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LLC 0000862124 084-01839 N N N Exempt Government N 21 86 26239755978.04 26093977129.20 30606392677.86 32365309840.46 30858655978.04 31133977129.20 34656392677.86 36897666290.46 0.8200 0.8200 0.8600 0.8600 0.9700 0.9700 0.9800 0.9800 0.00 38203683252.46 38177217466.35 33175105.67 1433855684.65 36776536887.37 36771441158.91 1.0000 0.0044 1.0007 1.0007 1.0008 1.0009 C000013038 1000000.00 12060326344.63 12055850708.83 1.0010 1.0009 1.0011 1.0011 1541518325.92 1164877792.41 1642621633.26 1208617924.69 2666485779.00 1320940148.20 2405239768.42 2333941554.91 8941449766.78 6597283157.21 0.0026 Y Fidelity Investments, Reimbursement Fees, -433394.14; C000013077 1000000.00 883617886.46 883022791.83 1.0013 1.0012 1.0014 1.0014 55398038.96 11574326.82 45994996.66 54457188.82 117953239.71 43245887.18 57425565.10 86806470.19 290238078.34 214326206.88 0.0011 Y Fidelity Investments, Reimbursement Fees, -31991.18; C000013078 1000000.00 2468647855.98 2468418650.47 1.0007 1.0006 1.0008 1.0009 127610976.89 341141350.82 133913989.81 93431661.08 92340884.75 136494132.06 164948299.83 83952684.19 656330676.48 728028044.00 0.0001 Y Fidelity Investments, Reimbursement and Distribution Fees, -83430.67; C000013079 1000000.00 424253888.33 424159769.21 1.0008 1.0007 1.0009 1.0010 18235927.73 31210566.87 100031925.21 11234992.38 200376508.09 33577643.23 12752894.74 56833358.40 334277436.23 137974572.04 0.0021 Y Fidelity Investments, Reimbursement Fees, -14126.01; C000056568 1000000.00 1032509147.50 1032227743.84 1.0009 1.0008 1.0010 1.0010 12659548.88 60261113.32 58961723.72 5832509.05 35351352.01 11927366.57 34118655.99 11449977.12 151151617.03 97952485.78 0.0001 Y Fidelity Investments, Reimbursement and Distribution Fees, -109162.71; C000141703 10000000.00 19907181764.47 19907761494.72 1.0006 1.0005 1.0007 1.0007 2825615576.15 3365724076.39 4490778423.84 4768381682.52 6651335891.85 4651781127.34 5617257402.82 3224779814.06 22051709506.66 19171094000.55 0.0030 Y Fidelity Investments, Reimbursement Fees, -860887.29; Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.01%, dated 3/31/2020 due 04/01/2020 L3I9ZG2KFGXZ61BMYR72 FIG806000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2029-02-15 1.375 - 7.125 24841410.65 26941272.74 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 26413000.00 26413000.00 0.0007 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 FIG625000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-06-30 2045-11-15 2.25 - 3 487650000.00 551785062.81 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 540000000.00 540000000.00 0.0147 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 FIG632000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2043-11-15 2043-11-15 3.75 - 3.75 39286700.00 59740102.90 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 58000000.00 58000000.00 0.0016 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.72% G5GSEF7VJP5I7OUK5573 FHI923000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2043-11-15 2043-11-15 3.75 - 3.75 19651200.00 29881988.31 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0072 29000000.00 29000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.50% 3Y4U8VZURTYWI1W2K376 FIA740000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-01-31 2041-05-15 2.625 - 4.375 34745000.00 39132330.11 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 38000000.00 38000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FGE692000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2041-05-15 2.75 - 4.375 22740000.00 24663345.62 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 24000000.00 24000000.00 0.0007 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.01%, dated 3/31/2020 due 04/01/2020 R0MUWSFPU8MPRO8K5P83 FIG806000_07651 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2049-11-15 0 - 8.75 308749355.09 360495917.41 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 352160000.00 352160000.00 0.0096 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.03% R0MUWSFPU8MPRO8K5P83 FIF722000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-08-15 0.043 - 4.25 35228800.00 48405655.12 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0003 47000000.00 47000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.03% R0MUWSFPU8MPRO8K5P83 FIG663000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2049-08-15 0.045 - 7.625 73205000.00 87720150.57 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0003 86000000.00 86000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 FID857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2049-08-15 0 - 8.75 87238200.00 122203679.13 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 119000000.00 119000000.00 0.0032 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.16% R0MUWSFPU8MPRO8K5P83 FIB638000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2046-08-15 0 - 8.75 107897900.00 124447251.88 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 122000000.00 122000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.17% R0MUWSFPU8MPRO8K5P83 FIB362000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2050-02-15 0 - 5.25 61951200.00 75923246.19 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0017 74000000.00 74000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.46% R0MUWSFPU8MPRO8K5P83 FHH688000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2050-02-15 0 - 8.125 168872300.00 190010215.98 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-06-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0046 186000000.00 186000000.00 0.0051 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.50% R0MUWSFPU8MPRO8K5P83 FHI368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2049-02-15 0 - 8.75 184792200.00 231444334.31 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-06-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 226000000.00 226000000.00 0.0061 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.62% R0MUWSFPU8MPRO8K5P83 FHG696000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2046-08-15 0 - 7.625 107159600.00 134801505.63 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0062 132000000.00 132000000.00 0.0036 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGD815000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2049-08-15 0 - 6.125 34490600.00 36810322.75 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 36000000.00 36000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2046-08-15 0 - 8.75 101544500.00 112477178.40 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 110000000.00 110000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGE880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-21 2044-08-15 0 - 3.5 52361600.00 61437207.37 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 60000000.00 60000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGE338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2049-11-15 1.375 - 7.5 22938300.00 24535842.31 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 24000000.00 24000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH968000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2049-08-15 0 - 8.75 21760500.00 28758763.50 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 28000000.00 28000000.00 0.0008 N N Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.01%, dated 3/31/2020 due 04/01/2020 8NAV47T0Y26Q87Y0QP81 FIG806000_00431 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2048-02-15 1.5 - 3 9015326.92 10267904.93 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0001 10036000.00 10036000.00 0.0003 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.01%, dated 3/31/2020 due 04/01/2020 8NAV47T0Y26Q87Y0QP81 FIG858000_00431 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2048-02-15 1.5 - 3 8500601.70 9681664.44 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0001 9463000.00 9463000.00 0.0003 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.16% 2IGI19DL77OX0HC3ZE78 FIB601000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2048-05-15 1.5 - 3.125 124762100.00 140771082.87 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-30 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 138000000.00 138000000.00 0.0038 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.16% 2IGI19DL77OX0HC3ZE78 FIB992000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2048-05-15 1.5 - 3.125 23913600.00 27541933.69 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 27000000.00 27000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.16% 2IGI19DL77OX0HC3ZE78 FIB993000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2048-05-15 1.5 - 3.125 25759900.00 27541556.61 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 27000000.00 27000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.50% 2IGI19DL77OX0HC3ZE78 FHD091000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2045-08-15 1.5 - 3.625 4847700.00 6152234.70 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 Y CIBC NY BRNCH (GOV REPO) 1.0000 1 N N/A N/A N N 0.0149 6000000.00 6000000.00 0.0002 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.01%, dated 3/31/2020 due 04/01/2020 E57ODZWZ7FF32TWEFA76 FIG806000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2047-02-15 0 - 8 38126223.79 40412561.68 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 39620000.00 39620000.00 0.0011 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.01%, dated 3/31/2020 due 04/01/2020 MBNUM2BPBDO7JBLYG310 FIG858000_00137 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2050-02-15 0.22 - 3.875 30825463.63 36294469.80 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0001 35413000.00 35413000.00 0.0010 N Y Y N Credit AG Credit AG, 0.25% 1VUV7VQFKUOQSJ21A208 FID191000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2031-02-15 1.375 - 5.375 86450800.00 118327481.55 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-23 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0025 116000000.00 116000000.00 0.0032 N N Y N Credit AG Credit AG, 0.25% 1VUV7VQFKUOQSJ21A208 FIC024000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-05-31 2026-05-31 2.125 - 2.125 49859200.00 55085059.09 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-20 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0025 54000000.00 54000000.00 0.0015 N N Y N Credit AG Credit AG, 0.25% 1VUV7VQFKUOQSJ21A208 FIC796000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2031-02-15 2031-02-15 5.375 - 5.375 77249600.00 115267211.78 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-24 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0025 113000000.00 113000000.00 0.0031 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.02% 1VUV7VQFKUOQSJ21A208 FIG628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2026-02-15 1.375 - 2.125 113938000.00 118632565.51 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 116000000.00 116000000.00 0.0032 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.05% 1VUV7VQFKUOQSJ21A208 FIG652000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2020-10-31 1.375 - 1.375 95702000.00 96923711.38 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0005 95000000.00 95000000.00 0.0026 N N Y N Credit Suisse AG, New York Credit Suisse AG, New York, 0.01% ANGGYXNX0JLX3X63JN86 FIG635000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-16 2029-08-15 0 - 6.625 56079000.00 59160061.34 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 58000000.00 58000000.00 0.0016 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.01% 7LTWFZYICNSX8D621K86 FIG636000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2046-02-15 2048-11-15 2.5 - 3.375 127116600.00 166860138.14 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 162000000.00 162000000.00 0.0044 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.01% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-28 2025-02-28 2.75 - 2.75 6393700.00 7140072.25 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 7000000.00 7000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 0.10% 549300GKFG0RYRRQ1414 FIE211000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-30 2027-02-28 1.125 - 2.625 141226000.00 151983004.96 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0010 149000000.00 149000000.00 0.0041 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.00% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-11-15 2043-02-15 3 - 6.125 9015980700.00 12760000148.31 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0000 12760000000.00 12760000000.00 0.3470 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.01% 549300H47WTHXPU08X20 FIG561000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2029-05-15 1.5 - 2.75 800846500.00 894540095.68 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 877000000.00 877000000.00 0.0238 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.01%, dated 3/31/2020 due 04/01/2020 CYYGQCGNHMHPSMRL3R97 FIG806000_03556 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2039-11-15 0.043 - 8.75 226163592.03 258638099.42 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 253567000.00 253567000.00 0.0069 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.01% CYYGQCGNHMHPSMRL3R97 0000853784 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 67290000.00 74104961.13 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 72000000.00 72000000.00 0.0020 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.01%, dated 3/31/2020 due 04/01/2020 KBVRJ5K57JZ3E2AVWX40 FIG806000_03735 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2050-02-15 0 - 3 7135225.64 8176291.92 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 8008000.00 8008000.00 0.0002 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.01%, dated 3/31/2020 due 04/01/2020 KBVRJ5K57JZ3E2AVWX40 FIG858000_03735 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2050-02-15 0 - 3 4654647.69 5333784.84 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 5224000.00 5224000.00 0.0001 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.01% KBVRJ5K57JZ3E2AVWX40 0000877559 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 141300000.00 148014290.63 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 145000000.00 145000000.00 0.0039 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.03% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2022-03-31 0.375 - 2 12196700.00 12240096.57 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0003 12000000.00 12000000.00 0.0003 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.05% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2028-05-15 0 - 2.875 17228500.00 18360245.36 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0005 18000000.00 18000000.00 0.0005 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.01%, dated 3/31/2020 due 04/01/2020 ZBUT11V806EZRVTWT807 FIG858000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2039-05-15 0.375 - 5.375 41395843.30 42890325.96 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 42049000.00 42049000.00 0.0011 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.01%, dated 3/31/2020 due 04/01/2020 ZBUT11V806EZRVTWT807 FIG806000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2039-05-15 0.375 - 5.375 14615393.70 15143042.15 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 14846000.00 14846000.00 0.0004 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.63% 213800MBWEIJDM5CU638 FHA313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2022-04-30 1.875 - 1.875 31433900.00 32696708.88 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0162 32000000.00 32000000.00 0.0009 N N 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 2021-09-30 2030-02-15 1.5 - 2.125 24163000.00 25852053.16 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 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.33% H7FNTJ4851HG0EXQ1Z70 FID327000 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 6 - 6.75 20678300.00 28696698.06 U.S. Treasuries (including strips) Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0033 28000000.00 28000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.39% H7FNTJ4851HG0EXQ1Z70 FIB964000 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 21696800.00 28560013.84 U.S. Treasuries (including strips) Y N/A N/A 2020-04-21 2020-04-21 2020-04-21 N N N 0.0039 28000000.00 28000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.54% H7FNTJ4851HG0EXQ1Z70 FHI281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2022-07-15 1.75 - 1.75 27584600.00 28564648.99 U.S. Treasuries (including strips) Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0054 28000000.00 28000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.65% H7FNTJ4851HG0EXQ1Z70 FHJ901000 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 38637300.00 39792394.29 U.S. Treasuries (including strips) Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0065 39000000.00 39000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.83% H7FNTJ4851HG0EXQ1Z70 FHF931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2021-06-30 2.125 - 2.125 27804300.00 28590641.74 U.S. Treasuries (including strips) Y N/A N/A 2020-06-09 2020-06-09 2020-06-09 N N N 0.0083 28000000.00 28000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.01% H7FNTJ4851HG0EXQ1Z70 FHF342000 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 16735900.00 17358870.57 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0101 17000000.00 17000000.00 0.0005 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.59% H7FNTJ4851HG0EXQ1Z70 FHC062000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2024-04-30 2 - 2 58026600.00 62282946.76 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0158 61000000.00 61000000.00 0.0017 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.63% H7FNTJ4851HG0EXQ1Z70 FGH810000 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 30556000.00 31693404.57 U.S. Treasuries (including strips) Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0162 31000000.00 31000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.63% H7FNTJ4851HG0EXQ1Z70 FGH819000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-09-30 1.625 - 6 20063000.00 21452574.82 U.S. Treasuries (including strips) Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0162 21000000.00 21000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.63% H7FNTJ4851HG0EXQ1Z70 FGI293000 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 64999000.00 69457528.38 U.S. Treasuries (including strips) Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0162 68000000.00 68000000.00 0.0018 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 28046400.00 30720631.97 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 0.0008 N N N Y Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.01%, dated 3/31/2020 due 04/01/2020 ZOMOLU8CGIZRYZ7PFU34 FIG858000_76664 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2046-08-15 0.5 - 3.125 15844284.80 16768676.07 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 16440000.00 16440000.00 0.0004 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.01%, dated 3/31/2020 due 04/01/2020 ZOMOLU8CGIZRYZ7PFU34 FIG806000_76664 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2046-08-15 0.5 - 3.125 1245183.45 1317830.26 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1292000.00 1292000.00 0.0000 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.13% K5HU16E3LMSVCCJJJ255 FHF254000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-11-30 2027-11-15 2.25 - 2.875 12600600.00 14292567.86 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0112 14000000.00 14000000.00 0.0004 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.01% RB0PEZSDGCO3JS6CEU02 FIG585000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 70700000.00 81903834.20 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 80000000.00 80000000.00 0.0022 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.01% 549300Y1PMK3RWXMWR72 FIE739000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2049-02-15 1.375 - 3 57229000.00 61200179.75 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0001 60000000.00 60000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG154000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2047-02-15 1.75 - 3 124678000.00 132578192.49 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 130000000.00 130000000.00 0.0035 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2046-08-15 2 - 2.875 59457500.00 63434238.33 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 62000000.00 62000000.00 0.0017 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2046-08-15 1.375 - 2.25 112152200.00 124716418.04 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 122000000.00 122000000.00 0.0033 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.13% U7M81AY481YLIOR75625 FIE355000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2023-11-15 2.25 - 2.75 21238100.00 22435018.11 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 22000000.00 22000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.18% U7M81AY481YLIOR75625 FID334000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-10-31 2026-10-31 1.625 - 1.625 4739000.00 5099749.91 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0018 5000000.00 5000000.00 0.0001 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.18% U7M81AY481YLIOR75625 FID893000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2024-01-31 1.375 - 2.5 7943300.00 8159526.66 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0018 8000000.00 8000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.20% U7M81AY481YLIOR75625 FIB364000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2026-02-28 2 - 2.5 163982900.00 173361447.27 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0020 170000000.00 170000000.00 0.0046 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.22% U7M81AY481YLIOR75625 FIC703000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2046-08-15 2.125 - 2.25 36409100.00 39773494.69 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0022 39000000.00 39000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.23% U7M81AY481YLIOR75625 FIB516000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2022-10-15 1.125 - 1.5 98384400.00 100959462.93 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0023 99000000.00 99000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.25% U7M81AY481YLIOR75625 FIB956000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-15 2047-02-15 2 - 3 26700400.00 28559339.67 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0025 28000000.00 28000000.00 0.0008 N N Y N Natixis SA Natixis SA, 0.72% KX1WK48MPD4Y2NCUIZ63 FHI749000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2046-05-15 1.125 - 4.5 200450100.00 236669059.46 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0072 231000000.00 231000000.00 0.0063 N N Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.01%, dated 3/31/2020 due 04/01/2020 OXTKY6Q8X53C9ILVV871 FIG858000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-01-31 2029-05-15 0.625 - 6.75 37682182.39 42584949.60 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 41750000.00 41750000.00 0.0011 N Y Y N Norinchukin Bank Norinchukin Bank, 0.40% 5493007VSMFZCPV1NB83 FIB283000 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 26854800.00 27544084.03 U.S. Treasuries (including strips) Y N/A N/A 2020-04-17 2020-04-17 2020-04-17 N N N 0.0040 27000000.00 27000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.57% 5493007VSMFZCPV1NB83 FHI249000 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 18284800.00 19386471.63 U.S. Treasuries (including strips) Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0057 19000000.00 19000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 0.85% 5493007VSMFZCPV1NB83 FHF899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2027-05-15 2027-05-15 2.375 - 2.375 37604600.00 42866371.76 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0085 42000000.00 42000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 1.56% 5493007VSMFZCPV1NB83 FHC054000 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 14451200.00 15321894.62 U.S. Treasuries (including strips) Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0155 15000000.00 15000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.64% 5493007VSMFZCPV1NB83 FHA753000 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 31874000.00 32692112.18 U.S. Treasuries (including strips) Y N/A N/A 2020-05-26 2020-05-26 2020-05-26 N N N 0.0163 32000000.00 32000000.00 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 1.66% 5493007VSMFZCPV1NB83 FGH753000 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 8362500.00 9197866.92 U.S. Treasuries (including strips) Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0165 9000000.00 9000000.00 0.0002 N N N Y Norinchukin Bank Norinchukin Bank, 1.66% 5493007VSMFZCPV1NB83 FGI281000 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 14945400.00 15329004.62 U.S. Treasuries (including strips) Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0165 15000000.00 15000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.66% 5493007VSMFZCPV1NB83 FGJ654000 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 44333300.00 47004411.47 U.S. Treasuries (including strips) Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0165 46000000.00 46000000.00 0.0013 N N N Y Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.04% X574KRZ6V5A7UBU45C31 FIG586000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2029-05-15 0 - 2.375 43000000.00 46054614.03 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 45152000.00 45152000.00 0.0012 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.21% X574KRZ6V5A7UBU45C31 FIC849000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-04-30 2028-11-15 0 - 7.25 87535000.00 99279636.96 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-23 Y PRU INS CO AMERICA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0021 97356450.00 97356450.00 0.0026 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.20% 549300QJJX6CVVUXLE15 FID055000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-28 2048-11-15 0 - 7.625 237003100.00 262427710.89 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0020 257000000.00 257000000.00 0.0070 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.22% 549300QJJX6CVVUXLE15 FIC598000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-05 2042-11-15 0 - 7.25 141800400.00 144850684.69 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0022 142000000.00 142000000.00 0.0039 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.22% 549300QJJX6CVVUXLE15 FIC595000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-28 2046-05-15 0 - 7.625 171891000.00 173444576.74 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0022 170000000.00 170000000.00 0.0046 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.35% 549300QJJX6CVVUXLE15 FIB858000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2025-11-30 0.5 - 7.625 309722300.00 332562105.31 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0035 326000000.00 326000000.00 0.0089 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.55% 549300QJJX6CVVUXLE15 FIA814000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-28 2048-02-15 0 - 3.75 109495000.00 117401642.47 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 115000000.00 115000000.00 0.0031 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.87% 549300QJJX6CVVUXLE15 FHF910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2049-05-15 0 - 6.125 45112900.00 58657344.64 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0087 57000000.00 57000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FGC387000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-28 2047-08-15 0 - 6.25 50933100.00 61656572.13 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0160 60000000.00 60000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FGD108000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2047-08-15 0.5 - 3.625 57171500.00 61355989.33 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0160 60000000.00 60000000.00 0.0016 N N Y N RBC Financial Group RBC Financial Group, 0.16% ES7IP3U3RHIGC71XBU11 FIB929000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2028-08-15 1.125 - 3 75749400.00 80584675.61 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0016 79000000.00 79000000.00 0.0021 N N Y N Societe Generale Societe Generale, 0.06% O2RNE8IBXP4R0TD8PU41 FIF473000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2046-08-15 0 - 8.75 54247300.00 60180533.26 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0006 59000000.00 59000000.00 0.0016 N N Y N Societe Generale Societe Generale, 0.06% O2RNE8IBXP4R0TD8PU41 FIF474000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2048-05-15 0 - 8 53043300.00 60180994.63 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0006 59000000.00 59000000.00 0.0016 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.01%, dated 3/31/2020 due 04/01/2020 O2RNE8IBXP4R0TD8PU41 FIG858000_14519 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2049-02-15 1.5 - 6.75 49663330.24 59349956.68 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 57920000.00 57920000.00 0.0016 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.01%, dated 3/31/2020 due 04/01/2020 5U0XI89JRFVHWIBS4F54 FIG858000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2044-08-15 1.125 - 3.75 283994795.67 314186143.37 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 307507000.00 307507000.00 0.0084 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.01%, dated 3/31/2020 due 04/01/2020 5U0XI89JRFVHWIBS4F54 FIG806000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2044-08-15 1.125 - 3.75 1080540966.35 1195412747.50 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1170000000.00 1170000000.00 0.0318 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.03% SUVUFHICNZMP2WKHG940 FIG676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-15 2028-11-15 1.125 - 3.625 62507100.00 66300114.15 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0003 65000000.00 65000000.00 0.0018 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796TT6 US912796TT67 U.S. Treasury Debt Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0007 271980552.00 271980552.00 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127962U2 US9127962U26 U.S. Treasury Debt Y N/A N/A 2020-06-09 2020-06-09 2020-06-09 N N N 0.0007 342953979.69 342953979.69 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% to 1.57% 912796TV1 US912796TV14 U.S. Treasury Debt Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0011 650615285.37 650615285.37 0.0177 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% to 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 0.0012 646805718.84 646805718.84 0.0176 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.29% 912796SV2 US912796SV23 U.S. Treasury Debt Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0011 295926888.00 295926888.00 0.0080 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.39% 912796TZ2 US912796TZ28 U.S. Treasury Debt Y N/A N/A 2020-06-11 2020-06-11 2020-06-11 N N N 0.0012 239945448.00 239945448.00 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% to 0.43% 912796TJ8 US912796TJ85 U.S. Treasury Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0014 544665233.75 544665233.75 0.0148 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.82% 9127962K4 US9127962K44 U.S. Treasury Debt Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0007 297979876.06 297979876.06 0.0081 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.93% to 1.57% 9127962A6 US9127962A61 U.S. Treasury Debt Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0006 764990598.15 764990598.15 0.0208 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% 9127962B4 US9127962B45 U.S. Treasury Debt Y N/A N/A 2020-04-14 2020-04-14 2020-04-14 N N N 0.0006 248994454.77 248994454.77 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% 912796SR1 US912796SR11 U.S. Treasury Debt Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0009 288461834.34 288461834.34 0.0078 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 0.0009 333930798.54 333930798.54 0.0091 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 0.0011 89983933.20 89983933.20 0.0024 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 0.0005 244997140.85 244997140.85 0.0067 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 0.0011 146942411.28 146942411.28 0.0040 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 0.0000 156999967.03 156999967.03 0.0043 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y N/A N/A 2020-04-01 2020-07-31 2020-07-31 N N N 0.0014 126996996.45 126996996.45 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y N/A N/A 2020-04-01 2020-10-31 2020-10-31 N N N 0.0016 251962719.12 251962719.12 0.0069 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.20% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y N/A N/A 2020-04-01 2021-01-31 2021-01-31 N N N 0.0016 727215308.32 727215308.32 0.0198 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.22% 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y N/A N/A 2020-04-01 2021-04-30 2021-04-30 N N N 0.0013 1034005274.28 1034005274.28 0.0281 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-04-01 2022-01-31 2022-01-31 N N N 0.0025 874352560.04 874352560.04 0.0238 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% 9128282Z2 254900HROIFWPRGM1V77 US9128282Z22 U.S. Treasury Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0014 26661806.57 26661806.57 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.31% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-04-01 2021-07-31 2021-07-31 N N N 0.0017 1432101675.71 1432101675.71 0.0389 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828PC8 254900HROIFWPRGM1V77 US912828PC88 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0015 24370312.56 24370312.56 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.39% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-04-01 2021-10-31 2021-10-31 N N N 0.0021 849375140.46 849375140.46 0.0231 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% to 0.42% 9128285S5 254900HROIFWPRGM1V77 US9128285S51 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0014 13230039.03 13230039.03 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 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 0.0013 404591447.00 404591447.00 0.0110 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828M98 254900HROIFWPRGM1V77 US912828M987 U.S. Treasury Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0012 5050000.00 5050000.00 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828A42 254900HROIFWPRGM1V77 US912828A420 U.S. Treasury Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0011 5062890.60 5062890.60 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828N48 254900HROIFWPRGM1V77 US912828N480 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0009 11136640.68 11136640.68 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828PX2 254900HROIFWPRGM1V77 US912828PX26 U.S. Treasury Debt Y N/A N/A 2021-02-15 2021-02-15 2021-02-15 N N N 0.0010 2061718.76 2061718.76 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 9128283X6 254900HROIFWPRGM1V77 US9128283X64 U.S. Treasury Debt Y N/A N/A 2021-02-15 2021-02-15 2021-02-15 N N N 0.0012 6112031.28 6112031.28 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 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 0.0015 59935703.42 59935703.42 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 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 0.0015 31402031.25 31402031.25 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% 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 0.0018 124600463.80 124600463.80 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% 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 0.0013 316624845.32 316624845.32 0.0086 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.70% 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 0.0016 300347938.46 300347938.46 0.0082 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 0.0012 220304377.14 220304377.14 0.0060 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 0.0011 172397387.08 172397387.08 0.0047 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 0.0011 21092640.03 21092640.03 0.0006 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 0.0011 210796649.70 210796649.70 0.0057 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 0.0016 59230468.75 59230468.75 0.0016 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 0.0009 124794375.00 124794375.00 0.0034 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 0.0009 179595609.38 179595609.38 0.0049 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 0.0011 173364261.88 173364261.88 0.0047 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 0.0012 202052110.38 202052110.38 0.0055 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 0.0015 71067897.95 71067897.95 0.0019 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 0.0012 19032368.21 19032368.21 0.0005 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 0.0013 301476093.75 301476093.75 0.0082 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 0.0014 234392500.00 234392500.00 0.0064 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 0.0014 6043125.00 6043125.00 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 0.0012 6037500.00 6037500.00 0.0002 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 0.0011 107089045.40 107089045.40 0.0029 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 0.0012 224231011.20 224231011.20 0.0061 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% to 0.90% 912828K33 254900HROIFWPRGM1V77 US912828K338 U.S. Treasury Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0110 775097718.63 775097718.63 0.0211 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 0.27% H7FNTJ4851HG0EXQ1Z70 FIG702000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0027 58000000.00 58000000.00 0.0016 N N N Y 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 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.01% K5HU16E3LMSVCCJJJ255 FIG832000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-04-07 2020-04-07 2020-04-08 Y MUFG SECS AMERS INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0001 143000000.00 143000000.00 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 MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG737000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0001 117000000.00 117000000.00 0.0032 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 Fidelity Colchester Street Trust: Treasury Portfolio 2020-04-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer