0000356173-18-000092.txt : 20180607 0000356173-18-000092.hdr.sgml : 20180607 20180607101958 ACCESSION NUMBER: 0000356173-18-000092 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20180531 FILED AS OF DATE: 20180607 DATE AS OF CHANGE: 20180607 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Fidelity Colchester Street Trust CENTRAL INDEX KEY: 0000356173 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-03320 FILM NUMBER: 18885511 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: COLCHESTER STREET TRUST DATE OF NAME CHANGE: 19980324 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY INSTITUTIONAL CASH PORTFOLIOS DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: CASH INVESTMENT FUND DATE OF NAME CHANGE: 19850414 0000356173 S000004821 Prime Money Market Portfolio C000013040 Class I FIDXX C000013083 Class II FDOXX C000013084 Class III FCDXX C000013085 Select Class FDIXX C000056569 Class IV FDVXX C000056570 Institutional Class FIPXX N-MFP2 1 primary_doc.xml N-MFP2 0000356173 XXXXXXXX 2018-05-31 0000356173 549300AM8302AG11MH61 S000004821 6 N N 002-74808 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime N 19 51 3456768775.94 3636538621.25 3826079889.97 3833614172.54 6000806589.54 6607110832.45 6301183239.57 5896723597.34 0.3000 0.2900 0.3200 0.3300 0.5200 0.5300 0.5300 0.5100 751.81 9763233589.15 9761783444.74 450112354.00 19531183.31 10193815511.65 10189732206.84 1.0000 0.0207 1.0003 1.0004 1.0004 1.0004 C000013040 1000000.00 965625469.51 964941538.27 1.0005 1.0005 1.0005 1.0005 207626341.00 165421767.85 199403536.79 172450298.18 234064884.92 144242766.86 202940736.07 212740549.95 981602022.30 751412728.63 0.0189 Y Fidelity Investments, Reimbursement Fees, -22352.68; C000013085 1000000.00 21308713.96 21297008.46 1.0005 1.0005 1.0005 1.0005 32643.25 35.95 50000.00 0.00 0.00 0.00 0.00 0.00 80202.69 35.95 0.0184 Y Fidelity Investments, Reimbursement Fees, -586.30; C000056570 10000000.00 9150310534.86 9146951579.97 1.0003 1.0003 1.0004 1.0004 1529085169.94 1208399215.11 2401412224.49 1664073263.16 1164321132.30 1698789106.89 1377023902.83 1702152332.01 6497504806.80 7467504736.30 0.0193 Y Fidelity Investments, Reimbursement Fees, -395153.30; C000056569 1000000.00 20216.09 20184.64 1.0012 1.0012 1.0012 1.0012 22.04 0.00 0.00 0.00 0.00 0.00 0.00 0.00 22.04 0.00 0.0138 Y Fidelity Investments, Reimbursement Fees, -0.61; C000013084 1000000.00 6762344.39 6750917.81 1.0004 1.0004 1.0004 1.0004 9734.16 0.03 0.00 707731.83 2.88 50000.00 0.00 0.00 9737.06 757731.91 0.0164 Y Fidelity Investments, Reimbursement Fees, -168.63; C000013083 1000000.00 49788232.84 49770977.70 1.0003 1.0003 1.0004 1.0004 218300.76 1470070.21 3897572.34 0.00 18125.00 1493569.59 10533900.41 4190700.92 17769457.71 6655367.03 0.0174 Y Fidelity Investments, Reimbursement Fees, -1085.52; ASB Finance Ltd. (London) ASB Finance Ltd. (London), 2.15% 0020P5HW2 549300A8V0FZJN79NH08 CIA790000 Financial Company Commercial Paper Y N/A N/A 2018-06-29 2018-07-30 2018-07-30 N N N 0.0193 24007920.00 24007920.00 0.0024 N N N N ASB Finance Ltd. (London) ASB Finance Ltd. (London), 2.41% 0020P5HZ5 549300A8V0FZJN79NH08 DAA304000 Financial Company Commercial Paper Y N/A N/A 2018-06-25 2018-09-26 2018-09-26 N N N 0.0263 36972398.00 36972398.00 0.0036 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.16% 06417LGG6 L3I9ZG2KFGXZ61BMYR72 US06417LGG68 0000009631 Financial Company Commercial Paper Y N/A N/A 2018-06-28 2018-08-28 2018-08-28 N N N 0.0203 150042150.00 150042150.00 0.0147 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.77% 06742QJV5 G5GSEF7VJP5I7OUK5573 CJJ849000 Financial Company Commercial Paper Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0177 26981604.90 26981604.90 0.0026 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.89% 06742QJZ6 G5GSEF7VJP5I7OUK5573 DAC415000 Financial Company Commercial Paper Y N/A N/A 2018-06-29 2018-06-29 2018-06-29 N N N 0.0189 14977489.50 14977489.50 0.0015 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.31% 06742QLF7 G5GSEF7VJP5I7OUK5573 DBJ003000 Financial Company Commercial Paper Y N/A N/A 2018-08-09 2018-08-09 2018-08-09 N N N 0.0231 13937660.80 13937660.80 0.0014 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.36% 06742QKH4 G5GSEF7VJP5I7OUK5573 DBJ006000 Financial Company Commercial Paper Y N/A N/A 2018-08-16 2018-08-16 2018-08-16 N N N 0.0236 13930169.40 13930169.40 0.0014 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.39% 06742QKE1 G5GSEF7VJP5I7OUK5573 US06742QKE16 Financial Company Commercial Paper Y N/A N/A 2018-08-23 2018-08-23 2018-08-23 N N N 0.0239 23867616.00 23867616.00 0.0023 N N N N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 1.78% 09659HF10 R0MUWSFPU8MPRO8K5P83 DCC938000 Financial Company Commercial Paper Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0178 14999265.00 14999265.00 0.0015 N Y Y N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 1.78% 09659HF10 R0MUWSFPU8MPRO8K5P83 DCC502000 Financial Company Commercial Paper Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0178 53997354.00 53997354.00 0.0053 N Y Y N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 1.80% 09659HF69 R0MUWSFPU8MPRO8K5P83 DCE007000 Financial Company Commercial Paper Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0180 113966142.00 113966142.00 0.0112 N N Y N BPCE SA BPCE SA, 2.05% 05571CH12 9695005MSX1OYEMGDF46 DAE781000 Financial Company Commercial Paper Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0205 33881013.60 33881013.60 0.0033 N N N N BPCE SA BPCE SA, 2.40% 05571CJE2 9695005MSX1OYEMGDF46 DBJ414000 Financial Company Commercial Paper Y N/A N/A 2018-09-14 2018-09-14 2018-09-14 N N N 0.0240 119177088.00 119177088.00 0.0117 N N N N BPCE SA BPCE SA, 2.43% 05571CJM4 9695005MSX1OYEMGDF46 DCB051000 Financial Company Commercial Paper Y N/A N/A 2018-09-21 2018-09-21 2018-09-21 N N N 0.0243 119112192.00 119112192.00 0.0117 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.10% 13608CDQ2 2IGI19DL77OX0HC3ZE78 US13608CDQ24 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-06-15 2018-08-15 2018-08-15 N N N 0.0194 145044950.00 145044950.00 0.0142 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.14% 13608CEG3 2IGI19DL77OX0HC3ZE78 US13608CEG33 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-06-05 2018-11-05 2018-11-05 N N N 0.0218 143977392.00 143977392.00 0.0141 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.16% 13608CDS8 2IGI19DL77OX0HC3ZE78 US13608CDS89 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-06-28 2018-08-28 2018-08-28 N N N 0.0203 100028100.00 100028100.00 0.0098 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.20% 13608CFG2 2IGI19DL77OX0HC3ZE78 US13608CFG24 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-06-13 2018-11-13 2018-11-13 N N N 0.0219 64003520.00 64003520.00 0.0063 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.45% 13608CFE7 2IGI19DL77OX0HC3ZE78 US13608CFE75 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-07-23 2019-01-23 2019-01-23 N N N 0.0248 59988348.00 59988348.00 0.0059 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 2254EBG39 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0190 109810228.00 109810228.00 0.0108 N N N N Credit Suisse AG Credit Suisse AG, 2.03% 2254EBH12 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0203 49826915.00 49826915.00 0.0049 N N N N Credit Suisse AG Credit Suisse AG, 2.37% 22533HCR1 ANGGYXNX0JLX3X63JN86 US22533HCR12 0001053092 Financial Company Commercial Paper Y N/A N/A 2018-06-26 2018-07-26 2018-07-26 N N N 0.0191 210144480.00 210144480.00 0.0206 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.14% 46640EFX1 ZBUT11V806EZRVTWT807 US46640EFX13 0001287279 Financial Company Commercial Paper Y N/A N/A 2018-06-04 2018-07-02 2018-07-02 N N N 0.0175 135044685.00 135044685.00 0.0132 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.22% 46640EGT9 ZBUT11V806EZRVTWT807 US46640EGT91 0001287279 Financial Company Commercial Paper Y N/A N/A 2018-06-20 2018-12-20 2018-12-20 N N N 0.0219 130020280.00 130020280.00 0.0128 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.35% 46640CEY4 ZBUT11V806EZRVTWT807 US46640CEY49 0001287279 Financial Company Commercial Paper Y N/A N/A 2018-06-01 2018-10-01 2018-10-01 N N N 0.0209 60049620.00 60049620.00 0.0059 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.43% 46640CFD9 ZBUT11V806EZRVTWT807 US46640CFD92 0001287279 Financial Company Commercial Paper Y N/A N/A 2018-07-11 2018-10-11 2018-10-11 N N N 0.0240 100010110.00 100010110.00 0.0098 N N N N Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 1.77% 51489HF75 DIZES5CFO5K3I5R58746 DBG252000 Financial Company Commercial Paper Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0177 90369236.88 90369236.88 0.0089 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.02% 60683CGS4 JBONEPAGQXF4QP29B387 DBC085000 Financial Company Commercial Paper Y N/A N/A 2018-07-26 2018-07-26 2018-07-26 N N N 0.0202 30903506.30 30903506.30 0.0030 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.04% 60683CGW5 JBONEPAGQXF4QP29B387 DBC086000 Financial Company Commercial Paper Y N/A N/A 2018-07-30 2018-07-30 2018-07-30 N N N 0.0204 30895632.30 30895632.30 0.0030 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.06% 60682XH25 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0206 14946292.50 14946292.50 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.07% 60682XH33 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2018-08-03 2018-08-03 2018-08-03 N N N 0.0207 34872134.50 34872134.50 0.0034 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 2.05% 63873KH18 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0205 149474295.00 149474295.00 0.0147 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.97% 86564XGG3 5493006GGLR4BTEL8O61 DBA224000 Financial Company Commercial Paper Y N/A N/A 2018-07-16 2018-07-16 2018-07-16 N N N 0.0197 13965044.80 13965044.80 0.0014 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.97% 86564XGH1 5493006GGLR4BTEL8O61 DBA237000 Financial Company Commercial Paper Y N/A N/A 2018-07-17 2018-07-17 2018-07-17 N N N 0.0197 16956542.90 16956542.90 0.0017 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.12% 89120DBR9 PT3QB789TSUIDF371261 US89120DBR98 0000947263 Financial Company Commercial Paper Y N/A N/A 2018-06-18 2018-08-17 2018-08-17 N N N 0.0197 141042864.00 141042864.00 0.0138 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.14% 89120DCP2 PT3QB789TSUIDF371261 US89120DCP24 0000947263 Financial Company Commercial Paper Y N/A N/A 2018-06-11 2018-10-11 2018-10-11 N N N 0.0212 140008400.00 140008400.00 0.0137 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 1.92% 89233HG99 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2018-07-09 2018-07-09 2018-07-09 N N N 0.0192 18960829.60 18960829.60 0.0019 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 1.92% 89233HGB4 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2018-07-11 2018-07-11 2018-07-11 N N N 0.0192 41908637.40 41908637.40 0.0041 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.32% 89233AA74 Z2VZBHUMB7PWWJ63I008 US89233AA746 Financial Company Commercial Paper Y N/A N/A 2018-06-20 2018-10-19 2018-10-19 N N N 0.0215 42026544.00 42026544.00 0.0041 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.33% 89233AA90 Z2VZBHUMB7PWWJ63I008 US89233AA902 Financial Company Commercial Paper Y N/A N/A 2018-06-25 2018-10-18 2018-10-18 N N N 0.0216 35022225.00 35022225.00 0.0034 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.33% 89233AA82 Z2VZBHUMB7PWWJ63I008 US89233AA829 Financial Company Commercial Paper Y N/A N/A 2018-06-25 2018-10-17 2018-10-17 N N N 0.0216 39024726.00 39024726.00 0.0038 N N N N UBS AG London Branch UBS AG London Branch, 2.37% 90276JDC7 BFM8T61CT2L1QCEMIK50 US90276JDC71 Financial Company Commercial Paper Y N/A N/A 2018-06-04 2018-10-03 2018-10-03 N N N 0.0209 81074277.00 81074277.00 0.0080 N N N N UBS AG London Branch UBS AG London Branch, 2.39% 90276JDD5 BFM8T61CT2L1QCEMIK50 US90276JDD54 Financial Company Commercial Paper Y N/A N/A 2018-06-04 2018-11-05 2018-11-05 N N N 0.0213 92098716.00 92098716.00 0.0090 N N N N UBS AG London Branch UBS AG London Branch, 2.45% 90276JDG8 BFM8T61CT2L1QCEMIK50 US90276JDG85 Financial Company Commercial Paper Y N/A N/A 2018-06-20 2018-09-20 2018-09-20 N N N 0.0242 116006588.80 116006588.80 0.0114 N N N N UBS AG London Branch UBS AG London Branch, 2.47% 90276JDN3 BFM8T61CT2L1QCEMIK50 US90276JDN37 Financial Company Commercial Paper Y N/A N/A 2018-06-18 2018-09-18 2018-09-18 N N N 0.0244 118006643.40 118006643.40 0.0116 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.18% 04821UH62 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2018-08-06 2018-08-06 2018-08-06 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0218 29879568.00 29879568.00 0.0029 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 1.77% 56274MF72 549300S0NSJYSOB32S63 DBG258000 Asset Backed Commercial Paper Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0177 14554045.57 14554045.57 0.0014 N N Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 1.93% 56274MFM9 549300S0NSJYSOB32S63 DAA745000 Asset Backed Commercial Paper Y N/A N/A 2018-06-21 2018-06-21 2018-06-21 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0193 8990014.50 8990014.50 0.0009 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.00% 91058UF16 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0000 43997668.00 43997668.00 0.0043 N Y Y N Bank of Montreal Bank of Montreal, 2.11% 06371ENM5 NQQ6HPCNCCU6TUTQYE16 US06371ENM56 0000927971 Certificate of Deposit Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0177 37004625.00 37004625.00 0.0036 N N N N Bank of Montreal Bank of Montreal, 2.12% 06371EUJ4 NQQ6HPCNCCU6TUTQYE16 US06371EUJ45 0000927971 Certificate of Deposit Y N/A N/A 2018-06-11 2018-08-10 2018-08-10 N N N 0.0192 140050120.00 140050120.00 0.0137 N N N N Bank of Montreal Bank of Montreal, 2.14% 06371ESD0 NQQ6HPCNCCU6TUTQYE16 US06371ESD03 0000927971 Certificate of Deposit Y N/A N/A 2018-06-20 2018-07-20 2018-07-20 N N N 0.0187 100034500.00 100034500.00 0.0098 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.09% 06417GYA0 L3I9ZG2KFGXZ61BMYR72 US06417GYA02 Certificate of Deposit Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0171 195001950.00 195001950.00 0.0191 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 2.10% 06417GYC6 L3I9ZG2KFGXZ61BMYR72 US06417GYC67 Certificate of Deposit Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0174 100006700.00 100006700.00 0.0098 N N Y N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 2.36% 55379WDX1 C3GTMMZIHMY46P4OIX74 DBG848000 Certificate of Deposit Y N/A N/A 2018-09-12 2018-09-12 2018-09-12 N N N 0.0227 120025380.00 120025380.00 0.0118 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.19% 60683BGM9 JBONEPAGQXF4QP29B387 US60683BGM90 Certificate of Deposit Y N/A N/A 2018-06-12 2018-09-12 2018-09-12 N N N 0.0217 27000756.00 27000756.00 0.0026 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.19% 60683BGL1 JBONEPAGQXF4QP29B387 US60683BGL18 Certificate of Deposit Y N/A N/A 2018-06-14 2018-09-14 2018-09-14 N N N 0.0218 23000368.00 23000368.00 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.20% 60683BGT4 JBONEPAGQXF4QP29B387 US60683BGT44 Certificate of Deposit Y N/A N/A 2018-06-25 2018-09-24 2018-09-24 N N N 0.0223 13998208.00 13998208.00 0.0014 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.34% 60700AWN0 RB0PEZSDGCO3JS6CEU02 DAF240000 Certificate of Deposit Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 N N N 0.0192 60024138.00 60024138.00 0.0059 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.34% 60700AWQ3 RB0PEZSDGCO3JS6CEU02 DAF811000 Certificate of Deposit Y N/A N/A 2018-07-09 2018-07-09 2018-07-09 N N N 0.0193 95039890.50 95039890.50 0.0093 N N N N Royal Bank of Canada Royal Bank of Canada, 2.11% 78009NY26 ES7IP3U3RHIGC71XBU11 US78009NY266 Certificate of Deposit Y N/A N/A 2018-06-04 2018-08-03 2018-08-03 N N N 0.0187 41016318.00 41016318.00 0.0040 N N N N Royal Bank of Canada Royal Bank of Canada, 2.15% 78009N6V3 ES7IP3U3RHIGC71XBU11 US78009N6V33 Certificate of Deposit Y N/A N/A 2018-06-20 2018-10-18 2018-10-18 N N N 0.0214 140001120.00 140001120.00 0.0137 N N N N Royal Bank of Canada Royal Bank of Canada, 2.41% 78012UCH6 ES7IP3U3RHIGC71XBU11 US78012UCH68 Certificate of Deposit Y N/A N/A 2018-06-28 2018-09-28 2018-09-28 N N N 0.0239 79002196.20 79002196.20 0.0078 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.19% 86565BFH9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2018-06-25 2018-09-25 2018-09-25 N N N 0.0215 83008864.40 83008864.40 0.0081 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.20% 86565BFK2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2018-06-29 2018-09-28 2018-09-28 N N N 0.0220 74998200.00 74998200.00 0.0074 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.14% 86958JYN3 NHBDILHZTYCNBV5UYZ31 US86958JYN35 Certificate of Deposit Y N/A N/A 2018-06-28 2018-07-30 2018-07-30 N N N 0.0193 142044446.00 142044446.00 0.0139 N N N N Swedbank AB Swedbank AB, 1.75% 87019VJP3 M312WZV08Y7LYUC71685 DCC482000 Certificate of Deposit Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0169 115000149.50 115000149.50 0.0113 N Y Y N Swedbank AB Swedbank AB, 1.75% 87019VJQ1 M312WZV08Y7LYUC71685 DCC883000 Certificate of Deposit Y N/A N/A 2018-06-04 2018-06-04 2018-06-04 N N N 0.0169 112000515.20 112000515.20 0.0110 N N Y N Swedbank AB Swedbank AB, 1.75% 87019VJR9 M312WZV08Y7LYUC71685 DCD569000 Certificate of Deposit Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0170 115000632.50 115000632.50 0.0113 N N Y N Swedbank AB Swedbank AB, 1.75% 87019VJU2 M312WZV08Y7LYUC71685 DCD987000 Certificate of Deposit Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0170 110000693.00 110000693.00 0.0108 N N Y N Toronto-Dominion Bank Toronto-Dominion Bank, 2.45% 89113XK78 PT3QB789TSUIDF371261 US89113XK782 0000947263 Certificate of Deposit Y N/A N/A 2018-07-18 2019-01-18 2019-01-18 N N N 0.0245 81994711.00 81994711.00 0.0080 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 2.09% 94989RQU5 KB1H1DSPRFMYMCUFXT09 US94989RQU58 Certificate of Deposit Y N/A N/A 2018-06-06 2018-07-05 2018-07-05 N N N 0.0178 145041180.00 145041180.00 0.0142 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 2.14% 94989RXF0 KB1H1DSPRFMYMCUFXT09 US94989RXF09 Certificate of Deposit Y N/A N/A 2018-06-19 2018-08-17 2018-08-17 N N N 0.0197 145047995.00 145047995.00 0.0142 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.31% JBONEPAGQXF4QP29B387 XS1830286776 Certificate of Deposit Y N/A N/A 2018-08-29 2018-08-29 2018-08-29 N N N 0.0231 16903649.10 16903649.10 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.36% JBONEPAGQXF4QP29B387 XS1829310470 Certificate of Deposit Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0227 33006355.80 33006355.80 0.0032 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.36% JBONEPAGQXF4QP29B387 XS1830163348 Certificate of Deposit Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 N N N 0.0227 26004672.20 26004672.20 0.0026 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.91% RB0PEZSDGCO3JS6CEU02 XS1801135176 Certificate of Deposit Y N/A N/A 2018-06-27 2018-06-27 2018-06-27 N N N 0.0191 63909651.20 63909651.20 0.0063 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.05% RB0PEZSDGCO3JS6CEU02 XS1815435158 Certificate of Deposit Y N/A N/A 2018-07-27 2018-07-27 2018-07-27 N N N 0.0205 16945401.10 16945401.10 0.0017 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.19% RB0PEZSDGCO3JS6CEU02 XS1822554678 Certificate of Deposit Y N/A N/A 2018-08-14 2018-08-14 2018-08-14 N N N 0.0219 84616582.00 84616582.00 0.0083 N N N N Barclays Bank PLC Barclays Bank PLC, 1.80% G5GSEF7VJP5I7OUK5573 DCE487000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0180 458000000.00 458000000.00 0.0449 N Y Y N BNP Paribas BNP Paribas, 1.75% R0MUWSFPU8MPRO8K5P83 DCC942000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0176 97999941.20 97999941.20 0.0096 N Y Y N BNP Paribas BNP Paribas, 1.75% R0MUWSFPU8MPRO8K5P83 DCD581000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0176 114999678.00 114999678.00 0.0113 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.80% 1VUV7VQFKUOQSJ21A208 DCC887000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0181 111999932.80 111999932.80 0.0110 N Y Y N Credit Agricole CIB Credit Agricole CIB, 1.80% 1VUV7VQFKUOQSJ21A208 DCD492000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0180 114999678.00 114999678.00 0.0113 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.80% 1VUV7VQFKUOQSJ21A208 DCD952000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0180 113999623.80 113999623.80 0.0112 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.80% 1VUV7VQFKUOQSJ21A208 DCE418000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0180 110999567.10 110999567.10 0.0109 N N Y N ING Bank NV ING Bank NV, 1.75% 3TK20IVIUJ8J3ZU0QE75 DCC934000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0176 111999932.80 111999932.80 0.0110 N Y Y N ING Bank NV ING Bank NV, 1.75% 3TK20IVIUJ8J3ZU0QE75 DCD591000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0176 114999678.00 114999678.00 0.0113 N N Y N ING Bank NV ING Bank NV, 1.75% 3TK20IVIUJ8J3ZU0QE75 DCD948000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0176 113999623.80 113999623.80 0.0112 N N Y N BNP Paribas BNP Paribas, 1.83% R0MUWSFPU8MPRO8K5P83 DCE471000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DU PONT E I DE NEMOURS & CO SR GLBL NT 20 GLU7INWNWH88J9XBXD45 2020-01-15 2020-01-15 4.625 - 4.625 250000.00 261858.06 Corporate Debt Securities GENERAL DYNAMICS CORP SR GLBL NT 20 9C1X8XOOTYY2FNYTVH06 2020-05-11 2020-05-11 2.875 - 2.875 2222000.00 2225704.57 Corporate Debt Securities MAPLE ESCROW SUBSIDIARY INC SR GLBL REGS 23 549300LF6WXWZNJYWX60 2023-05-25 2023-05-25 4.057 - 4.057 200000.00 201369.23 Corporate Debt Securities BANCO SANTANDER SA SR GLBL NT 28 5493006QMFDDMYWIAM13 2028-04-12 2028-04-12 4.379 - 4.379 849503.00 814970.96 Corporate Debt Securities FIDELITY NATL INFORMATION SVCS SR NT 3.5%23 6WQI0GK1PRFVBA061U48 2023-04-15 2023-04-15 3.5 - 3.5 1233000.00 1226159.59 Corporate Debt Securities ONEOK PARTNERS LP GTD SR NT 19 T4DHW82NMF6BXJT50795 2019-03-01 2019-03-01 8.625 - 8.625 6450000.00 6860365.12 Corporate Debt Securities CREDIT AGRICOLE S A 144A FR 2.375%070121 969500TJ5KRTCJQWXH05 2021-07-01 2021-07-01 2.375 - 2.375 3643000.00 3578613.01 Corporate Debt Securities BRASKEM NETH FIN B V SR GLBL REGS 28 2028-01-10 2028-01-10 4.5 - 4.5 532852.00 510272.40 Corporate Debt Securities CREDIT SUISSE NEW YORK BRANCH SR NT 4.375%20 ANGGYXNX0JLX3X63JN86 2020-08-05 2020-08-05 4.375 - 4.375 2028000.00 2108607.37 Corporate Debt Securities SYNCHRONY FINL SR NT 4.5%25 549300RS7EWPM9MA6C78 2025-07-23 2025-07-23 4.5 - 4.5 7135000.00 7205422.46 Corporate Debt Securities REYNOLDS AMERICAN INC SR GLBL NT 4%22 02S2RPPVO9RP4NEU2740 2022-06-12 2022-06-12 4 - 4 7081000.00 7308638.42 Corporate Debt Securities GOLDMAN SACHS GROUP INC 4.411%39 784F5XWPLTWKTBV3E584 2020-12-27 2041-02-01 2.6 - 6.25 18351189.00 18885833.69 Corporate Debt Securities GENERAL MLS INC SR GLBL NT 4%25 2TGYMUGI08PO8X8L6150 2025-04-17 2025-04-17 4 - 4 1054832.00 1055463.73 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE FR 5.375%031520 784F5XWPLTWKTBV3E584 2020-03-15 2020-03-15 5.375 - 5.375 650000.00 683765.69 Corporate Debt Securities DISNEY WALT CO MTNS BE FR 4.125%060144 7260JQNI6SCF9FIV2392 2044-06-01 2044-06-01 4.125 - 4.125 300000.00 304867.50 Corporate Debt Securities LLOYDS BKG GROUP PLC SB GLBL NT4.5%24 549300PPXHEU2JF0AM85 2024-11-04 2024-11-04 4.5 - 4.5 1337000.00 1327059.41 Corporate Debt Securities MAPLE ESCROW SUBSIDIARY INC SR GLBL 144A 25 549300LF6WXWZNJYWX60 2025-05-25 2025-05-25 4.417 - 4.417 1000000.00 1009096.17 Corporate Debt Securities SUNOCO LOGISTICS PARTNERS SR GLBL NT5.4%47 5493006LL0CKP8WQW329 2047-10-01 2047-10-01 5.4 - 5.4 29999.00 28393.75 Corporate Debt Securities MORGAN STANLEY SR NT 5.5%21 IGJSJL3JD5P30I6NJZ34 2021-07-28 2021-07-28 5.5 - 5.5 1138000.00 1230475.78 Corporate Debt Securities COMCAST CORP NEW 3.969%47 51M0QTTNCGUN7KFCFZ59 2047-11-01 2047-11-01 3.969 - 3.969 1.00 0.88 Corporate Debt Securities CITIGROUP INC SB GLBL NT5.3%44 6SHGI4ZSSLCXXQSBB395 2021-03-30 2044-05-06 2.7 - 5.3 2694000.00 2721067.21 Corporate Debt Securities NATNWIDE BLDG SOC SRMTN BE144A FR 2.45%072721 549300XFX12G42QIKN82 2021-07-27 2021-07-27 2.45 - 2.45 280000.00 274830.89 Corporate Debt Securities PPL CAP FDG INC GTD JR SB-07A 67 2067-03-30 2067-03-30 4.967 - 4.967 7014000.00 7065232.21 Corporate Debt Securities JP MORGAN CHASE BANK NA SR GLBL NT 29 8I5DZWZKVSZI1NUHU748 2029-04-23 2029-04-23 4.005 - 4.005 422299.00 420000.64 Corporate Debt Securities AIR LEASE CORP SR GLBL NT 25 2025-03-01 2025-03-01 3.25 - 3.25 9.00 8.55 Corporate Debt Securities DAIMLER FINANCE NORTH AMER LLC SR 144A NT2.2%21 549300423Z16BB673J12 2021-10-30 2021-10-30 2.2 - 2.2 4080000.00 3929017.33 Corporate Debt Securities BANK AMER CORP FR 4.875%040144 9DJT3UXIJIZJI4WXO774 2044-04-01 2044-04-01 4.875 - 4.875 3731000.00 3988233.79 Corporate Debt Securities SOUTHERN PWR CO SR 2017A 144A 20 5LADC78JBG2BMZD5XF57 2020-12-20 2020-12-20 2.752 - 2.752 136198.00 137134.64 Corporate Debt Securities MONDELEZ INTL HLDGS NETH B V GLBL FLT REGS 19 549300CW356R8I7N8D33 2019-10-28 2019-10-28 2.969 - 2.969 2937518.00 2961007.71 Corporate Debt Securities BOFA FIN LLC MED TERM NTS BOOK FR 0.25%050123 549300CGZYSEY3ZSIW16 2023-05-01 2023-05-01 0.25 - 0.25 3124132.00 3068629.19 Corporate Debt Securities MCDONALDS CORP MED TERM NT BE FR 6.3%030138 UE2136O97NLB5BYP9H04 2038-03-01 2038-03-01 6.3 - 6.3 400000.00 512732.00 Corporate Debt Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0183 78000000.00 78000000.00 0.0077 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 CITI GRP COML MTG TR 2008-C7 A-MA 20491210 FLT 2049-12-10 2049-12-10 6.133 - 6.133 1787842.00 1809685.15 Private Label Collateralized Mortgage Obligations JP MORG CHASE CMBS 2015-SGP E 20360715 FLT 2036-07-15 2036-07-15 7.069 - 7.069 15838998.00 15909666.05 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP I 2015-XLF1 ASL1 20310814 FLT 2031-08-14 2031-08-14 6.869 - 6.869 4550000.00 3335173.44 Private Label Collateralized Mortgage Obligations ML-CFC COML MTG TR 2007-7 AMFL 1 20500612 FLT 2050-06-12 2050-06-12 2.137 - 2.137 2579921.00 174285.80 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2018-RP1 B-1 20640925 FLT 549300R1KUK063S4I339 2064-09-25 2064-09-25 3.027 - 3.027 13426284.00 10443372.38 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 2015-GC35 E 20481113 FLT 2048-11-13 2048-11-13 4.652 - 4.652 6591392.00 4614848.86 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2017-MAUI E 20340717 FLT 2034-07-17 2034-07-17 4.878 - 5.678 7593797.00 7652909.12 Private Label Collateralized Mortgage Obligations BX TRUST 2017-SLCT E 20340717 FLT 2034-07-17 2034-07-17 5.069 - 5.069 9883755.00 9990111.72 Private Label Collateralized Mortgage Obligations BX COML MTG TR 2018-BIOA E 20370316 FLT 2037-03-16 2037-03-16 3.87 - 3.87 18479544.00 18494066.95 Private Label Collateralized Mortgage Obligations Y N/A N/A 2018-08-20 2018-08-20 2018-08-20 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0291 66994747.20 66994747.20 0.0066 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 1.90% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BANK OF AMERICA FUNDING CORPOR 9DJT3UXIJIZJI4WXO774 2022-05-17 2022-05-17 3.499 - 3.499 16735000.00 16804843.81 Corporate Debt Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0190 16000000.00 16000000.00 0.0016 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.83% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N QUALCOMM INC SR GLBL FL NT 20 H1J8DDZKZP6H7RWC0H53 2023-01-30 2023-01-30 3.089 - 3.089 627000.00 626924.62 Corporate Debt Securities ENEL FIN INTL N.V. SR GLBL REGS 27 0YQH6LCEF474UTUV4B96 2027-05-25 2027-05-25 3.625 - 3.625 3416727.00 3139747.18 Corporate Debt Securities 21ST CENTY FOX AMER INC SR GLBL DEB 37 8RS0AKOLN987042F2V04 2037-03-01 2037-03-01 6.15 - 6.15 1000.00 1230.64 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 3.875%092120 B6Q2VFHD1797Q7NZ3E43 2020-09-21 2020-09-21 3.875 - 3.875 945000.00 970727.36 Corporate Debt Securities NUCOR CORP 3.95%28 549300GGJCRSI2TIEJ46 2028-05-01 2028-05-01 3.95 - 3.95 1055000.00 1058703.34 Corporate Debt Securities BROWN FORMAN CORP SR GLBL NT 43 549300873K3LXF7ARU34 2043-01-15 2043-01-15 3.75 - 3.75 2000000.00 1908153.33 Corporate Debt Securities PETROLEOS MEXICANOS GLBL NT 5.375%22 549300CAZKPF4HKMPX17 2021-02-04 2022-03-13 5.375 - 6.375 9570600.00 10203884.13 Corporate Debt Securities MICROSOFT CORP SR GLBL NT2.4%26 INR2EJN1ERAN0W5ZP974 2026-08-08 2026-08-08 2.4 - 2.4 2000.00 1869.95 Corporate Debt Securities BP CAP MKTS P L C SR GLBL NT 26 549300CRVT18MXX0AG93 2026-05-04 2026-05-04 3.119 - 3.119 3236000.00 3110311.33 Corporate Debt Securities DAIMLER FINANCE NORTH AMER LLC SR REGS NT 20 549300423Z16BB673J12 2020-05-18 2020-05-18 2.45 - 2.45 150000.00 148403.21 Corporate Debt Securities APPLE INC SR GLBL NT 27 HWUPKR0MPOU8FGXBT394 2025-02-09 2027-02-09 2.5 - 3.35 2438000.00 2332406.20 Corporate Debt Securities AMERICA MOVIL SAB DE CV GTD SR 6.125%40 5493000FNR3UCEAONM59 2040-03-30 2040-03-30 6.125 - 6.125 385000.00 455439.01 Corporate Debt Securities KOOKMIN BANK FR 2.875%032523 549300XXMOJSIW8P4769 2023-03-25 2023-03-25 2.875 - 2.875 1283844.00 1243481.01 Corporate Debt Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0183 24000000.00 24000000.00 0.0024 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.90% KBVRJ5K57JZ3E2AVWX40 DCE574000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ISHARES TR CORE US AGGBD ET 549300F7VSXTKBGHJE47 2049-01-01 2049-01-01 N/A 111503.00 11880644.65 Equities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0190 11000000.00 11000000.00 0.0011 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.90% KBVRJ5K57JZ3E2AVWX40 DCE473000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TIME WARNER INC COM NEW KNG3XRAA0RHN9H62OK76 2049-01-01 2049-01-01 N/A 12961.00 1219630.10 Equities PHILLIPS 66 COM 5493005JBO5YSIGK1814 2049-01-01 2049-01-01 N/A 3162.00 376847.16 Equities BARRICK GOLD CORP COM 0O4KBQCJZX82UKGCBV73 2049-01-01 2049-01-01 N/A 476450.00 6374901.00 Equities CHEVRON CORP NEW COM 2049-01-01 2049-01-01 N/A 13106.00 1640346.96 Equities AMETEK INC NEW COM 549300WZDEF9KKE40E98 2049-01-01 2049-01-01 N/A 20000.00 1494200.00 Equities INTERNATIONAL BUSINESS MACHS COM VGRQXHF3J8VDLUA7XE92 2049-01-01 2049-01-01 N/A 12095.00 1724988.90 Equities LOCKHEED MARTIN CORP COM DPRBOZP0K5RM2YE8UU08 2049-01-01 2049-01-01 N/A 3468.00 1113366.72 Equities GILEAD SCIENCES INC COM 549300WTZWR07K8MNV44 2049-01-01 2049-01-01 N/A 23130.00 1565669.70 Equities CAPITAL ONE FINL CORP COM ZUE8T73ROZOF6FLBAR73 2049-01-01 2049-01-01 N/A 1136.00 105886.56 Equities ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2049-01-01 2049-01-01 N/A 98512.00 2820398.56 Equities EXXON MOBIL CORP COM J3WHBG0MTS7O8ZVMDC91 2049-01-01 2049-01-01 N/A 19662.00 1602453.00 Equities NXP SEMICONDUCTORS N V COM 724500M9BY5293JDF951 2049-01-01 2049-01-01 N/A 12684.00 1466016.72 Equities BANK AMER CORP COM 9DJT3UXIJIZJI4WXO774 2049-01-01 2049-01-01 N/A 48758.00 1437873.42 Equities ADOBE SYS INC COM FU4LY2G4933NH2E1CP29 2049-01-01 2049-01-01 N/A 5174.00 1280047.60 Equities TEXTRON INC COM 3PPKBHUG1HD6BO7RNR87 2049-01-01 2049-01-01 N/A 25389.00 1698777.99 Equities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0190 24000000.00 24000000.00 0.0024 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.98% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N M D C HLDGS INC SR NT 6%43 2043-01-15 2043-01-15 6 - 6 4325000.00 3974314.58 Corporate Debt Securities QWEST CAP FDG INC SR NT 7.75%31 2031-02-15 2031-02-15 7.75 - 7.75 139000.00 130356.90 Corporate Debt Securities FIRST QUANTUM MINERALS LTD SR GLBL 144A 26 549300I7UVBGWRYMYZ18 2026-03-01 2026-03-01 6.875 - 6.875 838095.00 808979.93 Corporate Debt Securities ANADARKO PETE CORP SR NT 6.45%36 B78FQ7XBQFLP4AYJ6F79 2036-09-15 2036-09-15 6.45 - 6.45 469000.00 562198.12 Corporate Debt Securities STENA INTL SA SR SEC 144A BD24 213800A4LTGG4W55QP46 2024-03-01 2024-03-01 5.75 - 5.75 200000.00 186375.00 Corporate Debt Securities SERVICEMASTER CO LTD PARTNRSHP NT 7.45%27 HZPA4EQ289DXC7NQGK91 2027-08-15 2027-08-15 7.45 - 7.45 37000.00 40216.64 Corporate Debt Securities ENBRIDGE INC SUB GLBL COCO 78 98TPTUM4IVMFCZBCUR27 2078-03-01 2078-03-01 6.25 - 6.25 1264856.00 1260915.97 Corporate Debt Securities PETROBRAS GLBL FIN B V SR GLBL NT 15 549300FNENFFSMO3GT38 2115-06-05 2115-06-05 6.85 - 6.85 4583000.00 4188811.08 Corporate Debt Securities CONUMA COAL RES LTD SR SEC GLBL 23 5493002BTSOLIKR8TY08 2023-05-01 2023-05-01 10 - 10 718918.00 729502.07 Corporate Debt Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0198 11000000.00 11000000.00 0.0011 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.82% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SINOPEC CENTURY BRIGHT 2018-07-03 2018-07-03 N/A 18269116.00 18236332.85 Money Market TOTAL CAPITAL CANADA 2018-06-27 2018-06-27 N/A 27095000.00 27084504.19 Money Market Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0182 44000000.00 44000000.00 0.0043 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.90% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2025-07-15 2048-02-15 1.693 - 4.831 1271407580.00 83434709.45 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0189 80999838.00 80999838.00 0.0079 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.90% 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 4 - 4 31351150.00 30120826.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2046-06-01 2046-06-01 3.281 - 3.281 57633169.00 51487787.28 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0192 79999480.00 79999480.00 0.0078 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.97% 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NXP SEMICONDUCTORS N V COM 724500M9BY5293JDF951 2049-01-01 2049-01-01 N/A 149581.00 17288571.98 Equities Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 Y MERRILL PFS(NON GOV REPO BONY) 1.0000 6 N N/A N/A N N 0.0197 16000000.00 16000000.00 0.0016 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.89% K5HU16E3LMSVCCJJJ255 DCE478000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALTERYX INC COCO 23 549300XWZG0JHL7I0827 2023-06-01 2023-06-01 0.5 - 0.5 1294561.00 1311870.00 Equities INTEL CORP JR SB CONV DB 39 KNX4USFCNGPY45LOCE31 2039-08-01 2039-08-01 3.25 - 3.25 436000.00 1175719.05 Equities BLACKROCK CAPITAL INVESTMENT C SR CONV NT 5%22 H88PPRS67HRMQX6CRF26 2022-06-15 2022-06-15 5 - 5 222000.00 231989.01 Equities TELADOC INC SR CV 144A NT 22 549300I2PVFBC9MFAC61 2022-12-15 2022-12-15 3 - 3 1771555.00 2431039.97 Equities VIPSHOP HLDGS LTD 1.5%19 549300I9F52K06HPZX60 2019-03-15 2019-03-15 1.5 - 1.5 278000.00 273459.33 Equities BLACKSTONE GROUP L P COM UNIT LTD 2049-01-01 2049-01-01 N/A 779956.00 24748003.88 Equities HERCULES CAPITAL INC SR COCO 22 549300UJ5OC256GR2B73 2022-02-01 2022-02-01 4.375 - 4.375 200000.00 203694.67 Equities CTRIP COM INTL LTD 1.99%25 2549004RMYDSRQL4KW41 2020-07-01 2025-07-01 1 - 1.99 229000.00 248178.07 Equities DERMIRA INC SR GLBL CV NT 22 549300O9N05J47OFMV14 2022-05-15 2022-05-15 3 - 3 1487.00 1179.11 Equities SCORPIO TANKERS INC SR CV 144A NT 19 549300NVJUH16NXG8K87 2019-07-01 2019-07-01 2.375 - 2.375 1518000.00 1476415.65 Equities PROSPECT CAPITAL CORPORATION SR CV NT5.875%19 549300FSD8T39P5Q0O47 2019-01-15 2019-01-15 5.875 - 5.875 57000.00 59196.46 Equities PRETIUM RES INC SR SB IDX LKD 22 2022-03-15 2022-03-15 2.25 - 2.25 408000.00 349921.20 Equities ON SEMICONDUCTOR CORP COCO 23 ZV20P4CNJVT8V1ZGJ064 2023-10-15 2023-10-15 1.625 - 1.625 56195.00 79272.96 Equities RESTORATION HARDWARE HLDGS INC SR COCO 19 5493008MTS3OGGMHGK69 2019-06-15 2019-06-15 N/A 585000.00 618924.15 Equities ROYAL GOLD INC SR COCO 19 5493001NGRU6SFL04184 2019-06-15 2019-06-15 2.875 - 2.875 149000.00 160187.95 Equities MICROCHIP TECHNOLOGY INC COCO 27 5493007PTFULNYZJ1R12 2027-02-15 2027-02-15 1.625 - 1.625 586.00 745.66 Equities WORKDAY INC SR CV 144A NT 22 549300J0DYC0N31V7G13 2022-10-01 2022-10-01 0.25 - 0.25 59322.00 65233.24 Equities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0189 31000000.00 31000000.00 0.0030 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.85% 7TK5RJIZDFROZCA6XF66 DCE477000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2023-07-15 2023-07-15 0.375 - 0.375 23194500.00 24721309.98 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0185 24000000.00 24000000.00 0.0024 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.95% 7TK5RJIZDFROZCA6XF66 DCB865000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALLSTATE CORP COM OBT0W1ED8G0NWVOLOJ77 2049-01-01 2049-01-01 N/A 286248.00 27013223.76 Equities Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 6 N N/A N/A N N 0.0195 25000000.00 25000000.00 0.0025 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.95% 7TK5RJIZDFROZCA6XF66 DCD521000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TIME WARNER INC COM NEW KNG3XRAA0RHN9H62OK76 2049-01-01 2049-01-01 N/A 5200.00 489320.00 Equities TE CONNECTIVITY LTD REG SHS 2049-01-01 2049-01-01 N/A 5877.00 552144.15 Equities ALLSTATE CORP COM OBT0W1ED8G0NWVOLOJ77 2049-01-01 2049-01-01 N/A 275119.00 25962980.03 Equities Y N/A N/A 2018-06-07 2018-06-07 2018-06-11 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 25000000.00 25000000.00 0.0025 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.95% 7TK5RJIZDFROZCA6XF66 DCD988000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PRUDENTIAL FINL INC COM 5PRBRS5FEH7NREC8OR45 2049-01-01 2049-01-01 N/A 54600.00 5342610.00 Equities DOLLAR TREE INC COM 549300PMSTQITB1WHR43 2049-01-01 2049-01-01 N/A 28900.00 2784515.00 Equities COMERICA INC COM I9Q57JVPWHHZ3ZGBW498 2049-01-01 2049-01-01 N/A 85914.00 8161830.00 Equities MICROSOFT CORP COM INR2EJN1ERAN0W5ZP974 2049-01-01 2049-01-01 N/A 4018.00 397581.10 Equities MICROCHIP TECHNOLOGY INC COM 5493007PTFULNYZJ1R12 2049-01-01 2049-01-01 N/A 41.00 3997.91 Equities ASSURANT INC COM H3F39CAXWQRVWURFXL38 2049-01-01 2049-01-01 N/A 6200.00 591418.00 Equities Y N/A N/A 2018-06-07 2018-06-07 2018-06-13 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 16000000.00 16000000.00 0.0016 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.95% 7TK5RJIZDFROZCA6XF66 DCC461000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COMERICA INC COM I9Q57JVPWHHZ3ZGBW498 2049-01-01 2049-01-01 N/A 31786.00 3019670.00 Equities ALLSTATE CORP COM OBT0W1ED8G0NWVOLOJ77 2049-01-01 2049-01-01 N/A 152833.00 14422850.21 Equities SAREPTA THERAPEUTICS INC COM 549300IKDPIED8J8IG21 2049-01-01 2049-01-01 N/A 9800.00 925512.00 Equities Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 17000000.00 17000000.00 0.0017 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.05% 7TK5RJIZDFROZCA6XF66 DCA606000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2044-02-15 2044-02-15 3.625 - 3.625 8253200.00 9277492.30 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 1 N N/A N/A N N 0.0205 9000000.00 9000000.00 0.0009 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.99% 7TK5RJIZDFROZCA6XF66 CJH390000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2044-05-15 2044-05-15 3.375 - 3.375 18395300.00 19698467.04 U.S. Treasuries (including strips) Y N/A N/A 2018-06-12 2018-06-12 2018-06-12 N N N 0.0296 18999901.20 18999901.20 0.0019 N N N Y RBC Capital Markets Co. RBC Capital Markets Co., 2.48% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INDIANA ST FIN AUTH WASTEWATER FIRST LIEN WASTE WTR UTL 2015 549300PS0PAS7NDSSI20 2040-10-01 2040-10-01 5 - 5 11717171.00 13351755.42 Other Instrument MUNICIPAL DEBT UNIVERSITY CONN GO BDS 2015 2033-02-15 2033-02-15 5 - 5 11005000.00 12214363.91 Other Instrument MUNICIPAL DEBT BIRMINGHAM ALA WTRWKS BRD WTR REV BDS 2015 2045-01-01 2045-01-01 5 - 5 279286.00 318065.79 Other Instrument MUNICIPAL DEBT ILLINOIS FIN AUTH REV REV BDS 2015 549300ZG6UBPNNNRN315 2029-11-15 2029-11-15 5 - 5 3835876.00 4317632.19 Other Instrument MUNICIPAL DEBT AMERICAN MUN PWR OHIO INC REV REV REF BDS 2015 EARKGGZJJEMVD66XQ486 2027-02-15 2027-02-15 5 - 5 374228.00 425584.14 Other Instrument MUNICIPAL DEBT MIAMI BEACH FLA RESORT TAX REV REV BDS 2015 2040-09-01 2040-09-01 5 - 5 11814961.00 13352796.33 Other Instrument MUNICIPAL DEBT PHOENIX ARIZ CIVIC IMPT CORP E REF BDS 2015 2033-07-01 2033-07-01 5 - 5 6845000.00 8001074.86 Other Instrument MUNICIPAL DEBT PENNSYLVANIA ST TPK COMMN TPK REV BDS A-1 549300J8LLBYEYEXZJ24 2025-12-01 2025-12-01 5 - 5 10000000.00 11728700.00 Other Instrument MUNICIPAL DEBT Y N/A N/A 2018-07-09 2018-07-09 2018-07-09 N N N 0.0246 59999994.00 59999994.00 0.0059 N N N Y Societe Generale Societe Generale, 1.83% O2RNE8IBXP4R0TD8PU41 DCE480000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2018-06-22 2099-12-31 0 - 8.5 229396119.00 229961821.35 Corporate Debt Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0183 219000000.00 219000000.00 0.0215 N Y Y N Societe Generale Societe Generale, 1.98% O2RNE8IBXP4R0TD8PU41 DCE481000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2018-09-26 2033-08-01 1.7 - 13.75 104127112.00 101525583.65 Corporate Debt Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0198 94000000.00 94000000.00 0.0092 N Y Y N Societe Generale Societe Generale, 2.23% O2RNE8IBXP4R0TD8PU41 DCE493000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MICROSEMI CORP SR 144A NT 23 2023-04-15 2023-04-15 9.125 - 9.125 4505000.00 5036183.30 Corporate Debt Securities NUMERICABLE GROUP SA SR SEC GLBL 22 5493001ZMCICV4N02J21 2022-05-15 2022-05-15 6 - 6 1775000.00 1797483.33 Corporate Debt Securities CVS HEALTH CORP 4.3%28 549300EJG376EN5NQE29 2028-03-25 2028-03-25 4.3 - 4.3 9345644.00 9386894.63 Corporate Debt Securities YPF SOCIEDAD ANONIMA SR GLBL REGS 27 5493003N7447U18U5U53 2027-07-21 2027-07-21 6.95 - 6.95 1055.00 1019.24 Corporate Debt Securities TMX FIN LLC/TITLEMAX FIN CORP SR SEC GLBL 18 2018-09-15 2018-09-15 8.5 - 8.5 7000.00 7134.71 Corporate Debt Securities SLM CORP FR 5.625%080133 54930067J0ZNOEBRW338 2033-08-01 2033-08-01 5.625 - 5.625 2000.00 1757.50 Corporate Debt Securities AES CORP SR GLBL NT 27 2NUNNB7D43COUIRE5295 2027-09-01 2027-09-01 5.125 - 5.125 516.00 512.94 Corporate Debt Securities PETSMART INC SR SEC 144A NT25 2025-06-01 2025-06-01 5.875 - 5.875 1473.00 1055.96 Corporate Debt Securities PBF HLDG CO LLC / PBF FIN CORP FR 7.25%061525 2025-06-15 2025-06-15 7.25 - 7.25 950.00 1015.01 Corporate Debt Securities ORBITAL ATK INC SR NT 5.25%21 FWKWX3B14WBY9DM0DR18 2021-10-01 2021-10-01 5.25 - 5.25 60000.00 61575.00 Corporate Debt Securities SPRINT NEXTEL CORP SR NT 144A 18 549300JKU50UT08ZWD77 2018-11-15 2018-11-15 9 - 9 698000.00 718242.00 Corporate Debt Securities Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0222 15999785.60 15999785.60 0.0016 N N N Y Societe Generale Societe Generale, 2.23% O2RNE8IBXP4R0TD8PU41 DCE078000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DIAMOND OFFSHORE DRILLING INC SR NT 4.875%43 F14FQJ2EEHW5VPYUHL14 2043-11-01 2043-11-01 4.875 - 4.875 11803000.00 8664139.69 Corporate Debt Securities NUMERICABLE GROUP SA SR SEC GLBL 22 5493001ZMCICV4N02J21 2022-05-15 2022-05-15 6 - 6 7473000.00 7567657.99 Corporate Debt Securities YPF SOCIEDAD ANONIMA SR GLBL REGS 27 5493003N7447U18U5U53 2027-07-21 2027-07-21 6.95 - 6.95 1.00 0.97 Corporate Debt Securities UNITED BK FOR AFRICA PLC SR GLBL 144A 22 0292002067E3RH4D8768 2022-06-08 2022-06-08 7.75 - 7.75 2030.00 2138.08 Corporate Debt Securities SPRINGLEAF FINANCE CORPORATION SR GLBL NT 23 5493008I795YYBFWFU90 2023-03-15 2023-03-15 5.625 - 5.625 8929312.00 8901407.90 Corporate Debt Securities PDC ENERGY INC SR GLBL 144A 26 5493008W8H2T511J5Y59 2026-05-15 2026-05-15 5.75 - 5.75 9500000.00 9429277.78 Corporate Debt Securities Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0222 31999568.00 31999568.00 0.0031 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.83% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 2021-01-20 2022-09-13 1.75 - 2.25 32686000.00 31622329.18 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0183 31000000.00 31000000.00 0.0030 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.90% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TEVA PHARMACEUTICAL FIN LLC 0.25%26 5493006PITD7MU7WW480 2026-02-01 2026-02-01 0.25 - 0.25 2886000.00 2596197.50 Equities LIBERTY MEDIA CORP SR AMZ EXC DB 31 549300SZUIU7Z32Q0664 2031-01-15 2031-01-15 3.5 - 3.5 19119000.00 11724195.67 Equities SQUARE INC SR CV NT0.375%22 549300OHIIUWSTIZME52 2022-03-01 2022-03-01 0.375 - 0.375 1168113.00 2960859.83 Equities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0190 16000000.00 16000000.00 0.0016 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 1.79%, dated 5/31/2018 due 06/01/2018 B4TYDEB6GKMZO031MB27 DCE593000_04197 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 2039-12-20 2044-09-20 3 - 5.25 61324310.67 12228200.01 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 11948976.72 11948976.72 0.0012 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.79% G5GSEF7VJP5I7OUK5573 DCE428000 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 2046-11-01 2046-11-01 3 - 3 2794702.00 2102367.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-10-01 2047-10-01 3 - 4.5 20641318.00 11158292.34 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0171 13000152.10 13000152.10 0.0013 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.79%, dated 5/31/2018 due 06/01/2018 R0MUWSFPU8MPRO8K5P83 DCE593000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-05 2048-02-15 0 - 7.5 2095157.62 2098168.74 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-04-24 2048-05-01 1.72 - 7 407520.44 285337.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2026-12-15 2053-05-15 2.454 - 6.5 588504.97 192734.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-05-01 2054-07-25 2.5 - 7.5 1537852.47 1043172.67 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 3545942.77 3545942.77 0.0003 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.79%, dated 5/31/2018 due 06/01/2018 1VUV7VQFKUOQSJ21A208 DCE593000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-16 2047-02-15 0 - 3 6101413.74 5973665.17 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 5844453.99 5844453.99 0.0006 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.78%, dated 5/31/2018 due 06/01/2018 CYYGQCGNHMHPSMRL3R97 DCE653000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-30 2048-02-15 0.875 - 8 347495282.05 358809027.02 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-31 2020-04-30 0 - 1.244 27703485.83 27753403.15 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0178 378320541.40 378320541.40 0.0371 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.77% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2044-08-15 2.75 - 4.375 97780400.00 103311908.14 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0169 101001181.70 101001181.70 0.0099 N N Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.79%, dated 5/31/2018 due 06/01/2018 ZBUT11V806EZRVTWT807 DCE593000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-26 2027-11-15 0 - 2.625 348381.91 339675.92 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-09-15 2048-03-15 3 - 8.5 59728.90 23779.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2048-06-25 0 - 7 600747.00 418720.70 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 766020.67 766020.67 0.0001 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.78%, dated 5/31/2018 due 06/01/2018 8NAV47T0Y26Q87Y0QP81 DCE653000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2019-10-31 1.181 - 1.25 15773087.83 15762771.96 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-07-20 2048-05-20 3.5 - 4.5 26611218.99 27451158.15 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0178 42364503.90 42364503.90 0.0042 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.78%, dated 5/31/2018 due 06/01/2018 VYVVCKR63DVZZN70PB21 DCE653000_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 2018-06-15 2048-02-15 0 - 8.875 7272437.81 7406933.74 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2048-06-01 3.5 - 5.909 9358626.99 9601289.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2023-05-20 2048-05-20 1.5 - 7 29156168.02 28150660.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2033-06-01 2048-06-01 3.397 - 5 7337158.90 7555396.39 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0178 51644954.70 51644954.70 0.0051 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.79%, dated 5/31/2018 due 06/01/2018 VYVVCKR63DVZZN70PB21 DCE593000_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 2018-06-15 2048-02-15 0 - 8.875 2259901.06 2301695.51 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2048-06-01 3.5 - 5.909 2908181.77 2983588.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2023-05-20 2048-05-20 1.5 - 7 9060243.18 8747783.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2033-06-01 2048-06-01 3.397 - 5 2280013.06 2347830.09 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 16048605.85 16048605.85 0.0016 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.78% G5GSEF7VJP5I7OUK5573 DCE424000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2039-11-15 2.125 - 5 12342300.00 12240658.70 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0171 12000116.40 12000116.40 0.0012 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.80% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 16316600.00 15300802.97 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0180 15000000.00 15000000.00 0.0015 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.79% 549300H47WTHXPU08X20 DCE541000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2042-08-15 2042-08-15 2.75 - 2.75 115141300.00 111180038.51 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 109000000.00 109000000.00 0.0107 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.79% 549300Y1PMK3RWXMWR72 DCE510000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2027-08-15 1.75 - 2.25 57864400.00 56102808.05 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0179 55000000.00 55000000.00 0.0054 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.80% U7M81AY481YLIOR75625 DCE435000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2020-08-15 8.75 - 8.75 9886000.00 11463792.10 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0180 11000000.00 11000000.00 0.0011 N Y Y N Societe Generale Societe Generale, 1.78% O2RNE8IBXP4R0TD8PU41 DCE447000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2018-11-08 N/A 9262400.00 9180520.38 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0173 9000052.20 9000052.20 0.0009 N N Y N Societe Generale Societe Generale, 1.78% O2RNE8IBXP4R0TD8PU41 DCE445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2021-02-15 0 - 2.25 33908400.00 33661677.73 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0173 33000191.40 33000191.40 0.0032 N N Y N U.S. Treasury Notes U.S. Treasury Notes, 2.07% 912828T75 254900HROIFWPRGM1V77 US912828T750 U.S. Treasury Debt Y N/A N/A 2018-06-01 2018-10-31 2018-10-31 N N N 0.0184 95088834.50 95088834.50 0.0093 N Y Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 1.98% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2018-06-07 2018-06-07 2024-09-03 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0198 25155000.00 25155000.00 0.0025 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.10% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Mater Note Y N/A N/A 2018-06-06 2018-06-07 2018-08-31 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0209 275000000.00 275000000.00 0.0270 N N Y N Fidelity Colchester Street Trust: Prime Money Market Portfolio 2018-06-04 Stephanie Dorsey Stephanie Dorsey President and Treasurer