N-MFP2 0000704207 XXXXXXXX 2019-04-30 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 33 13282768860.86 13396704759.79 12425592695.77 12139991510.13 15787167316.41 15952404759.79 15022392695.77 14990691510.13 0.8000 0.8000 0.7900 0.7700 0.9500 0.9600 0.9500 0.9600 591.68 15857325959.51 15856972329.21 86387437.27 483077653.17 15460282704.99 15458973496.51 1.0000 0.0251 1.0001 1.0001 1.0001 1.0001 C000020485 1.00 1718182367.36 1717875365.40 1.0002 1.0002 1.0002 1.0002 201936614.57 187450569.70 138460806.43 274439456.89 138921956.80 147823949.46 96140407.62 111853135.36 630540514.36 780813024.51 0.0181 Y Fidelity Investments, Reimbursement Fees, -35015.17; C000020483 1.00 68178188.31 68169073.64 1.0001 1.0001 1.0002 1.0002 978337.11 1897280.09 1040425.98 2002507.16 1942091.66 1552845.20 1864055.43 2564828.95 6258334.53 9026423.40 0.0110 Y Fidelity Investments, Reimbursement Fees, -1786.07; C000020484 1.00 1185607250.36 1185070353.62 1.0005 1.0005 1.0005 1.0005 169109360.97 150357990.47 133285219.78 171583884.32 128103785.95 176493350.99 135110577.03 119457468.93 604161555.83 662893741.41 0.0155 Y Fidelity Investments, Reimbursement Fees, -27221.39; C000154298 1.00 12488314898.96 12487858703.84 1.0000 1.0000 1.0001 1.0001 1626943507.53 1556638338.82 2246791966.85 1818427483.32 1196462457.64 2133762499.64 1005196867.51 984347609.47 6462456834.05 6987016112.41 0.0209 N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.75%, dated 4/30/2019 due 05/01/2019 L3I9ZG2KFGXZ61BMYR72 EEI319000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-31 2028-08-15 1 - 2.875 167558773.00 168243517.17 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 164932000.00 164932000.00 0.0107 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EEB158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-04-30 2026-04-30 2.375 - 2.375 38851900.00 38809396.02 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-13 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 38000000.00 38000000.00 0.0025 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EEB566000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-04-30 2026-04-30 2.375 - 2.375 19422100.00 19400852.22 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 19000000.00 19000000.00 0.0012 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.75% G5GSEF7VJP5I7OUK5573 EEH980000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2028-05-15 2.125 - 2.875 468525300.00 483516964.02 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 474000000.00 474000000.00 0.0307 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.40% 3Y4U8VZURTYWI1W2K376 EEA881000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2043-08-15 2.25 - 3.625 101140000.00 100076645.70 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 98000000.00 98000000.00 0.0063 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EEE794000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-12 2019-07-12 0 - 0 9250000.00 9222979.83 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 9000000.00 9000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EED997000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 19880000.00 19441074.86 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 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 EEB698000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2043-08-15 2045-05-15 3 - 3.625 19215000.00 19681425.07 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-08 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, 2.43% 3Y4U8VZURTYWI1W2K376 EED273000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2023-05-31 2.75 - 2.75 29930000.00 30790540.39 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 30000000.00 30000000.00 0.0019 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EEE103000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-11-15 2047-02-15 2.875 - 3 11225000.00 11398984.59 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-15 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, 2.44% 3Y4U8VZURTYWI1W2K376 EEH525000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 38705000.00 37850442.78 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-22 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 37000000.00 37000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EEB677000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2045-02-15 1.625 - 2.625 39670200.00 39820323.94 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-17 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, 2.43% R0MUWSFPU8MPRO8K5P83 EED018000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2045-02-15 0 - 6 28582900.00 28585088.86 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 28000000.00 28000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EED487000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2048-05-15 0 - 3.75 42472200.00 41871996.70 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 41000000.00 41000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EEC137000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2047-08-15 2.375 - 7.625 58543100.00 59215941.03 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 58000000.00 58000000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEB554000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2046-11-15 1.625 - 7.625 74454100.00 80040068.99 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 78000000.00 78000000.00 0.0050 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEH562000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2046-11-15 2.021 - 4.375 14933900.00 18373904.85 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 18000000.00 18000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEC143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-25 2028-11-15 0 - 5.25 64308400.00 64321056.43 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 63000000.00 63000000.00 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EED021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-11 2045-02-15 0 - 8.75 28507400.00 28585194.76 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 28000000.00 28000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EED486000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-02-15 1.125 - 7.625 43905400.00 44003534.82 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 43000000.00 43000000.00 0.0028 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEB676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2046-08-15 0 - 7.625 37366900.00 39820465.51 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 39000000.00 39000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEF854000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2021-02-28 1.625 - 2.5 37459800.00 37752796.80 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 37000000.00 37000000.00 0.0024 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 2019-06-13 2045-02-15 0 - 7.625 21166800.00 24812075.28 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0242 24000000.00 24000000.00 0.0016 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 2020-07-31 2047-02-15 2 - 6 32064700.00 30981139.74 U.S. Treasuries (including strips) Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0242 30000000.00 30000000.00 0.0019 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 2019-05-02 2046-08-15 0 - 6.75 20150800.00 22513334.20 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-22 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, 2.45% R0MUWSFPU8MPRO8K5P83 EEF316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2048-08-15 0 - 6 28633200.00 28571968.96 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 28000000.00 28000000.00 0.0018 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 2019-05-23 2047-02-15 0 - 7.625 62718900.00 64483099.31 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 63000000.00 63000000.00 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEF853000 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 1.125 - 6.75 52216700.00 56294956.71 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 55000000.00 55000000.00 0.0036 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 2019-07-31 2043-11-15 0 - 4.375 34636300.00 38070776.91 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 37000000.00 37000000.00 0.0024 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 2020-07-31 2045-02-15 1.25 - 5.25 37304700.00 37868438.41 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 37000000.00 37000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEH567000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2021-01-31 1.133 - 2.5 18203200.00 18362529.50 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 18000000.00 18000000.00 0.0012 N N 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 2019-10-31 2045-02-15 0 - 6.125 36391100.00 37887579.35 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 37000000.00 37000000.00 0.0024 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 2019-10-31 2043-05-15 1.181 - 4.375 38768400.00 38982501.26 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 38000000.00 38000000.00 0.0025 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 2019-05-23 2045-02-15 0 - 6 65884500.00 65709218.19 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 64000000.00 64000000.00 0.0041 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 2019-05-23 2045-02-15 0 - 4.75 69147700.00 69753461.41 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 68000000.00 68000000.00 0.0044 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 2019-05-23 2045-02-15 0 - 5.25 35336900.00 39177261.03 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 38000000.00 38000000.00 0.0025 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 2020-03-26 2045-02-15 0 - 7.625 35861600.00 38997465.80 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0247 38000000.00 38000000.00 0.0025 N Y 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 1.375 - 4.375 32658500.00 39002390.54 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 38000000.00 38000000.00 0.0025 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 2020-07-31 2045-02-15 1.125 - 7.625 27938200.00 29752833.62 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 29000000.00 29000000.00 0.0019 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EEB181000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2048-02-15 2.125 - 6.25 8555000.00 8132786.44 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 7900000.00 7900000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EEB196000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2045-02-15 2.125 - 4.5 19355600.00 19400948.88 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 19000000.00 19000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EED900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2044-08-15 2 - 3.125 32999900.00 33690816.65 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 33000000.00 33000000.00 0.0021 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EDJ397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2044-08-15 2.125 - 4.25 27727900.00 27579555.04 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 27000000.00 27000000.00 0.0017 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.44% 2IGI19DL77OX0HC3ZE78 EEI026000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2046-05-15 2.125 - 4.25 17779000.00 18365464.68 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 18000000.00 18000000.00 0.0012 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.75%, dated 4/30/2019 due 05/01/2019 E57ODZWZ7FF32TWEFA76 EEI319000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-07 2048-08-15 0 - 8.75 247364980.61 252434028.74 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 247398000.00 247398000.00 0.0160 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.48% 549300IMBXQ8SGH3HJ31 EEE782000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2048-05-15 1.375 - 3.125 38848800.00 39978079.70 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0248 39000000.00 39000000.00 0.0025 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.48% 549300IMBXQ8SGH3HJ31 EEF235000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2023-07-31 1.25 - 2.75 38649000.00 39796536.54 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0245 39000000.00 39000000.00 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.77% 549300IMBXQ8SGH3HJ31 EEI003000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2045-11-15 1.375 - 3 233462600.00 233598571.46 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 229000000.00 229000000.00 0.0148 N Y Y N Credit AG Credit AG, 2.44% 1VUV7VQFKUOQSJ21A208 EEF881000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2021-08-31 1.125 - 1.125 18814200.00 18366286.76 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-28 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 18000000.00 18000000.00 0.0012 N N Y N Credit AG Credit AG, 2.45% 1VUV7VQFKUOQSJ21A208 EEE932000 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 42857700.00 43880902.90 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0245 43000000.00 43000000.00 0.0028 N Y Y N Credit AG Credit AG, 2.48% 1VUV7VQFKUOQSJ21A208 EEH556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2021-08-31 1.125 - 1.125 18810400.00 18362577.23 U.S. Treasuries (including strips) Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0245 18000000.00 18000000.00 0.0012 N N Y N Credit AG Credit AG, 2.48% 1VUV7VQFKUOQSJ21A208 EEI158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2021-08-31 1.125 - 1.125 18809100.00 18361308.18 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0245 18000000.00 18000000.00 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 2.73%, dated 4/30/2019 due 05/01/2019 1VUV7VQFKUOQSJ21A208 EEI416000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2049-02-15 0 - 8.125 49454661.72 50369279.73 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0273 49308000.00 49308000.00 0.0032 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.78% 7LTWFZYICNSX8D621K86 EEI036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-12-31 2024-12-31 2.25 - 2.25 87456800.00 87726828.43 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0278 86000000.00 86000000.00 0.0056 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.47% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-03 2046-05-15 0 - 2.5 43225500.00 40185944.02 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0247 39000000.00 39000000.00 0.0025 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.47% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-31 2046-05-15 1.625 - 2.5 84313600.00 80062051.14 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0244 78000000.00 78000000.00 0.0050 N N Y N DNB Bank ASA DNB Bank ASA, 2.75% 549300GKFG0RYRRQ1414 EEI001000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-15 2023-08-15 2.5 - 2.5 147865300.00 149951457.18 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 147000000.00 147000000.00 0.0095 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.70% 549300H47WTHXPU08X20 EEH994000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2046-11-15 0 - 2.875 311946100.00 311100068.70 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0270 305000000.00 305000000.00 0.0197 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.75% 549300H47WTHXPU08X20 EEH970000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2027-05-15 0 - 2.375 409170600.00 409020011.03 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 401000000.00 401000000.00 0.0259 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.44% CYYGQCGNHMHPSMRL3R97 0000853784 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 53817600.00 55102464.20 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0241 54000000.00 54000000.00 0.0035 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.76% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-31 2023-10-31 2.875 - 2.875 20922000.00 21422165.52 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0276 21000000.00 21000000.00 0.0014 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.74% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2021-04-30 1.375 - 1.375 35320000.00 34679825.00 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 34000000.00 34000000.00 0.0022 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.76% 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 3080000.00 3068702.74 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0276 3000000.00 3000000.00 0.0002 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 2.45% H7FNTJ4851HG0EXQ1Z70 EDI784000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2027-11-15 6.125 - 6.75 6287600.00 8204820.85 U.S. Treasuries (including strips) Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0243 7999983.20 7999983.20 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.45% H7FNTJ4851HG0EXQ1Z70 EEE409000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2019-11-30 1 - 1 9224600.00 9185034.32 U.S. Treasuries (including strips) Y N/A N/A 2019-05-24 2019-05-24 2019-05-24 N N N 0.0243 8999973.90 8999973.90 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EEE403000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-09-30 2025-09-30 3 - 3 17699400.00 18362402.12 U.S. Treasuries (including strips) Y N/A N/A 2019-06-24 2019-06-24 2019-06-24 N N N 0.0245 17999744.40 17999744.40 0.0012 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 19129500.00 23613813.04 U.S. Treasuries (including strips) Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0252 22999609.00 22999609.00 0.0015 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 27797800.00 27683916.82 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0251 26999843.40 26999843.40 0.0017 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.74% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2024-12-31 1.25 - 2.375 189390000.00 187716866.93 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 184000000.00 184000000.00 0.0119 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.74% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2038-05-15 0 - 5.25 661705500.00 673251319.95 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 660000000.00 660000000.00 0.0427 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.43% 549300Y1PMK3RWXMWR72 EDH356000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-15 2023-05-31 2.25 - 2.75 12900300.00 13285120.14 U.S. Treasuries (including strips) Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0246 12999389.00 12999389.00 0.0008 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.44% 549300Y1PMK3RWXMWR72 EEE846000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2023-12-31 1.25 - 3.375 224335300.00 230629396.98 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0244 226000000.00 226000000.00 0.0146 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.44% 549300Y1PMK3RWXMWR72 EEF321000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2023-05-31 1.75 - 2.75 21798900.00 22449154.49 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0241 22000000.00 22000000.00 0.0014 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.48% 549300Y1PMK3RWXMWR72 EEH598000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2023-07-31 1.375 - 2.75 27736600.00 28563987.01 U.S. Treasuries (including strips) Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0245 28000000.00 28000000.00 0.0018 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.48% 549300Y1PMK3RWXMWR72 EEI159000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2025-11-15 2.25 - 2.75 17988200.00 18361319.43 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0245 18000000.00 18000000.00 0.0012 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.74% 549300Y1PMK3RWXMWR72 EEI010000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2023-12-31 1.375 - 2.75 584267000.00 588584847.46 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 577000000.00 577000000.00 0.0373 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EEB586000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2025-05-15 2.125 - 2.125 14368000.00 14292488.62 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 14000000.00 14000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EEB583000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2048-05-15 2048-05-15 3.125 - 3.125 27610000.00 28859838.73 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 28000000.00 28000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EEB967000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-28 2028-02-15 2.5 - 2.75 10057000.00 10210297.91 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 10000000.00 10000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EDJ272000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2048-05-15 2.75 - 3.125 18928000.00 19401540.06 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 Y MUFG SECS EMEA 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 MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EEF335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2026-05-15 1.625 - 1.625 8545000.00 8162732.22 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-20 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 8000000.00 8000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EEE413000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2028-02-15 2.25 - 2.75 12185000.00 12242480.18 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 12000000.00 12000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EEE400000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2023-04-30 1.625 - 1.625 10368000.00 10100700.52 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 9900000.00 9900000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.72% U7M81AY481YLIOR75625 EEI029000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-29 2025-05-31 1.25 - 8.75 455030000.00 466641529.41 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0272 454000000.00 454000000.00 0.0294 N Y Y N Natixis SA Natixis SA, 2.42% KX1WK48MPD4Y2NCUIZ63 EEA655000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2031-02-15 0 - 5.375 32677800.00 38812179.80 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-10 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 38000000.00 38000000.00 0.0025 N N Y N Natixis SA Natixis SA, 2.42% KX1WK48MPD4Y2NCUIZ63 EDJ161000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2028-05-15 0 - 2.875 46603800.00 46989390.99 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-07 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 46000000.00 46000000.00 0.0030 N N Y N Natixis SA Natixis SA, 2.42% KX1WK48MPD4Y2NCUIZ63 EDG936000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2045-08-15 0 - 2.875 69909500.00 69495316.49 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-03 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 68000000.00 68000000.00 0.0044 N N Y N Natixis SA Natixis SA, 2.43% KX1WK48MPD4Y2NCUIZ63 EEF211000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2049-02-15 0 - 6.125 56104700.00 56206125.70 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 55000000.00 55000000.00 0.0036 N N Y N Natixis SA Natixis SA, 2.44% KX1WK48MPD4Y2NCUIZ63 EED883000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2045-02-15 0 - 6.125 19500200.00 19392607.32 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-22 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 19000000.00 19000000.00 0.0012 N N Y N Natixis SA Natixis SA, 2.45% KX1WK48MPD4Y2NCUIZ63 EEH575000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2025-07-31 0 - 2.875 18256600.00 18362516.05 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-03 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 18000000.00 18000000.00 0.0012 N N Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.75%, dated 4/30/2019 due 05/01/2019 OXTKY6Q8X53C9ILVV871 EEI319000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2047-11-15 0 - 4.5 204519700.00 204051703.91 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 200000000.00 200000000.00 0.0129 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.49% OXTKY6Q8X53C9ILVV871 EEH524000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2047-02-15 0 - 8 295668800.00 301026830.73 U.S. Treasuries (including strips) Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0246 295000000.00 295000000.00 0.0191 N N Y N Norinchukin Bank Norinchukin Bank, 2.50% 5493007VSMFZCPV1NB83 EEB956000 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 8395000.00 8171804.82 U.S. Treasuries (including strips) Y N/A N/A 2019-07-17 2019-07-17 2019-07-17 N N N 0.0248 8000000.00 8000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 2.50% 5493007VSMFZCPV1NB83 EEC390000 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 20630000.00 19398313.74 U.S. Treasuries (including strips) Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0248 19000000.00 19000000.00 0.0012 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 2026-08-15 2026-08-15 1.5 - 1.5 10910000.00 10258633.20 U.S. Treasuries (including strips) Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0254 9999874.00 9999874.00 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 31595000.00 29708663.24 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0253 28999466.40 28999466.40 0.0019 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 2026-08-15 2026-08-15 1.5 - 1.5 20695000.00 19459433.00 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0251 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 2026-08-15 2026-08-15 1.5 - 1.5 9795000.00 9210202.77 U.S. Treasuries (including strips) Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0253 8999850.60 8999850.60 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 2026-08-15 2026-08-15 1.5 - 1.5 9795000.00 9210202.77 U.S. Treasuries (including strips) Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0253 8999866.80 8999866.80 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 2026-08-15 2026-08-15 1.5 - 1.5 20670000.00 19435925.59 U.S. Treasuries (including strips) Y N/A N/A 2019-06-24 2019-06-24 2019-06-24 N N N 0.0253 18999734.00 18999734.00 0.0012 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 EDJ201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2049-02-15 0 - 6.5 21400600.00 21452044.58 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0240 21000000.00 21000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 EED297000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-05 2049-02-15 0 - 3.625 50841600.00 51045591.19 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 50000000.00 50000000.00 0.0032 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 EEE824000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2048-08-15 1.125 - 6.5 28438100.00 28471998.42 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 27900000.00 27900000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 EEE361000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2049-02-15 0 - 4.25 34781900.00 37930244.71 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 37000000.00 37000000.00 0.0024 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 2021-02-15 2049-02-15 2.5 - 4.5 15179500.00 15344098.34 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 15000000.00 15000000.00 0.0010 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 2020-10-31 2049-02-15 1.375 - 4.5 14288100.00 15494179.43 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 15000000.00 15000000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EEE831000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2024-02-29 1.125 - 3.625 19039600.00 19389196.15 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-24 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, 2.43% ES7IP3U3RHIGC71XBU11 EEB111000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2043-11-15 2.75 - 8.5 16863200.00 19591938.12 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-11 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, 2.43% ES7IP3U3RHIGC71XBU11 EEB941000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2043-11-15 2.75 - 8.5 16830200.00 19588954.90 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-15 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, 2.43% ES7IP3U3RHIGC71XBU11 EED942000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2023-08-15 2.25 - 6.25 117338300.00 118391939.52 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-21 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0241 116000000.00 116000000.00 0.0075 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.46% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-12-31 2025-08-31 2.25 - 2.75 77865300.00 79592624.47 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0243 78000000.00 78000000.00 0.0050 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.75% 6PJDTY319315T5LR2241 EEI007000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-15 2024-06-30 2 - 7.875 269969000.00 285432299.42 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 280000000.00 280000000.00 0.0181 N Y Y N Societe Generale Societe Generale, 2.44% O2RNE8IBXP4R0TD8PU41 EDH453000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2043-08-15 0.875 - 4.625 49613800.00 52304923.97 U.S. Treasuries (including strips) Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0241 51000000.00 51000000.00 0.0033 N N Y N Societe Generale Societe Generale, 2.44% O2RNE8IBXP4R0TD8PU41 EDH838000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2047-11-15 0 - 7.5 261949300.00 263844710.72 U.S. Treasuries (including strips) Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0241 258000000.00 258000000.00 0.0167 N N 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 2020-04-30 2046-02-15 1.125 - 7.25 38156900.00 37880423.54 U.S. Treasuries (including strips) Y N/A N/A 2019-05-08 2019-05-08 2019-05-08 N N N 0.0250 36999519.00 36999519.00 0.0024 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 2019-05-15 2043-08-15 0.875 - 8.5 18165900.00 18424331.62 U.S. Treasuries (including strips) Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0250 17999724.60 17999724.60 0.0012 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 2019-05-23 2045-11-15 0 - 8.125 55752400.00 56380696.89 U.S. Treasuries (including strips) Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0249 54998993.50 54998993.50 0.0036 N N N Y Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.75%, dated 4/30/2019 due 05/01/2019 5U0XI89JRFVHWIBS4F54 EEI319000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-30 2047-11-15 1.25 - 3.75 2936968478.05 2944411591.15 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 2882111000.00 2882111000.00 0.1864 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.75% SUVUFHICNZMP2WKHG940 EEH990000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2040-05-15 2049-02-15 3 - 4.375 160836200.00 184384089.66 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 179000000.00 179000000.00 0.0116 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.75%, dated 4/30/2019 due 05/01/2019 VYVVCKR63DVZZN70PB21 EEI319000_08395 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-02 2046-11-15 0 - 2.875 81274049.57 81417133.21 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 79759000.00 79759000.00 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.20% 912796RJ0 254900HROIFWPRGM1V77 US912796RJ04 U.S. Treasury Debt Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0120 108992763.49 108992763.49 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.04% 912796VA4 254900HROIFWPRGM1V77 US912796VA49 U.S. Treasury Debt Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0204 161935982.46 161935982.46 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.26% 912796RQ4 254900HROIFWPRGM1V77 US912796RQ47 U.S. Treasury Debt Y N/A N/A 2019-05-16 2019-05-16 2019-05-16 N N N 0.0226 56943134.52 56943134.52 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.27% 912796QH5 254900HROIFWPRGM1V77 US912796QH56 U.S. Treasury Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0227 15976948.96 15976948.96 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.29% 912796VC0 254900HROIFWPRGM1V77 US912796VC05 U.S. Treasury Debt Y N/A N/A 2019-05-21 2019-05-21 2019-05-21 N N N 0.0229 80892506.52 80892506.52 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.31% 912796RR2 254900HROIFWPRGM1V77 US912796RR20 U.S. Treasury Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0231 157697460.02 157697460.02 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.35% 912796RS0 254900HROIFWPRGM1V77 US912796RS03 U.S. Treasury Debt Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0235 120711112.50 120711112.50 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796RU5 254900HROIFWPRGM1V77 US912796RU58 U.S. Treasury Debt Y N/A N/A 2019-06-13 2019-06-13 2019-06-13 N N N 0.0237 80768912.67 80768912.67 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796QM4 254900HROIFWPRGM1V77 US912796QM42 U.S. Treasury Debt Y N/A N/A 2019-06-20 2019-06-20 2019-06-20 N N N 0.0237 80732249.64 80732249.64 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796RZ4 254900HROIFWPRGM1V77 US912796RZ46 U.S. Treasury Debt Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0237 163231415.64 163231415.64 0.0106 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796QR3 254900HROIFWPRGM1V77 US912796QR39 U.S. Treasury Debt Y N/A N/A 2019-07-18 2019-07-18 2019-07-18 N N N 0.0237 145249498.68 145249498.68 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0237 193817580.45 193817580.45 0.0125 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.38% 912796SC4 254900HROIFWPRGM1V77 US912796SC42 U.S. Treasury Debt Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0238 144052968.75 144052968.75 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796QV4 254900HROIFWPRGM1V77 US912796QV41 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0239 112208120.86 112208120.86 0.0073 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y N/A N/A 2019-08-22 2019-08-22 2019-08-22 N N N 0.0239 162777402.96 162777402.96 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796SF7 254900HROIFWPRGM1V77 US912796SF72 U.S. Treasury Debt Y N/A N/A 2019-08-29 2019-08-29 2019-08-29 N N N 0.0239 9921333.30 9921333.30 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796SG5 254900HROIFWPRGM1V77 US912796SG55 U.S. Treasury Debt Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0242 157672030.41 157672030.41 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796RF8 254900HROIFWPRGM1V77 US912796RF81 U.S. Treasury Debt Y N/A N/A 2019-10-10 2019-10-10 2019-10-10 N N N 0.0242 92996432.50 92996432.50 0.0060 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796SN0 254900HROIFWPRGM1V77 US912796SN07 U.S. Treasury Debt Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0242 202024594.45 202024594.45 0.0131 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.43% 912796RA9 254900HROIFWPRGM1V77 US912796RA94 U.S. Treasury Debt Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0243 121911501.66 121911501.66 0.0079 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.43% 912796SJ9 254900HROIFWPRGM1V77 US912796SJ94 U.S. Treasury Debt Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0243 118883750.40 118883750.40 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.43% 912796SK6 254900HROIFWPRGM1V77 US912796SK67 U.S. Treasury Debt Y N/A N/A 2019-09-26 2019-09-26 2019-09-26 N N N 0.0243 160419915.18 160419915.18 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796SQ3 254900HROIFWPRGM1V77 US912796SQ38 U.S. Treasury Debt Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0244 148193271.00 148193271.00 0.0096 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.41% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-05-01 2020-01-31 2020-01-31 N N N 0.0246 312899426.84 312899426.84 0.0202 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.41% to 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 0.0238 96926189.79 96926189.79 0.0063 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.41% 912828WW6 254900HROIFWPRGM1V77 US912828WW69 U.S. Treasury Debt Y N/A N/A 2019-07-31 2019-07-31 2019-07-31 N N N 0.0243 56881992.33 56881992.33 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.41% to 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 0.0246 56188125.28 56188125.28 0.0036 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.42% 912828F62 254900HROIFWPRGM1V77 US912828F627 U.S. Treasury Debt Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0243 9954296.90 9954296.90 0.0006 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 0.0237 139850720.80 139850720.80 0.0090 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.43% 9128282B5 254900HROIFWPRGM1V77 US9128282B53 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0244 159206249.60 159206249.60 0.0103 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 0.0246 30415995.99 30415995.99 0.0020 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 78648203.52 78648203.52 0.0051 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.46% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-05-01 2019-10-31 2019-10-31 N N N 0.0245 159010718.19 159010718.19 0.0103 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 2019-05-01 2020-07-31 2020-07-31 N N N 0.0250 72961742.89 72961742.89 0.0047 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2019-05-01 2019-07-31 2019-07-31 N N N 0.0242 118011057.78 118011057.78 0.0076 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% to 2.53% 912828KQ2 254900HROIFWPRGM1V77 US912828KQ20 U.S. Treasury Debt Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0245 254156780.78 254156780.78 0.0164 N Y Y N Fidelity Newbury Street Trust: Fidelity Treasury Money Market Fund 2019-05-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer