N-MFP2 0000704207 XXXXXXXX 2019-03-31 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 23 34 12188655273.86 11527993662.91 11588131601.59 12793191302.57 13441924966.57 15523055273.86 15844293662.91 15896631601.59 15892591302.57 15949324966.57 0.7400 0.7000 0.7100 0.7800 0.8200 0.9500 0.9600 0.9700 0.9700 0.9700 487.01 16151789554.40 16151385729.56 163024248.97 118061066.85 16196349398.69 16195305559.46 1.0000 0.0251 1.0001 1.0001 1.0001 1.0001 1.0001 C000020485 1.00 1868453689.39 1868147875.54 1.0002 1.0002 1.0002 1.0002 1.0002 166901472.08 232239273.18 175225393.15 176104106.25 323078291.05 238813987.19 210075397.14 342245828.30 186067244.30 187321044.25 942477464.11 985338189.31 0.0181 Y Fidelity Investments, Reimbursement Fees, -5931.61; C000020483 1.00 70946110.30 70937162.51 1.0001 1.0001 1.0001 1.0001 1.0001 462578.11 3141129.71 1018035.94 4079022.50 844177.56 2184269.88 1151460.93 4965745.24 1016325.01 22087852.93 4156766.02 33803671.15 0.0113 N C000020484 1.00 1244337498.61 1243802539.20 1.0005 1.0005 1.0005 1.0004 1.0005 196472950.44 202070487.70 150426947.30 110528665.89 116200837.31 187560553.26 151155731.57 122933095.62 168617696.14 145285431.89 618450820.00 593147513.16 0.0155 Y Fidelity Investments, Reimbursement Fees, -5610.16; C000154298 1.00 13012612100.39 13012417982.20 1.0000 1.0000 1.0000 1.0000 1.0000 1418787815.58 1285343995.46 1459997388.24 1255071767.49 1203558093.72 1252258730.54 1377934798.17 1278094739.63 1467255542.35 1424935127.23 5953968221.13 5509006041.38 0.0208 N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.6%, dated 3/29/2019 due 04/01/2019 L3I9ZG2KFGXZ61BMYR72 EDF574000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2024-01-31 1 - 3.375 18613412.72 18710902.53 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 18340000.00 18340000.00 0.0011 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.6%, dated 3/29/2019 due 04/01/2019 L3I9ZG2KFGXZ61BMYR72 EDF664000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2024-01-31 1 - 3.375 778434.44 782511.57 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 767000.00 767000.00 0.0000 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.44% G5GSEF7VJP5I7OUK5573 ECJ820000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-03-31 2023-03-31 2.5 - 2.5 18975300.00 19402427.12 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 19000000.00 19000000.00 0.0012 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.44% G5GSEF7VJP5I7OUK5573 ECH836000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-03-31 2023-03-31 2.5 - 2.5 36959300.00 37791240.44 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 37000000.00 37000000.00 0.0023 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.60% G5GSEF7VJP5I7OUK5573 EDF361000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-15 2022-11-30 2 - 2.625 244784000.00 247913704.70 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 243000000.00 243000000.00 0.0150 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.62% G5GSEF7VJP5I7OUK5573 EDD059000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-03-31 2023-03-31 2.5 - 2.5 29941700.00 30615676.81 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0262 30000000.00 30000000.00 0.0019 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.43% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2049-02-15 0 - 8.75 17697500.00 18415830.41 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-16 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 18000000.00 18000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 ECD931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2040-08-15 2.875 - 3.875 36195000.00 37796878.63 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0242 37000000.00 37000000.00 0.0023 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 ECH136000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-05-15 2045-05-15 3 - 3 36365000.00 38229112.53 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0240 37000000.00 37000000.00 0.0023 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 ECI724000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-15 2040-08-15 1.875 - 3.875 18405000.00 18378062.66 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0240 18000000.00 18000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 ECH235000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2024-11-15 2.25 - 2.25 19305000.00 19465786.12 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 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 ECF473000 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 40455000.00 38246179.35 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 37000000.00 37000000.00 0.0023 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 19300000.00 19529987.23 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 19000000.00 19000000.00 0.0012 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 18600000.00 19559383.63 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 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 2040-08-15 2.375 - 3.875 15855000.00 16298437.38 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 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 11374975.90 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 11000000.00 11000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.45% 3Y4U8VZURTYWI1W2K376 EDB165000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2040-08-15 2.25 - 3.875 38780000.00 38673160.60 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 37900000.00 37900000.00 0.0023 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 2020-05-15 2040-08-15 2.25 - 3.875 19370000.00 19478567.82 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 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 2.6%, dated 3/29/2019 due 04/01/2019 R0MUWSFPU8MPRO8K5P83 EDF574000_07651 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2045-05-15 1.143 - 6.75 269449372.23 278075527.28 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 272564000.00 272564000.00 0.0168 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECJ938000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2046-08-15 0 - 8.125 39270400.00 37811061.94 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 37000000.00 37000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECE930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-09 2047-05-15 0 - 6.25 20765700.00 24765631.08 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 24000000.00 24000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECH845000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2045-11-15 0 - 4.75 35943200.00 37791541.31 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 37000000.00 37000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECJ229000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2047-08-15 1.133 - 4.375 22557100.00 22467729.24 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 22000000.00 22000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECF412000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2046-02-15 1.133 - 7.125 28861200.00 30710360.37 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 30000000.00 30000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EDA435000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2047-11-15 1.181 - 7.875 36996100.00 38143896.45 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 37000000.00 37000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECH241000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2046-05-15 0 - 3 63071100.00 64351901.19 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 63000000.00 63000000.00 0.0039 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 2019-04-30 2026-11-15 1.143 - 7.875 37522000.00 38889790.77 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 38000000.00 38000000.00 0.0023 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 2019-10-31 2047-11-15 1.181 - 7.875 70143500.00 69995023.84 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 68000000.00 68000000.00 0.0042 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 2019-10-31 2040-05-15 1.181 - 4.5 74642900.00 76860745.22 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 75000000.00 75000000.00 0.0046 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 2019-04-30 2048-05-15 0 - 4.375 38693600.00 38903124.15 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 38000000.00 38000000.00 0.0023 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 2019-05-23 2046-11-15 0 - 6.5 79027000.00 80261442.33 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 77900000.00 77900000.00 0.0048 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 2019-10-31 2040-08-15 1.181 - 7.875 63890400.00 65576381.90 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 64000000.00 64000000.00 0.0040 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 2019-04-11 2045-02-15 0 - 7.875 126447800.00 124044163.27 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 121000000.00 121000000.00 0.0075 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 2043-05-15 0 - 4.25 75607600.00 78121847.62 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 76000000.00 76000000.00 0.0047 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 2019-05-23 2043-02-15 0 - 8.125 31728100.00 31778432.55 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 31000000.00 31000000.00 0.0019 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 2019-04-30 2048-02-15 0 - 4.75 40240000.00 38996338.85 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 38000000.00 38000000.00 0.0023 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 2019-04-30 2042-05-15 0 - 7.875 28044800.00 29759147.30 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 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 BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EDE073000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2045-02-15 1.181 - 4.375 9332400.00 9183235.57 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 9000000.00 9000000.00 0.0006 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 2019-07-31 2048-11-15 1.133 - 8.125 94807800.00 97421839.96 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 94900000.00 94900000.00 0.0059 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 2019-10-31 2047-08-15 1.181 - 3.625 39641200.00 39271753.64 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 38000000.00 38000000.00 0.0023 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 2019-04-30 2046-08-15 0 - 8.125 39995100.00 39081562.71 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 38000000.00 38000000.00 0.0023 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 2019-05-15 2048-11-15 1.375 - 3.375 18657100.00 19440109.24 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 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 2022-11-30 2048-11-15 2 - 3.625 19002600.00 19455889.72 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 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 2019-08-15 2048-11-15 1.625 - 3.625 35519300.00 35787348.91 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 34900000.00 34900000.00 0.0022 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 2019-05-15 2048-11-15 1.375 - 3.375 8833900.00 9201773.87 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0244 9000000.00 9000000.00 0.0006 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.47% 2IGI19DL77OX0HC3ZE78 ECF906000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2046-11-15 1.375 - 3.375 19184400.00 19599509.95 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 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., 2.47% 2IGI19DL77OX0HC3ZE78 ECC637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2048-11-15 2 - 3.375 18927300.00 19321903.44 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0250 18899652.24 18899652.24 0.0012 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.6%, dated 3/29/2019 due 04/01/2019 E57ODZWZ7FF32TWEFA76 EDF574000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-02 2049-02-15 0 - 8.75 266341070.63 272344993.04 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 266835000.00 266835000.00 0.0165 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.70% 549300IMBXQ8SGH3HJ31 EDF355000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2048-11-15 1.375 - 3.625 40724700.00 40811447.64 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0267 40000000.00 40000000.00 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.85% 549300IMBXQ8SGH3HJ31 EDE754000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2044-02-15 1.875 - 3.625 40538100.00 40813003.67 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0281 40000000.00 40000000.00 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.95% 549300IMBXQ8SGH3HJ31 EDF357000 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 1.125 - 3.625 180308400.00 185573262.42 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0295 181000000.00 181000000.00 0.0112 N Y Y N Credit AG Credit AG, 2.45% 1VUV7VQFKUOQSJ21A208 EDE113000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-06-30 2043-11-15 2.75 - 5.375 18770100.00 19386605.19 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-26 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 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 2.6%, dated 3/29/2019 due 04/01/2019 1VUV7VQFKUOQSJ21A208 EDF574000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-11-15 1.125 - 8.125 584745035.13 596305447.11 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 584066000.00 584066000.00 0.0361 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.53% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2021-04-30 2.25 - 2.25 40458100.00 40808630.99 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0250 40000000.00 40000000.00 0.0025 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.63% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-07-31 2025-07-31 2.75 - 2.875 129334900.00 132629080.48 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 130000000.00 130000000.00 0.0080 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.80% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2021-04-30 2.25 - 2.25 40465300.00 40815893.37 U.S. Treasuries (including strips) Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N N N 0.0276 40000000.00 40000000.00 0.0025 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.82% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2021-04-30 2.25 - 2.25 40462300.00 40812867.38 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0278 40000000.00 40000000.00 0.0025 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.65% 549300H47WTHXPU08X20 EDF260000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-30 2023-05-31 2 - 2.75 198590900.00 201960001.84 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0265 198000000.00 198000000.00 0.0122 N Y 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 2024-08-15 2024-08-15 2.375 - 2.375 37516000.00 37877298.77 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0258 37000000.00 37000000.00 0.0023 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.71% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-22 2026-05-15 0 - 1.625 52532300.00 52035702.97 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0267 51000000.00 51000000.00 0.0031 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.6%, dated 3/29/2019 due 04/01/2019 KBVRJ5K57JZ3E2AVWX40 EDF574000_03735 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-18 2048-11-15 0 - 3.5 59392206.57 59728290.76 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 58407000.00 58407000.00 0.0036 N Y Y N 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 25272700.00 29701443.97 U.S. Treasuries (including strips) Y N/A N/A 2019-04-24 2019-04-24 2019-04-24 N N N 0.0252 28998906.70 28998906.70 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 18985500.00 23556121.94 U.S. Treasuries (including strips) Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0251 22998951.20 22998951.20 0.0014 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.51% H7FNTJ4851HG0EXQ1Z70 ECJ932000 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 6 - 6 12337400.00 15307151.90 U.S. Treasuries (including strips) Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0250 14999812.50 14999812.50 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.51% H7FNTJ4851HG0EXQ1Z70 ECF366000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2022-05-31 1.875 - 1.875 27672200.00 27573750.81 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0251 26999376.30 26999376.30 0.0017 N N N Y Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.6%, dated 3/29/2019 due 04/01/2019 8NAV47T0Y26Q87Y0QP81 EDF664000_00431 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2021-02-28 2.5 - 2.5 49964340.55 50262233.38 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 49266000.00 49266000.00 0.0030 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.60% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-11 2046-08-15 0 - 3.125 1592458800.00 1589504319.34 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 1558000000.00 1558000000.00 0.0962 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 3.48% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2046-08-15 0 - 3.625 15400800.00 15304519.61 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0348 15000000.00 15000000.00 0.0009 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.46% 549300Y1PMK3RWXMWR72 ECF335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2021-12-15 1.5 - 3.125 13358900.00 13284501.91 U.S. Treasuries (including strips) Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0249 12999353.90 12999353.90 0.0008 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.60% 549300Y1PMK3RWXMWR72 EDF307000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2028-05-15 1.125 - 3.625 1190874300.00 1212023047.45 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 1188000000.00 1188000000.00 0.0733 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.65% 549300Y1PMK3RWXMWR72 EDD045000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2023-09-30 1.5 - 2.875 15309500.00 15307886.93 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 7 N N/A N/A N N 0.0262 15000000.00 15000000.00 0.0009 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.70% 549300Y1PMK3RWXMWR72 EDE123000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2023-09-30 1.75 - 2.875 10232500.00 10203887.41 U.S. Treasuries (including strips) Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N N N 0.0267 10000000.00 10000000.00 0.0006 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.71% 549300Y1PMK3RWXMWR72 EDE853000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2024-10-31 2.25 - 2.875 10122700.00 10203132.94 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0267 10000000.00 10000000.00 0.0006 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.72% 549300Y1PMK3RWXMWR72 EDD556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2023-09-30 2.5 - 2.875 15101000.00 15306999.36 U.S. Treasuries (including strips) Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0268 15000000.00 15000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 ECG727000 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 4889000.00 5106979.18 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 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 2028-08-15 2028-08-15 2.875 - 2.875 7832000.00 8181194.73 U.S. Treasuries (including strips) Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0241 8000000.00 8000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECJ247000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2045-05-15 3 - 3.125 13880000.00 14292350.07 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 14000000.00 14000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECI765000 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 5926000.00 6126391.31 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-16 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 MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECC936000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2045-05-15 2.75 - 3 17895000.00 18394463.32 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 18000000.00 18000000.00 0.0011 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 2028-08-15 1.625 - 2.875 3199000.00 3068758.18 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 3000000.00 3000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.45% U7M81AY481YLIOR75625 ECD321000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2046-02-15 1.5 - 2.5 25047000.00 23688131.55 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 23000000.00 23000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.58% U7M81AY481YLIOR75625 EDB633000 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 5947000.00 6123582.36 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0255 6000000.00 6000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.59% U7M81AY481YLIOR75625 EDF312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-29 2026-02-15 1.625 - 2.25 36870000.00 36767904.22 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0259 36000000.00 36000000.00 0.0022 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.68% U7M81AY481YLIOR75625 EDB631000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-28 2026-02-28 2.5 - 2.5 6031000.00 6122980.64 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0268 6000000.00 6000000.00 0.0004 N Y 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 2024-05-15 2042-08-15 2 - 3.125 18372100.00 18533097.81 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 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 2020-01-02 2041-11-15 0 - 3.125 19272700.00 19422299.62 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 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 2020-05-15 2045-02-15 1.25 - 8.75 19862000.00 19437243.15 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 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, 2.48% KX1WK48MPD4Y2NCUIZ63 ECJ138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2042-08-15 0 - 8.75 54518400.00 54129742.89 U.S. Treasuries (including strips) Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 Y NATIXIS SA (GOV REPO) 1.0000 4 N N/A N/A N N 0.0245 53000000.00 53000000.00 0.0033 N N Y N Natixis SA Natixis SA, 2.48% KX1WK48MPD4Y2NCUIZ63 ECF851000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2047-08-15 0 - 8.75 46445500.00 46131374.91 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 45000000.00 45000000.00 0.0028 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.60% OXTKY6Q8X53C9ILVV871 EDF348000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-19 2025-02-28 0 - 2.75 213855400.00 216286861.24 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 212000000.00 212000000.00 0.0131 N Y Y N 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 10085000.00 10233822.32 U.S. Treasuries (including strips) Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0254 9999743.00 9999743.00 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 2026-08-15 2026-08-15 1.5 - 1.5 31310000.00 29641187.47 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0253 28999451.90 28999451.90 0.0018 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 ECE873000 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 19785000.00 19415114.15 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0252 19000000.00 19000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EDA433000 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 9055000.00 9188622.81 U.S. Treasuries (including strips) Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0254 8999667.00 8999667.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EDB005000 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 9055000.00 9188622.81 U.S. Treasuries (including strips) Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0254 8999653.50 8999653.50 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EDC509000 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 19110000.00 19392002.42 U.S. Treasuries (including strips) Y N/A N/A 2019-06-24 2019-06-24 2019-06-24 N N N 0.0254 18999112.70 18999112.70 0.0012 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 15155000.00 15378639.28 U.S. Treasuries (including strips) Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0256 14999677.50 14999677.50 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 19190000.00 19473182.97 U.S. Treasuries (including strips) Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0256 18999608.60 18999608.60 0.0012 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 ECF405000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2041-05-15 1.75 - 4.375 7859500.00 9254757.64 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 9000000.00 9000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 ECG251000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2023-05-31 1.75 - 2.75 18861300.00 19412715.63 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 19000000.00 19000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECG678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2023-05-31 1.75 - 2.75 18860200.00 19411580.63 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 19000000.00 19000000.00 0.0012 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 2019-11-30 2023-05-31 1.75 - 2.75 37776500.00 38880903.73 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 38000000.00 38000000.00 0.0023 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 2019-11-30 2023-05-31 1.75 - 2.75 18887000.00 19439165.27 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 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 2019-11-30 2023-05-31 1.75 - 2.75 18879300.00 19431242.63 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 19000000.00 19000000.00 0.0012 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 2019-11-30 2025-08-15 1.75 - 2 13517900.00 13300526.98 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 13000000.00 13000000.00 0.0008 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 2019-11-30 2023-05-31 1.75 - 2.75 27810900.00 28623956.34 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 28000000.00 28000000.00 0.0017 N N Y N 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 2019-11-30 2025-08-15 1.75 - 2 11438200.00 11254268.02 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 11000000.00 11000000.00 0.0007 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 2019-11-30 2023-05-31 1.75 - 2.75 18881900.00 19433915.95 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 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 2019-11-30 2023-05-31 1.75 - 2.75 36747600.00 37821922.16 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 37000000.00 37000000.00 0.0023 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 2019-11-30 2024-01-31 1.75 - 2.5 6044300.00 6138701.38 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 6000000.00 6000000.00 0.0004 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 2019-11-30 2041-05-15 1.75 - 4.375 13517800.00 13300457.52 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 13000000.00 13000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 EDB450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2023-05-31 1.75 - 2.75 14877600.00 15312551.04 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 15000000.00 15000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 EDB458000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2023-05-31 1.75 - 2.75 14877600.00 15312551.04 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 15000000.00 15000000.00 0.0009 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.6%, dated 3/29/2019 due 04/01/2019 549300QJJX6CVVUXLE15 EDF574000_07749 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2048-11-15 1 - 7.25 783567005.02 796541284.02 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 778755000.00 778755000.00 0.0481 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 2020-12-31 2048-08-15 1.375 - 7.625 19549000.00 19444400.59 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0241 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 2022-09-30 2048-08-15 1.875 - 4.5 19158700.00 19439360.55 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-16 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, 2.46% 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 2048-08-15 1.375 - 6.25 19889300.00 20493458.24 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-24 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0243 20000000.00 20000000.00 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 2022-09-30 2048-08-15 1.375 - 4.75 9856700.00 10248153.56 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0243 10000000.00 10000000.00 0.0006 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.55% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-15 2023-11-15 2.75 - 2.75 88975000.00 91819580.40 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0252 90000000.00 90000000.00 0.0056 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.65% 6PJDTY319315T5LR2241 EDF296000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-28 2026-02-28 2.5 - 2.5 281462000.00 285754663.82 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0265 280000000.00 280000000.00 0.0173 N Y Y N Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 ECG671000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2046-11-15 0 - 8.75 37559400.00 38080924.04 U.S. Treasuries (including strips) Y N/A N/A 2019-05-08 2019-05-08 2019-05-08 N N N 0.0248 36998616.20 36998616.20 0.0023 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 ECH214000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-09 2048-08-15 0 - 7.625 18370300.00 18386546.11 U.S. Treasuries (including strips) Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0248 17999337.60 17999337.60 0.0011 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 ECH854000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-09 2045-05-15 0 - 8.125 56398900.00 56177389.28 U.S. Treasuries (including strips) Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0248 54998075.00 54998075.00 0.0034 N N N Y Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.6%, dated 3/29/2019 due 04/01/2019 5U0XI89JRFVHWIBS4F54 EDF574000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2047-11-15 1.375 - 3.75 1186646239.64 1209320571.29 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 1182044000.00 1182044000.00 0.0730 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.60% SUVUFHICNZMP2WKHG940 EDF334000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2024-02-29 1.625 - 2.375 68400400.00 68354861.57 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 67000000.00 67000000.00 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.60% 912796UV9 254900HROIFWPRGM1V77 US912796UV94 U.S. Treasury Debt Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0060 392312317.45 392312317.45 0.0242 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.19% 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0119 129674472.45 129674472.45 0.0080 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.76% 912796UW7 254900HROIFWPRGM1V77 US912796UW77 U.S. Treasury Debt Y N/A N/A 2019-04-09 2019-04-09 2019-04-09 N N N 0.0176 160914579.84 160914579.84 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.86% 912796RG6 254900HROIFWPRGM1V77 US912796RG64 U.S. Treasury Debt Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0186 197868660.66 197868660.66 0.0122 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.02% 912796UX5 254900HROIFWPRGM1V77 US912796UX50 U.S. Treasury Debt Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0202 179820657.00 179820657.00 0.0111 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.06% 912796RH4 254900HROIFWPRGM1V77 US912796RH48 U.S. Treasury Debt Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0206 445495935.26 445495935.26 0.0275 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.11% 912796QC6 254900HROIFWPRGM1V77 US912796QC69 U.S. Treasury Debt Y N/A N/A 2019-04-25 2019-04-25 2019-04-25 N N N 0.0211 94851800.00 94851800.00 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.14% 912796UY3 254900HROIFWPRGM1V77 US912796UY34 U.S. Treasury Debt Y N/A N/A 2019-04-23 2019-04-23 2019-04-23 N N N 0.0214 32951599.89 32951599.89 0.0020 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.17% 912796RJ0 254900HROIFWPRGM1V77 US912796RJ04 U.S. Treasury Debt Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0217 108778722.37 108778722.37 0.0067 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.18% 912796UZ0 254900HROIFWPRGM1V77 US912796UZ09 U.S. Treasury Debt Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0218 165680738.84 165680738.84 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.20% 912796VC0 254900HROIFWPRGM1V77 US912796VC05 U.S. Treasury Debt Y N/A N/A 2019-05-21 2019-05-21 2019-05-21 N N N 0.0220 80739422.19 80739422.19 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.22% 912796VA4 254900HROIFWPRGM1V77 US912796VA49 U.S. Treasury Debt Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0222 13966522.50 13966522.50 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.24% 912796RQ4 254900HROIFWPRGM1V77 US912796RQ47 U.S. Treasury Debt Y N/A N/A 2019-05-16 2019-05-16 2019-05-16 N N N 0.0224 56830959.09 56830959.09 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.24% 912796QH5 254900HROIFWPRGM1V77 US912796QH56 U.S. Treasury Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0224 15945688.96 15945688.96 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.26% 912796RR2 254900HROIFWPRGM1V77 US912796RR20 U.S. Treasury Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0226 157390832.58 157390832.58 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.29% 912796RS0 254900HROIFWPRGM1V77 US912796RS03 U.S. Treasury Debt Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0229 120475918.75 120475918.75 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.31% 912796RU5 254900HROIFWPRGM1V77 US912796RU58 U.S. Treasury Debt Y N/A N/A 2019-06-13 2019-06-13 2019-06-13 N N N 0.0231 80611110.90 80611110.90 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.32% 912796QM4 254900HROIFWPRGM1V77 US912796QM42 U.S. Treasury Debt Y N/A N/A 2019-06-20 2019-06-20 2019-06-20 N N N 0.0232 80574450.30 80574450.30 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.33% 912796RZ4 254900HROIFWPRGM1V77 US912796RZ46 U.S. Treasury Debt Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0233 162908962.12 162908962.12 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.35% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0235 41661246.48 41661246.48 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.36% 912796SC4 254900HROIFWPRGM1V77 US912796SC42 U.S. Treasury Debt Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0236 143763824.25 143763824.25 0.0089 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.36% 912796SF7 254900HROIFWPRGM1V77 US912796SF72 U.S. Treasury Debt Y N/A N/A 2019-08-29 2019-08-29 2019-08-29 N N N 0.0236 9901760.40 9901760.40 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796QV4 254900HROIFWPRGM1V77 US912796QV41 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0237 111981763.78 111981763.78 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y N/A N/A 2019-08-22 2019-08-22 2019-08-22 N N N 0.0237 162447825.28 162447825.28 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.40% 912796SG5 254900HROIFWPRGM1V77 US912796SG55 U.S. Treasury Debt Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0240 157357642.89 157357642.89 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.40% 912796RA9 254900HROIFWPRGM1V77 US912796RA94 U.S. Treasury Debt Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0240 121673784.48 121673784.48 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.41% 912796SK6 254900HROIFWPRGM1V77 US912796SK67 U.S. Treasury Debt Y N/A N/A 2019-09-26 2019-09-26 2019-09-26 N N N 0.0241 160105635.18 160105635.18 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796SJ9 254900HROIFWPRGM1V77 US912796SJ94 U.S. Treasury Debt Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0242 118644682.80 118644682.80 0.0073 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 2019-04-01 2020-01-31 2020-01-31 N N N 0.0249 312834667.14 312834667.14 0.0193 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 0.0236 32978056.98 32978056.98 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.43% to 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 0.0240 139691035.40 139691035.40 0.0086 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 0.0241 38937743.13 38937743.13 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.45% 9128282K5 254900HROIFWPRGM1V77 US9128282K52 U.S. Treasury Debt Y N/A N/A 2019-07-31 2019-07-31 2019-07-31 N N N 0.0242 30391581.96 30391581.96 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.45% 9128282X7 254900HROIFWPRGM1V77 US9128282X73 U.S. Treasury Debt Y N/A N/A 2019-09-30 2019-09-30 2019-09-30 N N N 0.0245 78577226.76 78577226.76 0.0049 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 2019-04-01 2019-10-31 2019-10-31 N N N 0.0246 159005943.42 159005943.42 0.0098 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y N/A N/A 2019-04-01 2020-07-31 2020-07-31 N N N 0.0255 72923777.78 72923777.78 0.0045 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 0.0249 254287923.74 254287923.74 0.0157 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 2019-04-01 2019-07-31 2019-07-31 N N N 0.0245 118009585.14 118009585.14 0.0073 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.48% 912828LJ7 254900HROIFWPRGM1V77 US912828LJ77 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0250 50212890.50 50212890.50 0.0031 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 2019-04-01 2019-04-30 2019-04-30 N N N 0.0243 269009226.70 269009226.70 0.0166 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 0.0243 199790000.00 199790000.00 0.0123 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% to 2.55% 912828C99 254900HROIFWPRGM1V77 US912828C996 U.S. Treasury Debt Y N/A N/A 2019-04-15 2019-04-15 2019-04-15 N N N 0.0305 407375383.22 407375383.22 0.0252 N Y Y N Fidelity Newbury Street Trust: Fidelity Treasury Money Market Fund 2019-04-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer