N-MFP2 0000803013 XXXXXXXX 2018-12-31 0000803013 549300Q17YGLGYUMKO90 S000007011 1 N N 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 18 34 386813990.43 241288982.85 308164128.38 366787969.87 685531904.53 674885635.23 667857585.03 740291744.55 0.2100 0.1300 0.1700 0.2000 0.3800 0.3700 0.3700 0.4100 653.17 1799735772.52 1799709272.37 6593636.14 4588144.48 1801741917.35 1801705995.24 0.0266 1.0001 1.0000 1.0000 1.0000 C000019137 1.00 1801741917.35 1801705995.24 1.0001 1.0000 1.0000 1.0000 5646759.72 3441437.29 1900489.74 4621390.90 5425192.53 2215870.98 10215992.88 476987.07 24982470.89 11079355.51 0.0265 N Bank of Nova Scotia Bank of Nova Scotia, 2.52% 06417LJS7 L3I9ZG2KFGXZ61BMYR72 US06417LJS79 0000009631 Financial Company Commercial Paper Y N/A N/A 2019-01-02 2019-05-02 2019-05-02 N N N 0.0258 8747882.50 8747882.50 0.0049 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.66% 06417LJL2 L3I9ZG2KFGXZ61BMYR72 US06417LJL27 0000009631 Financial Company Commercial Paper Y N/A N/A 2019-01-25 2019-03-25 2019-03-25 N N N 0.0262 6500188.50 6500188.50 0.0036 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.75% 06417LKA4 L3I9ZG2KFGXZ61BMYR72 US06417LKA43 0000009631 Financial Company Commercial Paper Y N/A N/A 2019-01-22 2019-05-22 2019-05-22 N N N 0.0276 5999682.00 5999682.00 0.0033 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.75% 06417LHT7 L3I9ZG2KFGXZ61BMYR72 US06417LHT70 0000009631 Financial Company Commercial Paper Y N/A N/A 2019-01-24 2019-01-24 2019-01-24 N N N 0.0244 15002760.00 15002760.00 0.0083 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.45% 06742QPD8 G5GSEF7VJP5I7OUK5573 DGJ842000 Financial Company Commercial Paper Y N/A N/A 2019-01-08 2019-01-08 2019-01-08 N N N 0.0245 999467.30 999467.30 0.0006 N N Y N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.46% 06742QQD7 G5GSEF7VJP5I7OUK5573 DGG634000 Financial Company Commercial Paper Y N/A N/A 2019-01-09 2019-01-09 2019-01-09 N N N 0.0246 1998797.60 1998797.60 0.0011 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.47% 06742QQE5 G5GSEF7VJP5I7OUK5573 DGG632000 Financial Company Commercial Paper Y N/A N/A 2019-01-10 2019-01-10 2019-01-10 N N N 0.0247 1998660.00 1998660.00 0.0011 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.84% 06742QQJ4 G5GSEF7VJP5I7OUK5573 DIF476000 Financial Company Commercial Paper Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0284 1992313.80 1992313.80 0.0011 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.86% 06742QSK9 G5GSEF7VJP5I7OUK5573 DIH092000 Financial Company Commercial Paper Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0286 1991165.00 1991165.00 0.0011 N N N N Bayerische Landesbank Bayerische Landesbank, 2.44% 07274MN27 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0244 18997478.70 18997478.70 0.0105 N Y Y N Bayerische Landesbank Bayerische Landesbank, 2.45% 07274MN35 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0245 17996401.80 17996401.80 0.0100 N N Y N Bayerische Landesbank Bayerische Landesbank, 2.46% 07274MN43 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N N 0.0246 5998393.80 5998393.80 0.0033 N N Y N Bayerische Landesbank Bayerische Landesbank, 2.81% 07274MPB5 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0281 5980819.80 5980819.80 0.0033 N N N N Bayerische Landesbank Bayerische Landesbank, 2.82% 07274MPC3 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0282 5980327.80 5980327.80 0.0033 N N N N BPCE SA BPCE SA, 2.56% 05571CP13 9695005MSX1OYEMGDF46 DIB536000 Financial Company Commercial Paper Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 25942199.40 25942199.40 0.0144 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.57% 13608CFE7 2IGI19DL77OX0HC3ZE78 US13608CFE75 0001045520 Financial Company Commercial Paper Y N/A N/A 2019-01-23 2019-01-23 2019-01-23 N N N 0.0252 23000299.00 23000299.00 0.0128 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.61% 13608CGC0 2IGI19DL77OX0HC3ZE78 US13608CGC01 0001045520 Financial Company Commercial Paper Y N/A N/A 2019-01-18 2019-03-18 2019-03-18 N N N 0.0257 15000630.00 15000630.00 0.0083 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.71% 13608CFW7 2IGI19DL77OX0HC3ZE78 US13608CFW73 0001045520 Financial Company Commercial Paper Y N/A N/A 2019-01-22 2019-02-19 2019-02-19 N N N 0.0250 20005020.00 20005020.00 0.0111 N N N N Credit Agricole CIB Credit Agricole CIB, 2.59% 22533UP15 1VUV7VQFKUOQSJ21A208 0001330437 Financial Company Commercial Paper Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 8979800.40 8979800.40 0.0050 N N N N Credit Agricole CIB Credit Agricole CIB, 2.59% 22533UP49 1VUV7VQFKUOQSJ21A208 0001330437 Financial Company Commercial Paper Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 N N N 0.0259 3990153.20 3990153.20 0.0022 N N N N Credit Suisse AG Credit Suisse AG, 2.63% 2254EBP88 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2019-02-08 2019-02-08 2019-02-08 N N N 0.0263 8974981.80 8974981.80 0.0050 N N N N Credit Suisse AG Credit Suisse AG, 2.82% 2254EBQN4 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0282 14906074.50 14906074.50 0.0083 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.52% 46640CGC0 ZBUT11V806EZRVTWT807 US46640CGC01 0001287279 Financial Company Commercial Paper Y N/A N/A 2019-01-03 2019-04-03 2019-04-03 N N N 0.0250 6000042.00 6000042.00 0.0033 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.59% 46640CGD8 ZBUT11V806EZRVTWT807 US443157JU73 0001287279 Financial Company Commercial Paper Y N/A N/A 2019-01-09 2019-04-09 2019-04-09 N N N 0.0256 7000189.00 7000189.00 0.0039 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.62% 46640EGY8 ZBUT11V806EZRVTWT807 US46640EGY86 0001287279 Financial Company Commercial Paper Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N N 0.0236 18000450.00 18000450.00 0.0100 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.66% 46640CGE6 ZBUT11V806EZRVTWT807 US46640CGE66 0001287279 Financial Company Commercial Paper Y N/A N/A 2019-01-16 2019-04-16 2019-04-16 N N N 0.0265 10999813.00 10999813.00 0.0061 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.76% 46640CGK2 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2019-01-28 2019-04-26 2019-04-26 N N N 0.0273 6000349.80 6000349.80 0.0033 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.76% 46640CGL0 ZBUT11V806EZRVTWT807 US46640CGL00 0001287279 Financial Company Commercial Paper Y N/A N/A 2019-02-01 2019-05-01 2019-05-01 N N N 0.0273 4000239.60 4000239.60 0.0022 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 2.44% 5148X1N25 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0244 10998540.30 10998540.30 0.0061 N Y Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.63% 60683CP47 JBONEPAGQXF4QP29B387 DIA320000 Financial Company Commercial Paper Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 N N N 0.0263 3990013.20 3990013.20 0.0022 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.65% 60683CP70 JBONEPAGQXF4QP29B387 DIB162000 Financial Company Commercial Paper Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0265 3989085.60 3989085.60 0.0022 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.88% 60682XQU3 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2019-03-28 2019-03-28 2019-03-28 N N N 0.0288 3972498.40 3972498.40 0.0022 N N N N National Bank of Canada National Bank of Canada, 2.66% 63307NCU9 BSGEFEIOM18Y80CKCV46 US63307NCU90 Financial Company Commercial Paper Y N/A N/A 2019-01-10 2019-05-10 2019-05-10 N N N 0.0264 19000779.00 19000779.00 0.0105 N N N N Nationwide Building Society Nationwide Building Society, 2.66% 6385E1P70 549300XFX12G42QIKN82 DIB150000 Financial Company Commercial Paper Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0266 5983552.20 5983552.20 0.0033 N N N N Nationwide Building Society Nationwide Building Society, 2.68% 6385E1PC9 549300XFX12G42QIKN82 DIC082000 Financial Company Commercial Paper Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0268 7975031.20 7975031.20 0.0044 N N N N Royal Bank of Canada Royal Bank of Canada, 2.50% 78014XAB3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2019-01-02 2019-04-01 2019-04-01 N N N 0.0249 14999880.00 14999880.00 0.0083 N N N N Royal Bank of Canada Royal Bank of Canada, 2.67% 78014XAG2 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2019-01-18 2019-04-18 2019-04-18 N N N 0.0265 17999856.00 17999856.00 0.0100 N N N N Societe Generale Societe Generale, 2.46% 83369CN26 O2RNE8IBXP4R0TD8PU41 DJH112000 Financial Company Commercial Paper Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0246 8998795.80 8998795.80 0.0050 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.68% 86562LQF2 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2019-03-15 2019-03-15 2019-03-15 N N N 0.0268 17901912.60 17901912.60 0.0099 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.55% 86564XNF7 5493006GGLR4BTEL8O61 DHD370000 Financial Company Commercial Paper Y N/A N/A 2019-01-15 2019-01-15 2019-01-15 N N N 0.0255 8990662.50 8990662.50 0.0050 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.56% 86564XNH3 5493006GGLR4BTEL8O61 DHE485000 Financial Company Commercial Paper Y N/A N/A 2019-01-17 2019-01-17 2019-01-17 N N N 0.0256 5992925.40 5992925.40 0.0033 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.57% 86564XNN0 5493006GGLR4BTEL8O61 DHE494000 Financial Company Commercial Paper Y N/A N/A 2019-01-22 2019-01-22 2019-01-22 N N N 0.0257 1996928.60 1996928.60 0.0011 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.68% 86564XPL2 5493006GGLR4BTEL8O61 DIB582000 Financial Company Commercial Paper Y N/A N/A 2019-02-20 2019-02-20 2019-02-20 N N N 0.0268 5977815.00 5977815.00 0.0033 N N N N Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 2.56% 86563HNH9 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper Y N/A N/A 2019-01-17 2019-01-17 2019-01-17 N N N 0.0256 1997641.80 1997641.80 0.0011 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.38% 89119BN28 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0238 3999483.20 3999483.20 0.0022 N Y Y N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.58% 89120DKN8 PT3QB789TSUIDF371261 US89120DKN83 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-01-11 2019-05-13 2019-05-13 N N N 0.0265 19994040.00 19994040.00 0.0111 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.63% 89120DKH1 PT3QB789TSUIDF371261 US89120DKH16 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-01-22 2019-03-21 2019-03-21 N N N 0.0261 15000000.00 15000000.00 0.0083 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.65% 89120DJA8 PT3QB789TSUIDF371261 US89120DJA81 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-01-11 2019-01-11 2019-01-11 N N N 0.0241 10000630.00 10000630.00 0.0056 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.66% 89119BPF7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0266 15946947.20 15946947.20 0.0089 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.60% 89233AE47 Z2VZBHUMB7PWWJ63I008 US89233AE474 Financial Company Commercial Paper Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N N N 0.0240 7000224.00 7000224.00 0.0039 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.61% 89233AE54 Z2VZBHUMB7PWWJ63I008 US89233AE540 Financial Company Commercial Paper Y N/A N/A 2019-01-08 2019-01-08 2019-01-08 N N N 0.0237 5000230.00 5000230.00 0.0028 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.75% 89233AL49 Z2VZBHUMB7PWWJ63I008 US89233AL495 Financial Company Commercial Paper Y N/A N/A 2019-01-24 2019-04-24 2019-04-24 N N N 0.0271 5000465.00 5000465.00 0.0028 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.75% 89233AK99 Z2VZBHUMB7PWWJ63I008 DHF504000 Financial Company Commercial Paper Y N/A N/A 2019-01-24 2019-04-23 2019-04-23 N N N 0.0271 5000505.00 5000505.00 0.0028 N N N N UBS AG London Branch UBS AG London Branch, 2.53% 90276JFL5 BFM8T61CT2L1QCEMIK50 US90276JFL52 Financial Company Commercial Paper Y N/A N/A 2019-01-03 2019-04-03 2019-04-03 N N N 0.0250 9000288.00 9000288.00 0.0050 N N N N UBS AG London Branch UBS AG London Branch, 2.57% 90276JFN1 BFM8T61CT2L1QCEMIK50 US90276JFN19 Financial Company Commercial Paper Y N/A N/A 2019-01-09 2019-04-09 2019-04-09 N N N 0.0256 8999748.00 8999748.00 0.0050 N N N N UBS AG London Branch UBS AG London Branch, 2.64% 90276JFD3 BFM8T61CT2L1QCEMIK50 US90276JFD37 Financial Company Commercial Paper Y N/A N/A 2019-01-18 2019-03-18 2019-03-18 N N N 0.0257 12001272.00 12001272.00 0.0067 N N N N UBS AG London Branch UBS AG London Branch, 2.68% 90276JFF8 BFM8T61CT2L1QCEMIK50 US90276JFF84 Financial Company Commercial Paper Y N/A N/A 2019-01-24 2019-03-25 2019-03-25 N N N 0.0267 13999706.00 13999706.00 0.0078 N N N N UBS AG London Branch UBS AG London Branch, 2.72% 90276JFT8 BFM8T61CT2L1QCEMIK50 US90276JFT88 Financial Company Commercial Paper Y N/A N/A 2019-02-05 2019-05-07 2019-05-07 N N N 0.0271 8999945.10 8999945.10 0.0050 N N N N American Electric Power Co., Inc. American Electric Power Co., Inc., 2.79% 0255E3NA2 1B4S6S7G0TW5EE83BO58 0000004904 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-10 2019-01-10 2019-01-10 N N N 0.0279 3996965.60 3996965.60 0.0022 N N N N American Electric Power Co., Inc. American Electric Power Co., Inc., 2.81% 0255E3NB0 1B4S6S7G0TW5EE83BO58 0000004904 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-11 2019-01-11 2019-01-11 N N N 0.0281 999161.30 999161.30 0.0006 N N N N American Electric Power Co., Inc. American Electric Power Co., Inc., 2.85% 0255E3NE4 1B4S6S7G0TW5EE83BO58 0000004904 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-14 2019-01-14 2019-01-14 N N N 0.0285 998916.60 998916.60 0.0006 N N N N American Electric Power Co., Inc. American Electric Power Co., Inc., 2.96% 0255E3NV6 1B4S6S7G0TW5EE83BO58 0000004904 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-29 2019-01-29 2019-01-29 N N N 0.0296 997669.50 997669.50 0.0006 N N N N Bell Canada Bell Canada, 2.76% 07787QNE2 549300O5ZKB2MUUSKB97 DIF350000 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-14 2019-01-14 2019-01-14 N N N 0.0276 1997905.40 1997905.40 0.0011 N N N N Bell Canada Bell Canada, 2.81% 07787QNN2 549300O5ZKB2MUUSKB97 DIF853000 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-22 2019-01-22 2019-01-22 N N N 0.0281 998321.30 998321.30 0.0006 N N N N Bell Canada Bell Canada, 2.81% 07787QNN2 549300O5ZKB2MUUSKB97 DIJ715000 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-22 2019-01-22 2019-01-22 N N N 0.0281 3743704.88 3743704.88 0.0021 N N N N Bell Canada Bell Canada, 2.86% 07787QNU6 549300O5ZKB2MUUSKB97 DJE734000 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-28 2019-01-28 2019-01-28 N N N 0.0286 2544472.37 2544472.37 0.0014 N N N N Bell Canada Bell Canada, 2.89% 07787QP42 549300O5ZKB2MUUSKB97 DIH957000 Non-Financial Company Commercial Paper Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 N N N 0.0289 997261.30 997261.30 0.0006 N N N N Bell Canada Bell Canada, 2.89% 07787QP59 549300O5ZKB2MUUSKB97 DIG962000 Non-Financial Company Commercial Paper Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0289 1994360.00 1994360.00 0.0011 N N N N Bell Canada Bell Canada, 2.92% 07787QPC4 549300O5ZKB2MUUSKB97 DJG167000 Non-Financial Company Commercial Paper Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0292 1519821.41 1519821.41 0.0008 N N N N Bell Canada Bell Canada, 2.92% 07787QPE0 549300O5ZKB2MUUSKB97 DJF829000 Non-Financial Company Commercial Paper Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0292 896793.75 896793.75 0.0005 N N N N Duke Energy Corp. Duke Energy Corp., 2.69% 26244JN39 I1BZKREC126H0VB1BL91 0001326160 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0269 599868.24 599868.24 0.0003 N N Y N Duke Energy Corp. Duke Energy Corp., 2.78% 26244JN96 I1BZKREC126H0VB1BL91 0001326160 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-09 2019-01-09 2019-01-09 N N N 0.0278 4996602.50 4996602.50 0.0028 N N N N Duke Energy Corp. Duke Energy Corp., 2.79% 26244JNA3 I1BZKREC126H0VB1BL91 0001326160 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-10 2019-01-10 2019-01-10 N N N 0.0279 4996207.00 4996207.00 0.0028 N N N N Duke Energy Corp. Duke Energy Corp., 2.85% 26244JNE5 I1BZKREC126H0VB1BL91 0001326160 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-14 2019-01-14 2019-01-14 N N N 0.0285 1997833.20 1997833.20 0.0011 N N N N Duke Energy Corp. Duke Energy Corp., 2.87% 26244JNG0 I1BZKREC126H0VB1BL91 0001326160 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-16 2019-01-16 2019-01-16 N N N 0.0287 998752.40 998752.40 0.0006 N N N N Duke Energy Corp. Duke Energy Corp., 2.87% 26244JNG0 I1BZKREC126H0VB1BL91 0001326160 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-16 2019-01-16 2019-01-16 N N N 0.0287 1997504.80 1997504.80 0.0011 N N N N Duke Energy Corp. Duke Energy Corp., 2.88% 26244JNH8 I1BZKREC126H0VB1BL91 0001326160 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-17 2019-01-17 2019-01-17 N N N 0.0288 998671.60 998671.60 0.0006 N N N N Duke Energy Corp. Duke Energy Corp., 2.89% 26244JNJ4 I1BZKREC126H0VB1BL91 0001326160 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-18 2019-01-18 2019-01-18 N N N 0.0289 1273202.25 1273202.25 0.0007 N N N N ERP Operating LP ERP Operating LP, 2.68% 26885UN20 DX5HQV5MLU50FEWZ5072 DJH356000 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0268 999854.40 999854.40 0.0006 N Y Y N ERP Operating LP ERP Operating LP, 2.92% 26885UNN4 DX5HQV5MLU50FEWZ5072 DIG035000 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-22 2019-01-22 2019-01-22 N N N 0.0292 1996520.40 1996520.40 0.0011 N N N N ERP Operating LP ERP Operating LP, 2.94% 26885UNR5 DX5HQV5MLU50FEWZ5072 DIG975000 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0294 998009.00 998009.00 0.0006 N N N N Eversource Energy Eversource Energy, 2.66% 30040YN26 SJ7XXD41SQU3ZNWUJ746 0000072741 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0266 1999710.80 1999710.80 0.0011 N Y Y N Florida Power & Light Co. Florida Power & Light Co., 2.73% 34108BNB7 A89MY1K3YLIGJMYWVX50 0000037634 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-11 2019-01-11 2019-01-11 N N N 0.0273 3996736.80 3996736.80 0.0022 N N N N Florida Power & Light Co. Florida Power & Light Co., 2.76% 34108BNF8 A89MY1K3YLIGJMYWVX50 0000037634 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-15 2019-01-15 2019-01-15 N N N 0.0276 2171554.25 2171554.25 0.0012 N N N N Florida Power & Light Co. Florida Power & Light Co., 2.86% 34108BNV3 A89MY1K3YLIGJMYWVX50 0000037634 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-29 2019-01-29 2019-01-29 N N N 0.0286 997750.10 997750.10 0.0006 N N N N NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 2.69% 63946EN34 DIJ778000 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N Y COMCAST CORP NEW 1.0000 N/A N/A N 0.0269 999780.40 999780.40 0.0006 N N Y N NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 2.79% 63946ENA8 DJE064000 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-10 2019-01-10 2019-01-10 N Y COMCAST CORP NEW 1.0000 N/A N/A N 0.0279 1998482.80 1998482.80 0.0011 N N N N Rogers Communications, Inc. Rogers Communications, Inc., 2.78% 77511MN98 54930030NVF3Y2OL0A78 0000733099 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-09 2019-01-09 2019-01-09 N N N 0.0278 3997282.00 3997282.00 0.0022 N N N N Rogers Communications, Inc. Rogers Communications, Inc., 2.79% 77511MNA5 54930030NVF3Y2OL0A78 0000733099 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-10 2019-01-10 2019-01-10 N N N 0.0279 1998482.80 1998482.80 0.0011 N N N N Sempra Global Sempra Global, 2.68% 81685MN25 DHI792000 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0268 999854.40 999854.40 0.0006 N Y Y N Sempra Global Sempra Global, 2.78% 81685MN90 DJA588000 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-09 2019-01-09 2019-01-09 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0278 2997961.50 2997961.50 0.0017 N N N N Sempra Global Sempra Global, 2.88% 81685MNH2 DID744000 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-17 2019-01-17 2019-01-17 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0288 2496679.00 2496679.00 0.0014 N N N N Virginia Electric & Power Co. Virginia Electric & Power Co., 2.76% 92780KNF1 CQKUMNNZVDJLRYV2PT43 0000103682 Non-Financial Company Commercial Paper Y N/A N/A 2019-01-15 2019-01-15 2019-01-15 N N N 0.0276 1997750.00 1997750.00 0.0011 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.70% 04821UP14 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0270 1995313.80 1995313.80 0.0011 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.71% 04821UP48 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0271 2992285.50 2992285.50 0.0017 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.74% 04821UPD8 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2019-02-13 2019-02-13 2019-02-13 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0274 1993468.40 1993468.40 0.0011 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.74% 04821UPE6 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0274 1993312.60 1993312.60 0.0011 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.74% 04821UPE6 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0274 8969906.70 8969906.70 0.0050 N N N N Gotham Funding Corp. Gotham Funding Corp., 2.70% 38346MPK4 549300Z2ZR7VTUMRPR17 DIG308000 Asset Backed Commercial Paper Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0270 996351.40 996351.40 0.0006 N N N N Gotham Funding Corp. Gotham Funding Corp., 2.70% 38346MPM0 549300Z2ZR7VTUMRPR17 DIG268000 Asset Backed Commercial Paper Y N/A N/A 2019-02-21 2019-02-21 2019-02-21 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0270 1992399.40 1992399.40 0.0011 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 2.66% 53127UP87 549300F33VRHM10B9391 DIC146000 Asset Backed Commercial Paper Y N/A N/A 2019-02-08 2019-02-08 2019-02-08 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0266 4985954.50 4985954.50 0.0028 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 2.67% 53127UPB0 549300F33VRHM10B9391 DIC148000 Asset Backed Commercial Paper Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0267 22930126.00 22930126.00 0.0127 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 2.67% 53127UPC8 549300F33VRHM10B9391 DID832000 Asset Backed Commercial Paper Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0267 2990654.70 2990654.70 0.0017 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 2.57% 56274MNG3 549300S0NSJYSOB32S63 DHD515000 Asset Backed Commercial Paper Y N/A N/A 2019-01-16 2019-01-16 2019-01-16 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0257 6992181.70 6992181.70 0.0039 N N N N Bank of Montreal Bank of Montreal, 2.46% 06370RFS3 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0257 7998866.40 7998866.40 0.0044 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.54% 06370RHX0 NQQ6HPCNCCU6TUTQYE16 US06370RHX08 Certificate of Deposit Y N/A N/A 2019-01-08 2019-03-08 2019-03-08 N N N 0.0247 12000948.00 12000948.00 0.0067 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.55% 06370RHY8 NQQ6HPCNCCU6TUTQYE16 US06370RHY80 Certificate of Deposit Y N/A N/A 2019-01-11 2019-03-11 2019-03-11 N N N 0.0250 13000858.00 13000858.00 0.0072 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.63% 06370RAA7 NQQ6HPCNCCU6TUTQYE16 US06370RAA77 Certificate of Deposit Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N N N 0.0240 20000780.00 20000780.00 0.0111 N N Y N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.65% 06370RCY3 NQQ6HPCNCCU6TUTQYE16 US06370RCY36 Certificate of Deposit Y N/A N/A 2019-01-11 2019-02-11 2019-02-11 N N N 0.0242 12002772.00 12002772.00 0.0067 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.67% 06370RDK2 NQQ6HPCNCCU6TUTQYE16 US06370RDK23 Certificate of Deposit Y N/A N/A 2019-01-14 2019-02-13 2019-02-13 N N N 0.0245 5001160.00 5001160.00 0.0028 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.72% 06370RNU9 NQQ6HPCNCCU6TUTQYE16 US06370RNU94 Certificate of Deposit Y N/A N/A 2019-02-07 2019-05-07 2019-05-07 N N N 0.0268 9000868.50 9000868.50 0.0050 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.91% 06370RTE9 NQQ6HPCNCCU6TUTQYE16 US06370RTE98 Certificate of Deposit Y N/A N/A 2019-03-01 2019-07-01 2019-07-01 N N N 0.0291 10000005.00 10000005.00 0.0056 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.89% 06417G3B2 L3I9ZG2KFGXZ61BMYR72 US06417G3B28 Certificate of Deposit Y N/A N/A 2019-01-02 2019-05-16 2019-05-16 N N N 0.0288 7999988.00 7999988.00 0.0044 N N N N Barclays Bank PLC Barclays Bank PLC, 2.69% 06742TKB1 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0256 10001298.00 10001298.00 0.0056 N N N N Bayerische Landesbank Bayerische Landesbank, 2.70% 0727MAWU1 VDYMYTQGZZ6DU0912C88 US0727MAWU10 Certificate of Deposit Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0244 3000068.70 3000068.70 0.0017 N N Y N DZ BANK AG DZ BANK AG, 2.45% 23328AF33 529900HNOAA1KXQJUQ27 DJH287000 Certificate of Deposit Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0246 3999986.80 3999986.80 0.0022 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 2.52% 51500L3L3 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0240 30000150.00 30000150.00 0.0167 N Y Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 2.70% 51500LY96 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0240 11000159.50 11000159.50 0.0061 N Y Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.44% JBONEPAGQXF4QP29B387 DGC036000 Certificate of Deposit Y N/A N/A 2019-01-24 2019-01-24 2019-01-24 N N N 0.0223 3000351.00 3000351.00 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.54% 60683BLH4 JBONEPAGQXF4QP29B387 US60683BLH41 Certificate of Deposit Y N/A N/A 2019-01-07 2019-02-05 2019-02-05 N N N 0.0238 7000952.00 7000952.00 0.0039 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.66% 60683BLS0 JBONEPAGQXF4QP29B387 US60683BLS06 Certificate of Deposit Y N/A N/A 2019-01-22 2019-02-21 2019-02-21 N N N 0.0264 2999956.80 2999956.80 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.66% 60683BLE1 JBONEPAGQXF4QP29B387 US60683BLE10 0001462160 Certificate of Deposit Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0245 2000244.00 2000244.00 0.0011 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.67% 60683BLF8 JBONEPAGQXF4QP29B387 US60683BLF84 0001462160 Certificate of Deposit Y N/A N/A 2019-01-29 2019-01-29 2019-01-29 N N N 0.0246 3000438.00 3000438.00 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.67% 60683BMG5 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0256 4000325.20 4000325.20 0.0022 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.69% 60683BLT8 JBONEPAGQXF4QP29B387 US60683BLT88 Certificate of Deposit Y N/A N/A 2019-01-25 2019-02-25 2019-02-25 N N N 0.0267 2999954.10 2999954.10 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.70% 60683BMM2 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2019-02-21 2019-02-21 2019-02-21 N N N 0.0265 2000070.20 2000070.20 0.0011 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.70% 60683BMN0 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0265 4000113.60 4000113.60 0.0022 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.70% 60683BMA8 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2019-02-27 2019-02-27 2019-02-27 N N N 0.0269 2999940.60 2999940.60 0.0017 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 0.0270 4999806.00 4999806.00 0.0028 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.55% 60700AU36 RB0PEZSDGCO3JS6CEU02 US60700AU364 Certificate of Deposit Y N/A N/A 2019-01-11 2019-01-11 2019-01-11 N N N 0.0241 20000640.00 20000640.00 0.0111 N N N N Natixis SA Natixis SA, 2.53% 63873NYM7 KX1WK48MPD4Y2NCUIZ63 DHB165000 Certificate of Deposit Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0249 20000164.00 20000164.00 0.0111 N N N N Royal Bank of Canada Royal Bank of Canada, 2.58% 78012UHG3 ES7IP3U3RHIGC71XBU11 US78012UHG31 Certificate of Deposit Y N/A N/A 2019-01-14 2019-03-13 2019-03-13 N N N 0.0253 12000744.00 12000744.00 0.0067 N N N N Royal Bank of Canada Royal Bank of Canada, 2.62% 78012UHT5 ES7IP3U3RHIGC71XBU11 US78012UHT51 Certificate of Deposit Y N/A N/A 2019-01-22 2019-03-19 2019-03-19 N N N 0.0258 9000387.00 9000387.00 0.0050 N N N N Royal Bank of Canada Royal Bank of Canada, 2.62% 78012UHU2 ES7IP3U3RHIGC71XBU11 US78012UHU25 Certificate of Deposit Y N/A N/A 2019-01-22 2019-03-20 2019-03-20 N N N 0.0258 9000333.00 9000333.00 0.0050 N N N N Royal Bank of Canada Royal Bank of Canada, 2.75% 78012UEJ0 ES7IP3U3RHIGC71XBU11 US78012UEJ07 Certificate of Deposit Y N/A N/A 2019-01-22 2019-01-22 2019-01-22 N N N 0.0246 16002512.00 16002512.00 0.0089 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.47% 86565BMZ1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-01-24 2019-01-24 2019-01-24 N N N 0.0227 11001287.00 11001287.00 0.0061 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.54% 86565BNT4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-01-07 2019-02-06 2019-02-06 N N N 0.0252 9999902.00 9999902.00 0.0056 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.54% 86565BNU1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-01-07 2019-02-07 2019-02-07 N N N 0.0254 8999742.60 8999742.60 0.0050 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.66% 86565BNC1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-01-25 2019-01-28 2019-01-28 N N N 0.0246 11001430.00 11001430.00 0.0061 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.67% 86565BNE7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-01-28 2019-01-28 2019-01-28 N N N 0.0246 11001518.00 11001518.00 0.0061 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.67% 86565BNF4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-01-28 2019-01-29 2019-01-29 N N N 0.0246 11001551.00 11001551.00 0.0061 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.67% 86564FKA0 5493006GGLR4BTEL8O61 US86564FKA02 0001046017 Certificate of Deposit Y N/A N/A 2019-01-28 2019-01-28 2019-01-28 N N N 0.0246 11001518.00 11001518.00 0.0061 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.55% 86958JL23 NHBDILHZTYCNBV5UYZ31 US86958JL236 Certificate of Deposit Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N N 0.0236 20000340.00 20000340.00 0.0111 N N Y N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.64% 86958JV97 NHBDILHZTYCNBV5UYZ31 US86958JV979 Certificate of Deposit Y N/A N/A 2019-01-17 2019-04-17 2019-04-17 N N N 0.0265 19998262.00 19998262.00 0.0111 N N N N Toronto-Dominion Bank Toronto-Dominion Bank, 2.52% 89113XK78 PT3QB789TSUIDF371261 US89113XK782 0000947263 Certificate of Deposit Y N/A N/A 2019-01-18 2019-01-18 2019-01-18 N N N 0.0249 17000086.70 17000086.70 0.0094 N N N N CIC London Branch CIC London Branch, 2.61% N4JDFKKH2FTD8RKFXO39 XS1915698655 Certificate of Deposit Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0261 18918022.60 18918022.60 0.0105 N N N N Kbc Bank NV London Kbc Bank NV London, 2.61% 6B2PBRV1FCJDMR45RZ53 XS1908372623 Certificate of Deposit Y N/A N/A 2019-02-08 2019-02-08 2019-02-08 N N N 0.0261 19944816.00 19944816.00 0.0111 N N N N Kbc Bank NV London Kbc Bank NV London, 2.62% 6B2PBRV1FCJDMR45RZ53 XS1909119429 Certificate of Deposit Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0262 3988079.60 3988079.60 0.0022 N N N N Kbc Bank NV London Kbc Bank NV London, 2.63% 6B2PBRV1FCJDMR45RZ53 XS1912834493 Certificate of Deposit Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0263 19934462.00 19934462.00 0.0111 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.49% JBONEPAGQXF4QP29B387 XS1892243467 Certificate of Deposit Y N/A N/A 2019-01-09 2019-01-09 2019-01-09 N N N 0.0243 19000123.50 19000123.50 0.0105 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.75% JBONEPAGQXF4QP29B387 XS1912829220 Certificate of Deposit Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0261 11001578.50 11001578.50 0.0061 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.48% RB0PEZSDGCO3JS6CEU02 XS1891771435 Certificate of Deposit Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N N N 0.0248 1999056.20 1999056.20 0.0011 N N Y N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.52% RB0PEZSDGCO3JS6CEU02 XS1895681267 Certificate of Deposit Y N/A N/A 2019-01-16 2019-01-16 2019-01-16 N N N 0.0252 1997812.20 1997812.20 0.0011 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.54% RB0PEZSDGCO3JS6CEU02 XS1897618994 Certificate of Deposit Y N/A N/A 2019-01-22 2019-01-22 2019-01-22 N N N 0.0254 10983300.90 10983300.90 0.0061 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.68% RB0PEZSDGCO3JS6CEU02 XS1915515248 Certificate of Deposit Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0268 3983739.20 3983739.20 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.50% 5493006GGLR4BTEL8O61 XS1894620183 Certificate of Deposit Y N/A N/A 2019-01-14 2019-01-14 2019-01-14 N N N 0.0247 3999998.80 3999998.80 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.50% 5493006GGLR4BTEL8O61 XS1894639019 Certificate of Deposit Y N/A N/A 2019-01-15 2019-01-15 2019-01-15 N N N 0.0248 3999993.60 3999993.60 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.65% 5493006GGLR4BTEL8O61 XS1901927845 Certificate of Deposit Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0265 7965575.20 7965575.20 0.0044 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.69% 5493006GGLR4BTEL8O61 XS1900235679 Certificate of Deposit Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0269 3983720.80 3983720.80 0.0022 N N N N First Republic Bank (CD) First Republic Bank (CD), 2.50% 33616WBH8 YWC0TIKBQM2JV8L4IV08 DJI559000 Certificate of Deposit Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0247 7000000.00 7000000.00 0.0039 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 2.98%, dated 12/31/2018 due 01/02/2019 B4TYDEB6GKMZO031MB27 DJI793000_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 40657144.87 13009611.33 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 12715189.07 12715189.07 0.0071 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.98%, dated 12/31/2018 due 01/02/2019 L3I9ZG2KFGXZ61BMYR72 DJI793000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2047-11-15 1.25 - 8 1059989.87 1148165.55 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 1117098.97 1117098.97 0.0006 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.98%, dated 12/31/2018 due 01/02/2019 R0MUWSFPU8MPRO8K5P83 DJI793000_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 2019-01-03 2048-05-15 0 - 8.125 4370863.38 4411411.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-12-01 2048-12-01 2.5 - 8 4317579.72 2898976.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-03-15 2048-11-20 2 - 8 5086721.59 1665937.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.563 - 3.563 11329.22 10736.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-06-01 2049-01-01 2 - 8 9324428.39 3920962.11 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 12646978.84 12646978.84 0.0070 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.98%, dated 12/31/2018 due 01/02/2019 VJW2DOOHGDT6PR0ZRO63 DJI793000_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 40.12 27.94 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-01-10 2048-11-15 0 - 7.5 1360570.97 1363088.78 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-01-07 2037-06-22 1.12 - 5.375 530639.47 531547.29 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-01-09 2031-07-11 0 - 5.375 536172.52 544352.44 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-02-26 2048-11-01 1.25 - 9.5 1090036.04 847897.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-12-15 2048-12-20 2.5 - 7.5 215724.87 151465.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-01-25 2048-11-01 0.875 - 9.5 853219.41 655505.16 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 4012366.38 4012366.38 0.0022 N Y Y N Citibank NA Citibank NA, 2.57% 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 2022-08-15 2041-08-15 1.625 - 3.75 2400.00 2645.25 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-05-28 2020-05-28 2.625 - 2.625 1015000.00 1017957.03 Agency Debentures and Agency Strips Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0257 1000000.00 1000000.00 0.0006 N Y Y N Citibank NA Citibank NA, 2.58% 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 2021-12-15 2027-01-15 1.625 - 3 4991100.00 5090771.37 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2032-07-12 2032-07-12 3.29 - 3.29 10000.00 9819.33 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-21 2020-01-21 1.625 - 1.625 2000.00 1993.73 Agency Debentures and Agency Strips Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0258 5000000.00 5000000.00 0.0028 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 2.98%, dated 12/31/2018 due 01/02/2019 MBNUM2BPBDO7JBLYG310 DJI793000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-08 2025-07-15 0 - 0.375 2855281.95 2842939.78 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-01-15 2068-10-20 2.5 - 10 3284993.00 2273675.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N Y Citigroup Inc 1.0000 N/A N/A N 0.0298 5015457.98 5015457.98 0.0028 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.98%, dated 12/31/2018 due 01/02/2019 1VUV7VQFKUOQSJ21A208 DJI793000_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 2019-01-08 2048-08-15 0 - 8.75 7764038.03 7772064.16 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 7611459.03 7611459.03 0.0042 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.95% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2056-01-15 2056-01-15 3 - 3 1058083.00 1030169.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 1000000.00 1000000.00 0.0006 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.98%, dated 12/31/2018 due 01/02/2019 CYYGQCGNHMHPSMRL3R97 DJI793000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2036-02-15 1.625 - 8.125 4952696.95 5116619.77 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 5015457.98 5015457.98 0.0028 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.53% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2026-08-15 0 - 2.625 7144389.41 7143013.05 U.S. Treasuries (including strips) Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0255 6999972.00 6999972.00 0.0039 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.58% 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 2019-01-31 2026-08-15 0 - 2.25 1044600.00 1020318.19 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-08-01 2031-08-01 4.191 - 4.191 2975.00 101.65 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N N 0.0255 1000000.00 1000000.00 0.0006 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.98%, dated 12/31/2018 due 01/02/2019 KBVRJ5K57JZ3E2AVWX40 DJI793000_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 2019-01-31 2048-11-15 0 - 4.375 247032.94 244487.58 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-03-27 2048-11-01 2.375 - 5 829801.04 418440.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.57 - 3.57 29592.08 30052.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-09-01 2048-12-01 2.5 - 5.5 2144113.37 1092822.96 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 1749391.74 1749391.74 0.0010 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.98%, dated 12/31/2018 due 01/02/2019 ZBUT11V806EZRVTWT807 DJI793000_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 2019-01-31 2044-08-15 0.875 - 8.125 21705657.84 21638535.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-02-25 2056-08-25 2 - 10.347 11416776.42 8863933.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2037-08-20 2061-04-16 2.29 - 5.75 1688317.15 1150068.97 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-11-01 2056-08-01 0 - 8 18252717.54 13126781.63 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 43839115.12 43839115.12 0.0243 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.53% 8NAV47T0Y26Q87Y0QP81 DJH661000 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 2048-11-20 2048-11-20 4 - 4 1983561.00 2040860.99 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0247 2000005.00 2000005.00 0.0011 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.98%, dated 12/31/2018 due 01/02/2019 8NAV47T0Y26Q87Y0QP81 DJI793000_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 2020-02-29 2025-11-15 1.875 - 2.875 2107557.47 2098195.88 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2048-12-01 2.667 - 5 1721052.63 1291744.11 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2049-01-01 2049-01-01 0 - 0 264949.19 264949.19 Other Instrument CASH FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 2033-07-01 3.81 - 3.81 15282.33 15444.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-01 2049-01-01 2.447 - 5 3083473.50 2161404.69 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 5721634.46 5721634.46 0.0032 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 3.50% K5HU16E3LMSVCCJJJ255 DJI680000 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 2044-03-01 2044-03-01 2.601 - 2.601 1455305.00 1020198.99 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0350 1000000.00 1000000.00 0.0006 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.98%, dated 12/31/2018 due 01/02/2019 7TK5RJIZDFROZCA6XF66 DJI793000_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 2019-03-25 2052-11-25 2.5 - 11.147 3948836.17 1515476.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2060-08-16 2.5 - 8.5 3112175.61 1643832.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-01-25 2048-12-01 2 - 8.5 9182325.49 1763230.02 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 4806814.93 4806814.93 0.0027 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 3.02% 549300Y1PMK3RWXMWR72 DJI577000 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 2048-12-01 2048-12-01 4.5 - 4.5 977375.00 1020171.99 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0302 1000000.00 1000000.00 0.0006 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.52% OXTKY6Q8X53C9ILVV871 DJH314000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2043-02-15 0.5 - 0.625 5253000.00 5152613.45 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0246 5000007.00 5000007.00 0.0028 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 3.00% OXTKY6Q8X53C9ILVV871 DJI575000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2020-03-31 2.25 - 2.25 6110200.00 6121081.12 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 6000000.00 6000000.00 0.0033 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.98%, dated 12/31/2018 due 01/02/2019 549300QJJX6CVVUXLE15 DJI793000_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 2019-01-24 2031-02-15 0 - 5.375 469502.82 462541.00 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 453397.40 453397.40 0.0003 N Y Y N Societe Generale (Paris) In a joint trading account with Societe Generale (Paris) at 2.98%, dated 12/31/2018 due 01/02/2019 O2RNE8IBXP4R0TD8PU41 DJI793000_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 2019-04-15 2047-11-15 0 - 8.75 1651685.65 1669598.76 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-05-01 2048-05-01 3.5 - 3.5 392043.95 378410.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 2006183.19 2006183.19 0.0011 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.98%, dated 12/31/2018 due 01/02/2019 5U0XI89JRFVHWIBS4F54 DJI793000_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 2019-01-15 2047-05-15 0.75 - 3.625 14886784.23 14767718.32 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-03-20 2048-02-20 3 - 4 10350468.74 7489897.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-11-01 2048-12-01 4 - 4 3112562.15 3168881.70 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 24864634.48 24864634.48 0.0138 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.98%, dated 12/31/2018 due 01/02/2019 VYVVCKR63DVZZN70PB21 DJI793000_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 2021-01-15 2021-01-15 0 - 0 3.92 3.71 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2048-11-15 0 - 8.875 6835815.90 7121199.19 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-09-01 2050-02-25 3 - 7.347 2279252.09 2189971.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-11-20 2048-12-20 2 - 8.5 15627594.89 14337386.32 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-12-12 2022-01-28 1.46 - 1.92 4135.58 4102.74 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-04-01 2049-01-01 0 - 7 11306695.59 6767668.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 29791820.40 29791820.40 0.0165 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.95% G5GSEF7VJP5I7OUK5573 DJI557000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-15 2026-08-15 1.5 - 7.25 22278500.00 26524356.54 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 26000000.00 26000000.00 0.0144 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.95% G5GSEF7VJP5I7OUK5573 DJI747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2026-08-15 0 - 1.5 5129300.00 5100853.80 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 5000000.00 5000000.00 0.0028 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.95% G5GSEF7VJP5I7OUK5573 DJI786000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2045-11-15 0 - 3 1025900.00 1020210.66 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 1000000.00 1000000.00 0.0006 N Y Y N Deutsche Bank AG Deutsche Bank AG, 2.90% 7LTWFZYICNSX8D621K86 DJI584000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-31 2022-08-31 1.625 - 1.625 10459800.00 10201657.57 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0290 10000000.00 10000000.00 0.0056 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.58% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-08 2019-01-08 N/A 5104100.00 5101854.20 U.S. Treasuries (including strips) Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N N 0.0250 5000024.00 5000024.00 0.0028 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.63% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-08 2047-11-15 0 - 2.75 9690500.00 9263869.42 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N N N 0.0260 9000000.00 9000000.00 0.0050 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.90% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2023-11-30 2.875 - 2.875 1000900.00 1020240.88 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0290 1000000.00 1000000.00 0.0006 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 3.00% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-08 2019-01-08 N/A 2041300.00 2040401.83 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 2000000.00 2000000.00 0.0011 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 3.00% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-08 2019-01-08 N/A 3061900.00 3060552.76 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 3000000.00 3000000.00 0.0017 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.95% 549300H47WTHXPU08X20 DJI548000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2024-01-31 2.25 - 2.25 17452200.00 17340045.52 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 17000000.00 17000000.00 0.0094 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 3.00% 549300H47WTHXPU08X20 DJI555000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2024-01-31 2.25 - 2.25 17452200.00 17340045.52 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 17000000.00 17000000.00 0.0094 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.52% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2044-05-15 2.5 - 3.375 5102900.00 5102238.86 U.S. Treasuries (including strips) Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0255 4999976.00 4999976.00 0.0028 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.52% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2044-05-15 1.625 - 6.125 2011400.00 2040957.07 U.S. Treasuries (including strips) Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0255 1999990.40 1999990.40 0.0011 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.95% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2021-03-31 1.25 - 1.25 2100000.00 2049249.29 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 2000000.00 2000000.00 0.0011 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.95% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2023-11-15 2.375 - 2.75 1017000.00 1028889.66 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 1000000.00 1000000.00 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 3.00% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-30 2025-06-30 2.75 - 2.75 6077000.00 6116880.31 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 6000000.00 6000000.00 0.0033 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 3.00% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2019-03-31 1.625 - 1.625 1020000.00 1021980.80 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 1000000.00 1000000.00 0.0006 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.95% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-30 2027-05-15 1.625 - 2.375 5196400.00 5100859.45 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 5000000.00 5000000.00 0.0028 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.50% 549300Y1PMK3RWXMWR72 DJF573000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2025-07-31 1.75 - 2.875 2000400.00 2042147.71 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-08 Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 7 N N/A N/A Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0247 2000000.00 2000000.00 0.0011 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.56% 549300Y1PMK3RWXMWR72 DJH319000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2025-07-31 2.125 - 3.5 2007400.00 2041094.05 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0256 2000000.00 2000000.00 0.0011 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.58% 549300Y1PMK3RWXMWR72 DJI011000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2020-10-31 1.375 - 1.375 4156300.00 4081507.34 U.S. Treasuries (including strips) Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0256 3999994.80 3999994.80 0.0022 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.68% 549300Y1PMK3RWXMWR72 DJI610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2025-07-31 1.875 - 2.875 4011100.00 4080799.89 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0265 4000000.00 4000000.00 0.0022 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 3.00% 549300Y1PMK3RWXMWR72 DJI576000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2023-10-31 2.25 - 2.875 3055100.00 3060548.23 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0300 3000000.00 3000000.00 0.0017 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.45% U7M81AY481YLIOR75625 DJG316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2021-08-15 2.125 - 2.125 3110000.00 3101739.06 U.S. Treasuries (including strips) Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0242 3000000.00 3000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 DJF590000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-08-15 2046-08-15 2.25 - 2.25 3690000.00 3169940.63 U.S. Treasuries (including strips) Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0243 3000000.00 3000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.59% U7M81AY481YLIOR75625 DJI009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2047-02-15 2047-02-15 3 - 3 1050000.00 1053937.50 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0253 1000001.30 1000001.30 0.0006 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.90% U7M81AY481YLIOR75625 DJI621000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2048-11-15 2048-11-15 3.375 - 3.375 964000.00 1030493.03 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0290 1000000.00 1000000.00 0.0006 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.51% OXTKY6Q8X53C9ILVV871 DJH312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-06-30 2041-11-15 1.375 - 4.25 1070600.00 1020674.76 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0246 1000000.90 1000000.90 0.0006 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.95% OXTKY6Q8X53C9ILVV871 DJI574000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-15 2024-03-31 1 - 2.5 18440400.00 18363101.88 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 18000000.00 18000000.00 0.0100 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 2.54% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-15 2021-06-15 2.625 - 2.625 6095600.00 6122633.05 U.S. Treasuries (including strips) Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0249 6000007.80 6000007.80 0.0033 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.95% SUVUFHICNZMP2WKHG940 DJI587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2021-02-28 1.375 - 2 6144300.00 6121033.82 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 6000000.00 6000000.00 0.0033 N Y Y N BNP Paribas BNP Paribas, 2.52% R0MUWSFPU8MPRO8K5P83 DJI783000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ROYAL BK SCOTLAND GROUP PLC SR NT 4.8%26 2138005O9XJIJN4JPN90 2026-04-05 2026-04-05 4.8 - 4.8 200000.00 196103.33 Corporate Debt Securities SOCIETE GENERALE MTN REG S FR 4.25%091423 O2RNE8IBXP4R0TD8PU41 2023-09-14 2023-09-14 4.25 - 4.25 4837380.00 4853594.63 Corporate Debt Securities GOLDMAN SACHS GROUP INC FR 4%030324 784F5XWPLTWKTBV3E584 2024-03-03 2024-03-03 4 - 4 158000.00 157657.32 Corporate Debt Securities GE CAPITAL INTERNATIONAL FDG FR 3.373%111525 549300G6UZOB126GBY72 2025-11-15 2025-11-15 3.373 - 3.373 200000.00 178031.99 Corporate Debt Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0252 5000000.00 5000000.00 0.0028 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 3.09% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GLOBAL X FDS MSCI CHINA HC 5493001W3KTKAPID2D08 2500-12-31 2500-12-31 N/A 35.00 479.36 Equities ML FF MTG LN TR 2007-H1 2-A2 20371025 FLT 2037-10-25 2037-10-25 4.256 - 4.256 15451.00 5487.24 Asset-Backed Securities ACE SECS HEQ 2004-FM2 M-4 20340625 FLT 2034-06-25 2034-06-25 5.701 - 5.701 3377.00 406.55 Asset-Backed Securities ML MTG INVESTORS 2004-CB6 B-4 20330625 6.00000 2033-06-25 2033-06-25 4.898 - 4.898 5757.00 30.11 Asset-Backed Securities AMERIQUEST MTG SECS 2004-R2 M-6 20340425 FLT 2034-04-25 2034-04-25 4.022 - 4.022 25000.00 3891.14 Asset-Backed Securities SECURITIZED ASSET REC 2005-FR5 M-1 20350825 FLT 2035-08-25 2035-08-25 3.166 - 3.166 194388.00 74074.17 Asset-Backed Securities CWABS INC 2006-11 MV-1 20350625 FLT 2035-06-25 2035-06-25 2.776 - 2.776 1516539.00 999999.49 Asset-Backed Securities Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0305 1000000.00 1000000.00 0.0006 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 3.15% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PUERTO RICO COMWLTH AQUEDUCT & SWR REV BDS SNR LIEN 2012 2042-07-01 2042-07-01 5.25 - 5.25 4579372.00 4333230.75 Other Instrument MUNICIPAL DEBT Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0312 4000000.00 4000000.00 0.0022 N N N Y 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 JPMORGAN CHASE BK CD CLL RANGE 32 7H6GLXDRUGQFU57RNE97 2032-02-28 2032-02-28 N/A 125000.00 90375.00 Money Market DBS BANK LTD 2019-04-01 2019-04-01 N/A 7641400.00 7584914.77 Money Market FEDERAL NATIONAL MORTGAGE ASSOC 2041-05-25 2042-08-25 3.234 - 4.234 111768500.00 1598057.81 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N N 0.0253 9000040.50 9000040.50 0.0050 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.54% 7TK5RJIZDFROZCA6XF66 DJI776000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2023-12-31 2023-12-31 2.625 - 2.625 2030800.00 2040320.39 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0254 2000000.00 2000000.00 0.0011 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.65% 7TK5RJIZDFROZCA6XF66 DJG708000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N REINSURANCE GROUP AMER INC COM NEW LORM1GNEU1DKEW527V90 2049-01-01 2049-01-01 N/A 15704.00 2161969.68 Equities Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 4 N N/A N/A N N 0.0262 2000000.00 2000000.00 0.0011 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.65% 7TK5RJIZDFROZCA6XF66 DJH335000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VISA INC COM CL A 549300JZ4OKEHW3DPJ59 2049-01-01 2049-01-01 N/A 2940.00 384963.60 Equities HONEYWELL INTL INC COM ISRPG12PN4EIEOEMW547 2049-01-01 2049-01-01 N/A 41954.00 5485905.04 Equities NVIDIA CORP COM 549300S4KLFTLO7GSQ80 2049-01-01 2049-01-01 N/A 760.00 101574.00 Equities LAM RESEARCH CORP COM 549300I4GMO6D34U1T02 2049-01-01 2049-01-01 N/A 3773.00 510939.66 Equities Y N/A N/A 2019-01-07 2019-01-07 2019-01-09 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0262 6000000.00 6000000.00 0.0033 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.65% 7TK5RJIZDFROZCA6XF66 DJH682000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N REINSURANCE GROUP AMER INC COM NEW LORM1GNEU1DKEW527V90 2049-01-01 2049-01-01 N/A 23545.00 3241440.15 Equities Y N/A N/A 2019-01-07 2019-01-07 2019-01-10 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0262 3000000.00 3000000.00 0.0017 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.74% 7TK5RJIZDFROZCA6XF66 DJI658000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2046-06-25 2046-06-25 2.211 - 2.211 6274252.00 1030156.89 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-01-07 2019-01-07 2019-01-14 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0271 1000000.00 1000000.00 0.0006 N N Y N Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 2.70% 9R7GPTSO7KV3UQJZQ078 0000068136 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2019-06-30 2019-06-30 1.625 - 1.625 700.00 696.83 U.S. Treasuries (including strips) PANGAEA LOGISTICS SOLUTION LTD SHS 54930055ZYLTF0B2VS67 2049-01-01 2049-01-01 N/A 123.00 369.00 Equities AGNC INVT CORP DEP SHS 1/1000 5TRACI5HRMELWV32OF39 2049-01-01 2049-01-01 7.75 - 7.75 3.00 75.60 Equities AVALON HLDGS CORP CL A 2049-01-01 2049-01-01 N/A 20.00 53.60 Equities ALTABA INC COM 549300ZJC0V1K2ZCKG85 2049-01-01 2049-01-01 N/A 1.00 58.35 Equities OCWEN FINL CORP COM NEW 549300DDD1YQ8EIAT278 2049-01-01 2049-01-01 N/A 2.00 2.68 Equities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-06-20 2046-11-20 0.65 - 4.5 64118323.00 18540101.17 Agency Collateralized Mortgage Obligation BRAEMAR HOTELS & RESORTS INC 8.25 PFD SER D 549300JDUUEBN868C776 2500-12-31 2500-12-31 8.25 - 8.25 4.00 84.04 Equities ALTISOURCE ASSET MGMT CORP COM 2049-01-01 2049-01-01 N/A 35.00 1326.85 Equities ALPHA PRO TECH LTD COM 2049-01-01 2049-01-01 N/A 26.00 93.60 Equities Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N N 0.0266 18000000.00 18000000.00 0.0100 N N Y N Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 2.70% 9R7GPTSO7KV3UQJZQ078 0000068136 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CRH MEDICAL CORP COM 5493007IZJQ7PCYU7J25 2049-01-01 2049-01-01 N/A 1.00 3.04 Equities US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2046-08-15 0 - 2.75 639060.00 275020.84 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2035-07-20 2060-01-16 0.558 - 5 236643361.00 18267724.03 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N N N 0.0267 18000000.00 18000000.00 0.0100 N N Y N RBC Capital Markets Co. RBC Capital Markets Co., 2.75% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENEL FIN INTL N.V. SR GLBL 144A 27 0YQH6LCEF474UTUV4B96 2027-05-25 2027-05-25 3.625 - 3.625 2372765.00 2094949.81 Corporate Debt Securities ONTARIO PROV CDA SR BD 1.65%19 C7PVKCRGLG18EBQGZV36 2019-09-27 2019-09-27 1.65 - 1.65 7000.00 6975.84 Corporate Debt Securities Y N/A N/A 2019-01-07 2019-01-07 2019-01-18 Y RBC CAP MARKETS LLC(NON-GV RP) 1.0000 7 N N/A N/A N N 0.0272 2000000.00 2000000.00 0.0011 N N Y N Societe Generale Societe Generale, 2.52% O2RNE8IBXP4R0TD8PU41 DJI779000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MITSUBISHI UFJ FINL GROUP INC 3.761%23 353800V2V8PUY9TK3E06 2023-07-26 2023-07-26 3.761 - 3.761 139823.00 142394.79 Corporate Debt Securities HSBC HLDGS PLC ALT TIER I COCO MLU0ZO3ML4LN2LL2TL39 2099-12-31 2099-12-31 6.875 - 6.875 8799000.00 9093583.19 Corporate Debt Securities BARCLAYS BK PLC GLBL MTN 144A FR 2.9%111919 G5GSEF7VJP5I7OUK5573 2019-11-19 2019-11-19 2.9 - 2.9 215346.00 215346.00 Corporate Debt Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0252 9000000.00 9000000.00 0.0050 N Y Y N Societe Generale Societe Generale, 2.70% O2RNE8IBXP4R0TD8PU41 DIH416000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MITSUBISHI UFJ FINL GROUP INC SR FLT NT 23 353800V2V8PUY9TK3E06 2023-07-26 2023-07-26 3.368 - 3.368 62.00 61.66 Corporate Debt Securities BARCLAYS BK PLC GLBL MTN 144A CL HJ -11492 19 G5GSEF7VJP5I7OUK5573 2019-02-22 2019-11-19 0 - 2.9 3363219.00 3363219.00 Corporate Debt Securities VALE OVERSEAS LTD SR GLBL NT 21 254900BA3U6G5DNV5V04 2021-06-10 2021-06-10 5.875 - 5.875 472000.00 496627.58 Corporate Debt Securities BAIDU INC SR GLBL NT 3%20 254900AL64IANZYI1E02 2020-06-30 2020-06-30 3 - 3 200000.00 201758.67 Corporate Debt Securities DAIMLER FINANCE NORTH AMER LLC SR 144A NT 21 549300423Z16BB673J12 2021-03-10 2021-03-10 2.875 - 2.875 150000.00 149358.69 Corporate Debt Securities Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0268 3999951.60 3999951.60 0.0022 N N N Y Societe Generale Societe Generale, 2.70% O2RNE8IBXP4R0TD8PU41 DIG695000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BANK AMER CORP SR GLBL FL NT 24 9DJT3UXIJIZJI4WXO774 2024-07-23 2024-07-23 3.437 - 3.437 26657.00 26335.85 Corporate Debt Securities RESOLUTION FUNDING CORP 2030-01-15 2030-01-15 N/A 51000.00 35776.50 Agency Debentures and Agency Strips CITIGROUP INC SR FLT NT 19 6SHGI4ZSSLCXXQSBB395 2019-04-08 2019-04-08 3.18 - 3.18 8000.00 8065.53 Corporate Debt Securities US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2026-02-15 N/A 216.59 196.34 U.S. Treasuries (including strips) BAT CAP CORP SR GLBL NT 27 2138005GYEXN7XRHFA84 2027-08-15 2027-08-15 3.557 - 3.557 1320.00 1178.77 Corporate Debt Securities MICROSOFT CORP SR GLBL NT 45 INR2EJN1ERAN0W5ZP974 2045-11-03 2045-11-03 4.45 - 4.45 3242000.00 3449421.36 Corporate Debt Securities ICICI BK LTD GLBL MTN SR REG S FR 4%031826 R7RX8ER1V4666J8D1I38 2026-03-18 2026-03-18 4 - 4 200000.00 189084.89 Corporate Debt Securities ALPINE SECURITIZATION LTD DISC 2019-02-15 2019-02-15 N/A 1.00 1.00 Money Market APPLE INC SR GLBL NT2.4%23 HWUPKR0MPOU8FGXBT394 2023-05-03 2023-05-03 2.4 - 2.4 23000.00 22323.49 Corporate Debt Securities LLOYDS BANKING GROUP PLC SR GLBL NT 28 549300PPXHEU2JF0AM85 2028-11-07 2028-11-07 3.574 - 3.574 10.00 8.92 Corporate Debt Securities CNOOC NEXEN FINANCE ULC SR NT 4.25%24 2024-04-30 2024-04-30 4.25 - 4.25 1505000.00 1532302.79 Corporate Debt Securities Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0269 4999935.00 4999935.00 0.0028 N N N Y Societe Generale Societe Generale, 2.91% O2RNE8IBXP4R0TD8PU41 DJH780000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2019-04-03 2095-11-15 0 - 10.5 6893389.00 6435576.64 Corporate Debt Securities Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0290 5999890.80 5999890.80 0.0033 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 ISHARES TR S&P 100 ETF 549300G3FWQPUM47D181 2049-01-01 2049-01-01 N/A 19559.00 2160878.32 Equities Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N N 0.0259 1999995.20 1999995.20 0.0011 N N Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 2.45% JHE42UYNWWTJB8YTTU19 DJH658000 Non-Negotiable Time Deposit Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0244 30999947.30 30999947.30 0.0172 N N Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 2.45% JHE42UYNWWTJB8YTTU19 DJI007000 Non-Negotiable Time Deposit Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N N 0.0244 14999965.50 14999965.50 0.0083 N N Y N Credit Agricole CIB Credit Agricole CIB, 2.52% 1VUV7VQFKUOQSJ21A208 DJH318000 Non-Negotiable Time Deposit Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0251 6999991.60 6999991.60 0.0039 N Y Y N Credit Agricole CIB Credit Agricole CIB, 2.52% 1VUV7VQFKUOQSJ21A208 DJH660000 Non-Negotiable Time Deposit Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0251 6999988.10 6999988.10 0.0039 N N Y N Credit Agricole CIB Credit Agricole CIB, 2.52% 1VUV7VQFKUOQSJ21A208 DJI061000 Non-Negotiable Time Deposit Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N N 0.0251 3999990.80 3999990.80 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 313384CE7 2549001DPIFGXC1TOL40 US313384CE70 U.S. Government Agency Debt Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0237 19932000.00 19932000.00 0.0111 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 2019-01-02 2019-01-07 2019-05-31 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0276 23000000.00 23000000.00 0.0128 N N Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2019-01-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer