N-MFP2 0000704207 XXXXXXXX 2018-06-30 0000704207 549300VOVP202VV28X52 S000007505 5 N N 002-78458 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 31 59 9324492305.05 8861994430.55 10230007631.51 8700373480.32 10073676701.90 12740117305.05 12899794430.55 13061607631.51 12594173480.32 12709476701.90 0.6900 0.6500 0.7500 0.6500 0.7500 0.9500 0.9500 0.9600 0.9400 0.9500 347.10 13313070760.35 13312237002.21 44350124.92 17637480.98 13338949993.25 13337687496.21 1.0000 0.0194 1.0001 1.0001 1.0001 1.0001 1.0001 C000020485 1000.00 2067025869.80 2066652371.34 1.0002 1.0002 1.0002 1.0002 1.0002 153247814.66 192235922.27 180336495.11 172432028.38 190299866.67 195678653.39 168167517.27 180739895.97 227310479.10 234437218.85 811794559.45 857361375.36 0.0124 Y Fidelity Investments, Reimbursement Fees, -42269.63; C000020483 1000.00 95710748.00 95697684.36 1.0002 1.0002 1.0002 1.0002 1.0002 577478.35 1097873.70 982442.08 915215.10 2099453.16 1618580.66 5361911.53 984858.79 1916999.81 751809.61 10463577.52 4644070.95 0.0049 Y Fidelity Investments, Reimbursement Fees, -2731.23; C000020484 1000.00 1170809629.47 1170284494.70 1.0005 1.0005 1.0005 1.0005 1.0005 124012302.53 96026569.23 150467659.94 144461875.88 124405124.18 142511080.55 98412283.29 126559534.65 95490665.01 146833541.56 499610433.55 587725541.32 0.0099 Y Fidelity Investments, Reimbursement Fees, -27603.55; C000154298 2500.00 10005403745.98 10005052945.82 1.0001 1.0001 1.0001 1.0001 1.0001 796982778.35 678421686.83 1180374119.76 1084855439.84 1014342067.94 986907466.34 1089351737.65 1204737297.78 1129781317.15 1004309840.03 4727123629.50 4479223589.36 0.0152 N Barclays Bank PLC Barclays Bank PLC, 2.10% G5GSEF7VJP5I7OUK5573 DDF364000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-19 2046-11-15 0 - 6.25 243720900.00 247278257.35 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 242000000.00 242000000.00 0.0181 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 1.80% 3Y4U8VZURTYWI1W2K376 DAJ930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-02-15 2046-02-15 2.5 - 2.5 20340000.00 18691273.02 U.S. Treasuries (including strips) Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0178 18000000.00 18000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.82% 3Y4U8VZURTYWI1W2K376 DBE660000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2044-08-15 1.375 - 3.125 18615000.00 17484656.97 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0182 17000000.00 17000000.00 0.0013 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 1.82% 3Y4U8VZURTYWI1W2K376 DBD270000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-09-30 2018-09-30 1.375 - 1.375 14355000.00 14381106.69 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0180 14000000.00 14000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.82% 3Y4U8VZURTYWI1W2K376 DAI845000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2019-02-15 2.75 - 2.75 12180000.00 12342049.52 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0180 12000000.00 12000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.82% 3Y4U8VZURTYWI1W2K376 DAJ281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2019-02-15 2.75 - 2.75 9135000.00 9256537.14 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0180 9000000.00 9000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.83% 3Y4U8VZURTYWI1W2K376 DBD900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2021-11-15 2 - 2.75 10485000.00 10293974.65 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0181 10000000.00 10000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.84% 3Y4U8VZURTYWI1W2K376 DBA322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2022-04-30 1.875 - 2.75 7415000.00 7221478.80 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 7000000.00 7000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.84% 3Y4U8VZURTYWI1W2K376 DBA276000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2041-08-15 2044-08-15 3.125 - 3.75 9175000.00 10507143.67 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 10000000.00 10000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.85% 3Y4U8VZURTYWI1W2K376 DBH924000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-15 2018-08-15 4 - 4 9080000.00 9238562.49 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 9000000.00 9000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.88% 3Y4U8VZURTYWI1W2K376 DDB131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2022-05-31 1.75 - 1.75 18060000.00 17455763.19 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0186 17000000.00 17000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.88% 3Y4U8VZURTYWI1W2K376 DBJ177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2022-02-15 2 - 2 9415000.00 9268450.96 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0186 9000000.00 9000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.90% 3Y4U8VZURTYWI1W2K376 DCG240000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2044-11-15 2044-11-15 3 - 3 52185000.00 52612900.22 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-09 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0188 51000000.00 51000000.00 0.0038 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.94% 3Y4U8VZURTYWI1W2K376 DCI963000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2021-11-15 2 - 2 17805000.00 17475752.65 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 17000000.00 17000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.95% 3Y4U8VZURTYWI1W2K376 DCC019000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2044-08-15 1.5 - 3.125 26030000.00 25569213.18 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 25000000.00 25000000.00 0.0019 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.95% 3Y4U8VZURTYWI1W2K376 DCC021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2020-07-31 1.625 - 1.625 8315000.00 8216007.73 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 8000000.00 8000000.00 0.0006 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.1%, dated 6/29/2018 due 07/02/2018 R0MUWSFPU8MPRO8K5P83 DDF586000_07651 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-31 2047-08-15 0 - 9 2200860.83 2118007.60 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 2071312.09 2071312.09 0.0002 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.1%, dated 6/29/2018 due 07/02/2018 R0MUWSFPU8MPRO8K5P83 DDF574000_07651 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-31 2047-08-15 0 - 9 232695073.66 223935075.37 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 218998000.00 218998000.00 0.0164 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.82% R0MUWSFPU8MPRO8K5P83 DBD926000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2044-08-15 1.181 - 6.875 17097100.00 18546680.77 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0182 18000000.00 18000000.00 0.0013 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.84% R0MUWSFPU8MPRO8K5P83 DBG043000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-08-15 1.143 - 8.5 56105500.00 54221676.38 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0182 53000000.00 53000000.00 0.0040 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.84% R0MUWSFPU8MPRO8K5P83 DBG381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-16 2047-11-15 0 - 6.125 41455200.00 45052736.06 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0182 44000000.00 44000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.85% R0MUWSFPU8MPRO8K5P83 DBG795000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2045-08-15 1.181 - 3.125 17641700.00 18384728.84 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 17800000.00 17800000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.86% R0MUWSFPU8MPRO8K5P83 DBC180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2047-11-15 1.181 - 4.25 34670600.00 36174425.64 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0185 35000000.00 35000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.87% R0MUWSFPU8MPRO8K5P83 DBJ053000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2047-08-15 1.181 - 3.75 15344700.00 17553471.89 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0185 17000000.00 17000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.88% R0MUWSFPU8MPRO8K5P83 DBI537000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-08-15 1.143 - 7.5 63125600.00 61356690.97 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0186 60000000.00 60000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.88% R0MUWSFPU8MPRO8K5P83 DBJ054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-19 2047-08-15 0 - 8.5 48822700.00 52300744.61 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0186 51000000.00 51000000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.89% R0MUWSFPU8MPRO8K5P83 DCA056000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-16 2047-08-15 0 - 5.375 36665800.00 34764069.19 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0187 34000000.00 34000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.89% R0MUWSFPU8MPRO8K5P83 DBJ057000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2046-11-15 1 - 8.125 17822900.00 17401151.15 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0187 17000000.00 17000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.94% R0MUWSFPU8MPRO8K5P83 DCA988000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-11 2047-08-15 0 - 9 35227200.00 34877647.51 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 34000000.00 34000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.94% R0MUWSFPU8MPRO8K5P83 DCG485000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-31 2047-11-15 1.125 - 8.75 50006700.00 55323445.24 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 54000000.00 54000000.00 0.0040 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.94% R0MUWSFPU8MPRO8K5P83 DCA613000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-11-15 1.143 - 3.625 18485000.00 17382136.10 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 17000000.00 17000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.94% R0MUWSFPU8MPRO8K5P83 DCB574000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-08-15 1.143 - 3.125 56976700.00 53674804.01 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 52000000.00 52000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DCF916000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-31 2047-11-15 1.181 - 4.625 34525600.00 34738029.43 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-09-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 34000000.00 34000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DDE605000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-11-15 1.143 - 6.375 54459900.00 53102995.00 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 52000000.00 52000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DCF753000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2047-08-15 1.143 - 8.75 34276900.00 34732654.48 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-09-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 34000000.00 34000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DCB191000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2047-11-15 1.125 - 7.5 34785400.00 34903160.90 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 34000000.00 34000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DCJ131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2045-08-15 1.143 - 4.5 31178500.00 34892309.75 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 34000000.00 34000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.96% R0MUWSFPU8MPRO8K5P83 DCH527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-11-15 1.143 - 4.25 15275100.00 17489413.02 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 17000000.00 17000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.96% R0MUWSFPU8MPRO8K5P83 DCI635000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2047-11-15 1.181 - 7.625 71389800.00 69435645.03 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 68000000.00 68000000.00 0.0051 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.96% R0MUWSFPU8MPRO8K5P83 DCI450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-11-15 1.143 - 7.5 33120200.00 34807810.19 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 34000000.00 34000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.96% R0MUWSFPU8MPRO8K5P83 DDA023000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-09-06 2047-08-15 0 - 7.5 83601300.00 85804073.39 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 84000000.00 84000000.00 0.0063 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.97% R0MUWSFPU8MPRO8K5P83 DCI637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2047-08-15 1.181 - 6.5 17884900.00 17359079.09 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0196 17000000.00 17000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.97% R0MUWSFPU8MPRO8K5P83 DCJ132000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2047-08-15 1.181 - 3.75 36246800.00 34740304.67 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0196 34000000.00 34000000.00 0.0025 N N Y N Canadian Imperial Bk Commerce In a joint trading account with Canadian Imperial Bk Commerce at 2.1%, dated 6/29/2018 due 07/02/2018 2IGI19DL77OX0HC3ZE78 DDF574000_12530 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-25 2046-11-15 0 - 3.625 3139839.60 3060895.67 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 3000000.00 3000000.00 0.0002 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.00% 549300IMBXQ8SGH3HJ31 DDE535000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2026-11-15 1.625 - 2 21702700.00 20405717.18 U.S. Treasuries (including strips) Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0199 19999978.00 19999978.00 0.0015 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.00% 549300IMBXQ8SGH3HJ31 DDE116000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2026-08-15 2.125 - 6.75 18234800.00 21427237.14 U.S. Treasuries (including strips) Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0199 20999974.80 20999974.80 0.0016 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.04% 549300IMBXQ8SGH3HJ31 DDE865000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-15 2025-02-15 1.25 - 4 41364800.00 41829515.38 U.S. Treasuries (including strips) Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0201 41000065.60 41000065.60 0.0031 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.13% 549300IMBXQ8SGH3HJ31 DDF432000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2026-08-15 1.75 - 6.75 174874700.00 187713405.31 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0213 184000000.00 184000000.00 0.0138 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.1%, dated 6/29/2018 due 07/02/2018 1VUV7VQFKUOQSJ21A208 DDF586000_04361 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-30 2047-05-15 0 - 6.25 938787.42 931748.34 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 911782.80 911782.80 0.0001 N Y Y N Deutsche Bank AG Deutsche Bank AG, 2.00% 7LTWFZYICNSX8D621K86 DDE871000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-25 2045-02-15 0 - 2.75 10832400.00 10202342.24 U.S. Treasuries (including strips) Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0202 9999938.00 9999938.00 0.0007 N N Y N Deutsche Bank AG Deutsche Bank AG, 2.13% 7LTWFZYICNSX8D621K86 DDF361000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-30 2046-11-15 0 - 8.125 90377000.00 87747613.41 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0213 86000000.00 86000000.00 0.0064 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.00% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2023-04-30 1.25 - 2.375 22630500.00 22447544.57 U.S. Treasuries (including strips) Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0197 22000022.00 22000022.00 0.0016 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.00% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-04-30 2027-11-15 1.625 - 6.125 19793900.00 20404549.44 U.S. Treasuries (including strips) Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0202 19999876.00 19999876.00 0.0015 N N Y N DNB Bank ASA DNB Bank ASA, 2.05% 549300GKFG0RYRRQ1414 DDF469000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2024-03-31 1.75 - 2.125 234863500.00 228519097.50 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0205 224000000.00 224000000.00 0.0168 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 1.75% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 2400394900.00 2410351542.36 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0175 2410000000.00 2410000000.00 0.1807 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.12% 549300H47WTHXPU08X20 DDF338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-31 2022-09-30 1.875 - 1.875 625566100.00 609960040.90 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 598000000.00 598000000.00 0.0448 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.1%, dated 6/29/2018 due 07/02/2018 CYYGQCGNHMHPSMRL3R97 DDF586000_39304 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-31 2041-08-15 0.75 - 4.25 16654192.02 16975920.88 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-04-30 2020-01-31 0 - 0.892 3579348.46 3591698.36 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 20130220.48 20130220.48 0.0015 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.95% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-15 2021-12-31 1.625 - 2.125 34965100.00 34684034.98 U.S. Treasuries (including strips) Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0191 34000071.40 34000071.40 0.0025 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.95% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2023-04-30 1.25 - 1.625 52981200.00 52024257.06 U.S. Treasuries (including strips) Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0192 51000107.10 51000107.10 0.0038 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.12% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2020-10-31 1.75 - 1.75 21847000.00 21503116.44 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 21000000.00 21000000.00 0.0016 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.12% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-04-30 2019-04-30 1.625 - 1.625 6140000.00 6120771.10 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 6000000.00 6000000.00 0.0004 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 1.84% H7FNTJ4851HG0EXQ1Z70 DAH066000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-06-30 2026-08-15 1.625 - 6.75 21725400.00 21535926.49 U.S. Treasuries (including strips) Y N/A N/A 2018-07-18 2018-07-18 2018-07-18 N N N 0.0191 20999061.30 20999061.30 0.0016 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.91% H7FNTJ4851HG0EXQ1Z70 DBD287000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2026-08-15 2.625 - 8 7853200.00 9233406.69 U.S. Treasuries (including strips) Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0193 8999682.30 8999682.30 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.92% H7FNTJ4851HG0EXQ1Z70 DBA825000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-01-15 2026-08-15 1.125 - 6.75 17272000.00 17271790.53 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 N N N 0.0195 16999241.80 16999241.80 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.93% H7FNTJ4851HG0EXQ1Z70 DBB322000 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 9349700.00 9211302.34 U.S. Treasuries (including strips) Y N/A N/A 2018-08-15 2018-08-15 2018-08-15 N N N 0.0197 8999389.80 8999389.80 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.96% H7FNTJ4851HG0EXQ1Z70 DDB295000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2022-05-31 1.875 - 1.875 25193900.00 24467639.37 U.S. Treasuries (including strips) Y N/A N/A 2018-07-20 2018-07-20 2018-07-20 N N N 0.0190 24000540.00 24000540.00 0.0018 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.96% H7FNTJ4851HG0EXQ1Z70 DDC263000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-15 6 - 6.75 22302100.00 27663760.60 U.S. Treasuries (including strips) Y N/A N/A 2018-07-23 2018-07-23 2018-07-23 N N N 0.0191 27000645.30 27000645.30 0.0020 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.98% H7FNTJ4851HG0EXQ1Z70 DBJ496000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2021-12-31 2.125 - 2.125 142569200.00 141536114.83 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-07 N N N 0.0200 138991395.90 138991395.90 0.0104 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.00% H7FNTJ4851HG0EXQ1Z70 DCC517000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-15 2019-11-15 1 - 1 85348400.00 83772469.61 U.S. Treasuries (including strips) Y N/A N/A 2018-09-19 2018-09-19 2018-09-19 N N N 0.0200 81998679.80 81998679.80 0.0061 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.04% H7FNTJ4851HG0EXQ1Z70 DCI497000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2026-08-15 2.125 - 6.75 17524800.00 17398754.77 U.S. Treasuries (including strips) Y N/A N/A 2018-09-25 2018-09-25 2018-09-25 N N N 0.0202 17000368.90 17000368.90 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.04% H7FNTJ4851HG0EXQ1Z70 DDA095000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 17309200.00 17383693.92 U.S. Treasuries (including strips) Y N/A N/A 2018-09-25 2018-09-25 2018-09-25 N N N 0.0202 17000384.20 17000384.20 0.0013 N N N Y Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.1%, dated 6/29/2018 due 07/02/2018 8NAV47T0Y26Q87Y0QP81 DDF586000_53651 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2022-01-31 1.875 - 1.875 1394726.16 1367789.18 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 1340734.09 1340734.09 0.0001 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.95% 549300Y1PMK3RWXMWR72 DDE908000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2047-02-15 1.125 - 4.25 25675900.00 25656276.39 U.S. Treasuries (including strips) Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0191 25000052.50 25000052.50 0.0019 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.11% 549300Y1PMK3RWXMWR72 DDF414000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2039-05-15 2044-05-15 2.75 - 4.25 26305600.00 31935678.61 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0211 31000000.00 31000000.00 0.0023 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.85% U7M81AY481YLIOR75625 DBF110000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-15 2019-07-15 0.75 - 0.75 4147000.00 4091843.69 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 4000000.00 4000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.86% U7M81AY481YLIOR75625 DBG408000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2047-05-15 2047-05-15 3 - 3 4097000.00 4128033.47 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0184 4000000.00 4000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.88% U7M81AY481YLIOR75625 DBH316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-03-31 2020-03-31 2.25 - 2.25 6123500.00 6130589.70 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0186 6000000.00 6000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.91% U7M81AY481YLIOR75625 DCG265000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-03-31 2025-01-31 2.25 - 2.5 12293000.00 12245245.77 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0189 12000000.00 12000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.91% U7M81AY481YLIOR75625 DCB025000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-12-15 2020-02-29 1.25 - 1.375 4151000.00 4088297.41 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0189 4000000.00 4000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DDA723000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2020-02-15 3.625 - 3.625 8899000.00 9176924.74 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0193 9000000.00 9000000.00 0.0007 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DDB238000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2022-04-30 1.75 - 1.75 3158000.00 3059441.22 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-25 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 3000000.00 3000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DCH977000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 2.75 - 2.75 3037500.00 3063459.07 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 3000000.00 3000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.94% U7M81AY481YLIOR75625 DDB234000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 1.625 9937000.00 9176970.48 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 9000000.00 9000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.94% U7M81AY481YLIOR75625 DDA724000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 12183000.00 12235432.21 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 12000000.00 12000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.95% U7M81AY481YLIOR75625 DCG786000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 2.75 - 2.75 10117000.00 10203461.86 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 10000000.00 10000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.95% U7M81AY481YLIOR75625 DDE608000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-05-15 2046-05-15 2.5 - 2.5 11290000.00 10299594.52 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 10000000.00 10000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.97% U7M81AY481YLIOR75625 DCJ537000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2020-02-15 3.625 - 3.625 14835000.00 15298312.00 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0197 15000000.00 15000000.00 0.0011 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.97% U7M81AY481YLIOR75625 DCJ004000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2020-02-15 3.625 - 3.625 18791000.00 19377861.88 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0197 19000000.00 19000000.00 0.0014 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.98% U7M81AY481YLIOR75625 DCJ005000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 17263000.00 17337295.09 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0196 17000000.00 17000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.98% U7M81AY481YLIOR75625 DCJ535000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 12185000.00 12237440.81 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0196 12000000.00 12000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.12% U7M81AY481YLIOR75625 DDF376000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 2.75 - 2.75 11170000.00 11265461.01 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 11000000.00 11000000.00 0.0008 N Y Y N Natixis SA Natixis SA, 1.93% KX1WK48MPD4Y2NCUIZ63 DDD714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-30 2039-11-15 1.25 - 6.875 36840400.00 34693300.14 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0193 34000000.00 34000000.00 0.0025 N Y Y N Natixis SA Natixis SA, 1.93% KX1WK48MPD4Y2NCUIZ63 DCI436000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-30 2025-08-15 1.25 - 6.875 35119200.00 34719074.47 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-11 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 34000000.00 34000000.00 0.0025 N N Y N Natixis SA Natixis SA, 1.95% KX1WK48MPD4Y2NCUIZ63 DCB894000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2047-11-15 1.375 - 4.375 71012100.00 69808202.87 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-23 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 68000000.00 68000000.00 0.0051 N N Y N Natixis SA Natixis SA, 2.10% KX1WK48MPD4Y2NCUIZ63 DDF381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2019-05-31 1.25 - 1.25 22644500.00 22444015.50 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 22000000.00 22000000.00 0.0016 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.96% OXTKY6Q8X53C9ILVV871 DDE153000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-15 2039-11-15 0.875 - 8.5 189761100.00 185709180.53 U.S. Treasuries (including strips) Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0194 181999963.60 181999963.60 0.0136 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.96% OXTKY6Q8X53C9ILVV871 DDE549000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2028-11-15 0 - 8.125 192375500.00 209156935.02 U.S. Treasuries (including strips) Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0194 204999979.50 204999979.50 0.0154 N N Y N Norinchukin Bank Norinchukin Bank, 1.83% 5493007VSMFZCPV1NB83 DAE815000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 9180000.00 9219840.59 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0185 8999974.80 8999974.80 0.0007 N Y Y N Norinchukin Bank Norinchukin Bank, 1.84% 5493007VSMFZCPV1NB83 DAG288000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 19165000.00 17412601.10 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 N N N 0.0185 16999908.20 16999908.20 0.0013 N N Y N Norinchukin Bank Norinchukin Bank, 1.85% 5493007VSMFZCPV1NB83 DAJ184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 9175000.00 9214818.89 U.S. Treasuries (including strips) Y N/A N/A 2018-07-12 2018-07-12 2018-07-12 N N N 0.0186 8999919.00 8999919.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.87% 5493007VSMFZCPV1NB83 DAJ656000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 9175000.00 9214818.89 U.S. Treasuries (including strips) Y N/A N/A 2018-07-11 2018-07-11 2018-07-11 N N N 0.0186 8999991.00 8999991.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.90% 5493007VSMFZCPV1NB83 DBA766000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 19155000.00 17403515.47 U.S. Treasuries (including strips) Y N/A N/A 2018-07-23 2018-07-23 2018-07-23 N N N 0.0192 16999614.10 16999614.10 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.90% 5493007VSMFZCPV1NB83 DBB292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 19155000.00 17403515.47 U.S. Treasuries (including strips) Y N/A N/A 2018-07-24 2018-07-24 2018-07-24 N N N 0.0192 16999614.10 16999614.10 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.91% 5493007VSMFZCPV1NB83 DBB665000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 29290000.00 26611796.83 U.S. Treasuries (including strips) Y N/A N/A 2018-07-25 2018-07-25 2018-07-25 N N N 0.0192 25999610.00 25999610.00 0.0019 N N N Y Norinchukin Bank Norinchukin Bank, 1.94% 5493007VSMFZCPV1NB83 DBJ487000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 19135000.00 17385344.22 U.S. Treasuries (including strips) Y N/A N/A 2018-07-17 2018-07-17 2018-07-17 N N N 0.0189 17000300.90 17000300.90 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.95% 5493007VSMFZCPV1NB83 DCB943000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 14250000.00 14311844.05 U.S. Treasuries (including strips) Y N/A N/A 2018-07-19 2018-07-19 2018-07-19 N N N 0.0191 14000203.00 14000203.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 2.01% 5493007VSMFZCPV1NB83 DCH327000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 8135000.00 8170305.36 U.S. Treasuries (including strips) Y N/A N/A 2018-09-10 2018-09-10 2018-09-10 N N N 0.0205 7999248.80 7999248.80 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.02% 5493007VSMFZCPV1NB83 DCH928000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 8135000.00 8170305.36 U.S. Treasuries (including strips) Y N/A N/A 2018-09-11 2018-09-11 2018-09-11 N N N 0.0205 7999387.20 7999387.20 0.0006 N N N Y RBC Dominion Securities RBC Dominion Securities, 1.82% 549300QJJX6CVVUXLE15 DBF657000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2048-05-15 1.75 - 3.125 10720400.00 10230578.05 U.S. Treasuries (including strips) Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0180 10000000.00 10000000.00 0.0007 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.83% 549300QJJX6CVVUXLE15 DBE766000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2048-05-15 1.625 - 3.125 20372100.00 19439248.75 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0183 19000000.00 19000000.00 0.0014 N Y Y N RBC Dominion Securities RBC Dominion Securities, 1.85% 549300QJJX6CVVUXLE15 DCD735000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2048-05-15 1.625 - 3.125 12848700.00 12260803.91 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0185 12000000.00 12000000.00 0.0009 N Y Y N RBC Dominion Securities RBC Dominion Securities, 1.85% 549300QJJX6CVVUXLE15 DBH225000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2048-05-15 1.625 - 3.125 18220700.00 17387311.52 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 17000000.00 17000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.88% 549300QJJX6CVVUXLE15 DCE953000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-27 2048-05-15 0 - 3.625 34902300.00 34736284.80 U.S. Treasuries (including strips) Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0186 34000000.00 34000000.00 0.0025 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.88% 549300QJJX6CVVUXLE15 DBD925000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2048-05-15 1.125 - 3.125 27878800.00 26604605.40 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0187 26000000.00 26000000.00 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.90% 549300QJJX6CVVUXLE15 DCF076000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2048-05-15 1.125 - 3.625 8563300.00 8172096.28 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0188 8000000.00 8000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.91% 549300QJJX6CVVUXLE15 DDC829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2048-05-15 1.625 - 3.125 18548400.00 17463136.82 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0189 17000000.00 17000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.91% 549300QJJX6CVVUXLE15 DDB914000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2048-05-15 1.125 - 3.125 18184700.00 17351133.60 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0189 17000000.00 17000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.92% 549300QJJX6CVVUXLE15 DDB230000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2048-05-15 0 - 3.125 34872700.00 34705972.51 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0190 34000000.00 34000000.00 0.0025 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.93% 549300QJJX6CVVUXLE15 DCI100000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2048-05-15 1.75 - 3.125 18192100.00 17359594.96 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 17000000.00 17000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.93% 549300QJJX6CVVUXLE15 DDE112000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2027-11-15 1.75 - 3.625 18176300.00 17345667.65 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 17000000.00 17000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.93% 549300QJJX6CVVUXLE15 DDA894000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2048-05-15 1.125 - 3.125 18184100.00 17353064.96 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 17000000.00 17000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.95% 549300QJJX6CVVUXLE15 DCG966000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-27 2048-05-15 0 - 3.125 34894000.00 34727037.54 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-09-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 34000000.00 34000000.00 0.0025 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.1%, dated 6/29/2018 due 07/02/2018 549300QJJX6CVVUXLE15 DDF574000_07749 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-05 2048-05-15 0 - 5.5 18622897.63 18364758.62 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 18000000.00 18000000.00 0.0013 N Y Y N RBC Financial Group RBC Financial Group, 1.85% ES7IP3U3RHIGC71XBU11 DBG801000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2045-05-15 1.375 - 4.625 56066000.00 57633576.12 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-09 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0183 56000000.00 56000000.00 0.0042 N N Y N RBC Financial Group RBC Financial Group, 1.95% ES7IP3U3RHIGC71XBU11 DCF737000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2045-05-15 1.375 - 4.5 50724000.00 50215030.69 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-09-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0194 49000000.00 49000000.00 0.0037 N N Y N RBC Financial Group RBC Financial Group, 1.96% ES7IP3U3RHIGC71XBU11 DDE242000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2022-02-28 0.875 - 1.875 17504900.00 17344782.11 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0194 17000000.00 17000000.00 0.0013 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.95% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2046-11-15 1.25 - 4.625 234666700.00 232688130.22 U.S. Treasuries (including strips) Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0191 228000478.80 228000478.80 0.0171 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.97% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2023-04-30 1.5 - 2.375 39245900.00 38765987.97 U.S. Treasuries (including strips) Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0192 38000209.00 38000209.00 0.0028 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.13% 6PJDTY319315T5LR2241 DDF358000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2023-12-31 2.25 - 2.625 150574000.00 149859364.09 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0213 147000000.00 147000000.00 0.0110 N Y Y N Societe Generale Societe Generale, 1.96% O2RNE8IBXP4R0TD8PU41 DCH231000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-19 2046-05-15 0 - 7.625 44057600.00 44170120.42 U.S. Treasuries (including strips) Y N/A N/A 2018-07-10 2018-07-10 2018-07-10 N N N 0.0196 42999707.60 42999707.60 0.0032 N N N Y Societe Generale Societe Generale, 1.96% O2RNE8IBXP4R0TD8PU41 DDC635000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-19 2047-05-15 0 - 8.75 108085400.00 102720534.98 U.S. Treasuries (including strips) Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0193 100001650.00 100001650.00 0.0075 N N N Y Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.10% 5U0XI89JRFVHWIBS4F54 DDF378000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2022-12-31 1.875 - 2.125 215180900.00 211177027.35 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 207000000.00 207000000.00 0.0155 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.10% SUVUFHICNZMP2WKHG940 DDF362000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-15 2028-05-15 0.875 - 3.625 124386500.00 122421479.34 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 120000000.00 120000000.00 0.0090 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.1%, dated 6/29/2018 due 07/02/2018 VYVVCKR63DVZZN70PB21 DDF586000_08395 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-26 2047-05-15 0 - 8.875 12744580.24 12799522.24 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 12515950.54 12515950.54 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.83% 912796PN3 254900HROIFWPRGM1V77 US912796PN34 U.S. Treasury Debt Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0083 66990794.20 66990794.20 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.30% 912796PQ6 254900HROIFWPRGM1V77 US912796PQ64 U.S. Treasury Debt Y N/A N/A 2018-07-12 2018-07-12 2018-07-12 N N N 0.0130 151889084.83 151889084.83 0.0114 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.55% 912796PR4 254900HROIFWPRGM1V77 US912796PR48 U.S. Treasury Debt Y N/A N/A 2018-07-26 2018-07-26 2018-07-26 N N N 0.0155 133845676.22 133845676.22 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.63% 912796PS2 254900HROIFWPRGM1V77 US912796PS21 U.S. Treasury Debt Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0163 131798241.96 131798241.96 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.72% 912796NQ8 254900HROIFWPRGM1V77 US912796NQ82 U.S. Treasury Debt Y N/A N/A 2018-08-16 2018-08-16 2018-08-16 N N N 0.0172 41904384.48 41904384.48 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.80% 912796PW3 254900HROIFWPRGM1V77 US912796PW33 U.S. Treasury Debt Y N/A N/A 2018-08-30 2018-08-30 2018-08-30 N N N 0.0180 223318090.24 223318090.24 0.0167 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.84% 912796PY9 254900HROIFWPRGM1V77 US912796PY98 U.S. Treasury Debt Y N/A N/A 2018-09-06 2018-09-06 2018-09-06 N N N 0.0184 51820773.16 51820773.16 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.85% 912796NV7 254900HROIFWPRGM1V77 US912796NV77 U.S. Treasury Debt Y N/A N/A 2018-09-13 2018-09-13 2018-09-13 N N N 0.0185 30882292.69 30882292.69 0.0023 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.86% 912796PZ6 254900HROIFWPRGM1V77 US912796PZ63 U.S. Treasury Debt Y N/A N/A 2018-09-20 2018-09-20 2018-09-20 N N N 0.0186 18920727.82 18920727.82 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.87% 912796QA0 254900HROIFWPRGM1V77 US912796QA04 U.S. Treasury Debt Y N/A N/A 2018-09-27 2018-09-27 2018-09-27 N N N 0.0187 65698943.64 65698943.64 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.89% 912796QB8 254900HROIFWPRGM1V77 US912796QB86 U.S. Treasury Debt Y N/A N/A 2018-10-04 2018-10-04 2018-10-04 N N N 0.0189 376975503.33 376975503.33 0.0283 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.92% 912796NZ8 254900HROIFWPRGM1V77 US912796NZ81 U.S. Treasury Debt Y N/A N/A 2018-10-11 2018-10-11 2018-10-11 N N N 0.0192 275500122.56 275500122.56 0.0207 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.93% 912796QD4 254900HROIFWPRGM1V77 US912796QD43 U.S. Treasury Debt Y N/A N/A 2018-10-18 2018-10-18 2018-10-18 N N N 0.0193 218719600.00 218719600.00 0.0164 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.94% 912796QE2 254900HROIFWPRGM1V77 US912796QE26 U.S. Treasury Debt Y N/A N/A 2018-10-25 2018-10-25 2018-10-25 N N N 0.0194 29813843.70 29813843.70 0.0022 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.98% 912796QF9 254900HROIFWPRGM1V77 US912796QF90 U.S. Treasury Debt Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0198 117210721.60 117210721.60 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.00% 912796PD5 254900HROIFWPRGM1V77 US912796PD51 U.S. Treasury Debt Y N/A N/A 2018-11-08 2018-11-08 2018-11-08 N N N 0.0200 140808705.69 140808705.69 0.0106 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.02% 912796QJ1 254900HROIFWPRGM1V77 US912796QJ13 U.S. Treasury Debt Y N/A N/A 2018-11-15 2018-11-15 2018-11-15 N N N 0.0202 103214217.60 103214217.60 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.03% 912796QK8 254900HROIFWPRGM1V77 US912796QK85 U.S. Treasury Debt Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0203 133914600.00 133914600.00 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.04% 912796PE3 254900HROIFWPRGM1V77 US912796PE35 U.S. Treasury Debt Y N/A N/A 2018-12-06 2018-12-06 2018-12-06 N N N 0.0204 112074557.63 112074557.63 0.0084 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796QL6 254900HROIFWPRGM1V77 US912796QL68 U.S. Treasury Debt Y N/A N/A 2018-11-29 2018-11-29 2018-11-29 N N N 0.0205 19830834.00 19830834.00 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796QP7 254900HROIFWPRGM1V77 US912796QP72 U.S. Treasury Debt Y N/A N/A 2018-12-20 2018-12-20 2018-12-20 N N N 0.0205 66353952.50 66353952.50 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.08% 912796QQ5 254900HROIFWPRGM1V77 US912796QQ55 U.S. Treasury Debt Y N/A N/A 2018-12-27 2018-12-27 2018-12-27 N N N 0.0208 130653058.80 130653058.80 0.0098 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% 912828VQ0 254900HROIFWPRGM1V77 US912828VQ01 U.S. Treasury Debt Y N/A N/A 2018-07-31 2018-07-31 2018-07-31 N N N 0.0177 74973274.50 74973274.50 0.0056 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828QY9 254900HROIFWPRGM1V77 US912828QY99 U.S. Treasury Debt Y N/A N/A 2018-07-31 2018-07-31 2018-07-31 N N N 0.0185 10003383.00 10003383.00 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.64% 912828K82 254900HROIFWPRGM1V77 US912828K825 U.S. Treasury Debt Y N/A N/A 2018-08-15 2018-08-15 2018-08-15 N N N 0.0181 89904272.40 89904272.40 0.0067 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.65% 912828RE2 254900HROIFWPRGM1V77 US912828RE27 U.S. Treasury Debt Y N/A N/A 2018-08-31 2018-08-31 2018-08-31 N N N 0.0189 135907520.00 135907520.00 0.0102 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.68% to 1.97% 912828RH5 254900HROIFWPRGM1V77 US912828RH57 U.S. Treasury Debt Y N/A N/A 2018-09-30 2018-09-30 2018-09-30 N N N 0.0197 537182240.00 537182240.00 0.0403 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.85% 912828XK1 254900HROIFWPRGM1V77 US912828XK13 U.S. Treasury Debt Y N/A N/A 2018-07-15 2018-07-15 2018-07-15 N N N 0.0162 11996028.12 11996028.12 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.85% to 1.93% 9128282C3 254900HROIFWPRGM1V77 US9128282C37 U.S. Treasury Debt Y N/A N/A 2018-08-31 2018-08-31 2018-08-31 N N N 0.0185 126759553.44 126759553.44 0.0095 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.89% to 1.90% 912828JH4 254900HROIFWPRGM1V77 US912828JH40 U.S. Treasury Debt Y N/A N/A 2018-08-15 2018-08-15 2018-08-15 N N N 0.0200 96250695.29 96250695.29 0.0072 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.91% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2018-07-02 2020-01-31 2020-01-31 N N N 0.0192 207949618.24 207949618.24 0.0156 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.96% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2018-07-02 2019-10-31 2019-10-31 N N N 0.0191 129073886.04 129073886.04 0.0097 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.96% to 1.97% 912828T42 254900HROIFWPRGM1V77 US912828T420 U.S. Treasury Debt Y N/A N/A 2018-09-30 2018-09-30 2018-09-30 N N N 0.0195 55829557.84 55829557.84 0.0042 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.97% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2018-07-02 2019-07-31 2019-07-31 N N N 0.0188 117109499.13 117109499.13 0.0088 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.98% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2018-07-02 2019-04-30 2019-04-30 N N N 0.0188 189146820.87 189146820.87 0.0142 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.05% 912828V64 254900HROIFWPRGM1V77 US912828V640 U.S. Treasury Debt Y N/A N/A 2018-07-02 2019-01-31 2019-01-31 N N N 0.0188 216766375.00 216766375.00 0.0163 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.05% 912828T83 254900HROIFWPRGM1V77 US912828T834 U.S. Treasury Debt Y N/A N/A 2018-10-31 2018-10-31 2018-10-31 N N N 0.0197 12946679.72 12946679.72 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.05% to 2.06% 912828WD8 254900HROIFWPRGM1V77 US912828WD88 U.S. Treasury Debt Y N/A N/A 2018-10-31 2018-10-31 2018-10-31 N N N 0.0200 44885742.30 44885742.30 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.08% 912828T75 254900HROIFWPRGM1V77 US912828T750 U.S. Treasury Debt Y N/A N/A 2018-07-02 2018-10-31 2018-10-31 N N N 0.0185 210155200.50 210155200.50 0.0158 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.08% 912828S84 254900HROIFWPRGM1V77 US912828S844 U.S. Treasury Debt Y N/A N/A 2018-07-02 2018-07-31 2018-07-31 N N N 0.0190 280506581.74 280506581.74 0.0210 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.00% to 2.01% 912828JE1 254900HROIFWPRGM1V77 US912828JE19 U.S. Treasury Debt Y N/A N/A 2018-07-15 2018-07-15 2018-07-15 N N N 0.0267 119827871.27 119827871.27 0.0090 N Y Y N Fidelity Newbury Street Trust: Fidelity Treasury Money Market Fund 2018-07-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer