N-MFP2 0000704207 XXXXXXXX 2019-08-31 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 31 34 13754127415.00 13107224154.96 13346467960.20 13588123908.85 12489323491.62 16683027415.00 16764224154.96 17208467960.20 17309123908.85 17676323491.62 0.7900 0.7500 0.7400 0.7500 0.6900 0.9600 0.9600 0.9600 0.9500 0.9700 1021.54 18068455392.05 18066964001.44 12899939.41 421270543.93 17658594418.46 17657285621.56 1.0000 0.0217 1.0001 1.0002 1.0002 1.0002 1.0001 C000020485 1.00 1859365241.51 1859050536.05 1.0002 1.0003 1.0003 1.0003 1.0002 158985650.38 104561463.95 132574993.65 139818842.98 183052482.39 125680691.56 185534542.17 169118191.13 165294584.68 173587598.65 746321020.46 656304471.77 0.0151 Y Fidelity Investments, Reimbursement Fees, -2578.31; C000020483 1.00 70779433.07 70770162.77 1.0002 1.0002 1.0003 1.0002 1.0002 1627221.62 1151620.01 1654200.16 1131192.82 1701800.99 1444675.91 708531.95 549649.78 1415546.57 1319513.84 6413547.45 4797720.65 0.0077 N C000020484 1.00 1357541280.40 1356942924.28 1.0005 1.0005 1.0006 1.0005 1.0005 237920533.33 138046121.01 281165607.54 317696371.29 224302483.13 192723302.05 230582190.01 212358217.99 224237111.46 209991159.01 1052658828.16 997257778.39 0.0126 N C000154298 1.00 14370908463.48 14370521998.46 1.0001 1.0001 1.0002 1.0001 1.0001 1713581594.62 1389703272.24 1509764041.61 1538577299.45 1596946227.73 1248583763.42 1325689530.51 1376976498.20 1232800120.78 1250412418.02 6627783662.59 6020855625.70 0.0179 N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.15%, dated 8/30/2019 due 09/03/2019 L3I9ZG2KFGXZ61BMYR72 FAA052000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2029-08-15 1.125 - 6.125 15672291.37 16273909.14 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0212 15951000.00 15951000.00 0.0009 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.15%, dated 8/30/2019 due 09/03/2019 L3I9ZG2KFGXZ61BMYR72 FAA127000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2029-08-15 1.125 - 6.125 4088295.68 4245234.53 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 4161000.00 4161000.00 0.0002 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.15% G5GSEF7VJP5I7OUK5573 EJJ684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-31 2025-03-31 2 - 2.625 350434800.00 371368715.89 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 364000000.00 364000000.00 0.0206 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.15% G5GSEF7VJP5I7OUK5573 EJJ686000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-08-31 2025-12-31 1.875 - 2.625 303931400.00 315255381.12 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 309000000.00 309000000.00 0.0175 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.15% G5GSEF7VJP5I7OUK5573 EJJ735000 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 53353500.00 54072920.91 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 53000000.00 53000000.00 0.0030 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.07% 3Y4U8VZURTYWI1W2K376 EJH016000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2023-08-15 2.5 - 2.5 18745000.00 19525617.19 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0205 19000000.00 19000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.08% 3Y4U8VZURTYWI1W2K376 EJG539000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2021-08-15 2.125 - 2.125 19260000.00 19484328.32 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0206 19000000.00 19000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.10% 3Y4U8VZURTYWI1W2K376 EJI335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2020-02-15 3.625 - 3.625 18270000.00 18434020.41 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0208 18000000.00 18000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.11% 3Y4U8VZURTYWI1W2K376 EJI341000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2020-02-15 3.625 - 3.625 18270000.00 18434020.41 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-30 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0209 18000000.00 18000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.12% 3Y4U8VZURTYWI1W2K376 EJJ162000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-02-15 2029-02-15 2.625 - 2.625 17705000.00 19444648.56 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0210 19000000.00 19000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.17% 3Y4U8VZURTYWI1W2K376 EJC567000 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 37094000.00 37930548.84 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 37000000.00 37000000.00 0.0021 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.19% 3Y4U8VZURTYWI1W2K376 EIH747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2046-11-15 2.875 - 3.625 19197000.00 19369120.38 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-09 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 19000000.00 19000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.00% R0MUWSFPU8MPRO8K5P83 EJF572000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2037-02-15 2046-02-15 2.5 - 4.75 20387000.00 22677413.51 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-11-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 22000000.00 22000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.01% R0MUWSFPU8MPRO8K5P83 EJJ154000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-30 2049-05-15 1.75 - 4.75 17703800.00 19423907.64 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 19000000.00 19000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.03% R0MUWSFPU8MPRO8K5P83 EJH455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2048-02-15 2.25 - 6.75 48922800.00 55597421.09 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 54000000.00 54000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.03% R0MUWSFPU8MPRO8K5P83 EJH904000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2048-11-15 1.625 - 6 30038700.00 36771909.10 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 36000000.00 36000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.14% R0MUWSFPU8MPRO8K5P83 EJH028000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2046-05-15 1.875 - 6.25 33782900.00 36853578.03 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0212 36000000.00 36000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.17% R0MUWSFPU8MPRO8K5P83 EJE439000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2049-08-15 0 - 4.75 54982600.00 57182017.60 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 56000000.00 56000000.00 0.0032 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 2027-05-15 2045-02-15 2.25 - 4.75 58725700.00 63482919.18 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 62000000.00 62000000.00 0.0035 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.18% R0MUWSFPU8MPRO8K5P83 EJC919000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2047-05-15 1.75 - 7.625 131963500.00 140053152.57 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0216 137000000.00 137000000.00 0.0078 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.18% R0MUWSFPU8MPRO8K5P83 EJB264000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2045-05-15 1.125 - 6.25 35872800.00 37962832.33 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0216 37000000.00 37000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.18% R0MUWSFPU8MPRO8K5P83 EIJ170000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2049-08-15 1.125 - 6.25 89826200.00 99119965.50 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0216 97000000.00 97000000.00 0.0055 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 2021-08-31 2047-05-15 1.125 - 4.75 49417700.00 56573952.07 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 55000000.00 55000000.00 0.0031 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 2021-12-15 2048-02-15 2.5 - 4.75 52567000.00 65086846.53 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 63000000.00 63000000.00 0.0036 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.20% R0MUWSFPU8MPRO8K5P83 EII725000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2049-08-15 0 - 6.25 17245500.00 19417937.03 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 19000000.00 19000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 EIH749000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2046-08-15 2.125 - 6.25 22950700.00 24545056.28 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 24000000.00 24000000.00 0.0014 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 2028-08-15 2048-11-15 2.5 - 4.75 31028800.00 38234387.46 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 37000000.00 37000000.00 0.0021 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 2019-09-12 2049-08-15 0 - 8.125 84110700.00 85928922.66 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 84000000.00 84000000.00 0.0048 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 2026-04-30 2046-05-15 2.375 - 4.75 19619000.00 28632384.15 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 28000000.00 28000000.00 0.0016 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 2019-09-12 2049-08-15 0 - 6.25 44410600.00 44999176.10 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 44000000.00 44000000.00 0.0025 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 2019-09-12 2047-11-15 0 - 4.75 117502100.00 124795573.61 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 122000000.00 122000000.00 0.0069 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 2020-08-31 2045-02-15 1.875 - 6.25 40285900.00 48358012.70 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 47000000.00 47000000.00 0.0027 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 2020-02-06 2045-08-15 0 - 4.75 39123800.00 41016008.63 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0223 40000000.00 40000000.00 0.0023 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 2020-08-31 2046-02-15 2.125 - 4.75 33280000.00 38042769.85 U.S. Treasuries (including strips) Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0226 37000000.00 37000000.00 0.0021 N N Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 2.15%, dated 8/30/2019 due 09/03/2019 8NAV47T0Y26Q87Y0QP81 FAA127000_00431 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2046-11-15 2046-11-15 2.875 - 2.875 4495579.07 5392304.93 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0213 5234000.00 5234000.00 0.0003 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 2.16% 549300HN4UKV1E2R3U73 EJF103000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2046-05-15 2046-05-15 2.5 - 2.5 17538200.00 19587626.74 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 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 0.0214 19000000.00 19000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.07% 2IGI19DL77OX0HC3ZE78 EJG477000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-31 2045-08-15 1.625 - 3.625 7562000.00 9275708.77 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0205 9000000.00 9000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.16% 2IGI19DL77OX0HC3ZE78 EJE475000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2045-08-15 1.625 - 4.5 17446100.00 19459649.33 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0214 19000000.00 19000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.17% 2IGI19DL77OX0HC3ZE78 EJC720000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2045-05-15 1.625 - 4.75 12504700.00 13279256.66 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 13000000.00 13000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.18% 2IGI19DL77OX0HC3ZE78 EII750000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2047-05-15 1.625 - 3.375 39187100.00 41941873.34 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 4 N N/A N/A N N 0.0216 41000000.00 41000000.00 0.0023 N Y Y N Citibank NA In a joint trading account with Citibank NA at 2.15%, dated 8/30/2019 due 09/03/2019 E57ODZWZ7FF32TWEFA76 FAA127000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-05 2049-05-15 0 - 8.75 6111633.54 6373117.49 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 6241000.00 6241000.00 0.0004 N Y Y N Citibank NA In a joint trading account with Citibank NA at 2.15%, dated 8/30/2019 due 09/03/2019 E57ODZWZ7FF32TWEFA76 FAA052000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-05 2049-05-15 0 - 8.75 23430050.34 24432496.26 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0212 23926000.00 23926000.00 0.0014 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.20% 549300IMBXQ8SGH3HJ31 EJJ740000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2048-05-15 1.5 - 3.125 234381500.00 242880604.83 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0218 238000000.00 238000000.00 0.0135 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.22% 549300IMBXQ8SGH3HJ31 EJH855000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2046-05-15 1.375 - 8.75 40210100.00 41845574.06 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0220 41000000.00 41000000.00 0.0023 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.22% 549300IMBXQ8SGH3HJ31 EJI347000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2027-05-15 2.375 - 8.75 38382900.00 40815129.48 U.S. Treasuries (including strips) Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 N N N 0.0220 40000000.00 40000000.00 0.0023 N N Y N Credit AG Credit AG, 2.16% 1VUV7VQFKUOQSJ21A208 EJJ732000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-06-30 2023-06-30 2.625 - 2.625 57415600.00 60194470.42 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 N N N 0.0214 59000000.00 59000000.00 0.0033 N N Y N Credit AG Credit AG, 2.16% 1VUV7VQFKUOQSJ21A208 EJF054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2020-03-31 2.25 - 2.25 38355500.00 38794910.67 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0214 38000000.00 38000000.00 0.0022 N N Y N Credit AG Credit AG, 2.17% 1VUV7VQFKUOQSJ21A208 EJD699000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2021-08-31 1.125 - 1.125 22520900.00 22465755.99 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-16 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 22000000.00 22000000.00 0.0012 N N Y N Credit AG Credit AG, 2.20% 1VUV7VQFKUOQSJ21A208 EJD066000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2020-03-31 2.25 - 2.25 38365500.00 38805025.23 U.S. Treasuries (including strips) Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0218 38000000.00 38000000.00 0.0022 N N N Y Credit AG Credit AG, 2.21% 1VUV7VQFKUOQSJ21A208 EJH861000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2023-12-31 2 - 2.25 280975600.00 287763701.47 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0219 282000000.00 282000000.00 0.0160 N Y Y N Credit AG Credit AG, 2.21% 1VUV7VQFKUOQSJ21A208 EJI352000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2021-08-31 1.125 - 1.125 15343300.00 15305730.85 U.S. Treasuries (including strips) Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 N N N 0.0219 15000000.00 15000000.00 0.0008 N N Y N Credit AG Credit AG, 2.22% 1VUV7VQFKUOQSJ21A208 EJH040000 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 91196200.00 99007174.96 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 N N N 0.0220 97000000.00 97000000.00 0.0055 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.15%, dated 8/30/2019 due 09/03/2019 1VUV7VQFKUOQSJ21A208 FAA052000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-16 2048-08-15 0 - 7.25 787212921.22 831192388.94 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0212 813717000.00 813717000.00 0.0461 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.19% 7LTWFZYICNSX8D621K86 EJJ730000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-15 2020-12-15 1.875 - 1.875 58820700.00 59174414.90 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0217 58000000.00 58000000.00 0.0033 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.22% 7LTWFZYICNSX8D621K86 EJI338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-15 2020-12-15 1.875 - 1.875 40571200.00 40815172.58 U.S. Treasuries (including strips) Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 N N N 0.0220 40000000.00 40000000.00 0.0023 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.19% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-05-31 2026-05-31 2.125 - 2.125 3894900.00 4081058.58 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0217 4000000.00 4000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 2.15% 549300GKFG0RYRRQ1414 EJJ725000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2025-07-31 2.125 - 2.875 84404900.00 87740957.31 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 86000000.00 86000000.00 0.0049 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.16% 549300H47WTHXPU08X20 EJJ650000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2022-02-28 1.875 - 1.875 466702800.00 475320023.33 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 466000000.00 466000000.00 0.0264 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.14% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-15 2028-11-15 0 - 5.25 694768800.00 727433007.30 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0212 713000000.00 713000000.00 0.0404 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.15% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2029-05-15 1.375 - 2.375 627093600.00 673360872.26 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 N N N 0.0213 660000000.00 660000000.00 0.0374 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.17% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2025-08-15 0 - 7.5 493445700.00 505052187.84 U.S. Treasuries (including strips) Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0215 495000000.00 495000000.00 0.0280 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.18% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-06-30 2023-06-30 2.625 - 2.625 72030400.00 75516615.38 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 4 N N/A N/A N N 0.0216 74000000.00 74000000.00 0.0042 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.19% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-12-31 2028-05-15 2.625 - 2.875 309672600.00 337743250.67 U.S. Treasuries (including strips) Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 N N N 0.0217 331000000.00 331000000.00 0.0187 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.16% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-04-30 2020-04-30 2.375 - 2.375 37612000.00 38031555.89 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 37000000.00 37000000.00 0.0021 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.20% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-16 2037-05-15 0 - 5 643146300.00 676507980.40 U.S. Treasuries (including strips) Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 N N N 0.0218 663000000.00 663000000.00 0.0375 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.15% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2022-02-28 1.875 - 1.875 57095000.00 58153703.96 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 57000000.00 57000000.00 0.0032 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.15%, dated 8/30/2019 due 09/03/2019 ZBUT11V806EZRVTWT807 FAA127000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2048-05-15 1.5 - 4.25 42785807.19 45790672.51 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 44860000.00 44860000.00 0.0025 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.15%, dated 8/30/2019 due 09/03/2019 ZBUT11V806EZRVTWT807 FAA052000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2048-05-15 1.5 - 4.25 135182549.43 144676477.02 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0212 141736000.00 141736000.00 0.0080 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.15% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2045-11-15 1.375 - 3 18367000.00 18380897.43 U.S. Treasuries (including strips) Y N/A N/A 2019-11-29 2019-11-29 2019-12-13 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 91 N N/A N/A N N 0.0213 18000000.00 18000000.00 0.0010 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 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 8664000.00 9193551.66 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. Markets PLC Lloyds Bank Corp. Markets PLC, 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 8645100.00 9205504.07 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. Markets PLC Lloyds Bank Corp. Markets PLC, 2.28% 213800MBWEIJDM5CU638 EHJ910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-08-15 2026-02-15 1.625 - 2 18059300.00 18406161.65 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 0.0010 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 19424000.06 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 2022-05-31 1.875 - 1.875 19151000.00 19449743.82 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 5203700.00 7156696.00 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 2020-12-15 1.875 - 1.875 19339600.00 19454180.21 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 Y N 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 12643600.00 17388858.19 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 2027-11-15 2027-11-15 6.125 - 6.125 14127700.00 19429954.43 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 2022-11-15 1.625 - 1.625 15234600.00 15387515.23 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0227 15000000.00 15000000.00 0.0008 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 2.15%, dated 8/30/2019 due 09/03/2019 K5HU16E3LMSVCCJJJ255 FAA052000_12878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2049-02-15 1.625 - 4.375 13306483.91 14866442.79 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0212 14524000.00 14524000.00 0.0008 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 2.15%, dated 8/30/2019 due 09/03/2019 K5HU16E3LMSVCCJJJ255 FAA127000_12878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2049-02-15 1.625 - 4.375 3470460.00 3877312.40 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 3788000.00 3788000.00 0.0002 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.15% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2022-12-31 2 - 2.125 240255000.00 244798552.94 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 240000000.00 240000000.00 0.0136 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.15% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2026-07-31 0 - 1.875 161230300.00 164259231.12 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 161000000.00 161000000.00 0.0091 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.15% 549300Y1PMK3RWXMWR72 EJJ707000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2028-11-15 1.375 - 3.125 71436100.00 75498100.76 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 74000000.00 74000000.00 0.0042 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.16% 549300Y1PMK3RWXMWR72 EJJ734000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-10-31 2026-08-15 1.5 - 3 28520200.00 30607413.16 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 N N N 0.0214 30000000.00 30000000.00 0.0017 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.20% 549300Y1PMK3RWXMWR72 EJH909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2028-05-15 1.375 - 2.875 183413900.00 191842104.60 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0218 188000000.00 188000000.00 0.0106 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.20% 549300Y1PMK3RWXMWR72 EJI436000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2028-11-15 1.375 - 3.125 90094100.00 95915257.35 U.S. Treasuries (including strips) Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 N N N 0.0218 94000000.00 94000000.00 0.0053 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.07% U7M81AY481YLIOR75625 EJG541000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2025-03-31 1.25 - 2.625 54719600.00 57129718.65 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0205 56000000.00 56000000.00 0.0032 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.09% U7M81AY481YLIOR75625 EJE591000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-03-31 2023-04-30 1.375 - 1.625 14248600.00 14287762.04 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0207 14000000.00 14000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.14% U7M81AY481YLIOR75625 EJF132000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-08-31 2 - 2.75 27164000.00 28886831.28 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0212 28000000.00 28000000.00 0.0016 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.14% U7M81AY481YLIOR75625 EJF131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2022-07-31 2 - 2.125 19163900.00 19387256.19 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-25 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0212 19000000.00 19000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.15% U7M81AY481YLIOR75625 EJG523000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2024-07-31 2.125 - 2.375 16792100.00 17352035.18 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0213 17000000.00 17000000.00 0.0010 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.15% U7M81AY481YLIOR75625 EJG524000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 1.375 - 1.375 7148700.00 7146005.03 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0213 7000000.00 7000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.16% U7M81AY481YLIOR75625 EJJ688000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-12-31 2038-05-15 1.125 - 8.5 136884600.00 143795129.86 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 141000000.00 141000000.00 0.0080 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.16% U7M81AY481YLIOR75625 EJE586000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2022-12-31 2 - 2.125 10949200.00 11227156.94 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0214 11000000.00 11000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.16% U7M81AY481YLIOR75625 EJH084000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-15 2025-02-15 2 - 2 21789100.00 22440108.58 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0214 22000000.00 22000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.16% U7M81AY481YLIOR75625 EJC603000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2025-02-15 2 - 2.75 17930900.00 18373429.65 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0214 18000000.00 18000000.00 0.0010 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 2022-10-31 1.875 - 2 14223700.00 14308231.72 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 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 EJH970000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2022-07-31 2 - 2.25 78160500.00 79549537.93 U.S. Treasuries (including strips) Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0221 78000000.00 78000000.00 0.0044 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 2022-10-31 2 - 2 14980500.00 15330283.21 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 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 0.0008 N N Y N Natixis SA Natixis SA, 2.11% KX1WK48MPD4Y2NCUIZ63 EJA746000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-19 2026-03-31 0 - 8.125 35659800.00 36775958.60 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0209 36000000.00 36000000.00 0.0020 N N Y N Natixis SA Natixis SA, 2.15% KX1WK48MPD4Y2NCUIZ63 EJJ680000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2026-06-30 1.5 - 2.5 71882200.00 73457577.50 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 72000000.00 72000000.00 0.0041 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 2019-12-05 2026-11-15 0 - 2.875 17909000.00 19430701.82 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-18 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 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 2019-09-19 2041-11-15 0 - 7.625 102278900.00 105444294.22 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 103000000.00 103000000.00 0.0058 N N Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.15%, dated 8/30/2019 due 09/03/2019 OXTKY6Q8X53C9ILVV871 FAA052000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-15 2043-05-15 0 - 6.875 10217493.38 11085227.79 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0212 10863000.00 10863000.00 0.0006 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.15%, dated 8/30/2019 due 09/03/2019 OXTKY6Q8X53C9ILVV871 FAA127000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-15 2043-05-15 0 - 6.875 5270996.31 5718642.78 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 5604000.00 5604000.00 0.0003 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.20% OXTKY6Q8X53C9ILVV871 EJJ072000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2045-05-15 0 - 4.75 198426500.00 210541655.80 U.S. Treasuries (including strips) Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0218 206000000.00 206000000.00 0.0117 N N Y N Norinchukin Bank Norinchukin Bank, 2.09% 5493007VSMFZCPV1NB83 EJF581000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 19038100.00 19391345.85 U.S. Treasuries (including strips) Y N/A N/A 2019-11-22 2019-11-22 2019-11-22 N N N 0.0208 19000000.00 19000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.10% 5493007VSMFZCPV1NB83 EJE488000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 9155400.00 9187586.90 U.S. Treasuries (including strips) Y N/A N/A 2019-11-19 2019-11-19 2019-11-19 N N N 0.0209 9000000.00 9000000.00 0.0005 N N N Y 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 UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 19363100.00 19431173.30 U.S. Treasuries (including strips) Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0224 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 UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 7135000.00 7160083.94 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 UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 18374700.00 18439298.46 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 0.0010 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 UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 9191500.00 9223813.82 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 EHA201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 9190900.00 9223211.71 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 UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2026-08-15 1.5 - 2.625 28582000.00 28727038.16 U.S. Treasuries (including strips) Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0239 28000000.00 28000000.00 0.0016 N N Y N 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 UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 129832500.00 130288941.73 U.S. Treasuries (including strips) Y N/A N/A 2019-09-09 2019-09-09 2019-09-09 N N N 0.0239 127000000.00 127000000.00 0.0072 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.00% 549300QJJX6CVVUXLE15 EJE479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2046-11-15 1.5 - 4.25 19058700.00 19399502.04 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-11-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 19000000.00 19000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.00% 549300QJJX6CVVUXLE15 EJE480000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2043-11-15 1.5 - 3.75 19057600.00 19399471.96 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-11-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 19000000.00 19000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.01% 549300QJJX6CVVUXLE15 EJD750000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2046-08-15 1.125 - 4.75 26848100.00 28590414.22 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-11-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 28000000.00 28000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.01% 549300QJJX6CVVUXLE15 EJD672000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2045-08-15 1.125 - 4.25 17251500.00 18379536.34 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-11-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 18000000.00 18000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.01% 549300QJJX6CVVUXLE15 EJD664000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2043-11-15 1.125 - 3.75 17548800.00 18379572.06 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-11-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 18000000.00 18000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.14% 549300QJJX6CVVUXLE15 EJJ722000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2046-11-15 0 - 2.875 40413300.00 44059318.31 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0212 43000000.00 43000000.00 0.0024 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.14% 549300QJJX6CVVUXLE15 EJJ723000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2025-08-31 0 - 2.75 42924900.00 43870430.44 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0212 43000000.00 43000000.00 0.0024 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.14% 549300QJJX6CVVUXLE15 EJJ156000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2046-11-15 1.125 - 2.875 17469500.00 19506592.59 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0212 19000000.00 19000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.17% 549300QJJX6CVVUXLE15 EJD661000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2043-11-15 1.5 - 3.75 17377600.00 18398306.59 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 18000000.00 18000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.17% 549300QJJX6CVVUXLE15 EJD658000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-15 2043-11-15 1.75 - 3.75 17817000.00 18381169.13 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 18000000.00 18000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.20% 549300QJJX6CVVUXLE15 EIH791000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-15 2046-11-15 1.75 - 2.875 18957000.00 22703910.37 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0218 22000000.00 22000000.00 0.0012 N Y Y N RBC Dominion Securities RBC Dominion Securities, 2.20% 549300QJJX6CVVUXLE15 EII726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2047-11-15 1.75 - 4.25 13740800.00 19419292.25 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 19000000.00 19000000.00 0.0011 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.15%, dated 8/30/2019 due 09/03/2019 549300QJJX6CVVUXLE15 FAA052000_07749 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2049-05-15 1.125 - 8.75 226927676.83 255201757.09 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0212 249119000.00 249119000.00 0.0141 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.15%, dated 8/30/2019 due 09/03/2019 549300QJJX6CVVUXLE15 FAA127000_07749 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2049-05-15 1.125 - 8.75 3757548.27 4225720.43 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 4125000.00 4125000.00 0.0002 N Y Y N RBC Financial Group RBC Financial Group, 2.16% ES7IP3U3RHIGC71XBU11 EJE964000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2048-05-15 0 - 3.125 18853000.00 19405780.99 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0214 19000000.00 19000000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 2.17% ES7IP3U3RHIGC71XBU11 EJA319000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2047-02-15 0 - 3 13122100.00 13313751.97 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0215 13000000.00 13000000.00 0.0007 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 2021-02-28 2026-11-15 1.125 - 7.625 18681800.00 19419997.56 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 4 N N/A N/A N N 0.0216 19000000.00 19000000.00 0.0011 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 2.23% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2025-10-31 2.625 - 3 76418100.00 82655865.40 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0221 81000000.00 81000000.00 0.0046 N Y Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.16% 6PJDTY319315T5LR2241 EJJ683000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2023-06-30 1.375 - 3.125 472139000.00 484322077.50 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 475000000.00 475000000.00 0.0269 N Y Y N Societe Generale Societe Generale, 2.17% O2RNE8IBXP4R0TD8PU41 EJH019000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-17 2046-11-15 0 - 7.125 48777400.00 51037012.60 U.S. Treasuries (including strips) Y N/A N/A 2019-09-23 2019-09-23 2019-09-23 N N N 0.0215 50000000.00 50000000.00 0.0028 N N N Y Societe Generale Societe Generale, 2.20% O2RNE8IBXP4R0TD8PU41 EIJ727000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2045-08-15 1.125 - 6.75 63183300.00 76041791.57 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 N N N 0.0218 74000000.00 74000000.00 0.0042 N N Y N Societe Generale Societe Generale, 2.20% O2RNE8IBXP4R0TD8PU41 EJB298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2048-02-15 1.125 - 8.75 35728700.00 36776995.42 U.S. Treasuries (including strips) Y N/A N/A 2019-09-10 2019-09-10 2019-09-10 N N N 0.0218 36000000.00 36000000.00 0.0020 N N N Y Societe Generale Societe Generale, 2.20% O2RNE8IBXP4R0TD8PU41 EJD630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2045-08-15 1.125 - 6.75 26930800.00 27572257.69 U.S. Treasuries (including strips) Y N/A N/A 2019-09-17 2019-09-17 2019-09-17 N N N 0.0218 27000000.00 27000000.00 0.0015 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 2020-05-15 2047-02-15 1.75 - 8.75 31578700.00 37131297.96 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 N N N 0.0231 36000000.00 36000000.00 0.0020 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.15%, dated 8/30/2019 due 09/03/2019 5U0XI89JRFVHWIBS4F54 FAA052000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2044-02-15 1.25 - 3.625 309136231.15 319071417.08 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0212 312546000.00 312546000.00 0.0177 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.15% SUVUFHICNZMP2WKHG940 EJJ681000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2029-05-15 1.625 - 2.875 724527800.00 750899432.63 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 736000000.00 736000000.00 0.0417 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.15%, dated 8/30/2019 due 09/03/2019 VYVVCKR63DVZZN70PB21 FAA052000_08395 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2026-07-31 1.875 - 3.625 1058737797.34 1081193619.68 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0212 1059740000.00 1059740000.00 0.0600 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.83% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0175 85565950.29 85565950.29 0.0048 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.84% to 1.86% 912796TG4 254900HROIFWPRGM1V77 US912796TG47 U.S. Treasury Debt Y N/A N/A 2020-02-20 2020-02-20 2020-02-20 N N N 0.0185 89218708.20 89218708.20 0.0051 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.86% 912796SD2 254900HROIFWPRGM1V77 US912796SD25 U.S. Treasury Debt Y N/A N/A 2020-02-27 2020-02-27 2020-02-27 N N N 0.0185 175403091.84 175403091.84 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.92% 912796TF6 254900HROIFWPRGM1V77 US912796TF63 U.S. Treasury Debt Y N/A N/A 2020-02-13 2020-02-13 2020-02-13 N N N 0.0185 26774856.18 26774856.18 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.96% 912796ST7 254900HROIFWPRGM1V77 US912796ST76 U.S. Treasury Debt Y N/A N/A 2019-11-21 2019-11-21 2019-11-21 N N N 0.0190 6970199.46 6970199.46 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.96% 912796SU4 254900HROIFWPRGM1V77 US912796SU40 U.S. Treasury Debt Y N/A N/A 2019-11-29 2019-11-29 2019-11-29 N N N 0.0191 176168025.66 176168025.66 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.96% to 1.97% 912796TE9 254900HROIFWPRGM1V77 US912796TE98 U.S. Treasury Debt Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0185 64482367.30 64482367.30 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.99% 912796WA3 254900HROIFWPRGM1V77 US912796WA30 U.S. Treasury Debt Y N/A N/A 2019-10-22 2019-10-22 2019-10-22 N N N 0.0187 176522142.48 176522142.48 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.00% to 2.01% 912796WB1 254900HROIFWPRGM1V77 US912796WB13 U.S. Treasury Debt Y N/A N/A 2019-10-29 2019-10-29 2019-10-29 N N N 0.0190 123615187.08 123615187.08 0.0070 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 0.0185 68497852.50 68497852.50 0.0039 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 0.0188 304156478.52 304156478.52 0.0172 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 0.0185 48660062.50 48660062.50 0.0028 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 0.0186 218414160.36 218414160.36 0.0124 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 0.0185 83359772.16 83359772.16 0.0047 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.07% 912796VY2 254900HROIFWPRGM1V77 US912796VY25 U.S. Treasury Debt Y N/A N/A 2019-10-08 2019-10-08 2019-10-08 N N N 0.0181 79845902.40 79845902.40 0.0045 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 0.0187 145029608.08 145029608.08 0.0082 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 0.0186 79578611.20 79578611.20 0.0045 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 0.0132 165672821.83 165672821.83 0.0094 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 0.0184 62870499.72 62870499.72 0.0036 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 0.0186 173874999.08 173874999.08 0.0098 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 0.0186 149530864.50 149530864.50 0.0085 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 0.0188 60764235.00 60764235.00 0.0034 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 0.0168 124945744.19 124945744.19 0.0071 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 0.0160 119895600.00 119895600.00 0.0068 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 0.0060 158984321.01 158984321.01 0.0090 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.85% to 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 0.0191 148289061.76 148289061.76 0.0084 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.86% to 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 0.0191 146609531.25 146609531.25 0.0083 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.86% to 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 0.0190 141539609.02 141539609.02 0.0080 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.86% 9128283Y4 254900HROIFWPRGM1V77 US9128283Y48 U.S. Treasury Debt Y N/A N/A 2020-02-29 2020-02-29 2020-02-29 N N N 0.0196 188271718.28 188271718.28 0.0107 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.96% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-09-03 2020-01-31 2020-01-31 N N N 0.0212 243836332.12 243836332.12 0.0138 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.98% 9128283N8 254900HROIFWPRGM1V77 US9128283N82 U.S. Treasury Debt Y N/A N/A 2019-12-31 2019-12-31 2019-12-31 N N N 0.0200 49978515.50 49978515.50 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.00% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y N/A N/A 2019-09-03 2020-07-31 2020-07-31 N N N 0.0213 72915108.30 72915108.30 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.00% 912828LY4 254900HROIFWPRGM1V77 US912828LY45 U.S. Treasury Debt Y N/A N/A 2019-11-15 2019-11-15 2019-11-15 N N N 0.0217 93228867.42 93228867.42 0.0053 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.00% 912828G61 254900HROIFWPRGM1V77 US912828G617 U.S. Treasury Debt Y N/A N/A 2019-11-30 2019-11-30 2019-11-30 N N N 0.0202 185752969.68 185752969.68 0.0105 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.00% 912828UF5 254900HROIFWPRGM1V77 US912828UF54 U.S. Treasury Debt Y N/A N/A 2019-12-31 2019-12-31 2019-12-31 N N N 0.0198 97720547.12 97720547.12 0.0055 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 0.0203 72520312.32 72520312.32 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.04% 912828TV2 254900HROIFWPRGM1V77 US912828TV24 U.S. Treasury Debt Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0203 23968371.36 23968371.36 0.0014 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 0.0197 70008203.30 70008203.30 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.10% 912828F39 254900HROIFWPRGM1V77 US912828F395 U.S. Treasury Debt Y N/A N/A 2019-09-30 2019-09-30 2019-09-30 N N N 0.0202 26993529.18 26993529.18 0.0015 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 0.0199 14981316.45 14981316.45 0.0008 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 0.0206 57944900.00 57944900.00 0.0033 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 0.0197 78959437.45 78959437.45 0.0045 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.04% 2IGI19DL77OX0HC3ZE78 EJJ989000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2019-09-06 2019-09-06 2019-10-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 29000000.00 29000000.00 0.0016 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. Government Agency securities as collateral on settlement date. CIBC Bank U.S.A. CIBC Bank U.S.A., 2.05% 2IGI19DL77OX0HC3ZE78 EJJ987000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2019-09-06 2019-09-06 2019-10-07 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0203 13000000.00 13000000.00 0.0007 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Government Agency securities as collateral on settlement date. Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 2.03% 213800MBWEIJDM5CU638 EJJ183000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0202 15000000.00 15000000.00 0.0008 N N N Y 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. Government Agency securities as collateral on settlement date. Fidelity Newbury Street Trust: Fidelity Treasury Money Market Fund 2019-09-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer