N-MFP2 0000356173 XXXXXXXX 2019-04-30 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 21 45 2098352520.92 1569771239.44 1827653030.07 1995943442.52 3768870499.08 3536019956.30 3587516404.92 3926857644.76 0.2700 0.2100 0.2500 0.2600 0.5000 0.4800 0.4900 0.5200 670.71 7585608724.95 7585326947.96 71679390.02 134219283.37 7523069502.31 7521147115.94 1.0000 0.0264 1.0003 1.0003 1.0003 1.0003 C000170006 1000000.00 3382569809.45 3381722712.30 1.0003 1.0003 1.0003 1.0003 162004103.57 99418966.62 61126565.99 87958324.48 108743383.57 73381737.70 70971551.60 48322787.72 427333115.29 337090902.86 0.0246 Y Fidelity Investments, Reimbursement Fees, -96690.92; C000170007 1000000.00 11376950.48 11374226.67 1.0003 1.0003 1.0003 1.0002 1428527.33 0.00 0.00 0.00 0.00 0.00 0.00 15000.00 1428527.33 4615000.00 0.0231 Y Fidelity Investments, Reimbursement Fees, -489.19; C000170008 1000000.00 1181969.40 1181693.30 1.0003 1.0003 1.0003 1.0002 7451.53 0.00 0.00 0.00 2524.16 2642401.47 0.00 240770.93 9975.69 2883172.40 0.0221 Y Fidelity Investments, Reimbursement Fees, -93.64; C000170009 1000000.00 3023833.57 3023079.21 1.0003 1.0003 1.0003 1.0003 6488.38 103246.06 2.54 7778.80 1601073.36 1601073.36 47666.64 42560.65 1697185.92 1754658.87 0.0241 Y Fidelity Investments, Reimbursement Fees, -91.32; C000170010 10000000.00 4124916939.41 4123845404.46 1.0003 1.0003 1.0003 1.0003 123816596.21 92421035.91 83566173.41 305596437.19 108266705.07 155854491.00 216435087.22 63235107.86 630468819.07 638148112.98 0.0250 Y Fidelity Investments, Reimbursement Fees, -146783.97; Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.61% 06370RZD4 NQQ6HPCNCCU6TUTQYE16 US06370RZD42 Certificate of Deposit Y N/A N/A 2019-05-22 2019-11-22 2019-11-22 N N N 0.0262 32996643.90 32996643.90 0.0044 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.61% 06370RZE2 NQQ6HPCNCCU6TUTQYE16 US06370RZE25 Certificate of Deposit Y N/A N/A 2019-05-28 2019-11-25 2019-11-25 N N N 0.0263 29996265.00 29996265.00 0.0040 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.70% 06370RTF6 NQQ6HPCNCCU6TUTQYE16 US06370RTF63 Certificate of Deposit Y N/A N/A 2019-06-03 2019-07-02 2019-07-02 N N N 0.0259 65009236.50 65009236.50 0.0086 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 0.0274 33000567.60 33000567.60 0.0044 N N Y N Bank of Nova Scotia Bank of Nova Scotia, 2.60% 06417G4Z8 L3I9ZG2KFGXZ61BMYR72 US06417G4Z86 Certificate of Deposit Y N/A N/A 2019-05-13 2019-09-13 2019-09-13 N N N 0.0256 16001889.60 16001889.60 0.0021 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.61% 06417G4Y1 L3I9ZG2KFGXZ61BMYR72 US06417G4Y12 Certificate of Deposit Y N/A N/A 2019-05-13 2019-09-12 2019-09-12 N N N 0.0257 16001988.80 16001988.80 0.0021 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.61% 06417G4L9 L3I9ZG2KFGXZ61BMYR72 US06417G4L90 Certificate of Deposit Y N/A N/A 2019-07-24 2019-10-24 2019-10-24 N N N 0.0258 32004508.80 32004508.80 0.0043 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.63% 06417G5A2 L3I9ZG2KFGXZ61BMYR72 US06417G5A27 Certificate of Deposit Y N/A N/A 2019-05-13 2019-11-12 2019-11-12 N N N 0.0259 32007497.60 32007497.60 0.0043 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 0.0265 63003225.60 63003225.60 0.0084 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.67% 06417G4B1 L3I9ZG2KFGXZ61BMYR72 US06417G4B19 Certificate of Deposit Y N/A N/A 2019-07-23 2019-10-21 2019-10-21 N N N 0.0259 16006024.00 16006024.00 0.0021 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.68% 06417G4A3 L3I9ZG2KFGXZ61BMYR72 US06417G4A36 Certificate of Deposit Y N/A N/A 2019-07-15 2019-10-15 2019-10-15 N N N 0.0260 33011804.10 33011804.10 0.0044 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.91% 06417G3B2 L3I9ZG2KFGXZ61BMYR72 US06417G3B28 Certificate of Deposit Y N/A N/A 2019-05-01 2019-05-16 2019-05-16 N N N 0.0260 28003430.00 28003430.00 0.0037 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 0.0244 30005916.00 30005916.00 0.0040 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 0.0242 36006609.60 36006609.60 0.0048 N N N N DnB NOR Bank ASA DnB NOR Bank ASA, 2.57% 23341VSZ5 549300GKFG0RYRRQ1414 US23341VSZ57 0001498632 Certificate of Deposit Y N/A N/A 2019-05-09 2019-09-09 2019-09-09 N N N 0.0256 72000950.40 72000950.40 0.0096 N N N N DnB NOR Bank ASA DnB NOR Bank ASA, 2.59% 23341VTD3 549300GKFG0RYRRQ1414 US23341VTD37 0001498632 Certificate of Deposit Y N/A N/A 2019-05-23 2019-09-23 2019-09-23 N N N 0.0258 60999347.30 60999347.30 0.0081 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 2.52% 51501GBM2 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0246 71000056.80 71000056.80 0.0094 N Y Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 2.52% 51501GBP5 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0246 72000115.20 72000115.20 0.0096 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 2.52% 51501GBQ3 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0246 74000177.60 74000177.60 0.0098 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 2.52% 51501GBS9 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0246 74000370.00 74000370.00 0.0098 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 2.52% 51501GBT7 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0246 74000429.20 74000429.20 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 0.0245 27001822.50 27001822.50 0.0036 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.61% 60710A4N9 RB0PEZSDGCO3JS6CEU02 US60710A4N92 Certificate of Deposit Y N/A N/A 2019-05-31 2019-07-30 2019-07-30 N N N 0.0252 72014011.20 72014011.20 0.0096 N N N 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 0.0249 43007761.50 43007761.50 0.0057 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.66% 60700A6U3 RB0PEZSDGCO3JS6CEU02 US60700A6U35 Certificate of Deposit Y N/A N/A 2019-05-11 2019-06-11 2019-06-11 N N N 0.0245 21004666.20 21004666.20 0.0028 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.75% 60700A5U4 RB0PEZSDGCO3JS6CEU02 US60700A5U44 Certificate of Deposit Y N/A N/A 2019-05-24 2019-05-24 2019-05-24 N N N 0.0242 33006646.20 33006646.20 0.0044 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.80% 60700A4R2 RB0PEZSDGCO3JS6CEU02 US60700A4R24 Certificate of Deposit Y N/A N/A 2019-05-14 2019-05-14 2019-05-14 N N N 0.0240 66009352.20 66009352.20 0.0088 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.58% 86565BYC9 5U0XI89JRFVHWIBS4F54 US86565BYC98 0001184915 Certificate of Deposit Y N/A N/A 2019-05-13 2019-08-12 2019-08-12 N N N 0.0258 30998707.30 30998707.30 0.0041 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.58% 86565BYD7 5U0XI89JRFVHWIBS4F54 US86565BYD71 0001184915 Certificate of Deposit Y N/A N/A 2019-05-13 2019-08-13 2019-08-13 N N N 0.0258 30998694.90 30998694.90 0.0041 N N N 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 0.0247 34004593.40 34004593.40 0.0045 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.60% 86565BVC2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-05-07 2019-06-07 2019-06-07 N N N 0.0243 32004937.60 32004937.60 0.0043 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.60% 86565BVD0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-05-07 2019-06-10 2019-06-10 N N N 0.0243 32005184.00 32005184.00 0.0043 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.60% 86565BWN7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-07-09 2019-07-09 2019-07-09 N N N 0.0250 11001003.20 11001003.20 0.0015 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 0.0244 35006793.50 35006793.50 0.0047 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 0.0244 35006926.50 35006926.50 0.0047 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 0.0234 55005945.50 55005945.50 0.0073 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.59% 86564FUH4 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0249 12001425.60 12001425.60 0.0016 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.60% 86564FUA9 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0251 7000975.80 7000975.80 0.0009 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.60% 86564FUB7 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0252 18002466.00 18002466.00 0.0024 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.60% 86564FUF8 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2019-07-16 2019-07-16 2019-07-16 N N N 0.0252 19002570.70 19002570.70 0.0025 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.66% 86564FRP0 5493006GGLR4BTEL8O61 US86564FRP08 0001046017 Certificate of Deposit Y N/A N/A 2019-05-13 2019-06-11 2019-06-11 N N N 0.0244 29006530.80 29006530.80 0.0039 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.60% 86958J4Z9 NHBDILHZTYCNBV5UYZ31 US86958J4Z94 Certificate of Deposit Y N/A N/A 2019-05-13 2019-08-12 2019-08-12 N N N 0.0254 33704970.75 33704970.75 0.0045 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 0.0262 50999826.60 50999826.60 0.0068 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 0.0264 44999842.50 44999842.50 0.0060 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.65% 86958J3E7 NHBDILHZTYCNBV5UYZ31 US86958J3E74 Certificate of Deposit Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0255 78009976.20 78009976.20 0.0104 N N N N Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 2.61% 86958J6A2 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y N/A N/A 2019-09-25 2019-09-25 2019-09-25 N N N 0.0255 28006045.20 28006045.20 0.0037 N N N N CIC London Branch CIC London Branch, 2.49% N4JDFKKH2FTD8RKFXO39 XS1943610508 Certificate of Deposit Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0249 94779438.50 94779438.50 0.0126 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 0.0243 32004636.80 32004636.80 0.0043 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 0.0243 63012474.00 63012474.00 0.0084 N N N N KBC Bank NV London KBC Bank NV London, 2.46% 6B2PBRV1FCJDMR45RZ53 XS1946899421 Certificate of Deposit Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0246 15966563.20 15966563.20 0.0021 N N N N KBC Bank NV London KBC Bank NV London, 2.47% 6B2PBRV1FCJDMR45RZ53 XS1948828071 Certificate of Deposit Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0247 64846294.50 64846294.50 0.0086 N N N N KBC Bank NV London KBC Bank NV London, 2.55% 6B2PBRV1FCJDMR45RZ53 XS1983383461 Certificate of Deposit Y N/A N/A 2019-08-12 2019-08-12 2019-08-12 N N N 0.0255 61549253.80 61549253.80 0.0082 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.45% JBONEPAGQXF4QP29B387 XS1950903358 Certificate of Deposit Y N/A N/A 2019-05-08 2019-05-08 2019-05-08 N N N 0.0245 11993508.00 11993508.00 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.55% JBONEPAGQXF4QP29B387 XS1963214116 Certificate of Deposit Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0255 11939538.00 11939538.00 0.0016 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 0.0243 13000949.00 13000949.00 0.0017 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 0.0244 6000515.40 6000515.40 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 0.0244 10000978.00 10000978.00 0.0013 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 0.0243 10000718.00 10000718.00 0.0013 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.49% RB0PEZSDGCO3JS6CEU02 XS1948835282 Certificate of Deposit Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0249 23988470.40 23988470.40 0.0032 N N Y N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.52% RB0PEZSDGCO3JS6CEU02 XS1953929277 Certificate of Deposit Y N/A N/A 2019-06-17 2019-06-17 2019-06-17 N N N 0.0252 5980129.80 5980129.80 0.0008 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.64% 5493006GGLR4BTEL8O61 XS1989831109 Certificate of Deposit Y N/A N/A 2019-08-29 2019-08-29 2019-08-29 N N N 0.0523 11897628.00 11897628.00 0.0016 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.64% 5493006GGLR4BTEL8O61 XS1991494581 Certificate of Deposit Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0255 12003238.80 12003238.80 0.0016 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.64% 5493006GGLR4BTEL8O61 XS1991494409 Certificate of Deposit Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0255 12003238.80 12003238.80 0.0016 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 0.0241 13002852.20 13002852.20 0.0017 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 0.0243 13001998.10 13001998.10 0.0017 N N N N Amphenol Corp. 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UnitedHealth Group, Inc., 2.59% 91058USL8 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2019-05-20 2019-05-20 2019-05-20 N N N 0.0259 12981417.80 12981417.80 0.0017 N N N N Ventas Realty LP Ventas Realty LP, 2.62% 92276YS18 32SXKSJ72K64GM3HOU64 EEB942000 Non-Financial Company Commercial Paper Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0262 5999565.60 5999565.60 0.0008 N Y Y N Ventas Realty LP Ventas Realty LP, 2.63% 92276YS34 32SXKSJ72K64GM3HOU64 EEF823000 Non-Financial Company Commercial Paper Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0263 13747009.38 13747009.38 0.0018 N N Y N Ventas Realty LP Ventas Realty LP, 2.66% 92276YSF7 32SXKSJ72K64GM3HOU64 EEE752000 Non-Financial Company Commercial Paper Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0266 2996700.00 2996700.00 0.0004 N N N Y Verizon Communications, Inc. Verizon Communications, Inc., 2.72% 92344MSN4 2S72QS2UO2OESLG6Y829 0000732712 Non-Financial Company Commercial Paper Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0272 18319722.50 18319722.50 0.0024 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.59% 04821UTJ1 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0259 2989575.30 2989575.30 0.0004 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.60% 04821UTS1 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2019-06-26 2019-06-26 2019-06-26 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0260 2987849.40 2987849.40 0.0004 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.60% 04821UTT9 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2019-06-27 2019-06-27 2019-06-27 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0260 2987631.60 2987631.60 0.0004 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.60% 04821UTU6 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2019-06-28 2019-06-28 2019-06-28 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0260 4979030.50 4979030.50 0.0007 N N N N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 2.47% 0527M1S22 EEF227000 Asset Backed Commercial Paper Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0247 7998909.60 7998909.60 0.0011 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 2.77%, dated 4/30/2019 due 05/01/2019 B4TYDEB6GKMZO031MB27 EEI316000_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 2039-12-20 2046-10-20 3 - 5.25 336232126.15 106388317.55 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 104000161.97 104000161.97 0.0138 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.44% G5GSEF7VJP5I7OUK5573 EEE777000 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 2048-09-20 2048-09-20 4 - 4 16265258.00 16327743.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0244 16000000.00 16000000.00 0.0021 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.77% G5GSEF7VJP5I7OUK5573 EEH982000 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 2048-09-20 2048-09-20 4 - 4 42679337.00 42843296.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 42000000.00 42000000.00 0.0056 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.77%, dated 4/30/2019 due 05/01/2019 R0MUWSFPU8MPRO8K5P83 EEI316000_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 2019-08-15 2049-02-15 0 - 4.375 7701072.77 5999944.34 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2035-05-01 2035-05-01 3.37 - 3.37 27.03 26.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-04-29 2049-03-01 0 - 4.947 938119.74 281260.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-01-20 2 - 5 7602194.86 1661356.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2049-04-01 0 - 8 12360939.62 5896836.02 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 13516192.32 13516192.32 0.0018 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.77%, dated 4/30/2019 due 05/01/2019 VJW2DOOHGDT6PR0ZRO63 EEI316000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 70.53 50.81 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-05-14 2049-02-15 0 - 7.5 21615191.67 21720886.04 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-05-16 2027-11-01 0 - 5.375 5698218.73 5711599.16 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-05-17 2023-06-09 0 - 5.25 8479160.49 8440195.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-05-15 2049-05-01 1.375 - 10 9312828.71 5865273.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2019-07-20 2049-03-20 2.5 - 10 4988597.95 1635971.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-25 2049-05-01 1 - 9.5 6643778.04 3399401.08 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 45844737.33 45844737.33 0.0061 N Y Y N Citibank NA Citibank NA, 2.51% 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 2019-11-30 2024-04-30 0 - 2.875 4066400.00 4080310.01 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0248 4000000.00 4000000.00 0.0005 N N Y N Citibank NA Citibank NA, 2.52% 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 2019-12-31 2046-02-15 0 - 6.5 21098800.00 22842628.28 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-03-01 2022-09-01 7 - 10 105022.00 0.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-12-01 2049-04-01 2.5 - 6.5 672319.00 658375.35 Agency Debentures and Agency Strips Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0249 23000000.00 23000000.00 0.0031 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.77%, dated 4/30/2019 due 05/01/2019 E57ODZWZ7FF32TWEFA76 EEI316000_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 557786.22 411156.12 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-07-11 2048-08-15 0 - 8.5 19256219.13 19465873.02 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.028 - 3.028 98.42 98.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2031-02-01 3.695 - 3.695 27.03 28.03 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-21 2021-07-27 1.232 - 2.529 4009362.19 4010276.29 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-05-24 2036-07-15 0 - 5.5 337985.91 359847.55 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-11-01 2047-07-01 0 - 10 3730821.26 180791.09 Agency Debentures and Agency Strips FINANCE CORPORATION 2019-09-26 2019-09-26 8.6 - 8.6 54.06 55.82 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-08-15 2067-10-20 2.5 - 8.5 2288635.59 2060141.56 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 367586.37 369016.29 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2042-12-15 3.5 - 4.65 95802.77 107394.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-02 2049-04-01 0 - 8.5 1570795.10 613349.60 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 27032384.63 27032384.63 0.0036 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.79% 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 2040-02-15 2040-02-15 N/A 18911234.70 10300798.25 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0279 10000000.00 10000000.00 0.0013 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.77%, dated 4/30/2019 due 05/01/2019 CYYGQCGNHMHPSMRL3R97 EEI316000_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 2022-08-01 2048-06-01 4 - 5.5 2594088.57 2479089.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-11-01 2048-12-01 2.5 - 4 18433651.32 16513632.56 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 18618887.91 18618887.91 0.0025 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.45% 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 2034-04-01 2049-02-01 3 - 4 31371585.00 31632912.42 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0242 31000000.00 31000000.00 0.0041 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.46% KBVRJ5K57JZ3E2AVWX40 0000877559 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 2047-06-01 2047-06-01 3.5 - 3.5 6815214.00 6122927.54 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0246 6000000.00 6000000.00 0.0008 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 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 2047-06-01 2047-06-01 3.5 - 3.5 5677422.00 5100711.95 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0248 5000000.00 5000000.00 0.0007 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.77%, dated 4/30/2019 due 05/01/2019 KBVRJ5K57JZ3E2AVWX40 EEI316000_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 2019-05-23 2047-05-15 0 - 3 318159.22 318175.65 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.668 - 3.668 138432.16 144089.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.648 - 3.648 76072.42 79068.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-11-01 2049-04-01 2.311 - 4.91 3019927.22 2752188.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.689 - 3.689 159352.30 166098.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2058-05-01 2.406 - 5.5 20073242.53 11706729.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 14867836.23 14867836.23 0.0020 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.77%, dated 4/30/2019 due 05/01/2019 ZBUT11V806EZRVTWT807 EEI316000_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 2020-05-01 2051-02-25 0 - 10.495 86071951.71 54317062.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-01-20 2060-07-16 0.016 - 6 10241121.14 6949805.74 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2059-04-25 0 - 8.5 63216268.37 41662745.19 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 100770153.37 100770153.37 0.0134 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.46% ZBUT11V806EZRVTWT807 0001287279 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 2028-01-01 2047-02-01 3 - 6 60438990.00 12429745.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-01 2049-04-01 2.5 - 6 78968443.00 35529910.07 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0243 47000000.00 47000000.00 0.0062 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.52% ZBUT11V806EZRVTWT807 0001287279 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 2031-10-20 2046-04-20 3 - 3.5 19725507.00 12719477.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-10-01 2042-12-01 3 - 4 4267258.00 2581593.40 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0249 15000000.00 15000000.00 0.0020 N N Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.77%, dated 4/30/2019 due 05/01/2019 7TK5RJIZDFROZCA6XF66 EEI316000_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 2019-06-01 2049-08-25 3 - 8.495 15015064.92 6249056.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2049-04-20 0 - 8.5 39506871.01 18969088.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-25 2048-09-01 2 - 8.5 35831221.50 7800374.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 32286015.20 32286015.20 0.0043 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.76% 9R7GPTSO7KV3UQJZQ078 0000068136 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 2028-11-15 0 - 5.25 31360200.00 31622441.37 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0276 31000000.00 31000000.00 0.0041 N Y Y N Nomura Securities International In a joint trading account with Nomura Securities International at 2.77%, dated 4/30/2019 due 05/01/2019 OXTKY6Q8X53C9ILVV871 EEI316000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2049-02-15 0 - 3.625 3080785.14 3077749.52 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2026-03-13 2026-03-13 3.22 - 3.22 850173.02 856866.34 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2024-02-13 2024-02-13 2.5 - 2.5 561245.38 568266.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-09-01 2049-04-01 3 - 7.5 19945834.03 17405939.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2022-12-15 2054-05-15 3 - 9 14812967.45 13327270.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-12-01 2052-09-01 2.875 - 8 19817071.36 18364267.43 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 52545122.02 52545122.02 0.0070 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.51% OXTKY6Q8X53C9ILVV871 EEH523000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2047-05-15 0 - 2.75 167884.22 115081.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2026-07-15 2046-08-01 0 - 6.5 4607300.00 3022419.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-05-15 2032-09-15 6 - 9 2928303.00 33366.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-11-30 2049-05-01 1.5 - 5 19955848.00 18252847.00 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0248 21000000.00 21000000.00 0.0028 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EEF287000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-05 2048-02-15 0 - 6.5 6736200.00 7230874.60 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-10-20 2049-01-20 3.5 - 4.5 2007888.00 2022967.63 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 9000000.00 9000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.45% 549300QJJX6CVVUXLE15 EEF838000 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 2048-02-15 0 - 6.5 6680400.00 7166897.32 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-04-20 2045-10-20 3.5 - 5 100359935.00 8815479.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-11-01 2048-11-01 5 - 5 3290860.00 3472695.78 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-30 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 19000000.00 19000000.00 0.0025 N N Y N RBC Financial Group RBC Financial Group, 2.45% ES7IP3U3RHIGC71XBU11 EEH561000 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 2047-12-01 2048-08-01 3 - 4 19925531.00 19382637.93 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-29 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0243 19000000.00 19000000.00 0.0025 N N Y N RBC Financial Group RBC Financial Group, 2.46% ES7IP3U3RHIGC71XBU11 EEI043000 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 2047-12-01 2047-12-01 3 - 3 9609159.00 9243280.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2042-07-25 2047-09-01 3.5 - 3.635 11258246.00 10172100.66 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 19000000.00 19000000.00 0.0025 N N Y N Societe Generale In a joint trading account with Societe Generale at 2.77%, dated 4/30/2019 due 05/01/2019 O2RNE8IBXP4R0TD8PU41 EEI316000_00925 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 2020-01-01 2049-04-01 3.5 - 5.965 24067.74 11467.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-10-20 2048-09-20 3.5 - 5 15152429.33 11015820.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-09-12 2048-08-01 1.75 - 5 2985498.89 2760289.39 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 13516192.32 13516192.32 0.0018 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 2.77%, dated 4/30/2019 due 05/01/2019 O2RNE8IBXP4R0TD8PU41 EEI316000_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 2020-07-31 2048-02-15 1.375 - 7.625 39023763.93 41385394.91 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 40548576.95 40548576.95 0.0054 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.77%, dated 4/30/2019 due 05/01/2019 5U0XI89JRFVHWIBS4F54 EEI316000_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 2019-06-30 2047-11-15 1.25 - 3.75 48607837.90 48731023.98 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-02-20 3.5 - 3.5 8328496.69 7815480.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-02-01 2049-02-01 3.5 - 3.5 19373916.91 19360436.08 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 74339075.37 74339075.37 0.0099 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.77% SUVUFHICNZMP2WKHG940 EEH992000 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 2049-04-01 2049-04-01 4 - 4 11927725.00 12240942.76 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 12000000.00 12000000.00 0.0016 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.77%, dated 4/30/2019 due 05/01/2019 VYVVCKR63DVZZN70PB21 EEI316000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-02 2046-11-15 0 - 2.875 68123317.36 68243249.03 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2045-12-25 4.995 - 6.495 912674.45 712605.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-08-20 2049-04-20 1.5 - 6 139056140.22 142646678.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 2.607 - 2.607 22469.74 601.95 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 207384664.39 207384664.39 0.0276 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.75% G5GSEF7VJP5I7OUK5573 EEH980000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2022-04-30 1.875 - 1.875 78387100.00 77526017.71 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 76000000.00 76000000.00 0.0101 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.48% 549300IMBXQ8SGH3HJ31 EEE782000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2024-02-29 1.875 - 2.75 18223700.00 18368853.88 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0248 18000000.00 18000000.00 0.0024 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.48% 549300IMBXQ8SGH3HJ31 EEF235000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2022-01-31 1.375 - 2.75 18383100.00 18367595.03 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0245 18000000.00 18000000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.77% 549300IMBXQ8SGH3HJ31 EEI003000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2045-11-15 1.875 - 3 111937800.00 113322123.14 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 111000000.00 111000000.00 0.0148 N Y Y N Credit AG Credit AG, 2.44% 1VUV7VQFKUOQSJ21A208 EEF881000 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 9302600.00 9081131.23 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-28 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 8900000.00 8900000.00 0.0012 N N Y N Credit AG Credit AG, 2.45% 1VUV7VQFKUOQSJ21A208 EEE932000 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 20907500.00 20409751.17 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0245 20000000.00 20000000.00 0.0027 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.78% 7LTWFZYICNSX8D621K86 EEI036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-12-31 2025-05-31 2.25 - 2.875 41753900.00 42843401.12 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0278 42000000.00 42000000.00 0.0056 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.47% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2040-11-15 2040-11-15 4.25 - 4.25 14842300.00 18548955.89 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0247 18000000.00 18000000.00 0.0024 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.47% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-03 2019-10-03 N/A 37115500.00 36735214.59 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0244 36000000.00 36000000.00 0.0048 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.76% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-31 2023-10-31 2.875 - 2.875 9963000.00 10201177.47 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0276 10000000.00 10000000.00 0.0013 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.76% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-01-15 2020-01-15 1.375 - 1.375 2050000.00 2042480.72 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0276 2000000.00 2000000.00 0.0003 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.75% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-30 2022-11-30 2 - 2 9186600.00 9180708.66 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 9000000.00 9000000.00 0.0012 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.74% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2024-05-15 2.5 - 2.5 89000000.00 90743428.87 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 89000000.00 89000000.00 0.0118 N Y Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 EDB458000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2048-11-15 0 - 6.5 6985600.00 7190592.68 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 7000000.00 7000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 EDB450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-15 2049-02-15 1.25 - 6.5 7090400.00 7218123.04 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 7000000.00 7000000.00 0.0009 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.46% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-31 2022-11-30 1.875 - 2 36805200.00 36735126.39 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0243 36000000.00 36000000.00 0.0048 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.75% 6PJDTY319315T5LR2241 EEI007000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2023-10-31 2.5 - 2.875 282125000.00 285543810.17 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 280000000.00 280000000.00 0.0372 N Y Y N Abn Amro Bank NV(TD) Abn Amro Bank NV(TD), 2.46% BFXS5XCH7N0Y05NIXW11 EEF239000 Non-Negotiable Time Deposit Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0245 28999965.20 28999965.20 0.0039 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.77% G5GSEF7VJP5I7OUK5573 EEI194000 Non-Negotiable Time Deposit Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 363000000.00 363000000.00 0.0483 N Y Y N Credit Agricole CIB Credit Agricole CIB, 2.48% 1VUV7VQFKUOQSJ21A208 EEE763000 Non-Negotiable Time Deposit Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0247 35999978.40 35999978.40 0.0048 N Y Y N Credit Agricole CIB Credit Agricole CIB, 2.48% 1VUV7VQFKUOQSJ21A208 EEF180000 Non-Negotiable Time Deposit Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0247 35999956.80 35999956.80 0.0048 N N Y N Credit Agricole CIB Credit Agricole CIB, 2.48% 1VUV7VQFKUOQSJ21A208 EEF802000 Non-Negotiable Time Deposit Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0247 36999937.10 36999937.10 0.0049 N N Y N Credit Agricole CIB Credit Agricole CIB, 2.48% 1VUV7VQFKUOQSJ21A208 EEH541000 Non-Negotiable Time Deposit Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0247 36999874.20 36999874.20 0.0049 N N Y N Credit Agricole CIB Credit Agricole CIB, 2.48% 1VUV7VQFKUOQSJ21A208 EEH981000 Non-Negotiable Time Deposit Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0247 35999859.60 35999859.60 0.0048 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 2.48% DIZES5CFO5K3I5R58746 EEE729000 Non-Negotiable Time Deposit Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0247 14999991.00 14999991.00 0.0020 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 2.48% DIZES5CFO5K3I5R58746 EEF179000 Non-Negotiable Time Deposit Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0247 29999964.00 29999964.00 0.0040 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 2.29% 912796VC0 254900HROIFWPRGM1V77 US912796VC05 U.S. Treasury Debt Y N/A N/A 2019-05-21 2019-05-21 2019-05-21 N N N 0.0229 71904450.24 71904450.24 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796RU5 254900HROIFWPRGM1V77 US912796RU58 U.S. Treasury Debt Y N/A N/A 2019-06-13 2019-06-13 2019-06-13 N N N 0.0237 28917265.03 28917265.03 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796QM4 254900HROIFWPRGM1V77 US912796QM42 U.S. Treasury Debt Y N/A N/A 2019-06-20 2019-06-20 2019-06-20 N N N 0.0237 72758694.12 72758694.12 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796RV3 254900HROIFWPRGM1V77 US912796RV32 U.S. Treasury Debt Y N/A N/A 2019-06-27 2019-06-27 2019-06-27 N N N 0.0237 66748051.86 66748051.86 0.0089 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796RW1 254900HROIFWPRGM1V77 US912796RW15 U.S. Treasury Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0237 7965513.92 7965513.92 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796QR3 254900HROIFWPRGM1V77 US912796QR39 U.S. Treasury Debt Y N/A N/A 2019-07-18 2019-07-18 2019-07-18 N N N 0.0237 24374059.71 24374059.71 0.0032 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0237 12424203.88 12424203.88 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.45% 9128282K5 254900HROIFWPRGM1V77 US9128282K52 U.S. Treasury Debt Y N/A N/A 2019-07-31 2019-07-31 2019-07-31 N N N 0.0246 13961440.78 13961440.78 0.0019 N Y 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 2028-02-15 2028-02-15 2.75 - 2.75 12984900.00 13331266.32 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 0.0299 12999950.60 12999950.60 0.0017 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 GLOBAL X FDS MSCI CHINA UTL 5493005TCNSNTNLTE240 2500-12-31 2500-12-31 N/A 3213.00 48998.25 Equities TRAPEZA CDO XIII 2007-13 A-1 20421109 FLT 549300RCEBS0NU2XTB74 2042-11-09 2042-11-09 2.977 - 2.977 15218527.00 6839174.28 Other Instrument COLLATERALIZED DEBT OBLIGATION KRESTREL AIRCRAFT FDG 2018 A 20381215 4.25000 2038-12-15 2038-12-15 4.25 - 4.25 1.00 0.97 Asset-Backed Securities CWHEQ REVOLVING HEQ 2006-F 2A1A 1 20360715 FLT 2036-07-15 2036-07-15 2.613 - 2.613 338657.00 15508.51 Asset-Backed Securities U S CAPITAL FUNDING V LTD SR-A-3 FL REGS40 549300HZ17SG4CLTJH14 2040-10-10 2040-10-10 3.164 - 3.164 231818.00 173691.44 Other Instrument COLLATERALIZED DEBT OBLIGATION VCO CLO LTD 2018-1 C 20300722 FLT 2030-07-22 2030-07-22 5.571 - 5.571 36.00 35.61 Asset-Backed Securities SOLOSO CDO 2007-1 A-1LA 20371007 FLT 549300TYY1BQ1R0Y8R40 2037-10-07 2037-10-07 2.849 - 2.849 549799.00 325675.11 Other Instrument COLLATERALIZED DEBT OBLIGATION TOWD PT MTG TR 2017-4 A4 20570625 FLT 2057-06-25 2057-06-25 2.812 - 2.812 978.00 737.76 Asset-Backed Securities AMER CR ACCEPT RECV TR 2019-1 C 20250414 3.50000 2025-04-14 2025-04-14 3.5 - 3.5 1.00 1.01 Asset-Backed Securities TOWD PT MTG TR 2019-SJ1 M1 20581125 FLT 2058-11-25 2058-11-25 4.4 - 4.4 1.00 1.01 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 0.0303 7000000.00 7000000.00 0.0009 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.62% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JPMORGAN SECURITIES LLC 2019-12-06 2019-12-06 N/A 14841700.00 14599527.98 Money Market FEDERAL HOME LOAN MORTGAGE CORP 2027-01-15 2047-09-15 3.516 - 4.166 298444778.00 17344414.84 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0259 31000000.00 31000000.00 0.0041 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.68% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 2049-01-01 2049-01-01 N/A 170260.00 7150920.00 Equities WISDOMTREE TR WSDM EMKTBD FD 549300NE6LMZHI4CWN59 2049-01-01 2049-01-01 N/A 84464.00 6004545.76 Equities FLEXSHARES TR CR SCORED LONG 549300YA7N5SC1CJ0E61 2049-01-01 2049-01-01 N/A 1.00 51.84 Equities CHEETAH MOBILE INC ADR 529900JR51JXQWYK5B18 2049-01-01 2049-01-01 N/A 163869.00 1027458.63 Equities SCHWAB STRATEGIC TR INTRM TRM TRES 2049-01-01 2049-01-01 N/A 360789.00 19309427.28 Equities BEST INC SPONSORED ADS 529900DFGEHZGJ3B9M87 2500-12-31 2500-12-31 N/A 1.00 5.80 Equities ENDO INTL PLC SHS 5493007TBMWZWGZIB256 2049-01-01 2049-01-01 N/A 8.00 62.40 Equities Y N/A N/A 2019-05-07 2019-05-07 2019-05-28 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0265 31000000.00 31000000.00 0.0041 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.65% 7TK5RJIZDFROZCA6XF66 EEI068000 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 123438.00 4320330.00 Equities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0265 4000000.00 4000000.00 0.0005 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.65% 7TK5RJIZDFROZCA6XF66 EEI067000 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 308595.00 10800825.00 Equities Y N/A N/A 2019-05-07 2019-05-07 2019-05-14 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0262 10000000.00 10000000.00 0.0013 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.65% 7TK5RJIZDFROZCA6XF66 EEF858000 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 185212.00 6482420.00 Equities Y N/A N/A 2019-05-07 2019-05-07 2019-05-10 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0262 6000000.00 6000000.00 0.0008 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.66% 7TK5RJIZDFROZCA6XF66 EED295000 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 277982.00 9729370.00 Equities Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 2 N N/A N/A N N 0.0263 9000000.00 9000000.00 0.0012 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.78% 7TK5RJIZDFROZCA6XF66 EED915000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2025-10-31 2025-10-31 3 - 3 2953200.00 3062181.94 U.S. Treasuries (including strips) Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 6 N N/A N/A N N 0.0274 3000000.00 3000000.00 0.0004 N N Y N Societe Generale Societe Generale, 2.80% O2RNE8IBXP4R0TD8PU41 EEI046000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BB&T CORP SR MEDIUM TERM NTS FR 3.75%120623 549300DRQQI75D2JP341 2023-12-06 2023-12-06 3.75 - 3.75 33953.00 35549.13 Corporate Debt Securities INSTITUTO COSTARRI SR GLBL REGS 43 5493009VA6AFUB2Q0289 2043-05-15 2043-05-15 6.375 - 6.375 1183000.00 980965.78 Corporate Debt Securities OI SA SR PIK NT 10%25 254900YEMWCRRAGD4978 2025-07-27 2025-07-27 10 - 10 19208.00 20525.88 Corporate Debt Securities ENTERPRISE MERGER SUB INC 8.75%26 549300OL60X0LPKY8N60 2026-10-15 2026-10-15 8.75 - 8.75 81.00 76.44 Corporate Debt Securities ALLISON TRANSMISSION INC SR GLBL COCO 29 MWKQ3I0U1GXP2YDSZW75 2029-06-01 2029-06-01 5.875 - 5.875 2017710.00 2086256.09 Corporate Debt Securities J CREW BRAND LLC / CORP SR SEC 144A NT21 2021-09-15 2021-09-15 13 - 13 872000.00 925410.00 Corporate Debt Securities MCDERMOTT ESCROW 1 INC / MCDE SR GLBL 144A 24 2024-05-01 2024-05-01 10.625 - 10.625 1214000.00 1174945.45 Corporate Debt Securities SUNOCO LP/SUNOCO FIN CORP SR GLBL 144A 27 2027-04-15 2027-04-15 6 - 6 226552.00 237955.12 Corporate Debt Securities ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 24 2024-06-15 2024-06-15 6.625 - 6.625 2199216.00 2314331.21 Corporate Debt Securities SINCLAIR TELEVISION GROUP SR 144A NT 27 2027-02-15 2027-02-15 5.125 - 5.125 988000.00 961498.96 Corporate Debt Securities INTREPID AVIATION GROUP HLDGS SR GLBL 144A 21 2021-08-15 2021-08-15 8.5 - 8.5 3286469.00 3445397.16 Corporate Debt Securities MITSUBISHI UFJ FINL GROUP INC SR FLT NT 23 353800V2V8PUY9TK3E06 2023-07-26 2023-07-26 3.446 - 3.446 1047760.00 1052666.59 Corporate Debt Securities BROADCOM INC SR GLBL 144A 24 549300WV6GIDOZJTV909 2024-10-15 2024-10-15 3.625 - 3.625 8.00 7.87 Corporate Debt Securities TRANSOCEAN INC SR GLBL 144A 26 DOL4HJ22ADYSIWES4H94 2026-01-15 2026-01-15 7.5 - 7.5 2000.00 2023.75 Corporate Debt Securities ODEBRECHT DRILLING NORBE VIII/ FR 6.35%120121 549300YNW6BY570L6488 2021-12-01 2021-12-01 6.35 - 6.35 1706716.00 979307.65 Corporate Debt Securities UNITED BK FOR AFRICA PLC SR GLBL 144A 22 0292002067E3RH4D8768 2022-06-08 2022-06-08 7.75 - 7.75 900000.00 956024.50 Corporate Debt Securities TECK RESOURCES LTD SR GLBL NT5.4%43 T8KI5SQ2JRWHL7XY0E11 2043-02-01 2043-02-01 5.4 - 5.4 1050000.00 1058053.50 Corporate Debt Securities CREDIT SUISSE GROUP ALT TIER I PERP 549300506SI9CRFV9Z86 2500-12-31 2500-12-31 7.5 - 7.5 1147000.00 1223227.71 Corporate Debt Securities VIRGIN AUSTRALIA HLDGS LTD SR REGS NT8.5%19 254900SNPW6V9967CJ18 2019-11-15 2019-11-15 8.5 - 8.5 970000.00 1025977.08 Corporate Debt Securities NGL ENERGY PARTNERS LP 7.5%26 2026-04-15 2026-04-15 7.5 - 7.5 7865.00 8135.36 Corporate Debt Securities PETROBRAS GLBL FIN B V SR GLBL NT 15 549300FNENFFSMO3GT38 2049-03-19 2115-06-05 6.85 - 6.9 1961500.00 1966292.27 Corporate Debt Securities PAR PHARMACEUTICAL INC SR SEC GLBL 27 549300KK5WR4MGN4YT97 2027-04-01 2027-04-01 7.5 - 7.5 5026.00 5242.75 Corporate Debt Securities BANCO DO BRASIL S A FR 4.75%032024 QE0Q0253K88YAGNPE356 2024-03-20 2024-03-20 4.75 - 4.75 394.00 403.90 Corporate Debt Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0278 18999798.60 18999798.60 0.0025 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 2.62% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AQUA AMERICA INC UNIT EX 043022 549300ILTEOF3E3QY357 2500-12-31 2500-12-31 N/A 10046.00 540876.64 Equities VISTRA ENERGY CORP TANGIBLE EQUITY 549300KP43CPCUJOOG15 2500-12-31 2500-12-31 N/A 91379.00 9182675.71 Equities Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0259 9000000.00 9000000.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 313384FC8 2549001DPIFGXC1TOL40 US313384FC87 U.S. Government Agency Debt Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0162 47993573.28 47993573.28 0.0064 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 313384FS3 2549001DPIFGXC1TOL40 US313384FS30 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0228 26971080.03 26971080.03 0.0036 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.77% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2019-05-01 2019-05-07 2019-05-31 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0274 78000000.00 78000000.00 0.0104 N N Y N Fidelity Colchester Street Trust: Prime Reserves Portfolio 2019-05-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer