N-MFP2 0000704207 XXXXXXXX 2019-07-31 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 22 27 13709512829.15 13269184898.06 13739358024.09 13216536639.15 16064212829.15 16419984898.06 16586158024.09 16623336639.15 0.8200 0.7800 0.7900 0.7600 0.9600 0.9600 0.9500 0.9500 988.61 17011513044.76 17010845122.11 9870980.27 116082010.79 16904635080.20 16903324159.39 1.0000 0.0240 1.0001 1.0001 1.0002 1.0001 C000020485 1.00 1769338219.69 1769033987.34 1.0002 1.0002 1.0002 1.0002 141230320.57 118767587.25 113941276.53 132611362.79 119804195.13 111326139.86 109646294.11 130741774.43 563743319.15 549909180.83 0.0174 Y Fidelity Investments, Reimbursement Fees, -615.97; C000020483 1.00 69163765.50 69154335.97 1.0002 1.0002 1.0002 1.0002 755486.63 1282008.42 1504719.18 2068609.82 921902.96 869195.52 384497.59 613467.33 4260360.20 5632212.80 0.0099 N C000020484 1.00 1302122836.40 1301541874.51 1.0005 1.0005 1.0005 1.0005 347207513.31 368434791.12 286821000.52 180260050.86 150301221.14 230978475.42 246906316.94 256887288.34 1176785149.22 1110117998.70 0.0149 N C000154298 1.00 13764010258.61 13763593961.57 1.0001 1.0001 1.0001 1.0001 1549348954.57 1283669404.19 1622908624.97 1453295565.17 1569000882.11 1132611083.59 1334358005.94 1577954621.99 6826614320.25 6230928300.57 0.0201 N Barclays Bank PLC Barclays Bank PLC, 2.27% G5GSEF7VJP5I7OUK5573 EIE515000 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 54128400.00 58169409.83 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-23 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0225 57000000.00 57000000.00 0.0034 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.40% G5GSEF7VJP5I7OUK5573 EHH810000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-15 2021-10-15 2.875 - 2.875 36664300.00 37800455.33 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0237 37000000.00 37000000.00 0.0022 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.53% G5GSEF7VJP5I7OUK5573 EIH123000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-06 2049-02-15 0 - 8.75 4759987600.00 4959899835.86 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 4855000000.00 4855000000.00 0.2872 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.53% G5GSEF7VJP5I7OUK5573 EIH126000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-15 2047-11-15 2 - 3 1505896200.00 1566974256.22 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 1533000000.00 1533000000.00 0.0907 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.30% 3Y4U8VZURTYWI1W2K376 EIA049000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2044-02-15 2044-02-15 3.625 - 3.625 35160000.00 42655599.65 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 41000000.00 41000000.00 0.0024 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.38% 3Y4U8VZURTYWI1W2K376 EHF526000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2048-05-15 2.375 - 3.125 17825000.00 18420432.13 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 1 N N/A N/A N N 0.0235 18000000.00 18000000.00 0.0011 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.39% 3Y4U8VZURTYWI1W2K376 EHH749000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-15 2020-12-15 1.875 - 1.875 18430000.00 18456153.23 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 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 2048-05-15 3.125 - 3.5 18101000.00 18436413.34 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-23 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 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 11268710.87 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 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 BNP Paribas, SA BNP Paribas, SA, 2.17% R0MUWSFPU8MPRO8K5P83 EIB431000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2046-02-15 1.75 - 8 62826400.00 63297226.80 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-10-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0216 62000000.00 62000000.00 0.0037 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.19% R0MUWSFPU8MPRO8K5P83 EHJ297000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-15 2047-08-15 2.5 - 4.375 56133800.00 64803950.09 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-10-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 63000000.00 63000000.00 0.0037 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.19% R0MUWSFPU8MPRO8K5P83 EHJ861000 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 2.099 - 4.625 51566500.00 56319144.09 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-10-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 55000000.00 55000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 EIG733000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2047-11-15 2.099 - 4.375 18288000.00 19419798.95 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 19000000.00 19000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 EHI749000 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 1.375 - 8 34465400.00 38140665.49 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-10-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 37000000.00 37000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 EIE487000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-02-15 2048-08-15 2.75 - 6.25 26460200.00 28574121.50 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 28000000.00 28000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 EID080000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2046-02-15 0 - 6.125 118480600.00 124539852.30 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 122000000.00 122000000.00 0.0072 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 EID558000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-08-31 2045-02-15 2.375 - 6.75 42990400.00 44909583.90 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 44000000.00 44000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 EIC429000 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 1.75 - 4.375 84668400.00 85754086.73 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 84000000.00 84000000.00 0.0050 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.23% R0MUWSFPU8MPRO8K5P83 EIA885000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2045-02-15 2.099 - 8 46339900.00 47987549.09 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 47000000.00 47000000.00 0.0028 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 2019-10-31 2046-08-15 1.25 - 4.375 40005100.00 40904628.30 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0223 40000000.00 40000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.25% R0MUWSFPU8MPRO8K5P83 EIF251000 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 2.099 - 4.5 37293400.00 38881940.42 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0223 38000000.00 38000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.25% R0MUWSFPU8MPRO8K5P83 EIF023000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2042-11-15 1.375 - 6.75 55373300.00 58165526.06 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0223 57000000.00 57000000.00 0.0034 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.29% R0MUWSFPU8MPRO8K5P83 EHH783000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2048-02-15 2.096 - 4.375 34549400.00 37962117.07 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0227 37000000.00 37000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.30% R0MUWSFPU8MPRO8K5P83 EIA884000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2047-11-15 1.25 - 5.25 56484000.00 57178516.39 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 56000000.00 56000000.00 0.0033 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 1.75 - 3 37765600.00 37829299.20 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 37000000.00 37000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.30% R0MUWSFPU8MPRO8K5P83 EIA434000 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 2 - 6.25 136855200.00 141934029.82 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 139000000.00 139000000.00 0.0082 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.35% R0MUWSFPU8MPRO8K5P83 EIG300000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2041-08-15 1.25 - 8 52385800.00 53052589.26 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0232 52000000.00 52000000.00 0.0031 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 2019-10-31 2046-02-15 2.099 - 4.625 37129700.00 37869824.17 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 37000000.00 37000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.39% R0MUWSFPU8MPRO8K5P83 EHF796000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2045-02-15 0 - 8 23133200.00 23520895.63 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0236 23000000.00 23000000.00 0.0014 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.39% R0MUWSFPU8MPRO8K5P83 EHF498000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2042-08-15 2.099 - 5.25 17576500.00 18578076.74 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0236 18000000.00 18000000.00 0.0011 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 2025-02-15 2041-08-15 3.75 - 7.625 23046400.00 30727717.96 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0236 30000000.00 30000000.00 0.0018 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 2019-10-31 2046-02-15 2.099 - 2.875 21993500.00 22547110.46 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 22000000.00 22000000.00 0.0013 N N Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 2.54%, dated 7/31/2019 due 08/01/2019 8NAV47T0Y26Q87Y0QP81 EIH411000_00431 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-15 2043-02-15 2.75 - 3.125 6819104.45 7510872.11 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0251 7311000.00 7311000.00 0.0004 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 2.30% 549300HN4UKV1E2R3U73 EIB544000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-28 2023-02-28 1.5 - 1.5 18454300.00 18376430.48 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-19 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0228 18000000.00 18000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.26% 2IGI19DL77OX0HC3ZE78 EID567000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2047-05-15 1.625 - 3.125 9713600.00 10249041.90 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0224 10000000.00 10000000.00 0.0006 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.30% 2IGI19DL77OX0HC3ZE78 EIB407000 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 1.625 - 4.25 18446200.00 19423053.06 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 19000000.00 19000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.32% 2IGI19DL77OX0HC3ZE78 EHJ862000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2047-02-15 1.875 - 3.125 9084100.00 9192163.46 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-09 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 9000000.00 9000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.40% 2IGI19DL77OX0HC3ZE78 EHI689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2048-02-15 2.25 - 3.125 24296500.00 26749093.62 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 2 N N/A N/A N N 0.0237 26000000.00 26000000.00 0.0015 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 2019-08-15 2048-05-15 1.625 - 3.625 15263600.00 15390684.71 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 2 N N/A N/A N N 0.0240 15000000.00 15000000.00 0.0009 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.28% 549300IMBXQ8SGH3HJ31 EIH144000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2026-07-31 1.625 - 8.75 39951200.00 39782603.46 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0226 39000000.00 39000000.00 0.0023 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.30% 549300IMBXQ8SGH3HJ31 EIG729000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2048-05-15 1.625 - 8.75 38032300.00 39839536.77 U.S. Treasuries (including strips) Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0227 39000000.00 39000000.00 0.0023 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.58% 549300IMBXQ8SGH3HJ31 EIH146000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2027-02-15 2.125 - 2.25 250158900.00 256038405.64 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 251000000.00 251000000.00 0.0148 N Y Y N Credit AG Credit AG, 2.25% 1VUV7VQFKUOQSJ21A208 EIH138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-11-15 2028-11-15 3.125 - 3.125 13911100.00 15300981.97 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0223 15000000.00 15000000.00 0.0009 N N Y N Credit AG Credit AG, 2.30% 1VUV7VQFKUOQSJ21A208 EIG799000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-11-15 2028-11-15 3.125 - 3.125 20404300.00 22442928.77 U.S. Treasuries (including strips) Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0227 22000000.00 22000000.00 0.0013 N N Y N Credit AG Credit AG, 2.30% 1VUV7VQFKUOQSJ21A208 EIB524000 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 34199700.00 36752912.80 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-19 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 36000000.00 36000000.00 0.0021 N N Y N Credit AG Credit AG, 2.31% 1VUV7VQFKUOQSJ21A208 EIG249000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2020-09-30 2 - 2 75971100.00 76514799.84 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0228 75000000.00 75000000.00 0.0044 N N Y N Credit AG Credit AG, 2.33% 1VUV7VQFKUOQSJ21A208 EHJ941000 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 35156900.00 37781573.53 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-15 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0231 37000000.00 37000000.00 0.0022 N N Y N Credit AG Credit AG, 2.43% 1VUV7VQFKUOQSJ21A208 EIF565000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-11-15 2028-11-15 3.125 - 3.125 26904000.00 29592024.99 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0240 29000000.00 29000000.00 0.0017 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.28% 7LTWFZYICNSX8D621K86 EIH167000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2046-02-15 2046-02-15 2.5 - 2.5 40141200.00 40172553.83 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0226 39000000.00 39000000.00 0.0023 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.56% 7LTWFZYICNSX8D621K86 EIH188000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2046-02-15 2.375 - 2.5 58333700.00 59219574.18 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 58000000.00 58000000.00 0.0034 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.56% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-15 2037-05-15 2 - 5 3850200.00 4080361.36 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 4000000.00 4000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 2.55% 549300GKFG0RYRRQ1414 EIH081000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2024-03-31 2.125 - 2.125 85960900.00 87726307.66 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 86000000.00 86000000.00 0.0051 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.55% 549300H47WTHXPU08X20 EIH097000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-07-31 2025-11-30 2.375 - 2.875 235898500.00 247860022.06 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 243000000.00 243000000.00 0.0144 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.57% 549300H47WTHXPU08X20 EIH082000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-11-30 2025-11-30 2.875 - 2.875 139340200.00 147900100.72 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 145000000.00 145000000.00 0.0086 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.30% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2029-02-15 0 - 2.625 36721100.00 37747240.87 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0227 37000000.00 37000000.00 0.0022 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.42% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2025-07-31 1.25 - 7.25 76387900.00 76530888.37 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0239 75000000.00 75000000.00 0.0044 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.44% FOR8UP27PHTHYVLBNG30 0000769993 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 2.5 - 2.5 88891000.00 89802664.16 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0241 88000000.00 88000000.00 0.0052 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.25% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-14 2021-06-30 0 - 2.625 58155400.00 58143662.41 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0223 57000000.00 57000000.00 0.0034 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.53% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-10-31 2025-10-31 3 - 3 27818000.00 29792479.46 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 29000000.00 29000000.00 0.0017 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.53% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-03-31 2023-03-31 2.5 - 2.5 28661000.00 29581189.44 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 29000000.00 29000000.00 0.0017 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.53%, dated 7/31/2019 due 08/01/2019 ZBUT11V806EZRVTWT807 EIH340000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2038-05-15 1.125 - 6.875 136928119.23 144512643.51 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 141668000.00 141668000.00 0.0084 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.54%, dated 7/31/2019 due 08/01/2019 ZBUT11V806EZRVTWT807 EIH411000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2038-05-15 1.125 - 6.875 12047950.18 12715292.81 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0251 12465000.00 12465000.00 0.0007 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.42% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2025-12-31 0 - 2.625 18550300.00 19402509.28 U.S. Treasuries (including strips) Y N/A N/A 2019-10-29 2019-10-29 2019-11-15 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 90 N N/A N/A N N 0.0239 19000000.00 19000000.00 0.0011 N N N Y Lloyds Bank Corp. Mrkts (GOV RP) Lloyds Bank Corp. Mrkts (GOV RP), 2.23% 213800MBWEIJDM5CU638 EIF777000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-11-15 2.75 - 2.75 8804000.00 9183433.70 U.S. Treasuries (including strips) Y N/A N/A 2019-09-30 2019-09-30 2019-09-30 N N N 0.0221 9000000.00 9000000.00 0.0005 N N N Y Lloyds Bank Corp. Mrkts (GOV RP) Lloyds Bank Corp. Mrkts (GOV RP), 2.26% 213800MBWEIJDM5CU638 EIA992000 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 2.25 - 2.25 8993100.00 9204059.06 U.S. Treasuries (including strips) Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0224 9000000.00 9000000.00 0.0005 N N N Y Lloyds Bank Corp. Mrkts (GOV RP) Lloyds Bank Corp. Mrkts (GOV RP), 2.28% 213800MBWEIJDM5CU638 EHJ910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2026-02-15 1.625 - 1.75 18450000.00 18324645.70 U.S. Treasuries (including strips) Y N/A N/A 2019-09-16 2019-09-16 2019-09-16 N N N 0.0226 18000000.00 18000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.24% H7FNTJ4851HG0EXQ1Z70 EID626000 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 19427300.00 19383791.91 U.S. Treasuries (including strips) Y N/A N/A 2019-09-24 2019-09-24 2019-09-24 N N N 0.0222 19000000.00 19000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.24% H7FNTJ4851HG0EXQ1Z70 EID632000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2026-02-15 1.875 - 6 19296000.00 19391633.69 U.S. Treasuries (including strips) Y N/A N/A 2019-09-27 2019-09-27 2019-09-27 N N N 0.0222 19000000.00 19000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.27% H7FNTJ4851HG0EXQ1Z70 EIA973000 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 5380700.00 7149623.41 U.S. Treasuries (including strips) Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0225 7000000.00 7000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.29% H7FNTJ4851HG0EXQ1Z70 EHH024000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-15 2026-02-15 1.875 - 6 19375700.00 19409849.11 U.S. Treasuries (including strips) Y N/A N/A 2019-09-09 2019-09-09 2019-09-09 N N N 0.0227 19000000.00 19000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.29% H7FNTJ4851HG0EXQ1Z70 EHI785000 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 13072600.00 17370261.65 U.S. Treasuries (including strips) Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0227 17000000.00 17000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.29% H7FNTJ4851HG0EXQ1Z70 EHJ332000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2027-11-15 6 - 6.125 14607700.00 19409979.74 U.S. Treasuries (including strips) Y N/A N/A 2019-09-16 2019-09-16 2019-09-16 N N N 0.0227 19000000.00 19000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.30% H7FNTJ4851HG0EXQ1Z70 EHG442000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2026-02-15 1.625 - 6 15370600.00 15329670.96 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0228 15000000.00 15000000.00 0.0009 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.52% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-28 2025-12-31 2.625 - 2.625 83980000.00 87675999.25 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0249 86000000.00 86000000.00 0.0051 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.55% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2045-11-15 0 - 3 35732500.00 35702585.00 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 35000000.00 35000000.00 0.0021 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.25% 549300Y1PMK3RWXMWR72 EIH133000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2025-10-31 2 - 3 7024500.00 7140529.48 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0223 7000000.00 7000000.00 0.0004 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.32% 549300Y1PMK3RWXMWR72 EIG724000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2026-01-31 1.25 - 2.625 14136700.00 14281924.77 U.S. Treasuries (including strips) Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0229 14000000.00 14000000.00 0.0008 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.43% 549300Y1PMK3RWXMWR72 EIF726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2028-08-15 1.75 - 3.375 58505500.00 60204404.99 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0240 59000000.00 59000000.00 0.0035 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.21% U7M81AY481YLIOR75625 EIG809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2026-05-15 1.625 - 1.625 13484200.00 13260495.74 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 13000000.00 13000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.21% U7M81AY481YLIOR75625 EIE188000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-15 2023-04-30 1.625 - 1.875 14265700.00 14285895.29 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 14000000.00 14000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.23% U7M81AY481YLIOR75625 EIF109000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2023-04-30 1.625 - 2 15156500.00 15312526.41 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 15000000.00 15000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.24% U7M81AY481YLIOR75625 EIE192000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-30 2023-08-15 1.625 - 2.5 2959200.00 3065695.98 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-22 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0222 3000000.00 3000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.25% U7M81AY481YLIOR75625 EIG807000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2024-11-15 2.25 - 2.25 16024600.00 16317113.70 U.S. Treasuries (including strips) Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0223 16000000.00 16000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.25% U7M81AY481YLIOR75625 EIF773000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2024-04-30 2.125 - 2.25 10011600.00 10206293.27 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0223 10000000.00 10000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.27% U7M81AY481YLIOR75625 EIB028000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2026-02-15 1.625 - 2.75 9302600.00 9198582.98 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0225 9000000.00 9000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.28% U7M81AY481YLIOR75625 EIG374000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-15 2023-10-31 2.25 - 2.875 109759800.00 114322676.13 U.S. Treasuries (including strips) Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0226 112000000.00 112000000.00 0.0066 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.28% U7M81AY481YLIOR75625 EIC509000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2026-02-15 1.625 - 2.75 13514400.00 14316752.91 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0226 14000000.00 14000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.30% U7M81AY481YLIOR75625 EHJ970000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-15 2023-04-30 1.625 - 2.75 16867700.00 17363024.63 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 17000000.00 17000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.30% U7M81AY481YLIOR75625 EHJ972000 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 9088200.00 9195350.62 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 9000000.00 9000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.32% U7M81AY481YLIOR75625 EHJ969000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2028-02-15 1.5 - 2.75 4817400.00 5115330.71 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 5000000.00 5000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.33% U7M81AY481YLIOR75625 EIE202000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2022-07-31 2 - 2.875 3966900.00 4082378.02 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0230 4000000.00 4000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.35% U7M81AY481YLIOR75625 EID197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2022-08-31 1.875 - 2 15173000.00 15314842.11 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0232 15000000.00 15000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.35% U7M81AY481YLIOR75625 EHI841000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2026-08-15 1.5 - 2.125 19210000.00 19403177.40 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0232 19000000.00 19000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.36% U7M81AY481YLIOR75625 EHG967000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2026-05-15 1.625 - 2 38473800.00 37840796.72 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0233 37000000.00 37000000.00 0.0022 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.36% U7M81AY481YLIOR75625 EHG520000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-11-30 2 - 2.125 8060000.00 8181640.10 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0233 8000000.00 8000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.37% U7M81AY481YLIOR75625 EHI297000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2026-08-15 1.5 - 2.125 22922200.00 23403208.54 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 22900000.00 22900000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.39% U7M81AY481YLIOR75625 EIE184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2023-05-31 1.625 - 1.625 16414900.00 16336294.03 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0236 16000000.00 16000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EIF779000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2023-12-31 2.625 - 2.75 252897500.00 262099279.54 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0239 257000000.00 257000000.00 0.0152 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.48% U7M81AY481YLIOR75625 EIF774000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2025-11-30 2.5 - 2.875 228935000.00 239668514.20 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0245 235000000.00 235000000.00 0.0139 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.54% U7M81AY481YLIOR75625 EIH098000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2020-08-15 8.75 - 8.75 17468900.00 19365355.39 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0251 19000000.00 19000000.00 0.0011 N Y Y N Natixis SA Natixis SA, 2.19% KX1WK48MPD4Y2NCUIZ63 EID614000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-16 2028-02-15 0 - 2.75 19262400.00 19391877.95 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-10-18 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 19000000.00 19000000.00 0.0011 N N Y N Natixis SA Natixis SA, 2.31% KX1WK48MPD4Y2NCUIZ63 EHH815000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-16 2028-02-15 0 - 3 105021400.00 105221821.10 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-06 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 103000000.00 103000000.00 0.0061 N N Y N Natixis SA Natixis SA, 2.38% KX1WK48MPD4Y2NCUIZ63 EHH813000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-16 2025-10-31 0 - 3 38479600.00 37799896.35 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 37000000.00 37000000.00 0.0022 N N Y N Natixis SA Natixis SA, 2.53% KX1WK48MPD4Y2NCUIZ63 EIH089000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2026-07-31 1.375 - 2.25 96211400.00 97926884.78 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 96000000.00 96000000.00 0.0057 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.53%, dated 7/31/2019 due 08/01/2019 OXTKY6Q8X53C9ILVV871 EIH340000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-08 2049-05-15 0 - 8.75 184762789.09 193640049.37 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 189620000.00 189620000.00 0.0112 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.54%, dated 7/31/2019 due 08/01/2019 OXTKY6Q8X53C9ILVV871 EIH411000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-08 2049-05-15 0 - 8.75 10332373.25 10828810.69 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0251 10604000.00 10604000.00 0.0006 N Y Y N Norinchukin Bank Norinchukin Bank, 2.26% 5493007VSMFZCPV1NB83 EID156000 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 19845000.00 19395478.74 U.S. Treasuries (including strips) Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0225 19000000.00 19000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.30% 5493007VSMFZCPV1NB83 EIB509000 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 7315000.00 7149303.45 U.S. Treasuries (including strips) Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0228 7000000.00 7000000.00 0.0004 N N N Y 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 2026-08-15 2026-08-15 1.5 - 1.5 18835000.00 18408356.87 U.S. Treasuries (including strips) Y N/A N/A 2019-09-24 2019-09-24 2019-09-24 N N N 0.0230 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 2026-08-15 2026-08-15 1.5 - 1.5 9420000.00 9206621.81 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 0.0005 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 2026-08-15 2026-08-15 1.5 - 1.5 9420000.00 9206621.81 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 0.0005 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 2026-08-15 2026-08-15 1.5 - 1.5 29335000.00 28670514.94 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 2026-11-15 2026-11-15 2 - 2 129115000.00 130028467.05 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 0.0075 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 2026-08-15 2026-08-15 1.5 - 1.5 9445000.00 9231055.52 U.S. Treasuries (including strips) Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0246 9000000.00 9000000.00 0.0005 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 2026-08-15 2026-08-15 1.5 - 1.5 18880000.00 18452337.55 U.S. Treasuries (including strips) Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0246 18000000.00 18000000.00 0.0011 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 2021-01-31 2048-02-15 1.125 - 6.5 19551100.00 19598737.46 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0236 19000000.00 19000000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 2.18% ES7IP3U3RHIGC71XBU11 EIH149000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2029-02-15 2046-11-15 2.625 - 2.875 18222500.00 19381278.63 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-03 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0216 19000000.00 19000000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 2.33% ES7IP3U3RHIGC71XBU11 EIA435000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2029-02-15 2.625 - 3 18164900.00 19401389.51 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 5 N N/A N/A N N 0.0230 19000000.00 19000000.00 0.0011 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 2023-06-30 2025-10-31 2.625 - 3 17213900.00 18406350.16 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 1 N N/A N/A N N 0.0236 18000000.00 18000000.00 0.0011 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 2023-04-30 2046-11-15 1.625 - 3 11076200.00 11286469.49 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 1 N N/A N/A N N 0.0236 11000000.00 11000000.00 0.0007 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 2.29% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2023-06-30 2.25 - 2.625 136744700.00 140777916.14 U.S. Treasuries (including strips) Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0226 138000000.00 138000000.00 0.0082 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.55% 6PJDTY319315T5LR2241 EIH099000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2020-10-31 2.875 - 2.875 280419000.00 285600239.05 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 280000000.00 280000000.00 0.0166 N Y Y N Societe Generale Societe Generale, 2.33% O2RNE8IBXP4R0TD8PU41 EIA991000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2045-05-15 1.375 - 7.25 180223500.00 187290216.08 U.S. Treasuries (including strips) Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0231 183000000.00 183000000.00 0.0108 N N N Y Societe Generale Societe Generale, 2.34% O2RNE8IBXP4R0TD8PU41 EHH789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-15 2039-08-15 1.75 - 4.5 36694900.00 36778106.30 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 N N N 0.0232 36000000.00 36000000.00 0.0021 N N N Y Societe Generale Societe Generale, 2.36% O2RNE8IBXP4R0TD8PU41 EHI186000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-30 2044-02-15 2 - 6.375 35678700.00 37898834.28 U.S. Treasuries (including strips) Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0234 37000000.00 37000000.00 0.0022 N N N Y Societe Generale Societe Generale, 2.43% O2RNE8IBXP4R0TD8PU41 EHG985000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-11-15 0 - 8.125 69436900.00 76054583.13 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0240 74000000.00 74000000.00 0.0044 N N Y N Societe Generale Societe Generale, 2.45% O2RNE8IBXP4R0TD8PU41 EIF552000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-15 2048-11-15 1.75 - 3.375 29356800.00 29592289.80 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0242 29000000.00 29000000.00 0.0017 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.53%, dated 7/31/2019 due 08/01/2019 5U0XI89JRFVHWIBS4F54 EIH340000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-31 2045-11-15 1.25 - 3.75 149120327.15 152193847.85 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 149114000.00 149114000.00 0.0088 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.54%, dated 7/31/2019 due 08/01/2019 5U0XI89JRFVHWIBS4F54 EIH411000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-31 2045-11-15 1.25 - 3.75 19759838.41 20167108.65 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0251 19759000.00 19759000.00 0.0012 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.55% SUVUFHICNZMP2WKHG940 EIH119000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2021-11-30 1.875 - 1.875 57880000.00 58144164.32 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 57000000.00 57000000.00 0.0034 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.53%, dated 7/31/2019 due 08/01/2019 VYVVCKR63DVZZN70PB21 EIH340000_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 2027-11-15 1.875 - 3.625 589357029.59 599267588.08 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 587476000.00 587476000.00 0.0348 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.03% 912796TC3 254900HROIFWPRGM1V77 US912796TC33 U.S. Treasury Debt Y N/A N/A 2020-01-23 2020-01-23 2020-01-23 N N N 0.0208 68320781.25 68320781.25 0.0040 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 0.0208 303453103.86 303453103.86 0.0180 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% to 2.10% 912796TB5 254900HROIFWPRGM1V77 US912796TB59 U.S. Treasury Debt Y N/A N/A 2020-01-16 2020-01-16 2020-01-16 N N N 0.0208 48536759.39 48536759.39 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.06% to 2.09% 912796RT8 254900HROIFWPRGM1V77 US912796RT85 U.S. Treasury Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0207 217899277.10 217899277.10 0.0129 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.06% 912796RY7 254900HROIFWPRGM1V77 US912796RY70 U.S. Treasury Debt Y N/A N/A 2020-01-30 2020-01-30 2020-01-30 N N N 0.0209 83136157.44 83136157.44 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.10% 912796TA7 254900HROIFWPRGM1V77 US912796TA76 U.S. Treasury Debt Y N/A N/A 2020-01-09 2020-01-09 2020-01-09 N N N 0.0209 144671801.50 144671801.50 0.0086 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 79401795.20 79401795.20 0.0047 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 0.0194 190318639.86 190318639.86 0.0113 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 0.0170 204822906.38 204822906.38 0.0121 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 0.0000 195000000.00 195000000.00 0.0115 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 0.0186 198946306.75 198946306.75 0.0118 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 0.0206 62749365.21 62749365.21 0.0037 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 0.0205 173542204.61 173542204.61 0.0103 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 0.0207 149228649.00 149228649.00 0.0088 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 0.0207 60638340.15 60638340.15 0.0036 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 0.0205 161486171.64 161486171.64 0.0096 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 0.0194 163807152.40 163807152.40 0.0097 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 0.0196 119681227.20 119681227.20 0.0071 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 0.0198 158692121.94 158692121.94 0.0094 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.99% 912828J50 254900HROIFWPRGM1V77 US912828J504 U.S. Treasury Debt Y N/A N/A 2020-02-29 2020-02-29 2020-02-29 N N N 0.0215 71679375.36 71679375.36 0.0042 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 0.0219 72554062.32 72554062.32 0.0043 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.00% 9128284C1 254900HROIFWPRGM1V77 US9128284C19 U.S. Treasury Debt Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0213 73057031.25 73057031.25 0.0043 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.05% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-08-01 2020-01-31 2020-01-31 N N N 0.0219 243837391.08 243837391.08 0.0144 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.05% 912828UQ1 254900HROIFWPRGM1V77 US912828UQ10 U.S. Treasury Debt Y N/A N/A 2020-02-29 2020-02-29 2020-02-29 N N N 0.0214 83566875.00 83566875.00 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.07% 9128283S7 254900HROIFWPRGM1V77 US9128283S79 U.S. Treasury Debt Y N/A N/A 2020-01-31 2020-01-31 2020-01-31 N N N 0.0214 69950781.60 69950781.60 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.09% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y N/A N/A 2019-08-01 2020-07-31 2020-07-31 N N N 0.0219 72930182.80 72930182.80 0.0043 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.10% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-10-31 2019-10-31 N N N 0.0215 128978432.49 128978432.49 0.0076 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 0.0209 14966015.70 14966015.70 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 0.0218 57900312.50 57900312.50 0.0034 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 0.0224 56031139.92 56031139.92 0.0033 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 0.0206 159912982.40 159912982.40 0.0095 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 0.0214 78898701.46 78898701.46 0.0047 N Y Y N Fidelity Newbury Street Trust: Fidelity Treasury Money Market Fund 2019-08-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer