N-MFP2 0000704207 XXXXXXXX 2019-02-28 0000704207 549300VOVP202VV28X52 S000007505 4 N N 002-78458 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 18 32 12636681817.94 12772177735.90 11443425469.51 10983958096.08 16088081817.94 15910377735.90 15675925469.51 15208458096.08 0.7400 0.7600 0.6900 0.6800 0.9500 0.9500 0.9500 0.9500 612687.03 16017333827.46 16017127767.97 102892775.96 321787183.98 15798846046.98 15797547703.21 1.0000 0.0246 1.0001 1.0001 1.0001 1.0001 C000020485 1.00 1911351743.45 1911008600.75 1.0002 1.0002 1.0002 1.0002 208103627.63 195244771.53 168137963.68 238612776.23 207261002.87 211658746.77 162157821.10 194037487.71 709459069.01 876966888.25 0.0176 Y Fidelity Investments, Reimbursement Fees, -127604.36; C000020483 1.00 100597982.47 100584067.64 1.0001 1.0001 1.0001 1.0001 1987291.60 2497453.81 1578301.18 3451854.52 2286123.96 3997350.99 1413567.03 2476262.91 6278343.92 13053935.84 0.0102 Y Fidelity Investments, Reimbursement Fees, -11850.19; C000020484 1.00 1219042883.63 1218499232.36 1.0005 1.0005 1.0005 1.0005 175999108.05 177346859.24 120470468.36 143776959.87 264478370.11 289781657.70 122740553.25 176447497.23 737745128.66 812530899.16 0.0151 Y Fidelity Investments, Reimbursement Fees, -105011.07; C000154298 1.00 12567853437.43 12567455802.46 1.0000 1.0000 1.0000 1.0000 1490970777.07 1417810010.18 1264169768.83 1529007364.07 1086825229.27 1224681060.09 975055139.54 1012449257.43 4817713257.98 5170210661.31 0.0204 N Barclays Bank PLC Barclays Bank PLC, 2.40% G5GSEF7VJP5I7OUK5573 ECC449000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-15 2023-11-15 2.75 - 7.25 276922200.00 299939978.01 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0237 294000000.00 294000000.00 0.0186 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.43% G5GSEF7VJP5I7OUK5573 EBJ277000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-11-15 2027-11-15 2.25 - 2.25 19957100.00 19398345.97 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-15 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 19000000.00 19000000.00 0.0012 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.43% G5GSEF7VJP5I7OUK5573 ECB780000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-11-15 2027-11-15 2.25 - 2.25 38837600.00 37750234.32 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-25 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 37000000.00 37000000.00 0.0023 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.55% G5GSEF7VJP5I7OUK5573 ECD287000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2040-02-15 1.375 - 4.625 388229200.00 402904009.16 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 394000000.00 394000000.00 0.0249 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.55% G5GSEF7VJP5I7OUK5573 ECD401000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2043-11-15 1.375 - 4.75 1724877200.00 1793364809.30 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 1755000000.00 1755000000.00 0.1111 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EBF441000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2021-05-15 3.125 - 3.125 38095000.00 38946249.02 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 38000000.00 38000000.00 0.0024 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EBG478000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2024-02-29 2.125 - 3.5 39490000.00 38791784.30 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 38000000.00 38000000.00 0.0024 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EBD893000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2023-07-31 2.75 - 3.5 38330000.00 38813189.01 U.S. Treasuries (including strips) Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0240 38000000.00 38000000.00 0.0024 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 11305110.16 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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 19524016.43 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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, 2.44% 3Y4U8VZURTYWI1W2K376 EBI601000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-05-15 2027-05-15 2.375 - 2.375 19675000.00 19429334.25 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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 2020-05-15 2026-02-15 1.625 - 3.5 16080000.00 16275317.54 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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 11309364.88 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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 2020-11-15 2026-02-15 1.625 - 2.625 19680000.00 19476004.01 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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 2.57%, dated 2/28/2019 due 03/01/2019 R0MUWSFPU8MPRO8K5P83 ECD469000_07651 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2048-11-15 1.5 - 7.5 24828980.61 24290050.12 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 23796000.00 23796000.00 0.0015 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 ECB819000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-26 2044-05-15 0 - 4.375 9201000.00 9182551.09 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 9000000.00 9000000.00 0.0006 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 2019-03-28 2043-05-15 0 - 6.875 23196500.00 23600012.24 U.S. Treasuries (including strips) Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0241 23000000.00 23000000.00 0.0015 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 2048-11-15 0 - 6.875 29850500.00 29815600.59 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0241 29000000.00 29000000.00 0.0018 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 2019-03-28 2045-08-15 0 - 6 40690800.00 39815941.69 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 38900000.00 38900000.00 0.0025 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 2019-03-28 2044-08-15 0 - 6.875 38207500.00 38916374.22 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 38000000.00 38000000.00 0.0024 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 2020-07-31 2044-08-15 1.5 - 6.875 39277700.00 40149971.35 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 39000000.00 39000000.00 0.0025 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 2019-03-21 2045-02-15 0 - 8.75 66313300.00 67576440.82 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 66000000.00 66000000.00 0.0042 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 2019-03-21 2046-05-15 0 - 6.875 22393400.00 22557780.81 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 22000000.00 22000000.00 0.0014 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 2019-06-30 2045-08-15 1.25 - 8.75 78014800.00 80391083.12 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 77900000.00 77900000.00 0.0049 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 2019-07-05 2048-11-15 0 - 7.875 77520200.00 78058633.57 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 76000000.00 76000000.00 0.0048 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 2019-03-28 2048-11-15 0 - 8.125 76399200.00 76768336.07 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 75000000.00 75000000.00 0.0047 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 2019-03-21 2047-05-15 0 - 6.875 123003700.00 124084383.74 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 121000000.00 121000000.00 0.0077 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBG521000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2047-05-15 0 - 7.125 38522800.00 38807708.03 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 38000000.00 38000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBF938000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2045-08-15 0 - 6.875 65607200.00 65375662.29 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 64000000.00 64000000.00 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBE887000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-26 2048-02-15 0 - 6.875 39234100.00 38956918.82 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 38000000.00 38000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBF392000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2047-11-15 0 - 4.75 72124600.00 69833915.56 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 68000000.00 68000000.00 0.0043 N N 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 2019-03-21 2046-08-15 0 - 6.75 95866600.00 97044390.24 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 94900000.00 94900000.00 0.0060 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 2019-11-30 2048-11-15 1.375 - 8.125 31437000.00 31769772.82 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 31000000.00 31000000.00 0.0020 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 2019-07-05 2045-02-15 0 - 6.875 38952400.00 38845141.30 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 38000000.00 38000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBC945000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2045-08-15 0 - 7.5 38057300.00 38834579.99 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 38000000.00 38000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBE386000 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 - 6.875 39864300.00 38910436.76 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 38000000.00 38000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBE375000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2041-11-15 0 - 7.125 29343600.00 29628787.49 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 29000000.00 29000000.00 0.0018 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EBF445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2047-02-15 2.125 - 3 20187600.00 19592160.31 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 19000000.00 19000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.45% 2IGI19DL77OX0HC3ZE78 EBI596000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2047-02-15 2.75 - 3 19135600.00 19399103.56 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 19000000.00 19000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.46% 2IGI19DL77OX0HC3ZE78 EBB701000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2048-05-15 2 - 3.625 19950500.00 19414055.06 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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 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 2021-09-15 2047-02-15 1.625 - 3.625 35696600.00 35701750.46 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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 0.0022 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.47% 2IGI19DL77OX0HC3ZE78 ECC637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2044-11-15 2.25 - 3 18949700.00 19281035.18 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0248 18899306.37 18899306.37 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.47% 2IGI19DL77OX0HC3ZE78 ECC037000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2047-02-15 2.75 - 3 9397100.00 9270499.16 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 9000000.00 9000000.00 0.0006 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.57%, dated 2/28/2019 due 03/01/2019 E57ODZWZ7FF32TWEFA76 ECD469000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2047-05-15 0 - 8.75 21899113.32 22325084.94 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 21871000.00 21871000.00 0.0014 N Y Y N Citibank NA In a joint trading account with Citibank NA at 2.59%, dated 2/28/2019 due 03/01/2019 E57ODZWZ7FF32TWEFA76 ECD530000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2047-05-15 0 - 8.75 4745091.58 4837390.95 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 4739000.00 4739000.00 0.0003 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 2.57%, dated 2/28/2019 due 03/01/2019 MBNUM2BPBDO7JBLYG310 ECD469000_00137 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-14 2022-05-15 0 - 3.625 720167238.07 718490153.23 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0257 704352000.00 704352000.00 0.0446 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.44% 549300IMBXQ8SGH3HJ31 ECB354000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-10-31 2048-02-15 1.625 - 3 58375400.00 56126654.49 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0244 55000000.00 55000000.00 0.0035 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.51% 549300IMBXQ8SGH3HJ31 ECD281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2026-05-15 1.625 - 2.625 42949800.00 41822947.17 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0248 41000000.00 41000000.00 0.0026 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.59% 549300IMBXQ8SGH3HJ31 ECD284000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2026-08-15 1.5 - 2.875 224244300.00 225436230.88 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 221000000.00 221000000.00 0.0140 N Y Y N Credit AG Credit AG, 2.39% 1VUV7VQFKUOQSJ21A208 ECB355000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-30 2039-02-15 1.875 - 3.5 390334300.00 402066823.09 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0239 394000000.00 394000000.00 0.0249 N Y Y N Credit AG Credit AG, 2.43% 1VUV7VQFKUOQSJ21A208 ECB823000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2047-08-15 2047-08-15 2.75 - 2.75 20914900.00 19575312.56 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-27 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 2.57%, dated 2/28/2019 due 03/01/2019 1VUV7VQFKUOQSJ21A208 ECD469000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-07 2049-02-15 0 - 8.125 122636227.26 121836815.72 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 119240000.00 119240000.00 0.0075 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.59%, dated 2/28/2019 due 03/01/2019 1VUV7VQFKUOQSJ21A208 ECD530000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-07 2049-02-15 0 - 8.125 35155581.35 34926417.60 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 34182000.00 34182000.00 0.0022 N Y Y N Deutsche Bank AG Deutsche Bank AG, 2.60% 7LTWFZYICNSX8D621K86 ECD306000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2045-08-15 0 - 4.5 39859000.00 41004909.86 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 40000000.00 40000000.00 0.0025 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.41% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2019-10-31 1.5 - 1.5 56238800.00 56126343.53 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0241 55000000.00 55000000.00 0.0035 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 2021-03-15 2021-03-15 2.375 - 2.375 40487500.00 40805565.10 U.S. Treasuries (including strips) Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0239 40000000.00 40000000.00 0.0025 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 2019-10-31 2021-03-15 1.5 - 2.375 40684500.00 40802817.90 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0245 40000000.00 40000000.00 0.0025 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.60% 9J6MBOOO7BECTDTUZW19 0000058056 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 40545600.00 40803047.09 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 40000000.00 40000000.00 0.0025 N Y Y N DNB Bank ASA DNB Bank ASA, 2.46% 549300GKFG0RYRRQ1414 ECD271000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-15 2024-03-31 2.125 - 2.5 87776300.00 87726089.86 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0243 86000000.00 86000000.00 0.0054 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.55% 549300H47WTHXPU08X20 ECD421000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2024-12-31 1.375 - 3.5 1738316000.00 1734000036.52 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 1700000000.00 1700000000.00 0.1076 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.45% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2024-08-15 0 - 2.625 51901000.00 52023567.23 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0242 51000000.00 51000000.00 0.0032 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.58% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-29 2020-02-29 1.375 - 1.375 47484000.00 46934966.25 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 46000000.00 46000000.00 0.0029 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.56% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-01-15 2020-01-15 1.375 - 1.375 4150000.00 4115435.77 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 4000000.00 4000000.00 0.0003 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.57%, dated 2/28/2019 due 03/01/2019 KBVRJ5K57JZ3E2AVWX40 ECD469000_03735 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2048-05-15 0 - 3.125 58407954.99 58318491.23 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 57171000.00 57171000.00 0.0036 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.57%, dated 2/28/2019 due 03/01/2019 ZBUT11V806EZRVTWT807 ECD469000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-31 2028-08-15 0.75 - 8.75 83894029.73 83368129.08 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 81727000.00 81727000.00 0.0052 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.59%, dated 2/28/2019 due 03/01/2019 ZBUT11V806EZRVTWT807 ECD530000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-31 2028-08-15 0.75 - 8.75 4081425.50 4055840.56 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 3976000.00 3976000.00 0.0003 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 154431400.00 188196132.58 U.S. Treasuries (including strips) Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0244 183999724.00 183999724.00 0.0116 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 25464700.00 29688290.91 U.S. Treasuries (including strips) Y N/A N/A 2019-04-24 2019-04-24 2019-04-24 N N N 0.0249 28999112.60 28999112.60 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 19296500.00 23511907.59 U.S. Treasuries (including strips) Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0250 22998990.30 22998990.30 0.0015 N N N Y Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.59%, dated 2/28/2019 due 03/01/2019 8NAV47T0Y26Q87Y0QP81 ECD530000_00431 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2039-08-15 1.181 - 4.5 10184088.81 10525959.58 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 10301000.00 10301000.00 0.0007 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.57% 7TK5RJIZDFROZCA6XF66 0000812291 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 192375000.00 192736699.55 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 189000000.00 189000000.00 0.0120 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.58% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-16 2038-02-15 0 - 6 60513500.00 60184313.28 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 59000000.00 59000000.00 0.0037 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.41% 549300Y1PMK3RWXMWR72 ECB311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2027-11-15 1.125 - 2.875 50781000.00 50003453.21 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0241 49000000.00 49000000.00 0.0031 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.42% 549300Y1PMK3RWXMWR72 ECC467000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-31 2026-08-15 1.5 - 2.875 20150300.00 20404140.30 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0239 20000000.00 20000000.00 0.0013 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.42% 549300Y1PMK3RWXMWR72 ECC817000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2026-11-15 1.125 - 2.75 14535600.00 14281952.38 U.S. Treasuries (including strips) Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0239 14000000.00 14000000.00 0.0009 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.46% 549300Y1PMK3RWXMWR72 EBE697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2025-12-31 1.125 - 2.875 19154600.00 19411285.74 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0245 18999661.80 18999661.80 0.0012 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.57% 549300Y1PMK3RWXMWR72 ECD295000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2026-11-15 1.125 - 2.875 130420100.00 129549309.07 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0257 127000000.00 127000000.00 0.0080 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 ECC523000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-09-30 2026-08-15 1.5 - 2.125 14640000.00 14288389.53 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 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 ECC931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2021-12-31 2.125 - 2.125 17500000.00 17391078.21 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 17000000.00 17000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 ECC525000 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 9620000.00 9198136.28 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 9000000.00 9000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBI612000 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 15910000.00 16333460.92 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 16000000.00 16000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBI045000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2045-05-15 2.75 - 3 9287000.00 9278431.58 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 9000000.00 9000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBH509000 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 7060000.00 7163345.99 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 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, 2.43% U7M81AY481YLIOR75625 EBD000000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2045-05-15 1.625 - 3 5260000.00 5107771.42 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0240 5000000.00 5000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 EBJ371000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2028-08-15 2.75 - 2.875 8035000.00 8164992.42 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 8000000.00 8000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECC934000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 1.625 3260000.00 3060189.92 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 3000000.00 3000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.60% U7M81AY481YLIOR75625 ECD273000 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 15060000.00 15303801.20 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 15000000.00 15000000.00 0.0009 N Y Y N Natixis SA Natixis SA, 2.44% KX1WK48MPD4Y2NCUIZ63 EBD889000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-29 2042-05-15 0 - 3.875 41106700.00 40869161.00 U.S. Treasuries (including strips) Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 Y NATIXIS SA (GOV REPO) 1.0000 6 N N/A N/A N N 0.0241 40000000.00 40000000.00 0.0025 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 2019-08-29 2042-05-15 0 - 3.875 100311500.00 100271703.21 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-14 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 98000000.00 98000000.00 0.0062 N N Y N Natixis SA Natixis SA, 2.45% KX1WK48MPD4Y2NCUIZ63 ECB809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-29 2042-11-15 0 - 3.875 18378500.00 18365020.70 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-25 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 Natixis SA Natixis SA, 2.45% KX1WK48MPD4Y2NCUIZ63 ECD288000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-30 2024-05-31 1.625 - 2.625 19894400.00 19381383.79 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-29 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 19000000.00 19000000.00 0.0012 N N Y N Natixis SA Natixis SA, 2.46% KX1WK48MPD4Y2NCUIZ63 EBJ990000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-29 2048-02-15 0 - 8.75 19138200.00 19396773.54 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 19000000.00 19000000.00 0.0012 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.40% OXTKY6Q8X53C9ILVV871 ECB382000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-02 2042-02-15 0 - 8.5 290855900.00 307301868.74 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0240 301000000.00 301000000.00 0.0191 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.57% OXTKY6Q8X53C9ILVV871 ECD298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2028-11-15 1.625 - 7.625 6116100.00 6120517.73 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 6000000.00 6000000.00 0.0004 N Y Y N 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 18310000.00 18472298.48 U.S. Treasuries (including strips) Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0254 17999937.00 17999937.00 0.0011 N N Y N 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 9231104.92 U.S. Treasuries (including strips) Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0256 8999758.80 8999758.80 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EBI606000 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 10125000.00 10214747.25 U.S. Treasuries (including strips) Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0254 9999554.00 9999554.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 ECD341000 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 31415000.00 29581602.01 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0252 29000000.00 29000000.00 0.0018 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 9231104.92 U.S. Treasuries (including strips) Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0256 8999828.10 8999828.10 0.0006 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 18452121.21 U.S. Treasuries (including strips) Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0257 17999508.60 17999508.60 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 15210000.00 15344820.31 U.S. Treasuries (including strips) Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0254 14999793.00 14999793.00 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 19260000.00 19430719.21 U.S. Treasuries (including strips) Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0254 18999730.20 18999730.20 0.0012 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ356000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-07 2048-11-15 0 - 3.75 11213400.00 11230786.65 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 11000000.00 11000000.00 0.0007 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ357000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-01 2047-05-15 0 - 3.75 13215200.00 13272785.47 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 13000000.00 13000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ410000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2048-11-15 0 - 4.25 13625200.00 13397870.19 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 13000000.00 13000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ961000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2048-05-15 0 - 3.75 19226000.00 19393307.98 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 19000000.00 19000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ331000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2047-11-15 1.125 - 3.75 6153800.00 6126006.83 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0004 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBI507000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-02 2044-11-15 0 - 3 40839700.00 39173184.59 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 38000000.00 38000000.00 0.0024 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECC875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2040-11-15 0 - 4.25 27675300.00 28613653.77 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 28000000.00 28000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ360000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2045-08-15 0 - 3.75 19470300.00 19445449.64 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 19000000.00 19000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECA925000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2046-11-15 2 - 4.25 20140000.00 19569748.53 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 19000000.00 19000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECD310000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2047-05-15 0 - 3 37733500.00 37742655.06 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 37000000.00 37000000.00 0.0023 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 2019-03-07 2047-11-15 0 - 3.75 27625500.00 27699622.76 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 27000000.00 27000000.00 0.0017 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 2019-04-25 2048-05-15 0 - 3.75 27522600.00 27700293.87 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 27000000.00 27000000.00 0.0017 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.57%, dated 2/28/2019 due 03/01/2019 549300QJJX6CVVUXLE15 ECD469000_07749 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-19 2048-11-15 0 - 6.125 433640106.80 435032047.46 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 425931000.00 425931000.00 0.0270 N Y Y N RBC Financial Group RBC Financial Group, 2.44% ES7IP3U3RHIGC71XBU11 EBG524000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2039-08-15 2.25 - 7.625 19158800.00 19403769.11 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0242 19000000.00 19000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.45% ES7IP3U3RHIGC71XBU11 EBJ316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2039-08-15 2.25 - 4.75 18987100.00 19398505.63 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0243 19000000.00 19000000.00 0.0012 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 2021-02-15 2039-08-15 2.25 - 7.625 20957000.00 20450293.69 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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 0.0013 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 2022-11-15 2039-08-15 2 - 7.625 10563300.00 10226542.67 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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 RBS Securities, Inc. RBS Securities, Inc., 2.42% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2023-08-31 2.75 - 2.75 40432200.00 40808259.89 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0239 40000000.00 40000000.00 0.0025 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.48% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-30 2022-06-30 1.75 - 1.75 84436000.00 82625709.89 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0245 81000000.00 81000000.00 0.0051 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.59% 6PJDTY319315T5LR2241 ECD276000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2024-12-31 1.75 - 3.625 287556000.00 285423632.26 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 280000000.00 280000000.00 0.0177 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 2019-03-28 2048-02-15 0 - 8.75 212863700.00 211023011.51 U.S. Treasuries (including strips) Y N/A N/A 2019-03-15 2019-03-15 2019-03-15 N N N 0.0247 205996724.60 205996724.60 0.0130 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 2019-03-28 2048-05-15 0 - 7.25 19339400.00 19573704.49 U.S. Treasuries (including strips) Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0247 18999806.20 18999806.20 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 2019-03-14 2046-08-15 0 - 8.125 62525700.00 62552183.93 U.S. Treasuries (including strips) Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N N N 0.0247 60999341.20 60999341.20 0.0039 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 2019-03-14 2048-05-15 0 - 8.5 19431500.00 19499686.54 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0247 18999697.90 18999697.90 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 2019-04-25 2046-08-15 0 - 7.25 39072900.00 39001238.08 U.S. Treasuries (including strips) Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0248 37999756.80 37999756.80 0.0024 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 2019-03-28 2048-05-15 0 - 6.125 39328200.00 39279506.85 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0253 37998529.40 37998529.40 0.0024 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 2019-03-28 2046-11-15 0 - 7.625 38406900.00 37891094.29 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0253 36999167.50 36999167.50 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 2.57%, dated 2/28/2019 due 03/01/2019 5U0XI89JRFVHWIBS4F54 ECD469000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-09 2047-11-15 0 - 3.625 67362994.89 66017738.98 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 64621000.00 64621000.00 0.0041 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.56% SUVUFHICNZMP2WKHG940 ECD290000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-09-30 2026-02-28 2.5 - 2.875 127741700.00 130569284.55 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 128000000.00 128000000.00 0.0081 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.57%, dated 2/28/2019 due 03/01/2019 VYVVCKR63DVZZN70PB21 ECD469000_08395 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 128947899.15 129890856.33 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 127222000.00 127222000.00 0.0081 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.00% 912796XJ3 254900HROIFWPRGM1V77 US912796XJ30 U.S. Treasury Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0000 169000000.00 169000000.00 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.87% 912796UR8 254900HROIFWPRGM1V77 US912796UR82 U.S. Treasury Debt Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0187 49987105.50 49987105.50 0.0032 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.00% 912796QZ5 254900HROIFWPRGM1V77 US912796QZ54 U.S. Treasury Debt Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0200 160587858.97 160587858.97 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.16% 912796US6 254900HROIFWPRGM1V77 US912796US65 U.S. Treasury Debt Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N N N 0.0216 268807172.73 268807172.73 0.0170 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.23% 912796UZ0 254900HROIFWPRGM1V77 US912796UZ09 U.S. Treasury Debt Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0223 78703223.07 78703223.07 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.24% 912796UT4 254900HROIFWPRGM1V77 US912796UT49 U.S. Treasury Debt Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0224 161310088.92 161310088.92 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.31% 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0231 129412627.60 129412627.60 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.34% 912796UV9 254900HROIFWPRGM1V77 US912796UV94 U.S. Treasury Debt Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0234 391508185.00 391508185.00 0.0248 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 240236753.00 240236753.00 0.0152 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796UX5 254900HROIFWPRGM1V77 US912796UX50 U.S. Treasury Debt Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0237 179450299.80 179450299.80 0.0114 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796UY3 254900HROIFWPRGM1V77 US912796UY34 U.S. Treasury Debt Y N/A N/A 2019-04-23 2019-04-23 2019-04-23 N N N 0.0237 78723192.69 78723192.69 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796QC6 254900HROIFWPRGM1V77 US912796QC69 U.S. Treasury Debt Y N/A N/A 2019-04-25 2019-04-25 2019-04-25 N N N 0.0237 94654569.55 94654569.55 0.0060 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796RJ0 254900HROIFWPRGM1V77 US912796RJ04 U.S. Treasury Debt Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0237 108552752.29 108552752.29 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.38% 912796RG6 254900HROIFWPRGM1V77 US912796RG64 U.S. Treasury Debt Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0238 197457616.62 197457616.62 0.0125 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.38% 912796RQ4 254900HROIFWPRGM1V77 US912796RQ47 U.S. Treasury Debt Y N/A N/A 2019-05-16 2019-05-16 2019-05-16 N N N 0.0238 70642639.96 70642639.96 0.0045 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796QH5 254900HROIFWPRGM1V77 US912796QH56 U.S. Treasury Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0239 15911881.60 15911881.60 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796RR2 254900HROIFWPRGM1V77 US912796RR20 U.S. Treasury Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0239 157055950.00 157055950.00 0.0099 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 162557551.12 162557551.12 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.43% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0243 45529333.52 45529333.52 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796SC4 254900HROIFWPRGM1V77 US912796SC42 U.S. Treasury Debt Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0244 139485033.96 139485033.96 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.45% 912796QV4 254900HROIFWPRGM1V77 US912796QV41 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0245 111728827.97 111728827.97 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y N/A N/A 2019-08-22 2019-08-22 2019-08-22 N N N 0.0246 162075801.12 162075801.12 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% 912796SF7 254900HROIFWPRGM1V77 US912796SF72 U.S. Treasury Debt Y N/A N/A 2019-08-29 2019-08-29 2019-08-29 N N N 0.0248 9877322.20 9877322.20 0.0006 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 0.0238 118884241.56 118884241.56 0.0075 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.42% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-03-01 2020-01-31 2020-01-31 N N N 0.0244 312927872.28 312927872.28 0.0198 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 0.0244 32954333.28 32954333.28 0.0021 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 0.0239 23983981.92 23983981.92 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 0.0249 38902500.00 38902500.00 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.46% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y N/A N/A 2019-03-01 2020-07-31 2020-07-31 N N N 0.0249 72967936.21 72967936.21 0.0046 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-03-01 2019-10-31 2019-10-31 N N N 0.0243 159036792.60 159036792.60 0.0101 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 0.0247 254425507.85 254425507.85 0.0161 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 0.0250 40857461.04 40857461.04 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.48% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2019-03-01 2019-07-31 2019-07-31 N N N 0.0243 117023429.25 117023429.25 0.0074 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.49% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2019-03-01 2019-04-30 2019-04-30 N N N 0.0241 269026735.91 269026735.91 0.0170 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 0.0252 199570320.00 199570320.00 0.0126 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECD316000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-03-07 2019-03-07 2019-03-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 6000000.00 6000000.00 0.0004 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. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECC936000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-03-07 2019-03-07 2019-04-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 18000000.00 18000000.00 0.0011 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. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.45% U7M81AY481YLIOR75625 ECD321000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-03-07 2019-03-07 2019-04-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 23000000.00 23000000.00 0.0015 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 2019-03-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer