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N N N 0.0010 141938846.28 141938846.28 0.0045 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127964Y2 US9127964Y20 U.S. Treasury Debt Y N/A N/A 2021-04-15 2021-04-15 2021-04-15 N N N 0.0010 255884835.84 255884835.84 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127964Z9 US9127964Z94 U.S. Treasury Debt Y N/A N/A 2021-04-29 2021-04-29 2021-04-29 N N N 0.0011 16990543.75 16990543.75 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 912796B73 US912796B732 U.S. Treasury Debt Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0012 252916510.00 252916510.00 0.0081 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 912796A82 US912796A825 U.S. Treasury Debt Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0014 969679356.80 969679356.80 0.0310 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.12% 912828B90 254900HROIFWPRGM1V77 US912828B907 U.S. Treasury Debt Y N/A N/A 2021-02-28 2021-02-28 2021-02-28 N N N 0.0015 19117265.72 19117265.72 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2020-12-31 2020-12-31 2020-12-31 N N N 0.0026 8028515.68 8028515.68 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 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 0.0017 29176718.75 29176718.75 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.13% 912828C57 254900HROIFWPRGM1V77 US912828C574 U.S. Treasury Debt Y N/A N/A 2021-03-31 2021-03-31 2021-03-31 N N N 0.0015 102892500.00 102892500.00 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.14% 9128284P2 254900HROIFWPRGM1V77 US9128284P22 U.S. Treasury Debt Y N/A N/A 2021-05-15 2021-05-15 2021-05-15 N N N 0.0016 64857500.16 64857500.16 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.12% 912828WN6 254900HROIFWPRGM1V77 US912828WN60 U.S. Treasury Debt Y N/A N/A 2021-05-31 2021-05-31 2021-05-31 N N N 0.0014 15162890.70 15162890.70 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.14% 9128286V7 254900HROIFWPRGM1V77 US9128286V71 U.S. Treasury Debt Y N/A N/A 2021-05-31 2021-05-31 2021-05-31 N N N 0.0018 36409218.84 36409218.84 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.12% 912828S27 254900HROIFWPRGM1V77 US912828S273 U.S. Treasury Debt Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0013 187235155.32 187235155.32 0.0060 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828B58 254900HROIFWPRGM1V77 US912828B584 U.S. Treasury Debt Y N/A N/A 2021-01-31 2021-01-31 2021-01-31 N N N 0.0022 233113994.40 233113994.40 0.0075 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128284B3 254900HROIFWPRGM1V77 US9128284B36 U.S. Treasury Debt Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0017 70579687.50 70579687.50 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828Q78 254900HROIFWPRGM1V77 US912828Q780 U.S. Treasury Debt Y N/A N/A 2021-04-30 2021-04-30 2021-04-30 N N N 0.0015 2012343.76 2012343.76 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128284T4 254900HROIFWPRGM1V77 US9128284T44 U.S. Treasury Debt Y N/A N/A 2021-06-15 2021-06-15 2021-06-15 N N N 0.0017 11168867.16 11168867.16 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828WR7 254900HROIFWPRGM1V77 US912828WR74 U.S. Treasury Debt Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0015 6078984.36 6078984.36 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828Y20 254900HROIFWPRGM1V77 US912828Y206 U.S. Treasury Debt Y N/A N/A 2021-07-15 2021-07-15 2021-07-15 N N N 0.0016 17297500.00 17297500.00 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828WY2 254900HROIFWPRGM1V77 US912828WY26 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0017 3046992.18 3046992.18 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128287F1 254900HROIFWPRGM1V77 US9128287F13 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0014 57690234.66 57690234.66 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128284W7 254900HROIFWPRGM1V77 US9128284W72 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0016 20410937.60 20410937.60 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828RC6 254900HROIFWPRGM1V77 US912828RC60 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0015 31484375.00 31484375.00 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 9128285X4 254900HROIFWPRGM1V77 US9128285X47 U.S. Treasury Debt Y N/A N/A 2021-01-31 2021-01-31 2021-01-31 N N N 0.0023 30171542.70 30171542.70 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828Q37 254900HROIFWPRGM1V77 US912828Q376 U.S. Treasury Debt Y N/A N/A 2021-03-31 2021-03-31 2021-03-31 N N N 0.0014 5023242.20 5023242.20 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828S76 254900HROIFWPRGM1V77 US912828S760 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0014 13096484.44 13096484.44 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828D72 254900HROIFWPRGM1V77 US912828D721 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0015 16246249.92 16246249.92 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828YC8 254900HROIFWPRGM1V77 US912828YC87 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0015 26292500.00 26292500.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 9128282F6 254900HROIFWPRGM1V77 US9128282F67 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0014 36295312.32 36295312.32 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.16% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2020-11-02 2022-07-31 2022-07-31 N N N 0.0016 478978852.15 478978852.15 0.0153 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828ZK9 254900HROIFWPRGM1V77 US912828ZK94 U.S. Treasury Debt Y N/A N/A 2020-11-02 2022-04-30 2022-04-30 N N N 0.0014 654685202.34 654685202.34 0.0210 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.22% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y N/A N/A 2020-11-02 2021-01-31 2021-01-31 N N N 0.0012 727166417.57 727166417.57 0.0233 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.24% 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y N/A N/A 2020-11-02 2021-04-30 2021-04-30 N N N 0.0010 1033692037.69 1033692037.69 0.0331 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.25% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-11-02 2022-01-31 2022-01-31 N N N 0.0013 900785386.43 900785386.43 0.0288 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-11-02 2021-07-31 2021-07-31 N N N 0.0013 1431530190.20 1431530190.20 0.0458 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-11-02 2021-10-31 2021-10-31 N N N 0.0011 849403489.55 849403489.55 0.0272 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 0.0028 5005676.05 5005676.05 0.0002 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 0.0023 11028194.87 11028194.87 0.0004 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 0.0019 2020156.24 2020156.24 0.0001 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.09% G5GSEF7VJP5I7OUK5573 GHI484000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-02-15 2028-02-15 2.75 - 2.75 44159500.00 51000484.30 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 50000000.00 50000000.00 0.0016 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GHG767000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-11-30 2028-11-15 2.875 - 3.125 86965500.00 99961504.86 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 98000000.00 98000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFC209000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 6.625 104431230.00 125375954.25 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 122000000.00 122000000.00 0.0039 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHI774000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-05-15 2050-08-15 0.5 - 4.75 46494110.00 49980546.22 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 49000000.00 49000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHB625000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2050-08-15 0 - 6.75 50227340.00 53042691.29 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 52000000.00 52000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGJ011000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2050-02-15 0 - 6.375 35625795.00 39783106.15 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 39000000.00 39000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHE063000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2048-08-15 0 - 7.5 80845512.00 90087803.29 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 88000000.00 88000000.00 0.0028 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHG607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2050-02-15 0 - 6.375 32117200.00 37740748.91 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 37000000.00 37000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHH201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 8.125 83392227.00 100444128.73 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 98000000.00 98000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHH361000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2050-02-15 0 - 7.625 224084327.00 254860064.70 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 249000000.00 249000000.00 0.0080 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GGJ013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-22 2050-02-15 0 - 7.5 37567922.00 39783065.38 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 39000000.00 39000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHB388000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2049-08-15 0 - 7.5 194851280.00 212348366.30 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 208000000.00 208000000.00 0.0067 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHI779000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2040-08-15 0.214 - 4.5 49253500.00 49980464.90 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 49000000.00 49000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GGJ714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-06-30 2048-08-15 1.125 - 7.5 88765190.00 92879387.43 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 91000000.00 91000000.00 0.0029 N N Y N BofA Securities, Inc. BofA Securities, Inc., 0.13% 549300HN4UKV1E2R3U73 GGI563000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-11-30 2026-11-30 1.625 - 1.625 24736700.00 26522581.74 U.S. Treasuries (including strips) Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0013 26000000.00 26000000.00 0.0008 N N N Y Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GHF637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2046-11-15 2048-11-15 2.875 - 3.375 59797200.00 79312300.00 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 77000000.00 77000000.00 0.0025 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GHE464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2046-11-15 2046-11-15 2.875 - 2.875 71508600.00 92703105.46 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 90000000.00 90000000.00 0.0029 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHG817000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-15 2024-03-31 1.375 - 2.125 48783000.00 49976940.95 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 49000000.00 49000000.00 0.0016 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHH338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2026-02-15 1.625 - 2.5 69775000.00 74436089.43 U.S. Treasuries (including strips) Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0010 73000000.00 73000000.00 0.0023 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHH950000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2024-08-15 2.375 - 2.375 47002000.00 50985357.99 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 50000000.00 50000000.00 0.0016 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHI846000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2048-08-15 2.125 - 3 18627000.00 24736208.24 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0010 24000000.00 24000000.00 0.0008 N N Y N DNB Bank ASA DNB Bank ASA, 0.09% 549300GKFG0RYRRQ1414 GHI472000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-15 2026-09-30 1.625 - 2.125 81017600.00 85680669.87 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 84000000.00 84000000.00 0.0027 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 United States Treasury 254900HROIFWPRGM1V77 2020-11-12 2047-02-15 0 - 3 4870800.00 5105816.42 U.S. Treasuries (including strips) Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0009 5000000.00 5000000.00 0.0002 N N 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 United States Treasury 254900HROIFWPRGM1V77 2020-11-05 2050-05-15 0 - 2.875 4924900.00 5100103.22 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 5000000.00 5000000.00 0.0002 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.09% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-15 2025-07-31 1.875 - 2.875 98867100.00 104040808.04 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0009 102000000.00 102000000.00 0.0033 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 United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2023-02-15 2 - 2 51694400.00 54061819.22 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-20 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 53000000.00 53000000.00 0.0017 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 United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2023-02-15 2 - 2 99486800.00 104042940.75 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-23 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 102000000.00 102000000.00 0.0033 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GHF671000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2022-11-15 1.625 - 1.625 25565900.00 26518543.68 U.S. Treasuries (including strips) Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0014 26000000.00 26000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 GHA917000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2024-04-30 1.625 - 2 25475400.00 26522484.50 U.S. Treasuries (including strips) Y N/A N/A 2021-01-13 2021-01-13 2021-01-13 N N N 0.0015 26000000.00 26000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 GHB381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2026-02-15 2.625 - 6 24333900.00 26520307.56 U.S. Treasuries (including strips) Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0015 26000000.00 26000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GEG568000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2026-08-15 1.5 - 6 56280600.00 59161224.80 U.S. Treasuries (including strips) Y N/A N/A 2020-11-19 2020-11-19 2020-11-19 N N N 0.0016 58000000.00 58000000.00 0.0019 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GEH397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-30 2026-08-15 1.5 - 6 29004700.00 30616327.37 U.S. Treasuries (including strips) Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0016 30000000.00 30000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GFH304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-30 2026-02-15 2 - 6 5849000.00 6120832.82 U.S. Treasuries (including strips) Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0016 6000000.00 6000000.00 0.0002 N N N Y Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.08%, dated 10/30/2020 due 11/02/2020 ZOMOLU8CGIZRYZ7PFU34 GHI994000_76664 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-03 2050-08-15 0 - 6.375 39423325.00 41702982.76 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0008 40863000.00 40863000.00 0.0013 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.08%, dated 10/30/2020 due 11/02/2020 ZOMOLU8CGIZRYZ7PFU34 GHI872000_76664 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-03 2050-08-15 0 - 6.375 1052185972.00 1113028657.36 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0008 1090610000.00 1090610000.00 0.0349 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GHH406000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2046-05-15 0.5 - 2.5 126568400.00 134598104.85 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 132000000.00 132000000.00 0.0042 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GHH935000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-31 2046-05-15 1.875 - 2.875 62135100.00 67291100.57 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 66000000.00 66000000.00 0.0021 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHG756000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2046-05-15 1.25 - 2.5 55914200.00 58127691.51 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 57000000.00 57000000.00 0.0018 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHC180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-15 2046-05-15 1.375 - 2.5 86619400.00 88741101.41 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0010 87000000.00 87000000.00 0.0028 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHH407000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-12-31 2046-05-15 1.75 - 2.5 82256800.00 87704330.83 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 86000000.00 86000000.00 0.0028 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHE013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-30 2046-05-15 0.125 - 2.625 87032100.00 90758285.83 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 89000000.00 89000000.00 0.0028 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHE466000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2050-08-15 0.25 - 6.375 46241100.00 53041798.38 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 52000000.00 52000000.00 0.0017 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHD920000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-30 2050-08-15 0.25 - 6.375 44706500.00 52233447.90 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 51000000.00 51000000.00 0.0016 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GGI415000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-12-15 2050-08-15 0.25 - 5.375 35054400.00 39873449.32 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 39000000.00 39000000.00 0.0012 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GFA381000 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 2026-11-15 2 - 2.75 28237700.00 31628570.57 U.S. Treasuries (including strips) Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0015 31000000.00 31000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEJ882000 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 2027-05-15 1.5 - 2.375 41308700.00 43872072.09 U.S. Treasuries (including strips) Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0015 43000000.00 43000000.00 0.0014 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEJ464000 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 27290300.00 30608585.15 U.S. Treasuries (including strips) Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0015 30000000.00 30000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GFC600000 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 2027-05-15 1.5 - 2.375 14409600.00 15303768.36 U.S. Treasuries (including strips) Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0015 15000000.00 15000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GGI408000 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 36210600.00 39784059.71 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0015 39000000.00 39000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GGI928000 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 2027-05-15 1.5 - 2.375 17289000.00 18361855.54 U.S. Treasuries (including strips) Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0015 18000000.00 18000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GHA900000 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 2027-05-15 1.5 - 2.375 24972300.00 26521928.53 U.S. Treasuries (including strips) Y N/A N/A 2021-01-13 2021-01-13 2021-01-13 N N N 0.0015 26000000.00 26000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.16% 5493007VSMFZCPV1NB83 GEH010000 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 27860600.00 30610036.12 U.S. Treasuries (including strips) Y N/A N/A 2020-11-18 2020-11-18 2020-11-18 N N N 0.0016 30000000.00 30000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 0.16% 5493007VSMFZCPV1NB83 GEH352000 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 2027-05-15 1.5 - 2.375 23057100.00 24487885.31 U.S. Treasuries (including strips) Y N/A N/A 2020-11-19 2020-11-19 2020-11-19 N N N 0.0016 24000000.00 24000000.00 0.0008 N N N Y Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.10% X574KRZ6V5A7UBU45C31 GHI451000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2030-02-15 1.5 - 2.125 40500000.00 43492826.08 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 42624750.00 42624750.00 0.0014 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.15% X574KRZ6V5A7UBU45C31 GHH197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2036-02-15 2.5 - 7.5 77110000.00 96466798.49 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y PRU INS CO AMERICA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0015 94596900.00 94596900.00 0.0030 N N Y N RBC Financial Group RBC Financial Group, 0.10% ES7IP3U3RHIGC71XBU11 GHE410000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2049-05-15 1.125 - 3.375 52456400.00 52021784.74 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0010 51000000.00 51000000.00 0.0016 N N Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GHG606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 5.375 96348600.00 99996524.50 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0009 98000000.00 98000000.00 0.0031 N N Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GHH828000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-25 2050-02-15 0 - 4.625 39385000.00 50139156.21 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0009 49000000.00 49000000.00 0.0016 N N Y N Societe Generale Societe Generale, 0.12% O2RNE8IBXP4R0TD8PU41 GGI910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 8 44601000.00 53476079.02 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0012 52000000.00 52000000.00 0.0017 N N Y N Societe Generale Societe Generale, 0.12% O2RNE8IBXP4R0TD8PU41 GGJ456000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 4.625 43055600.00 53387143.05 U.S. Treasuries (including strips) Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0012 52000000.00 52000000.00 0.0017 N N N Y Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.08%, dated 10/30/2020 due 11/02/2020 5U0XI89JRFVHWIBS4F54 GHI872000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-12-31 2023-05-31 0.5 - 2.75 439125144.00 454217194.24 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0008 445308000.00 445308000.00 0.0143 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.08%, dated 10/30/2020 due 11/02/2020 5U0XI89JRFVHWIBS4F54 GHI994000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-12-31 2023-05-31 0.5 - 2.75 852259241.00 881550068.89 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0008 864259000.00 864259000.00 0.0277 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 5493006GGLR4BTEL8O61 GHH931000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-11-06 2020-11-06 2020-11-18 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0016 21000000.00 21000000.00 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. Treasuries as collateral on settlement date. Fidelity Colchester Street Trust: Treasury Portfolio 2020-11-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer