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2020-10-20 2020-10-20 2020-10-20 N N N 0.0016 299811999.00 299811999.00 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127962T5 US9127962T52 U.S. Treasury Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0016 9993333.30 9993333.30 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127963B3 US9127963B36 U.S. Treasury Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0017 46960564.18 46960564.18 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127963Y3 US9127963Y39 U.S. Treasury Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0014 499786530.00 499786530.00 0.0117 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 9127964Q9 US9127964Q95 U.S. Treasury Debt Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0017 44966697.30 44966697.30 0.0011 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 0.0014 250954897.81 250954897.81 0.0059 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26588449.35 26588449.35 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 0.0024 24264374.88 24264374.88 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 2020-06-01 2021-07-31 2021-07-31 N N N 0.0017 1432534413.95 1432534413.95 0.0335 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 0.0022 13174179.72 13174179.72 0.0003 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 0.0022 5035546.90 5035546.90 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 0.0023 5044726.55 5044726.55 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 0.0021 11099687.50 11099687.50 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 0.0023 2048359.38 2048359.38 0.0000 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 0.0021 6087187.50 6087187.50 0.0001 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 2020-06-01 2021-10-31 2021-10-31 N N N 0.0020 849777473.93 849777473.93 0.0199 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 0.0026 59649921.58 59649921.58 0.0014 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 0.0028 31259140.78 31259140.78 0.0007 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 0.0024 315295739.84 315295739.84 0.0074 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 0.0019 124307420.80 124307420.80 0.0029 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 0.0033 219416763.57 219416763.57 0.0051 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 0.0025 210253323.00 210253323.00 0.0049 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 0.0027 21029512.77 21029512.77 0.0005 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 0.0021 59098357.13 59098357.13 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 0.0021 124384023.04 124384023.04 0.0029 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 0.0022 178813934.57 178813934.57 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 0.0017 201618388.56 201618388.56 0.0047 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 0.0025 70834095.00 70834095.00 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 0.0021 233430416.88 233430416.88 0.0055 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 0.0019 300474064.02 300474064.02 0.0070 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 0.0021 6029296.86 6029296.86 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 0.0024 6022968.72 6022968.72 0.0001 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.09% 3Y4U8VZURTYWI1W2K376 GAJ468000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-03-31 2042-08-15 0.5 - 2.75 32504800.00 34716214.88 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 34000000.00 34000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.10% 3Y4U8VZURTYWI1W2K376 GAC081000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2049-05-15 1.5 - 2.875 42421800.00 48133213.19 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0010 47000000.00 47000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.12% 3Y4U8VZURTYWI1W2K376 GAI287000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2022-06-30 0.375 - 2.25 20954700.00 21420518.26 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-07-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 21000000.00 21000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAG935000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2042-11-15 0.244 - 4.625 59440568.00 64262159.22 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 63000000.00 63000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAF861000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2049-11-15 0 - 7.625 194898345.00 215502788.84 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 211000000.00 211000000.00 0.0049 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAH569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2050-02-15 0 - 8 180670800.00 197211703.83 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 193000000.00 193000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAC832000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-30 2049-08-15 0 - 7.625 133451747.00 143942005.43 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 141000000.00 141000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAD217000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-07 2049-08-15 0 - 5.25 70331893.00 77776062.37 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 76000000.00 76000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAD806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2048-08-15 0.173 - 6 112318117.00 130914739.60 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 128000000.00 128000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAE249000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-03 2049-08-15 0 - 7.5 60766458.00 65435784.60 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 64000000.00 64000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAG422000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2046-11-15 0.173 - 6.125 91765564.00 95928138.53 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 94000000.00 94000000.00 0.0022 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 2020-10-31 2049-11-15 0 - 6.875 153994117.00 190817087.16 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0046 186000000.00 186000000.00 0.0043 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 2020-06-02 2049-02-15 0 - 8.125 195541041.00 231668543.57 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 226000000.00 226000000.00 0.0053 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 2049-08-15 0.173 - 7.5 112252481.00 134960593.07 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0062 132000000.00 132000000.00 0.0031 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 2048-05-15 0.125 - 3.125 159047300.00 172395274.71 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 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 0.0040 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.10% 2IGI19DL77OX0HC3ZE78 GAH829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2028-11-15 0.125 - 3.125 28001000.00 32640984.92 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 32000000.00 32000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.12% 2IGI19DL77OX0HC3ZE78 GAC419000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2046-11-15 0.125 - 2.875 29152600.00 31622999.84 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-07-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 31000000.00 31000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.13% 2IGI19DL77OX0HC3ZE78 GBA131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-03-31 2028-11-15 2.25 - 3.125 29368100.00 33660437.06 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-07-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 33000000.00 33000000.00 0.0008 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.05%, dated 5/29/2020 due 06/01/2020 E57ODZWZ7FF32TWEFA76 GBA818000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2050-02-15 0 - 8.75 61793950.82 67921938.07 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 66575000.00 66575000.00 0.0016 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.05%, dated 5/29/2020 due 06/01/2020 E57ODZWZ7FF32TWEFA76 GBA950000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2050-02-15 0 - 8.75 1477671.34 1624209.17 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 1592000.00 1592000.00 0.0000 N Y Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GAI156000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-30 2024-11-30 1.5 - 1.5 39396500.00 41820725.52 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-26 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 41000000.00 41000000.00 0.0010 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.06% 1VUV7VQFKUOQSJ21A208 GBA685000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2022-08-15 1.375 - 1.5 163402000.00 167203878.26 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 164000000.00 164000000.00 0.0038 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.05%, dated 5/29/2020 due 06/01/2020 1VUV7VQFKUOQSJ21A208 GBA818000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2050-05-15 0 - 8.75 295236446.48 318719915.41 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 312208000.00 312208000.00 0.0073 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.05%, dated 5/29/2020 due 06/01/2020 1VUV7VQFKUOQSJ21A208 GBA950000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2050-05-15 0 - 8.75 7061095.63 7622743.84 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 7467000.00 7467000.00 0.0002 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.05%, dated 5/29/2020 due 06/01/2020 CYYGQCGNHMHPSMRL3R97 GBA818000_03556 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2039-05-15 0.43 - 6.625 279162189.35 305366240.22 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 299378000.00 299378000.00 0.0070 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.05%, dated 5/29/2020 due 06/01/2020 CYYGQCGNHMHPSMRL3R97 GBA950000_03556 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2039-05-15 0.43 - 6.625 18164592.75 19869644.26 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 19480000.00 19480000.00 0.0005 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.06% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.625 - 2.625 59225000.00 64862764.42 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 63000000.00 63000000.00 0.0015 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.06% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2022-07-31 1.875 - 1.875 125300000.00 130610189.89 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 128000000.00 128000000.00 0.0030 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2046-08-15 2 - 2.875 17580200.00 20583476.96 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0009 20000000.00 20000000.00 0.0005 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.08% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-08-15 2040-05-15 2.25 - 6.875 232647973.00 258061721.39 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0008 253000000.00 253000000.00 0.0059 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 5/29/2020 due 06/01/2020 ZBUT11V806EZRVTWT807 GBA950000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2040-05-15 0 - 4.75 760169765.88 906688677.17 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 888907000.00 888907000.00 0.0208 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 5/29/2020 due 06/01/2020 ZBUT11V806EZRVTWT807 GBA818000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2040-05-15 0 - 4.75 662296006.83 789950241.75 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 774458000.00 774458000.00 0.0181 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 FJJ294000 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 59209500.00 63253206.12 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0014 62000000.00 62000000.00 0.0014 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GAG533000 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 1.5 - 6.75 31858800.00 32631026.48 U.S. Treasuries (including strips) Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0016 32000000.00 32000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GAG537000 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 1.5 - 6.75 31858800.00 32631026.48 U.S. Treasuries (including strips) Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0016 32000000.00 32000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.17% H7FNTJ4851HG0EXQ1Z70 GAG543000 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 2.75 - 2.75 26407600.00 29572565.22 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0017 29000000.00 29000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.17% H7FNTJ4851HG0EXQ1Z70 GAG546000 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 2.75 - 2.75 29172500.00 32668839.98 U.S. Treasuries (including strips) Y N/A N/A 2020-08-21 2020-08-21 2020-08-21 N N N 0.0017 32000000.00 32000000.00 0.0007 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 27534600.00 28621092.87 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, 0.83% 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 28625585.31 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 Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 5/29/2020 due 06/01/2020 ZOMOLU8CGIZRYZ7PFU34 GBA818000_76664 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-08 2050-02-15 0 - 4.25 251914177.19 269537637.46 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 264251000.00 264251000.00 0.0062 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 5/29/2020 due 06/01/2020 ZOMOLU8CGIZRYZ7PFU34 GBA950000_76664 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-08 2050-02-15 0 - 4.25 6181287.96 6613719.69 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 6484000.00 6484000.00 0.0002 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.06% RB0PEZSDGCO3JS6CEU02 GBA437000 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 85100000.00 98221125.00 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 96000000.00 96000000.00 0.0022 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.06% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-31 2028-08-15 1.625 - 3 146395000.00 161136515.33 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 158000000.00 158000000.00 0.0037 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.07% 549300Y1PMK3RWXMWR72 GBA718000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-15 2024-05-31 1.125 - 2.625 46270900.00 47940306.13 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0007 47000000.00 47000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.06% U7M81AY481YLIOR75625 GBA418000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2027-08-15 1.625 - 2.25 293182200.00 326313761.85 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 320000000.00 320000000.00 0.0075 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAE923000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-31 2047-02-15 1.5 - 3 59853300.00 62211054.19 U.S. Treasuries (including strips) Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0007 61000000.00 61000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAH062000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2023-05-31 2.75 - 2.75 70235000.00 76479750.25 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 75000000.00 75000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GAF502000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2047-02-15 3 - 3.125 37658300.00 38756964.52 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0008 38000000.00 38000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GAI888000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2047-02-15 2 - 3 53070900.00 58127482.75 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 57000000.00 57000000.00 0.0013 N N Y N Natixis SA Natixis SA, 0.08% KX1WK48MPD4Y2NCUIZ63 GAI813000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-31 2022-05-31 1.75 - 1.75 64737300.00 67320989.70 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 66000000.00 66000000.00 0.0015 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAF934000 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 29767100.00 32641586.80 U.S. Treasuries (including strips) Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0015 32000000.00 32000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAG420000 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 2026-11-15 1.5 - 2 24855700.00 26521166.72 U.S. Treasuries (including strips) Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0015 26000000.00 26000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAG991000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2025-06-30 2.75 - 2.75 28848900.00 32641285.80 U.S. Treasuries (including strips) Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0015 32000000.00 32000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAI108000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-08-15 1.5 - 2.75 43973700.00 46921472.23 U.S. Treasuries (including strips) Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0015 46000000.00 46000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.16% 5493007VSMFZCPV1NB83 GAI878000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2025-06-30 2.75 - 2.75 28848200.00 32640493.78 U.S. Treasuries (including strips) Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0016 32000000.00 32000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.17% 5493007VSMFZCPV1NB83 GAJ903000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2025-06-30 2.75 - 2.75 14424000.00 16320133.74 U.S. Treasuries (including strips) Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0017 16000000.00 16000000.00 0.0004 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 2026-11-15 1.5 - 2 18185400.00 19404638.95 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 0.0004 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 2026-08-15 2026-11-15 1.5 - 2 39151400.00 42926030.75 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 Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.09% X574KRZ6V5A7UBU45C31 GBA415000 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 45862561.85 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0009 44954500.00 44954500.00 0.0011 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.15% X574KRZ6V5A7UBU45C31 GAI849000 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 85600000.00 105156755.61 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-26 Y PRU INS CO AMERICA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0015 103119360.00 103119360.00 0.0024 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.08% 549300QJJX6CVVUXLE15 GAI792000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2048-02-15 0.5 - 7.25 51002400.00 58140800.67 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 57000000.00 57000000.00 0.0013 N N Y N Societe Generale Societe Generale, 0.08% O2RNE8IBXP4R0TD8PU41 GAI789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2050-05-15 0.125 - 6.625 43420882.00 68341091.92 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 67000000.00 67000000.00 0.0016 N N Y N Societe Generale Societe Generale, 0.08% O2RNE8IBXP4R0TD8PU41 GAJ854000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2049-11-15 0 - 8.75 80531200.00 102002340.04 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0008 100000000.00 100000000.00 0.0023 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.08% SUVUFHICNZMP2WKHG940 GAI850000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2038-05-15 2047-08-15 2.75 - 4.5 36460300.00 54226364.38 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 53000000.00 53000000.00 0.0012 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.05%, dated 5/29/2020 due 06/01/2020 VYVVCKR63DVZZN70PB21 GBA950000_08395 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-01-31 2025-10-31 1.375 - 3 34719935.45 39576294.91 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 38800000.00 38800000.00 0.0009 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GBA771000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0007 51000000.00 51000000.00 0.0012 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 GBA781000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-06-05 2020-06-05 2020-06-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 44000000.00 44000000.00 0.0010 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 2020-06-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer