N-MFP2 0000704207 XXXXXXXX 2019-05-31 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 19 28 12045173905.93 11921936275.66 12797170403.50 10983109378.52 12815644367.99 15360873905.93 15678620910.38 15446870403.50 15188909378.52 15526444367.99 0.7600 0.7400 0.8000 0.6900 0.8000 0.9700 0.9800 0.9700 0.9500 0.9700 405979.97 15964142241.61 15963101157.23 9718737.87 40954120.03 15932271755.04 15930959265.32 1.0000 0.0244 1.0001 1.0001 1.0001 1.0001 1.0001 C000020485 1.00 1786710120.41 1786391286.37 1.0002 1.0002 1.0002 1.0002 1.0002 153578227.05 149615146.84 258123083.77 158748189.30 147673878.55 147913677.28 121245032.68 124289150.05 98262832.73 133966154.52 723802325.84 655286404.89 0.0174 Y Fidelity Investments, Reimbursement Fees, -5391.98; C000020483 1.00 70383731.53 70374038.64 1.0002 1.0002 1.0002 1.0002 1.0002 3033166.83 1759465.83 605360.88 870808.18 1165690.01 772761.32 589066.77 675941.10 938281.66 623162.37 5898141.80 3693176.80 0.0104 N C000020484 1.00 1223819235.39 1223266533.13 1.0005 1.0005 1.0005 1.0005 1.0005 179424591.05 171751433.44 152066012.57 150392286.74 126780300.07 140473418.12 142184704.65 147442623.89 152337092.00 110985193.24 714240088.24 676043908.73 0.0149 N C000154298 1.00 12851358667.71 12850927407.17 1.0001 1.0001 1.0001 1.0001 1.0001 1455380125.49 1326124379.97 1438809753.80 1346269061.88 1298299644.25 1350750956.93 1239541013.55 1243679625.82 1063762620.91 972678576.71 6108731123.48 5745662420.15 0.0202 N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.48%, dated 5/31/2019 due 06/03/2019 L3I9ZG2KFGXZ61BMYR72 EGB610000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2029-05-15 0 - 2.375 4113950.61 4124712.98 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 4043000.00 4043000.00 0.0003 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.48%, dated 5/31/2019 due 06/03/2019 L3I9ZG2KFGXZ61BMYR72 EGB546000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2029-05-15 0 - 2.375 18178512.89 18226069.13 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 17865000.00 17865000.00 0.0011 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.40% G5GSEF7VJP5I7OUK5573 EGB175000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2043-05-15 2.75 - 2.875 98720300.00 102470185.34 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0237 100000000.00 100000000.00 0.0063 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EFE421000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2021-08-15 2.75 - 2.75 55842100.00 57192726.03 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-14 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 56000000.00 56000000.00 0.0035 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.48% G5GSEF7VJP5I7OUK5573 EGB097000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2040-05-15 2.125 - 4.375 884718000.00 969232400.75 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 947000000.00 947000000.00 0.0594 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 EGA253000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2020-05-15 3.5 - 3.5 18200000.00 18426758.15 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-08-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 18000000.00 18000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 EFG991000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-15 2021-02-15 7.875 - 7.875 16455000.00 18399229.85 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 18000000.00 18000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EEE794000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2040-08-15 2040-08-15 3.875 - 3.875 7540000.00 9297684.41 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 9000000.00 9000000.00 0.0006 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 2046-11-15 2.75 - 2.875 29850000.00 30672587.44 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0240 30000000.00 30000000.00 0.0019 N Y 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 2045-05-15 2045-05-15 3 - 3 18345000.00 19635879.83 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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, 2.44% 3Y4U8VZURTYWI1W2K376 EEI764000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2043-05-15 2046-11-15 2.875 - 2.875 17745000.00 18574012.60 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 18000000.00 18000000.00 0.0011 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 2047-02-15 2047-02-15 3 - 3 10525000.00 11359913.06 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFI219000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2045-02-15 0 - 7.875 35604400.00 36775415.70 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 36000000.00 36000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFD450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-25 2046-02-15 0 - 4.375 57409300.00 57200415.56 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 56000000.00 56000000.00 0.0035 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFF609000 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 - 2.875 62743300.00 63426020.04 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 62000000.00 62000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFG152000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-30 2046-02-15 1.875 - 4.375 36946600.00 37809921.51 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 37000000.00 37000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFE515000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2049-05-15 0 - 6.625 67193000.00 66384431.97 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 65000000.00 65000000.00 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFD941000 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 0 - 8.125 60968200.00 65542765.03 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 64000000.00 64000000.00 0.0040 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFD008000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2045-08-15 0 - 3 38509800.00 37800664.53 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 37000000.00 37000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFI805000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2043-05-15 1.125 - 3.125 37238500.00 36744695.16 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 36000000.00 36000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.42% R0MUWSFPU8MPRO8K5P83 EFA981000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-08-15 2047-02-15 2.375 - 3.75 28797500.00 30811006.49 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 30000000.00 30000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.42% R0MUWSFPU8MPRO8K5P83 EFC388000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-30 2048-02-15 1.25 - 3.875 37074500.00 37823739.85 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 37000000.00 37000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.42% R0MUWSFPU8MPRO8K5P83 EFH587000 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 - 3 22054700.00 22458135.09 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-08-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 22000000.00 22000000.00 0.0014 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 2019-06-13 2046-11-15 0 - 8.125 38544400.00 39908963.86 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 39000000.00 39000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EEC137000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-13 2049-05-15 0 - 3.125 57459500.00 59347802.18 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 58000000.00 58000000.00 0.0036 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 2023-05-15 2046-11-15 1.625 - 4.375 43144400.00 41938802.80 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 41000000.00 41000000.00 0.0026 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 2024-08-15 2046-11-15 2.375 - 4.375 27093100.00 28649369.32 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 28000000.00 28000000.00 0.0018 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 2024-07-31 2046-11-15 2.125 - 4.375 27447400.00 28649128.17 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 EEB676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2048-08-15 1.5 - 4.25 40134000.00 39909488.03 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 39000000.00 39000000.00 0.0024 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 2021-01-31 2046-11-15 1.375 - 4.375 76784700.00 79974114.43 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 78000000.00 78000000.00 0.0049 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 2020-06-15 2046-11-15 1.5 - 4.375 44436400.00 43984973.16 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 43000000.00 43000000.00 0.0027 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 2019-09-12 2046-02-15 0 - 4.25 65106800.00 64464731.55 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 63000000.00 63000000.00 0.0040 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEI654000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-10-31 2046-02-15 2.25 - 2.875 18147600.00 18401148.31 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 18000000.00 18000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEJ706000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2045-11-15 0 - 3.875 20993700.00 24725749.04 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 24000000.00 24000000.00 0.0015 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 2019-09-12 2049-05-15 0 - 4.25 17606500.00 18524461.86 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 18000000.00 18000000.00 0.0011 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 2028-02-15 2046-02-15 2.5 - 2.875 35845100.00 37837315.52 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 37000000.00 37000000.00 0.0023 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 2019-09-12 2045-08-15 0 - 3.875 18406700.00 18403819.12 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 18000000.00 18000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEI658000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-13 2046-02-15 0 - 8.125 15426300.00 18401348.27 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 18000000.00 18000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEF316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2046-02-15 0 - 8.75 29146500.00 28635909.04 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 EEF853000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-15 2046-02-15 2 - 3.625 54391600.00 56245109.09 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 55000000.00 55000000.00 0.0035 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.40% 2IGI19DL77OX0HC3ZE78 EFH505000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2047-05-15 1.625 - 3.625 9023200.00 9199226.42 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 9000000.00 9000000.00 0.0006 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 2022-01-15 2048-05-15 2.125 - 4.5 19079000.00 19444510.35 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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., 2.42% 2IGI19DL77OX0HC3ZE78 EEB181000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2048-08-15 2.125 - 6.25 8061400.00 8160438.19 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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., 2.43% 2IGI19DL77OX0HC3ZE78 EFA476000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2048-08-15 1.625 - 3.625 15415900.00 15330446.46 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-08-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 15000000.00 15000000.00 0.0009 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 2020-10-31 2048-08-15 2.25 - 4.25 27044100.00 27641991.23 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 2019-11-07 2048-05-15 0 - 4.25 17838000.00 18437575.61 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 0.0011 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.48%, dated 5/31/2019 due 06/03/2019 E57ODZWZ7FF32TWEFA76 EGB610000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-18 2049-02-15 0 - 8.75 5845668.10 6200390.43 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 6065000.00 6065000.00 0.0004 N Y Y N Citibank NA In a joint trading account with Citibank NA at 2.48%, dated 5/31/2019 due 06/03/2019 E57ODZWZ7FF32TWEFA76 EGB546000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-18 2049-02-15 0 - 8.75 25827925.47 27395195.76 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 26797000.00 26797000.00 0.0017 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.50% 549300IMBXQ8SGH3HJ31 EFJ975000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2025-02-28 1.875 - 2.75 39007200.00 39793863.90 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0247 39000000.00 39000000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.52% 549300IMBXQ8SGH3HJ31 EGA687000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2043-05-15 1.375 - 2.875 38686000.00 40025850.10 U.S. Treasuries (including strips) Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0249 39000000.00 39000000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.57% 549300IMBXQ8SGH3HJ31 EGB102000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2049-05-15 1.25 - 4.75 230938900.00 242889655.72 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0254 238000000.00 238000000.00 0.0149 N Y Y N Credit AG Credit AG, 2.40% 1VUV7VQFKUOQSJ21A208 EFJ552000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2043-11-15 2043-11-15 3.75 - 3.75 16110300.00 19577920.20 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-27 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 19000000.00 19000000.00 0.0012 N N Y N Credit AG Credit AG, 2.42% 1VUV7VQFKUOQSJ21A208 EFC414000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2043-11-15 2043-11-15 3.75 - 3.75 31412700.00 38174046.03 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-09 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 37000000.00 37000000.00 0.0023 N N Y N Credit AG Credit AG, 2.42% 1VUV7VQFKUOQSJ21A208 EGB196000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-08-15 2024-08-15 2.375 - 2.375 93563400.00 95899379.83 U.S. Treasuries (including strips) Y N/A N/A 2019-06-14 2019-06-14 2019-06-14 N N N 0.0239 94000000.00 94000000.00 0.0059 N N N Y Credit AG Credit AG, 2.45% 1VUV7VQFKUOQSJ21A208 EFJ547000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2043-11-15 2043-11-15 3.75 - 3.75 11870800.00 14425899.89 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0242 14000000.00 14000000.00 0.0009 N N Y N Credit AG Credit AG, 2.45% 1VUV7VQFKUOQSJ21A208 EGB193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2043-11-15 2043-11-15 3.75 - 3.75 11868400.00 14422983.31 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-07 N N N 0.0242 14000000.00 14000000.00 0.0009 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.48%, dated 5/31/2019 due 06/03/2019 1VUV7VQFKUOQSJ21A208 EGB546000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2048-08-15 1.375 - 8.5 157439992.38 166692502.09 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 163055000.00 163055000.00 0.0102 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.48%, dated 5/31/2019 due 06/03/2019 1VUV7VQFKUOQSJ21A208 EGB610000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2048-08-15 1.375 - 8.5 33260773.47 35215458.71 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 34447000.00 34447000.00 0.0022 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 2.40% ANGGYXNX0JLX3X63JN86 EGB492000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-11 2025-05-15 0 - 2.875 297397600.00 306061232.24 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0237 300000000.00 300000000.00 0.0188 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 2.45% ANGGYXNX0JLX3X63JN86 EGB160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2025-10-31 0 - 3 379201300.00 382578095.61 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0242 375000000.00 375000000.00 0.0235 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.51% 7LTWFZYICNSX8D621K86 EGB155000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-15 2025-02-15 2 - 2 115799800.00 116304351.88 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 114000000.00 114000000.00 0.0072 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.54% 7LTWFZYICNSX8D621K86 EGA071000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2024-11-15 2.25 - 2.25 39290400.00 39794113.18 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0251 39000000.00 39000000.00 0.0024 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.51% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-15 2022-08-15 7.25 - 7.25 2587300.00 3060703.47 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 3000000.00 3000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 2.48% 549300GKFG0RYRRQ1414 EGB115000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-15 2048-11-15 1.5 - 3.375 747708300.00 764137949.36 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 749000000.00 749000000.00 0.0470 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.45% 549300H47WTHXPU08X20 EGB126000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2046-05-15 0.375 - 2.875 1285479200.00 1308660089.30 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0242 1283000000.00 1283000000.00 0.0805 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.49% 549300H47WTHXPU08X20 EGB092000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2025-01-15 0 - 2.375 362345400.00 425340075.62 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0246 417000000.00 417000000.00 0.0262 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.48% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2036-02-15 2036-02-15 4.5 - 4.5 63709100.00 83657342.11 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 82000000.00 82000000.00 0.0051 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.48% CYYGQCGNHMHPSMRL3R97 0000853784 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 - 4.5 56661900.00 57135740.70 U.S. Treasuries (including strips) Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0245 56000000.00 56000000.00 0.0035 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.49% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2020-08-31 2.125 - 2.125 21456000.00 21546516.43 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0246 21000000.00 21000000.00 0.0013 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.48%, dated 5/31/2019 due 06/03/2019 KBVRJ5K57JZ3E2AVWX40 EGB546000_03735 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2026-08-15 1.375 - 2.625 16443750.03 16818175.11 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 16485000.00 16485000.00 0.0010 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.49% 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 8200000.00 8191109.12 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0246 8000000.00 8000000.00 0.0005 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.48%, dated 5/31/2019 due 06/03/2019 ZBUT11V806EZRVTWT807 EGB610000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2028-05-15 0 - 2.875 1372468.88 1387583.53 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 1360000.00 1360000.00 0.0001 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.48%, dated 5/31/2019 due 06/03/2019 ZBUT11V806EZRVTWT807 EGB546000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2028-05-15 0 - 2.875 6065101.43 6131894.88 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 6010000.00 6010000.00 0.0004 N Y Y N 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 17414400.00 18421169.97 U.S. Treasuries (including strips) Y N/A N/A 2019-06-24 2019-06-24 2019-06-24 N N N 0.0247 17999596.80 17999596.80 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFB431000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2027-11-15 1.875 - 6.125 14931000.00 19424916.79 U.S. Treasuries (including strips) Y N/A N/A 2019-07-08 2019-07-08 2019-07-08 N N N 0.0247 18999274.20 18999274.20 0.0012 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFC426000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2026-08-15 1.875 - 6.75 17422100.00 17353708.49 U.S. Treasuries (including strips) Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0247 16999369.30 16999369.30 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFC385000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2027-11-15 1.875 - 6.125 14123700.00 18382204.48 U.S. Treasuries (including strips) Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0247 17999352.00 17999352.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFF081000 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 5705400.00 7174880.06 U.S. Treasuries (including strips) Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0244 7000000.00 7000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFH627000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2026-08-15 1 - 6.75 9234600.00 9181406.57 U.S. Treasuries (including strips) Y N/A N/A 2019-07-24 2019-07-24 2019-07-24 N N N 0.0246 8999768.70 8999768.70 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.49% K5HU16E3LMSVCCJJJ255 EGB149000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2025-02-15 7.25 - 8.125 7346700.00 9181930.45 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0246 9000000.00 9000000.00 0.0006 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.50% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-07-31 2024-12-31 2.25 - 2.75 182625000.00 186621548.43 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 183000000.00 183000000.00 0.0115 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.55% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2025-11-15 2.25 - 2.75 13965000.00 14342296.04 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0252 14000000.00 14000000.00 0.0009 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.48%, dated 5/31/2019 due 06/03/2019 7TK5RJIZDFROZCA6XF66 EGB546000_08126 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-26 2022-08-31 0 - 1.75 18360878.81 18226097.86 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 17865000.00 17865000.00 0.0011 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.48%, dated 5/31/2019 due 06/03/2019 7TK5RJIZDFROZCA6XF66 EGB610000_08126 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-26 2022-08-31 0 - 1.75 4155221.55 4124719.49 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 4043000.00 4043000.00 0.0003 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.50% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2027-11-15 0 - 6.125 28529000.00 28565953.80 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 28000000.00 28000000.00 0.0018 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.42% 549300Y1PMK3RWXMWR72 EGA062000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-09-30 2025-09-30 3 - 3 17311900.00 18366229.33 U.S. Treasuries (including strips) Y N/A N/A 2019-07-30 2019-07-30 2019-07-30 N N N 0.0244 17998790.40 17998790.40 0.0011 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.44% 549300Y1PMK3RWXMWR72 EFJ550000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2025-09-30 1.75 - 3 35821200.00 36735021.75 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0241 36000000.00 36000000.00 0.0023 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.47% 549300Y1PMK3RWXMWR72 EGA776000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2026-01-31 1.625 - 2.625 16696000.00 17344858.81 U.S. Treasuries (including strips) Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0244 17000000.00 17000000.00 0.0011 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.49% 549300Y1PMK3RWXMWR72 EGB148000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-07-31 2025-06-30 2.75 - 2.75 119907400.00 125486038.53 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0246 123000000.00 123000000.00 0.0077 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EFE524000 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 2.75 - 2.75 10950200.00 11269853.59 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 11000000.00 11000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EFA495000 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 8986000.00 9255580.00 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 9000000.00 9000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EFF633000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2023-12-31 1.625 - 2.25 4046000.00 4119054.87 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 4000000.00 4000000.00 0.0003 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 10340000.00 10195823.02 U.S. Treasuries (including strips) Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0240 9900000.00 9900000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 EFF639000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-28 2048-08-15 1.5 - 3 12675300.00 12376750.74 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0241 12000000.00 12000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 EFJ549000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2048-08-15 1.625 - 3 28332500.00 29570793.69 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0243 29000000.00 29000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.50% U7M81AY481YLIOR75625 EGB143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.625 - 2.625 29528100.00 30597074.00 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 30000000.00 30000000.00 0.0019 N Y 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 2020-07-31 2025-03-31 1.375 - 2.875 68855100.00 69649125.40 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 Y NATIXIS SA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0239 68000000.00 68000000.00 0.0043 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 2020-05-21 2047-02-15 0 - 3.625 38040000.00 38940955.18 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-10 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 38000000.00 38000000.00 0.0024 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 2019-08-01 2042-02-15 0 - 3.125 46958500.00 47093602.47 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-07 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 46000000.00 46000000.00 0.0029 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 2020-05-21 2046-02-15 0 - 8.125 55066500.00 56293052.83 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 55000000.00 55000000.00 0.0035 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 2019-08-01 2046-02-15 0 - 7.625 18802900.00 19435270.44 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 2020-05-21 2025-03-31 0 - 2.875 18269900.00 18403772.05 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 Y NATIXIS SA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0242 18000000.00 18000000.00 0.0011 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.48%, dated 5/31/2019 due 06/03/2019 OXTKY6Q8X53C9ILVV871 EGB546000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-13 2049-05-15 0 - 8.75 499851403.48 508245876.45 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 498059000.00 498059000.00 0.0313 N Y Y N Norinchukin Bank Norinchukin Bank, 2.49% 5493007VSMFZCPV1NB83 EFF594000 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 9555000.00 9190102.45 U.S. Treasuries (including strips) Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0247 9000000.00 9000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.49% 5493007VSMFZCPV1NB83 EFG164000 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 18240000.00 18378464.36 U.S. Treasuries (including strips) Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0248 17999620.20 17999620.20 0.0011 N N N Y 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 2026-08-15 2026-08-15 1.5 - 1.5 8515000.00 8189819.19 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 2020-11-15 2020-11-15 2.625 - 2.625 19295000.00 19441473.12 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 ECD341000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 29550000.00 29774321.37 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0251 28999991.30 28999991.30 0.0018 N N Y N 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 2020-11-15 2.625 - 2.625 19355000.00 19501928.60 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 Y N 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 9595000.00 9228574.89 U.S. Treasuries (including strips) Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0253 8999928.00 8999928.00 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 2026-08-15 2026-08-15 1.5 - 1.5 9595000.00 9228574.89 U.S. Treasuries (including strips) Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0252 8999937.00 8999937.00 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 19330000.00 19476738.82 U.S. Treasuries (including strips) Y N/A N/A 2019-06-24 2019-06-24 2019-06-24 N N N 0.0253 18999800.50 18999800.50 0.0012 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.40% 549300QJJX6CVVUXLE15 EFJ540000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2044-05-15 1.125 - 3.375 36331200.00 37755170.57 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 37000000.00 37000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFG159000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2048-11-15 0 - 4.5 17718900.00 18422514.19 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 18000000.00 18000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFG160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2048-11-15 1.625 - 4.5 17854500.00 18398482.81 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 18000000.00 18000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFG168000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2047-02-15 2048-11-15 3 - 3.375 12344900.00 13402564.79 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 13000000.00 13000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFF553000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2047-02-15 1.125 - 4.5 17877900.00 18381160.69 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 18000000.00 18000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFG165000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2048-11-15 1.625 - 4.5 17846400.00 18377460.45 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 18000000.00 18000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EEJ708000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2048-11-15 1.125 - 4.5 19653600.00 20444644.22 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0241 20000000.00 20000000.00 0.0013 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.48%, dated 5/31/2019 due 06/03/2019 549300QJJX6CVVUXLE15 EGB546000_07749 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2049-05-15 0 - 4.5 123952184.45 126734816.33 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 124127000.00 124127000.00 0.0078 N Y 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 2023-08-15 2045-11-15 2.875 - 6.25 16242000.00 19627058.37 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 EEE831000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2048-11-15 1.5 - 8.5 18441900.00 19479090.78 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-24 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 19000000.00 19000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EEB111000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2045-02-15 2.25 - 3.75 16248800.00 19632201.74 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 EED942000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-31 2048-05-15 1.875 - 6.25 112385800.00 118819325.05 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-21 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 116000000.00 116000000.00 0.0073 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 2028-05-15 2028-05-15 2.875 - 2.875 9630700.00 10204227.45 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0243 10000000.00 10000000.00 0.0006 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.49% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-15 2022-02-15 2.5 - 2.5 87916500.00 89784847.06 U.S. Treasuries (including strips) Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0246 88000000.00 88000000.00 0.0055 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.49% 6PJDTY319315T5LR2241 EGB104000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-15 2026-02-15 1.625 - 2.625 293013000.00 285394786.30 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0246 280000000.00 280000000.00 0.0176 N Y Y N Societe Generale Societe Generale, 2.42% O2RNE8IBXP4R0TD8PU41 EFI806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-27 2045-11-15 0 - 6.875 282377200.00 291638594.77 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-07 N N N 0.0239 285000000.00 285000000.00 0.0179 N N Y N Societe Generale Societe Generale, 2.43% O2RNE8IBXP4R0TD8PU41 EFF588000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2043-11-15 0 - 3.75 17673700.00 18381351.00 U.S. Treasuries (including strips) Y N/A N/A 2019-06-17 2019-06-17 2019-06-17 N N N 0.0240 18000000.00 18000000.00 0.0011 N N N Y Societe Generale Societe Generale, 2.43% O2RNE8IBXP4R0TD8PU41 EFF587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-27 2045-05-15 0 - 5.375 35648400.00 36762822.20 U.S. Treasuries (including strips) Y N/A N/A 2019-06-17 2019-06-17 2019-06-17 N N N 0.0240 36000000.00 36000000.00 0.0023 N N N Y Societe Generale Societe Generale, 2.43% O2RNE8IBXP4R0TD8PU41 EFD433000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-27 2046-08-15 0 - 8.125 54500200.00 56306710.22 U.S. Treasuries (including strips) Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0243 54998498.50 54998498.50 0.0035 N N N Y Societe Generale Societe Generale, 2.45% O2RNE8IBXP4R0TD8PU41 EFJ533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-15 2025-02-15 0 - 7.625 13722300.00 14285911.82 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0242 14000000.00 14000000.00 0.0009 N N Y N Societe Generale Societe Generale, 2.45% O2RNE8IBXP4R0TD8PU41 EFJ535000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2048-02-15 2.625 - 7.625 11824000.00 14287249.57 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0242 14000000.00 14000000.00 0.0009 N N Y N Societe Generale Societe Generale, 2.45% O2RNE8IBXP4R0TD8PU41 EFJ534000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2048-02-15 1 - 7.625 24872100.00 29653022.20 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0242 29000000.00 29000000.00 0.0018 N N Y N Societe Generale Societe Generale, 2.45% O2RNE8IBXP4R0TD8PU41 EFA473000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-27 2048-11-15 0 - 5.25 34369300.00 37971267.75 U.S. Treasuries (including strips) Y N/A N/A 2019-07-08 2019-07-08 2019-07-08 N N N 0.0243 36999811.30 36999811.30 0.0023 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 EGA761000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2045-05-15 2.125 - 3.75 13665500.00 14364885.56 U.S. Treasuries (including strips) Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0244 14000000.00 14000000.00 0.0009 N N Y N Societe Generale In a joint trading account with Societe Generale at 2.48%, dated 5/31/2019 due 06/03/2019 O2RNE8IBXP4R0TD8PU41 EGB546000_00925 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-04 2049-05-15 0 - 7.625 197850625.35 202079293.59 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 198074000.00 198074000.00 0.0124 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.48%, dated 5/31/2019 due 06/03/2019 5U0XI89JRFVHWIBS4F54 EGB546000_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 2047-05-15 1.125 - 3.75 1027020062.79 1035962854.93 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 1014886000.00 1014886000.00 0.0637 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.48% SUVUFHICNZMP2WKHG940 EGB140000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2029-08-15 2044-08-15 3.125 - 6.125 485449100.00 572156383.05 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 556000000.00 556000000.00 0.0349 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.48%, dated 5/31/2019 due 06/03/2019 VYVVCKR63DVZZN70PB21 EGB546000_08395 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-25 2047-05-15 0 - 3.625 1064814325.15 1093968580.59 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 1070491000.00 1070491000.00 0.0672 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.41% to 2.47% 912796SC4 254900HROIFWPRGM1V77 US912796SC42 U.S. Treasury Debt Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0221 204040700.63 204040700.63 0.0128 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796RS0 254900HROIFWPRGM1V77 US912796RS03 U.S. Treasury Debt Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0109 100981882.62 100981882.62 0.0063 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% to 2.44% 912796RU5 254900HROIFWPRGM1V77 US912796RU58 U.S. Treasury Debt Y N/A N/A 2019-06-13 2019-06-13 2019-06-13 N N N 0.0176 207869278.24 207869278.24 0.0130 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796QM4 254900HROIFWPRGM1V77 US912796QM42 U.S. Treasury Debt Y N/A N/A 2019-06-20 2019-06-20 2019-06-20 N N N 0.0195 21976469.24 21976469.24 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% to 2.46% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0221 194265436.95 194265436.95 0.0122 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% to 2.48% 912796QV4 254900HROIFWPRGM1V77 US912796QV41 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0221 198178989.28 198178989.28 0.0124 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 0.0230 62480737.62 62480737.62 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% to 2.43% 912796SN0 254900HROIFWPRGM1V77 US912796SN07 U.S. Treasury Debt Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0231 172784703.78 172784703.78 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796SQ3 254900HROIFWPRGM1V77 US912796SQ38 U.S. Treasury Debt Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0231 148570833.00 148570833.00 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% to 2.43% 912796SS9 254900HROIFWPRGM1V77 US912796SS93 U.S. Treasury Debt Y N/A N/A 2019-11-14 2019-11-14 2019-11-14 N N N 0.0233 60362245.00 60362245.00 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.43% 912796VK2 254900HROIFWPRGM1V77 US912796VK21 U.S. Treasury Debt Y N/A N/A 2019-07-09 2019-07-09 2019-07-09 N N N 0.0215 21949121.26 21949121.26 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796VF3 254900HROIFWPRGM1V77 US912796VF36 U.S. Treasury Debt Y N/A N/A 2019-06-11 2019-06-11 2019-06-11 N N N 0.0167 9994959.30 9994959.30 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796SK6 254900HROIFWPRGM1V77 US912796SK67 U.S. Treasury Debt Y N/A N/A 2019-09-26 2019-09-26 2019-09-26 N N N 0.0231 160806515.22 160806515.22 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.45% 912796VG1 254900HROIFWPRGM1V77 US912796VG19 U.S. Treasury Debt Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0192 36964907.72 36964907.72 0.0023 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% 912796VJ5 254900HROIFWPRGM1V77 US912796VJ57 U.S. Treasury Debt Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0211 7985139.12 7985139.12 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% to 2.49% 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y N/A N/A 2019-08-22 2019-08-22 2019-08-22 N N N 0.0224 163163600.00 163163600.00 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% 912796SJ9 254900HROIFWPRGM1V77 US912796SJ94 U.S. Treasury Debt Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0230 119172000.00 119172000.00 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.49% 912796SF7 254900HROIFWPRGM1V77 US912796SF72 U.S. Treasury Debt Y N/A N/A 2019-08-29 2019-08-29 2019-08-29 N N N 0.0226 9944356.20 9944356.20 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.49% 912796SG5 254900HROIFWPRGM1V77 US912796SG55 U.S. Treasury Debt Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0231 158037394.92 158037394.92 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.49% 912796RA9 254900HROIFWPRGM1V77 US912796RA94 U.S. Treasury Debt Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0230 122206308.06 122206308.06 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.50% 912796RZ4 254900HROIFWPRGM1V77 US912796RZ46 U.S. Treasury Debt Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0214 163603402.08 163603402.08 0.0103 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.32% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-06-03 2020-01-31 2020-01-31 N N N 0.0236 312923452.72 312923452.72 0.0196 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.37% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y N/A N/A 2019-06-03 2020-07-31 2020-07-31 N N N 0.0239 72982904.13 72982904.13 0.0046 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.37% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-06-03 2019-10-31 2019-10-31 N N N 0.0235 159010112.40 159010112.40 0.0100 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.38% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2019-06-03 2019-07-31 2019-07-31 N N N 0.0233 272015686.24 272015686.24 0.0171 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.39% 912828T59 254900HROIFWPRGM1V77 US912828T594 U.S. Treasury Debt Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0237 14923828.20 14923828.20 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.39% to 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 0.0239 57787030.96 57787030.96 0.0036 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 0.0240 56924633.46 56924633.46 0.0036 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 0.0250 56129060.96 56129060.96 0.0035 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 0.0238 159452428.80 159452428.80 0.0100 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 0.0239 30447604.05 30447604.05 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 0.0236 78740781.25 78740781.25 0.0049 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EGB333000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2019-06-07 2019-06-07 2019-08-26 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 11000000.00 11000000.00 0.0007 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Fidelity Newbury Street Trust: Fidelity Treasury Money Market Fund 2019-06-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer