N-MFP2 0000704207 XXXXXXXX 2019-06-30 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 21 28 12875473925.91 11951525347.63 12789855395.15 13197248812.12 15563473925.91 15645325347.63 15554555395.15 15709948812.12 0.7900 0.7300 0.7800 0.8000 0.9500 0.9600 0.9500 0.9600 22.31 16279827535.28 16278836289.81 36816629.90 85524581.12 16230128360.90 16228508703.46 1.0000 0.0244 1.0002 1.0002 1.0002 1.0002 C000020485 1.00 1755541363.02 1755199849.02 1.0002 1.0002 1.0003 1.0003 189062190.72 209490893.90 135848286.77 133647115.32 118538909.34 139982588.94 160208780.56 151729006.58 603658167.39 634849604.74 0.0177 N C000020483 1.00 70536861.88 70526188.56 1.0002 1.0002 1.0002 1.0002 996454.19 981798.50 575871.22 1082053.02 1369464.25 1044990.11 984375.94 665174.06 3926165.60 3774015.69 0.0103 N C000020484 1.00 1235450780.29 1234874723.99 1.0005 1.0005 1.0005 1.0005 149631651.00 173094534.36 135453223.96 132179274.20 252784412.16 222818602.19 161479761.10 159648446.61 699349048.22 687740857.36 0.0152 N C000154298 1.00 13168599355.71 13167907941.89 1.0001 1.0001 1.0001 1.0001 1573779488.06 1258378050.69 1352796910.38 1338279022.62 1277288747.45 1333764274.29 1463354393.46 1419817657.03 5667219539.35 5350239004.63 0.0205 N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.38%, dated 6/28/2019 due 07/01/2019 L3I9ZG2KFGXZ61BMYR72 EHF210000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2030-05-15 0 - 8.5 43223207.20 46436937.38 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0238 45517000.00 45517000.00 0.0028 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.40% G5GSEF7VJP5I7OUK5573 EHE884000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2047-08-15 0 - 3 1057263900.00 1097391418.47 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0237 1073000000.00 1073000000.00 0.0661 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EGD440000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2020-12-31 1.75 - 1.75 37533900.00 37805732.32 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 37000000.00 37000000.00 0.0023 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.50% G5GSEF7VJP5I7OUK5573 EHE875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-06-30 2026-03-31 2 - 2.25 280477900.00 286679735.50 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 281000000.00 281000000.00 0.0173 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.30% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-22 2049-05-15 0 - 3 105237700.00 109688331.45 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0227 107000000.00 107000000.00 0.0066 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 EGI149000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2048-08-15 2.5 - 3 18660000.00 18782061.01 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 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, 2.41% 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 2025-05-31 2.875 - 3.5 18091000.00 18398976.16 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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, 2.42% 3Y4U8VZURTYWI1W2K376 EGG860000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2025-05-31 2.125 - 2.875 11015000.00 11254125.69 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 11000000.00 11000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EGB333000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2021-11-15 2 - 2 11180000.00 11276609.78 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 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 2025-05-31 2045-05-15 2.875 - 3 18055000.00 19815844.05 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 19000000.00 19000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EGC337000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2048-05-15 2.875 - 3.125 26780000.00 30149432.66 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 29000000.00 29000000.00 0.0018 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 2025-05-31 2043-05-15 2.875 - 2.875 17465000.00 18743385.84 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0241 18000000.00 18000000.00 0.0011 N Y 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 2025-05-31 2047-02-15 2.875 - 3 10405000.00 11524716.12 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 11000000.00 11000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.25% R0MUWSFPU8MPRO8K5P83 EHB275000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2040-05-15 0 - 8 40603800.00 40825555.11 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0224 40000000.00 40000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.30% R0MUWSFPU8MPRO8K5P83 EHC191000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2048-08-15 0 - 4.5 38460900.00 37754486.92 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 37000000.00 37000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.37% R0MUWSFPU8MPRO8K5P83 EGF194000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2040-02-15 1.375 - 6.5 37254800.00 37792322.56 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 37000000.00 37000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.39% R0MUWSFPU8MPRO8K5P83 EGD501000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2041-08-15 1.25 - 8 23679900.00 30664768.70 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 30000000.00 30000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 EHE900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-22 2046-02-15 0 - 4.5 11253100.00 11222471.97 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 11000000.00 11000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 EGI909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2041-11-15 1.5 - 4.5 36764600.00 37915641.14 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 37000000.00 37000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 EGJ143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2038-05-15 1.625 - 4.5 55697100.00 57169509.38 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 56000000.00 56000000.00 0.0035 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 2019-10-31 2047-05-15 1.75 - 6.125 34249500.00 38197116.54 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-10 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 2019-10-31 2047-08-15 1.375 - 6.125 36635200.00 36813455.50 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 36000000.00 36000000.00 0.0022 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 2019-07-18 2043-05-15 0 - 6.25 65999800.00 66508616.21 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 65000000.00 65000000.00 0.0040 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 2019-07-18 2042-11-15 0 - 8 64968500.00 65495265.87 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 64000000.00 64000000.00 0.0039 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 2019-07-18 2049-02-15 0 - 8 55611000.00 57314137.26 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 56000000.00 56000000.00 0.0035 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 2019-10-31 2046-02-15 1.25 - 6.5 36458500.00 36815880.44 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 36000000.00 36000000.00 0.0022 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 2021-05-31 2046-11-15 1.375 - 8 60954100.00 63706226.18 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 62000000.00 62000000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.42% R0MUWSFPU8MPRO8K5P83 EGJ721000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2046-02-15 1.625 - 4.375 85201500.00 84728395.10 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 83000000.00 83000000.00 0.0051 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 2019-07-18 2048-02-15 0 - 8 37698400.00 37894471.73 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 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, 2.42% R0MUWSFPU8MPRO8K5P83 EFH587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2047-11-15 0 - 4.5 22127400.00 22500398.59 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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, 2.44% R0MUWSFPU8MPRO8K5P83 EEI654000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-31 2046-02-15 1.75 - 4.375 17442300.00 18435966.91 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0241 18000000.00 18000000.00 0.0011 N Y 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 2019-10-31 2043-05-15 1.625 - 8 24508800.00 24579575.09 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0241 24000000.00 24000000.00 0.0015 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 2020-07-31 2048-11-15 2 - 5.25 59869100.00 64795576.04 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 63000000.00 63000000.00 0.0039 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 2041-08-15 1.125 - 6 41060200.00 44069952.14 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 43000000.00 43000000.00 0.0026 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 2019-08-15 2041-05-15 0 - 8 28067300.00 28703318.46 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 28000000.00 28000000.00 0.0017 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 2019-07-18 2048-08-15 0 - 4.375 37938800.00 40130179.28 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 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 2019-08-15 2048-08-15 0 - 6 79279500.00 79993661.60 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 78000000.00 78000000.00 0.0048 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 2019-07-18 2048-11-15 0 - 3.375 16560000.00 18538015.11 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 EEF316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2046-02-15 2 - 8.75 28356800.00 28690766.15 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 28000000.00 28000000.00 0.0017 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 2019-10-31 2047-08-15 1.75 - 6.75 52243900.00 56366869.48 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 55000000.00 55000000.00 0.0034 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 2019-10-31 2041-05-15 2 - 4.375 17655400.00 18436362.15 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 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 2020-05-31 2047-05-15 1.875 - 3.125 8764300.00 9245713.70 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 2022-05-15 2048-05-15 1.875 - 4.5 18356100.00 19548694.06 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 19000000.00 19000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EEB181000 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 1.875 - 6.25 7940000.00 8178145.62 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 7900000.00 7900000.00 0.0005 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 2020-05-31 2048-08-15 1.875 - 4.25 26990500.00 27694472.53 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 27000000.00 27000000.00 0.0017 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 2022-08-31 2048-11-15 1.875 - 3.625 14596200.00 15359624.94 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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., 2.44% 2IGI19DL77OX0HC3ZE78 EEI026000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2048-05-15 1.875 - 4.25 17728700.00 18473505.10 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 18000000.00 18000000.00 0.0011 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.38%, dated 6/28/2019 due 07/01/2019 E57ODZWZ7FF32TWEFA76 EHF210000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-15 2048-05-15 0.75 - 8.5 38577870.96 39979558.29 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0238 39155000.00 39155000.00 0.0024 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 2.38%, dated 6/28/2019 due 07/01/2019 MBNUM2BPBDO7JBLYG310 EHF210000_00137 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-29 2044-02-15 0 - 3.625 693278005.88 688445346.83 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0238 674815000.00 674815000.00 0.0416 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.55% 549300IMBXQ8SGH3HJ31 EHE879000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2044-02-15 1.375 - 3.625 228505200.00 248737565.59 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0252 243000000.00 243000000.00 0.0150 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.64% 549300IMBXQ8SGH3HJ31 EHE188000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2024-01-31 2.5 - 2.5 38154900.00 39791745.00 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0261 39000000.00 39000000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.64% 549300IMBXQ8SGH3HJ31 EHD459000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-31 2045-05-15 1.875 - 3.125 38534300.00 39913212.76 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0261 39000000.00 39000000.00 0.0024 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 2025-02-15 2025-02-15 7.625 - 7.625 28350600.00 37874544.71 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-09 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 37000000.00 37000000.00 0.0023 N N Y N Credit AG Credit AG, 2.42% 1VUV7VQFKUOQSJ21A208 EHF110000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2025-05-31 2.875 - 2.875 8658000.00 9181925.48 U.S. Treasuries (including strips) Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0239 9000000.00 9000000.00 0.0006 N N N Y Credit AG Credit AG, 2.45% 1VUV7VQFKUOQSJ21A208 EHF086000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2025-05-31 2.875 - 2.875 6734000.00 7141497.60 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0242 7000000.00 7000000.00 0.0004 N N Y N Credit AG Credit AG, 2.60% 1VUV7VQFKUOQSJ21A208 EHE303000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2021-01-31 2.5 - 2.5 13993800.00 14284213.25 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0257 14000000.00 14000000.00 0.0009 N N Y N Credit AG Credit AG, 2.64% 1VUV7VQFKUOQSJ21A208 EHC643000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2025-05-31 2.875 - 2.875 6735600.00 7143194.42 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0261 7000000.00 7000000.00 0.0004 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.38%, dated 6/28/2019 due 07/01/2019 1VUV7VQFKUOQSJ21A208 EHF210000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-09 2049-02-15 0 - 8.75 45920352.31 47679552.90 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0238 46688000.00 46688000.00 0.0029 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.5%, dated 6/28/2019 due 07/01/2019 1VUV7VQFKUOQSJ21A208 EHF335000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-09 2049-02-15 0 - 8.75 8027799.77 8335343.36 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 8162000.00 8162000.00 0.0005 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.53% 7LTWFZYICNSX8D621K86 EHE908000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-08-15 2027-08-15 2.25 - 2.25 56369100.00 58152312.50 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 57000000.00 57000000.00 0.0035 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.66% 7LTWFZYICNSX8D621K86 EHD345000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-08-15 2027-08-15 2.25 - 2.25 38574500.00 39794787.90 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0263 39000000.00 39000000.00 0.0024 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.53% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2021-12-31 2.125 - 2.125 4000600.00 4080930.43 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 4000000.00 4000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 2.50% 549300GKFG0RYRRQ1414 EHE906000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-02-15 2026-02-15 1.625 - 1.625 82381400.00 81617008.02 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 80000000.00 80000000.00 0.0049 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.35% 549300H47WTHXPU08X20 EHF175000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2023-11-30 0 - 2.875 465412200.00 462060092.02 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0232 453000000.00 453000000.00 0.0279 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.38% 549300H47WTHXPU08X20 EHF156000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2021-12-15 2.625 - 2.625 713117700.00 729300035.73 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0235 715000000.00 715000000.00 0.0441 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.50% 549300H47WTHXPU08X20 EHE855000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2023-11-30 2.875 - 2.875 516815100.00 542640068.13 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 532000000.00 532000000.00 0.0328 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.35% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2021-04-30 2.25 - 2.25 168379600.00 170373439.58 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0232 167000000.00 167000000.00 0.0103 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.40% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2028-02-15 1.375 - 2.75 459650300.00 481536355.21 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0237 472000000.00 472000000.00 0.0291 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.50% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2021-12-15 2.25 - 2.625 44905900.00 45909596.66 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 45000000.00 45000000.00 0.0028 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.38%, dated 6/28/2019 due 07/01/2019 CYYGQCGNHMHPSMRL3R97 EHF210000_03556 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-02 2036-02-15 0 - 8.75 64310571.55 72290495.62 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0238 70858000.00 70858000.00 0.0044 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.5%, dated 6/28/2019 due 07/01/2019 CYYGQCGNHMHPSMRL3R97 EHF335000_03556 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-02 2036-02-15 0 - 8.75 11242415.11 12637420.89 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 12387000.00 12387000.00 0.0008 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.51% CYYGQCGNHMHPSMRL3R97 0000853784 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 21159000.00 21518645.50 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 21000000.00 21000000.00 0.0013 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.58% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2026-05-31 0 - 2.75 57143100.00 58156673.59 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0255 57000000.00 57000000.00 0.0035 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.50% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-30 2025-06-30 2.75 - 2.75 41200000.00 43897490.33 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 43000000.00 43000000.00 0.0026 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.38%, dated 6/28/2019 due 07/01/2019 ZBUT11V806EZRVTWT807 EHF210000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-15 2028-05-15 0.75 - 2.875 98249981.57 100185647.67 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0238 98200000.00 98200000.00 0.0061 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.5%, dated 6/28/2019 due 07/01/2019 ZBUT11V806EZRVTWT807 EHF335000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-15 2028-05-15 0.75 - 2.875 2091063.76 2132260.73 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 2090000.00 2090000.00 0.0001 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.46% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2021-01-31 2.5 - 2.5 166077600.00 169524207.52 U.S. Treasuries (including strips) Y N/A N/A 2019-09-26 2019-09-26 2019-10-15 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 90 N N/A N/A N N 0.0243 166000000.00 166000000.00 0.0102 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.43% H7FNTJ4851HG0EXQ1Z70 EHA743000 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 28671500.00 28559036.83 U.S. Treasuries (including strips) Y N/A N/A 2019-07-24 2019-07-24 2019-07-24 N N N 0.0240 28000000.00 28000000.00 0.0017 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 2027-11-15 2027-11-15 6.125 - 6.125 14692000.00 19519399.97 U.S. Treasuries (including strips) Y N/A N/A 2019-07-08 2019-07-08 2019-07-08 N N N 0.0244 18999931.60 18999931.60 0.0012 N N Y N 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 2022-05-31 1.875 - 1.875 17313100.00 17408268.83 U.S. Treasuries (including strips) Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0245 16999884.40 16999884.40 0.0010 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 2027-11-15 2027-11-15 6.125 - 6.125 13912700.00 18484042.71 U.S. Treasuries (including strips) Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0246 17999757.00 17999757.00 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 5615400.00 7178133.24 U.S. Treasuries (including strips) Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0243 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 9209265.42 U.S. Treasuries (including strips) Y N/A N/A 2019-07-24 2019-07-24 2019-07-24 N N N 0.0248 8999702.10 8999702.10 0.0006 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 2.38%, dated 6/28/2019 due 07/01/2019 K5HU16E3LMSVCCJJJ255 EHF210000_12878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2026-05-15 1.5 - 2.875 23507469.19 23979035.91 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0238 23504000.00 23504000.00 0.0014 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 2019-07-05 2047-08-15 0 - 3.875 71854300.00 71415021.00 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 70000000.00 70000000.00 0.0043 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 2021-04-30 2045-08-15 1.375 - 3 17765100.00 18400813.21 U.S. Treasuries (including strips) Y N/A N/A 2019-07-30 2019-07-30 2019-07-30 N N N 0.0245 17999199.00 17999199.00 0.0011 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.48% 549300Y1PMK3RWXMWR72 EHF141000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2045-08-15 1.5 - 3 976100600.00 1021231067.34 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0245 1001000000.00 1001000000.00 0.0617 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.54% 549300Y1PMK3RWXMWR72 EHD556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2024-11-30 1.375 - 2.75 21043000.00 21427562.76 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0260 20999735.40 20999735.40 0.0013 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.55% 549300Y1PMK3RWXMWR72 EHE301000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2045-08-15 1.375 - 2.875 28566500.00 29588514.13 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0252 29000000.00 29000000.00 0.0018 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.59% 549300Y1PMK3RWXMWR72 EHC627000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2025-06-30 2.625 - 2.875 13587100.00 14286265.60 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0256 14000000.00 14000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EGE633000 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 4097800.00 4090548.11 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 4000000.00 4000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EGH008000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 1.625 6182400.00 6124642.81 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 6000000.00 6000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EGJ642000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 2.75 - 2.75 6725600.00 7144076.70 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 7000000.00 7000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EGH538000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2025-05-31 2.875 - 2.875 13476800.00 14291885.67 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 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 EGI292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2022-02-15 2.5 - 2.5 8937800.00 9194460.40 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 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 EGD037000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2023-10-31 1.625 - 2 4105200.00 4094099.45 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 4000000.00 4000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EGD542000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2022-08-15 1.625 - 1.625 6019000.00 6034244.95 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 5900000.00 5900000.00 0.0004 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 2023-12-31 2023-12-31 2.25 - 2.25 3969000.00 4097499.12 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 4000000.00 4000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EHC149000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-15 2021-10-15 2.875 - 2.875 5940000.00 6124884.53 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-24 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 EGD036000 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 1.75 - 1.75 5104100.00 5112528.39 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0241 5000000.00 5000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 EGI984000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2022-12-31 2.125 - 2.125 14949000.00 15306955.25 U.S. Treasuries (including strips) Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0241 15000000.00 15000000.00 0.0009 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.45% U7M81AY481YLIOR75625 EGI291000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2023-12-31 2.625 - 2.75 16760300.00 17348174.03 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0242 17000000.00 17000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 EHA610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-28 2023-04-30 1.625 - 2.625 59897100.00 62239125.90 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0243 61000000.00 61000000.00 0.0038 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 EGI983000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2023-11-30 2.125 - 2.125 7035000.00 7156358.55 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0243 7000000.00 7000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 EHD482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2025-02-15 1.625 - 2 14040900.00 14277545.75 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 14000000.00 14000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.47% U7M81AY481YLIOR75625 EHA723000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2028-02-15 1.625 - 2.75 29308100.00 29586137.56 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0244 29000000.00 29000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.50% U7M81AY481YLIOR75625 EHE897000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2026-04-30 2.25 - 2.375 12842500.00 13259816.08 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 13000000.00 13000000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.53% U7M81AY481YLIOR75625 EHB342000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2025-04-30 1.625 - 2.875 17488900.00 18363306.13 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 18000000.00 18000000.00 0.0011 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.55% U7M81AY481YLIOR75625 EHC148000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 1.5 - 1.5 5223400.00 5115072.17 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0252 5000000.00 5000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.56% U7M81AY481YLIOR75625 EHC150000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-09-30 2023-09-30 2.875 - 2.875 8719800.00 9179964.08 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0253 9000000.00 9000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.58% U7M81AY481YLIOR75625 EHD479000 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 - 2.625 17476400.00 18356631.30 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0255 18000000.00 18000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.60% U7M81AY481YLIOR75625 EHC145000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2021-03-31 2.25 - 2.25 7051700.00 7144492.74 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0257 7000000.00 7000000.00 0.0004 N Y Y N Natixis SA Natixis SA, 2.41% KX1WK48MPD4Y2NCUIZ63 EGC886000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2025-07-31 0 - 2.875 65823500.00 67441776.47 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 66000000.00 66000000.00 0.0041 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 2020-02-29 2047-05-15 0 - 7.5 53580400.00 56353758.17 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 55000000.00 55000000.00 0.0034 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 2020-05-21 2027-11-15 0 - 3 18979000.00 19471979.15 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 19000000.00 19000000.00 0.0012 N N Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.38%, dated 6/28/2019 due 07/01/2019 OXTKY6Q8X53C9ILVV871 EHF210000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-15 2047-08-15 0 - 7.25 535875689.79 546722314.15 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0238 535882000.00 535882000.00 0.0330 N Y Y N Norinchukin Bank Norinchukin Bank, 2.32% 5493007VSMFZCPV1NB83 EHC044000 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 18125000.00 18368755.80 U.S. Treasuries (including strips) Y N/A N/A 2019-09-24 2019-09-24 2019-09-24 N N N 0.0231 18000000.00 18000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.35% 5493007VSMFZCPV1NB83 EHA201000 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 9065000.00 9186911.52 U.S. Treasuries (including strips) Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0233 9000000.00 9000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.35% 5493007VSMFZCPV1NB83 EGJ626000 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 9065000.00 9186911.52 U.S. Treasuries (including strips) Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0233 9000000.00 9000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.42% 5493007VSMFZCPV1NB83 EGD018000 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 28230000.00 28609653.87 U.S. Treasuries (including strips) Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0240 28000000.00 28000000.00 0.0017 N N N Y Norinchukin Bank Norinchukin Bank, 2.42% 5493007VSMFZCPV1NB83 EGD514000 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 128020000.00 129741689.26 U.S. Treasuries (including strips) Y N/A N/A 2019-09-09 2019-09-09 2019-09-09 N N N 0.0240 127000000.00 127000000.00 0.0078 N N N Y 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 2020-11-15 2020-11-15 2.625 - 2.625 9085000.00 9207180.49 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 18170000.00 18414360.99 U.S. Treasuries (including strips) Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0247 18000000.00 18000000.00 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 8375000.00 8201645.67 U.S. Treasuries (including strips) Y N/A N/A 2019-07-17 2019-07-17 2019-07-17 N N N 0.0247 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 19220000.00 19478482.02 U.S. Treasuries (including strips) Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0247 19000000.00 19000000.00 0.0012 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 EHA073000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2039-05-15 0.875 - 4.25 18515700.00 19395453.40 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 19000000.00 19000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 EGI912000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2039-02-15 0.875 - 3.5 18647800.00 19295934.42 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 18900000.00 18900000.00 0.0012 N N Y N 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 2019-07-31 2025-06-30 0.875 - 2.875 37728000.00 37825641.97 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 EGC399000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2045-08-15 2 - 3.5 17559400.00 18394515.46 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 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 EFG160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2039-02-15 0.875 - 3.5 17576000.00 18411718.91 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 EGC397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2045-08-15 0.875 - 3.5 17759600.00 18394454.69 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 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 2019-07-31 2045-08-15 0.875 - 3.5 17890900.00 18411699.20 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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, 2.41% 549300QJJX6CVVUXLE15 EFG159000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2045-08-15 0.875 - 5.375 17806600.00 18411686.06 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 18000000.00 18000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFG168000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2048-02-15 2.125 - 6.5 12746300.00 13303909.49 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 EGC393000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2046-08-15 0.875 - 3.5 18123700.00 18394483.70 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-11 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 EHD487000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-14 2049-05-15 0 - 4.5 25238800.00 27597161.70 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 27000000.00 27000000.00 0.0017 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EGC395000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2048-02-15 1.125 - 4.5 18064700.00 18394440.76 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 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, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.38%, dated 6/28/2019 due 07/01/2019 549300QJJX6CVVUXLE15 EHF210000_07749 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 - 8.75 270315592.91 278541896.78 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0238 272837000.00 272837000.00 0.0168 N Y Y N RBC Financial Group RBC Financial Group, 2.39% ES7IP3U3RHIGC71XBU11 EHB282000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2043-11-15 2.375 - 3.75 11011300.00 11227592.18 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0237 11000000.00 11000000.00 0.0007 N N Y N RBC Financial Group RBC Financial Group, 2.39% ES7IP3U3RHIGC71XBU11 EHB950000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2045-11-15 2.625 - 3 17958900.00 18368648.80 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0237 18000000.00 18000000.00 0.0011 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 2020-09-30 2025-08-15 1.375 - 2.625 19045300.00 19479438.33 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 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 2021-12-15 2045-11-15 2.625 - 3.125 19049700.00 19484803.90 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-11 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 19000000.00 19000000.00 0.0012 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.63% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2044-08-15 0 - 3.125 97521500.00 100335502.29 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0260 98000000.00 98000000.00 0.0060 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.51% 6PJDTY319315T5LR2241 EHE857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-21 2027-02-15 0 - 2.75 283499000.00 285579858.43 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 280000000.00 280000000.00 0.0173 N Y Y N 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 2022-05-15 2047-02-15 1.625 - 6.625 52174900.00 56710230.82 U.S. Treasuries (including strips) Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0246 54998779.00 54998779.00 0.0034 N N N Y 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 2019-08-31 2047-05-15 0 - 6.625 34355600.00 38234390.16 U.S. Treasuries (including strips) Y N/A N/A 2019-07-08 2019-07-08 2019-07-08 N N N 0.0246 36999655.90 36999655.90 0.0023 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.38%, dated 6/28/2019 due 07/01/2019 5U0XI89JRFVHWIBS4F54 EHF210000_10193 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 1.125 - 3.75 1343642990.02 1367859229.81 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0238 1340426000.00 1340426000.00 0.0826 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.5%, dated 6/28/2019 due 07/01/2019 5U0XI89JRFVHWIBS4F54 EHF335000_10193 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 1.125 - 3.75 18942352.34 19283747.01 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 18897000.00 18897000.00 0.0012 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.50% SUVUFHICNZMP2WKHG940 EHE899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2022-11-15 1.25 - 1.625 64824900.00 64273457.33 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 63000000.00 63000000.00 0.0039 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.38%, dated 6/28/2019 due 07/01/2019 VYVVCKR63DVZZN70PB21 EHF210000_08395 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2026-05-31 2 - 3.625 123661141.23 126082369.35 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0238 123584000.00 123584000.00 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% to 2.06% 912796SY6 254900HROIFWPRGM1V77 US912796SY61 U.S. Treasury Debt Y N/A N/A 2019-12-26 2019-12-26 2019-12-26 N N N 0.0207 302904653.94 302904653.94 0.0187 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.16% 912796SW0 254900HROIFWPRGM1V77 US912796SW06 U.S. Treasury Debt Y N/A N/A 2019-12-12 2019-12-12 2019-12-12 N N N 0.0206 79255986.40 79255986.40 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.25% to 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 0.0204 189951163.80 189951163.80 0.0117 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 0.0191 204458782.68 204458782.68 0.0126 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 0.0185 194661228.45 194661228.45 0.0120 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 0.0195 198585449.94 198585449.94 0.0122 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 0.0207 62631255.33 62631255.33 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 0.0202 173239820.25 173239820.25 0.0107 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 0.0202 148976851.50 148976851.50 0.0092 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 0.0206 60528107.66 60528107.66 0.0037 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 0.0145 21990313.84 21990313.84 0.0014 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 0.0206 161188616.52 161188616.52 0.0099 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 0.0049 7999569.44 7999569.44 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 0.0198 163508751.12 163508751.12 0.0101 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 0.0205 119447066.40 119447066.40 0.0074 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 0.0203 9965624.30 9965624.30 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 0.0205 158391421.14 158391421.14 0.0098 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 0.0150 163911538.40 163911538.40 0.0101 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.00% 912828MP2 254900HROIFWPRGM1V77 US912828MP29 U.S. Treasury Debt Y N/A N/A 2020-02-15 2020-02-15 2020-02-15 N N N 0.0212 72675000.00 72675000.00 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.10% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-07-01 2020-01-31 2020-01-31 N N N 0.0219 243871280.24 243871280.24 0.0150 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.14% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-07-01 2019-10-31 2019-10-31 N N N 0.0216 158988087.72 158988087.72 0.0098 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.14% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y N/A N/A 2019-07-01 2020-07-31 2020-07-31 N N N 0.0222 72934585.43 72934585.43 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.16% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2019-07-01 2019-07-31 2019-07-31 N N N 0.0215 154997916.80 154997916.80 0.0096 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.37% to 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 0.0216 104424117.33 104424117.33 0.0064 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 0.0208 14951953.20 14951953.20 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 0.0210 57882187.50 57882187.50 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 0.0218 56970287.04 56970287.04 0.0035 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 0.0234 56092619.52 56092619.52 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 0.0217 159699246.40 159699246.40 0.0098 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 0.0218 78836445.51 78836445.51 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.37% to 2.40% 912828LA6 254900HROIFWPRGM1V77 US912828LA68 U.S. Treasury Debt Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0282 371208963.08 371208963.08 0.0229 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.39% U7M81AY481YLIOR75625 EHF170000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 54000000.00 54000000.00 0.0033 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 2019-07-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer