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OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 17 31 14011133168.88 13671738949.61 12225766783.02 11569870303.64 16701033168.88 16596638949.61 15865366783.02 15711070303.64 0.8100 0.8000 0.7300 0.6900 0.9700 0.9700 0.9500 0.9400 248.47 16791354910.59 16791090514.33 14480103.74 405163052.40 16400407814.14 16399114288.17 1.0000 0.0245 1.0001 1.0001 1.0001 1.0001 C000020485 1.00 2078878912.62 2078516419.98 1.0002 1.0002 1.0002 1.0002 351062887.52 282481942.31 167907500.07 258927334.99 276944433.58 322207019.08 153968296.86 206743185.90 993650380.20 1171356583.63 0.0175 Y Fidelity Investments, Reimbursement Fees, -5625.82; C000020483 1.00 107373239.06 107359659.54 1.0001 1.0001 1.0001 1.0001 2177343.26 3409693.68 2196397.87 5381650.70 999766.93 3109712.54 1407247.21 3177828.84 7434867.91 16886422.17 0.0103 N C000020484 1.00 1293856175.61 1293285002.86 1.0004 1.0004 1.0004 1.0005 153950199.25 102905960.85 153929042.48 166982478.64 112317095.58 185287068.57 142042131.49 92664734.84 632742263.23 669769792.35 0.0150 N C000154298 1.00 12920299486.85 12919953205.79 1.0000 1.0000 1.0000 1.0000 1914879524.45 1536010715.41 1640289003.25 1547842787.99 1321618231.91 1638889280.03 1023073454.41 1158807012.80 6413592457.64 6471735925.31 0.0203 N Barclays Bank PLC Barclays Bank PLC, 2.39% G5GSEF7VJP5I7OUK5573 EBB138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-08-15 2045-08-15 2.875 - 2.875 29097000.00 28845751.04 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0236 28000000.00 28000000.00 0.0017 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.39% G5GSEF7VJP5I7OUK5573 EBB622000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2023-09-30 1.125 - 2.875 298803100.00 299919857.32 U.S. Treasuries (including strips) Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0236 294000000.00 294000000.00 0.0179 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.42% G5GSEF7VJP5I7OUK5573 EAI873000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-08-15 2045-08-15 2.875 - 2.875 29108800.00 28857449.15 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-22 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 28000000.00 28000000.00 0.0017 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.45% G5GSEF7VJP5I7OUK5573 EAG073000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-08-15 2045-08-15 2.875 - 2.875 19763300.00 19592646.37 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-15 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 19000000.00 19000000.00 0.0012 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.55% G5GSEF7VJP5I7OUK5573 EBC345000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2023-09-30 2.25 - 2.875 374193200.00 379466945.79 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 372000000.00 372000000.00 0.0227 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.55% G5GSEF7VJP5I7OUK5573 EBC276000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2025-10-31 1.5 - 3 1003739300.00 1015992051.81 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 996000000.00 996000000.00 0.0607 N Y 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 2026-02-15 1.625 - 3.625 36050000.00 35844687.72 U.S. Treasuries (including strips) Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 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, 2.40% 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 9415000.00 9323028.19 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 9000000.00 9000000.00 0.0005 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 18470000.00 18511789.36 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 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, 2.43% 3Y4U8VZURTYWI1W2K376 EAB343000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-11-15 2.75 - 2.75 19215000.00 19531556.51 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 19000000.00 19000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EAJ533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2021-09-30 1.125 - 1.125 11640000.00 11275031.42 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 11000000.00 11000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EBB385000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-05-15 2028-05-15 2.875 - 2.875 19070000.00 19478628.75 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 19000000.00 19000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.45% 3Y4U8VZURTYWI1W2K376 EAG040000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2026-02-15 1.625 - 2.75 15950000.00 16323528.77 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 15900000.00 15900000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.45% 3Y4U8VZURTYWI1W2K376 EAJ522000 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 11210000.00 11284853.25 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 11000000.00 11000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.46% 3Y4U8VZURTYWI1W2K376 EAC054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-01-31 2026-02-15 1.625 - 2.25 19650000.00 19400121.26 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 19000000.00 19000000.00 0.0012 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.55%, dated 1/31/2019 due 02/01/2019 R0MUWSFPU8MPRO8K5P83 EBC550000_07651 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2048-05-15 0 - 8.75 60356011.31 61222956.80 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0000 60000000.00 60000000.00 0.0037 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EAA520000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2048-11-15 0 - 6.875 37898800.00 38868156.09 U.S. Treasuries (including strips) Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0240 38000000.00 38000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EAB335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2048-02-15 0 - 7.875 63424900.00 67766126.86 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 66000000.00 66000000.00 0.0040 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EAA907000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-07 2047-11-15 0 - 8 74802200.00 71892657.76 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 70000000.00 70000000.00 0.0043 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EAB792000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2044-08-15 0 - 8.125 39941100.00 39957255.31 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 39000000.00 39000000.00 0.0024 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 2037-02-15 2046-11-15 2.25 - 4.75 27380800.00 23786348.16 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 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 EAE873000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2046-08-15 0 - 8.125 38731500.00 39972048.29 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 39000000.00 39000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EAB803000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2045-08-15 1.625 - 6.25 38415100.00 39739856.76 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 38900000.00 38900000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EAD992000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-07 2047-11-15 0 - 8.125 38023200.00 38949489.50 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 38000000.00 38000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EAB337000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2046-05-15 1.133 - 4.625 66287200.00 67448875.94 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 66000000.00 66000000.00 0.0040 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 2020-01-15 2048-11-15 1.375 - 8.125 29217500.00 29787300.56 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 29000000.00 29000000.00 0.0018 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 2019-07-31 2046-11-15 1.133 - 4.75 22374300.00 22514997.27 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 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, 2.46% R0MUWSFPU8MPRO8K5P83 EAA055000 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 1.875 - 2.875 29485800.00 29638638.41 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0243 29000000.00 29000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAI463000 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 2.021 - 4.75 76139800.00 76552311.08 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 75000000.00 75000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAG540000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2045-02-15 1.133 - 8.125 77793600.00 77815229.96 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 76000000.00 76000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAG043000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2048-11-15 1.375 - 8.75 79321700.00 79648338.36 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 77900000.00 77900000.00 0.0047 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAH138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2043-05-15 1.5 - 6.625 122317500.00 123546515.18 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 121000000.00 121000000.00 0.0074 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 2020-07-31 2047-08-15 1.375 - 4.375 19052400.00 18409048.91 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 18000000.00 18000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 DJJ522000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2041-11-15 0 - 4.625 38768700.00 38839838.29 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0247 38000000.00 38000000.00 0.0023 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EAJ793000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2048-11-15 1.5 - 6.75 101046100.00 96993033.44 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 94900000.00 94900000.00 0.0058 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBA158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-11-15 2043-05-15 2.25 - 6.25 39286000.00 38770675.75 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 38000000.00 38000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EAH877000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2045-05-15 1.133 - 6.875 31654100.00 31650450.16 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 31000000.00 31000000.00 0.0019 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EBA839000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2046-11-15 2.5 - 3.625 14851000.00 15343059.05 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-27 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 15000000.00 15000000.00 0.0009 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EAA454000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2048-02-15 1.375 - 3.625 19464500.00 19569868.04 U.S. Treasuries (including strips) Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 4 N N/A N/A N N 0.0240 19000000.00 19000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.46% 2IGI19DL77OX0HC3ZE78 EAH207000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2047-02-15 1.375 - 3.75 35193300.00 35707502.06 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 34900000.00 34900000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.44% 549300IMBXQ8SGH3HJ31 EBA061000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-03-31 2025-12-31 2.125 - 2.625 43837900.00 43880865.57 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0244 43000000.00 43000000.00 0.0026 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.55% 549300IMBXQ8SGH3HJ31 EBC353000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2026-02-15 1.625 - 2.625 43105800.00 42843083.60 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0252 42000000.00 42000000.00 0.0026 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.58% 549300IMBXQ8SGH3HJ31 EBC358000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2028-02-15 1.625 - 2.875 243710800.00 246857712.43 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0258 242000000.00 242000000.00 0.0148 N Y Y N Credit AG Credit AG, 2.40% 1VUV7VQFKUOQSJ21A208 EBA070000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2020-09-30 2 - 2 19418100.00 19389113.47 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0240 19000000.00 19000000.00 0.0012 N Y Y N Credit AG Credit AG, 2.43% 1VUV7VQFKUOQSJ21A208 EAI930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2045-05-15 2 - 3 19419600.00 19423083.67 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-25 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 19000000.00 19000000.00 0.0012 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.55%, dated 1/31/2019 due 02/01/2019 1VUV7VQFKUOQSJ21A208 EBC693000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-05 2048-08-15 0 - 8.125 51312165.78 51542635.12 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 50451000.00 50451000.00 0.0031 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.55%, dated 1/31/2019 due 02/01/2019 1VUV7VQFKUOQSJ21A208 EBC550000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-05 2048-08-15 0 - 8.125 258946873.58 260109937.25 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 254601000.00 254601000.00 0.0155 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 2.55% ANGGYXNX0JLX3X63JN86 EBC499000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2036-02-15 0 - 4.5 1209256700.00 1197564821.80 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 1174000000.00 1174000000.00 0.0716 N Y Y N Deutsche Bank AG Deutsche Bank AG, 2.59% 7LTWFZYICNSX8D621K86 EBC340000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2028-11-15 1.25 - 5.25 26050300.00 31622321.09 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 31000000.00 31000000.00 0.0019 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.42% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-10-31 2047-05-15 2 - 3 44147700.00 44170896.08 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0242 43000000.00 43000000.00 0.0026 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.42% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-10-31 2022-10-31 2 - 2 43315700.00 42845805.78 U.S. Treasuries (including strips) Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0239 42000000.00 42000000.00 0.0026 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.48% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2019-09-30 1.375 - 1.375 57298700.00 57124012.95 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0245 56000000.00 56000000.00 0.0034 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.59% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2022-01-15 2.5 - 2.5 30526800.00 30602261.41 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 30000000.00 30000000.00 0.0018 N Y Y N DNB Bank ASA DNB Bank ASA, 2.42% 549300GKFG0RYRRQ1414 EBC328000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2024-03-31 2.125 - 2.125 93704400.00 92826261.57 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0239 91000000.00 91000000.00 0.0055 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.55% 549300H47WTHXPU08X20 EBC309000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2023-06-30 1.125 - 3.375 831289700.00 813960026.00 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 798000000.00 798000000.00 0.0487 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.57% 549300H47WTHXPU08X20 EBC313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-31 2042-11-15 1.25 - 2.75 323650300.00 313140054.26 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 307000000.00 307000000.00 0.0187 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.43% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-21 2020-01-30 N/A 86436300.00 85685814.12 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0240 84000000.00 84000000.00 0.0051 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.57% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 1.375 - 1.375 56685000.00 54076922.37 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 53000000.00 53000000.00 0.0032 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.57% KBVRJ5K57JZ3E2AVWX40 0000877559 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 6150000.00 6120210.63 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 6000000.00 6000000.00 0.0004 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.57% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2021-09-30 1.125 - 1.125 15780000.00 15285223.01 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 15000000.00 15000000.00 0.0009 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.55%, dated 1/31/2019 due 02/01/2019 ZBUT11V806EZRVTWT807 EBC550000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2030-05-15 0.75 - 8.75 1992076625.57 1952367348.70 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 1913950000.00 1913950000.00 0.1167 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EAE860000 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 151814400.00 189052290.70 U.S. Treasuries (including strips) Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0247 183991940.80 183991940.80 0.0112 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.49% H7FNTJ4851HG0EXQ1Z70 EAI535000 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 8 - 8 25487400.00 29636692.00 U.S. Treasuries (including strips) Y N/A N/A 2019-04-24 2019-04-24 2019-04-24 N N N 0.0250 28998521.00 28998521.00 0.0018 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.50% H7FNTJ4851HG0EXQ1Z70 EAJ057000 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 18927500.00 23567066.61 U.S. Treasuries (including strips) Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0251 22998668.30 22998668.30 0.0014 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.56% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2022-01-31 1.875 - 1.875 188015000.00 184577860.18 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 181000000.00 181000000.00 0.0110 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.60% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-03-31 2025-03-31 2.625 - 2.625 15115000.00 15301771.50 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0260 15000000.00 15000000.00 0.0009 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.55% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2037-02-15 0 - 6.5 274281600.00 306021675.07 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 300000000.00 300000000.00 0.0183 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.39% 549300Y1PMK3RWXMWR72 EBB663000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2028-05-15 1.125 - 3.625 139359200.00 139758583.16 U.S. Treasuries (including strips) Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0236 137000000.00 137000000.00 0.0084 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.40% 549300Y1PMK3RWXMWR72 EBA056000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2026-11-15 1.125 - 2.875 35007400.00 34696263.42 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0240 34000000.00 34000000.00 0.0021 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.40% 549300Y1PMK3RWXMWR72 EBB178000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2025-12-31 1.125 - 2.75 21691900.00 21424322.76 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0237 21000000.00 21000000.00 0.0013 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.43% 549300Y1PMK3RWXMWR72 EBC383000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2028-05-15 1.25 - 2.875 14427100.00 14281039.09 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0240 14000000.00 14000000.00 0.0009 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.47% 549300Y1PMK3RWXMWR72 EAB735000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2025-06-30 1.125 - 2.75 20669700.00 20432272.53 U.S. Treasuries (including strips) Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0247 19999484.00 19999484.00 0.0012 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.55% 549300Y1PMK3RWXMWR72 EBC355000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2028-02-15 1.125 - 2.875 744034600.00 738532309.09 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0255 724000000.00 724000000.00 0.0441 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EBB270000 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 11328000.00 10298705.95 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 10000000.00 10000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EBB272000 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 1.5 - 1.5 18633000.00 17340588.79 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 17000000.00 17000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EBA672000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-06-15 2045-11-15 1.5 - 3 14440000.00 14401446.42 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 14000000.00 14000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EBB269000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2026-05-15 1.625 - 1.625 3272000.00 3071652.14 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 3000000.00 3000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EAJ536000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-08-15 2028-08-15 2.875 - 2.875 6946000.00 7142983.87 U.S. Treasuries (including strips) Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0239 7000000.00 7000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EAI973000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-02-15 2028-02-15 2.75 - 2.75 4008000.00 4081162.34 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 4000000.00 4000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBA126000 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 24883000.00 25496245.27 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 25000000.00 25000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EAI444000 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 47240000.00 47853766.99 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 46900000.00 46900000.00 0.0029 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBB274000 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 2.625 - 2.625 12093000.00 12238206.97 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-28 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 12000000.00 12000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBA676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2048-05-15 2048-05-15 3.125 - 3.125 13138000.00 13389554.59 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-28 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, 2.43% U7M81AY481YLIOR75625 EAA911000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2019-02-28 1.5 - 1.5 6094000.00 6127873.98 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0243 6000000.00 6000000.00 0.0004 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EAC825000 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 8990000.00 9190008.88 U.S. Treasuries (including strips) Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0240 9000000.00 9000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.57% U7M81AY481YLIOR75625 EBC357000 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 13180000.00 13281543.69 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 13000000.00 13000000.00 0.0008 N Y 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 2020-07-31 2027-05-15 2 - 2.625 18639800.00 18440652.96 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 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, 2.43% KX1WK48MPD4Y2NCUIZ63 EAJ001000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 20119000.00 19391821.75 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 19000000.00 19000000.00 0.0012 N N Y N Natixis SA Natixis SA, 2.44% KX1WK48MPD4Y2NCUIZ63 EAE827000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2027-11-15 2 - 2.625 100744800.00 100081960.77 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-14 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 98000000.00 98000000.00 0.0060 N N Y N Natixis SA Natixis SA, 2.46% KX1WK48MPD4Y2NCUIZ63 EAA153000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-31 2048-05-15 1.25 - 7.625 47658700.00 47028103.15 U.S. Treasuries (including strips) Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y NATIXIS SA (GOV REPO) 1.0000 4 N N/A N/A N N 0.0243 46000000.00 46000000.00 0.0028 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 2019-06-13 2048-02-15 0 - 7.625 18333500.00 18414265.12 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 18000000.00 18000000.00 0.0011 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.40% OXTKY6Q8X53C9ILVV871 EBA125000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-07 2047-02-15 0 - 4.375 315525900.00 313287010.69 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0240 307000000.00 307000000.00 0.0187 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.56% OXTKY6Q8X53C9ILVV871 EBC311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2020-05-15 3.5 - 3.5 7005200.00 7140573.75 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 7000000.00 7000000.00 0.0004 N Y Y N 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 9232297.48 U.S. Treasuries (including strips) Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0248 8999889.30 8999889.30 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 18330000.00 18454527.02 U.S. Treasuries (including strips) Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0248 17999847.00 17999847.00 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 2026-08-15 2026-08-15 1.5 - 1.5 29735000.00 27664510.39 U.S. Treasuries (including strips) Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0251 26999352.00 26999352.00 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 18439425.12 U.S. Treasuries (including strips) Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0253 17999784.00 17999784.00 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 9212161.61 U.S. Treasuries (including strips) Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0255 8999570.70 8999570.70 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 9212161.61 U.S. Treasuries (including strips) Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0255 8999711.10 8999711.10 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 18290000.00 18414255.28 U.S. Treasuries (including strips) Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0256 17999236.80 17999236.80 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 EAH853000 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 15215000.00 15318364.90 U.S. Treasuries (including strips) Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0254 14999610.00 14999610.00 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 EAI926000 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 19265000.00 19395879.05 U.S. Treasuries (including strips) Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0254 18999496.50 18999496.50 0.0012 N N N Y 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 2022-04-30 2045-02-15 1.75 - 2.5 18929700.00 18457187.81 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 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 2020-02-29 2045-02-15 1.25 - 3 17739600.00 17436357.71 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 17000000.00 17000000.00 0.0010 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 2019-03-31 2045-02-15 1.375 - 3 18704000.00 18455934.81 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 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 2023-07-31 2045-05-15 2.125 - 3 18229300.00 18458332.90 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-20 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 DID110000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2045-05-15 1.25 - 3 18770900.00 18458931.44 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-15 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 DID113000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2048-02-15 1.375 - 3 18841400.00 18457538.31 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 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 DID542000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-30 2045-05-15 1.625 - 3.625 18788500.00 18456670.17 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-21 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 DID540000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2045-05-15 1.375 - 3 36353300.00 35887921.27 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 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 2020-01-31 2045-05-15 1.25 - 3 18451700.00 18452320.93 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-11 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, 2.41% 549300QJJX6CVVUXLE15 DIE293000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-07-31 2046-02-15 2 - 3 18651600.00 18455940.60 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-22 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, 2.41% 549300QJJX6CVVUXLE15 DIE292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2045-02-15 2.125 - 3 18584900.00 18455960.91 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 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, 2.44% 549300QJJX6CVVUXLE15 DIJ830000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2045-02-15 1.25 - 3 23721100.00 23553848.07 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 23000000.00 23000000.00 0.0014 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 2022-04-30 2045-02-15 1.875 - 2.75 37129300.00 36861879.73 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 36000000.00 36000000.00 0.0022 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 2019-07-31 2045-02-15 1.125 - 3 37455800.00 36866922.21 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 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, 2.46% 549300QJJX6CVVUXLE15 DJC371000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-31 2045-05-15 1.375 - 3 27416700.00 27647075.51 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 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 DJC372000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2045-05-15 1.875 - 3 27882600.00 27646528.28 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 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 Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EAB347000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-30 2023-12-31 1.75 - 2.25 19563700.00 19411461.36 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-11 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 19000000.00 19000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EAB344000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2024-02-15 1.75 - 7.625 19592900.00 19411435.96 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 19000000.00 19000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.46% ES7IP3U3RHIGC71XBU11 EAI436000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2022-06-30 1.75 - 1.875 10302500.00 10207038.29 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 10000000.00 10000000.00 0.0006 N N Y N RBC Financial Group RBC Financial Group, 2.46% ES7IP3U3RHIGC71XBU11 EAJ499000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2042-11-15 1.75 - 7.625 20659500.00 20411209.72 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-24 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 20000000.00 20000000.00 0.0012 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.41% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2020-05-31 1.375 - 1.375 43403300.00 42848607.26 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0238 42000000.00 42000000.00 0.0026 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.49% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-06-30 2025-04-30 2.625 - 2.875 112540100.00 114247927.18 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0246 112000000.00 112000000.00 0.0068 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.56% 6PJDTY319315T5LR2241 EBC314000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-03-31 2025-03-31 2.625 - 2.625 281845000.00 285327673.78 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 280000000.00 280000000.00 0.0171 N Y Y N Societe Generale Societe Generale, 2.46% O2RNE8IBXP4R0TD8PU41 EAE883000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-07 2046-08-15 0 - 8.875 216355400.00 210795519.25 U.S. Treasuries (including strips) Y N/A N/A 2019-03-15 2019-03-15 2019-03-15 N N N 0.0247 205991306.80 205991306.80 0.0126 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 EAC726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2047-08-15 0 - 6.875 19278300.00 19409776.43 U.S. Treasuries (including strips) Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0247 18999614.30 18999614.30 0.0012 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 EAD994000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2045-11-15 0 - 4.5 62737400.00 62437047.73 U.S. Treasuries (including strips) Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N N N 0.0247 60998609.20 60998609.20 0.0037 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 EAB965000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2048-05-15 0 - 8.5 18926800.00 19425940.64 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0248 18999143.10 18999143.10 0.0012 N N N Y Societe Generale Societe Generale, 2.48% O2RNE8IBXP4R0TD8PU41 EAA512000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2044-11-15 0 - 3 38614300.00 38827175.80 U.S. Treasuries (including strips) Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0246 37999817.60 37999817.60 0.0023 N N N Y Societe Generale Societe Generale, 2.49% O2RNE8IBXP4R0TD8PU41 EAA921000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2048-11-15 1.625 - 6.125 36607200.00 39190293.72 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 37997640.20 37997640.20 0.0023 N N N Y Societe Generale Societe Generale, 2.52% O2RNE8IBXP4R0TD8PU41 DJJ555000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2048-05-15 0 - 3.125 37881300.00 37879350.30 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 36999141.60 36999141.60 0.0023 N N N Y Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.55%, dated 1/31/2019 due 02/01/2019 5U0XI89JRFVHWIBS4F54 EBC550000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2044-08-15 0.75 - 3.125 227114829.95 224714309.59 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 220000000.00 220000000.00 0.0134 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.54% 5493006GGLR4BTEL8O61 EAH166000 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 8067000.00 8181771.73 U.S. Treasuries (including strips) Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 6 N N/A N/A N N 0.0251 8000000.00 8000000.00 0.0005 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.55%, dated 1/31/2019 due 02/01/2019 VYVVCKR63DVZZN70PB21 EBC550000_08395 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-05 2048-08-15 0 - 8.875 88086497.62 90961449.15 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 89000000.00 89000000.00 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.98% 912796QW2 254900HROIFWPRGM1V77 US912796QW24 U.S. Treasury Debt Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0198 92964902.73 92964902.73 0.0057 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.23% 912796UV9 254900HROIFWPRGM1V77 US912796UV94 U.S. Treasury Debt Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0223 223167217.28 223167217.28 0.0136 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.29% 912796QY8 254900HROIFWPRGM1V77 US912796QY89 U.S. Treasury Debt Y N/A N/A 2019-02-21 2019-02-21 2019-02-21 N N N 0.0229 19973913.80 19973913.80 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.29% 912796PT0 254900HROIFWPRGM1V77 US912796PT04 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0229 58795636.27 58795636.27 0.0036 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.29% 912796UR8 254900HROIFWPRGM1V77 US912796UR82 U.S. Treasury Debt Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0229 87816307.92 87816307.92 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.31% 912796QZ5 254900HROIFWPRGM1V77 US912796QZ54 U.S. Treasury Debt Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0231 176406766.74 176406766.74 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.32% 912796UQ0 254900HROIFWPRGM1V77 US912796UQ00 U.S. Treasury Debt Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0232 99137258.22 99137258.22 0.0060 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.32% 912796RC5 254900HROIFWPRGM1V77 US912796RC50 U.S. Treasury Debt Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0232 71774879.76 71774879.76 0.0044 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.35% 912796QC6 254900HROIFWPRGM1V77 US912796QC69 U.S. Treasury Debt Y N/A N/A 2019-04-25 2019-04-25 2019-04-25 N N N 0.0235 182350146.44 182350146.44 0.0111 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.35% 912796RJ0 254900HROIFWPRGM1V77 US912796RJ04 U.S. Treasury Debt Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0235 108359625.00 108359625.00 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.36% 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0236 129172842.13 129172842.13 0.0079 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.36% 912796RG6 254900HROIFWPRGM1V77 US912796RG64 U.S. Treasury Debt Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0236 249867048.75 249867048.75 0.0152 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.36% 912796RH4 254900HROIFWPRGM1V77 US912796RH48 U.S. Treasury Debt Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0236 239801827.53 239801827.53 0.0146 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796RZ4 254900HROIFWPRGM1V77 US912796RZ46 U.S. Treasury Debt Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0242 162250666.12 162250666.12 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0248 45446666.00 45446666.00 0.0028 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 0.0234 235920889.82 235920889.82 0.0144 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 0.0235 281812047.00 281812047.00 0.0172 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.27% 912828KD1 254900HROIFWPRGM1V77 US912828KD17 U.S. Treasury Debt Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0238 26003557.84 26003557.84 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.33% 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 0.0234 180629529.10 180629529.10 0.0110 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.39% to 2.41% 912828W97 254900HROIFWPRGM1V77 US912828W978 U.S. Treasury Debt Y N/A N/A 2019-03-31 2019-03-31 2019-03-31 N N N 0.0240 118777055.88 118777055.88 0.0072 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.40% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-02-01 2020-01-31 2020-01-31 N N N 0.0243 312923336.91 312923336.91 0.0191 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 0.0225 18988313.86 18988313.86 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.42% 912828D23 254900HROIFWPRGM1V77 US912828D234 U.S. Treasury Debt Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0245 32932968.75 32932968.75 0.0020 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 23969204.16 23969204.16 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.44% 912828WL0 254900HROIFWPRGM1V77 US912828WL05 U.S. Treasury Debt Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0246 38876601.66 38876601.66 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.45% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y N/A N/A 2019-02-01 2020-07-31 2020-07-31 N N N 0.0249 72959933.95 72959933.95 0.0044 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.45% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-02-01 2019-10-31 2019-10-31 N N N 0.0241 159049962.57 159049962.57 0.0097 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.46% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2019-02-01 2019-07-31 2019-07-31 N N N 0.0241 117032795.10 117032795.10 0.0071 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2019-02-01 2019-04-30 2019-04-30 N N N 0.0238 189036140.58 189036140.58 0.0115 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 0.0245 254565419.42 254565419.42 0.0155 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% 912828SX9 254900HROIFWPRGM1V77 US912828SX98 U.S. Treasury Debt Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0246 40820625.00 40820625.00 0.0025 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 0.0247 199398440.00 199398440.00 0.0122 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.46% 2IGI19DL77OX0HC3ZE78 EBB701000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-02-07 2019-02-07 2019-04-30 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 19000000.00 19000000.00 0.0012 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Fidelity Newbury Street Trust: Fidelity Treasury Money Market Fund 2019-02-06 Laura M. Del Prato Laura M. Del Prato President and Treasurer