial Company Commercial Paper Y N/A N/A 2019-02-09 2019-04-09 2019-04-09 N N N 0.0252 39011232.00 39011232.00 0.0040 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.71% 46640CGE6 ZBUT11V806EZRVTWT807 US46640CGE66 0001287279 Financial Company Commercial Paper Y N/A N/A 2019-02-19 2019-04-16 2019-04-16 N N N 0.0255 36010116.00 36010116.00 0.0037 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.85% 46640QU33 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0285 31618656.00 31618656.00 0.0032 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.86% 46640QTC5 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2019-06-12 2019-06-12 2019-06-12 N N N 0.0286 19794666.00 19794666.00 0.0020 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.98% 46590EVC9 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2019-08-12 2019-08-12 2019-08-12 N N N 0.0298 42341381.90 42341381.90 0.0043 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.49% 60683CP47 JBONEPAGQXF4QP29B387 DIA320000 Financial Company Commercial Paper Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 N N N 0.0249 19994598.00 19994598.00 0.0020 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.49% 60683CP70 JBONEPAGQXF4QP29B387 DIB162000 Financial Company Commercial Paper Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0249 20990041.80 20990041.80 0.0021 N N Y N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 2.70% 63873KS32 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0270 50653052.10 50653052.10 0.0052 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 2.70% 63873KS73 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0270 37729846.60 37729846.60 0.0038 N N N N National Bank of Canada National Bank of Canada, 2.77% 63307NCT2 BSGEFEIOM18Y80CKCV46 US63307NCT28 Financial Company Commercial Paper Y N/A N/A 2019-02-04 2019-05-03 2019-05-03 N N N 0.0259 104044200.00 104044200.00 0.0106 N N N N Nationwide Building Society Nationwide Building Society, 2.55% 6385E1PC9 549300XFX12G42QIKN82 DIC082000 Financial Company Commercial Paper Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0255 44962681.50 44962681.50 0.0046 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.49% 86562LQ47 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0249 69846126.00 69846126.00 0.0071 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.52% 86562LPR7 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0252 99828960.00 99828960.00 0.0102 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.50% 86564XPL2 5493006GGLR4BTEL8O61 DIB582000 Financial Company Commercial Paper Y N/A N/A 2019-02-20 2019-02-20 2019-02-20 N N N 0.0250 32955139.80 32955139.80 0.0034 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.67% 86564XRN6 5493006GGLR4BTEL8O61 EAI454000 Financial Company Commercial Paper Y N/A N/A 2019-04-22 2019-04-22 2019-04-22 N N N 0.0267 18887824.00 18887824.00 0.0019 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.72% 86564XSF2 5493006GGLR4BTEL8O61 EAF969000 Financial Company Commercial Paper Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0272 46635707.70 46635707.70 0.0047 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.72% 86564XSH8 5493006GGLR4BTEL8O61 EAH085000 Financial Company Commercial Paper Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0272 28770560.70 28770560.70 0.0029 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.65% 89120DKH1 PT3QB789TSUIDF371261 US89120DKH16 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-02-21 2019-03-21 2019-03-21 N N N 0.0249 115022195.00 115022195.00 0.0117 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.70% 89120DKN8 PT3QB789TSUIDF371261 US89120DKN83 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-02-11 2019-05-13 2019-05-13 N N N 0.0263 80012400.00 80012400.00 0.0081 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.85% 89120DLY3 PT3QB789TSUIDF371261 US89120DLY30 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-04-04 2019-07-05 2019-07-05 N N N 0.0283 28002167.20 28002167.20 0.0029 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.77% 89233AL49 Z2VZBHUMB7PWWJ63I008 US89233AL495 Financial Company Commercial Paper Y N/A N/A 2019-02-25 2019-04-24 2019-04-24 N N N 0.0258 26010140.00 26010140.00 0.0026 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.77% 89233AK99 Z2VZBHUMB7PWWJ63I008 DHF504000 Financial Company Commercial Paper Y N/A N/A 2019-02-25 2019-04-23 2019-04-23 N N N 0.0258 26009828.00 26009828.00 0.0026 N N N N UBS AG London Branch UBS AG London Branch, 2.68% 90276JFL5 BFM8T61CT2L1QCEMIK50 US90276JFL52 Financial Company Commercial Paper Y N/A N/A 2019-02-04 2019-04-03 2019-04-03 N N N 0.0251 56014056.00 56014056.00 0.0057 N N N N UBS AG London Branch UBS AG London Branch, 2.69% 90276JFN1 BFM8T61CT2L1QCEMIK50 US90276JFN19 Financial Company Commercial Paper Y N/A N/A 2019-02-11 2019-04-09 2019-04-09 N N N 0.0254 53013250.00 53013250.00 0.0054 N N N N UBS AG London Branch UBS AG London Branch, 2.69% 90276JFD3 BFM8T61CT2L1QCEMIK50 US90276JFD37 Financial Company Commercial Paper Y N/A N/A 2019-02-19 2019-03-18 2019-03-18 N N N 0.0248 82019106.00 82019106.00 0.0084 N N N N UBS AG London Branch UBS AG London Branch, 2.70% 90276JFF8 BFM8T61CT2L1QCEMIK50 US90276JFF84 Financial Company Commercial Paper Y N/A N/A 2019-02-25 2019-03-25 2019-03-25 N N N 0.0257 99014751.00 99014751.00 0.0101 N N N N UBS AG London Branch UBS AG London Branch, 2.72% 90276JFT8 BFM8T61CT2L1QCEMIK50 US90276JFT88 Financial Company Commercial Paper Y N/A N/A 2019-02-05 2019-05-07 2019-05-07 N N N 0.0268 50003860.00 50003860.00 0.0051 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.52% 04821UPD8 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2019-02-13 2019-02-13 2019-02-13 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0252 10990228.70 10990228.70 0.0011 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.52% 04821UPE6 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0252 11988496.80 11988496.80 0.0012 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.63% 04821UQC9 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0263 10968136.30 10968136.30 0.0011 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.63% 04821UQC9 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0263 10968136.30 10968136.30 0.0011 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.66% 04821UQR6 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2019-03-25 2019-03-25 2019-03-25 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0266 36856410.40 36856410.40 0.0038 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 2.55% 53127UQ78 549300F33VRHM10B9391 DJC358000 Asset Backed Commercial Paper Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0255 17955777.60 17955777.60 0.0018 N N N N Barclays Bank PLC Barclays Bank PLC, 2.39% G5GSEF7VJP5I7OUK5573 EBB138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-08-15 2045-08-15 2.875 - 2.875 16626900.00 16483328.80 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0236 16000000.00 16000000.00 0.0016 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.55% G5GSEF7VJP5I7OUK5573 EBC276000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-15 2022-08-15 1.375 - 1.875 649321200.00 638565307.12 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 626000000.00 626000000.00 0.0637 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAI463000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-14 2040-11-15 0 - 7.625 42480400.00 46952702.14 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 46000000.00 46000000.00 0.0047 N N Y N Deutsche Bank AG Deutsche Bank AG, 2.59% 7LTWFZYICNSX8D621K86 EBC340000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2037-05-15 0.875 - 8.125 15542500.00 19381444.70 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 19000000.00 19000000.00 0.0019 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.59% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2024-01-31 2.25 - 2.25 19575700.00 19381411.18 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 19000000.00 19000000.00 0.0019 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.55% 549300H47WTHXPU08X20 EBC309000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-08-15 2027-05-15 2 - 2.375 522132100.00 511020084.70 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 501000000.00 501000000.00 0.0510 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.57% 549300H47WTHXPU08X20 EBC313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2024-02-15 1.75 - 2.875 192259000.00 196860065.20 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 193000000.00 193000000.00 0.0197 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.57% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2021-05-31 1.375 - 1.375 34555000.00 33739658.64 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 33000000.00 33000000.00 0.0034 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.57% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2021-05-31 1.375 - 1.375 4180000.00 4081370.95 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 4000000.00 4000000.00 0.0004 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.57% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2021-09-30 1.125 - 1.125 10520000.00 10190148.67 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 10000000.00 10000000.00 0.0010 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.56% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2022-01-31 1.875 - 1.875 118420000.00 116255140.30 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 114000000.00 114000000.00 0.0116 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.60% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2021-03-31 1.25 - 1.25 9390000.00 9183394.06 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0260 9000000.00 9000000.00 0.0009 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EBA672000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-11-15 2045-11-15 3 - 3 8250000.00 8239481.37 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 8000000.00 8000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EBB270000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-02-15 2046-02-15 2.5 - 2.5 6797000.00 6179405.39 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 6000000.00 6000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EBB272000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 1.5 - 1.5 10962000.00 10201660.19 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 10000000.00 10000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBA126000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 2.75 - 2.75 13935000.00 14278430.17 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 14000000.00 14000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.57% U7M81AY481YLIOR75625 EBC357000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.625 - 2.625 8110000.00 8172482.50 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 8000000.00 8000000.00 0.0008 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.56% OXTKY6Q8X53C9ILVV871 EBC311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2022-01-15 2.5 - 2.5 5087800.00 5100376.90 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 5000000.00 5000000.00 0.0005 N Y Y N RBC Financial Group RBC Financial Group, 2.46% ES7IP3U3RHIGC71XBU11 EAI436000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2022-11-15 1.75 - 7.625 6181300.00 6124222.83 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 6000000.00 6000000.00 0.0006 N N Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.55%, dated 1/31/2019 due 02/01/2019 L3I9ZG2KFGXZ61BMYR72 EBC694000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-15 2048-11-15 1 - 4.375 82601250.03 84698896.10 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 82710420.27 82710420.27 0.0084 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EBA021000 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 B1V7KEBTPIMZEU4LTD58 2038-11-01 2044-07-01 3 - 4 16295503.00 16327648.54 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0241 16000000.00 16000000.00 0.0016 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.57%, dated 1/31/2019 due 02/01/2019 R0MUWSFPU8MPRO8K5P83 EBC551000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2048-05-15 0 - 8.75 6542989.08 6678522.59 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-10-19 2031-01-14 2.48 - 3.34 85058.69 80678.82 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-09-14 2029-09-14 3.5 - 3.5 6429.49 6746.15 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-12-01 2049-02-01 2.75 - 8 2072116.43 1338343.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2049-01-20 0 - 8 7274692.75 4176359.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2057-06-25 2.5 - 8 15696286.25 4569495.66 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 16502362.67 16502362.67 0.0017 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EAI465000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2043-02-15 0 - 1.875 21571400.00 21425764.05 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-06-20 2048-11-20 3.25 - 4.5 15669.00 8952.83 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 21000000.00 21000000.00 0.0021 N N Y N Citibank NA Citibank NA, 2.41% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2046-08-15 0.125 - 8 5101900.00 5101596.22 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0238 5000000.00 5000000.00 0.0005 N N Y N Citibank NA Citibank NA, 2.42% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-15 2043-02-15 0.125 - 3.125 15899500.00 16189657.63 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-08-01 2019-08-01 1.25 - 1.25 2000.00 1999.38 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-06-09 2028-06-09 3.25 - 3.25 13145000.00 13417931.83 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2035-08-01 3.358 - 5 23812.00 3342.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0239 29000000.00 29000000.00 0.0030 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.55%, dated 1/31/2019 due 02/01/2019 E57ODZWZ7FF32TWEFA76 EBC694000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 1532589.67 1106480.35 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2047-08-15 0 - 8.75 85285674.26 88540779.16 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-02-21 2027-07-19 0 - 2.43 11098798.14 11095453.35 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-06-21 2036-07-15 1.125 - 5.5 358341.98 405295.34 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-02-15 2048-02-01 0 - 10 10258288.71 478022.10 Agency Mortgage-Backed Securities FINANCE CORPORATION 2019-09-26 2019-09-26 8.6 - 8.6 148.54 158.63 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-10-20 2.5 - 6.5 6504494.16 6041670.77 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 1009893.12 1014167.58 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2065-09-15 3.5 - 4.25 100632.83 100580.77 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-06-20 2048-12-01 0 - 8.5 3973678.54 1305454.02 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 107841701.68 107841701.68 0.0110 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.55%, dated 1/31/2019 due 02/01/2019 1VUV7VQFKUOQSJ21A208 EBC694000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-05 2048-08-15 0 - 8.125 261917162.43 263093567.20 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 257521438.86 257521438.86 0.0262 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.57%, dated 1/31/2019 due 02/01/2019 1VUV7VQFKUOQSJ21A208 EBC551000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-05 2048-08-15 0 - 8.125 29577274.75 29710121.51 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 29080882.98 29080882.98 0.0030 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.60% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2020-03-13 4.125 - 4.125 13820000.00 14283576.93 Agency Debentures and Agency Strips Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0260 14000000.00 14000000.00 0.0014 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2040-11-15 0 - 4.25 5045900.00 6174961.15 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-05-01 2048-05-01 3.5 - 3.5 1495.00 1440.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-05-01 2048-10-01 4 - 4 1008133.00 1026918.75 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0241 7000000.00 7000000.00 0.0007 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.57%, dated 1/31/2019 due 02/01/2019 ZBUT11V806EZRVTWT807 EBC551000_00267 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 2023-02-25 2049-12-25 2 - 10.503 32957146.36 24910489.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2061-04-16 2.5 - 6 4212001.77 2782452.94 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-01 2056-08-01 0 - 8 50534172.20 36214022.72 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 62566511.70 62566511.70 0.0064 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.44% 8NAV47T0Y26Q87Y0QP81 EBC336000 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 549300M8ZYFG0OCMTT87 2068-11-20 2068-11-20 3.8 - 3.8 12911564.00 13260898.98 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-03-04 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0242 13000000.00 13000000.00 0.0013 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.55%, dated 1/31/2019 due 02/01/2019 8NAV47T0Y26Q87Y0QP81 EBC694000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2048-11-15 2048-11-15 3.375 - 3.375 15171080.93 16392927.43 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2043-10-01 4.08 - 4.08 93971.10 95334.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-08-01 2038-08-01 4.03 - 4.03 156386.66 158659.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-06-01 2049-01-01 2 - 5.5 84425777.17 31372753.54 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2033-10-25 2047-03-25 3.728 - 4.423 200851.88 197827.53 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-01 2049-02-01 2 - 6 180051572.65 51261769.95 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 97365720.27 97365720.27 0.0099 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.57% 549300Y1PMK3RWXMWR72 EBC350000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2024-01-31 2.25 - 2.5 5070200.00 5100451.10 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0257 5000000.00 5000000.00 0.0005 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.58% OXTKY6Q8X53C9ILVV871 EBC312000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 1.75 - 1.75 1027700.00 1018207.52 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2039-12-01 2049-01-01 3 - 5 101569390.00 30604063.94 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0258 31000000.00 31000000.00 0.0032 N Y Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 EAI435000 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 2042-08-01 2048-05-01 3.5 - 4 94078391.00 65222261.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-09-01 2047-09-01 3.5 - 3.5 111488.00 102527.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 64000000.00 64000000.00 0.0065 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.57%, dated 1/31/2019 due 02/01/2019 5U0XI89JRFVHWIBS4F54 EBC551000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2044-08-15 0.75 - 3.125 43966638.07 43501289.58 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2048-02-01 3.5 - 3.5 1985827.26 1726785.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-06-20 2048-09-20 3 - 5 45033343.83 23968167.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-01-01 3 - 4 12313766.97 11921068.46 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 79385466.46 79385466.46 0.0081 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.57% SUVUFHICNZMP2WKHG940 EBC324000 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 2048-02-01 2049-01-01 3.5 - 4.5 14904967.00 14281020.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 14000000.00 14000000.00 0.0014 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.55%, dated 1/31/2019 due 02/01/2019 VYVVCKR63DVZZN70PB21 EBC694000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2019-07-15 2026-01-15 0 - 0 9032.40 8920.32 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-02-05 2048-08-15 0 - 8.875 10277003.63 10612422.66 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2026-10-30 2026-10-30 3.35 - 3.35 31283.94 32785.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2050-02-25 2 - 7.503 1900978.88 1671396.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-12-15 2049-01-20 2 - 9 36624470.00 32932294.59 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-05-13 2022-01-28 1.46 - 4.3 12473.64 12382.16 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-07-15 2025-09-15 0 - 0 64637.94 54125.58 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-03-01 2049-01-01 2 - 6.5 5287660.13 4852790.46 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 49155718.92 49155718.92 0.0050 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.57%, dated 1/31/2019 due 02/01/2019 VYVVCKR63DVZZN70PB21 EBC551000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2019-07-15 2026-01-15 0 - 0 6610.03 6528.01 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-02-05 2048-08-15 0 - 8.875 7520841.10 7766304.99 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2026-10-30 2026-10-30 3.35 - 3.35 22893.98 23993.01 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2050-02-25 2 - 7.503 1391160.36 1223148.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-12-15 2049-01-20 2 - 9 26802249.89 24100269.28 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-05-13 2022-01-28 1.46 - 4.3 9128.37 9061.42 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-07-15 2025-09-15 0 - 0 47302.86 39609.78 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-03-01 2049-01-01 2 - 6.5 3869576.49 3551333.37 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 35972776.18 35972776.18 0.0037 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 3.09% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HALCYON LN ADV FDG 2018-1 C 20310721 FLT 2031-07-21 2031-07-21 5.669 - 5.669 167.00 159.68 Asset-Backed Securities MOUNTAIN VIEW CLO 2013-1R D-R 20301014 FLT 2030-10-14 2030-10-14 6.947 - 6.947 70175.00 70398.61 Asset-Backed Securities MIDOCEAN CREDIT CLO 2017-7 D 20290716 FLT 5493004MLF21SFT7F415 2029-07-16 2029-07-16 6.667 - 6.667 1926609.00 1908717.06 Asset-Backed Securities CITIGROUP MTG LN TR 2018-RP1 M-1 20640925 FLT 549300R1KUK063S4I339 2064-09-25 2064-09-25 3 - 3 41809.00 34697.87 Private Label Collateralized Mortgage Obligations OZLM XIX LTD OZLM XIX LLC 5493009C40QUU66J8E83 2030-11-22 2030-11-22 5.887 - 5.887 1.00 0.97 Asset-Backed Securities CUTWATER 2014 II LTD CUTWATER 2014 II LLC 254900ANNY7OR6XQT028 2027-01-15 2027-01-15 6.537 - 6.537 2146534.00 2138925.55 Asset-Backed Securities OZLM XVIII LTD 2018-18 D 20310415 FLT 5493002SZMQH8ZTTHX49 2031-04-15 2031-04-15 5.637 - 5.637 1182186.00 1128438.47 Asset-Backed Securities HAYFIN KINGSLAND 2013-9R D-R 20310428 FLT 5493007TDTFGTUF8ZZ81 2031-04-28 2031-04-28 5.925 - 5.925 8.00 7.50 Asset-Backed Securities HALCYON LN ADVISORS FDG 2017-2LTD/HALCYON LN ADV 549300IKIM3YK4H3N895 2030-01-17 2030-01-17 5.873 - 5.873 3503.00 3352.53 Asset-Backed Securities Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0305 5000000.00 5000000.00 0.0005 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 3.15% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PUERTO RICO ELEC PWR AUTH PWR REV BDS 2012 5493003BRB67HF8ST418 2042-07-01 2042-07-01 5 - 5 3127957.00 1936726.71 Other Instrument MUNICIPAL DEBT PUERTO RICO PUB BLDGS AUTH REV REV BDS 2011 2039-07-01 2042-07-01 5.25 - 5.875 11462000.00 5963920.00 Other Instrument MUNICIPAL DEBT PUERTO RICO SALES TAX FING COR REV BDS 2009 2032-08-01 2044-08-01 0 - 6.75 41725999.00 12832887.20 Other Instrument MUNICIPAL DEBT PUERTO RICO COMWLTH GO BDS 2014 549300X44HXPLJU48U63 2035-07-01 2035-07-01 8 - 8 6738760.00 3161601.57 Other Instrument MUNICIPAL DEBT Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0311 22000000.00 22000000.00 0.0022 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 2.59% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JPMORGAN CHASE & CO -U 6.125% 8I5DZWZKVSZI1NUHU748 2049-01-01 2049-01-01 6.125 - 6.125 3089000.00 3215595.37 Corporate Debt Securities HEINZ H J CO SR SEC 144A NT25 5493003STKEZ2S0RNU91 2025-02-15 2025-02-15 4.875 - 4.875 3233000.00 3345214.74 Corporate Debt Securities CREDIT AGRICOLE S A FR 4%011033 969500TJ5KRTCJQWXH05 2033-01-10 2033-01-10 4 - 4 3145000.00 2935867.98 Corporate Debt Securities FOX CORP SR GLBL 144A 22 2022-01-25 2022-01-25 3.666 - 3.666 994608.00 1004077.66 Corporate Debt Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 10000000.00 10000000.00 0.0010 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.59% KBVRJ5K57JZ3E2AVWX40 EBC506000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BARRICK GOLD CORPORATION COM 0O4KBQCJZX82UKGCBV73 2049-01-01 2049-01-01 N/A 352738.00 4603230.90 Equities SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 2049-01-01 2049-01-01 N/A 2397.00 797170.29 Equities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 5000000.00 5000000.00 0.0005 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.67% KBVRJ5K57JZ3E2AVWX40 EBC572000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BM&FBOVESPA S A - BOLSA DE VAL SR GLBL REGS 20 4GTK5S46E6H318LMDS44 2020-07-16 2020-07-16 5.5 - 5.5 3165000.00 3240332.28 Corporate Debt Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0267 3000000.00 3000000.00 0.0003 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.59% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CNPC FIN HONG KONG LTD DISC CO 2019-03-01 2019-03-01 N/A 45516994.00 45408527.00 Money Market MACQUARIE BK LTD 2019-03-04 2019-03-04 N/A 1999920.00 1995334.18 Money Market Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 46000000.00 46000000.00 0.0047 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.59% 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TOWD PT MTG TR 2017-4 A1 20570625 FLT 2057-06-25 2057-06-25 2.75 - 2.75 27469019.00 20375195.82 Asset-Backed Securities TOWD PT MTG TR 2018-5 A2 20580725 FLT 2058-07-25 2058-07-25 3.25 - 3.25 7514030.00 6926768.48 Asset-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 26000000.00 26000000.00 0.0026 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.56% K5HU16E3LMSVCCJJJ255 EBC449000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CLARUS CORP NEW COM F174K6FB0TWGSP17QZ32 2500-12-31 2500-12-31 N/A 27640.00 309291.60 Equities TWILIO INC SR COCO 23 5493004W8TRGD63APX93 2023-06-01 2023-06-01 0.25 - 0.25 285000.00 454816.30 Equities PNC FINL SVCS GROUP INC COM CFGNEKW0P8842LEUIA51 2049-01-01 2049-01-01 N/A 9500.00 1174770.00 Equities CTRIP COM INTL LTD SR CONV NT 1%20 2549004RMYDSRQL4KW41 2020-07-01 2020-07-01 1 - 1 5289000.00 5089199.21 Equities AMERICAN TOWER CORP NEW COM 5493006ORUSIL88JOE18 2049-01-01 2049-01-01 N/A 2500.00 426175.00 Equities CHURCH & DWIGHT INC COM POOXSI30AWAQGYJZC921 2049-01-01 2049-01-01 N/A 2278.00 143969.60 Equities GOLDMAN SACHS GROUP INC COM 784F5XWPLTWKTBV3E584 2049-01-01 2049-01-01 N/A 770.00 155909.60 Equities NRG ENERGY INC COCO 48 5E2UPK5SW04M13XY7I38 2048-06-01 2048-06-01 2.75 - 2.75 2652000.00 2916095.00 Equities SILVER STD RES INC SR CV NT2.875%33 549300JD2KR7AB9DYJ38 2033-02-01 2033-02-01 2.875 - 2.875 12000000.00 12255060.00 Equities ALCOA CORP COM 549300T12EZ1F6PWWU29 2049-01-01 2049-01-01 N/A 5900.00 174581.00 Equities MERCADOLIBRE INC SR GLBL COCO 28 549300DKPDN9M5S8GB14 2028-08-15 2028-08-15 2 - 2 799998.00 831165.03 Equities PROSPECT CAPITAL CORPORATION SR CV NT 4.95%22 549300FSD8T39P5Q0O47 2022-07-15 2022-07-15 4.95 - 4.95 200000.00 195120.00 Equities FB FINL CORP COM 5493000B2LD2C2A6C435 2049-01-01 2049-01-01 N/A 20269.00 681241.09 Equities FIRST BANCORP N C COM 2049-01-01 2049-01-01 N/A 22856.00 850700.32 Equities BIOMARIN PHARMACEUTICAL INC COCO 20 NSLL8ITTRR0J5HEMR848 2020-10-15 2020-10-15 1.5 - 1.5 536000.00 644227.33 Equities SYNCHRONOSS TECHNOLOGIES INC COM 5493007Z5J8Z2TA76376 2019-08-15 2049-01-01 0 - 0.75 195600.00 310599.39 Equities BANK AMER CORP COM 9DJT3UXIJIZJI4WXO774 2049-01-01 2049-01-01 N/A 580000.00 16860600.00 Equities CARRIZO OIL & GAS INC COM 6X88M1NLGKDIRGWMPT94 2049-01-01 2049-01-01 N/A 39493.00 491292.92 Equities BUCKEYE PARTNERS L P UNIT LTD PARTN 549300C1PQJLVEIUBK50 2049-01-01 2049-01-01 N/A 1342610.00 40922752.80 Equities ANNALY CAP MGMT INC COM 2DTL0G3FPRYUT58TI025 2049-01-01 2049-01-01 N/A 57000.00 594510.00 Equities BLACKSTONE GROUP L P COM UNIT LTD 5299004LW4QWGZUB8Y96 2049-01-01 2049-01-01 N/A 3230480.00 107058107.20 Equities BANK OZK COM 549300VYK2WBD7SST478 2500-12-31 2500-12-31 N/A 5200.00 164268.00 Equities TELEPHONE & DATA SYS INC COM NEW 2049-01-01 2049-01-01 N/A 10300.00 366062.00 Equities INSEEGO CORP SR GLBL CV NT 22 549300E27VG1NWGNA141 2022-06-15 2022-06-15 5.5 - 5.5 20000.00 26002.96 Equities MELLANOX TECHNOLOGIES LTD SHS 5299007E0TX53VXVFJ97 2049-01-01 2049-01-01 N/A 91146.00 7978920.84 Equities DISH NETWORK CORP CL A 529900U350CWHH15G169 2049-01-01 2049-01-01 N/A 10300.00 305910.00 Equities HERBALIFE LTD SR COCO 24 549300BA7TYPBSZZIA41 2024-03-15 2024-03-15 2.625 - 2.625 317000.00 358690.78 Equities TAILORED BRANDS INC COM 2049-01-01 2049-01-01 N/A 18198.00 228748.86 Equities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 187000000.00 187000000.00 0.0190 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.54% 7TK5RJIZDFROZCA6XF66 EBC450000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2019-02-28 N/A 14306300.00 14281035.07 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0254 14000000.00 14000000.00 0.0014 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.64% 7TK5RJIZDFROZCA6XF66 EBC370000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OMEGA HEALTHCARE INVS INC COM 549300OJ7ENK42CZ8E73 2049-01-01 2049-01-01 N/A 3649285.00 144730643.10 Equities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0264 134000000.00 134000000.00 0.0136 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.64% 7TK5RJIZDFROZCA6XF66 EAI922000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OMEGA HEALTHCARE INVS INC COM 549300OJ7ENK42CZ8E73 2049-01-01 2049-01-01 N/A 381493.00 15130012.38 Equities Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 6 N N/A N/A N N 0.0261 14000000.00 14000000.00 0.0014 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.64% 7TK5RJIZDFROZCA6XF66 EAJ476000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OMEGA HEALTHCARE INVS INC COM 549300OJ7ENK42CZ8E73 2049-01-01 2049-01-01 N/A 408712.00 16209517.92 Equities Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0261 15000000.00 15000000.00 0.0015 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.65% 7TK5RJIZDFROZCA6XF66 EAH787000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OMEGA HEALTHCARE INVS INC COM 549300OJ7ENK42CZ8E73 2049-01-01 2049-01-01 N/A 272596.00 10811157.36 Equities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 1 N N/A N/A N N 0.0265 10000000.00 10000000.00 0.0010 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.74% 7TK5RJIZDFROZCA6XF66 EBA712000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2019-02-28 N/A 5110600.00 5101574.68 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-11 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0271 5000000.00 5000000.00 0.0005 N N Y N Societe Generale Societe Generale, 2.66% O2RNE8IBXP4R0TD8PU41 EBC346000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BARCLAYS BK PLC GLBL MTN 144A CL HJ -11492 19 G5GSEF7VJP5I7OUK5573 2019-02-22 2019-11-19 0 - 2.9 46283443.00 46297430.84 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 3.625%101023 B6Q2VFHD1797Q7NZ3E43 2023-10-10 2023-10-10 3.625 - 3.625 25663.00 26253.17 Corporate Debt Securities Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0265 43999093.60 43999093.60 0.0045 N N N Y Societe Generale Societe Generale, 2.67% O2RNE8IBXP4R0TD8PU41 EBC375000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WILDHORSE RESOURCE DEV CORP SR NT 6.875%25 549300U1ZW2M60WZ1G15 2025-02-01 2025-02-01 6.875 - 6.875 11000.00 11446.88 Corporate Debt Securities M D C HLDGS INC SR NT 6%43 2043-01-15 2043-01-15 6 - 6 21709000.00 17587908.17 Corporate Debt Securities MCCLATCHY CO SR SEC GLBL 26 549300O2Y2UWR3BER320 2026-07-15 2026-07-15 9 - 9 10000.00 9890.00 Corporate Debt Securities ODEBRECHT OFFSHORE DRILLING FR 6.72%120122 549300L7LF2PIRAWID66 2022-12-01 2022-12-01 6.72 - 6.72 1456662.00 1122704.88 Corporate Debt Securities TEEKAY CORPORATION SR NT 8.5%20 YHKQM2RIPKZYOZ6RVZ46 2020-01-15 2020-01-15 8.5 - 8.5 5000.00 4983.89 Corporate Debt Securities VINE OIL & GAS LP / VINE OIL SR GLBL REGS 23 2023-04-15 2023-04-15 9.75 - 9.75 2858807.00 2469175.43 Corporate Debt Securities ALCOA INC SR NT 6.15%20 549300HO5WFZUT5N2T22 2020-08-15 2020-08-15 6.15 - 6.15 18000.00 18960.45 Corporate Debt Securities PYXUS INTERNATIONAL INC SR SEC NT 21 8YFRT44YTZ40IQKXOL79 2021-07-15 2021-07-15 9.875 - 9.875 76000.00 62748.56 Corporate Debt Securities NRG ENERGY INC SR GLBL NT 27 5E2UPK5SW04M13XY7I38 2027-01-15 2027-01-15 6.625 - 6.625 49000.00 51420.33 Corporate Debt Securities FMG RESOURCES AUGUST 2006 PTY SR GLBL REGS 22 549300EFD6S2NFE9D745 2022-05-15 2022-05-15 4.75 - 4.75 709.00 712.81 Corporate Debt Securities CHARTER COMMUNICATIONS OPER SR SEC GLBL FL24 2024-02-01 2024-02-01 4.191 - 4.191 12963.00 12969.19 Corporate Debt Securities UNITED STATES STL CORP NEW SR GLBL NT 26 JNLUVFYJT1OZSIQ24U47 2026-03-15 2026-03-15 6.25 - 6.25 1.00 0.94 Corporate Debt Securities STUDIO CITY CO LTD SR SEC REGS NT21 2021-11-30 2021-11-30 7.25 - 7.25 17921.00 18678.78 Corporate Debt Securities FIRST DATA CORP 1LIEN SR 144A23 H9AD9QN07EKOX2GRN450 2023-08-15 2023-08-15 5.375 - 5.375 945000.00 986423.81 Corporate Debt Securities NOBLE HOLD INT LTD SR GLBL NT 24 549300GNEZBJHMST9U32 2024-01-15 2024-01-15 7.75 - 7.75 2000.00 1656.89 Corporate Debt Securities CORP GROUP BANKING SA SR GLBL REGS 23 549300K467TWX1229818 2023-03-15 2023-03-15 6.75 - 6.75 1300000.00 1295775.00 Corporate Debt Securities TULLOW OIL PLC 7%25 2138003EYHWO75RKS857 2025-03-01 2025-03-01 7 - 7 300000.00 298325.00 Corporate Debt Securities TARGA RES PARTNERS / TARGA RES SR GLBL 144A 27 2027-07-15 2027-07-15 6.5 - 6.5 750.00 770.65 Corporate Debt Securities CITGO HOLDING INC SR SEC GLBL 20 2020-02-15 2020-02-15 10.75 - 10.75 378000.00 397327.87 Corporate Debt Securities SM ENERGY CO SR GLBL NT 22 84BUTVXV5ODI6BXNMH43 2022-11-15 2022-11-15 6.125 - 6.125 55000.00 55436.18 Corporate Debt Securities DEUTSCHE BANK A G SUB GLBL NT 28 7LTWFZYICNSX8D621K86 2028-05-24 2028-05-24 4.296 - 4.296 1012000.00 900594.32 Corporate Debt Securities SLM CORP FR 5.625%080133 54930067J0ZNOEBRW338 2020-03-25 2033-08-01 5.625 - 8 3100000.00 2673679.79 Corporate Debt Securities RUMO LUXEMBOURG S A R L GLBL REGS NT 24 222100HOIQFT7YOSPB46 2024-02-09 2024-02-09 7.375 - 7.375 38188.00 41729.41 Corporate Debt Securities ENERGIZER HLDGS INC NEW 7.75%27 5493000D6NN0V57UME20 2027-01-15 2027-01-15 7.75 - 7.75 1800.00 1832.66 Corporate Debt Securities ODEBRECHT OFFSHORE DRILLING FR 6.72%120122 549300L7LF2PIRAWID66 2022-12-01 2022-12-01 6.72 - 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Australia & New Zealand Banking Group Ltd., 2.45% JHE42UYNWWTJB8YTTU19 EBA009000 Non-Negotiable Time Deposit Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0244 66999959.80 66999959.80 0.0068 N Y Y N Australia & New Zealand Banking Group Ltd. 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III LLC Taxable Florida Timber Fin. III LLC Taxable, 2.50% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2019-02-07 2019-02-07 2024-09-03 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0250 25155000.00 25155000.00 0.0026 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.76% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2019-02-06 2019-02-07 2019-05-31 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0275 157000000.00 157000000.00 0.0160 N N Y N Fidelity Colchester Street Trust: Prime Money Market Portfolio 2019-02-06 Laura M. Del Prato Laura M. Del Prato President and Treasurer