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N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.14% 912796XG9 US912796XG90 U.S. Treasury Debt Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0013 1046780349.87 1046780349.87 0.0247 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.15% 912796WY1 US912796WY16 U.S. Treasury Debt Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 N N N 0.0012 2135530637.12 2135530637.12 0.0503 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.15% 9127963M9 US9127963M90 U.S. Treasury Debt Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0013 533935695.72 533935695.72 0.0126 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.16% 9127963N7 US9127963N73 U.S. Treasury Debt Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0012 1248822192.36 1248822192.36 0.0294 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 0.0013 1051836645.44 1051836645.44 0.0248 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.14% 9127963P2 US9127963P22 U.S. Treasury Debt Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0013 1183586916.00 1183586916.00 0.0279 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.15% 912796XH7 US912796XH73 U.S. Treasury Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0014 1017748889.94 1017748889.94 0.0240 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.17% 9127964G1 US9127964G14 U.S. Treasury Debt Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0014 1082606058.75 1082606058.75 0.0255 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 0.0011 590983256.97 590983256.97 0.0139 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 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 0.0011 323984642.40 323984642.40 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.17% 912796WX3 US912796WX33 U.S. Treasury Debt Y N/A N/A 2020-07-23 2020-07-23 2020-07-23 N N N 0.0012 537960548.46 537960548.46 0.0127 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 9127963G2 US9127963G23 U.S. Treasury Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0013 324366161.29 324366161.29 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 912796XF1 US912796XF18 U.S. Treasury Debt Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0012 811859028.68 811859028.68 0.0191 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 9127963Q0 US9127963Q05 U.S. Treasury Debt Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0013 1084776218.75 1084776218.75 0.0256 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.16% 9127963X5 US9127963X55 U.S. Treasury Debt Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0013 695826577.68 695826577.68 0.0164 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 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 0.0013 1440623437.88 1440623437.88 0.0339 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.15% 9127963R8 US9127963R87 U.S. Treasury Debt Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0013 569570490.10 569570490.10 0.0134 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.18% 9127962G3 US9127962G32 U.S. Treasury Debt Y N/A N/A 2020-09-17 2020-09-17 2020-09-17 N N N 0.0014 938891919.50 938891919.50 0.0221 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.18% 9127964A4 US9127964A44 U.S. Treasury Debt Y N/A N/A 2020-09-29 2020-09-29 2020-09-29 N N N 0.0014 1089632125.00 1089632125.00 0.0257 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.16% 9127964H9 US9127964H96 U.S. Treasury Debt Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0016 1633050822.19 1633050822.19 0.0385 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.17% 9127962J7 US9127962J70 U.S. Treasury Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0015 449833248.00 449833248.00 0.0106 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.17% 9127962S7 US9127962S79 U.S. Treasury Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0015 643097067.98 643097067.98 0.0152 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127964K2 US9127964K26 U.S. Treasury Debt Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0014 599724666.00 599724666.00 0.0141 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127962Z1 US9127962Z13 U.S. Treasury Debt Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0015 427757050.08 427757050.08 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.17% 9127962H1 US9127962H15 U.S. Treasury Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0013 1018687228.14 1018687228.14 0.0240 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.19% 912796TN9 US912796TN97 U.S. Treasury Debt Y N/A N/A 2020-10-08 2020-10-08 2020-10-08 N N N 0.0015 400567451.89 400567451.89 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.19% 9127962R9 US9127962R96 U.S. Treasury Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0015 572742705.81 572742705.81 0.0135 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127964J5 US9127964J52 U.S. Treasury Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0015 249888230.00 249888230.00 0.0059 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 0.0015 415788534.72 415788534.72 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 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 0.0018 73955034.64 73955034.64 0.0017 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.17% 9127964U0 US9127964U08 U.S. Treasury Debt Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0016 329782612.50 329782612.50 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.18% 912796TU3 US912796TU31 U.S. Treasury Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0015 209864375.70 209864375.70 0.0049 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 499857500.00 499857500.00 0.0118 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127963Z0 US9127963Z04 U.S. Treasury Debt Y N/A N/A 2020-09-22 2020-09-22 2020-09-22 N N N 0.0013 99970028.00 99970028.00 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% to 0.18% 9127963L1 US9127963L18 U.S. Treasury Debt Y N/A N/A 2020-12-24 2020-12-24 2020-12-24 N N N 0.0016 326752305.86 326752305.86 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 912796TY5 US912796TY52 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0017 149870374.50 149870374.50 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 9127964R7 US9127964R78 U.S. Treasury Debt Y N/A N/A 2020-11-10 2020-11-10 2020-11-10 N N N 0.0018 199871666.00 199871666.00 0.0047 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127964S5 US9127964S51 U.S. Treasury Debt Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0017 199868821.93 199868821.93 0.0047 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127964T3 US9127964T35 U.S. Treasury Debt Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0015 249852985.00 249852985.00 0.0059 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 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 0.0026 84042928.20 84042928.20 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.17% 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 0.0025 324654975.72 324654975.72 0.0076 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.17% 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 0.0022 129154549.74 129154549.74 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.18% 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 0.0021 67595811.57 67595811.57 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.18% to 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 0.0020 88800937.28 88800937.28 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.19% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y N/A N/A 2020-07-01 2020-07-31 2020-07-31 N N N 0.0016 127003464.56 127003464.56 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.19% 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 0.0023 181446280.01 181446280.01 0.0043 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.20% 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y N/A N/A 2020-07-01 2020-10-31 2020-10-31 N N N 0.0016 252027659.52 252027659.52 0.0059 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.26% 912828ZK9 254900HROIFWPRGM1V77 US912828ZK94 U.S. Treasury Debt Y N/A N/A 2020-07-01 2022-04-30 2022-04-30 N N N 0.0023 537312560.85 537312560.85 0.0127 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.27% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y N/A N/A 2020-07-01 2021-01-31 2021-01-31 N N N 0.0017 727399130.27 727399130.27 0.0171 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.29% 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y N/A N/A 2020-07-01 2021-04-30 2021-04-30 N N N 0.0018 1033946176.35 1033946176.35 0.0244 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-07-01 2022-01-31 2022-01-31 N N N 0.0022 875593054.81 875593054.81 0.0206 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 0.0020 26559816.43 26559816.43 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.37% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-07-01 2021-07-31 2021-07-31 N N N 0.0019 1432241809.59 1432241809.59 0.0337 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 0.0017 13151328.06 13151328.06 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 0.0021 5029492.20 5029492.20 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 0.0019 5037695.30 5037695.30 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 0.0019 11085507.84 11085507.84 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 0.0020 2042890.62 2042890.62 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 0.0015 6078750.00 6078750.00 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-07-01 2021-10-31 2021-10-31 N N N 0.0021 849687293.84 849687293.84 0.0200 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 0.0021 31197902.14 31197902.14 0.0007 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 0.0023 124186850.64 124186850.64 0.0029 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 0.0020 201397754.88 201397754.88 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 0.0020 70734340.88 70734340.88 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 0.0022 232939374.96 232939374.96 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 0.0021 299963070.03 299963070.03 0.0071 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 0.0020 6023547.60 6023547.60 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 0.0019 6017809.80 6017809.80 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.21% 912828NM8 254900HROIFWPRGM1V77 US912828NM88 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0007 388153856.31 388153856.31 0.0091 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.12% 3Y4U8VZURTYWI1W2K376 GBB485000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-17 2026-08-15 0 - 2.125 47061300.00 48964740.57 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 2 N N/A N/A N N 0.0012 48000000.00 48000000.00 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 2020-09-17 2050-02-15 0 - 2.75 20192100.00 21422571.99 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 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, S.A. In a joint trading account with BNP Paribas, S.A. at 0.08%, dated 6/30/2020 due 07/01/2020 R0MUWSFPU8MPRO8K5P83 GCH840000_07651 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-14 2048-11-15 0 - 8.75 1300436181.29 1425140950.31 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 1395479000.00 1395479000.00 0.0329 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.08%, dated 6/30/2020 due 07/01/2020 R0MUWSFPU8MPRO8K5P83 GCH949000_07651 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-14 2048-11-15 0 - 8.75 895843942.11 981750512.14 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 961317000.00 961317000.00 0.0226 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GCH720000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2049-02-15 0.269 - 6.25 257907434.00 302997805.34 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0010 296000000.00 296000000.00 0.0070 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GCF897000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-06-30 2045-02-15 0.5 - 4.25 165261800.00 165242607.09 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 162000000.00 162000000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GCF753000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-05-15 0.198 - 5.25 110946000.00 142802673.34 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 140000000.00 140000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 GCF240000 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 - 6.125 153890964.00 184649574.74 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 181000000.00 181000000.00 0.0043 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 2022-01-15 2046-11-15 0.125 - 3.625 29300600.00 31626352.36 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 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 2022-01-15 2046-11-15 0.125 - 3.625 27368900.00 33901714.92 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 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 CIBC Bank U.S.A. CIBC Bank U.S.A., 0.14% 2IGI19DL77OX0HC3ZE78 GCC503000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2044-02-15 0.125 - 3.625 30592500.00 32641560.72 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-20 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 32000000.00 32000000.00 0.0008 N N Y N Credit AG Credit AG, 0.13% 1VUV7VQFKUOQSJ21A208 GCF268000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-10-31 2024-10-31 1.5 - 1.5 15443400.00 16320514.28 U.S. Treasuries (including strips) Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0013 16000000.00 16000000.00 0.0004 N N Y N Credit AG Credit AG, 0.14% 1VUV7VQFKUOQSJ21A208 GCF888000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2040-05-15 2040-05-15 4.375 - 4.375 37822015.00 60181170.51 U.S. Treasuries (including strips) Y N/A N/A 2020-07-10 2020-07-10 2020-07-10 N N N 0.0014 59000000.00 59000000.00 0.0014 N N N Y Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 GCH600000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2024-01-31 2 - 2.5 161959000.00 175305517.25 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 172000000.00 172000000.00 0.0041 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.12% 1VUV7VQFKUOQSJ21A208 GCF197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2023-04-30 1.375 - 2.75 98307000.00 98915709.96 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0012 97000000.00 97000000.00 0.0023 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.13% 1VUV7VQFKUOQSJ21A208 GCF754000 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 62817000.00 67304660.14 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-10 Y CREDIT AG CIB PARIS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 66000000.00 66000000.00 0.0016 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.08%, dated 6/30/2020 due 07/01/2020 1VUV7VQFKUOQSJ21A208 GCH840000_02102 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 1.625 - 3.125 81267797.59 93134916.11 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 91109000.00 91109000.00 0.0021 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.08%, dated 6/30/2020 due 07/01/2020 1VUV7VQFKUOQSJ21A208 GCH949000_02102 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 1.625 - 3.125 590493.61 676720.35 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 662000.00 662000.00 0.0000 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.09% 7LTWFZYICNSX8D621K86 GCH598000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-02-15 2045-02-15 2.5 - 2.5 57696100.00 72100200.19 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 70000000.00 70000000.00 0.0016 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.09% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-13 2021-05-15 0 - 8.125 7580600.00 8160022.04 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 8000000.00 8000000.00 0.0002 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.10% 549300H47WTHXPU08X20 GCH596000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-08-15 2028-08-15 2.875 - 2.875 144105000.00 172380095.42 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 169000000.00 169000000.00 0.0040 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 2023-12-31 2023-12-31 2.25 - 2.25 92399000.00 99011303.44 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 97000000.00 97000000.00 0.0023 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.10% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-05-15 2030-05-15 0.625 - 2.875 6023500.00 7140086.27 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0010 7000000.00 7000000.00 0.0002 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.11% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-31 2046-11-15 0.125 - 2.875 15365000.00 20600309.89 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 20000000.00 20000000.00 0.0005 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.10% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-30 2024-01-31 0 - 2.5 193512200.00 204002862.25 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0010 200000000.00 200000000.00 0.0047 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.08%, dated 6/30/2020 due 07/01/2020 ZBUT11V806EZRVTWT807 GCH840000_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 2023-10-31 0.2 - 2.875 2288187.12 2364394.18 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 2318000.00 2318000.00 0.0001 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GBC754000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2026-08-15 1.5 - 6 31577300.00 32670169.17 U.S. Treasuries (including strips) Y N/A N/A 2020-07-17 2020-07-17 2020-07-17 N N N 0.0016 32000000.00 32000000.00 0.0008 N N N Y 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 31861800.00 32647296.56 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 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GBC760000 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 30548700.00 32731105.77 U.S. Treasuries (including strips) Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0016 32000000.00 32000000.00 0.0008 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 31861800.00 32647296.56 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 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.17% H7FNTJ4851HG0EXQ1Z70 GBG933000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2026-08-15 1.5 - 2.125 31996200.00 32626971.88 U.S. Treasuries (including strips) Y N/A N/A 2020-07-09 2020-07-09 2020-07-09 N N N 0.0017 32000000.00 32000000.00 0.0008 N N N N 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 26327600.00 29595298.75 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 29049500.00 32655032.37 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 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.18% H7FNTJ4851HG0EXQ1Z70 GCB713000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2022-03-15 2.375 - 2.375 31270000.00 32663446.57 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0018 32000000.00 32000000.00 0.0008 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.08% RB0PEZSDGCO3JS6CEU02 GCH628000 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 90000000.00 104371875.00 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 102000000.00 102000000.00 0.0024 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCD560000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-30 2027-04-30 0.5 - 2.125 26729600.00 27594884.64 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0011 27000000.00 27000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCE819000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2047-02-15 1.625 - 3 34924600.00 35781555.52 U.S. Treasuries (including strips) Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0011 35000000.00 35000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCF814000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2027-11-15 1.125 - 2.75 87277900.00 94959297.06 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 93000000.00 93000000.00 0.0022 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCE818000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-31 2025-02-28 1.125 - 2 77232200.00 80669809.87 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0012 79000000.00 79000000.00 0.0019 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCF816000 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 10419300.00 11237960.03 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0012 11000000.00 11000000.00 0.0003 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCF815000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2027-03-31 0.625 - 1.125 115556200.00 117467987.67 U.S. Treasuries (including strips) Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0012 115000000.00 115000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCF812000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2021-10-31 2 - 2 20844700.00 21418638.33 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 21000000.00 21000000.00 0.0005 N N Y N Norinchukin Bank Norinchukin Bank, 0.20% 5493007VSMFZCPV1NB83 GBD809000 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 44437000.00 48966811.79 U.S. Treasuries (including strips) Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0017 48001540.80 48001540.80 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GBH924000 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 20927500.00 22442632.58 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0021 22000000.00 22000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GBI824000 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 30439900.00 32643721.97 U.S. Treasuries (including strips) Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0021 32000000.00 32000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCC146000 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 29622700.00 32642374.05 U.S. Treasuries (including strips) Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0021 32000000.00 32000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCC910000 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 24731200.00 26521717.11 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0021 26000000.00 26000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCD486000 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 29104700.00 32641580.00 U.S. Treasuries (including strips) Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0021 32000000.00 32000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCF239000 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 44705100.00 47941709.89 U.S. Treasuries (including strips) Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0021 47000000.00 47000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCG648000 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 29998100.00 33660868.01 U.S. Treasuries (including strips) Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0021 33000000.00 33000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCH644000 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 15218300.00 16320091.52 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0021 16000000.00 16000000.00 0.0004 N N N Y Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.10% X574KRZ6V5A7UBU45C31 GCH582000 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 47000000.00 50659364.83 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 49660000.00 49660000.00 0.0012 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.16% X574KRZ6V5A7UBU45C31 GCG610000 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 91230000.00 112456119.16 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-27 Y PRU INS CO AMERICA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 110269720.00 110269720.00 0.0026 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.13% 2IGI19DL77OX0HC3ZE78 GCH935000 Other Instrument Foward Settling Repurchase Agreements Y N/A N/A 2020-07-07 2020-07-07 2020-07-31 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 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 2020-07-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer