N-MFP2 0000803013 XXXXXXXX 2019-06-30 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 26 57 329928196.76 298560960.10 285397866.45 403070118.94 691952631.46 690043091.82 669398885.51 720193128.59 0.1800 0.1600 0.1500 0.2200 0.3800 0.3800 0.3600 0.3900 1076.01 1811929341.38 1811767221.04 6133076.36 13602164.53 1804461329.22 1804288270.71 0.0257 1.0001 1.0001 1.0001 1.0001 C000019137 1.00 1804461329.22 1804288270.71 1.0001 1.0001 1.0001 1.0001 5500764.81 4266687.20 856559.73 864190.38 1403911.52 2031034.65 2242185.72 926526.50 10003421.78 8088438.73 0.0257 N Amphenol Corp. Amphenol Corp., 2.57% 03209MU36 549300D3L3G0R4U4VT04 0000820313 Financial Company Commercial Paper Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0103 999643.00 999643.00 0.0006 N N Y N Bank of Nova Scotia Bank of Nova Scotia, 2.51% 06417LLJ4 L3I9ZG2KFGXZ61BMYR72 US06417LLJ43 0000009631 Financial Company Commercial Paper Y N/A N/A 2019-07-18 2020-02-18 2020-02-18 N N N 0.0249 6000716.40 6000716.40 0.0033 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.54% 06417LKX4 L3I9ZG2KFGXZ61BMYR72 US06417LKX46 0000009631 Financial Company Commercial Paper Y N/A N/A 2019-07-06 2019-12-06 2019-12-06 N N N 0.0248 3000745.80 3000745.80 0.0017 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.54% 06417LLB1 L3I9ZG2KFGXZ61BMYR72 US06417LLB17 0000009631 Financial Company Commercial Paper Y N/A N/A 2019-07-10 2020-02-10 2020-02-10 N N N 0.0251 4000814.00 4000814.00 0.0022 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.54% 06417LLC9 L3I9ZG2KFGXZ61BMYR72 US06417LLC99 0000009631 Financial Company Commercial Paper Y N/A N/A 2019-07-15 2020-02-13 2020-02-13 N N N 0.0251 5000907.00 5000907.00 0.0028 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.54% 06417LKL0 L3I9ZG2KFGXZ61BMYR72 US06417LKL08 0000009631 Financial Company Commercial Paper Y N/A N/A 2019-08-20 2019-11-20 2019-11-20 N N N 0.0252 4000134.80 4000134.80 0.0022 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.55% 06417LKY2 L3I9ZG2KFGXZ61BMYR72 US06417LKY29 0000009631 Financial Company Commercial Paper Y N/A N/A 2019-07-08 2020-02-07 2020-02-07 N N N 0.0251 4000929.60 4000929.60 0.0022 N N N N Bayerische Landesbank Bayerische Landesbank, 2.59% 07274MUN3 VDYMYTQGZZ6DU0912C88 EFH581000 Financial Company Commercial Paper Y N/A N/A 2019-07-22 2019-07-22 2019-07-22 N N N 0.0249 3993410.80 3993410.80 0.0022 N N N N Bayerische Landesbank Bayerische Landesbank, 2.59% 07274MUP8 VDYMYTQGZZ6DU0912C88 EFH582000 Financial Company Commercial Paper Y N/A N/A 2019-07-23 2019-07-23 2019-07-23 N N N 0.0249 3993127.60 3993127.60 0.0022 N N N N Bayerische Landesbank Bayerische Landesbank, 2.59% 07274MUQ6 VDYMYTQGZZ6DU0912C88 EFH583000 Financial Company Commercial Paper Y N/A N/A 2019-07-24 2019-07-24 2019-07-24 N N N 0.0250 3992841.20 3992841.20 0.0022 N N N N Bayerische Landesbank Bayerische Landesbank, 2.59% 07274MUR4 VDYMYTQGZZ6DU0912C88 EFH584000 Financial Company Commercial Paper Y N/A N/A 2019-07-25 2019-07-25 2019-07-25 N N N 0.0250 3992557.20 3992557.20 0.0022 N N N N BPCE SA BPCE SA, 2.50% 05571CWL1 9695005MSX1OYEMGDF46 EGB352000 Financial Company Commercial Paper Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0228 6963756.10 6963756.10 0.0039 N N N N BPCE SA BPCE SA, 2.50% 05571CX48 9695005MSX1OYEMGDF46 EGB351000 Financial Company Commercial Paper Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0227 12921507.30 12921507.30 0.0072 N N N N BPCE SA BPCE SA, 2.57% 05571CWB3 9695005MSX1OYEMGDF46 EFC331000 Financial Company Commercial Paper Y N/A N/A 2019-09-11 2019-09-11 2019-09-11 N N N 0.0227 18912402.40 18912402.40 0.0105 N N N N BPCE SA BPCE SA, 2.60% 05571CW31 9695005MSX1OYEMGDF46 EEJ764000 Financial Company Commercial Paper Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0227 8963016.30 8963016.30 0.0050 N N N N BPCE SA BPCE SA, 2.60% 05571CW31 9695005MSX1OYEMGDF46 EFA312000 Financial Company Commercial Paper Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0227 2987672.10 2987672.10 0.0017 N N N N BPCE SA BPCE SA, 2.60% 05571CW64 9695005MSX1OYEMGDF46 EFA424000 Financial Company Commercial Paper Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 N N N 0.0227 13939839.20 13939839.20 0.0077 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.50% 13608CGZ9 2IGI19DL77OX0HC3ZE78 US13608CGZ95 0001045520 Financial Company Commercial Paper Y N/A N/A 2019-07-15 2019-10-15 2019-10-15 N N N 0.0242 7001457.40 7001457.40 0.0039 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.50% 13608CHE5 2IGI19DL77OX0HC3ZE78 US13608CHE57 0001045520 Financial Company Commercial Paper Y N/A N/A 2019-07-18 2019-11-18 2019-11-18 N N N 0.0242 8002452.80 8002452.80 0.0044 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.51% 13608CGX4 2IGI19DL77OX0HC3ZE78 US13608CGX48 0001045520 Financial Company Commercial Paper Y N/A N/A 2019-07-19 2019-09-19 2019-09-19 N N N 0.0238 12003110.40 12003110.40 0.0067 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.53% 13608CHC9 2IGI19DL77OX0HC3ZE78 US13608CHC91 0001045520 Financial Company Commercial Paper Y N/A N/A 2019-07-12 2019-11-12 2019-11-12 N N N 0.0246 5001175.00 5001175.00 0.0028 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.62% 13608BXJ8 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0224 6952241.10 6952241.10 0.0039 N N N N Citigroup Global Markets, Inc. 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Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.61% 46640CGW6 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2019-07-04 2019-09-04 2019-09-04 N N N 0.0241 4001359.60 4001359.60 0.0022 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.62% 46640CHF2 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2019-07-16 2019-10-16 2019-10-16 N N N 0.0261 4999988.50 4999988.50 0.0028 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.94% 46640QU33 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0237 5998032.60 5998032.60 0.0033 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.54% 60682XVC7 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2019-08-12 2019-08-12 2019-08-12 N N N 0.0239 2243334.38 2243334.38 0.0012 N N N N Mitsubishi UFJ Trust & Banking Corp. 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Mitsubishi UFJ Trust & Banking Corp., 2.60% 60682XW44 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 N N N 0.0242 1991095.80 1991095.80 0.0011 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.60% 60682XW51 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0242 1990972.60 1990972.60 0.0011 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.61% 60683CU25 JBONEPAGQXF4QP29B387 ECJ878000 Financial Company Commercial Paper Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0242 1999465.80 1999465.80 0.0011 N N Y N National Australia Bank Ltd. National Australia Bank Ltd., 2.50% 63254GKK0 F8SB4JFBSYQFRQEH3Z21 US63254GKK03 0000833029 Financial Company Commercial Paper Y N/A N/A 2019-09-30 2019-09-30 2019-09-30 N N N 0.0239 12002872.80 12002872.80 0.0067 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 2.52% 63254GKR5 F8SB4JFBSYQFRQEH3Z21 US63254GKR55 0000833029 Financial Company Commercial Paper Y N/A N/A 2019-07-12 2019-11-12 2019-11-12 N N N 0.0247 7001226.40 7001226.40 0.0039 N N N N National Bank of Canada National Bank of Canada, 2.47% 63307MVU0 BSGEFEIOM18Y80CKCV46 EGA759000 Financial Company Commercial Paper Y N/A N/A 2019-08-28 2019-08-28 2019-08-28 N N N 0.0241 9959520.00 9959520.00 0.0055 N N N N National Bank of Canada National Bank of Canada, 2.51% 63307NDQ7 BSGEFEIOM18Y80CKCV46 US63307NDQ79 Financial Company Commercial Paper Y N/A N/A 2019-07-08 2019-11-08 2019-11-08 N N N 0.0246 7001048.60 7001048.60 0.0039 N N N N Nationwide Building Society Nationwide Building Society, 2.43% 6385E1U58 549300XFX12G42QIKN82 EGE019000 Financial Company Commercial Paper Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0244 5997174.60 5997174.60 0.0033 N N Y N Royal Bank of Canada Royal Bank of Canada, 2.55% 78014XCM7 ES7IP3U3RHIGC71XBU11 US78014XCM74 0001000275 Financial Company Commercial Paper Y N/A N/A 2019-07-09 2020-03-09 2020-03-09 N N N 0.0254 13000522.60 13000522.60 0.0072 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.32% 86564XXU3 5493006GGLR4BTEL8O61 EHD460000 Financial Company Commercial Paper Y N/A N/A 2019-10-28 2019-10-28 2019-10-28 N N N 0.0237 3968686.80 3968686.80 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.45% 86564XW59 5493006GGLR4BTEL8O61 EGD423000 Financial Company Commercial Paper Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0241 3982029.20 3982029.20 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.46% 86564XW67 5493006GGLR4BTEL8O61 EGD385000 Financial Company Commercial Paper Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 N N N 0.0241 995444.20 995444.20 0.0006 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.51% 86564XWS9 5493006GGLR4BTEL8O61 EGA746000 Financial Company Commercial Paper Y N/A N/A 2019-09-26 2019-09-26 2019-09-26 N N N 0.0240 9941750.00 9941750.00 0.0055 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.55% 86564XVD3 5493006GGLR4BTEL8O61 EFD986000 Financial Company Commercial Paper Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0238 6978855.10 6978855.10 0.0039 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.55% 86564XW91 5493006GGLR4BTEL8O61 EFC959000 Financial Company Commercial Paper Y N/A N/A 2019-09-09 2019-09-09 2019-09-09 N N N 0.0240 9952530.00 9952530.00 0.0055 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.60% 86564XUN2 5493006GGLR4BTEL8O61 EED922000 Financial Company Commercial Paper Y N/A N/A 2019-07-22 2019-07-22 2019-07-22 N N N 0.0240 2995233.90 2995233.90 0.0017 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.49% 89120DMF3 PT3QB789TSUIDF371261 US89120DMF32 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-07-18 2019-10-17 2019-10-17 N N N 0.0242 5000963.00 5000963.00 0.0028 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.51% 89120DMD8 PT3QB789TSUIDF371261 US89120DMD83 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-07-15 2019-10-15 2019-10-15 N N N 0.0241 6001610.40 6001610.40 0.0033 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.51% 89120DMV8 PT3QB789TSUIDF371261 US89120DMV81 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-07-29 2019-12-31 2019-12-31 N N N 0.0249 20002330.00 20002330.00 0.0111 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.51% 89120DMU0 PT3QB789TSUIDF371261 US89120DMU09 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-07-29 2019-12-30 2019-12-30 N N N 0.0249 10001125.00 10001125.00 0.0055 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.52% 89120DML0 PT3QB789TSUIDF371261 US89120DML00 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-07-26 2019-11-26 2019-11-26 N N N 0.0246 21004628.40 21004628.40 0.0116 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.60% 89120DMQ9 PT3QB789TSUIDF371261 US89120DMQ96 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-08-06 2020-02-06 2020-02-06 N N N 0.0259 9999956.00 9999956.00 0.0055 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.62% 89119BXH4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0234 7943612.00 7943612.00 0.0044 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.66% 89120DLY3 PT3QB789TSUIDF371261 US89120DLY30 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-07-04 2019-07-05 2019-07-05 N N N 0.0260 5000027.50 5000027.50 0.0028 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.51% 89233AY94 Z2VZBHUMB7PWWJ63I008 US89233AY944 Financial Company Commercial Paper Y N/A N/A 2019-07-15 2019-12-11 2019-12-11 N N N 0.0247 3000540.60 3000540.60 0.0017 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.51% 89233AZ28 Z2VZBHUMB7PWWJ63I008 US89233AZ289 Financial Company Commercial Paper Y N/A N/A 2019-07-15 2019-12-12 2019-12-12 N N N 0.0247 3000530.10 3000530.10 0.0017 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.59% 89233AR92 Z2VZBHUMB7PWWJ63I008 US89233AR922 Financial Company Commercial Paper Y N/A N/A 2019-07-05 2019-08-01 2019-08-01 N N N 0.0240 4000614.80 4000614.80 0.0022 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.59% 89233AS26 Z2VZBHUMB7PWWJ63I008 US89233AS268 Financial Company Commercial Paper Y N/A N/A 2019-07-05 2019-08-02 2019-08-02 N N N 0.0240 4000634.80 4000634.80 0.0022 N N N N Atlantic Asset Securitization Corp. 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Atlantic Asset Securitization Corp., 2.45% 04821UW40 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0236 17508769.03 17508769.03 0.0097 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 2.46% 53127UX39 549300F33VRHM10B9391 EGD381000 Asset Backed Commercial Paper Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0237 993754.30 993754.30 0.0006 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 2.46% 53127UX70 549300F33VRHM10B9391 EGD398000 Asset Backed Commercial Paper Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0239 993451.80 993451.80 0.0006 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 2.50% 53127UVT4 549300F33VRHM10B9391 EFJ492000 Asset Backed Commercial Paper Y N/A N/A 2019-08-27 2019-08-27 2019-08-27 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0238 9462633.65 9462633.65 0.0052 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 2.50% 53127UWS5 549300F33VRHM10B9391 EGA013000 Asset Backed Commercial Paper Y N/A N/A 2019-09-26 2019-09-26 2019-09-26 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0235 19885500.00 19885500.00 0.0110 N N N N American Electric Power Co., Inc. American Electric Power Co., Inc., 2.62% 0255E3UF3 1B4S6S7G0TW5EE83BO58 0000004904 Non-Financial Company Commercial Paper Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0254 998808.60 998808.60 0.0006 N N N N American Electric Power Co., Inc. American Electric Power Co., Inc., 2.62% 0255E3UG1 1B4S6S7G0TW5EE83BO58 0000004904 Non-Financial Company Commercial Paper Y N/A N/A 2019-07-16 2019-07-16 2019-07-16 N N N 0.0254 998738.00 998738.00 0.0006 N N N N American Electric Power Co., Inc. American Electric Power Co., Inc., 2.62% 0255E3UJ5 1B4S6S7G0TW5EE83BO58 0000004904 Non-Financial Company Commercial Paper Y N/A N/A 2019-07-18 2019-07-18 2019-07-18 N N N 0.0254 987611.54 987611.54 0.0005 N N N N American Electric Power Co., Inc. American Electric Power Co., Inc., 2.66% 0255E3U97 1B4S6S7G0TW5EE83BO58 0000004904 Non-Financial Company Commercial Paper Y N/A N/A 2019-07-09 2019-07-09 2019-07-09 N N N 0.0253 8493467.75 8493467.75 0.0047 N N N N Arizona Public Service Co. 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Rogers Communications, Inc., 2.72% 77511MUG4 54930030NVF3Y2OL0A78 0000733099 Non-Financial Company Commercial Paper Y N/A N/A 2019-07-16 2019-07-16 2019-07-16 N N N 0.0254 998738.00 998738.00 0.0006 N N N N Sempra Global Sempra Global, 2.60% 81685MU27 EHA193000 Non-Financial Company Commercial Paper Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0252 999721.70 999721.70 0.0006 N N Y N Sempra Global Sempra Global, 2.67% 81685MUC5 EGD925000 Non-Financial Company Commercial Paper Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0254 3996081.60 3996081.60 0.0022 N N N N Suncor Energy, Inc. Suncor Energy, Inc., 2.59% 86723BVG2 549300W70ZOQDVLCHY06 0000311337 Non-Financial Company Commercial Paper Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0239 996775.00 996775.00 0.0006 N N N N Suncor Energy, Inc. 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Ltd., 2.63% 89356UUS3 EHA760000 Non-Financial Company Commercial Paper Y N/A N/A 2019-07-26 2019-07-26 2019-07-26 N Y TRANSCANADA PIPELINES LTD 1.0000 N/A N/A N 0.0256 748520.10 748520.10 0.0004 N N N N TransCanada PipeLines U.S.A. Ltd. TransCanada PipeLines U.S.A. Ltd., 2.64% 89356UUQ7 EGJ646000 Non-Financial Company Commercial Paper Y N/A N/A 2019-07-24 2019-07-24 2019-07-24 N Y TRANSCANADA PIPELINES LTD 1.0000 N/A N/A N 0.0255 1996338.40 1996338.40 0.0011 N N N N TransCanada PipeLines U.S.A. Ltd. TransCanada PipeLines U.S.A. Ltd., 2.64% 89356UUS3 EGI854000 Non-Financial Company Commercial Paper Y N/A N/A 2019-07-26 2019-07-26 2019-07-26 N Y TRANSCANADA PIPELINES LTD 1.0000 N/A N/A N 0.0256 1996053.60 1996053.60 0.0011 N N N N TransCanada PipeLines U.S.A. Ltd. TransCanada PipeLines U.S.A. 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Virginia Electric & Power Co., 2.60% 92780KV54 CQKUMNNZVDJLRYV2PT43 0000103682 Non-Financial Company Commercial Paper Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0266 997220.70 997220.70 0.0006 N N N N Bank of Montreal Bank of Montreal, 2.48% 06370RC64 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0232 10002641.00 10002641.00 0.0055 N N N N Bank of Montreal Bank of Montreal, 2.48% 06370RC98 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 N N N 0.0232 4001079.60 4001079.60 0.0022 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.52% 06370RZD4 NQQ6HPCNCCU6TUTQYE16 US06370RZD42 Certificate of Deposit Y N/A N/A 2019-07-22 2019-11-22 2019-11-22 N N N 0.0246 8001777.60 8001777.60 0.0044 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.52% 06370RZE2 NQQ6HPCNCCU6TUTQYE16 US06370RZE25 Certificate of Deposit Y N/A N/A 2019-07-29 2019-11-25 2019-11-25 N N N 0.0246 7001561.70 7001561.70 0.0039 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.55% 06370RM55 NQQ6HPCNCCU6TUTQYE16 US06370RM554 Certificate of Deposit Y N/A N/A 2019-07-01 2020-04-01 2020-04-01 N N N 0.0255 7999963.20 7999963.20 0.0044 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.55% 06370RD71 NQQ6HPCNCCU6TUTQYE16 US06370RD710 Certificate of Deposit Y N/A N/A 2019-07-09 2020-03-09 2020-03-09 N N N 0.0252 11001599.40 11001599.40 0.0061 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 2.69% 06370RTE9 NQQ6HPCNCCU6TUTQYE16 US06370RTE98 Certificate of Deposit Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0266 10000000.00 10000000.00 0.0055 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 2.54% 06417G4Y1 L3I9ZG2KFGXZ61BMYR72 US06417G4Y12 Certificate of Deposit Y N/A N/A 2019-07-12 2019-09-12 2019-09-12 N N N 0.0239 4001096.80 4001096.80 0.0022 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.54% 06417G4Z8 L3I9ZG2KFGXZ61BMYR72 US06417G4Z86 Certificate of Deposit Y N/A N/A 2019-07-15 2019-09-13 2019-09-13 N N N 0.0239 4001108.00 4001108.00 0.0022 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.54% 06417G5C8 L3I9ZG2KFGXZ61BMYR72 US06417G5C82 Certificate of Deposit Y N/A N/A 2019-08-20 2019-11-20 2019-11-20 N N N 0.0252 16000539.20 16000539.20 0.0089 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.56% 06417G5A2 L3I9ZG2KFGXZ61BMYR72 US06417G5A27 Certificate of Deposit Y N/A N/A 2019-07-12 2019-11-12 2019-11-12 N N N 0.0247 8002612.00 8002612.00 0.0044 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 0.0257 8000716.00 8000716.00 0.0044 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 0.0258 4000967.60 4000967.60 0.0022 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 0.0259 9002027.70 9002027.70 0.0050 N N N N BNP Paribas Fortis BNP Paribas Fortis, 2.41% 34959TPK6 KGCEPHLVVKVRZYO1T647 EGC938000 Certificate of Deposit Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 N N N 0.0233 10001227.00 10001227.00 0.0055 N N N N Commerzbank AG New York Branch Commerzbank AG New York Branch, 2.58% 20259YCL3 851WYGNLUQLFZBSYGB56 0000852933 Certificate of Deposit Y N/A N/A 2019-08-22 2019-08-22 2019-08-22 N N N 0.0235 8002541.60 8002541.60 0.0044 N N N N Credit Agricole CIB Credit Agricole CIB, 2.48% 22535CEZ0 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2019-08-30 2019-08-30 2019-08-30 N N N 0.0225 22007878.20 22007878.20 0.0122 N N N N DnB NOR Bank ASA DnB NOR Bank ASA, 2.50% 23341VTD3 549300GKFG0RYRRQ1414 US23341VTD37 0001498632 Certificate of Deposit Y N/A N/A 2019-07-23 2019-09-23 2019-09-23 N N N 0.0239 15003588.00 15003588.00 0.0083 N N N N DnB NOR Bank ASA DnB NOR Bank ASA, 2.51% 23341VSZ5 549300GKFG0RYRRQ1414 US23341VSZ57 0001498632 Certificate of Deposit Y N/A N/A 2019-07-09 2019-09-09 2019-09-09 N N N 0.0239 18003623.40 18003623.40 0.0100 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 2.46% 51501GEC1 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0243 17999994.60 17999994.60 0.0100 N Y Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 2.46% 51501GED9 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0243 17999996.40 17999996.40 0.0100 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 2.46% 51501GEE7 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0243 18000003.60 18000003.60 0.0100 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 2.46% 51501GEF4 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0243 5000005.50 5000005.50 0.0028 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 2.46% 51501GEG2 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-07-08 2019-07-08 2019-07-08 N N N 0.0242 18000064.80 18000064.80 0.0100 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.40% 60683BSG9 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2019-09-16 2019-09-16 2019-09-16 N N N 0.0232 8001064.80 8001064.80 0.0044 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.49% 60683BRW5 JBONEPAGQXF4QP29B387 US60683BRW53 Certificate of Deposit Y N/A N/A 2019-07-24 2019-09-24 2019-09-24 N N N 0.0239 3000653.70 3000653.70 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.49% 60683BRV7 JBONEPAGQXF4QP29B387 US60683BRV70 Certificate of Deposit Y N/A N/A 2019-07-24 2019-09-23 2019-09-23 N N N 0.0239 3000645.60 3000645.60 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.49% 60683BRX3 JBONEPAGQXF4QP29B387 US60683BRX37 Certificate of Deposit Y N/A N/A 2019-07-25 2019-09-25 2019-09-25 N N N 0.0239 3000663.30 3000663.30 0.0017 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.49% 60710AA69 RB0PEZSDGCO3JS6CEU02 US60710AA696 Certificate of Deposit Y N/A N/A 2019-07-24 2019-09-23 2019-09-23 N N N 0.0239 26005587.40 26005587.40 0.0144 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.56% 60710AAG7 RB0PEZSDGCO3JS6CEU02 US60710AAG76 Certificate of Deposit Y N/A N/A 2019-07-15 2019-10-15 2019-10-15 N N N 0.0250 6000729.60 6000729.60 0.0033 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.56% 60710A4N9 RB0PEZSDGCO3JS6CEU02 US60710A4N92 Certificate of Deposit Y N/A N/A 2019-07-30 2019-07-30 2019-07-30 N N N 0.0237 8000938.40 8000938.40 0.0044 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 0.0240 11000176.00 11000176.00 0.0061 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.49% 86565BC58 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-07-08 2019-10-07 2019-10-07 N N N 0.0248 7493989.51 7493989.51 0.0042 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.50% 86565BB91 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-07-05 2019-10-04 2019-10-04 N N N 0.0248 7000203.70 7000203.70 0.0039 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.50% 86565BD81 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-07-24 2019-10-25 2019-10-25 N N N 0.0253 7999028.80 7999028.80 0.0044 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.51% 86565BB83 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2019-07-03 2019-10-03 2019-10-03 N N N 0.0248 7000261.80 7000261.80 0.0039 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.51% 86565BZE4 5U0XI89JRFVHWIBS4F54 US86565BZE46 0001184915 Certificate of Deposit Y N/A N/A 2019-07-10 2019-09-10 2019-09-10 N N N 0.0241 15002634.00 15002634.00 0.0083 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.51% 86565BYC9 5U0XI89JRFVHWIBS4F54 US86565BYC98 0001184915 Certificate of Deposit Y N/A N/A 2019-07-15 2019-08-12 2019-08-12 N N N 0.0239 7000884.80 7000884.80 0.0039 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.51% 86565BYD7 5U0XI89JRFVHWIBS4F54 US86565BYD71 0001184915 Certificate of Deposit Y N/A N/A 2019-07-15 2019-08-13 2019-08-13 N N N 0.0239 7000903.70 7000903.70 0.0039 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.53% 86565BZA2 5U0XI89JRFVHWIBS4F54 US86565BZA24 0001184915 Certificate of Deposit Y N/A N/A 2019-07-05 2019-09-05 2019-09-05 N N N 0.0240 4000854.80 4000854.80 0.0022 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 0.0235 3000174.90 3000174.90 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.50% 86564FWK5 5493006GGLR4BTEL8O61 US86564FWK55 0001046017 Certificate of Deposit Y N/A N/A 2019-07-15 2019-08-14 2019-08-14 N N N 0.0238 2000256.00 2000256.00 0.0011 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.50% 86564FYS6 5493006GGLR4BTEL8O61 US86564FYS63 0001046017 Certificate of Deposit Y N/A N/A 2019-07-27 2019-09-27 2019-09-27 N N N 0.0242 4000663.60 4000663.60 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.51% 86564FYH0 5493006GGLR4BTEL8O61 US86564FYH09 0001046017 Certificate of Deposit Y N/A N/A 2019-07-10 2019-09-10 2019-09-10 N N N 0.0241 3000526.80 3000526.80 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.51% 86564FYJ6 5493006GGLR4BTEL8O61 US86564FYJ64 0001046017 Certificate of Deposit Y N/A N/A 2019-07-11 2019-09-11 2019-09-11 N N N 0.0241 3000529.20 3000529.20 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.51% 86564FWF6 5493006GGLR4BTEL8O61 US86564FWF60 0001046017 Certificate of Deposit Y N/A N/A 2019-07-15 2019-08-12 2019-08-12 N N N 0.0239 5000636.00 5000636.00 0.0028 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 0.0237 3000044.70 3000044.70 0.0017 N Y Y 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 0.0237 2000152.60 2000152.60 0.0011 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 0.0237 4000372.80 4000372.80 0.0022 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 0.0237 5000494.00 5000494.00 0.0028 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.49% 86958J5G0 NHBDILHZTYCNBV5UYZ31 US86958J5G05 Certificate of Deposit Y N/A N/A 2019-08-19 2019-08-19 2019-08-19 N N N 0.0247 10999908.70 10999908.70 0.0061 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.49% 86958J5H8 NHBDILHZTYCNBV5UYZ31 US86958J5H87 Certificate of Deposit Y N/A N/A 2019-08-22 2019-08-22 2019-08-22 N N N 0.0248 12999890.80 12999890.80 0.0072 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.53% 86958J4Z9 NHBDILHZTYCNBV5UYZ31 US86958J4Z94 Certificate of Deposit Y N/A N/A 2019-07-12 2019-08-12 2019-08-12 N N N 0.0251 8000019.20 8000019.20 0.0044 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 0.0260 21000039.90 21000039.90 0.0116 N N Y 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 0.0231 7004816.00 7004816.00 0.0039 N N N N CIC London Branch CIC London Branch, 2.37% N4JDFKKH2FTD8RKFXO39 XS2017787867 Certificate of Deposit Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0230 16911294.00 16911294.00 0.0094 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 2.40% 529900HNOAA1KXQJUQ27 XS2012112475 Certificate of Deposit Y N/A N/A 2019-10-11 2019-10-11 2019-10-11 N N N 0.0235 1986615.20 1986615.20 0.0011 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 2.40% 529900HNOAA1KXQJUQ27 XS2013679050 Certificate of Deposit Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0235 5958380.40 5958380.40 0.0033 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 2.40% 529900HNOAA1KXQJUQ27 XS2014478288 Certificate of Deposit Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0235 2979190.20 2979190.20 0.0017 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 2.40% 529900HNOAA1KXQJUQ27 XS2012983263 Certificate of Deposit Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0235 7944507.20 7944507.20 0.0044 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 2.46% 529900HNOAA1KXQJUQ27 XS2010609316 Certificate of Deposit Y N/A N/A 2019-09-09 2019-09-09 2019-09-09 N N N 0.0238 7962364.00 7962364.00 0.0044 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 2.50% 529900HNOAA1KXQJUQ27 XS2008862240 Certificate of Deposit Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 N N N 0.0239 6969261.60 6969261.60 0.0039 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 2.53% 529900HNOAA1KXQJUQ27 XS2001760573 Certificate of Deposit Y N/A N/A 2019-08-21 2019-08-21 2019-08-21 N N N 0.0236 3985973.20 3985973.20 0.0022 N N N N KBC Bank NV London KBC Bank NV London, 2.59% 6B2PBRV1FCJDMR45RZ53 XS1983383461 Certificate of Deposit Y N/A N/A 2019-08-12 2019-08-12 2019-08-12 N N N 0.0242 14955042.00 14955042.00 0.0083 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.43% JBONEPAGQXF4QP29B387 XS2012995945 Certificate of Deposit Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0240 1990156.00 1990156.00 0.0011 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.47% JBONEPAGQXF4QP29B387 XS2010154727 Certificate of Deposit Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 N N N 0.0234 1000218.70 1000218.70 0.0006 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.54% 5493006GGLR4BTEL8O61 XS2004429895 Certificate of Deposit Y N/A N/A 2019-09-24 2019-09-24 2019-09-24 N N N 0.0210 1001014.90 1001014.90 0.0006 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.54% 5493006GGLR4BTEL8O61 XS2004425638 Certificate of Deposit Y N/A N/A 2019-09-24 2019-09-24 2019-09-24 N N N 0.0216 2984555.40 2984555.40 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.54% 5493006GGLR4BTEL8O61 XS2008294766 Certificate of Deposit Y N/A N/A 2019-09-30 2019-09-30 2019-09-30 N N N 0.0209 3003337.50 3003337.50 0.0017 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 0.0484 2988660.90 2988660.90 0.0017 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 0.0217 3002465.40 3002465.40 0.0017 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 0.0217 3002465.40 3002465.40 0.0017 N N N N Bank of America NA In a joint trading account with Bank of America NA at 2.51%, dated 6/28/2019 due 07/01/2019 B4TYDEB6GKMZO031MB27 EHF216000_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 46421071.80 14651374.67 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 14321000.00 14321000.00 0.0079 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.42% G5GSEF7VJP5I7OUK5573 EHE248000 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 2049-03-01 2049-03-01 4 - 4 2937064.00 3060823.07 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 3000000.00 3000000.00 0.0017 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.51%, dated 6/28/2019 due 07/01/2019 VJW2DOOHGDT6PR0ZRO63 EHF216000_08066 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 2047-11-01 2047-11-01 3.5 - 3.5 904.35 835.80 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-07-02 2049-05-15 0 - 8.125 1664478.77 1694021.31 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-01-01 4.5 - 4.5 2695.25 516.67 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2019-07-03 2039-05-20 1.17 - 5.15 1364446.47 1374298.48 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-07-12 2026-03-13 0 - 5.25 495902.09 505207.01 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-07-15 2049-06-01 0.875 - 10 844314.40 360484.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-07-01 2047-10-01 3.5 - 4 5933.64 3766.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2019-08-15 2049-06-20 2.5 - 10 745603.58 355376.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-05-01 3.5 - 3.5 8475.02 6423.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-06-01 2030-07-01 3 - 3 25642.29 11494.85 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2023-05-01 2023-05-01 0 - 0 6459.62 5936.66 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-25 2049-07-01 1.125 - 9.5 2008326.43 1452883.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 1055166.49 1083405.91 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 6718000.00 6718000.00 0.0037 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 2.41% 549300HN4UKV1E2R3U73 EHA749000 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 2049-01-20 2049-01-20 5 - 5 2948951.00 3062253.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0239 3000000.00 3000000.00 0.0017 N N Y N BofA Securities, Inc. BofA Securities, Inc., 2.43% 549300HN4UKV1E2R3U73 EGD482000 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 2047-08-15 2047-08-15 4 - 4 7106020.00 7152531.51 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-09 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0240 7000000.00 7000000.00 0.0039 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.51%, dated 6/28/2019 due 07/01/2019 E57ODZWZ7FF32TWEFA76 EHF216000_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 44879.30 35040.08 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-07-11 2049-02-15 0 - 8.5 3190494.53 3293113.51 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-09 2029-06-05 2.246 - 2.64 331992.91 334060.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-12 2036-07-15 1.375 - 5.5 73926.58 77524.48 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-03-01 2046-03-01 0 - 10 176245.98 16642.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-10-20 2.5 - 6.5 200568.71 182121.54 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 2.56 - 2.56 33100.22 33175.28 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2042-12-15 3.5 - 4.65 8626.80 10074.82 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-12-01 2048-12-01 1.5 - 6.5 55074.60 57152.21 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 3957000.00 3957000.00 0.0022 N Y Y N Citibank NA Citibank NA, 2.60% 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 2019-08-31 2025-09-30 0 - 3.625 1020500.00 1020536.52 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0257 1000000.00 1000000.00 0.0006 N N Y N Citibank NA Citibank NA, 2.61% 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 2019-08-31 2046-02-15 1 - 4.75 4811800.00 4799356.27 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2028-03-10 2.05 - 4.125 295000.00 302930.00 Agency Debentures and Agency Strips Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0258 5000000.00 5000000.00 0.0028 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.51%, dated 6/28/2019 due 07/01/2019 1VUV7VQFKUOQSJ21A208 EHF216000_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 2019-07-09 2049-02-15 0 - 8.75 5138106.59 5334946.55 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 5224000.00 5224000.00 0.0029 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.54% 7LTWFZYICNSX8D621K86 EHF136000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-06-15 2024-06-15 3.35 - 3.35 988688.00 1030218.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 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 2.51%, dated 6/28/2019 due 07/01/2019 CYYGQCGNHMHPSMRL3R97 EHF216000_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 2019-07-02 2036-02-15 0 - 8.75 6690030.39 7520157.28 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2033-10-01 3.69 - 4.18 21801.57 24412.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-10-01 3.69 - 3.75 42323.94 46280.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2044-01-01 3.9 - 4.75 29370.91 33160.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 3.26 - 3.26 4837.26 4665.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.88 - 3.88 4235.78 4564.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-05-01 2049-04-01 3.5 - 4.5 1960825.25 1891502.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.81 - 3.81 8471.56 9175.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 2048-09-01 3.775 - 4.02 17506.49 19318.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-01-01 2049-04-01 3 - 6 1620372.69 1207973.62 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 10548000.00 10548000.00 0.0058 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.59% 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 ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-08-01 2030-08-01 3.86 - 3.86 3302020.00 3634880.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-06-01 2048-03-01 3.54 - 4.669 7528604.00 2486881.99 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0256 6000000.00 6000000.00 0.0033 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.51%, dated 6/28/2019 due 07/01/2019 KBVRJ5K57JZ3E2AVWX40 EHF216000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2049-04-01 3.5 - 4.5 190123.17 183954.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-06-01 2058-05-01 3 - 5.194 1103987.42 1062747.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 1222000.00 1222000.00 0.0007 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.51%, dated 6/28/2019 due 07/01/2019 ZBUT11V806EZRVTWT807 EHF216000_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 2049-06-01 2049-06-01 3.5 - 4 37.27 38.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2025-12-01 3.5 - 3.5 37888.02 4733.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4.5 - 4.5 6.79 6.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-07-25 2049-04-15 1.78 - 6 701873.14 507205.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-12-15 2059-05-16 2 - 9 2236239.85 1303922.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2049-04-01 3 - 4.5 22.35 22.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-01 2058-10-25 0 - 7.5 6586304.87 5013252.32 Agency Collateralized Mortgage Obligation RESOLUTION FUNDING CORP 2030-01-15 2030-01-15 0 - 0 4.45 3.43 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-07-15 2047-02-15 0 - 2.875 14649826.94 14938442.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2031-03-01 2031-03-01 4.5 - 4.5 2057.72 347.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 9.57 9.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2033-05-01 2.5 - 3 1358.57 1208.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 3.5 - 4.5 19.27 20.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-05-01 2039-05-01 4.5 - 4.5 8.07 8.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2034-02-01 3.5 - 3.5 8.92 9.18 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 21316000.00 21316000.00 0.0118 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.62% ZBUT11V806EZRVTWT807 0001287279 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 2026-04-01 2042-08-01 3.5 - 5 5473059.00 2040593.88 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0259 2000000.00 2000000.00 0.0011 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.65% 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 2022-12-01 2041-04-01 3.5 - 5 30815299.00 619834.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2021-05-01 5 - 5 3101515.00 26392.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-05-01 2047-07-01 3.32 - 7.5 23631779.00 2415123.63 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0262 3000000.00 3000000.00 0.0017 N N Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.51%, dated 6/28/2019 due 07/01/2019 7TK5RJIZDFROZCA6XF66 EHF216000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2049-02-15 0.125 - 8.125 1365964.26 1626190.82 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-08-01 2048-10-01 3 - 8 2527818.45 654961.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2059-07-16 2.5 - 8.5 2625877.71 1719956.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-01 2048-09-01 2 - 8.5 10505616.37 2696742.75 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 6537000.00 6537000.00 0.0036 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.52% 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 2044-08-15 2046-08-15 2.25 - 3.125 3200.00 3590.14 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-02-20 2046-09-20 3 - 10 14712214.00 10655345.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-04-01 2047-03-01 3 - 3.5 8938340.00 6684756.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0249 17000000.00 17000000.00 0.0094 N Y Y N Nomura Securities International In a joint trading account with Nomura Securities International at 2.51%, dated 6/28/2019 due 07/01/2019 OXTKY6Q8X53C9ILVV871 EHF216000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2021-11-23 2032-12-28 2.7 - 3.34 12238.29 12432.62 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2027-01-01 3 - 3 1830.88 361.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 5.5 - 5.5 17940.59 18582.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-10-02 2049-06-01 1.25 - 9 804282.86 707024.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-11-15 2062-12-20 3 - 6.5 278058.40 241166.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 4 73607.71 74453.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 72668.46 69234.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-25 2058-01-01 2 - 9.5 5066504.64 1786540.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 4.5 278713.94 286194.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-05-01 2029-06-01 3.36 - 3.42 22993.33 24591.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2029-06-01 3.36 - 3.36 7204.54 7697.35 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-07-15 2047-08-15 0 - 7.25 6754570.51 6881283.19 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-12-01 2030-12-01 3.95 - 3.95 2.28 2.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-06-01 2023-06-01 5.5 - 5.5 23175.65 358.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2022-06-10 2022-06-10 2.125 - 2.125 77252.16 78021.01 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 542233.11 512373.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-09-01 2022-09-01 2.5 - 2.5 15450.43 1926.77 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2036-04-01 2036-04-01 5.98 - 5.98 2039.46 2862.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 5.5 - 5.5 473.85 92.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 10493000.00 10493000.00 0.0058 N Y Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EFD404000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 758325.00 751029.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2049-02-01 4 - 6 17596426.00 2687452.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-08-01 2048-11-01 3.5 - 4 6210122.00 5778573.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 9000000.00 9000000.00 0.0050 N N Y N Societe Generale Societe Generale, 2.60% O2RNE8IBXP4R0TD8PU41 EHE371000 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 2048-10-01 2048-10-01 4 - 4 4312146.00 4081179.43 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0257 4000000.00 4000000.00 0.0022 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.51%, dated 6/28/2019 due 07/01/2019 5U0XI89JRFVHWIBS4F54 EHF216000_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 2019-07-31 2043-11-15 1.125 - 3.75 16390572.21 16685976.59 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 4.5 - 4.5 143507.82 147758.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-02-01 2049-03-01 3.5 - 3.5 9472615.66 9368490.34 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 25679000.00 25679000.00 0.0142 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.52% SUVUFHICNZMP2WKHG940 EHE902000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 3084831.00 3060642.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0249 3000000.00 3000000.00 0.0017 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.51%, dated 6/28/2019 due 07/01/2019 VYVVCKR63DVZZN70PB21 EHF216000_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 2019-08-15 2026-05-31 2 - 3.625 9707962.18 9898039.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2045-12-25 4.931 - 6.431 116407.07 89949.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-08-20 2049-06-20 1.5 - 6 18536304.86 18197224.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 2.56 - 2.56 2865.90 76.52 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 27626000.00 27626000.00 0.0153 N Y Y N Abn Amro Bank NV(TD) Abn Amro Bank NV(TD), 2.42% BFXS5XCH7N0Y05NIXW11 EHB985000 Non-Negotiable Time Deposit Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0244 10999953.80 10999953.80 0.0061 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 2.45% JHE42UYNWWTJB8YTTU19 EHC558000 Non-Negotiable Time Deposit Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0244 12999970.10 12999970.10 0.0072 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.52% G5GSEF7VJP5I7OUK5573 EHF070000 Non-Negotiable Time Deposit Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0249 61000000.00 61000000.00 0.0338 N Y Y N Credit Agricole CIB Credit Agricole CIB, 2.48% 1VUV7VQFKUOQSJ21A208 EHB915000 Non-Negotiable Time Deposit Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 4999991.50 4999991.50 0.0028 N Y Y N Credit Agricole CIB Credit Agricole CIB, 2.48% 1VUV7VQFKUOQSJ21A208 EHC528000 Non-Negotiable Time Deposit Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0247 4999988.50 4999988.50 0.0028 N N Y N Credit Agricole CIB Credit Agricole CIB, 2.48% 1VUV7VQFKUOQSJ21A208 EHD260000 Non-Negotiable Time Deposit Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0247 4999986.00 4999986.00 0.0028 N N Y N Credit Agricole CIB Credit Agricole CIB, 2.48% 1VUV7VQFKUOQSJ21A208 EHE134000 Non-Negotiable Time Deposit Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0247 4999986.00 4999986.00 0.0028 N N Y N Credit Agricole CIB Credit Agricole CIB, 2.48% 1VUV7VQFKUOQSJ21A208 EHE845000 Non-Negotiable Time Deposit Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0247 4999980.50 4999980.50 0.0028 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 2.45% DIZES5CFO5K3I5R58746 EHC552000 Non-Negotiable Time Deposit Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0244 5999986.20 5999986.20 0.0033 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 2.45% DIZES5CFO5K3I5R58746 EHD268000 Non-Negotiable Time Deposit Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0244 6999980.40 6999980.40 0.0039 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 2.45% DIZES5CFO5K3I5R58746 EHE846000 Non-Negotiable Time Deposit Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0244 3999984.40 3999984.40 0.0022 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.56% RUC0QBLBRPRCU4W1NE59 EHF090000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PHILLIPS 66 PARTNERS LP COM UNIT REP INT 549300TL5L4IG0H4FX64 2049-01-01 2049-01-01 N/A 123.00 5969.19 Equities ALTABA INC COM 549300ZJC0V1K2ZCKG85 2049-01-01 2049-01-01 N/A 28232.00 1975393.04 Equities ENERGY TRANSFER LP COM UT LTD PTN MTLVN9N7JE8MIBIJ1H73 2049-01-01 2049-01-01 N/A 7480.00 104869.60 Equities ENLINK MIDSTREAM LLC COM UNIT REP LTD 54930000GY1H533OBE23 2049-01-01 2049-01-01 N/A 4655.00 45805.20 Equities BAIDU INC SPON ADR REP A 254900AL64IANZYI1E02 2049-01-01 2049-01-01 N/A 498.00 57787.92 Equities HUAZHU GROUP LTD SPONSORED ADS 549300Y5ML31FVN83730 2500-12-31 2500-12-31 N/A 29119.00 1050904.71 Equities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0253 3000000.00 3000000.00 0.0017 N Y Y N BofA Securities, Inc. (NON GOV REPO) BofA Securities, Inc. (NON GOV REPO), 2.51% 549300HN4UKV1E2R3U73 EHF088000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 5493000J801JZRCMFE49 2049-01-01 2049-01-01 N/A 764639.00 11882490.06 Equities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0248 11000000.00 11000000.00 0.0061 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.56% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2020-11-30 2.75 - 2.75 7039100.00 7141595.10 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0253 7000000.00 7000000.00 0.0039 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.90% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PLANET FITNESS MSTR ISS 2018-1 A-2-II 20480905 4.66600 549300NX9W3U2DO53T22 2048-09-05 2048-09-05 4.666 - 4.666 3806.00 3975.81 Asset-Backed Securities CITIGROUP MTG LN TR 2018-RP1 M-1 20640925 FLT 549300R1KUK063S4I339 2064-09-25 2064-09-25 3 - 3 61188.00 47618.95 Private Label Collateralized Mortgage Obligations BYVW OPP MST FD IVB 2017-RT2 B2-IO 20570828 FLT 2057-08-28 2057-08-28 1.3 - 1.3 63.00 5.12 Asset-Backed Securities BRAVO RESI FDG TR 2019-1 A-2 20580325 FLT 2058-03-25 2058-03-25 3.5 - 3.5 112.00 108.19 Private Label Collateralized Mortgage Obligations CITIGRP COML MTG TR 2015-GC33 A-S 20580912 4.11400 2058-09-12 2058-09-12 4.114 - 4.114 2108.00 2268.00 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2019-RP1 M-1 20660125 FLT 2066-01-25 2066-01-25 3.95 - 3.95 963121.00 999999.38 Private Label Collateralized Mortgage Obligations NEW RESI MTG LN TR 2016-3 B-1 20560925 FLT 2056-09-25 2056-09-25 4 - 4 1.00 0.95 Private Label Collateralized Mortgage Obligations Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0287 1000000.00 1000000.00 0.0006 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.91% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2043-02-15 2043-02-15 0.625 - 0.625 2874700.00 3098586.15 U.S. Treasuries (including strips) Y N/A N/A 2019-08-26 2019-08-26 2019-08-26 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0288 3000000.00 3000000.00 0.0017 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 2.56% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ROPER TECHNOLOGIES INC 4.2%28 54930003T4SXCIWVXY35 2028-09-15 2028-09-15 4.2 - 4.2 970322.00 1050224.78 Corporate Debt Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0253 1000000.00 1000000.00 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 EHF197000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CONTURA ENERGY INC COM 2049-01-01 2049-01-01 N/A 18.00 908.46 Equities ALTICE USA INC CL A 54930064K3612MGCER95 2049-01-01 2049-01-01 N/A 179477.00 4320011.39 Equities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 4000000.00 4000000.00 0.0022 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 EHF121000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TRANSUNION COM 549300ZS772LUNUMRB03 2049-01-01 2049-01-01 N/A 115.00 8293.80 Equities FIRSTENERGY CORP COM 549300SVYJS666PQJH88 2049-01-01 2049-01-01 N/A 5.00 212.55 Equities LENNAR CORP CL A 529900G61XVRLX5TJX09 2049-01-01 2049-01-01 N/A 22700.00 1099361.00 Equities ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2049-01-01 2049-01-01 N/A 35100.00 1004562.00 Equities CORESITE RLTY CORP COM 549300H0YYORITFM2B74 2049-01-01 2049-01-01 N/A 9023.00 1029434.07 Equities NETAPP INC COM QTX3D84DZDD5JYOCYH15 2049-01-01 2049-01-01 N/A 18200.00 1110200.00 Equities SOUTHWEST AIRLS CO COM UDTZ87G0STFETI6HGH41 2049-01-01 2049-01-01 N/A 24000.00 1217760.00 Equities CDW CORP COM 2049-01-01 2049-01-01 N/A 433.00 47803.20 Equities T MOBILE US INC COM 549300QHIJYOHPACPG31 2049-01-01 2049-01-01 N/A 353.00 25871.37 Equities STERIS PLC SHS USD 2500-12-31 2500-12-31 N/A 6400.00 937856.00 Equities MGM GROWTH PPTYS LLC CL A COM 549300E2UGIBHWE12262 2049-01-01 2049-01-01 N/A 1.00 30.33 Equities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 6000000.00 6000000.00 0.0033 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.68% KBVRJ5K57JZ3E2AVWX40 EGG894000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ATLASSIAN CORP PLC CL A 549300AGBII4MWBVJY22 2049-01-01 2049-01-01 N/A 16.00 2096.64 Equities SELECT SECTOR SPDR TR SBI INT-UTILS 549300ERQDM80PRYUH21 2049-01-01 2049-01-01 N/A 78.00 4541.46 Equities CARNIVAL CORP PAIRED CTF F1OF2ZSX47CR0BCWA982 2049-01-01 2049-01-01 N/A 1.00 45.92 Equities ENCANA CORP COM CZ72ZHBVKZXQRV3XFE26 2049-01-01 2049-01-01 N/A 324.00 1623.24 Equities OAKTREE CAP GROUP LLC UNIT CL A 254900T1ODNFOK2L6090 2049-01-01 2049-01-01 N/A 21685.00 1073190.65 Equities EXTENDED STAY AMER INC SHS 1 COM 1 CL B 549300IESZBC3BJUJW64 2049-01-01 2049-01-01 N/A 2.00 33.26 Equities Y N/A N/A 2019-08-02 2019-08-02 2019-08-12 Y ING FINL MKTS LLC(NNGV RP BNY) 1.0000 35 N N/A N/A N N 0.0265 1000000.00 1000000.00 0.0006 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.57% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2028-06-25 2036-05-25 0.1 - 3.229 87313569.00 7212058.86 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0254 7000000.00 7000000.00 0.0039 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.63% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VALE S A SPONSORED ADS 254900SMTWBX7RU2SR20 2049-01-01 2049-01-01 N/A 299000.00 4015570.00 Equities ISHARES TR RUS 2000 VAL ETF 549300WJAJCAZZLTQD63 2049-01-01 2049-01-01 N/A 29780.00 3547393.60 Equities ALPS ETF TR RIVERFRONT UNC 5493007V8J1K635KQO25 2049-01-01 2049-01-01 N/A 36.00 910.62 Equities Y N/A N/A 2019-07-05 2019-07-05 2019-07-24 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0260 7000000.00 7000000.00 0.0039 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.63% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TIM PARTICIPACOES S A SPONSORED ADR 529900UXXIJCZN232R31 2049-01-01 2049-01-01 N/A 501940.00 7569255.20 Equities ALPS ETF TR RIVERFRONT UNC 5493007V8J1K635KQO25 2049-01-01 2049-01-01 N/A 5.00 126.48 Equities Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0260 7000000.00 7000000.00 0.0039 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.53% K5HU16E3LMSVCCJJJ255 EHF089000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ARES CAP CORP SR GLBL COCO 22 WEQ82666OJYSI5GUAB47 2022-02-01 2022-02-01 3.75 - 3.75 1402850.00 1432762.27 Equities AMERICAN RLTY CAP PPTYS INC SR COCO 20 5493002H54FNIBW75H44 2020-12-15 2020-12-15 3.75 - 3.75 132000.00 132995.83 Equities GX ACQUISITION CORP UNIT EX 052426 2500-12-31 2500-12-31 N/A 340172.00 3415326.88 Equities EURONET WORLDWIDE INC SR GLBL COCO 49 YG3575C4DSHJPA5KET68 2049-03-15 2049-03-15 0.75 - 0.75 304000.00 364892.21 Equities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 5000000.00 5000000.00 0.0028 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.51% 7TK5RJIZDFROZCA6XF66 EHF096000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2042-08-15 2.75 - 2.875 3853400.00 4086054.00 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 4000000.00 4000000.00 0.0022 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.59% 7TK5RJIZDFROZCA6XF66 EHB255000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DUNKIN BRANDS GROUP INC COM 549300311IRV47UCTO62 2049-01-01 2049-01-01 N/A 13563.00 1080835.47 Equities Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0256 1000000.00 1000000.00 0.0006 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.60% 7TK5RJIZDFROZCA6XF66 EHC645000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SELECTIVE INS GROUP INC COM 549300R3WGJWLE40R258 2049-01-01 2049-01-01 N/A 20251.00 1498776.51 Equities ARGO GROUP INTL HLDGS LTD COM 549300M4T8Y5TTWI6O03 2049-01-01 2049-01-01 N/A 8986.00 662178.34 Equities Y N/A N/A 2019-07-05 2019-07-05 2019-07-09 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0257 2000000.00 2000000.00 0.0011 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.60% 7TK5RJIZDFROZCA6XF66 EHE232000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ARROW ELECTRS INC COM 549300YNNLBXT8N8R512 2049-01-01 2049-01-01 N/A 7790.00 551454.10 Equities ARGO GROUP INTL HLDGS LTD COM 549300M4T8Y5TTWI6O03 2049-01-01 2049-01-01 N/A 21814.00 1607473.66 Equities SQUARE INC CL A 549300OHIIUWSTIZME52 2049-01-01 2049-01-01 N/A 24.00 1710.72 Equities Y N/A N/A 2019-07-05 2019-07-05 2019-07-11 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0257 2000000.00 2000000.00 0.0011 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.70% 7TK5RJIZDFROZCA6XF66 EGI916000 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 2.285 - 2.33 6242503.00 1031081.62 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 3 N N/A N/A N N 0.0266 1000000.00 1000000.00 0.0006 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 2.53% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2024-03-31 2.125 - 2.125 4992700.00 5101153.18 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 5000000.00 5000000.00 0.0028 N Y Y N Royal Bank of Canada Royal Bank of Canada, 2.59% ES7IP3U3RHIGC71XBU11 EHE347000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DNB NOR BOLIGKREDITT AS SR SEC GLBL 23 5967007LIEEXZX659K67 2023-06-28 2023-06-28 3.25 - 3.25 12094743.00 12602480.31 Corporate Debt Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y ROYAL BANK OF CAN (NON GOV RP) 1.0000 7 N N/A N/A N N 0.0256 12000000.00 12000000.00 0.0067 N N Y N Royal Bank of Canada Royal Bank of Canada, 2.65% ES7IP3U3RHIGC71XBU11 EHE346000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WESTPAC BKG CORP 144A EXTND GLBL 21 EN5TNI6CI43VEPAMHL14 2021-03-03 2021-03-03 2 - 2 3137000.00 3150736.57 Corporate Debt Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 Y ROYAL BANK OF CAN (NON GOV RP) 1.0000 7 N N/A N/A N N 0.0262 3000000.00 3000000.00 0.0017 N N Y N Societe Generale Societe Generale, 2.59% O2RNE8IBXP4R0TD8PU41 EHF098000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EXELA INTERMEDIATE LLC SR SEC GLBL 23 2023-07-15 2023-07-15 10 - 10 3000.00 2565.83 Corporate Debt Securities BROOKFIELD RESIDENTIAL PPTYS I SR NT 144A 20 549300C2SXDXVIUV3Q14 2020-12-15 2020-12-15 6.5 - 6.5 2000.00 2005.95 Corporate Debt Securities BARCLAYS BK PLC GLBL MTN 144A FR 2.9%112119 G5GSEF7VJP5I7OUK5573 2019-11-21 2019-11-21 2.9 - 2.9 661623.00 673295.13 Corporate Debt Securities STANDARD CHARTERED PLC ALT TIER I PERP U4LOSYZ7YG4W3S5F2G91 2049-12-29 2049-12-29 6.5 - 6.5 623.00 639.68 Corporate Debt Securities VINE OIL & GAS LP / VINE OIL SR GLBL REGS 23 2023-04-15 2023-04-15 9.75 - 9.75 348905.00 230197.34 Corporate Debt Securities OCWEN LN SERVICING LLC 2LIEN SR 144A 22 549300MEMWF0Y8H4PL17 2022-11-15 2022-11-15 8.375 - 8.375 2000.00 1690.01 Corporate Debt Securities RIO OIL FIN TR SR SEC GLBL 28 2028-04-06 2028-04-06 8.2 - 8.2 2.00 2.28 Corporate Debt Securities JSL EUROPE LLC SR GLBL REGS 24 54930068BSUST41D5C30 2024-07-26 2024-07-26 7.75 - 7.75 368.00 386.49 Corporate Debt Securities GOGO INTER HLDGS LLC/GOGO FIN SR SEC GLBL 24 2024-05-01 2024-05-01 9.875 - 9.875 8384.00 8748.97 Corporate Debt Securities COMMSCOPE FIN LLC 6%26 549300Z6K4JXMFE8QY54 2026-03-01 2026-03-01 6 - 6 2438.00 2551.37 Corporate Debt Securities HALYARD HEALTH INC SR NT 6.25%22 549300YCXWOM7NEWMQ58 2022-10-15 2022-10-15 6.25 - 6.25 4000.00 4115.69 Corporate Debt Securities MULTI-COLOR CORP SR GLBL 144A 25 5493002OTV1C4F4YVI40 2025-11-01 2025-11-01 4.875 - 4.875 20.00 21.18 Corporate Debt Securities AMC ENTMT INC SR SB GLBL NT 25 549300ZO77UNR6NRBR11 2025-06-15 2025-06-15 5.75 - 5.75 7000.00 6472.03 Corporate Debt Securities PROVINCIA DE CORDOBA GLBL REGS NT 27 5299006CLM2Z97AATT29 2027-08-01 2027-08-01 7.125 - 7.125 1.00 0.80 Corporate Debt Securities POST HLDGS INC SR 144A NT 28 JM1I5YUAURL6DC8N1468 2028-01-15 2028-01-15 5.625 - 5.625 32000.00 33695.00 Corporate Debt Securities ENJOY SA SR SEC GLBL 22 2022-05-16 2022-05-16 10.5 - 10.5 1378708.00 1538293.45 Corporate Debt Securities CITGO HOLDING INC SR SEC GLBL 20 2020-02-15 2020-02-15 10.75 - 10.75 17000.00 17956.72 Corporate Debt Securities ALTICE FINANCING S.A. 6.625%23 549300DIYGW8HVDF7Q17 2023-02-15 2023-02-15 6.625 - 6.625 753000.00 782563.09 Corporate Debt Securities CALPINE CORP SR SEC GLBL 26 43R4VPJBXTU2O15HEF41 2026-06-01 2026-06-01 5.25 - 5.25 434000.00 442218.88 Corporate Debt Securities INMARSAT FIN PLC SR GLBL 144A 22 549300FCV5VH7Q5A3B66 2022-05-15 2022-05-15 4.875 - 4.875 1406000.00 1428247.02 Corporate Debt Securities GREENKO INVESTMENT COMPANY SR REGS NT 23 21380023V4N5Y8KXN552 2023-08-16 2023-08-16 4.875 - 4.875 1.00 0.99 Corporate Debt Securities YAPI VE KREDI BANKASI A S FR 8.25%101524 B85ZYWEZ5IZCZ2WNIO12 2024-10-15 2024-10-15 8.25 - 8.25 463.00 480.05 Corporate Debt Securities PAR PETROLEUM LLC / PAR PETR SR SEC 144A NT25 2025-12-15 2025-12-15 7.75 - 7.75 369496.00 366373.25 Corporate Debt Securities BANCO BTG PACTUAL SA SUB REGS NT 22 ZXLTQRYIK6IJH3R0IK66 2022-09-28 2022-09-28 5.75 - 5.75 576000.00 605304.00 Corporate Debt Securities ENSCO PLC 7.75%26 7N0UJMJLXD0MDT5D5086 2026-02-01 2026-02-01 7.75 - 7.75 10000.00 7766.46 Corporate Debt Securities FINANCIAL & RISK US HLDGS INC SR SEC GLBL 26 549300NF240HXJO7N016 2026-05-15 2026-05-15 6.25 - 6.25 4.00 4.15 Corporate Debt Securities BANCO DO BRASIL S A GRAND CAYM FR 4.875%041923 QE0Q0253K88YAGNPE356 2023-04-19 2023-04-19 4.875 - 4.875 2.00 2.12 Corporate Debt Securities ADIENT US LLC SR SEC GLBL 26 213800SOTRCDGZUHL712 2026-05-15 2026-05-15 7 - 7 4912.00 5090.61 Corporate Debt Securities CAIXA ECONOMICA FEDERAL FR 3.5%110722 254900EX2KZ57WQ1PL07 2022-11-07 2022-11-07 3.5 - 3.5 150000.00 152243.75 Corporate Debt Securities PAR PHARMACEUTICAL INC SR SEC GLBL 27 549300KK5WR4MGN4YT97 2027-04-01 2027-04-01 7.5 - 7.5 1678.00 1669.61 Corporate Debt Securities PETROBRAS GLBL FIN B V SR GLBL NT 27 549300FNENFFSMO3GT38 2027-01-17 2027-01-17 7.375 - 7.375 125000.00 147560.33 Corporate Debt Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0256 6000000.00 6000000.00 0.0033 N Y Y N Societe Generale Societe Generale, 2.78% O2RNE8IBXP4R0TD8PU41 EGB176000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BROOKFIELD RESIDENTIAL PPTYS SR GLBL 144A 22 2022-07-01 2022-07-01 6.125 - 6.125 1285000.00 1346184.74 Corporate Debt Securities M D C HLDGS INC CR SEN SR NT6%43 5299005FV4VNV75R8R35 2043-01-15 2043-01-15 6 - 6 2000.00 1924.33 Corporate Debt Securities BROOKFIELD RESIDENTIAL PPTYS I SR 144A NT 25 549300C2SXDXVIUV3Q14 2025-05-15 2025-05-15 6.375 - 6.375 155000.00 157342.76 Corporate Debt Securities FIRST DATA CORP NEW 1LIEN SR 144A 24 H9AD9QN07EKOX2GRN450 2024-01-15 2024-01-15 5 - 5 30000.00 31414.17 Corporate Debt Securities ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 24 2024-06-15 2024-06-15 6.625 - 6.625 2525.00 2616.26 Corporate Debt Securities RIO OIL FIN TR SR SEC GLBL 28 2028-04-06 2028-04-06 8.2 - 8.2 3177.00 3625.55 Corporate Debt Securities FMG RESOURCES AUGUST 2006 PTY SR GLBL REGS 22 549300EFD6S2NFE9D745 2022-05-15 2022-05-15 4.75 - 4.75 848.00 876.13 Corporate Debt Securities HCA INC SR SEC GLBL NT49 L3CJ6J7LJ2DX62FTXD46 2049-06-15 2049-06-15 5.25 - 5.25 4500.00 4640.60 Corporate Debt Securities GOGO INTER HLDGS LLC/GOGO FIN SR SEC GLBL 24 2024-05-01 2024-05-01 9.875 - 9.875 16754.00 17483.32 Corporate Debt Securities COMMSCOPE FIN LLC 6%26 549300Z6K4JXMFE8QY54 2026-03-01 2026-03-01 6 - 6 16811.00 17592.71 Corporate Debt Securities TRANSOCEAN INC SR GLBL 144A 26 DOL4HJ22ADYSIWES4H94 2026-01-15 2026-01-15 7.5 - 7.5 726000.00 714353.75 Corporate Debt Securities HALYARD HEALTH INC SR NT 6.25%22 549300YCXWOM7NEWMQ58 2022-10-15 2022-10-15 6.25 - 6.25 3000.00 3086.77 Corporate Debt Securities MULTI-COLOR CORP SR GLBL 144A 25 5493002OTV1C4F4YVI40 2025-11-01 2025-11-01 4.875 - 4.875 11800.00 12495.83 Corporate Debt Securities NOBLE HOLD INT LTD CR SEN SR GLBL25 549300GNEZBJHMST9U32 2025-04-01 2025-04-01 7.95 - 7.95 2000.00 1478.42 Corporate Debt Securities VIRGIN AUSTRALIA HLDGS LTD SR REGS NT8.5%19 254900SNPW6V9967CJ18 2019-11-15 2019-11-15 8.5 - 8.5 7000.00 7158.57 Corporate Debt Securities PROVINCIA DE CORDOBA GLBL REGS NT 27 5299006CLM2Z97AATT29 2027-08-01 2027-08-01 7.125 - 7.125 1297.00 1036.42 Corporate Debt Securities NEUQUEN PROV ARGENTINA 7.5%25 2025-04-27 2025-04-27 7.5 - 7.5 7605.00 6484.85 Corporate Debt Securities CENTRAIS ELECTRICAS BRASILEIRA SR GLBL REGS 21 254900I8KYDELP4B4Z08 2021-10-27 2021-10-27 5.75 - 5.75 200000.00 211248.61 Corporate Debt Securities HILTON DOMESTIC OPER CO INC SR GLBL 144A 30 5493003EG7H0N1E4XV50 2030-01-15 2030-01-15 4.875 - 4.875 183.00 188.46 Corporate Debt Securities CITGO HOLDING INC SR SEC GLBL 20 2020-02-15 2020-02-15 10.75 - 10.75 921000.00 972831.83 Corporate Debt Securities INMARSAT FIN PLC SR GLBL 144A 22 549300FCV5VH7Q5A3B66 2022-05-15 2022-05-15 4.875 - 4.875 108000.00 109708.88 Corporate Debt Securities WASHINGTON PRIME GROUP LP CR SEN SR GLBL24 549300K4BNOIQ154O537 2024-08-15 2024-08-15 5.95 - 5.95 9400.00 8992.53 Corporate Debt Securities BIOSTIME INTNL HLDGS LTD SR SB GLBL 21 549300P7TJIQJ2SGDA15 2021-06-21 2021-06-21 7.25 - 7.25 178290.00 181852.18 Corporate Debt Securities GRUPO KUO SAB DE CV SR GLBL REGS 27 549300WIYIAVCFZI6Z04 2027-07-07 2027-07-07 5.75 - 5.75 420.00 431.69 Corporate Debt Securities DAE FDG LLC SR 144A NT 5%24 635400SZTPQL3Y1P2C76 2024-08-01 2024-08-01 5 - 5 4000.00 4231.67 Corporate Debt Securities ODEBRECHT OFFSHORE DRILLING FR 6.72%120122 549300L7LF2PIRAWID66 2022-12-01 2022-12-01 6.72 - 6.72 376417.00 277186.66 Corporate Debt Securities ZAYO GROUP LLC/ZAYO CAP INC SR GLBL NT 6%23 2023-04-01 2023-04-01 6 - 6 9000.00 9355.50 Corporate Debt Securities COMM S&L / CSL CAPITAL SR SEC 144A NT23 2023-04-15 2023-04-15 6 - 6 19000.00 18423.67 Corporate Debt Securities OIL & GAS HLDG CO B S C FR 7.5%102527 549300OBH16L6TS6IW50 2027-10-25 2027-10-25 7.5 - 7.5 4860.00 5164.45 Corporate Debt Securities PAR PHARMACEUTICAL INC SR SEC GLBL 27 549300KK5WR4MGN4YT97 2027-04-01 2027-04-01 7.5 - 7.5 2710.00 2696.45 Corporate Debt Securities PETROBRAS GLBL FIN B V SR GLBL NT 15 549300FNENFFSMO3GT38 2115-06-05 2115-06-05 6.85 - 6.85 191000.00 198234.39 Corporate Debt Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0274 4000000.00 4000000.00 0.0022 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 2.51% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VANGUARD INDEX FDS VALUE ETF 2049-01-01 2049-01-01 N/A 127339.00 14042944.92 Equities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 13000000.00 13000000.00 0.0072 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 2.56% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CTRIP COM INTL LTD SR CV NT 1.25%22 2549004RMYDSRQL4KW41 2022-09-15 2022-09-15 1.25 - 1.25 1081619.00 1080230.62 Equities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0253 1000000.00 1000000.00 0.0006 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 2.56% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VANGUARD INDEX FDS VALUE ETF 2049-01-01 2049-01-01 N/A 19591.00 2160495.48 Equities Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0253 2000000.00 2000000.00 0.0011 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.55% 549300IMBXQ8SGH3HJ31 EHE879000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-15 2022-02-15 2.5 - 2.5 19835000.00 20404424.82 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0252 20000000.00 20000000.00 0.0111 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.64% 549300IMBXQ8SGH3HJ31 EHD459000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2041-11-15 2044-02-15 2.875 - 3.625 3670000.00 4121557.12 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0261 4000000.00 4000000.00 0.0022 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.64% 549300IMBXQ8SGH3HJ31 EHE188000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-12-31 2025-11-15 2.125 - 2.625 3885100.00 4081228.74 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0261 4000000.00 4000000.00 0.0022 N N Y N Credit AG Credit AG, 2.45% 1VUV7VQFKUOQSJ21A208 EHF086000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2025-05-31 2.875 - 2.875 962000.00 1020213.94 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0242 1000000.00 1000000.00 0.0006 N N Y N Credit AG Credit AG, 2.60% 1VUV7VQFKUOQSJ21A208 EHE303000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2025-05-31 2.875 - 2.875 1924200.00 2040639.99 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0257 2000000.00 2000000.00 0.0011 N N Y N Credit AG Credit AG, 2.64% 1VUV7VQFKUOQSJ21A208 EHC643000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2025-05-31 2.875 - 2.875 962300.00 1020532.10 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0261 1000000.00 1000000.00 0.0006 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.53% 7LTWFZYICNSX8D621K86 EHE908000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-08-15 2027-08-15 2.25 - 2.25 5933600.00 6121306.91 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 6000000.00 6000000.00 0.0033 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.66% 7LTWFZYICNSX8D621K86 EHD345000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-08-15 2027-08-15 2.25 - 2.25 3956400.00 4081559.03 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0263 4000000.00 4000000.00 0.0022 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.53% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2021-12-31 2.125 - 2.125 1000200.00 1020283.61 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 1000000.00 1000000.00 0.0006 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.51% CYYGQCGNHMHPSMRL3R97 0000853784 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 1942000.00 2069148.69 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 2000000.00 2000000.00 0.0011 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.58% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2025-06-30 0 - 2.75 5745800.00 6121780.76 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0255 6000000.00 6000000.00 0.0033 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.50% KBVRJ5K57JZ3E2AVWX40 0000877559 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 5140000.00 5106722.95 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 5000000.00 5000000.00 0.0028 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.64% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-08-15 2026-02-15 1.625 - 2.375 2013000.00 2040462.42 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0261 2000000.00 2000000.00 0.0011 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.64% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2021-01-31 2.5 - 2.5 1999000.00 2040485.24 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0261 2000000.00 2000000.00 0.0011 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.64% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2028-11-15 0 - 3.125 928200.00 1020276.51 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0261 1000000.00 1000000.00 0.0006 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.48% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2021-01-31 2.5 - 2.5 3000000.00 3062069.38 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0245 3000000.00 3000000.00 0.0017 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.54% 549300Y1PMK3RWXMWR72 EHD556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-25 2025-09-30 0 - 3 1898400.00 2040793.76 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0260 1999974.80 1999974.80 0.0011 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.55% 549300Y1PMK3RWXMWR72 EHE301000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2021-11-15 2.875 - 2.875 2972700.00 3060880.69 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0252 3000000.00 3000000.00 0.0017 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.59% 549300Y1PMK3RWXMWR72 EHC627000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2024-07-31 1.625 - 2.875 1941100.00 2040898.32 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0256 2000000.00 2000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EGH538000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2026-05-15 1.625 - 1.625 2088600.00 2058065.58 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 2000000.00 2000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 EGD036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-15 2023-04-30 1.625 - 2.625 1002700.00 1025046.02 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0241 1000000.00 1000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.45% U7M81AY481YLIOR75625 EGI291000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2023-04-30 1.625 - 2.75 1988000.00 2048925.95 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0242 2000000.00 2000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 EHA610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2023-04-30 1.625 - 2.25 7063100.00 7147055.38 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0243 7000000.00 7000000.00 0.0039 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 EHD482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2024-03-31 2 - 2.125 2001100.00 2044297.44 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 2000000.00 2000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.47% U7M81AY481YLIOR75625 EHA723000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2025-06-30 1.625 - 2.75 2882800.00 3071007.81 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0244 3000000.00 3000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.58% U7M81AY481YLIOR75625 EHD479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-12-31 2 - 2.625 1946200.00 2044099.74 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0255 2000000.00 2000000.00 0.0011 N N Y N Natixis SA Natixis SA, 2.41% KX1WK48MPD4Y2NCUIZ63 EGC886000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2046-05-15 0 - 2.625 7097200.00 7201351.52 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 7000000.00 7000000.00 0.0039 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.63% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2021-03-31 2.25 - 2.25 11078100.00 11223337.34 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0260 11000000.00 11000000.00 0.0061 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 2.40% 912796QR3 254900HROIFWPRGM1V77 US912796QR39 U.S. Treasury Debt Y N/A N/A 2019-07-18 2019-07-18 2019-07-18 N N N 0.0173 1298756.88 1298756.88 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796VJ5 254900HROIFWPRGM1V77 US912796VJ57 U.S. Treasury Debt Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0049 2999838.54 2999838.54 0.0017 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0185 698783.90 698783.90 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796RW1 254900HROIFWPRGM1V77 US912796RW15 U.S. Treasury Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0112 1999567.78 1999567.78 0.0011 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 0.0216 3497458.48 3497458.48 0.0019 N Y Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.67% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2019-07-03 2019-07-05 2020-02-28 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0267 17000000.00 17000000.00 0.0094 N N Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2019-07-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer