N-MFP2 0000356173 XXXXXXXX 2020-01-31 0000356173 549300YIOQXOFUNG4P25 S000004819 6 N N 002-74808 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 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. LLC 0000862124 084-01839 N N N Exempt Government N 33 82 25744485203.61 24599726975.98 23478490330.24 21700039069.32 21694101089.93 30679185203.61 30246526975.98 29865290330.24 30131939069.32 30371001089.93 0.8000 0.7800 0.7500 0.6800 0.6800 0.9600 0.9500 0.9600 0.9500 0.9500 354.78 31644612531.29 31637611117.10 49494219.81 644318388.94 31042787302.75 31037942878.91 1.0000 0.0165 1.0003 1.0003 1.0003 1.0004 1.0004 C000013038 1000000.00 9986577709.70 9982677016.83 1.0006 1.0006 1.0006 1.0006 1.0006 782780038.18 1233167368.05 971242728.72 1069059267.24 1340994508.12 765116071.21 1236538040.31 1393221798.10 1467150966.24 1033675762.60 5517210393.41 4862584669.47 0.0147 Y Fidelity Investments, Reimbursement Fees, -193320.52; C000013077 1000000.00 803000842.71 802445850.62 1.0009 1.0009 1.0009 1.0009 1.0009 23396655.25 49428483.42 41274824.75 54257991.89 37048251.32 23105537.89 11805186.19 43005652.31 28050816.27 25596782.15 119660305.53 171680505.27 0.0132 Y Fidelity Investments, Reimbursement Fees, -15215.08; C000013078 1000000.00 2250223540.91 2249978456.35 1.0003 1.0003 1.0003 1.0003 1.0003 165526899.60 259862177.03 105295620.58 120274829.49 159115972.37 79145200.06 78342881.10 46935771.10 127533124.03 118021782.50 525491442.95 571141620.59 0.0122 Y Fidelity Investments, Reimbursement Fees, -34131.73; C000013079 1000000.00 195870756.74 195824892.64 1.0004 1.0004 1.0004 1.0004 1.0004 9324533.20 24933507.33 8080393.38 2921231.88 3520249.04 2773982.41 1112382.06 6811835.69 6682571.22 23578103.31 28106895.61 47005093.43 0.0142 Y Fidelity Investments, Reimbursement Fees, -4149.41; C000056568 1000000.00 1092235644.81 1091933210.52 1.0004 1.0005 1.0004 1.0005 1.0005 17049460.16 33116695.31 30284816.83 14126671.61 10154059.94 26002295.01 17335984.66 19192999.49 24978483.14 11231469.94 96071976.70 100178301.35 0.0097 Y Fidelity Investments, Reimbursement Fees, -13719.69; C000141703 10000000.00 16714878807.88 16715083451.95 1.0002 1.0002 1.0002 1.0002 1.0002 3136704772.50 2497349355.20 2128878384.43 2789742075.66 2563190242.72 3641739079.09 3186202033.37 2249599072.52 2837524846.70 3541376056.90 12289119147.35 13413894830.71 0.0151 Y Fidelity Investments, Reimbursement Fees, -509915.96; Barclays Bank PLC Barclays Bank PLC, 1.56% G5GSEF7VJP5I7OUK5573 FFB068000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2029-02-15 2029-02-15 2.625 - 2.625 56350400.00 62290184.49 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-10 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 61000000.00 61000000.00 0.0020 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.55% 3Y4U8VZURTYWI1W2K376 FFA584000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2049-05-15 2049-05-15 2.875 - 2.875 27080000.00 32309498.16 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0154 31000000.00 31000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.55% 3Y4U8VZURTYWI1W2K376 FFB447000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-01-31 2045-05-15 2.625 - 3 40160000.00 48033865.94 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0154 46000000.00 46000000.00 0.0015 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.55% 3Y4U8VZURTYWI1W2K376 FFC527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2044-05-15 2045-05-15 3 - 3.375 343400000.00 414372813.85 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0154 400000000.00 400000000.00 0.0129 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.56% 3Y4U8VZURTYWI1W2K376 FFE365000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-30 2026-08-15 1.5 - 1.75 306965000.00 310034035.06 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 303000000.00 303000000.00 0.0098 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.58% 3Y4U8VZURTYWI1W2K376 FGA363000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-15 2026-08-15 1.5 - 2.625 150300000.00 158055071.27 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 155000000.00 155000000.00 0.0050 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.58% 3Y4U8VZURTYWI1W2K376 FGA473000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-15 2021-12-15 2.625 - 2.625 309625000.00 317538520.10 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 310000000.00 310000000.00 0.0100 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.62% 3Y4U8VZURTYWI1W2K376 FDF184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-01-31 2046-05-15 2.5 - 2.625 40990000.00 45002515.22 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 43000000.00 43000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.64% 3Y4U8VZURTYWI1W2K376 FCG403000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-15 2021-09-15 2.75 - 2.75 29880000.00 30812465.88 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0163 30000000.00 30000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.56% R0MUWSFPU8MPRO8K5P83 FFB217000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-02-29 2048-11-15 1.25 - 6.125 23877000.00 24520349.83 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 24000000.00 24000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFD428000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2047-08-15 0 - 6.125 25810000.00 27564118.38 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 27000000.00 27000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFC996000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2048-11-15 1.675 - 4.5 42851800.00 51364524.41 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 50000000.00 50000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFA131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2049-05-15 0 - 6.375 48405500.00 61544846.76 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 60000000.00 60000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFA227000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2047-08-15 0 - 6.25 18946700.00 19403779.77 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 19000000.00 19000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.58% R0MUWSFPU8MPRO8K5P83 FFI676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2046-08-15 0 - 6.25 53287800.00 63401086.51 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 62000000.00 62000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.58% R0MUWSFPU8MPRO8K5P83 FFB929000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2039-08-15 2039-08-15 4.5 - 4.5 21705900.00 31653318.07 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 31000000.00 31000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FFJ820000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2037-05-15 1.756 - 5 48356100.00 51009163.85 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 50000000.00 50000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGA464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2043-11-15 1.375 - 4.5 85866600.00 92021058.24 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 90000000.00 90000000.00 0.0029 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEF606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2049-05-15 0 - 8.75 130925100.00 147943750.15 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 144000000.00 144000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH380000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2048-11-15 1.625 - 6.25 47247800.00 49083363.68 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 48000000.00 48000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEE302000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2047-11-15 1.375 - 6.25 59924100.00 62526704.75 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 61000000.00 61000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2046-08-15 0 - 7.5 95782000.00 112593501.14 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 110000000.00 110000000.00 0.0035 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEG013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-02-29 2047-02-15 1.375 - 6.125 27767300.00 29706033.73 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 29000000.00 29000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FED009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2048-05-15 1.75 - 7.5 42389000.00 47165811.16 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 45900000.00 45900000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH235000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2048-11-15 0 - 3.375 32672500.00 35768949.51 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 35000000.00 35000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEE298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-02-28 2048-05-15 1.375 - 4.375 56582700.00 62587865.55 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 61000000.00 61000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEB520000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2048-02-15 1.625 - 7.5 11902400.00 12271386.27 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 12000000.00 12000000.00 0.0004 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.56% 549300HN4UKV1E2R3U73 FFB482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2022-08-31 1.625 - 2 30216800.00 30634500.58 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0155 30000000.00 30000000.00 0.0010 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.58% 2IGI19DL77OX0HC3ZE78 FGA229000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2047-02-15 1.375 - 4.625 142911300.00 158258908.93 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 155000000.00 155000000.00 0.0050 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FDB533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2044-08-15 1.375 - 4.5 157332000.00 190987258.21 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 3 N N/A N/A N N 0.0159 186000000.00 186000000.00 0.0060 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FGA402000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-06-30 2024-05-31 2 - 2.625 79078100.00 82631052.73 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 81000000.00 81000000.00 0.0026 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FGA231000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-08-15 2044-08-15 3.125 - 3.125 39411400.00 48418687.19 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 47000000.00 47000000.00 0.0015 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.58%, dated 1/31/2020 due 02/03/2020 E57ODZWZ7FF32TWEFA76 FGB035000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-08-15 1.125 - 8.75 329863118.93 360020676.39 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 352858000.00 352858000.00 0.0114 N Y Y N Citibank NA In a joint trading account with Citibank NA at 1.58%, dated 1/31/2020 due 02/03/2020 E57ODZWZ7FF32TWEFA76 FGB131000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-08-15 1.125 - 8.75 39865931.07 43510652.29 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 42645000.00 42645000.00 0.0014 N Y Y N Credit AG Credit AG, 1.58% 1VUV7VQFKUOQSJ21A208 FGA805000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2049-02-15 2.125 - 3.875 478593200.00 630428575.71 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0157 612000000.00 612000000.00 0.0197 N N Y N Credit AG Credit AG, 1.67% 1VUV7VQFKUOQSJ21A208 FDJ177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-15 2022-12-15 1.625 - 1.625 30379600.00 30689433.90 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0166 30000000.00 30000000.00 0.0010 N N N Y Credit AG Credit AG, 1.68% 1VUV7VQFKUOQSJ21A208 FCJ730000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2021-12-15 2.625 - 2.625 88840700.00 91148594.97 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0167 89000000.00 89000000.00 0.0029 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.59% 1VUV7VQFKUOQSJ21A208 FGA783000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2024-03-31 2.125 - 2.125 123760000.00 128400150.00 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 126000000.00 126000000.00 0.0041 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.58%, dated 1/31/2020 due 02/03/2020 1VUV7VQFKUOQSJ21A208 FGB131000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-30 2045-08-15 0 - 4.25 125369889.71 131104216.68 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 128355000.00 128355000.00 0.0041 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.58%, dated 1/31/2020 due 02/03/2020 1VUV7VQFKUOQSJ21A208 FGB035000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-30 2045-08-15 0 - 4.25 148235450.99 155015632.00 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 151765000.00 151765000.00 0.0049 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.59% 7LTWFZYICNSX8D621K86 FGA798000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-08-15 2025-08-15 2 - 2 237034700.00 246872773.69 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 242000000.00 242000000.00 0.0078 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.59% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-11-15 2027-11-15 2.25 - 2.25 5764800.00 6120849.13 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 6000000.00 6000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 1.58% 549300GKFG0RYRRQ1414 FGA791000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-07-31 2025-03-31 1.75 - 2.625 359970800.00 385610899.42 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 378000000.00 378000000.00 0.0122 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.59% 549300H47WTHXPU08X20 FGA775000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2024-01-31 2.5 - 2.5 994950400.00 1038360085.95 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 1018000000.00 1018000000.00 0.0328 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 1.59% 549300H47WTHXPU08X20 FGA684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-30 2022-11-15 1.375 - 2 1521315000.00 1538226078.48 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 1509000000.00 1509000000.00 0.0486 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.54% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2027-08-15 1.25 - 6.375 578572600.00 608076104.29 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0153 596000000.00 596000000.00 0.0192 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.58% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2021-08-31 1.5 - 1.5 121429000.00 122270496.29 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 119000000.00 119000000.00 0.0038 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.58% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2021-04-30 0 - 0 30613000.00 30618317.48 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 30000000.00 30000000.00 0.0010 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.58%, dated 1/31/2020 due 02/03/2020 KBVRJ5K57JZ3E2AVWX40 FGB035000_03735 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2028-08-15 0 - 2.875 63384206.25 64025709.45 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 62762000.00 62762000.00 0.0020 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.58%, dated 1/31/2020 due 02/03/2020 KBVRJ5K57JZ3E2AVWX40 FGB131000_03735 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2028-08-15 0 - 2.875 3414518.36 3449076.25 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 3381000.00 3381000.00 0.0001 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.58% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2049-11-15 0 - 3.875 118432800.00 124583616.97 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0157 122000000.00 122000000.00 0.0039 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.59% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-11-15 2028-11-15 3.125 - 3.125 124700000.00 141832754.59 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 139000000.00 139000000.00 0.0045 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.58%, dated 1/31/2020 due 02/03/2020 ZBUT11V806EZRVTWT807 FGB035000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-15 2039-08-15 1.75 - 4.5 11874798.25 12894139.48 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 12639000.00 12639000.00 0.0004 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.63% 213800MBWEIJDM5CU638 FFB091000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-15 2023-02-15 2 - 2 23855100.00 24528941.76 U.S. Treasuries (including strips) Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0162 24000000.00 24000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.65% 213800MBWEIJDM5CU638 FCJ052000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2047-11-15 2047-11-15 2.75 - 2.75 26880800.00 31111295.16 U.S. Treasuries (including strips) Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0164 30000000.00 30000000.00 0.0010 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.67% 213800MBWEIJDM5CU638 FDE634000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-15 2026-08-15 1.5 - 2.375 143843100.00 148346782.75 U.S. Treasuries (including strips) Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0166 145000000.00 145000000.00 0.0047 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.61% H7FNTJ4851HG0EXQ1Z70 FFF556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2021-05-15 2.625 - 2.625 30053300.00 30656893.02 U.S. Treasuries (including strips) Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0160 30000000.00 30000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.61% H7FNTJ4851HG0EXQ1Z70 FFE331000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2026-09-30 1.625 - 1.625 44342900.00 45042345.64 U.S. Treasuries (including strips) Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0160 44000000.00 44000000.00 0.0014 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.61% H7FNTJ4851HG0EXQ1Z70 FFH823000 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 49027200.00 63354999.51 U.S. Treasuries (including strips) Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0160 62000000.00 62000000.00 0.0020 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.64% H7FNTJ4851HG0EXQ1Z70 FFD100000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-11-15 2.75 - 2.75 29035400.00 30683298.54 U.S. Treasuries (including strips) Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0163 30000000.00 30000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDE171000 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 16660000.00 21528749.19 U.S. Treasuries (including strips) Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0166 21000000.00 21000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDE167000 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 19651500.00 21535355.03 U.S. Treasuries (including strips) Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0166 21000000.00 21000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.68% H7FNTJ4851HG0EXQ1Z70 FEC038000 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 49141600.00 63502831.97 U.S. Treasuries (including strips) Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0167 62000000.00 62000000.00 0.0020 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.68% H7FNTJ4851HG0EXQ1Z70 FEC036000 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 24590800.00 31777260.83 U.S. Treasuries (including strips) Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0167 31000000.00 31000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FDJ747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2026-02-15 1.75 - 6 14311000.00 18488752.04 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0170 18000000.00 18000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FED569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2021-11-30 1.75 - 1.75 31472800.00 31752970.26 U.S. Treasuries (including strips) Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0170 31000000.00 31000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FEE234000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-15 2021-04-15 2.375 - 2.375 31158300.00 31702853.51 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0170 31000000.00 31000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FEG316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-15 1.5 - 6 41341300.00 44045726.78 U.S. Treasuries (including strips) Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0170 43000000.00 43000000.00 0.0014 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.72% H7FNTJ4851HG0EXQ1Z70 FEE923000 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 28985800.00 31764470.58 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0171 31000000.00 31000000.00 0.0010 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 1.59% RB0PEZSDGCO3JS6CEU02 FGA682000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-09-30 2024-09-30 1.5 - 1.5 110000000.00 111156076.20 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 109000000.00 109000000.00 0.0035 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 1.59% RB0PEZSDGCO3JS6CEU02 FGA895000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-01-31 2027-01-31 1.5 - 1.5 41000000.00 41076875.00 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 40000000.00 40000000.00 0.0013 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.59% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-07-31 2025-07-31 1.25 - 2.875 353255000.00 364094363.75 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 357000000.00 357000000.00 0.0115 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.55% 549300Y1PMK3RWXMWR72 FFJ088000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2041-02-15 1.125 - 4.75 607573000.00 630522882.23 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0154 618000000.00 618000000.00 0.0199 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.55% U7M81AY481YLIOR75625 FFA635000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2021-03-31 2.25 - 2.25 33165700.00 33702878.93 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0154 33000000.00 33000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.55% U7M81AY481YLIOR75625 FFB557000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2023-09-30 1.75 - 2.875 353721900.00 364624685.99 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0154 357000000.00 357000000.00 0.0115 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFD840000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2025-05-31 2.125 - 2.875 247076800.00 256128279.48 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0155 251000000.00 251000000.00 0.0081 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFC556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2025-05-31 2.875 - 2.875 33143400.00 35800927.92 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0155 35000000.00 35000000.00 0.0011 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFJ138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-06-30 2 - 2.625 127099200.00 132702739.24 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0155 130000000.00 130000000.00 0.0042 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFB117000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2024-08-31 1.25 - 1.25 20454900.00 20450508.76 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0155 20000000.00 20000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFC011000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-30 2025-05-31 1.75 - 2.875 73170100.00 75601258.49 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0155 74000000.00 74000000.00 0.0024 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFB119000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2025-11-30 2.875 - 2.875 28567800.00 30679210.57 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 30000000.00 30000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FGA390000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-03-31 2029-05-15 2.25 - 2.5 301601700.00 316770937.42 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0157 310000000.00 310000000.00 0.0100 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA790000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2024-08-15 1.75 - 2.375 75820400.00 79537876.20 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 78000000.00 78000000.00 0.0025 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA679000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-30 2023-08-31 1.375 - 2.625 274544100.00 277390998.50 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 272000000.00 272000000.00 0.0088 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA389000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-15 2022-06-15 1.75 - 1.75 42403200.00 42862895.96 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0158 42000000.00 42000000.00 0.0014 N N Y N Natixis SA Natixis SA, 1.55% KX1WK48MPD4Y2NCUIZ63 FFA585000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2049-08-15 1.125 - 4.75 121144100.00 126674523.58 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y NATIXIS SA (GOV REPO) 1.0000 6 N N/A N/A N N 0.0154 124000000.00 124000000.00 0.0040 N N Y N Natixis SA Natixis SA, 1.56% KX1WK48MPD4Y2NCUIZ63 FFC960000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2028-11-15 1.125 - 3.125 59445700.00 61255734.93 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-18 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 60000000.00 60000000.00 0.0019 N N Y N Natixis SA Natixis SA, 1.60% KX1WK48MPD4Y2NCUIZ63 FCI021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-05-15 1.375 - 6.375 146301000.00 152675398.10 U.S. Treasuries (including strips) Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 Y NATIXIS SA (GOV REPO) 1.0000 5 N N/A N/A N N 0.0159 149000000.00 149000000.00 0.0048 N N Y N Norinchukin Bank Norinchukin Bank, 1.61% 5493007VSMFZCPV1NB83 FFG590000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 30378200.00 30612330.86 U.S. Treasuries (including strips) Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0160 30000000.00 30000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 1.61% 5493007VSMFZCPV1NB83 FFG184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 14177200.00 14286466.51 U.S. Treasuries (including strips) Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0160 14000000.00 14000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 1.61% 5493007VSMFZCPV1NB83 FFH815000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 14765600.00 15304833.36 U.S. Treasuries (including strips) Y N/A N/A 2020-02-27 2020-02-27 2020-02-27 N N N 0.0160 15000000.00 15000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 1.67% 5493007VSMFZCPV1NB83 FEC028000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 31259100.00 31697835.53 U.S. Treasuries (including strips) Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0166 31000000.00 31000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDE647000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2026-08-15 1.5 - 2.625 9107700.00 9210927.69 U.S. Treasuries (including strips) Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0167 9000000.00 9000000.00 0.0003 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDE124000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 15234800.00 15352217.65 U.S. Treasuries (including strips) Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0167 15000000.00 15000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDF989000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 32293400.00 32746652.40 U.S. Treasuries (including strips) Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0167 32000000.00 32000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FEA693000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 45670200.00 46022189.36 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0167 45000000.00 45000000.00 0.0014 N N N Y Norinchukin Bank Norinchukin Bank, 1.71% 5493007VSMFZCPV1NB83 FEE910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 31250500.00 31689114.83 U.S. Treasuries (including strips) Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0170 31000000.00 31000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 1.71% 5493007VSMFZCPV1NB83 FEF852000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 32255600.00 32708321.86 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0170 32000000.00 32000000.00 0.0010 N N N Y Prudential Insurance Co. of America Prudential Insurance Co. of America, 1.60% X574KRZ6V5A7UBU45C31 FGA678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-04-30 2036-02-15 0 - 7.25 93200000.00 110842810.01 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 108670125.00 108670125.00 0.0035 N Y Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FCI610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2048-02-15 1.125 - 8.75 55958300.00 60590108.76 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0158 59000000.00 59000000.00 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FCI907000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2042-11-15 0 - 6.125 55644600.00 60414971.81 U.S. Treasuries (including strips) Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0158 59000000.00 59000000.00 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDB913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2048-05-15 1.375 - 8.75 82922400.00 91483644.08 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 89000000.00 89000000.00 0.0029 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDA722000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-15 2044-05-15 1.375 - 6 118290800.00 121829207.64 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 119000000.00 119000000.00 0.0038 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDB335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2045-08-15 1.125 - 6.125 26207200.00 31010472.67 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 30000000.00 30000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FDD413000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2047-02-15 1.375 - 8.75 53075300.00 62790157.86 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 61000000.00 61000000.00 0.0020 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.63% 549300QJJX6CVVUXLE15 FEA844000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2049-02-15 1.375 - 3 57455700.00 61363795.86 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 60000000.00 60000000.00 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.63% 549300QJJX6CVVUXLE15 FDI482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-06 2046-05-15 0 - 6.125 45596300.00 49106837.41 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 48000000.00 48000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.64% 549300QJJX6CVVUXLE15 FEB960000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2044-11-15 1.125 - 6.5 27115700.00 30696698.30 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 30000000.00 30000000.00 0.0010 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.58%, dated 1/31/2020 due 02/03/2020 549300QJJX6CVVUXLE15 FGB131000_07749 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-20 2049-02-15 0 - 6.5 420177628.81 457687862.21 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 447347000.00 447347000.00 0.0144 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.58%, dated 1/31/2020 due 02/03/2020 549300QJJX6CVVUXLE15 FGB035000_07749 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-20 2049-02-15 0 - 6.5 851419805.87 927428030.61 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 906474000.00 906474000.00 0.0292 N Y Y N RBC Financial Group RBC Financial Group, 1.61% ES7IP3U3RHIGC71XBU11 FDD678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2046-11-15 1.375 - 2.875 84969700.00 91452692.88 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0160 89000000.00 89000000.00 0.0029 N N Y N Societe Generale Societe Generale, 1.54% O2RNE8IBXP4R0TD8PU41 FFJ038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-06 2046-11-15 0 - 8 257295900.00 271709558.03 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0153 266000000.00 266000000.00 0.0086 N N Y N Societe Generale Societe Generale, 1.58% O2RNE8IBXP4R0TD8PU41 FGA285000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-06 2049-05-15 0 - 8.125 508147200.00 547675841.32 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0157 536000000.00 536000000.00 0.0173 N N Y N Societe Generale Societe Generale, 1.58% O2RNE8IBXP4R0TD8PU41 FFB084000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2046-08-15 0 - 8.5 51850200.00 61630798.76 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0157 60000000.00 60000000.00 0.0019 N N Y N Societe Generale Societe Generale, 1.59% O2RNE8IBXP4R0TD8PU41 FGA807000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-06 2039-11-15 0 - 4.375 41192800.00 46926231.02 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0158 46000000.00 46000000.00 0.0015 N N Y N Societe Generale Societe Generale, 1.60% O2RNE8IBXP4R0TD8PU41 FFH826000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2047-08-15 1.125 - 8 255140800.00 274571769.58 U.S. Treasuries (including strips) Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0159 268000000.00 268000000.00 0.0086 N N N Y Societe Generale Societe Generale, 1.61% O2RNE8IBXP4R0TD8PU41 FFI632000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-19 2048-05-15 0 - 7.5 55644300.00 62239587.97 U.S. Treasuries (including strips) Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0160 61000000.00 61000000.00 0.0020 N N N Y TD Securities (U.S.A.) TD Securities (U.S.A.), 1.54% SUVUFHICNZMP2WKHG940 FFJ053000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-25 2049-05-15 0 - 3 745129000.00 819323398.24 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0153 799000000.00 799000000.00 0.0257 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 1.54% to 1.56% 912796WT2 US912796WT21 U.S. Treasury Debt Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0125 626616395.13 626616395.13 0.0202 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.55% to 1.89% 912796TL3 254900HROIFWPRGM1V77 US912796TL32 U.S. Treasury Debt Y N/A N/A 2020-03-19 2020-03-19 2020-03-19 N N N 0.0144 509030892.90 509030892.90 0.0164 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% to 1.57% 912796WU9 US912796WU93 U.S. Treasury Debt Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0132 747328430.64 747328430.64 0.0241 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% to 1.88% 912796SH3 254900HROIFWPRGM1V77 US912796SH39 U.S. Treasury Debt Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0146 947256587.93 947256587.93 0.0305 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796XD6 US912796XD69 U.S. Treasury Debt Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0147 185553704.16 185553704.16 0.0060 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796TV1 US912796TV14 U.S. Treasury Debt Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0151 39828580.40 39828580.40 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% to 1.92% 912796TF6 254900HROIFWPRGM1V77 US912796TF63 U.S. Treasury Debt Y N/A N/A 2020-02-13 2020-02-13 2020-02-13 N N N 0.0116 664728307.60 664728307.60 0.0214 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% to 1.58% 912796UA5 US912796UA57 U.S. Treasury Debt Y N/A N/A 2020-06-25 2020-06-25 2020-06-25 N N N 0.0151 332003060.76 332003060.76 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% 912796UB3 US912796UB31 U.S. Treasury Debt Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0149 245460537.92 245460537.92 0.0079 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.59% 912796TW9 US912796TW96 U.S. Treasury Debt Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0150 89563359.60 89563359.60 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.69% to 1.70% 912796TQ2 US912796TQ29 U.S. Treasury Debt Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0150 244310155.95 244310155.95 0.0079 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.83% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0154 145821909.66 145821909.66 0.0047 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.84% to 1.86% 912796TG4 254900HROIFWPRGM1V77 US912796TG47 U.S. Treasury Debt Y N/A N/A 2020-02-20 2020-02-20 2020-02-20 N N N 0.0128 149895639.00 149895639.00 0.0048 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.84% to 1.85% 912796TK5 254900HROIFWPRGM1V77 US912796TK58 U.S. Treasury Debt Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0144 291427761.26 291427761.26 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.86% 912796SD2 254900HROIFWPRGM1V77 US912796SD25 U.S. Treasury Debt Y N/A N/A 2020-02-27 2020-02-27 2020-02-27 N N N 0.0134 289715637.60 289715637.60 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.86% 912796TH2 254900HROIFWPRGM1V77 US912796TH20 U.S. Treasury Debt Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0141 17976290.22 17976290.22 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.86% 912796TM1 254900HROIFWPRGM1V77 US912796TM15 U.S. Treasury Debt Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0148 156606751.11 156606751.11 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.96% to 1.97% 912796TE9 254900HROIFWPRGM1V77 US912796TE98 U.S. Treasury Debt Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0075 123984886.88 123984886.88 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.51% to 1.86% 9128283Y4 254900HROIFWPRGM1V77 US9128283Y48 U.S. Treasury Debt Y N/A N/A 2020-02-29 2020-02-29 2020-02-29 N N N 0.0168 708010206.14 708010206.14 0.0228 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.54% to 1.99% 912828J50 254900HROIFWPRGM1V77 US912828J504 U.S. Treasury Debt Y N/A N/A 2020-02-29 2020-02-29 2020-02-29 N N N 0.0159 357934983.62 357934983.62 0.0115 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.55% to 1.61% 912828XY1 254900HROIFWPRGM1V77 US912828XY17 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0162 219787031.25 219787031.25 0.0071 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.56% to 2.00% 912828MP2 254900HROIFWPRGM1V77 US912828MP29 U.S. Treasury Debt Y N/A N/A 2020-02-15 2020-02-15 2020-02-15 N N N 0.0201 607391217.57 607391217.57 0.0196 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% to 2.00% 9128284C1 254900HROIFWPRGM1V77 US9128284C19 U.S. Treasury Debt Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0166 276260411.52 276260411.52 0.0089 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% to 1.66% 912828XE5 254900HROIFWPRGM1V77 US912828XE52 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0164 171919375.00 171919375.00 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% to 1.85% 9128284Q0 254900HROIFWPRGM1V77 US9128284Q05 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0167 274738514.94 274738514.94 0.0089 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% to 1.61% 912828Y46 254900HROIFWPRGM1V77 US912828Y461 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0160 312579295.32 312579295.32 0.0101 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y N/A N/A 2020-02-03 2020-07-31 2020-07-31 N N N 0.0161 126983012.48 126983012.48 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828VJ6 254900HROIFWPRGM1V77 US912828VJ67 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0160 21023789.01 21023789.01 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.83% 912828XH8 254900HROIFWPRGM1V77 US912828XH83 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0158 210032812.50 210032812.50 0.0068 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 9128282J8 254900HROIFWPRGM1V77 US9128282J89 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0156 58983867.04 58983867.04 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.61% 912828VP2 254900HROIFWPRGM1V77 US912828VP28 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0160 124247031.56 124247031.56 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.62% 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0160 120014062.80 120014062.80 0.0039 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828NT3 254900HROIFWPRGM1V77 US912828NT32 U.S. Treasury Debt Y N/A N/A 2020-08-15 2020-08-15 2020-08-15 N N N 0.0162 178858991.30 178858991.30 0.0058 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828J84 254900HROIFWPRGM1V77 US912828J843 U.S. Treasury Debt Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0162 49979594.50 49979594.50 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 1.86% 9128284J6 254900HROIFWPRGM1V77 US9128284J61 U.S. Treasury Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0170 267438045.54 267438045.54 0.0086 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 1.89% 912828VF4 254900HROIFWPRGM1V77 US912828VF46 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0164 172844569.88 172844569.88 0.0056 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 1.60% 912828L32 254900HROIFWPRGM1V77 US912828L328 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0157 200772305.19 200772305.19 0.0065 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VZ0 254900HROIFWPRGM1V77 US912828VZ00 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0158 70608544.10 70608544.10 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 1.60% 9128285G1 254900HROIFWPRGM1V77 US9128285G14 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0159 54512578.26 54512578.26 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% to 1.89% 912828X96 254900HROIFWPRGM1V77 US912828X968 U.S. Treasury Debt Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0163 18992578.22 18992578.22 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% to 1.62% 912828VV9 254900HROIFWPRGM1V77 US912828VV95 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0161 299887656.25 299887656.25 0.0097 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% to 1.62% 9128284Y3 254900HROIFWPRGM1V77 US9128284Y39 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0161 233350311.92 233350311.92 0.0075 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% to 1.61% 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0158 22168437.50 22168437.50 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828L99 254900HROIFWPRGM1V77 US912828L997 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0156 5991796.86 5991796.86 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.63% 912828L65 254900HROIFWPRGM1V77 US912828L658 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0157 5992265.64 5992265.64 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.65% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y N/A N/A 2020-02-03 2021-01-31 2021-01-31 N N N 0.0162 582188719.32 582188719.32 0.0188 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.67% 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y N/A N/A 2020-02-03 2021-04-30 2021-04-30 N N N 0.0164 794285514.46 794285514.46 0.0256 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.67% 912828VA5 254900HROIFWPRGM1V77 US912828VA58 U.S. Treasury Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0164 106862070.58 106862070.58 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.76% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-02-03 2021-07-31 2021-07-31 N N N 0.0165 780719021.08 780719021.08 0.0251 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.83% to 1.88% 912828K58 254900HROIFWPRGM1V77 US912828K585 U.S. Treasury Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0165 223842501.12 223842501.12 0.0072 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.84% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-02-03 2021-10-31 2021-10-31 N N N 0.0166 849575354.32 849575354.32 0.0274 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.85% 912828W63 254900HROIFWPRGM1V77 US912828W630 U.S. Treasury Debt Y N/A N/A 2020-03-15 2020-03-15 2020-03-15 N N N 0.0163 18999673.96 18999673.96 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.86% to 2.05% 912828UQ1 254900HROIFWPRGM1V77 US912828UQ10 U.S. Treasury Debt Y N/A N/A 2020-02-29 2020-02-29 2020-02-29 N N N 0.0158 253931376.82 253931376.82 0.0082 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FGA917000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0157 63000000.00 63000000.00 0.0020 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FGA920000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-07 2020-02-07 2020-02-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 122000000.00 122000000.00 0.0039 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA927000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-07 2020-02-07 2020-02-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 50000000.00 50000000.00 0.0016 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA930000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-07 2020-02-07 2020-02-18 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 28000000.00 28000000.00 0.0009 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA921000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-07 2020-02-07 2020-02-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 46000000.00 46000000.00 0.0015 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. Fidelity Colchester Street Trust: Treasury Portfolio 2020-02-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer