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2.875 272565941.64 273679807.15 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 268293000.00 268293000.00 0.0107 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EEB158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2022-04-30 1.875 - 1.875 60925900.00 60256628.99 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-13 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 59000000.00 59000000.00 0.0023 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EEB566000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-04-30 2026-04-30 2.375 - 2.375 30666400.00 30632850.96 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 30000000.00 30000000.00 0.0012 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.75% G5GSEF7VJP5I7OUK5573 EEH980000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2044-05-15 1.75 - 3.375 773542100.00 788540626.48 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 771000000.00 771000000.00 0.0307 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.40% 3Y4U8VZURTYWI1W2K376 EEA881000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2046-11-15 2.25 - 2.875 156855000.00 155177394.05 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 152000000.00 152000000.00 0.0060 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EEE794000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-12 2019-07-12 0 - 0 15415000.00 15369971.24 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 15000000.00 15000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EEB698000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2022-12-31 2.125 - 2.125 30745000.00 30783830.90 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 30000000.00 30000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EED997000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 30290000.00 29621235.29 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 29000000.00 29000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EED273000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-11-15 2048-05-15 2.875 - 3.125 46345000.00 48426812.63 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 47000000.00 47000000.00 0.0019 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EEH525000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2046-11-15 2.125 - 3.125 60255000.00 62689596.82 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-22 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 61000000.00 61000000.00 0.0024 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EEE103000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-11-15 2047-02-15 2.875 - 3 18370000.00 18654786.37 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 18000000.00 18000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EEB677000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-04 2045-11-15 0 - 3 59789300.00 60264100.31 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 59000000.00 59000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EEC137000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2045-02-15 1.181 - 5.25 89952900.00 89844834.88 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 88000000.00 88000000.00 0.0035 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EED018000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2047-08-15 0 - 6 45247300.00 44919446.85 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 44000000.00 44000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EED487000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2046-08-15 1.75 - 4.375 65388800.00 66340288.45 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 65000000.00 65000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EED486000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2048-05-15 0 - 3.875 68987300.00 69529191.23 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 68000000.00 68000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEC143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2048-11-15 2 - 4.375 93192900.00 99452777.97 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 97000000.00 97000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEB676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2046-02-15 0 - 4.75 61409500.00 60513740.43 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 59000000.00 59000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EED021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2026-04-30 0 - 2.51 44817600.00 44919550.09 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 44000000.00 44000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEF854000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2036-02-15 0 - 8.125 63457100.00 62241143.60 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 61000000.00 61000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEB554000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-30 2048-02-15 0 - 7.625 120827900.00 120591804.22 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 118000000.00 118000000.00 0.0047 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEH562000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2045-02-15 1.125 - 6.25 30088100.00 30604208.72 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 30000000.00 30000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECE930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2045-02-15 0 - 7.125 37972200.00 37889065.69 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0242 37000000.00 37000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECF412000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2048-05-15 1.375 - 6.75 46069000.00 47310797.65 U.S. Treasuries (including strips) Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0242 46000000.00 46000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECJ938000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2045-02-15 0 - 8.125 59216900.00 59349320.45 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 58000000.00 58000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECH845000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2045-02-15 1.125 - 7.125 59347500.00 59361351.52 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 58000000.00 58000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EDA435000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2047-02-15 0 - 6.25 61796900.00 60379247.73 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 59000000.00 59000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECH241000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2046-05-15 0 - 7.125 100289400.00 99284819.18 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 97000000.00 97000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEH567000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2045-02-15 0 - 6 30448900.00 30604241.76 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 30000000.00 30000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEF316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2047-02-15 0 - 5.25 47901100.00 46974723.17 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 46000000.00 46000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEF853000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2045-02-15 2.021 - 2.51 93783200.00 93872010.98 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 92000000.00 92000000.00 0.0037 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECJ229000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2046-08-15 0 - 7.625 27902600.00 35816664.36 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 35000000.00 35000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBF938000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2047-02-15 0.875 - 8.75 98838500.00 102571663.61 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 100000000.00 100000000.00 0.0040 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBF392000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2045-02-15 0 - 6.75 87443500.00 107209142.83 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 104000000.00 104000000.00 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBE887000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2046-02-15 0 - 8.125 59307200.00 59499690.88 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 58000000.00 58000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBG521000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2045-02-15 0 - 7.5 59505400.00 59479493.46 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 58000000.00 58000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBC945000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2045-02-15 1.125 - 5.25 61838300.00 60548605.38 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0247 59000000.00 59000000.00 0.0023 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBE386000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2045-02-15 0 - 7.875 59156300.00 59501013.28 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 58000000.00 58000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBE375000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2046-02-15 2.021 - 3.125 45458200.00 45141740.88 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 44000000.00 44000000.00 0.0018 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EEB181000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2046-02-15 2.125 - 6.25 11919400.00 12257097.01 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 12000000.00 12000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EEB196000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2045-02-15 2.125 - 6.25 29188200.00 29612116.14 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 29000000.00 29000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EDJ397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2043-02-15 2.125 - 3.125 41466800.00 41890467.47 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 41000000.00 41000000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EED900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2044-08-15 2 - 3.125 52457200.00 54093589.38 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 53000000.00 53000000.00 0.0021 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.44% 2IGI19DL77OX0HC3ZE78 EEI026000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2047-08-15 2.125 - 4.25 29708300.00 30605444.55 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 30000000.00 30000000.00 0.0012 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.75%, dated 4/30/2019 due 05/01/2019 E57ODZWZ7FF32TWEFA76 EEI318000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-07 2048-08-15 0 - 8.75 402386287.67 410632060.60 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 402440000.00 402440000.00 0.0160 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 2.75%, dated 4/30/2019 due 05/01/2019 MBNUM2BPBDO7JBLYG310 EEI318000_00137 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-13 2021-09-30 0 - 2.125 23862203.73 23664735.05 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0275 23199000.00 23199000.00 0.0009 N Y Y N Credit AG Credit AG, 2.44% 1VUV7VQFKUOQSJ21A208 EEF881000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2023-08-31 2.75 - 2.75 29896700.00 30610466.49 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-28 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 30000000.00 30000000.00 0.0012 N N Y N Credit AG Credit AG, 2.45% 1VUV7VQFKUOQSJ21A208 EEE932000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-15 2025-05-15 2.125 - 2.125 72712200.00 72454542.51 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0245 71000000.00 71000000.00 0.0028 N Y Y N Credit AG Credit AG, 2.48% 1VUV7VQFKUOQSJ21A208 EEH556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2023-08-31 2.75 - 2.75 29890600.00 30604220.86 U.S. Treasuries (including strips) Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0245 30000000.00 30000000.00 0.0012 N N Y N Credit AG Credit AG, 2.48% 1VUV7VQFKUOQSJ21A208 EEI158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2023-08-31 2.75 - 2.75 29888600.00 30602173.11 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0245 30000000.00 30000000.00 0.0012 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.73%, dated 4/30/2019 due 05/01/2019 1VUV7VQFKUOQSJ21A208 EEI412000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2049-02-15 0 - 8.125 319830482.62 325745450.18 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0273 318882000.00 318882000.00 0.0127 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.78% 7LTWFZYICNSX8D621K86 EEI036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-12-31 2024-12-31 2.25 - 2.25 142371500.00 142811081.05 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0278 140000000.00 140000000.00 0.0056 N Y Y N DNB Bank ASA DNB Bank ASA, 2.75% 549300GKFG0RYRRQ1414 EEI001000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2025-07-31 1.75 - 2.875 235635200.00 242778633.43 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 238000000.00 238000000.00 0.0095 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.70% 549300H47WTHXPU08X20 EEH994000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2026-05-15 0.25 - 2.875 2284190400.00 2306220011.67 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0270 2261000000.00 2261000000.00 0.0900 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.75% 549300H47WTHXPU08X20 EEH970000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2022-02-28 1.875 - 2 665780900.00 666060067.96 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 653000000.00 653000000.00 0.0260 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.44% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2029-08-15 2031-02-15 5.375 - 6.125 68664600.00 91837366.18 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0241 90000000.00 90000000.00 0.0036 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.76% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-31 2023-10-31 2.875 - 2.875 33873000.00 34682774.71 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0276 34000000.00 34000000.00 0.0014 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.74% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-19 2019-09-19 0 - 0 56690000.00 56156688.83 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 55000000.00 55000000.00 0.0022 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.76% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-01-15 2020-01-15 1.375 - 1.375 5130000.00 5111183.47 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0276 5000000.00 5000000.00 0.0002 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 2.45% H7FNTJ4851HG0EXQ1Z70 EDI784000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2027-11-15 6.125 - 6.75 9391900.00 12255922.57 U.S. Treasuries (including strips) Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0243 11999974.80 11999974.80 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.45% H7FNTJ4851HG0EXQ1Z70 EEE409000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 12406200.00 15309052.22 U.S. Treasuries (including strips) Y N/A N/A 2019-05-24 2019-05-24 2019-05-24 N N N 0.0243 14999956.50 14999956.50 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EEE403000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-09-30 2025-09-30 3 - 3 29499000.00 30604003.52 U.S. Treasuries (including strips) Y N/A N/A 2019-06-24 2019-06-24 2019-06-24 N N N 0.0245 29999574.00 29999574.00 0.0012 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.50% H7FNTJ4851HG0EXQ1Z70 EAJ057000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2026-08-15 1 - 6.75 130079500.00 164272387.00 U.S. Treasuries (including strips) Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0252 159997280.00 159997280.00 0.0064 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.74% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2024-12-31 1.875 - 2.75 304020000.00 304919405.62 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 299000000.00 299000000.00 0.0119 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.74% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2037-05-15 0 - 5 1073109600.00 1094543375.05 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 1073000000.00 1073000000.00 0.0427 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.43% 549300Y1PMK3RWXMWR72 EDH356000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2023-05-31 2.75 - 3.375 19846500.00 20438589.96 U.S. Treasuries (including strips) Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0246 19999060.00 19999060.00 0.0008 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.44% 549300Y1PMK3RWXMWR72 EEE846000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2022-06-30 1.375 - 2.625 384986000.00 381660998.92 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0244 374000000.00 374000000.00 0.0149 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.44% 549300Y1PMK3RWXMWR72 EEF321000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-15 2023-06-30 2.375 - 2.625 36921100.00 37755379.36 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0241 37000000.00 37000000.00 0.0015 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.48% 549300Y1PMK3RWXMWR72 EEH598000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-06-30 2023-06-30 2.625 - 2.625 45889600.00 46926551.57 U.S. Treasuries (including strips) Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0245 46000000.00 46000000.00 0.0018 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.48% 549300Y1PMK3RWXMWR72 EEI159000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2023-05-31 2.75 - 2.75 29715600.00 30602163.95 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0245 30000000.00 30000000.00 0.0012 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.74% 549300Y1PMK3RWXMWR72 EEI010000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-31 2028-11-15 1.25 - 3.125 944746300.00 957853950.92 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 939000000.00 939000000.00 0.0374 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EEB967000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-02-15 2028-02-15 2.75 - 2.75 14945000.00 15313903.09 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 15000000.00 15000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EEB586000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2025-05-15 2.125 - 2.125 22575000.00 22456356.54 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 22000000.00 22000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EEB583000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2048-05-15 2.125 - 3.125 43900000.00 43961840.71 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 43000000.00 43000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EEE400000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 1.625 17120000.00 16323543.76 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 16000000.00 16000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EEE413000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2028-08-15 2.75 - 2.875 19650000.00 20403554.61 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 20000000.00 20000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EEF335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2022-11-15 1.625 - 1.625 13465000.00 13262374.08 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-20 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 13000000.00 13000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EDJ272000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2048-05-15 2.75 - 3.125 28887000.00 29609582.03 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 29000000.00 29000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.72% U7M81AY481YLIOR75625 EEI029000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2026-01-31 1.75 - 2.875 746930000.00 758365229.51 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0272 738600000.00 738600000.00 0.0294 N Y Y N Natixis SA Natixis SA, 2.42% KX1WK48MPD4Y2NCUIZ63 EEA655000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2028-05-15 0 - 2.875 59977000.00 60260951.80 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-10 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 59000000.00 59000000.00 0.0023 N N Y N Natixis SA Natixis SA, 2.42% KX1WK48MPD4Y2NCUIZ63 EDG936000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2045-11-15 0 - 5.375 109103500.00 108330883.22 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-03 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 106000000.00 106000000.00 0.0042 N N Y N Natixis SA Natixis SA, 2.42% KX1WK48MPD4Y2NCUIZ63 EDJ161000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2045-11-15 0 - 3 70879900.00 71505606.43 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-07 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 70000000.00 70000000.00 0.0028 N N Y N Natixis SA Natixis SA, 2.43% KX1WK48MPD4Y2NCUIZ63 EEF211000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2042-02-15 0 - 3.125 93486700.00 92857678.54 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 91000000.00 91000000.00 0.0036 N N Y N Natixis SA Natixis SA, 2.44% KX1WK48MPD4Y2NCUIZ63 EED883000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2045-02-15 0 - 3.75 28866400.00 29645526.34 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-22 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 29000000.00 29000000.00 0.0012 N N Y N Natixis SA Natixis SA, 2.45% KX1WK48MPD4Y2NCUIZ63 EEH575000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2045-08-15 0 - 6.125 30487700.00 30623816.66 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-03 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 30000000.00 30000000.00 0.0012 N N Y N Norinchukin Bank Norinchukin Bank, 2.50% 5493007VSMFZCPV1NB83 EEB956000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 13030000.00 12252061.47 U.S. Treasuries (including strips) Y N/A N/A 2019-07-17 2019-07-17 2019-07-17 N N N 0.0248 12000000.00 12000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 2.50% 5493007VSMFZCPV1NB83 EEC390000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 32575000.00 30630153.66 U.S. Treasuries (including strips) Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0248 30000000.00 30000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 ECD341000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 47940000.00 45077807.11 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0253 43999190.40 43999190.40 0.0018 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 ECE873000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 31585000.00 29699260.28 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0251 29000000.00 29000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EDA433000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 16325000.00 15350337.94 U.S. Treasuries (including strips) Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0253 14999751.00 14999751.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EDB005000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 15235000.00 14325414.92 U.S. Treasuries (including strips) Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0253 13999792.80 13999792.80 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EDC509000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 31545000.00 29661648.42 U.S. Treasuries (including strips) Y N/A N/A 2019-06-24 2019-06-24 2019-06-24 N N N 0.0253 28999594.00 28999594.00 0.0012 N N N Y Prudential Insurance Co. of America Prudential Insurance Co. of America, 2.77% X574KRZ6V5A7UBU45C31 EEH991000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-30 2036-02-15 0 - 8.75 124700000.00 136084663.70 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 133444875.00 133444875.00 0.0053 N Y Y N RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 EDJ201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2049-02-15 1.125 - 4.5 31730700.00 32700615.40 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0240 32000000.00 32000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 EED297000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-16 2049-02-15 0 - 4.5 82376800.00 81675042.50 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 80000000.00 80000000.00 0.0032 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 EEE824000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2048-11-15 1.25 - 6.5 47177700.00 46943216.20 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 46000000.00 46000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 EEE361000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2049-02-15 0 - 6.5 60638900.00 62253882.42 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 61000000.00 61000000.00 0.0024 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 EDB450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2048-11-15 1.125 - 6.5 23776700.00 23527493.42 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 23000000.00 23000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 EDB458000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2049-02-15 1.125 - 4.5 23275600.00 23527671.31 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 23000000.00 23000000.00 0.0009 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EEB941000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2047-11-15 2.75 - 8.5 25689900.00 29899220.88 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0241 29000000.00 29000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EEB111000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2043-11-15 2.75 - 8.5 25695300.00 29906944.72 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-11 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0241 29000000.00 29000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EEE831000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2047-11-15 2.75 - 8.5 27603600.00 31943085.38 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-24 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0241 31000000.00 31000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EED942000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-02-29 2024-12-31 2.25 - 2.375 186545700.00 187794057.86 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-21 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0241 184000000.00 184000000.00 0.0073 N N Y N Societe Generale Societe Generale, 2.44% O2RNE8IBXP4R0TD8PU41 EDH453000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2047-02-15 1.125 - 8.5 78291000.00 79196992.80 U.S. Treasuries (including strips) Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0241 77000000.00 77000000.00 0.0031 N N Y N Societe Generale Societe Generale, 2.44% O2RNE8IBXP4R0TD8PU41 EDH838000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2048-05-15 0 - 8.75 389055900.00 402971597.03 U.S. Treasuries (including strips) Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0241 392000000.00 392000000.00 0.0156 N N Y N Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 ECG671000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-06 2043-08-15 0 - 6.5 56999600.00 58405284.31 U.S. Treasuries (including strips) Y N/A N/A 2019-05-08 2019-05-08 2019-05-08 N N N 0.0250 56999259.00 56999259.00 0.0023 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 ECH214000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2045-05-15 2.375 - 8.5 27854700.00 28933841.23 U.S. Treasuries (including strips) Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0250 27999571.60 27999571.60 0.0011 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 ECH854000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2046-11-15 1.875 - 8.75 85491900.00 88336364.35 U.S. Treasuries (including strips) Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0249 85998426.20 85998426.20 0.0034 N N N Y Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.75%, dated 4/30/2019 due 05/01/2019 5U0XI89JRFVHWIBS4F54 EEI318000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-30 2047-11-15 1.25 - 3.75 4960543347.44 4973114774.56 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 4867889000.00 4867889000.00 0.1937 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.75% SUVUFHICNZMP2WKHG940 EEH990000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2048-05-15 2.536 - 3.375 295335100.00 298544844.21 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 291000000.00 291000000.00 0.0116 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.75%, dated 4/30/2019 due 05/01/2019 VYVVCKR63DVZZN70PB21 EEI318000_08395 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-02 2046-11-15 0 - 2.875 132207512.80 132440265.23 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 129743000.00 129743000.00 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.20% 912796RJ0 254900HROIFWPRGM1V77 US912796RJ04 U.S. Treasury Debt Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0120 182987850.63 182987850.63 0.0073 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.04% 912796VA4 254900HROIFWPRGM1V77 US912796VA49 U.S. Treasury Debt Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0204 257898046.14 257898046.14 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.26% 912796RQ4 254900HROIFWPRGM1V77 US912796RQ47 U.S. Treasury Debt Y N/A N/A 2019-05-16 2019-05-16 2019-05-16 N N N 0.0226 88911210.04 88911210.04 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.27% 912796QH5 254900HROIFWPRGM1V77 US912796QH56 U.S. Treasury Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0227 24963982.75 24963982.75 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.29% 912796VC0 254900HROIFWPRGM1V77 US912796VC05 U.S. Treasury Debt Y N/A N/A 2019-05-21 2019-05-21 2019-05-21 N N N 0.0229 122836769.16 122836769.16 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.31% 912796RR2 254900HROIFWPRGM1V77 US912796RR20 U.S. Treasury Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0231 241536615.98 241536615.98 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.35% 912796RS0 254900HROIFWPRGM1V77 US912796RS03 U.S. Treasury Debt Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0235 186553537.50 186553537.50 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796RU5 254900HROIFWPRGM1V77 US912796RU58 U.S. Treasury Debt Y N/A N/A 2019-06-13 2019-06-13 2019-06-13 N N N 0.0237 123646236.68 123646236.68 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796QM4 254900HROIFWPRGM1V77 US912796QM42 U.S. Treasury Debt Y N/A N/A 2019-06-20 2019-06-20 2019-06-20 N N N 0.0237 128573582.76 128573582.76 0.0051 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796RZ4 254900HROIFWPRGM1V77 US912796RZ46 U.S. Treasury Debt Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0237 234893988.36 234893988.36 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796QR3 254900HROIFWPRGM1V77 US912796QR39 U.S. Treasury Debt Y N/A N/A 2019-07-18 2019-07-18 2019-07-18 N N N 0.0237 208522567.97 208522567.97 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0237 292614849.66 292614849.66 0.0116 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.38% 912796SC4 254900HROIFWPRGM1V77 US912796SC42 U.S. Treasury Debt Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0238 219556593.75 219556593.75 0.0087 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796QV4 254900HROIFWPRGM1V77 US912796QV41 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0239 171787654.06 171787654.06 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y N/A N/A 2019-08-22 2019-08-22 2019-08-22 N N N 0.0239 248136285.00 248136285.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796SF7 254900HROIFWPRGM1V77 US912796SF72 U.S. Treasury Debt Y N/A N/A 2019-08-29 2019-08-29 2019-08-29 N N N 0.0239 15874133.28 15874133.28 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796SG5 254900HROIFWPRGM1V77 US912796SG55 U.S. Treasury Debt Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0242 243945405.54 243945405.54 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796RF8 254900HROIFWPRGM1V77 US912796RF81 U.S. Treasury Debt Y N/A N/A 2019-10-10 2019-10-10 2019-10-10 N N N 0.0242 143451943.75 143451943.75 0.0057 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796SN0 254900HROIFWPRGM1V77 US912796SN07 U.S. Treasury Debt Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0242 310107258.05 310107258.05 0.0123 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.43% 912796RA9 254900HROIFWPRGM1V77 US912796RA94 U.S. Treasury Debt Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0243 186336278.96 186336278.96 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.43% 912796SJ9 254900HROIFWPRGM1V77 US912796SJ94 U.S. Treasury Debt Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0243 189837535.43 189837535.43 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.43% 912796SK6 254900HROIFWPRGM1V77 US912796SK67 U.S. Treasury Debt Y N/A N/A 2019-09-26 2019-09-26 2019-09-26 N N N 0.0243 249542090.28 249542090.28 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796SQ3 254900HROIFWPRGM1V77 US912796SQ38 U.S. Treasury Debt Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0244 246988785.00 246988785.00 0.0098 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.41% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-05-01 2020-01-31 2020-01-31 N N N 0.0246 535827772.48 535827772.48 0.0213 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.41% to 2.44% 912828WL0 254900HROIFWPRGM1V77 US912828WL05 U.S. Treasury Debt Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0238 152883577.71 152883577.71 0.0061 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.41% 912828WW6 254900HROIFWPRGM1V77 US912828WW69 U.S. Treasury Debt Y N/A N/A 2019-07-31 2019-07-31 2019-07-31 N N N 0.0243 87817812.72 87817812.72 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.41% to 2.48% 912828LJ7 254900HROIFWPRGM1V77 US912828LJ77 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0246 86288906.68 86288906.68 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.42% 912828F62 254900HROIFWPRGM1V77 US912828F627 U.S. Treasury Debt Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0243 14931445.35 14931445.35 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.43% to 2.47% 912828SX9 254900HROIFWPRGM1V77 US912828SX98 U.S. Treasury Debt Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0237 209776081.20 209776081.20 0.0083 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.43% 9128282B5 254900HROIFWPRGM1V77 US9128282B53 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0244 258710155.60 258710155.60 0.0103 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.45% 9128282K5 254900HROIFWPRGM1V77 US9128282K52 U.S. Treasury Debt Y N/A N/A 2019-07-31 2019-07-31 2019-07-31 N N N 0.0246 47369174.08 47369174.08 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.45% 9128282X7 254900HROIFWPRGM1V77 US9128282X73 U.S. Treasury Debt Y N/A N/A 2019-09-30 2019-09-30 2019-09-30 N N N 0.0245 120262063.10 120262063.10 0.0048 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.46% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-05-01 2019-10-31 2019-10-31 N N N 0.0245 297020020.77 297020020.77 0.0118 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.46% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y N/A N/A 2019-05-01 2020-07-31 2020-07-31 N N N 0.0250 126933443.11 126933443.11 0.0051 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2019-05-01 2019-07-31 2019-07-31 N N N 0.0242 210019679.10 210019679.10 0.0084 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% to 2.53% 912828KQ2 254900HROIFWPRGM1V77 US912828KQ20 U.S. Treasury Debt Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0245 427113906.52 427113906.52 0.0170 N Y Y N Fidelity Colchester Street Trust: Treasury Portfolio 2019-05-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer