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OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 18 33 12082751479.11 12078705666.71 13776606189.97 14174578638.23 14917551479.11 15355305666.71 16168086873.29 16736378638.23 0.7800 0.7600 0.8300 0.8200 0.9700 0.9700 0.9700 0.9700 593.09 17137346821.08 17137644579.28 67277072.28 521961124.84 16682961119.81 16681443042.63 1.0000 0.0243 1.0001 1.0001 1.0001 1.0001 C000020485 1.00 2256646468.67 2256222623.40 1.0002 1.0002 1.0002 1.0002 220133433.36 214141674.75 277010736.89 215194723.15 307774924.57 211759534.65 311896475.86 244459478.81 1228119988.39 938531253.86 0.0173 Y Fidelity Investments, Reimbursement Fees, -17154.85; C000020483 1.00 116827019.93 116811213.79 1.0001 1.0001 1.0001 1.0001 3337075.87 1697464.04 4635482.64 1315723.41 9075873.25 4687318.06 8080597.59 1551678.40 25797668.09 9467983.00 0.0099 N C000020484 1.00 1330914984.62 1330312531.98 1.0005 1.0004 1.0004 1.0004 144645876.49 109848658.25 120846369.23 132525089.03 206107093.85 141019431.72 150474271.50 148296501.29 661936530.51 559812926.92 0.0148 Y Fidelity Investments, Reimbursement Fees, -4093.30; C000154298 1.00 12978572646.59 12978096673.46 1.0000 1.0000 1.0000 1.0000 1629719467.78 1370160408.47 1491793742.40 1242694000.76 1964736398.73 1521745966.87 1809579396.42 1511163644.46 7354969835.37 6056013240.91 0.0201 N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.78%, dated 12/31/2018 due 01/02/2019 L3I9ZG2KFGXZ61BMYR72 DJI794000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2047-11-15 1.25 - 8 325978259.16 353094891.72 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0278 343541000.00 343541000.00 0.0206 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.95% G5GSEF7VJP5I7OUK5573 DJI786000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-31 2023-11-15 1.75 - 2.75 8103700.00 8161358.28 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 8000000.00 8000000.00 0.0005 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.95% G5GSEF7VJP5I7OUK5573 DJI747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2025-07-31 1 - 2.875 47826600.00 46927763.21 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 46000000.00 46000000.00 0.0028 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.95% G5GSEF7VJP5I7OUK5573 DJI557000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2046-08-15 1.5 - 6.625 249952000.00 244840167.71 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 240000000.00 240000000.00 0.0144 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.34% 3Y4U8VZURTYWI1W2K376 DID095000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2023-01-31 2.375 - 2.375 18510000.00 18568408.69 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0232 18000000.00 18000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.34% 3Y4U8VZURTYWI1W2K376 DID094000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-20 2019-02-20 2.75 - 2.75 18295000.00 18486607.59 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0232 18000000.00 18000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.34% 3Y4U8VZURTYWI1W2K376 DID829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 16565000.00 16490850.83 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0231 16000000.00 16000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.36% 3Y4U8VZURTYWI1W2K376 DHJ806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-20 2019-02-20 2.75 - 2.75 35585000.00 35957689.60 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-31 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 35000000.00 35000000.00 0.0021 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.36% 3Y4U8VZURTYWI1W2K376 DIE045000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2020-08-31 2.125 - 2.125 18520000.00 18516625.69 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 18000000.00 18000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.37% 3Y4U8VZURTYWI1W2K376 DIA349000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-15 2019-08-15 3.625 - 3.625 35230000.00 35929095.31 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 35000000.00 35000000.00 0.0021 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.39% 3Y4U8VZURTYWI1W2K376 DJA753000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2040-08-15 2040-08-15 3.875 - 3.875 9885000.00 11458877.35 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-22 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 11000000.00 11000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.40% 3Y4U8VZURTYWI1W2K376 DID743000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2024-02-29 2.125 - 2.125 9465000.00 9322779.87 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 9000000.00 9000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 DJF233000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-15 2021-10-15 2.875 - 2.875 18250000.00 18529234.69 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 18000000.00 18000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 DJF841000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2021-02-28 2 - 2 37990000.00 37812743.66 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-09 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 36900000.00 36900000.00 0.0022 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 DIE047000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2020-08-31 2.125 - 2.125 18520000.00 18516625.69 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-19 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 18000000.00 18000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 DJI579000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-07-31 2044-11-15 2.75 - 3 39243000.00 39161720.09 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 38000000.00 38000000.00 0.0023 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 DJI670000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-15 2019-08-15 3.625 - 3.625 19070000.00 19448420.31 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 19000000.00 19000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 DJI606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-07-31 2044-11-15 2.75 - 3 19634000.00 19593550.32 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 19000000.00 19000000.00 0.0011 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.78%, dated 12/31/2018 due 01/02/2019 R0MUWSFPU8MPRO8K5P83 DJI794000_07651 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2048-05-15 0 - 8.125 18206824.80 18375896.46 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0278 18000000.00 18000000.00 0.0011 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.37% R0MUWSFPU8MPRO8K5P83 DIG368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2046-11-15 1.133 - 4.75 14241900.00 14317850.52 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 14000000.00 14000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.38% R0MUWSFPU8MPRO8K5P83 DIG776000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2048-02-15 1.75 - 7.5 36748300.00 35787465.03 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 35000000.00 35000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.38% R0MUWSFPU8MPRO8K5P83 DJB889000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2046-11-15 1.75 - 4.75 29670800.00 29633176.75 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 29000000.00 29000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.39% R0MUWSFPU8MPRO8K5P83 DJD272000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-15 2045-08-15 1 - 8.125 47783700.00 52095999.97 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 51000000.00 51000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.39% R0MUWSFPU8MPRO8K5P83 DIH070000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-11-15 2 - 6.75 52314200.00 52151199.26 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 51000000.00 51000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 DJE183000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2047-11-15 1.875 - 7.5 37698100.00 37910331.75 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 37000000.00 37000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 DIJ804000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-30 2046-11-15 1.75 - 2.875 23966600.00 23508027.03 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-03-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 23000000.00 23000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 DJF216000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2048-02-15 1.5 - 7.5 42300500.00 42886571.52 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 42000000.00 42000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 DJA702000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-14 2045-08-15 0 - 7.5 27639300.00 29834926.71 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-03-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 29000000.00 29000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 DJE800000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2046-08-15 2.021 - 4.75 24490800.00 22606845.15 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-03-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 22000000.00 22000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 DJF576000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2047-11-15 1.875 - 3.125 15907500.00 15389840.05 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 15000000.00 15000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 DJG750000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-31 2048-02-15 1.375 - 3 19153400.00 18371324.71 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 18000000.00 18000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 DJF683000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2045-08-15 1.375 - 8.125 46334600.00 47163973.30 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 46000000.00 46000000.00 0.0028 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.31% 2IGI19DL77OX0HC3ZE78 DIB095000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2048-02-15 1.875 - 3.625 18533500.00 18357218.57 U.S. Treasuries (including strips) Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 4 N N/A N/A N N 0.0228 17900000.00 17900000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.36% 2IGI19DL77OX0HC3ZE78 DIG033000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2045-02-15 1.875 - 3.75 32565700.00 32766368.35 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 32000000.00 32000000.00 0.0019 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.41% 2IGI19DL77OX0HC3ZE78 DJD730000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2046-11-15 1.375 - 3.625 14755100.00 14437765.34 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 2 N N/A N/A N N 0.0241 14000000.00 14000000.00 0.0008 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.53% 549300IMBXQ8SGH3HJ31 DJH667000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-15 2025-05-15 2.125 - 2.125 35588400.00 34694713.93 U.S. Treasuries (including strips) Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0249 34000013.60 34000013.60 0.0020 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.65% 549300IMBXQ8SGH3HJ31 DJI611000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2025-02-15 1.75 - 2.625 31260500.00 30604581.74 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N N N 0.0262 30000000.00 30000000.00 0.0018 N N Y N Credit AG Credit AG, 2.47% 1VUV7VQFKUOQSJ21A208 DJG753000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2021-08-15 2.75 - 2.75 9034700.00 9185746.63 U.S. Treasuries (including strips) Y N/A N/A 2019-01-23 2019-01-23 2019-01-23 N N N 0.0246 8999926.20 8999926.20 0.0005 N N N Y Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.78%, dated 12/31/2018 due 01/02/2019 1VUV7VQFKUOQSJ21A208 DJI794000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-08 2048-08-15 0 - 8.75 38761746.48 38801816.67 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0278 38000000.00 38000000.00 0.0023 N Y Y N Deutsche Bank AG Deutsche Bank AG, 2.90% 7LTWFZYICNSX8D621K86 DJI584000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-24 2045-08-15 0 - 8.125 86080200.00 95175530.11 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0290 93000000.00 93000000.00 0.0056 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.58% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2022-01-31 1.133 - 1.875 43841100.00 43875796.54 U.S. Treasuries (including strips) Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N N 0.0250 43000206.40 43000206.40 0.0026 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.63% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-04-30 2024-04-30 2 - 2 88799900.00 86712673.07 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N N N 0.0260 85000000.00 85000000.00 0.0051 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.90% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2023-11-30 2.875 - 2.875 4003300.00 4080657.72 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0290 4000000.00 4000000.00 0.0002 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 3.00% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2023-11-30 2.875 - 2.875 31025800.00 31625326.71 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 31000000.00 31000000.00 0.0019 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 3.00% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2047-11-15 2047-11-15 2.75 - 2.75 16227600.00 15452642.44 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 15000000.00 15000000.00 0.0009 N Y Y N DNB Bank ASA DNB Bank ASA, 2.40% 549300GKFG0RYRRQ1414 DJI030000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-15 2023-08-15 2.5 - 2.5 361886400.00 365109360.28 U.S. Treasuries (including strips) Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N N 0.0237 357000000.00 357000000.00 0.0214 N N Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 2.25% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-31 2025-04-30 1.875 - 2.875 6130624800.00 6014751767.07 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0225 6014000000.00 6014000000.00 0.3605 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.85% 549300H47WTHXPU08X20 DJI527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-15 2024-05-15 0.75 - 2.5 520405300.00 516120056.67 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0285 506000000.00 506000000.00 0.0303 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.95% 549300H47WTHXPU08X20 DJI548000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2023-12-31 1.875 - 2.25 160605000.00 158100003.00 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 155000000.00 155000000.00 0.0093 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 3.00% 549300H47WTHXPU08X20 DJI555000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2021-11-30 1.875 - 1.875 160705900.00 158100028.22 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 155000000.00 155000000.00 0.0093 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.52% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2023-02-28 1.125 - 1.5 48615500.00 46939756.62 U.S. Treasuries (including strips) Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0255 45999779.20 45999779.20 0.0028 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.52% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2026-02-15 1.625 - 1.75 24710300.00 23469912.34 U.S. Treasuries (including strips) Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0255 22999889.60 22999889.60 0.0014 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.95% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-28 2023-02-28 2.625 - 2.625 15268000.00 15446012.44 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 15000000.00 15000000.00 0.0009 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.95% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-30 2025-06-30 2.75 - 2.75 12155000.00 12234767.19 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 12000000.00 12000000.00 0.0007 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 3.00% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2021-10-31 1.25 - 1.25 54845000.00 53040947.96 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 52000000.00 52000000.00 0.0031 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 3.00% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2026-05-15 1.625 - 1.625 9700000.00 9193046.39 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 9000000.00 9000000.00 0.0005 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.78%, dated 12/31/2018 due 01/02/2019 ZBUT11V806EZRVTWT807 DJI794000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2044-08-15 0.875 - 8.125 138281584.32 137853961.53 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0278 135000000.00 135000000.00 0.0081 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 2.32% H7FNTJ4851HG0EXQ1Z70 DHA445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 6.75 - 6.75 21200900.00 27693675.63 U.S. Treasuries (including strips) Y N/A N/A 2019-01-16 2019-01-16 2019-01-16 N N N 0.0237 26999103.60 26999103.60 0.0016 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.37% H7FNTJ4851HG0EXQ1Z70 DHF818000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2026-02-15 1 - 6 17681500.00 17436591.05 U.S. Treasuries (including strips) Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0235 17000000.00 17000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.39% H7FNTJ4851HG0EXQ1Z70 DID268000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2020-09-15 1.375 - 1.375 9364800.00 9219954.89 U.S. Treasuries (including strips) Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0243 8999631.90 8999631.90 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.40% H7FNTJ4851HG0EXQ1Z70 DIG309000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-06-30 2026-08-15 1.25 - 6.75 19518200.00 19421211.25 U.S. Treasuries (including strips) Y N/A N/A 2019-01-23 2019-01-23 2019-01-23 N N N 0.0243 18999361.60 18999361.60 0.0011 N N N Y Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.34%, dated 12/31/2018 due 01/02/2019 8NAV47T0Y26Q87Y0QP81 DJI886000_00431 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2025-11-15 1.875 - 2.875 3306939.65 3292250.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2049-01-01 2049-01-01 0 - 0 415728.15 415728.15 Other Instrument CASH Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0234 3642806.84 3642806.84 0.0002 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.78%, dated 12/31/2018 due 01/02/2019 8NAV47T0Y26Q87Y0QP81 DJI794000_00431 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2025-11-15 1.875 - 2.875 23602797.14 23497955.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2049-01-01 2049-01-01 0 - 0 2967198.77 2967198.77 Other Instrument CASH Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0278 26000000.00 26000000.00 0.0016 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.50% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2026-08-15 0 - 2.75 28606300.00 26523701.13 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0250 26000000.00 26000000.00 0.0016 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.75% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2029-02-15 0 - 5.25 55127800.00 54068268.82 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0275 53000000.00 53000000.00 0.0032 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.95% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2028-05-15 0 - 2.875 46075500.00 46927737.30 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 46000000.00 46000000.00 0.0028 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.47% 549300Y1PMK3RWXMWR72 DJE813000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2023-10-31 2.125 - 2.875 19128400.00 19405347.39 U.S. Treasuries (including strips) Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0250 18998799.20 18998799.20 0.0011 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.50% 549300Y1PMK3RWXMWR72 DJF573000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2024-04-30 1.75 - 2.125 21879600.00 21442361.24 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-08 Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 7 N N/A N/A Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0247 21000000.00 21000000.00 0.0013 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.56% 549300Y1PMK3RWXMWR72 DJH319000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-07-31 2025-07-31 2.875 - 2.875 14881000.00 15307669.89 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0256 15000000.00 15000000.00 0.0009 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.58% 549300Y1PMK3RWXMWR72 DJI011000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-10-31 2025-06-30 2 - 2.875 37979400.00 38773984.29 U.S. Treasuries (including strips) Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0256 37999950.60 37999950.60 0.0023 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.68% 549300Y1PMK3RWXMWR72 DJI610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2026-08-15 1.125 - 2.875 37210400.00 36725502.10 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0265 36000000.00 36000000.00 0.0022 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 3.00% 549300Y1PMK3RWXMWR72 DJI576000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2025-08-31 1.25 - 2.875 29563400.00 29585026.88 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0300 29000000.00 29000000.00 0.0017 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 DJD286000 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 13043000.00 13284819.54 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 13000000.00 13000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 DJD731000 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 18059000.00 18393817.07 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 18000000.00 18000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 DJE238000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 13075000.00 13284026.83 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 13000000.00 13000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 DJF214000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2047-02-15 2.625 - 3 37832000.00 38039677.02 U.S. Treasuries (including strips) Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0241 37000000.00 37000000.00 0.0022 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 DJD743000 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 11235000.00 11249738.22 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-25 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 11000000.00 11000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.45% U7M81AY481YLIOR75625 DJG316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2045-11-15 2.625 - 3 24795000.00 24729994.82 U.S. Treasuries (including strips) Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0242 24000000.00 24000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 DJG741000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2025-05-31 1.625 - 2.875 36310000.00 36738644.13 U.S. Treasuries (including strips) Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0243 36000000.00 36000000.00 0.0022 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 DJF590000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-08-15 2046-08-15 2.25 - 2.25 29990000.00 25763284.37 U.S. Treasuries (including strips) Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0243 25000000.00 25000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.48% U7M81AY481YLIOR75625 DJF584000 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 16010000.00 14429841.74 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0248 14000000.00 14000000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.49% U7M81AY481YLIOR75625 DJD747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2020-08-15 2.625 - 2.625 43436000.00 43897505.32 U.S. Treasuries (including strips) Y N/A N/A 2019-01-22 2019-01-22 2019-01-22 N N N 0.0252 42998649.80 42998649.80 0.0026 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.50% U7M81AY481YLIOR75625 DJH689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2025-05-31 2.875 - 2.875 15070000.00 15314111.23 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0247 15000000.00 15000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.52% U7M81AY481YLIOR75625 DJH688000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2022-07-31 2 - 2 23715000.00 23471243.42 U.S. Treasuries (including strips) Y N/A N/A 2019-01-10 2019-01-10 2019-01-10 N N N 0.0255 22999650.40 22999650.40 0.0014 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.59% U7M81AY481YLIOR75625 DJI009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2020-05-15 3.5 - 3.5 12055000.00 12249884.92 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0253 12000015.60 12000015.60 0.0007 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.90% U7M81AY481YLIOR75625 DJI621000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.625 - 2.625 7117000.00 7134792.50 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0290 7000000.00 7000000.00 0.0004 N Y Y N Natixis SA Natixis SA, 2.35% KX1WK48MPD4Y2NCUIZ63 DIJ839000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2048-02-15 1 - 5.375 36609800.00 36795513.70 U.S. Treasuries (including strips) Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 Y NATIXIS SA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0232 36000000.00 36000000.00 0.0022 N N Y N Natixis SA Natixis SA, 2.43% KX1WK48MPD4Y2NCUIZ63 DII033000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2025-11-15 1.875 - 2.625 18678300.00 18403389.96 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-28 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 18000000.00 18000000.00 0.0011 N N Y N Natixis SA Natixis SA, 2.46% KX1WK48MPD4Y2NCUIZ63 DJE756000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2026-11-15 1.375 - 2.625 95475000.00 92940594.41 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-14 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 91000000.00 91000000.00 0.0055 N N Y N Natixis SA Natixis SA, 2.46% KX1WK48MPD4Y2NCUIZ63 DJG282000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2025-02-15 1.5 - 2 18864300.00 18376313.17 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 18000000.00 18000000.00 0.0011 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.51% OXTKY6Q8X53C9ILVV871 DJH312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2044-05-15 1.875 - 8 7837600.00 8164067.97 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0246 8000007.20 8000007.20 0.0005 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.95% OXTKY6Q8X53C9ILVV871 DJI574000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-15 2044-05-15 0.75 - 7.625 173626100.00 169367605.79 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 166000000.00 166000000.00 0.0100 N Y Y N Norinchukin Bank Norinchukin Bank, 2.39% 5493007VSMFZCPV1NB83 DHE504000 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 14290000.00 14353813.14 U.S. Treasuries (including strips) Y N/A N/A 2019-01-18 2019-01-18 2019-01-18 N N N 0.0236 14000000.00 14000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 2.40% 5493007VSMFZCPV1NB83 DHF428000 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 17345000.00 17422455.48 U.S. Treasuries (including strips) Y N/A N/A 2019-01-23 2019-01-23 2019-01-23 N N N 0.0238 17000000.00 17000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 2.48% 5493007VSMFZCPV1NB83 DID768000 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 9170000.00 9210949.37 U.S. Treasuries (including strips) Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0250 8999514.00 8999514.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 2.49% 5493007VSMFZCPV1NB83 DIF408000 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 18335000.00 18416876.41 U.S. Treasuries (including strips) Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0251 17999056.80 17999056.80 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.51% 5493007VSMFZCPV1NB83 DIH945000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2026-08-15 1.5 - 2.625 29305000.00 27604263.24 U.S. Treasuries (including strips) Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0251 26998882.20 26998882.20 0.0016 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 DJA726000 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 18315000.00 18396787.10 U.S. Treasuries (including strips) Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0252 18000063.00 18000063.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 DJF193000 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 9150000.00 9190860.06 U.S. Treasuries (including strips) Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0253 8999785.80 8999785.80 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 DJF558000 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 9150000.00 9190860.06 U.S. Treasuries (including strips) Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0253 9000009.00 9000009.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 DJG714000 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 18295000.00 18376697.79 U.S. Treasuries (including strips) Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0254 17999879.40 17999879.40 0.0011 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHD418000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-11-15 1.25 - 5.375 28196900.00 27676339.87 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 27000000.00 27000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHF131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-11-15 1.25 - 4.5 18283700.00 18445130.00 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 18000000.00 18000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHF175000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2046-11-15 1.125 - 5.375 18380900.00 18443812.12 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 18000000.00 18000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHF178000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2047-11-15 1.125 - 5.375 10918700.00 11271209.01 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 11000000.00 11000000.00 0.0007 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHE039000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-11-15 1.25 - 5.375 18356100.00 18448531.27 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 18000000.00 18000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHF177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2047-11-15 1.25 - 4.5 18332000.00 18443809.65 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 18000000.00 18000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.32% 549300QJJX6CVVUXLE15 DHF447000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2047-11-15 1.125 - 5.375 17932300.00 17419426.30 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0230 17000000.00 17000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.32% 549300QJJX6CVVUXLE15 DHG312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2047-11-15 2.5 - 4.25 7670900.00 9311215.66 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0230 9000000.00 9000000.00 0.0005 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.33% 549300QJJX6CVVUXLE15 DIC194000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2047-11-15 1.375 - 4.5 17629500.00 17400703.40 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0231 17000000.00 17000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.36% 549300QJJX6CVVUXLE15 DIC193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2044-11-15 1.125 - 3 17630600.00 17401438.07 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 17000000.00 17000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.37% 549300QJJX6CVVUXLE15 DIG278000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2047-11-15 1.25 - 4.25 9237300.00 9205417.45 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 9000000.00 9000000.00 0.0005 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.38% 549300QJJX6CVVUXLE15 DID539000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2039-08-15 1.25 - 5.375 18094200.00 18419571.64 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 18000000.00 18000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.38% 549300QJJX6CVVUXLE15 DIC192000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-24 2048-02-15 0 - 5.375 16379400.00 17402158.87 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 17000000.00 17000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.38% 549300QJJX6CVVUXLE15 DID108000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2047-11-15 1.25 - 4.25 18131600.00 18568235.50 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 18000000.00 18000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID544000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-11-15 1.25 - 4.5 18375700.00 18419800.15 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 18000000.00 18000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID110000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2047-11-15 1.125 - 4.5 18425100.00 18421136.00 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 18000000.00 18000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID540000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2047-11-15 1.25 - 5.375 35729000.00 35816423.11 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 35000000.00 35000000.00 0.0021 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID113000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2046-11-15 1 - 4.5 18437700.00 18421197.16 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 18000000.00 18000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID542000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2048-02-15 1.5 - 4.5 18430800.00 18419833.84 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 18000000.00 18000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DIH067000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2039-08-15 1.25 - 5.375 35842700.00 35785556.13 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 35000000.00 35000000.00 0.0021 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.40% 549300QJJX6CVVUXLE15 DIF409000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2046-08-15 1.125 - 4.5 19044300.00 18447541.08 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 18000000.00 18000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.40% 549300QJJX6CVVUXLE15 DII379000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2039-08-15 1.125 - 4.5 27824300.00 27600822.85 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 27000000.00 27000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 DIE292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2048-02-15 1.25 - 4.5 18511300.00 18419193.19 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 18000000.00 18000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 DIE293000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2047-02-15 0.75 - 4.5 18083200.00 18419201.46 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 18000000.00 18000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 DJE799000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-21 2047-11-15 0 - 4.5 19415700.00 18546211.90 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 18000000.00 18000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 DIJ830000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-17 2039-08-15 0 - 4.5 23060500.00 23506204.94 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 23000000.00 23000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 DJA320000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2039-08-15 0.75 - 4.5 37416700.00 36792331.44 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-28 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 36000000.00 36000000.00 0.0022 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 DJA707000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2047-11-15 0.75 - 4.5 36146700.00 36787350.11 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 36000000.00 36000000.00 0.0022 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 DJC372000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2039-08-15 1.375 - 4.5 27864400.00 27589099.00 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-03-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 27000000.00 27000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 DJC371000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2047-11-15 1.125 - 5.375 27481500.00 27589116.23 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-03-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 27000000.00 27000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 DJG239000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2046-11-15 0.75 - 4.5 37829400.00 37773705.24 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 37000000.00 37000000.00 0.0022 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.78%, dated 12/31/2018 due 01/02/2019 549300QJJX6CVVUXLE15 DJI794000_07749 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-24 2031-02-15 0 - 5.375 2071069.89 2040359.92 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0278 2000000.00 2000000.00 0.0001 N Y Y N RBC Financial Group RBC Financial Group, 2.31% ES7IP3U3RHIGC71XBU11 DIB909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-30 2026-11-15 2 - 2.25 36611200.00 35823713.46 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-08 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0228 35000000.00 35000000.00 0.0021 N N Y N RBC Financial Group RBC Financial Group, 2.34% ES7IP3U3RHIGC71XBU11 DHG805000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2023-01-31 2 - 8.5 18647600.00 18441179.96 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-24 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0232 18000000.00 18000000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 2.46% ES7IP3U3RHIGC71XBU11 DJG294000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2045-02-15 2 - 8.5 116954200.00 117940794.68 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0243 115000000.00 115000000.00 0.0069 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.54% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-12-31 2025-12-31 2.625 - 2.625 54007000.00 54082933.84 U.S. Treasuries (including strips) Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0249 53000068.90 53000068.90 0.0032 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 3.00% 6PJDTY319315T5LR2241 DJI546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-30 2020-11-30 2.75 - 2.75 283750000.00 285522936.11 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 280000000.00 280000000.00 0.0168 N Y Y N Societe Generale Societe Generale, 2.33% O2RNE8IBXP4R0TD8PU41 DHJ686000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2046-08-15 1.125 - 6.875 9000600.00 9240256.58 U.S. Treasuries (including strips) Y N/A N/A 2019-01-10 2019-01-10 2019-01-10 N N N 0.0230 9000000.00 9000000.00 0.0005 N N N Y Societe Generale Societe Generale, 2.40% O2RNE8IBXP4R0TD8PU41 DJA115000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2047-05-15 0 - 8.75 53607200.00 54404385.79 U.S. Treasuries (including strips) Y N/A N/A 2019-01-11 2019-01-11 2019-01-11 N N N 0.0237 53000000.00 53000000.00 0.0032 N N N Y Societe Generale Societe Generale, 2.41% O2RNE8IBXP4R0TD8PU41 DJA681000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2046-08-15 1.125 - 8.875 24048300.00 25574764.21 U.S. Treasuries (including strips) Y N/A N/A 2019-01-14 2019-01-14 2019-01-14 N N N 0.0238 25000000.00 25000000.00 0.0015 N N N Y Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.34%, dated 12/31/2018 due 01/02/2019 5U0XI89JRFVHWIBS4F54 DJI886000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-15 2047-05-15 0.75 - 3.625 56016153.04 55568130.53 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0234 54391193.16 54391193.16 0.0033 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.78%, dated 12/31/2018 due 01/02/2019 5U0XI89JRFVHWIBS4F54 DJI794000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-15 2047-05-15 0.75 - 3.625 247397703.89 245418993.55 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0278 240221000.00 240221000.00 0.0144 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.54% 5493006GGLR4BTEL8O61 DJE797000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-15 2023-11-15 1.75 - 2.75 7262000.00 7162087.37 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-09 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0251 7000000.00 7000000.00 0.0004 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.95% SUVUFHICNZMP2WKHG940 DJI587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-02 2019-05-02 N/A 56565700.00 56109214.80 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 55000000.00 55000000.00 0.0033 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.00% 912796UG2 254900HROIFWPRGM1V77 US912796UG28 U.S. Treasury Debt Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0000 125200000.00 125200000.00 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.75% 912796UH0 254900HROIFWPRGM1V77 US912796UH01 U.S. Treasury Debt Y N/A N/A 2019-01-08 2019-01-08 2019-01-08 N N N 0.0175 32987462.31 32987462.31 0.0020 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.09% 912796QT9 254900HROIFWPRGM1V77 US912796QT94 U.S. Treasury Debt Y N/A N/A 2019-01-17 2019-01-17 2019-01-17 N N N 0.0209 51250432.40 51250432.40 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.23% 912796PP8 254900HROIFWPRGM1V77 US912796PP81 U.S. Treasury Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0223 130754532.20 130754532.20 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.33% 912796QW2 254900HROIFWPRGM1V77 US912796QW24 U.S. Treasury Debt Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0233 92776589.82 92776589.82 0.0056 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.34% 912796UL1 254900HROIFWPRGM1V77 US912796UL13 U.S. Treasury Debt Y N/A N/A 2019-01-29 2019-01-29 2019-01-29 N N N 0.0234 158707177.65 158707177.65 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.35% 912796RC5 254900HROIFWPRGM1V77 US912796RC50 U.S. Treasury Debt Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0235 142260777.23 142260777.23 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.36% 912796PT0 254900HROIFWPRGM1V77 US912796PT04 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0236 116451437.17 116451437.17 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796QY8 254900HROIFWPRGM1V77 US912796QY89 U.S. Treasury Debt Y N/A N/A 2019-02-21 2019-02-21 2019-02-21 N N N 0.0237 28903204.38 28903204.38 0.0017 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796QZ5 254900HROIFWPRGM1V77 US912796QZ54 U.S. Treasury Debt Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0237 261667232.14 261667232.14 0.0157 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.38% 912796UP2 254900HROIFWPRGM1V77 US912796UP27 U.S. Treasury Debt Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0238 27909863.80 27909863.80 0.0017 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796QX0 254900HROIFWPRGM1V77 US912796QX07 U.S. Treasury Debt Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0239 8973821.25 8973821.25 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796RB7 254900HROIFWPRGM1V77 US912796RB77 U.S. Treasury Debt Y N/A N/A 2019-03-14 2019-03-14 2019-03-14 N N N 0.0239 99521090.00 99521090.00 0.0060 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796PX1 254900HROIFWPRGM1V77 US912796PX16 U.S. Treasury Debt Y N/A N/A 2019-03-28 2019-03-28 2019-03-28 N N N 0.0239 130749330.94 130749330.94 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.40% 912796UN7 254900HROIFWPRGM1V77 US912796UN78 U.S. Treasury Debt Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0240 17949640.32 17949640.32 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796UQ0 254900HROIFWPRGM1V77 US912796UQ00 U.S. Treasury Debt Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0244 159397691.20 159397691.20 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796RH4 254900HROIFWPRGM1V77 US912796RH48 U.S. Treasury Debt Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0244 101265918.24 101265918.24 0.0061 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.45% 912796RG6 254900HROIFWPRGM1V77 US912796RG64 U.S. Treasury Debt Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0245 130116642.11 130116642.11 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% 912796QC6 254900HROIFWPRGM1V77 US912796QC69 U.S. Treasury Debt Y N/A N/A 2019-04-25 2019-04-25 2019-04-25 N N N 0.0246 94266967.65 94266967.65 0.0057 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% 912796RJ0 254900HROIFWPRGM1V77 US912796RJ04 U.S. Treasury Debt Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0246 108104547.56 108104547.56 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.47% 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0247 249412234.24 249412234.24 0.0150 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.21% to 2.36% 912828SH4 254900HROIFWPRGM1V77 US912828SH49 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0237 235716193.48 235716193.48 0.0141 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.23% to 2.36% 912828C24 254900HROIFWPRGM1V77 US912828C244 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0237 281596418.52 281596418.52 0.0169 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.24% to 2.40% 912828B33 254900HROIFWPRGM1V77 US912828B337 U.S. Treasury Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0228 65956145.64 65956145.64 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.25% to 2.39% 912828W30 254900HROIFWPRGM1V77 US912828W309 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0236 150695802.95 150695802.95 0.0090 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.27% to 2.38% 912828KD1 254900HROIFWPRGM1V77 US912828KD17 U.S. Treasury Debt Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0239 38016093.00 38016093.00 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.28% to 2.40% 912828V56 254900HROIFWPRGM1V77 US912828V566 U.S. Treasury Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0225 41959825.32 41959825.32 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.40% to 2.43% 912828N63 254900HROIFWPRGM1V77 US912828N639 U.S. Treasury Debt Y N/A N/A 2019-01-15 2019-01-15 2019-01-15 N N N 0.0213 239901144.00 239901144.00 0.0144 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.40% 912828SD3 254900HROIFWPRGM1V77 US912828SD35 U.S. Treasury Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0226 43962196.08 43962196.08 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.40% 912828P53 254900HROIFWPRGM1V77 US912828P535 U.S. Treasury Debt Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0230 18963148.55 18963148.55 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.43% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-01-02 2020-01-31 2020-01-31 N N N 0.0247 273879250.94 273879250.94 0.0164 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.43% to 2.44% 912828C65 254900HROIFWPRGM1V77 US912828C657 U.S. Treasury Debt Y N/A N/A 2019-03-31 2019-03-31 2019-03-31 N N N 0.0241 23952976.80 23952976.80 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y N/A N/A 2019-01-02 2020-07-31 2020-07-31 N N N 0.0251 72962204.25 72962204.25 0.0044 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% to 2.53% 912828KQ2 254900HROIFWPRGM1V77 US912828KQ20 U.S. Treasury Debt Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0251 234610213.20 234610213.20 0.0141 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.48% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-01-02 2019-10-31 2019-10-31 N N N 0.0244 159051121.68 159051121.68 0.0095 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.49% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2019-01-02 2019-07-31 2019-07-31 N N N 0.0242 117042846.57 117042846.57 0.0070 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.50% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2019-01-02 2019-04-30 2019-04-30 N N N 0.0234 189092689.38 189092689.38 0.0113 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.50% 912828ST8 254900HROIFWPRGM1V77 US912828ST86 U.S. Treasury Debt Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0249 199178000.00 199178000.00 0.0119 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.57% 912828V64 254900HROIFWPRGM1V77 US912828V640 U.S. Treasury Debt Y N/A N/A 2019-01-02 2019-01-31 2019-01-31 N N N 0.0240 216581333.09 216581333.09 0.0130 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.39% to 2.40% 912828JX9 254900HROIFWPRGM1V77 US912828JX99 U.S. Treasury Debt Y N/A N/A 2019-01-15 2019-01-15 2019-01-15 N N N 0.0180 207014381.02 207014381.02 0.0124 N Y Y N Fidelity Newbury Street Trust: Fidelity Treasury Money Market Fund 2019-01-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer