N-MFP2 0000356173 XXXXXXXX 2019-02-28 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 28 48 1611678300.31 1756483773.19 1587952058.13 1488267317.77 3349313637.56 3572602209.63 3536654382.90 3409984730.07 0.2300 0.2400 0.2200 0.2000 0.4800 0.4900 0.4900 0.4700 611.37 7173928203.44 7172997385.96 54064692.44 59355438.38 7168638068.87 7166176927.49 1.0000 0.0266 1.0003 1.0003 1.0003 1.0003 C000170006 1000000.00 3213625544.81 3212527173.93 1.0003 1.0003 1.0003 1.0003 150495497.19 47685895.66 114326842.00 45130575.63 101666065.64 52456020.92 91391032.41 105031620.17 416881815.88 264300446.16 0.0247 Y Fidelity Investments, Reimbursement Fees, -136320.94; C000170007 1000000.00 14559885.48 14555192.83 1.0003 1.0003 1.0003 1.0003 5763065.07 0.00 0.00 0.00 4000.00 0.00 0.00 0.00 1419065.07 0.00 0.0232 Y Fidelity Investments, Reimbursement Fees, -708.10; C000170008 1000000.00 3602228.00 3601069.24 1.0003 1.0003 1.0003 1.0003 4482.16 0.00 1353298.93 0.00 0.00 0.00 0.00 0.00 1533619.03 310075.72 0.0222 Y Fidelity Investments, Reimbursement Fees, -203.91; C000170009 1000000.00 3182497.13 3181414.36 1.0003 1.0003 1.0003 1.0003 23501.68 4303.25 4.33 21565.80 16229.09 344278.81 0.00 500250.00 426019.08 1371281.48 0.0242 Y Fidelity Investments, Reimbursement Fees, -173.90; C000170010 10000000.00 3933667913.45 3932312077.14 1.0003 1.0003 1.0003 1.0003 152113689.35 252993291.59 285774826.33 87939804.16 159317737.24 212610626.31 147166911.50 102570699.73 700740303.85 524622701.62 0.0251 Y Fidelity Investments, Reimbursement Fees, -189118.78; Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.66% 06370RHX0 NQQ6HPCNCCU6TUTQYE16 US06370RHX08 Certificate of Deposit Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0239 43002322.00 43002322.00 0.0060 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 2019-03-11 2019-03-11 2019-03-11 N N N 0.0240 47003384.00 47003384.00 0.0066 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.87% 06370RNU9 NQQ6HPCNCCU6TUTQYE16 US06370RNU94 Certificate of Deposit Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0272 33007887.00 33007887.00 0.0046 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.91% 06370RTF6 NQQ6HPCNCCU6TUTQYE16 US06370RTF63 Certificate of Deposit Y N/A N/A 2019-03-04 2019-07-02 2019-07-02 N N N 0.0282 65018824.00 65018824.00 0.0091 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.63% 06417G4Y1 L3I9ZG2KFGXZ61BMYR72 US06417G4Y12 Certificate of Deposit Y N/A N/A 2019-03-12 2019-09-12 2019-09-12 N N N 0.0263 15999920.00 15999920.00 0.0022 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.63% 06417G4Z8 L3I9ZG2KFGXZ61BMYR72 US06417G4Z86 Certificate of Deposit Y N/A N/A 2019-03-13 2019-09-13 2019-09-13 N N N 0.0263 15999888.00 15999888.00 0.0022 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.65% 06417G5A2 L3I9ZG2KFGXZ61BMYR72 US06417G5A27 Certificate of Deposit Y N/A N/A 2019-03-12 2019-11-12 2019-11-12 N N N 0.0265 32000864.00 32000864.00 0.0045 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.66% 06417G5C8 L3I9ZG2KFGXZ61BMYR72 US06417G5C82 Certificate of Deposit Y N/A N/A 2019-05-20 2019-11-20 2019-11-20 N N N 0.0266 62999855.10 62999855.10 0.0088 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.80% 06417G3B2 L3I9ZG2KFGXZ61BMYR72 US06417G3B28 Certificate of Deposit Y N/A N/A 2019-03-01 2019-05-16 2019-05-16 N N N 0.0255 28013692.00 28013692.00 0.0039 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 0.0278 32005920.00 32005920.00 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 0.0280 33015909.30 33015909.30 0.0046 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 0.0280 16007961.60 16007961.60 0.0022 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 0.0255 30010749.00 30010749.00 0.0042 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 0.0254 36015660.00 36015660.00 0.0050 N N N N KBC Bank NV KBC Bank NV, 2.40% 4823TA2R7 6B2PBRV1FCJDMR45RZ53 ECC812000 Certificate of Deposit Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0238 93999934.20 93999934.20 0.0131 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 0.0248 64013484.80 64013484.80 0.0089 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 2.52% 51500L6B2 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0247 71000035.50 71000035.50 0.0099 N Y Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 2.52% 51500L6C0 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0247 71000163.30 71000163.30 0.0099 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 2.52% 51500L6D8 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0247 74000222.00 74000222.00 0.0103 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 2.52% 51500L6F3 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0247 71000255.60 71000255.60 0.0099 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 2.52% 51500L6G1 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0249 70000000.00 70000000.00 0.0098 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.59% 60683BPR8 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2019-05-21 2019-05-21 2019-05-21 N N N 0.0257 27000102.60 27000102.60 0.0038 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 0.0241 18000127.80 18000127.80 0.0025 N Y Y N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.62% 60710A2V3 RB0PEZSDGCO3JS6CEU02 EBJ964000 Certificate of Deposit Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0260 43000915.90 43000915.90 0.0060 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 2019-03-11 2019-06-11 2019-06-11 N N N 0.0264 21005817.00 21005817.00 0.0029 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.76% 60700A5U4 RB0PEZSDGCO3JS6CEU02 US60700A5U44 Certificate of Deposit Y N/A N/A 2019-03-25 2019-05-24 2019-05-24 N N N 0.0253 33016533.00 33016533.00 0.0046 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.82% 60700A4R2 RB0PEZSDGCO3JS6CEU02 US60700A4R24 Certificate of Deposit Y N/A N/A 2019-03-14 2019-05-14 2019-05-14 N N N 0.0251 66039534.00 66039534.00 0.0092 N N N N Royal Bank of Canada Royal Bank of Canada, 2.63% 78012UHT5 ES7IP3U3RHIGC71XBU11 US78012UHT51 Certificate of Deposit Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0241 30753075.00 30753075.00 0.0043 N N N N Royal Bank of Canada Royal Bank of Canada, 2.63% 78012UHU2 ES7IP3U3RHIGC71XBU11 US78012UHU25 Certificate of Deposit Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0241 33003531.00 33003531.00 0.0046 N N N N Royal Bank of Canada Royal Bank of Canada, 2.65% 78012UHG3 ES7IP3U3RHIGC71XBU11 US78012UHG31 Certificate of Deposit Y N/A N/A 2019-03-13 2019-03-13 2019-03-13 N N N 0.0240 39003042.00 39003042.00 0.0054 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.42% 86565BLK5 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0241 12000021.60 12000021.60 0.0017 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.59% 86565BVQ1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-06-21 2019-06-21 2019-06-21 N N N 0.0256 34001451.80 34001451.80 0.0047 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.64% 86565BVC2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-03-07 2019-06-07 2019-06-07 N N N 0.0258 32004256.00 32004256.00 0.0045 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.64% 86565BVD0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-03-07 2019-06-10 2019-06-10 N N N 0.0258 32004032.00 32004032.00 0.0045 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.67% 86565BUB5 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0255 35009345.00 35009345.00 0.0049 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.67% 86565BUC3 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0255 35009352.00 35009352.00 0.0049 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 0.0251 55028968.50 55028968.50 0.0077 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 2019-03-11 2019-06-11 2019-06-11 N N N 0.0264 29007743.00 29007743.00 0.0040 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 0.0251 36014655.60 36014655.60 0.0050 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.62% 86958J4Z9 NHBDILHZTYCNBV5UYZ31 US86958J4Z94 Certificate of Deposit Y N/A N/A 2019-03-12 2019-08-12 2019-08-12 N N N 0.0262 33699427.10 33699427.10 0.0047 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.63% 86958J5H8 NHBDILHZTYCNBV5UYZ31 US86958J5H87 Certificate of Deposit Y N/A N/A 2019-05-22 2019-08-22 2019-08-22 N N N 0.0263 50999908.20 50999908.20 0.0071 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.65% 86958J5G0 NHBDILHZTYCNBV5UYZ31 US86958J5G05 Certificate of Deposit Y N/A N/A 2019-05-20 2019-08-19 2019-08-19 N N N 0.0265 44999874.00 44999874.00 0.0063 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.66% 86958JV97 NHBDILHZTYCNBV5UYZ31 US86958JV979 Certificate of Deposit Y N/A N/A 2019-03-18 2019-04-17 2019-04-17 N N N 0.0256 67006505.70 67006505.70 0.0093 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 0.0276 78020287.80 78020287.80 0.0109 N N N N Swedbank AB Swedbank AB, 2.41% 87019VVS3 M312WZV08Y7LYUC71685 ECC848000 Certificate of Deposit Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0237 63000144.90 63000144.90 0.0088 N N Y N CIC London Branch CIC London Branch, 2.40% N4JDFKKH2FTD8RKFXO39 XS1915698655 Certificate of Deposit Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0240 59996016.00 59996016.00 0.0084 N Y Y N CIC London Branch CIC London Branch, 2.58% N4JDFKKH2FTD8RKFXO39 XS1943610508 Certificate of Deposit Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0258 94363766.00 94363766.00 0.0132 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 0.0254 32015292.80 32015292.80 0.0045 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 0.0257 63028967.40 63028967.40 0.0088 N N N N KBC Bank NV London KBC Bank NV London, 2.54% 6B2PBRV1FCJDMR45RZ53 XS1946899421 Certificate of Deposit Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0254 15897902.40 15897902.40 0.0022 N N N N KBC Bank NV London KBC Bank NV London, 2.55% 6B2PBRV1FCJDMR45RZ53 XS1948828071 Certificate of Deposit Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0255 64566456.50 64566456.50 0.0090 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.56% JBONEPAGQXF4QP29B387 XS1942741817 Certificate of Deposit Y N/A N/A 2019-04-24 2019-04-24 2019-04-24 N N N 0.0256 5976870.60 5976870.60 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.57% JBONEPAGQXF4QP29B387 XS1942756682 Certificate of Deposit Y N/A N/A 2019-04-25 2019-04-25 2019-04-25 N N N 0.0257 11952829.20 11952829.20 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.57% JBONEPAGQXF4QP29B387 XS1943596087 Certificate of Deposit Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0257 5975966.40 5975966.40 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.58% JBONEPAGQXF4QP29B387 XS1944450326 Certificate of Deposit Y N/A N/A 2019-04-29 2019-04-29 2019-04-29 N N N 0.0258 5974608.00 5974608.00 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.58% JBONEPAGQXF4QP29B387 XS1950903358 Certificate of Deposit Y N/A N/A 2019-05-08 2019-05-08 2019-05-08 N N N 0.0258 11941293.60 11941293.60 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.65% JBONEPAGQXF4QP29B387 XS1953251110 Certificate of Deposit Y N/A N/A 2019-05-14 2019-05-14 2019-05-14 N N N 0.0256 13001933.10 13001933.10 0.0018 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.65% JBONEPAGQXF4QP29B387 XS1953911655 Certificate of Deposit Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0256 6000865.80 6000865.80 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.65% JBONEPAGQXF4QP29B387 XS1954206295 Certificate of Deposit Y N/A N/A 2019-05-20 2019-05-20 2019-05-20 N N N 0.0257 10001390.00 10001390.00 0.0014 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.66% JBONEPAGQXF4QP29B387 XS1951500955 Certificate of Deposit Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0256 10001693.00 10001693.00 0.0014 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.57% RB0PEZSDGCO3JS6CEU02 XS1948835282 Certificate of Deposit Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0257 23884910.40 23884910.40 0.0033 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.63% RB0PEZSDGCO3JS6CEU02 XS1953929277 Certificate of Deposit Y N/A N/A 2019-06-17 2019-06-17 2019-06-17 N N N 0.0263 5953153.80 5953153.80 0.0008 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 0.0249 5001934.50 5001934.50 0.0007 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 0.0249 13005029.70 13005029.70 0.0018 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 0.0237 14000141.40 14000141.40 0.0020 N Y Y 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 0.0248 13005235.10 13005235.10 0.0018 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 0.0253 13007438.60 13007438.60 0.0018 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 0.0255 13008546.20 13008546.20 0.0018 N N N N Amphenol Corp. Amphenol Corp., 2.62% 03209MQ49 549300D3L3G0R4U4VT04 0000820313 Financial Company Commercial Paper Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0262 9747182.25 9747182.25 0.0014 N N Y N Amphenol Corp. Amphenol Corp., 2.62% 03209MQ49 549300D3L3G0R4U4VT04 0000820313 Financial Company Commercial Paper Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0262 2499277.50 2499277.50 0.0003 N N Y N Amphenol Corp. Amphenol Corp., 2.62% 03209MQ49 549300D3L3G0R4U4VT04 0000820313 Financial Company Commercial Paper Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0262 9202339.76 9202339.76 0.0013 N N Y N Amphenol Corp. 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Suncor Energy, Inc., 2.65% 86723BQ52 549300W70ZOQDVLCHY06 0000311337 Non-Financial Company Commercial Paper Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0265 6497623.60 6497623.60 0.0009 N N Y N Suncor Energy, Inc. Suncor Energy, Inc., 2.67% 86723BQB9 549300W70ZOQDVLCHY06 0000311337 Non-Financial Company Commercial Paper Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0267 999188.80 999188.80 0.0001 N N N N Suncor Energy, Inc. Suncor Energy, Inc., 2.67% 86723BQB9 549300W70ZOQDVLCHY06 0000311337 Non-Financial Company Commercial Paper Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0267 4995944.00 4995944.00 0.0007 N N N N Suncor Energy, Inc. Suncor Energy, Inc., 2.71% 86723BQJ2 549300W70ZOQDVLCHY06 0000311337 Non-Financial Company Commercial Paper Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0271 1997306.00 1997306.00 0.0003 N N N N Suncor Energy, Inc. Suncor Energy, Inc., 2.78% 86723BR36 549300W70ZOQDVLCHY06 0000311337 Non-Financial Company Commercial Paper Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N N N 0.0278 7979312.80 7979312.80 0.0011 N N N N Suncor Energy, Inc. Suncor Energy, Inc., 2.80% 86723BRF9 549300W70ZOQDVLCHY06 0000311337 Non-Financial Company Commercial Paper Y N/A N/A 2019-04-15 2019-04-15 2019-04-15 N N N 0.0280 4982347.50 4982347.50 0.0007 N N N N Suncor Energy, Inc. Suncor Energy, Inc., 2.81% 86723BRG7 549300W70ZOQDVLCHY06 0000311337 Non-Financial Company Commercial Paper Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0281 9963901.00 9963901.00 0.0014 N N N N Suncor Energy, Inc. Suncor Energy, Inc., 2.82% 86723BRN2 549300W70ZOQDVLCHY06 0000311337 Non-Financial Company Commercial Paper Y N/A N/A 2019-04-22 2019-04-22 2019-04-22 N N N 0.0282 5228505.45 5228505.45 0.0007 N N N N Suncor Energy, Inc. Suncor Energy, Inc., 2.84% 86723BRS1 549300W70ZOQDVLCHY06 0000311337 Non-Financial Company Commercial Paper Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0284 1991158.60 1991158.60 0.0003 N N N 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 2019-03-21 2045-02-15 0 - 6.875 28683300.00 30946712.30 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 30000000.00 30000000.00 0.0042 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.51% 549300IMBXQ8SGH3HJ31 ECD281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2048-02-15 2 - 3 18301900.00 18361349.16 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0248 18000000.00 18000000.00 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.59% 549300IMBXQ8SGH3HJ31 ECD284000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2048-02-15 1.625 - 3 133626200.00 127661939.11 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 125000000.00 125000000.00 0.0174 N Y Y N Deutsche Bank AG Deutsche Bank AG, 2.60% 7LTWFZYICNSX8D621K86 ECD306000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-14 2024-07-31 0 - 2.125 18468500.00 18361372.58 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 18000000.00 18000000.00 0.0025 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.42% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2021-08-31 1.125 - 1.125 19003200.00 18362507.11 U.S. Treasuries (including strips) Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0239 18000000.00 18000000.00 0.0025 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.48% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2021-05-15 2.625 - 2.625 18185600.00 18361308.36 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0245 18000000.00 18000000.00 0.0025 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.60% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2021-08-31 1.125 - 2.625 18795200.00 18361327.08 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 18000000.00 18000000.00 0.0025 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.45% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-28 2023-02-28 2.625 - 2.625 23377000.00 23461624.74 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0242 23000000.00 23000000.00 0.0032 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.57% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2022-10-31 2 - 2 87610000.00 86685042.90 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 85000000.00 85000000.00 0.0119 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.58% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2022-07-31 0 - 1.875 27950200.00 27542033.10 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 27000000.00 27000000.00 0.0038 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.42% 549300Y1PMK3RWXMWR72 ECC467000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2028-05-15 1.125 - 2.875 9443300.00 9181891.58 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0239 9000000.00 9000000.00 0.0013 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.42% 549300Y1PMK3RWXMWR72 ECC817000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2026-08-15 1.125 - 3.125 6220100.00 6120865.04 U.S. Treasuries (including strips) Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0239 6000000.00 6000000.00 0.0008 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.57% 549300Y1PMK3RWXMWR72 ECD295000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2027-11-15 1.75 - 2.875 59706600.00 59164243.69 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0257 58000000.00 58000000.00 0.0081 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.60% U7M81AY481YLIOR75625 ECD273000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-08-15 2028-08-15 2.875 - 2.875 7030000.00 7143806.27 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 7000000.00 7000000.00 0.0010 N Y Y N Natixis SA Natixis SA, 2.44% KX1WK48MPD4Y2NCUIZ63 EBD889000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-29 2046-05-15 0 - 6.625 15125400.00 16500336.17 U.S. Treasuries (including strips) Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 Y NATIXIS SA (GOV REPO) 1.0000 6 N N/A N/A N N 0.0241 16000000.00 16000000.00 0.0022 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.57% OXTKY6Q8X53C9ILVV871 ECD298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2019-05-31 1.125 - 1.125 3062200.00 3060254.26 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 3000000.00 3000000.00 0.0004 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 2021-03-31 2039-08-15 2.25 - 4.5 4206500.00 4090677.83 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 4000000.00 4000000.00 0.0006 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.42% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-05-15 2028-05-15 2.875 - 2.875 17977500.00 18363802.11 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0239 18000000.00 18000000.00 0.0025 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.48% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-05-15 2028-05-15 2.875 - 2.875 36948700.00 37742656.93 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0245 37000000.00 37000000.00 0.0052 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.59% 6PJDTY319315T5LR2241 ECD276000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-03-31 2025-03-31 2.625 - 2.625 281307000.00 285310219.61 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 280000000.00 280000000.00 0.0391 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 2.6%, dated 2/28/2019 due 03/01/2019 B4TYDEB6GKMZO031MB27 ECD466000_00352 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 2041-11-20 2045-07-20 3 - 4 157921632.58 67301958.66 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 65977565.69 65977565.69 0.0092 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.6%, dated 2/28/2019 due 03/01/2019 R0MUWSFPU8MPRO8K5P83 ECD466000_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 2019-08-29 2049-02-15 0 - 7.5 12517065.12 11814098.25 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2057-06-25 0 - 8 9491285.01 4141693.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-02-20 2 - 4.5 7080404.25 3010381.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-02-21 2048-10-15 0 - 6.25 954477.70 396871.43 Agency Debentures and Agency Strips Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 18942188.34 18942188.34 0.0026 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 FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-21 2048-11-01 1.625 - 4.5 45198.00 47393.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-09-20 2048-11-20 3.25 - 4 172182.00 38896.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2048-09-15 2.808 - 3.5 5200.00 4303.05 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-04-18 2030-05-15 0 - 6.25 15187100.00 14226657.47 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 14000000.00 14000000.00 0.0020 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.6%, dated 2/28/2019 due 03/01/2019 VJW2DOOHGDT6PR0ZRO63 ECD466000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-07 2049-02-15 0 - 8.5 11013839.57 10974228.79 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-04-04 2026-12-21 1.187 - 5.375 823435.60 824871.94 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-03-15 2049-02-01 1.05 - 10 7797351.56 4309936.39 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 223.20 157.22 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-03-06 2026-06-15 0 - 4.75 2486913.01 2502773.41 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-03-25 2049-02-01 0.875 - 9.5 12024285.85 9055161.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2019-06-20 2049-02-20 2.5 - 10 5656380.76 1938023.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 29016217.19 29016217.19 0.0040 N Y 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 2019-10-31 2044-02-15 0.125 - 3.625 3070800.00 3038208.66 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-21 2020-01-21 1.625 - 1.625 2000.00 1986.69 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-03-27 2019-03-27 3.75 - 3.75 2000.00 2033.47 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2024-05-20 2024-05-20 3.05 - 3.05 1041000.00 1038738.72 Agency Debentures and Agency Strips Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0239 4000000.00 4000000.00 0.0006 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 FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.751 - 3.751 187833.00 193792.24 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-05-30 2046-11-15 0 - 7.25 16006000.00 15830543.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-09-01 2019-09-01 5.5 - 5.5 2020.00 5.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-06-09 2028-06-09 3.25 - 3.25 5275000.00 5410071.36 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-06-01 2047-11-01 2.675 - 6 3791.00 1034.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0239 21000000.00 21000000.00 0.0029 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.6%, dated 2/28/2019 due 03/01/2019 E57ODZWZ7FF32TWEFA76 ECD466000_00276 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 2019-09-17 2036-07-15 1.375 - 5.5 74997.49 85124.13 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-08-01 2048-02-01 0 - 10 2414043.58 268152.32 Agency Mortgage-Backed Securities FINANCE CORPORATION 2019-09-26 2019-09-26 8.6 - 8.6 32.57 34.87 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-10-20 2.5 - 6.5 1427518.57 1325423.02 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 221458.39 222303.71 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-21 2027-07-19 0 - 2.43 2411075.68 2412127.45 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2031-02-01 3.695 - 3.695 16.29 16.89 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2047-08-15 0 - 8.75 22238178.85 22920636.73 U.S. Treasuries (including strips) RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 336079.96 244325.74 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2065-09-15 3.5 - 4.25 22067.67 21912.10 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-01 2048-12-01 0 - 8.5 914446.57 330037.53 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 27258615.63 27258615.63 0.0038 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.6%, dated 2/28/2019 due 03/01/2019 1VUV7VQFKUOQSJ21A208 ECD466000_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 2019-03-07 2049-02-15 0 - 8.125 54955447.49 54597217.14 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 53433386.27 53433386.27 0.0075 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 2.46% ANGGYXNX0JLX3X63JN86 ECD277000 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 2019-03-15 2047-06-01 2 - 9 107037562.00 251060.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-01-20 2056-08-15 3 - 9 25839390.00 13900084.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-04-01 2049-02-01 2.5 - 9.5 66707849.00 129856.40 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0243 14000000.00 14000000.00 0.0020 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.61% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2035-02-15 2035-02-15 N/A 19870459.32 12360896.11 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0261 12000000.00 12000000.00 0.0017 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.6%, dated 2/28/2019 due 03/01/2019 CYYGQCGNHMHPSMRL3R97 ECD466000_03556 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 2024-06-01 2049-02-01 2.5 - 6 20489867.82 15938104.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-12-01 2057-01-01 2.943 - 5 5440372.29 5049327.81 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 20574439.84 20574439.84 0.0029 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.47% CYYGQCGNHMHPSMRL3R97 0000853784 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 2029-02-01 2047-04-01 3.5 - 5 51267737.00 26049608.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2048-09-01 3.5 - 6 1400382.00 1492281.39 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0244 27000000.00 27000000.00 0.0038 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.43% 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 2019-04-25 2019-08-15 N/A 1100.00 1092.94 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 4 - 4 1000.00 1002.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-11-01 2047-07-01 3.5 - 4 1432742.00 1018060.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0240 1000000.00 1000000.00 0.0001 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.6%, dated 2/28/2019 due 03/01/2019 KBVRJ5K57JZ3E2AVWX40 ECD466000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2048-05-15 0 - 3.125 1674073.90 1671585.18 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.668 - 3.668 1824.47 1874.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2049-01-01 3.5 - 4.91 551871.21 513734.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.689 - 3.689 29423.81 30280.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2049-02-01 2.5 - 5.5 2392100.09 1382860.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 3529488.02 3529488.02 0.0005 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.6%, dated 2/28/2019 due 03/01/2019 ZBUT11V806EZRVTWT807 ECD466000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-31 2028-08-15 0.75 - 8.75 59156828.56 58785996.27 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-09-01 2058-10-25 0 - 7.5 90902677.32 62810171.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-12-20 2061-04-16 2 - 6.951 5204886.42 3623056.86 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2021-06-25 2049-02-01 2 - 10.514 54479118.12 39041416.67 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 160891353.09 160891353.09 0.0224 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 2048-10-20 2048-11-20 4.5 - 5 7834048.00 8176039.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 4 N N/A N/A N N 0.0241 8000000.00 8000000.00 0.0011 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.44% 8NAV47T0Y26Q87Y0QP81 EBD942000 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 2045-04-20 2049-01-20 4 - 4.5 33922354.00 22478023.36 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 6 N N/A N/A N N 0.0241 22000000.00 22000000.00 0.0031 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.6%, dated 2/28/2019 due 03/01/2019 8NAV47T0Y26Q87Y0QP81 ECD466000_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 2019-10-31 2039-08-15 1.181 - 4.5 5950529.31 6150283.27 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.75 - 3.75 368403.49 382897.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-03-01 2049-02-01 2.5 - 4.5 4310206.49 3635999.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-07-01 2049-03-01 2.5 - 5 6122084.43 4952419.34 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 14813582.40 14813582.40 0.0021 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.6%, dated 2/28/2019 due 03/01/2019 7TK5RJIZDFROZCA6XF66 ECD466000_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 2019-10-01 2048-04-01 2.369 - 10.194 19120240.67 8002766.35 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2022-01-03 2022-01-03 0 - 0 44443.06 44453.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2063-08-20 0.506 - 8.5 17635233.27 12818594.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2051-08-25 2 - 8.5 40179270.95 10223338.98 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 30369421.96 30369421.96 0.0042 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.59% OXTKY6Q8X53C9ILVV871 ECD299000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-07 2022-11-15 0 - 7.625 17845000.00 21421610.21 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 21000000.00 21000000.00 0.0029 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.6%, dated 2/28/2019 due 03/01/2019 549300QJJX6CVVUXLE15 ECD466000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-19 2048-11-15 0 - 6.125 63173.05 63375.83 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 62050.06 62050.06 0.0000 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2049-01-01 2.945 - 4.5 649442.00 480464.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-04-01 2047-04-01 3.5 - 4 113041453.00 42368962.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 41900000.00 41900000.00 0.0058 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 2.6%, dated 2/28/2019 due 03/01/2019 O2RNE8IBXP4R0TD8PU41 ECD466000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-02-15 0 - 8.5 24679444.94 25206415.30 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 24674386.69 24674386.69 0.0034 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.6%, dated 2/28/2019 due 03/01/2019 5U0XI89JRFVHWIBS4F54 ECD466000_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 2019-05-09 2047-11-15 0 - 3.625 44848994.09 43953348.43 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-02-20 3.5 - 3.5 8675060.27 8236657.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-03-01 2049-03-01 3.5 - 3.5 20708480.77 20810842.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 71497655.49 71497655.49 0.0100 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.58% SUVUFHICNZMP2WKHG940 ECD291000 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 2045-10-01 2045-10-01 4 - 4 13666603.00 9180658.13 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 9000000.00 9000000.00 0.0013 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.6%, dated 2/28/2019 due 03/01/2019 VYVVCKR63DVZZN70PB21 ECD466000_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 2030-01-15 0 - 0 55910.76 53730.03 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-24 2049-03-01 0 - 6.625 23025694.00 20965116.53 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-11-01 2025-11-01 0 - 2.875 377921.88 317164.82 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-05-13 2022-02-01 1.46 - 4.3 36724.63 36485.68 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2048-05-15 0 - 8 12439015.96 12529978.74 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-05-03 2032-07-19 1.1 - 5.22 1748252.95 1741884.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-12-11 2049-02-01 0 - 6.75 5329979.06 4861932.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-07-05 2033-03-11 2.375 - 3.5 787734.41 798214.96 Agency Debentures and Agency Strips FINANCE CORPORATION 2019-09-26 2019-09-26 0 - 0 6018.64 5967.41 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-04-20 2049-02-20 2 - 8.5 55671641.14 52139977.92 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 91590649.32 91590649.32 0.0128 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 2.43% JHE42UYNWWTJB8YTTU19 ECC806000 Non-Negotiable Time Deposit Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0242 46999840.20 46999840.20 0.0066 N N Y N BNP Paribas BNP Paribas, 2.40% R0MUWSFPU8MPRO8K5P83 ECC527000 Non-Negotiable Time Deposit Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0239 127999641.60 127999641.60 0.0179 N N Y N Credit Agricole CIB Credit Agricole CIB, 2.52% 1VUV7VQFKUOQSJ21A208 ECB270000 Non-Negotiable Time Deposit Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0251 19999988.00 19999988.00 0.0028 N Y Y N Credit Agricole CIB Credit Agricole CIB, 2.52% 1VUV7VQFKUOQSJ21A208 ECB792000 Non-Negotiable Time Deposit Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0251 37179914.49 37179914.49 0.0052 N N Y N Credit Agricole CIB Credit Agricole CIB, 2.52% 1VUV7VQFKUOQSJ21A208 ECC414000 Non-Negotiable Time Deposit Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0251 37999893.60 37999893.60 0.0053 N N Y N Credit Agricole CIB Credit Agricole CIB, 2.52% 1VUV7VQFKUOQSJ21A208 ECC857000 Non-Negotiable Time Deposit Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0251 37999870.80 37999870.80 0.0053 N N Y N Credit Agricole CIB Credit Agricole CIB, 2.52% 1VUV7VQFKUOQSJ21A208 ECD223000 Non-Negotiable Time Deposit Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0251 37999851.80 37999851.80 0.0053 N N Y N National Bank of Canada (TD) National Bank of Canada (TD), 2.41% BSGEFEIOM18Y80CKCV46 ECC566000 Non-Negotiable Time Deposit Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0240 25999927.20 25999927.20 0.0036 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 3.02% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2021-01-31 2.5 - 2.5 13246900.00 13263348.70 U.S. Treasuries (including strips) Y N/A N/A 2019-05-28 2019-05-28 2019-05-28 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0300 12999792.00 12999792.00 0.0018 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 3.07% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ML FF MTG LN TR 2007-H1 2-A2 20371025 FLT 2037-10-25 2037-10-25 4.24 - 4.24 2.00 0.68 Asset-Backed Securities ACE SECS HEQ 2004-FM2 M-4 20340625 FLT 2034-06-25 2034-06-25 5.685 - 5.685 8.00 0.95 Asset-Backed Securities HARBORVIEW MTG LN TR 2005-9 B-8 20350620 FLT 2035-06-20 2035-06-20 4.23 - 4.23 8953250.00 222795.17 Private Label Collateralized Mortgage Obligations SEQUOIA MTG TRUST 2005-1 B-2 20350220 FLT 2035-02-20 2035-02-20 3.535 - 3.535 1247763.00 34021.84 Private Label Collateralized Mortgage Obligations SOUNDVIEW HM LN 2004-1 M-9 20340725 FLT 2034-07-25 2034-07-25 7.365 - 7.365 2257143.00 280724.97 Asset-Backed Securities BAYVIEW COML TR 2007-4 A-1 20370925 FLT 2037-09-25 2037-09-25 2.94 - 2.94 21615746.00 6999999.93 Asset-Backed Securities SECURITIZED ASSET REC 2005-FR5 M-1 20350825 FLT 2035-08-25 2035-08-25 3.17 - 3.17 23.00 8.38 Asset-Backed Securities MS HEQ LN TR 2006-2 M-2 20360225 FLT 2036-02-25 2036-02-25 2.85 - 2.85 98727.00 20794.44 Asset-Backed Securities GLOBAL X FDS MSCI CHINA CON 5493002H7E0W2GQ2ZL41 2500-12-31 2500-12-31 N/A 573.00 9678.37 Equities WAMU MTG CERT 2005-AR16 2-A2 20351225 FLT 2035-12-25 2035-12-25 3.86 - 3.86 4546.00 114.70 Private Label Collateralized Mortgage Obligations GSAMP TRUST 2005-HE5 M-5 20351125 FLT 2035-11-25 2035-11-25 3.12 - 3.12 1889.00 1539.72 Asset-Backed Securities Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0304 7000000.00 7000000.00 0.0010 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 2.60% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CONSTELLATION BRANDS INC SR GLBL NT 28 5493005GKEG8QCVY7037 2028-11-15 2028-11-15 4.65 - 4.65 999998.00 1042316.25 Corporate Debt Securities BAT CAP CORP SR GLBL NT 47 2138005GYEXN7XRHFA84 2047-08-15 2047-08-15 4.54 - 4.54 1.00 0.80 Corporate Debt Securities INTESA SANPAOLO S P A SR 144A NT 28 2W8N8UU78PMDQKZENC08 2028-01-12 2028-01-12 3.875 - 3.875 424999.00 373884.96 Corporate Debt Securities DEUTSCHE BK AG N Y BRH -D 5%22 7LTWFZYICNSX8D621K86 2022-02-14 2022-02-14 5 - 5 2231000.00 2246693.85 Corporate Debt Securities CONAGRA BRANDS INC SR GLBL NT5.3%38 54930035UDEIH090K650 2038-11-01 2038-11-01 5.3 - 5.3 104.00 100.63 Corporate Debt Securities APOLLO MGMT HLDGS LP SR 144A NT 5%48 5493006XQW0V5K38YM64 2048-03-15 2048-03-15 5 - 5 3.00 2.85 Corporate Debt Securities MORGAN STANLEY SR NT FIX/FLT 28 IGJSJL3JD5P30I6NJZ34 2028-07-22 2028-07-22 3.591 - 3.591 840998.00 820192.55 Corporate Debt Securities WESTPAC BKG CORP 2.75%23 EN5TNI6CI43VEPAMHL14 2023-01-11 2023-01-11 2.75 - 2.75 699998.00 689799.22 Corporate Debt Securities ABBVIE INC SR GLBL NT 28 FR5LCKFTG8054YNNRU85 2028-11-14 2028-11-14 4.25 - 4.25 1.00 1.01 Corporate Debt Securities BPCE S A FR 3.25%011128 9695005MSX1OYEMGDF46 2028-01-11 2028-01-11 3.25 - 3.25 80909.00 77387.28 Corporate Debt Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 5000000.00 5000000.00 0.0007 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.60% KBVRJ5K57JZ3E2AVWX40 ECD384000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MANCHESTER UTD PLC NEW ORD CL A 529900GWGZPE83MJOV59 2049-01-01 2049-01-01 N/A 3.00 61.68 Equities KRYSTAL BIOTECH INC COM 549300YONUY68210OE41 2049-01-01 2049-01-01 N/A 2.00 46.60 Equities ALTICE USA INC CL A 54930064K3612MGCER95 2049-01-01 2049-01-01 N/A 198348.00 4320019.44 Equities PAYPAL HLDGS INC COM 5493005X2GO78EFZ3E94 2049-01-01 2049-01-01 N/A 1.00 97.86 Equities SIERRA ONCOLOGY INC COM 549300NG7694ZK6OVC92 2049-01-01 2049-01-01 N/A 52.00 94.64 Equities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 4000000.00 4000000.00 0.0006 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.60% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VICTORY RECEIVABLES CORP 2019-05-06 2019-05-06 N/A 24702000.00 24582886.96 Money Market SIMON PPTY GROUP LP 2019-05-21 2019-05-21 N/A 8443432.00 8393776.18 Money Market Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 32000000.00 32000000.00 0.0045 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.57% K5HU16E3LMSVCCJJJ255 ECD388000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LILLY ELI & CO SR GLBL NT 49 FRDRIPF3EKNDJ2CQJL29 2049-03-15 2049-03-15 3.95 - 3.95 3951497.00 3870682.30 Corporate Debt Securities SUMITOMO MITSUI FINL GROUP INC SR NT 3.784%26 35380028MYWPB6AUO129 2026-03-09 2026-03-09 3.784 - 3.784 7772000.00 7993142.77 Corporate Debt Securities CARNIVAL CORP PAIRED CTF F1OF2ZSX47CR0BCWA982 2049-01-01 2049-01-01 N/A 6800.00 392224.00 Equities PPG INDS INC SR GLBL NT 28 549300BKPEP01R3V6C59 2028-03-15 2028-03-15 3.75 - 3.75 9999054.00 10051140.73 Corporate Debt Securities PNC BK N A PITTSBURGH PA FR 3.5%060823 AD6GFRVSDT01YPT1CS68 2023-06-08 2023-06-08 3.5 - 3.5 500000.00 511338.89 Corporate Debt Securities ENTERTAINMENT PPTYS TR SR NT 5.75%22 549300YSSXFHMPOWZ492 2022-08-15 2022-08-15 5.75 - 5.75 30000.00 31648.69 Corporate Debt Securities NORTHN STS PWR CO MINN 1MTG BD 4.85%40 3S1GHB0TEH85KX44SB51 2040-08-15 2040-08-15 4.85 - 4.85 76000.00 82796.79 Corporate Debt Securities SHELL INTERNATIONAL FIN BV SR NT 3.25%25 213800ITMMKU4Z7I4F78 2025-05-11 2025-05-11 3.25 - 3.25 118000.00 119604.77 Corporate Debt Securities BOARDWALK PIPELINES LP SR GLBL NT 26 549300W6AQ2GHHCGL606 2026-06-01 2026-06-01 5.95 - 5.95 57000.00 59966.23 Corporate Debt Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 22000000.00 22000000.00 0.0031 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.55% 7TK5RJIZDFROZCA6XF66 ECD400000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2028-11-15 2028-11-15 3.125 - 3.125 9779900.00 10200809.55 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 10000000.00 10000000.00 0.0014 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.65% 7TK5RJIZDFROZCA6XF66 EBJ200000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PIEDMONT OFFICE REALTY TR INC COM CL A 2049-01-01 2049-01-01 N/A 370245.00 7567807.80 Equities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 1 N N/A N/A N N 0.0265 7000000.00 7000000.00 0.0010 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.65% 7TK5RJIZDFROZCA6XF66 ECA225000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PIEDMONT OFFICE REALTY TR INC COM CL A 2049-01-01 2049-01-01 N/A 528726.00 10807159.44 Equities Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 6 N N/A N/A N N 0.0262 10000000.00 10000000.00 0.0014 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.65% 7TK5RJIZDFROZCA6XF66 ECA843000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PIEDMONT OFFICE REALTY TR INC COM CL A 2049-01-01 2049-01-01 N/A 528687.00 10806362.28 Equities Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0262 10000000.00 10000000.00 0.0014 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.75% 7TK5RJIZDFROZCA6XF66 ECB911000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2048-11-15 2048-11-15 3.375 - 3.375 2898700.00 3090997.92 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-11 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0271 3000000.00 3000000.00 0.0004 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.57% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2020-02-27 N/A 59624700.00 58144218.70 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 57000000.00 57000000.00 0.0080 N Y 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 51-100 2019-05-22 2500-12-31 0 - 9.25 29861159.00 30318862.93 Corporate Debt Securities Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0266 28999898.50 28999898.50 0.0040 N N Y N Societe Generale Societe Generale, 2.68% O2RNE8IBXP4R0TD8PU41 ECD328000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALTRIA GROUP INC 4.4%26 XSGZFLO9YTNO9VCQV219 2026-02-14 2026-02-14 4.4 - 4.4 8.00 8.06 Corporate Debt Securities ALBERTSONS COS INC / SAFEWAY I 7.5%26 2026-03-15 2026-03-15 7.5 - 7.5 2567327.00 2643811.95 Corporate Debt Securities DUN & BRADSTREET CORP DEL NEW SR SEC GLBL 26 2026-08-15 2026-08-15 6.875 - 6.875 951.00 955.82 Corporate Debt Securities PETROBRAS GLBL FIN B V 5.999%28 549300FNENFFSMO3GT38 2027-01-17 2028-01-27 5.999 - 7.375 7846.00 8522.54 Corporate Debt Securities VALE OVERSEAS LTD SR GLBL NT 21 254900BA3U6G5DNV5V04 2021-06-10 2021-06-10 5.875 - 5.875 3198000.00 3326652.88 Corporate Debt Securities ODEBRECHT DRILLING NORBE VIII/ FR 6.35%120121 549300YNW6BY570L6488 2021-12-01 2021-12-01 6.35 - 6.35 656.00 405.84 Corporate Debt Securities NETFLIX INC SR GLBL NT 28 549300Y7VHGU0I7CE873 2028-04-15 2028-04-15 4.875 - 4.875 207.00 205.49 Corporate Debt Securities GAMESTOP CORP NEW SR 144A NT 21 549300505KLOET039L77 2021-03-15 2021-03-15 6.75 - 6.75 296000.00 307266.50 Corporate Debt Securities NEW GOLD INC SR GLBL 144A 25 5493005G0GNCHP0H6L96 2025-05-15 2025-05-15 6.375 - 6.375 350.00 289.88 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT4.3%26 MLU0ZO3ML4LN2LL2TL39 2026-03-08 2026-03-08 4.3 - 4.3 255000.00 265277.92 Corporate Debt Securities ODEBRECHT DRILLING NORBE VIII/ FR 6.35%120121 549300YNW6BY570L6488 2021-12-01 2021-12-01 6.35 - 6.35 1.00 0.62 Corporate Debt Securities ENOVA INTL INC 8.5%24 549300O8XOCQSB49UO63 2024-09-01 2024-09-01 8.5 - 8.5 750610.00 750078.32 Corporate Debt Securities FRONTIER COMMUNICATIONS CORP. SR GLBL REGS 26 549300ZCZ76HYCS0H445 2026-04-01 2026-04-01 8.5 - 8.5 1094.00 1063.60 Corporate Debt Securities BOSTON SCIENTIFIC CORP SR GLBL NT 4%29 Y6ZDD9FP4P8JSSJMW954 2029-03-01 2029-03-01 4 - 4 259.00 257.62 Corporate Debt Securities ODEBRECHT OFFSHORE DRILLING FR 6.72%120122 549300L7LF2PIRAWID66 2022-12-01 2022-12-01 6.72 - 6.72 1417.00 1109.46 Corporate Debt Securities DAE FDG LLC SR 144A NT 5%24 635400SZTPQL3Y1P2C76 2024-08-01 2024-08-01 5 - 5 133000.00 132002.50 Corporate Debt Securities UNION PACIFIC CORP SR GLBL NT 25 549300LMMRSZZCZ8CL11 2025-07-15 2025-07-15 3.75 - 3.75 271000.00 278257.15 Corporate Debt Securities CHS / CMNTY HEALTH SYS INC SR SEC NT 21 5493007X5NC5XI1BB106 2021-08-01 2021-08-01 5.125 - 5.125 2342000.00 2283669.56 Corporate Debt Securities PAR PETROLEUM LLC / PAR PETR SR 144A NT 25 2025-12-15 2025-12-15 7.75 - 7.75 220.00 207.51 Corporate Debt Securities SIMMONS FOODS INC / SR SEC GLBL 24 5493002Z1TVWRIL6NM97 2024-11-01 2024-11-01 5.75 - 5.75 1.00 0.85 Corporate Debt Securities MICRON TECHNOLOGY INC SR GLBL NT 29 B3DXGBC8GAIYWI2Z0172 2029-02-06 2029-02-06 5.327 - 5.327 572.00 573.31 Corporate Debt Securities VINE OIL & GAS LP / VINE OIL SR GLBL REGS 23 2023-04-15 2023-04-15 9.75 - 9.75 1.00 0.87 Corporate Debt Securities TRIBUNE MEDIA CO SR NT 5.875%22 5493003IDYU5GPPRFU47 2022-07-15 2022-07-15 5.875 - 5.875 2000.00 2054.03 Corporate Debt Securities GULFPORT ENERGY CORP SR NT 6.375%25 549300FJX18IDUFPHD40 2025-05-15 2025-05-15 6.375 - 6.375 51.00 46.97 Corporate Debt Securities MCDERMOTT ESCROW 1 INC / MCDE SR GLBL 144A 24 2024-05-01 2024-05-01 10.625 - 10.625 3065000.00 2642125.77 Corporate Debt Securities JEFFERIES LN CORE LLC/ JLC FIN SR NT 144A 20 2020-06-01 2020-06-01 6.875 - 6.875 1272000.00 1294723.75 Corporate Debt Securities ROCKIES EXPRESS PIPELINE LLC SR NT 144A 40 W2ZGZGZKY5GGNY6F3V51 2040-04-15 2040-04-15 6.875 - 6.875 86000.00 94419.34 Corporate Debt Securities MATTEL INC SR 144A NT 25 549300VELLG24KHTJ564 2025-12-31 2025-12-31 6.75 - 6.75 8922000.00 8918654.26 Corporate Debt Securities TRANSOCEAN INC SR GLBL NT6.8%38 DOL4HJ22ADYSIWES4H94 2038-03-15 2038-03-15 6.8 - 6.8 891000.00 702365.40 Corporate Debt Securities LILLY ELI & CO SR GLBL NT 39 FRDRIPF3EKNDJ2CQJL29 2039-03-15 2039-03-15 3.875 - 3.875 2405816.00 2362260.71 Corporate Debt Securities HC2 HLDGS INC SR SEC GLBL 21 549300S6O246JWQQ1K58 2021-12-01 2021-12-01 11.5 - 11.5 191950.00 179846.49 Corporate Debt Securities UNITYMEDIA HESSEN GMBH & CO KG SR SEC GLBL 25 2025-01-15 2025-01-15 5 - 5 631000.00 650669.67 Corporate Debt Securities ROWAN COS INC SR GLBL NT 22 5493006IFM30PWSM2474 2022-06-01 2022-06-01 4.875 - 4.875 15000.00 14126.72 Corporate Debt Securities E TRADE FINANCIAL CORP ALT TIER I PERP 549300LYE2HSVYJFJD24 2500-12-31 2500-12-31 5.3 - 5.3 2.00 1.90 Corporate Debt Securities CENTURYLINK INC SR -P NT 7.6%39 8M3THTGWLTYZVE6BBY25 2039-09-15 2039-09-15 7.6 - 7.6 644000.00 584984.55 Corporate Debt Securities ENJOY SA SR SEC GLBL 22 2022-05-16 2022-05-16 10.5 - 10.5 1143.00 1299.23 Corporate Debt Securities OI SA SR PIK NT 10%25 254900YEMWCRRAGD4978 2025-07-27 2025-07-27 10 - 10 430419.00 456841.94 Corporate Debt Securities USIS MERGER SUB INC SR GLBL 144A 25 2025-05-01 2025-05-01 6.875 - 6.875 9.00 8.95 Corporate Debt Securities WELLS FARGO CO MTN BE FR 3.55%092925 PBLD0EJDB5FWOLXP3B76 2025-09-29 2025-09-29 3.55 - 3.55 90000.00 91401.58 Corporate Debt Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0268 26000000.00 26000000.00 0.0036 N Y Y N Societe Generale Societe Generale, 2.80% O2RNE8IBXP4R0TD8PU41 ECD347000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2019-05-15 2500-12-31 2.2 - 10.75 20555180.00 20473398.08 Corporate Debt Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0279 18999612.40 18999612.40 0.0027 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 2.60% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALTABA INC COM 549300ZJC0V1K2ZCKG85 2049-01-01 2049-01-01 N/A 5552.00 414900.96 Equities CAPITAL ONE FINL CORP PFD SER F ZUE8T73ROZOF6FLBAR73 2049-01-01 2049-01-01 6.2 - 6.2 71444.00 1858258.44 Equities HOLLY ENERGY PARTNERS L P COM UT LTD PTN 2049-01-01 2049-01-01 N/A 26816.00 787317.76 Equities REXNORD CORP NEW DEP SHS PFD A 549300AM3633XDFU1Q85 2019-11-15 2019-11-15 5.75 - 5.75 48541.00 2769264.05 Equities BLACKSTONE GROUP L P COM UNIT LTD 5299004LW4QWGZUB8Y96 2049-01-01 2049-01-01 N/A 148397.00 4975751.41 Equities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 10000000.00 10000000.00 0.0014 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 2.60% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MERCADOLIBRE INC SR GLBL COCO 28 549300DKPDN9M5S8GB14 2028-08-15 2028-08-15 2 - 2 5442469.00 6480468.78 Equities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 6000000.00 6000000.00 0.0008 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 313384CZ0 2549001DPIFGXC1TOL40 US313384CZ00 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-03-13 2019-03-13 N N N 0.0221 69944490.00 69944490.00 0.0098 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384EF2 2549001DPIFGXC1TOL40 US313384EF28 U.S. Government Agency Debt Y N/A N/A 2019-04-12 2019-04-12 2019-04-12 N N N 0.0239 69803160.00 69803160.00 0.0097 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384EL9 2549001DPIFGXC1TOL40 US313384EL95 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0239 69779780.00 69779780.00 0.0097 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 0.00% 912796XJ3 254900HROIFWPRGM1V77 US912796XJ30 U.S. Treasury Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0000 70000000.00 70000000.00 0.0098 N Y Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.76% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2019-03-06 2019-03-07 2019-05-31 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0275 78000000.00 78000000.00 0.0109 N N Y N Fidelity Colchester Street Trust: Prime Reserves Portfolio 2019-03-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer