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0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% to 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 1265431447.87 1265431447.87 0.0307 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127962P3 US9127962P31 U.S. Treasury Debt Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 1517874977.52 1517874977.52 0.0369 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127962X6 US9127962X64 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0011 599893860.00 599893860.00 0.0146 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127962N8 US9127962N82 U.S. Treasury Debt Y N/A N/A 2020-05-26 2020-05-26 2020-05-26 N N N 0.0009 38997630.36 38997630.36 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.12% 912796TX7 US912796TX79 U.S. Treasury Debt Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0010 888918140.88 888918140.88 0.0216 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.27% 9127962W8 US9127962W81 U.S. Treasury Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0010 1184825544.30 1184825544.30 0.0288 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.13% 9127963M9 US9127963M90 U.S. Treasury Debt Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0012 263919883.92 263919883.92 0.0064 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.18% 912796WZ8 US912796WZ80 U.S. Treasury Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0012 446855230.11 446855230.11 0.0109 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.12% 9127963N7 US9127963N73 U.S. Treasury Debt Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0011 599821500.00 599821500.00 0.0146 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796XG9 US912796XG90 U.S. Treasury Debt Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0011 599778750.00 599778750.00 0.0146 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.13% 912796WY1 US912796WY16 U.S. Treasury Debt Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 N N N 0.0010 1477366701.21 1477366701.21 0.0359 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 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 204934115.05 204934115.05 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 912796XF1 US912796XF18 U.S. Treasury Debt Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0011 60978840.32 60978840.32 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.14% 9127964G1 US9127964G14 U.S. Treasury Debt Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0012 332829061.11 332829061.11 0.0081 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796WW5 US912796WW59 U.S. Treasury Debt Y N/A N/A 2020-07-09 2020-07-09 2020-07-09 N N N 0.0010 590890972.32 590890972.32 0.0143 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 9127963D9 US9127963D91 U.S. Treasury Debt 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2020-05-19 N N N 0.0008 1299145589.50 1299145589.50 0.0315 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 912796TN9 US912796TN97 U.S. Treasury Debt Y N/A N/A 2020-10-08 2020-10-08 2020-10-08 N N N 0.0012 200625174.78 200625174.78 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127963F4 US9127963F40 U.S. Treasury Debt Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0009 399914500.00 399914500.00 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.27% 912796SZ3 US912796SZ37 U.S. Treasury Debt Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N N 0.0010 250945686.11 250945686.11 0.0061 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 0.0009 295962505.68 295962505.68 0.0072 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 0.0012 544760200.00 544760200.00 0.0132 N 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252044823.24 0.0061 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.24% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y N/A N/A 2020-05-01 2021-01-31 2021-01-31 N N N 0.0014 727541186.07 727541186.07 0.0177 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.26% 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y N/A N/A 2020-05-01 2021-04-30 2021-04-30 N N N 0.0016 1034033216.93 1034033216.93 0.0251 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.28% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-05-01 2022-01-31 2022-01-31 N N N 0.0020 875598493.89 875598493.89 0.0213 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 0.0013 26631843.75 26631843.75 0.0006 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 0.0014 24322500.00 24322500.00 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.35% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-05-01 2021-07-31 2021-07-31 N N N 0.0019 1432303092.26 1432303092.26 0.0348 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 0.0015 13204140.56 13204140.56 0.0003 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 0.0018 403792378.60 403792378.60 0.0098 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 0.0014 5054296.90 5054296.90 0.0001 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 0.0014 5043359.40 5043359.40 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 0.0016 11116875.00 11116875.00 0.0003 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 0.0016 6099375.00 6099375.00 0.0001 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 0.0016 2055000.00 2055000.00 0.0000 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-05-01 2021-10-31 2021-10-31 N N N 0.0019 849993035.43 849993035.43 0.0206 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 0.0014 59806640.92 59806640.92 0.0015 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 31336640.78 31336640.78 0.0008 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 315981113.92 315981113.92 0.0077 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 0.0012 124472505.72 124472505.72 0.0030 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 0.0014 219865928.19 219865928.19 0.0053 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 0.0014 172197271.96 172197271.96 0.0042 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 0.0013 21061410.51 21061410.51 0.0005 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 0.0012 210527608.20 210527608.20 0.0051 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 0.0012 59170103.49 59170103.49 0.0014 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 0.0012 124588697.44 124588697.44 0.0030 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 0.0010 179220352.45 179220352.45 0.0044 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 0.0014 173180703.69 173180703.69 0.0042 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 0.0009 201863672.88 201863672.88 0.0049 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 0.0013 70966125.00 70966125.00 0.0017 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 0.0015 233921250.00 233921250.00 0.0057 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 0.0011 301008906.25 301008906.25 0.0073 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 0.0012 6037500.00 6037500.00 0.0001 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 6031406.28 6031406.28 0.0001 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.09% 3Y4U8VZURTYWI1W2K376 FJG180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2024-06-30 0.425 - 2.25 17990900.00 18360402.51 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-26 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 18000000.00 18000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.09% 3Y4U8VZURTYWI1W2K376 FJE241000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-22 2022-01-31 0 - 1.375 45499300.00 45901667.25 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 45000000.00 45000000.00 0.0011 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 2027-02-15 2027-02-15 2.25 - 2.25 22090000.00 24750015.71 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 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 0.0006 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.03%, dated 4/30/2020 due 05/01/2020 R0MUWSFPU8MPRO8K5P83 FJJ392000_07651 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-07 2050-02-15 0 - 8.75 758737849.10 908290531.31 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 887029000.00 887029000.00 0.0215 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.04% R0MUWSFPU8MPRO8K5P83 FJI133000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2050-02-15 0 - 6.375 177045200.00 190740926.82 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0004 187000000.00 187000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.04% R0MUWSFPU8MPRO8K5P83 FJJ222000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2050-02-15 0 - 7.625 50116300.00 64559163.55 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0004 63000000.00 63000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.06% R0MUWSFPU8MPRO8K5P83 FJH053000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2050-02-15 0.425 - 7.625 118705654.00 140988855.09 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 138000000.00 138000000.00 0.0034 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.06% R0MUWSFPU8MPRO8K5P83 FJH638000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-25 2048-02-15 0 - 5.25 65593400.00 74708889.27 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0006 73000000.00 73000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.08% R0MUWSFPU8MPRO8K5P83 FIJ820000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2049-11-15 0.425 - 7.625 1037763500.00 1185670257.97 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0008 1161000000.00 1161000000.00 0.0282 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 2021-06-30 2050-02-15 1.125 - 7.5 60595200.00 75995970.24 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0017 74000000.00 74000000.00 0.0018 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 2021-04-30 2049-11-15 0.425 - 8.125 153369600.00 190255863.31 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-06-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0046 186000000.00 186000000.00 0.0045 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 2020-06-09 2049-11-15 0 - 6.375 191211600.00 231201986.49 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-06-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 226000000.00 226000000.00 0.0055 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 2020-07-31 2049-05-15 0 - 6.125 109789300.00 135379726.97 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0062 132000000.00 132000000.00 0.0032 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 2020-07-31 2049-08-15 0.168 - 5.25 23643100.00 28654966.77 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 28000000.00 28000000.00 0.0007 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 2044-11-15 0 - 7.625 103479500.00 112566319.65 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 110000000.00 110000000.00 0.0027 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.07% 2IGI19DL77OX0HC3ZE78 FJF436000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-10-15 2043-05-15 1.375 - 3.125 267402900.00 297005683.82 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 291000000.00 291000000.00 0.0071 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.09% 2IGI19DL77OX0HC3ZE78 FJI831000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-12-31 2044-02-15 2.625 - 3.625 29712100.00 33660161.45 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-29 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 33000000.00 33000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.09% 2IGI19DL77OX0HC3ZE78 FJI809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2046-11-15 1.5 - 3.125 157004800.00 172394948.13 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-06-11 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 169000000.00 169000000.00 0.0041 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.10% 2IGI19DL77OX0HC3ZE78 FJE950000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2048-05-15 1.375 - 3.125 265918300.00 297152839.94 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 291000000.00 291000000.00 0.0071 N N Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 FIH300000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-04-30 2026-04-30 2.375 - 2.375 52151100.00 58144304.41 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 Y CREDIT AG CIB (GOV REPO) 1.0000 1 N N/A N/A N N 0.0009 57000000.00 57000000.00 0.0014 N Y Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 FJG483000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2049-05-15 2049-05-15 2.875 - 2.875 89586900.00 126692651.50 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-26 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 123000000.00 123000000.00 0.0030 N N Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 FJF839000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-04-30 2026-04-30 2.375 - 2.375 55808000.00 62221455.36 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-22 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 61000000.00 61000000.00 0.0015 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 FII221000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-04-30 2026-04-30 2.375 - 2.375 54896600.00 61205317.27 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y CREDIT AG CIB (GOV REPO) 1.0000 4 N N/A N/A N N 0.0011 60000000.00 60000000.00 0.0015 N N Y N Credit AG Credit AG, 0.13% 1VUV7VQFKUOQSJ21A208 FJE812000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-04-30 2026-04-30 2.375 - 2.375 54894100.00 61202529.97 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-20 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 60000000.00 60000000.00 0.0015 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.05% 1VUV7VQFKUOQSJ21A208 FJJ146000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-01-31 2030-02-15 1.5 - 2.625 66991000.00 75660950.57 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 74000000.00 74000000.00 0.0018 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.03%, dated 4/30/2020 due 05/01/2020 1VUV7VQFKUOQSJ21A208 FJJ392000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-11 2047-08-15 0 - 6.5 199766.97 218529.88 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 214000.00 214000.00 0.0000 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.04%, dated 4/30/2020 due 05/01/2020 1VUV7VQFKUOQSJ21A208 FJJ338000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-11 2047-08-15 0 - 6.5 131287971.39 143619061.55 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 140642000.00 140642000.00 0.0034 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.05% 7LTWFZYICNSX8D621K86 FJJ106000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-11-15 2049-02-15 3 - 3.125 166591500.00 217080537.28 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 212000000.00 212000000.00 0.0051 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.05% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2020-07-31 2.625 - 2.625 6042100.00 6120033.33 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 6000000.00 6000000.00 0.0001 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.05% 549300H47WTHXPU08X20 FJJ172000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-06-30 2025-06-30 2.75 - 2.75 144505200.00 163200052.10 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 160000000.00 160000000.00 0.0039 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 0.04% 549300H47WTHXPU08X20 FJJ130000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-15 2022-12-15 1.625 - 1.625 440405000.00 459031307.52 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 450000000.00 450000000.00 0.0109 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.03%, dated 4/30/2020 due 05/01/2020 CYYGQCGNHMHPSMRL3R97 FJJ392000_03556 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2048-08-15 0 - 8.75 9188678.71 10690834.36 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 10481000.00 10481000.00 0.0003 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.04%, dated 4/30/2020 due 05/01/2020 CYYGQCGNHMHPSMRL3R97 FJJ338000_03556 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2048-08-15 0 - 8.75 371343253.52 432050062.79 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 423570000.00 423570000.00 0.0103 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.04% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-11-30 2025-11-30 2.875 - 2.875 82790000.00 94903409.81 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 92000000.00 92000000.00 0.0022 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.03%, dated 4/30/2020 due 05/01/2020 KBVRJ5K57JZ3E2AVWX40 FJJ392000_03735 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2047-08-15 0 - 4.625 6178.76 7153.38 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 7000.00 7000.00 0.0000 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.04%, dated 4/30/2020 due 05/01/2020 KBVRJ5K57JZ3E2AVWX40 FJJ338000_03735 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2047-08-15 0 - 4.625 3970294.64 4596559.07 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 4498000.00 4498000.00 0.0001 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.04% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2025-07-31 2.25 - 2.875 167660000.00 189628428.15 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 186000000.00 186000000.00 0.0045 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.04% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2046-08-15 1.625 - 2.25 18668200.00 19389977.92 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0004 19000000.00 19000000.00 0.0005 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.03%, dated 4/30/2020 due 05/01/2020 ZBUT11V806EZRVTWT807 FJJ392000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-08-15 2039-08-15 1.125 - 4.5 2292792.77 2646894.70 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 2595000.00 2595000.00 0.0001 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.04%, dated 4/30/2020 due 05/01/2020 ZBUT11V806EZRVTWT807 FJJ338000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-08-15 2039-08-15 1.125 - 4.5 286027444.73 330201898.54 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 323728000.00 323728000.00 0.0079 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.20% 213800MBWEIJDM5CU638 FIH158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2026-07-31 1.875 - 2.75 26490400.00 29627691.27 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0020 29000000.00 29000000.00 0.0007 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.27% 213800MBWEIJDM5CU638 FIH160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2026-07-31 1.875 - 2.75 26492400.00 29629871.17 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0027 29000000.00 29000000.00 0.0007 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 FII587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 6 28607800.00 30609340.19 U.S. Treasuries (including strips) Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0015 30000000.00 30000000.00 0.0007 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.18% H7FNTJ4851HG0EXQ1Z70 FJE786000 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 23071900.00 30639197.97 U.S. Treasuries (including strips) Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0018 30000000.00 30000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.18% H7FNTJ4851HG0EXQ1Z70 FJE787000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2026-02-15 1.875 - 6 29617500.00 30609122.59 U.S. Treasuries (including strips) Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0018 30000000.00 30000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.27% H7FNTJ4851HG0EXQ1Z70 FIG702000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2026-08-15 2 - 6.75 55353400.00 59146761.88 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0027 58000000.00 58000000.00 0.0014 N N Y N 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 27534600.00 28595608.75 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 0.0007 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 2021-06-30 2026-02-15 2.125 - 6 38651200.00 39809162.81 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 0.0009 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 28630645.85 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 0.0007 N N N Y 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 2026-08-15 2.625 - 6.75 30569000.00 31713403.22 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 20065000.00 21528956.61 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 0.0005 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 2026-02-15 2026-09-30 1.625 - 6 64885000.00 69598657.32 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 0.0017 N N N Y Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.03%, dated 4/30/2020 due 05/01/2020 ZOMOLU8CGIZRYZ7PFU34 FJJ392000_76664 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0.25 - 4.5 5907044.51 6210834.70 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 6089000.00 6089000.00 0.0001 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.04%, dated 4/30/2020 due 05/01/2020 ZOMOLU8CGIZRYZ7PFU34 FJJ338000_76664 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0.25 - 4.5 294134728.04 309261623.82 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 303195000.00 303195000.00 0.0074 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.03%, dated 4/30/2020 due 05/01/2020 K5HU16E3LMSVCCJJJ255 FJJ392000_12878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2037-02-15 1.5 - 6.125 10343.93 14280.02 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 14000.00 14000.00 0.0000 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.04%, dated 4/30/2020 due 05/01/2020 K5HU16E3LMSVCCJJJ255 FJJ338000_12878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2037-02-15 1.5 - 6.125 7000622.70 9664511.29 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 9475000.00 9475000.00 0.0002 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.05% RB0PEZSDGCO3JS6CEU02 FJJ174000 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 81400000.00 95132895.60 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 93000000.00 93000000.00 0.0023 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.05% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-15 2026-11-15 1.5 - 2.875 173440000.00 186597456.33 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 183000000.00 183000000.00 0.0044 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.05% 549300Y1PMK3RWXMWR72 FJH064000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-28 2050-02-15 0 - 3.125 41496600.00 46921144.79 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 46000000.00 46000000.00 0.0011 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.04% U7M81AY481YLIOR75625 FJI258000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 2.625 - 2.625 35807400.00 38771839.56 U.S. Treasuries (including strips) Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0004 38000000.00 38000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJJ104000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-03-15 2029-05-15 0.5 - 2.875 113698400.00 126447846.98 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 124000000.00 124000000.00 0.0030 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJH641000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2044-08-15 2.125 - 3.125 11854600.00 12246742.96 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 12000000.00 12000000.00 0.0003 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJF990000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2044-08-15 2.125 - 3.125 32355600.00 34687018.59 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0005 34000000.00 34000000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJJ134000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2025-03-31 1.375 - 2.875 136407800.00 142777703.18 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 140000000.00 140000000.00 0.0034 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJI250000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-04-30 2047-02-15 2 - 3 50331300.00 56076891.55 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0005 55000000.00 55000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.06% U7M81AY481YLIOR75625 FJH637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-30 2024-11-30 1.5 - 1.5 102115600.00 108112798.97 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0006 106000000.00 106000000.00 0.0026 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 FJG577000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 1.125 - 1.125 54991800.00 57139356.81 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0007 56000000.00 56000000.00 0.0014 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 FJI746000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-30 2025-06-30 2.75 - 2.75 85805300.00 96899726.53 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0007 95000000.00 95000000.00 0.0023 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 FJF988000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-08-15 2047-02-15 2.875 - 3.125 69306500.00 82620853.82 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 81000000.00 81000000.00 0.0020 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 FJI751000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2047-02-15 1.875 - 3 31327700.00 35697028.11 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 35000000.00 35000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 FJH105000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-08-15 2047-02-15 2.875 - 3.125 59069100.00 70382523.50 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0008 69000000.00 69000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 FJI748000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2047-02-15 1.625 - 3 60854400.00 65265187.60 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0008 64000000.00 64000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 FJI747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-15 2022-10-15 1.375 - 1.375 61505500.00 63250781.58 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0008 62000000.00 62000000.00 0.0015 N N Y N Norinchukin Bank Norinchukin Bank, 0.18% 5493007VSMFZCPV1NB83 FJD522000 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 28843600.00 29582110.38 U.S. Treasuries (including strips) Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0018 29000000.00 29000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.18% 5493007VSMFZCPV1NB83 FJE184000 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 29838100.00 30602073.51 U.S. Treasuries (including strips) Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0018 30000000.00 30000000.00 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 18204500.00 19395661.57 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 37594700.00 42896719.63 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 0.0010 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 14399600.00 15341798.37 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 31919400.00 32736663.04 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 0.0008 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 8334300.00 9210539.13 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 14966900.00 15350111.90 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 44178600.00 47069305.64 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 0.0011 N N N Y Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.06% X574KRZ6V5A7UBU45C31 FJJ113000 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 46157022.93 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 45285000.00 45285000.00 0.0011 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.15% X574KRZ6V5A7UBU45C31 FJG408000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2036-02-15 2.5 - 7.25 81400000.00 100556944.25 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-26 Y PRU INS CO AMERICA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0015 98606650.00 98606650.00 0.0024 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.05% 549300QJJX6CVVUXLE15 FJF280000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2048-05-15 0.375 - 7.125 170358100.00 218497058.12 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0005 213000000.00 213000000.00 0.0052 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 2020-05-31 2048-05-15 1.125 - 6.25 45695700.00 58487962.22 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0087 57000000.00 57000000.00 0.0014 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.03%, dated 4/30/2020 due 05/01/2020 549300QJJX6CVVUXLE15 FJJ392000_07749 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2050-02-15 0 - 7.25 686446.87 777958.65 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 761000.00 761000.00 0.0000 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.04%, dated 4/30/2020 due 05/01/2020 549300QJJX6CVVUXLE15 FJJ338000_07749 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2050-02-15 0 - 7.25 450981159.96 511102478.35 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 499961000.00 499961000.00 0.0121 N Y 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 2027-08-15 0.25 - 2.375 73921400.00 80595442.62 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 4 N N/A N/A N N 0.0016 79000000.00 79000000.00 0.0019 N N Y N Societe Generale Societe Generale, 0.04% O2RNE8IBXP4R0TD8PU41 FJI137000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2049-08-15 1.125 - 6.25 48097689.00 64264995.45 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0004 63000000.00 63000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 FJI684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2049-08-15 0.425 - 5.25 55505500.00 63244976.28 U.S. Treasuries (including strips) Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0005 62000000.00 62000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 FJJ192000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2049-08-15 0.5 - 6.875 105191200.00 124830866.73 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0005 122000000.00 122000000.00 0.0030 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.03%, dated 4/30/2020 due 05/01/2020 5U0XI89JRFVHWIBS4F54 FJJ392000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2050-02-15 1.375 - 3.75 42421860.56 47644898.11 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 46542000.00 46542000.00 0.0011 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.04%, dated 4/30/2020 due 05/01/2020 5U0XI89JRFVHWIBS4F54 FJJ338000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2050-02-15 1.375 - 3.75 292211531.94 328189015.86 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 320592000.00 320592000.00 0.0078 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.04% SUVUFHICNZMP2WKHG940 FJI163000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-20 2045-08-15 0 - 2.875 66914900.00 68394885.97 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0004 67000000.00 67000000.00 0.0016 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 FJJ294000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0014 62000000.00 62000000.00 0.0015 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 MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJJ284000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-05-07 2020-05-07 2020-05-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 89000000.00 89000000.00 0.0022 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, 0.07% U7M81AY481YLIOR75625 FJJ279000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-05-07 2020-05-07 2020-05-20 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 29000000.00 29000000.00 0.0007 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 2020-05-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer