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2.875 549915600.00 592633816.13 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0232 579000000.00 579000000.00 0.0313 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.35% G5GSEF7VJP5I7OUK5573 FBB568000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2046-05-15 2.125 - 3 717335200.00 786856333.03 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0232 768000000.00 768000000.00 0.0415 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 1.97% 3Y4U8VZURTYWI1W2K376 FBB620000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2022-03-15 2.375 - 2.375 19070000.00 19452185.85 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 19000000.00 19000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.98% 3Y4U8VZURTYWI1W2K376 FAJ406000 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 10140000.00 10247738.01 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-25 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0196 10000000.00 10000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.00% 3Y4U8VZURTYWI1W2K376 FAJ928000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2027-02-15 2.25 - 2.25 18615000.00 19481760.94 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 19000000.00 19000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.00% 3Y4U8VZURTYWI1W2K376 FAJ437000 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 10140000.00 10247738.01 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-22 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 10000000.00 10000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.06% 3Y4U8VZURTYWI1W2K376 FAC732000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2043-08-15 1.875 - 3.625 19300000.00 19479941.64 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0204 19000000.00 19000000.00 0.0010 N N 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 2043-08-15 2.5 - 3.625 18825000.00 19557282.82 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 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 0.0010 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 2043-08-15 2.125 - 3.625 19270000.00 19477574.40 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0206 19000000.00 19000000.00 0.0010 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 18464119.66 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 1 N N/A N/A N N 0.0208 18000000.00 18000000.00 0.0010 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.97% R0MUWSFPU8MPRO8K5P83 FAI917000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2048-02-15 0 - 7.625 65544900.00 68375305.87 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 67000000.00 67000000.00 0.0036 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 2024-05-31 2046-02-15 2 - 4.75 21592500.00 22492620.56 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 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, 2.00% R0MUWSFPU8MPRO8K5P83 FAG068000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2048-11-15 0 - 4.625 42103300.00 43928559.87 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-12-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 43000000.00 43000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.00% R0MUWSFPU8MPRO8K5P83 FAH663000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2044-08-15 0 - 6.875 213043700.00 225687421.96 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 221000000.00 221000000.00 0.0120 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.00% R0MUWSFPU8MPRO8K5P83 FAF415000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-15 2048-05-15 1.875 - 7.625 47731000.00 49176939.34 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-12-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 48000000.00 48000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.00% R0MUWSFPU8MPRO8K5P83 FAC033000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2046-02-15 1.125 - 4.75 38209400.00 38830139.87 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 38000000.00 38000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.01% R0MUWSFPU8MPRO8K5P83 FAC494000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2046-11-15 0 - 8 88459900.00 101646633.72 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 99000000.00 99000000.00 0.0054 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.01% R0MUWSFPU8MPRO8K5P83 FAG067000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2040-11-15 0 - 6.125 31896100.00 44196734.52 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 43000000.00 43000000.00 0.0023 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 2019-11-07 2046-02-15 0 - 4.75 18434700.00 19420107.48 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 19000000.00 19000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.01% R0MUWSFPU8MPRO8K5P83 FAI441000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2048-08-15 0 - 3 41469800.00 45951275.49 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-12-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 45000000.00 45000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.02% R0MUWSFPU8MPRO8K5P83 FAD130000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2049-02-15 0 - 4.625 18361200.00 19468976.57 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 19000000.00 19000000.00 0.0010 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 2020-06-18 2043-08-15 0 - 4.625 36777700.00 36794901.75 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0201 36000000.00 36000000.00 0.0019 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 2019-11-07 2046-11-15 0 - 5.25 47594400.00 55730858.56 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0201 54000000.00 54000000.00 0.0029 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.04% R0MUWSFPU8MPRO8K5P83 FAE862000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2046-11-15 0 - 8 132652500.00 143054347.21 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 140000000.00 140000000.00 0.0076 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.04% R0MUWSFPU8MPRO8K5P83 FAE174000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2048-05-15 0 - 3.125 35837600.00 39975697.75 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 39000000.00 39000000.00 0.0021 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 2019-11-07 2048-11-15 0 - 5.25 49117800.00 64149774.38 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 62000000.00 62000000.00 0.0034 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 2019-11-07 2048-05-15 0 - 7.5 46074000.00 56561113.54 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 55000000.00 55000000.00 0.0030 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 2019-11-07 2048-11-15 0 - 5 58682500.00 64752845.25 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 63000000.00 63000000.00 0.0034 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 2019-11-07 2048-11-15 0 - 8 19044100.00 24811960.02 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0219 24000000.00 24000000.00 0.0013 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 2019-11-07 2049-05-15 0 - 7.5 30139400.00 38208830.08 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 37000000.00 37000000.00 0.0020 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.95% 549300HN4UKV1E2R3U73 FAH736000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-15 2020-06-30 1.625 - 1.625 19388900.00 19392605.62 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-22 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 0.0193 19000000.00 19000000.00 0.0010 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.93% 2IGI19DL77OX0HC3ZE78 FBB074000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2026-05-15 1.625 - 2.625 29159000.00 29586374.80 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-31 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 29000000.00 29000000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.95% 2IGI19DL77OX0HC3ZE78 FAH697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2046-11-15 1.125 - 4.75 30624500.00 33875997.03 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 33000000.00 33000000.00 0.0018 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.96% 2IGI19DL77OX0HC3ZE78 FBA916000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-31 2045-08-15 1.875 - 3.75 27609300.00 29587317.81 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0194 29000000.00 29000000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.04% 2IGI19DL77OX0HC3ZE78 EJJ989000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2047-02-15 1.125 - 4.25 27735100.00 29634129.81 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 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 CIBC Bank U.S.A. CIBC Bank U.S.A., 2.05% 2IGI19DL77OX0HC3ZE78 EJJ987000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2046-11-15 1.125 - 3.625 12679100.00 13281858.29 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 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 CIBC Bank U.S.A. CIBC Bank U.S.A., 2.05% 2IGI19DL77OX0HC3ZE78 FAE868000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2048-05-15 1.125 - 3.125 18522300.00 19401056.27 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-08 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0203 19000000.00 19000000.00 0.0010 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 2020-05-31 2046-11-15 1.125 - 2.875 9037900.00 9201974.56 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 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 Citibank NA In a joint trading account with Citibank NA at 2.25%, dated 9/30/2019 due 10/01/2019 E57ODZWZ7FF32TWEFA76 FBB782000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-03 2049-08-15 0 - 8.75 236112197.40 259697528.76 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0223 253227000.00 253227000.00 0.0137 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 2.25%, dated 9/30/2019 due 10/01/2019 MBNUM2BPBDO7JBLYG310 FBB782000_00137 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-14 2020-06-18 0 - 8.5 621368234.63 617707884.53 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0223 605560000.00 605560000.00 0.0327 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.05% 549300IMBXQ8SGH3HJ31 FBA351000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2024-08-15 1.375 - 2.75 40236600.00 41831933.93 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N N N 0.0203 41000000.00 41000000.00 0.0022 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.05% 549300IMBXQ8SGH3HJ31 FBA896000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-31 2025-05-31 1.25 - 2.875 39512400.00 41829561.91 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0203 41000000.00 41000000.00 0.0022 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.25% 549300IMBXQ8SGH3HJ31 FAJ794000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2028-11-15 1.5 - 3.125 82217500.00 83671460.07 U.S. Treasuries (including strips) Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0223 82000000.00 82000000.00 0.0044 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.38% 549300IMBXQ8SGH3HJ31 FBB581000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2026-11-15 1.25 - 2.875 217751300.00 224414887.09 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 220000000.00 220000000.00 0.0119 N Y Y N Credit AG Credit AG, 2.00% 1VUV7VQFKUOQSJ21A208 FAH777000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2031-02-15 2031-02-15 5.375 - 5.375 21388300.00 29599754.95 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 29000000.00 29000000.00 0.0016 N N Y N Credit AG Credit AG, 2.02% 1VUV7VQFKUOQSJ21A208 FAG139000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-11-15 2044-11-15 3 - 3 19183200.00 22679165.55 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-16 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 22000000.00 22000000.00 0.0012 N N Y N Credit AG Credit AG, 2.03% 1VUV7VQFKUOQSJ21A208 FAH781000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2031-02-15 2031-02-15 5.375 - 5.375 28026300.00 38786234.17 U.S. Treasuries (including strips) Y N/A N/A 2019-10-21 2019-10-21 2019-10-21 N N N 0.0201 38000000.00 38000000.00 0.0021 N N N Y Credit Agricole CIB Credit Agricole CIB, 2.06% 1VUV7VQFKUOQSJ21A208 FBA350000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2027-11-15 2.25 - 2.5 112827000.00 118995273.41 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N N N 0.0204 116000000.00 116000000.00 0.0063 N N Y N Credit Agricole CIB Credit Agricole CIB, 2.20% 1VUV7VQFKUOQSJ21A208 FBB635000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2026-05-15 1.625 - 2.875 114490000.00 116503941.79 U.S. Treasuries (including strips) Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0218 114000000.00 114000000.00 0.0062 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.19% 7LTWFZYICNSX8D621K86 FAJ879000 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 40855000.00 41835315.72 U.S. Treasuries (including strips) Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0217 41000000.00 41000000.00 0.0022 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.38% 7LTWFZYICNSX8D621K86 FBB616000 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 108582000.00 111187425.09 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 109000000.00 109000000.00 0.0059 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.38% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2021-02-15 7.875 - 7.875 3737500.00 4080336.20 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 4000000.00 4000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 2.35% 549300GKFG0RYRRQ1414 FBB599000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-08-15 2026-11-15 2 - 2 76539300.00 78545178.48 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0232 77000000.00 77000000.00 0.0042 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.35% 549300H47WTHXPU08X20 FBB563000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-15 2028-08-15 0.125 - 2.875 668783700.00 732360023.82 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0232 718000000.00 718000000.00 0.0388 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.14% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2023-11-30 2.875 - 2.875 62467000.00 66323670.94 U.S. Treasuries (including strips) Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0212 65000000.00 65000000.00 0.0035 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.36% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2023-05-31 2.75 - 2.75 37255000.00 39150738.06 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0233 38000000.00 38000000.00 0.0021 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.93% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2028-11-15 0 - 3.125 74305900.00 77553266.53 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 N N N 0.0191 76000000.00 76000000.00 0.0041 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.35% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2021-11-30 1.75 - 1.75 38490000.00 38798721.87 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0232 38000000.00 38000000.00 0.0021 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.85% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2024-06-30 1.125 - 2.375 17890900.00 18412764.01 U.S. Treasuries (including strips) Y N/A N/A 2019-12-13 2019-12-13 2019-12-13 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 74 N N/A N/A N N 0.0184 18000000.00 18000000.00 0.0010 N N N Y Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 2.25%, dated 9/30/2019 due 10/01/2019 ZBUT11V806EZRVTWT807 FBB782000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2024-12-31 1.25 - 2.875 290003141.48 300606957.14 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0223 294694000.00 294694000.00 0.0159 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 2.35%, dated 9/30/2019 due 10/01/2019 ZBUT11V806EZRVTWT807 FBB844000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2024-12-31 1.25 - 2.875 47709292.70 49453758.44 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0232 48481000.00 48481000.00 0.0026 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 2.03% 213800MBWEIJDM5CU638 EJJ183000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2048-05-15 1.375 - 3.125 14626900.00 15362105.45 U.S. Treasuries (including strips) Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0201 15000000.00 15000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 2.06% 213800MBWEIJDM5CU638 FAG123000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-15 2022-05-15 1.75 - 1.75 19225100.00 19429366.69 U.S. Treasuries (including strips) Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0204 19000000.00 19000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.00% H7FNTJ4851HG0EXQ1Z70 FAH159000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 6431600.00 8186220.88 U.S. Treasuries (including strips) Y N/A N/A 2019-11-20 2019-11-20 2019-11-20 N N N 0.0199 8000000.00 8000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.04% H7FNTJ4851HG0EXQ1Z70 FAJ442000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-15 6 - 6.75 14480500.00 19439583.44 U.S. Treasuries (including strips) Y N/A N/A 2019-10-25 2019-10-25 2019-10-25 N N N 0.0202 19000000.00 19000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.05% H7FNTJ4851HG0EXQ1Z70 FAE931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 6.75 - 6.75 6863800.00 9214651.49 U.S. Treasuries (including strips) Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0203 9000000.00 9000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.05% H7FNTJ4851HG0EXQ1Z70 FAJ942000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 15237700.00 19394735.03 U.S. Treasuries (including strips) Y N/A N/A 2019-10-28 2019-10-28 2019-10-28 N N N 0.0203 19000000.00 19000000.00 0.0010 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.10% K5HU16E3LMSVCCJJJ255 FAH708000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-08-15 2044-08-15 3.125 - 3.125 7739400.00 9276493.21 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-18 Y MUFG SECS AMERS INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0208 9000000.00 9000000.00 0.0005 N N Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.35% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2030-05-15 0 - 6.25 173667200.00 172391255.16 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0232 169000000.00 169000000.00 0.0091 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.05% 549300Y1PMK3RWXMWR72 FBA911000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2026-01-31 1.375 - 2.875 29185400.00 30607026.62 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0203 30000000.00 30000000.00 0.0016 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.07% 549300Y1PMK3RWXMWR72 FAJ449000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2025-05-15 1.75 - 2.75 15062000.00 15306257.28 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0205 15000000.00 15000000.00 0.0008 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.08% 549300Y1PMK3RWXMWR72 FBA367000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2026-02-15 1.625 - 2.5 6974800.00 7142140.83 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N N N 0.0206 7000000.00 7000000.00 0.0004 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.35% 549300Y1PMK3RWXMWR72 FBB596000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2039-02-15 1.375 - 3.5 882391100.00 911939560.01 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0232 894000000.00 894000000.00 0.0483 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.96% U7M81AY481YLIOR75625 FAJ057000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-31 2024-05-31 2 - 2 28804500.00 29581621.41 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-30 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 29000000.00 29000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.00% U7M81AY481YLIOR75625 FAJ054000 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 21947400.00 22441216.50 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 22000000.00 22000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.04% U7M81AY481YLIOR75625 FAF544000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2026-07-31 1.375 - 2 13289500.00 13268874.90 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-18 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 13000000.00 13000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.05% U7M81AY481YLIOR75625 FAH790000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-31 2024-05-31 2 - 2 14902300.00 15304351.64 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0203 15000000.00 15000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.06% U7M81AY481YLIOR75625 FBA469000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2024-05-15 2.5 - 2.5 48530000.00 50994411.63 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0204 50000000.00 50000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.06% U7M81AY481YLIOR75625 FAB100000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2026-05-15 1.25 - 2 25251900.00 25429367.00 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0204 24900000.00 24900000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.06% U7M81AY481YLIOR75625 FAJ507000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-09-30 2 - 2.875 29141800.00 30598377.77 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0204 30000000.00 30000000.00 0.0016 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 2026-05-15 1.25 - 2.625 55472600.00 57229570.11 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0205 56000000.00 56000000.00 0.0030 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.08% U7M81AY481YLIOR75625 FBA468000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2025-05-31 2.75 - 2.875 28610500.00 30600149.02 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N N N 0.0206 30000000.00 30000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.08% U7M81AY481YLIOR75625 FAJ502000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-15 2021-01-31 2 - 2.5 15096100.00 15300178.50 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0206 15000000.00 15000000.00 0.0008 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 1.25 - 2 14348600.00 14312176.34 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 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, 2.40% U7M81AY481YLIOR75625 FBB615000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-05-15 2046-02-15 2.5 - 2.875 32481800.00 35780948.54 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0237 35000000.00 35000000.00 0.0019 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.55% U7M81AY481YLIOR75625 FBB171000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-12-31 2026-11-15 2 - 2.625 36533700.00 38749522.87 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0252 38000000.00 38000000.00 0.0021 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.55% U7M81AY481YLIOR75625 FBB187000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2021-09-30 1.5 - 1.5 25556700.00 25492808.25 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0252 25000000.00 25000000.00 0.0014 N Y Y N Natixis SA Natixis SA, 2.06% KX1WK48MPD4Y2NCUIZ63 FAC529000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-17 2049-08-15 0 - 8.125 105983100.00 110318710.54 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 Y NATIXIS SA (GOV REPO) 1.0000 4 N N/A N/A N N 0.0204 108000000.00 108000000.00 0.0058 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 2020-07-31 2049-02-15 1.875 - 8.125 34799200.00 36836273.26 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0209 36000000.00 36000000.00 0.0019 N N 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 2021-03-31 2027-08-15 1.375 - 8.125 18083300.00 19463777.36 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-18 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 19000000.00 19000000.00 0.0010 N N Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.25%, dated 9/30/2019 due 10/01/2019 OXTKY6Q8X53C9ILVV871 FBB782000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2044-02-15 1.125 - 4.75 27160259.73 29946289.11 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0223 29357000.00 29357000.00 0.0016 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.00% OXTKY6Q8X53C9ILVV871 FBA360000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-24 2044-02-15 0 - 5.25 195230000.00 210179331.43 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N N N 0.0198 206000000.00 206000000.00 0.0111 N N Y N Norinchukin Bank Norinchukin Bank, 2.03% 5493007VSMFZCPV1NB83 FAJ450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2026-08-15 1.5 - 3.625 19509600.00 19386561.04 U.S. Treasuries (including strips) Y N/A N/A 2019-12-16 2019-12-16 2019-12-16 N N N 0.0202 19000000.00 19000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 2.07% 5493007VSMFZCPV1NB83 FAB991000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 3.625 - 3.625 28292800.00 28601147.10 U.S. Treasuries (including strips) Y N/A N/A 2019-12-05 2019-12-05 2019-12-05 N N N 0.0206 28000000.00 28000000.00 0.0015 N N N Y Norinchukin Bank Norinchukin Bank, 2.07% 5493007VSMFZCPV1NB83 FAD181000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2026-08-15 1.5 - 3.625 19526600.00 19403456.90 U.S. Treasuries (including strips) Y N/A N/A 2019-12-09 2019-12-09 2019-12-09 N N N 0.0206 19000000.00 19000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 2.07% 5493007VSMFZCPV1NB83 FAH123000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2026-08-15 1.5 - 3.625 19516500.00 19393420.82 U.S. Treasuries (including strips) Y N/A N/A 2019-12-18 2019-12-18 2019-12-18 N N N 0.0206 19000000.00 19000000.00 0.0010 N N N Y 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 2020-02-15 2026-08-15 1.5 - 3.625 19066700.00 19426157.71 U.S. Treasuries (including strips) Y N/A N/A 2019-11-22 2019-11-22 2019-11-22 N N N 0.0207 19000000.00 19000000.00 0.0010 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 2020-02-15 2026-08-15 1.5 - 3.625 9262600.00 9204186.61 U.S. Treasuries (including strips) Y N/A N/A 2019-11-19 2019-11-19 2019-11-19 N N N 0.0208 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 2020-02-15 2026-08-15 1.5 - 3.625 19592400.00 19468847.40 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 0.0010 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 2020-02-15 2026-08-15 1.5 - 3.625 7219800.00 7174272.36 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 RBC Dominion Securities RBC Dominion Securities, 1.90% 549300QJJX6CVVUXLE15 FAJ017000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2027-11-15 0 - 6.125 18545900.00 19388234.62 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0188 19000000.00 19000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.90% 549300QJJX6CVVUXLE15 FAI916000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2046-05-15 0 - 2.875 37865700.00 38827324.34 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0188 38000000.00 38000000.00 0.0021 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.95% 549300QJJX6CVVUXLE15 FAH668000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2047-11-15 0 - 6.125 32957900.00 38851738.90 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 38000000.00 38000000.00 0.0021 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.98% 549300QJJX6CVVUXLE15 FAJ132000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2027-11-15 0 - 6.125 58287100.00 59182843.63 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0196 58000000.00 58000000.00 0.0031 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 2019-12-05 2043-11-15 0 - 4.75 19089400.00 19429876.18 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 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 0.0010 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 2019-12-05 2044-11-15 0 - 6.125 19289400.00 19429787.32 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 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 0.0010 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 2019-12-05 2045-02-15 0 - 4.25 17720400.00 18506832.35 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 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 2020-02-29 2044-11-15 1.5 - 4.75 17839500.00 18408356.40 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 18000000.00 18000000.00 0.0010 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 2019-12-05 2044-11-15 0 - 6.125 27192000.00 28635451.51 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 28000000.00 28000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAE172000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2040-02-15 0 - 4.625 18468800.00 19401886.68 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 19000000.00 19000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAI448000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2046-11-15 0 - 4.625 16374900.00 19506711.90 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 19000000.00 19000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAE170000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-02-15 0 - 6.125 19113300.00 19401795.80 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 19000000.00 19000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAE880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2046-11-15 0 - 4.25 16382800.00 19555674.84 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-28 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 19000000.00 19000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAE870000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2046-05-15 0 - 2.875 22981200.00 24743716.94 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 24000000.00 24000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAG066000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2044-11-15 0 - 6.125 43280000.00 43897273.94 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 43000000.00 43000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAI451000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2041-02-15 1.375 - 4.75 19010200.00 19391987.79 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 19000000.00 19000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAI449000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2041-02-15 0 - 4.75 19113300.00 19392028.89 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 19000000.00 19000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.04% 549300QJJX6CVVUXLE15 FAF427000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2026-01-31 0 - 2.875 18471700.00 19399767.98 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 19000000.00 19000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.04% 549300QJJX6CVVUXLE15 FAD304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2046-05-15 0 - 8.75 8574000.00 9280005.59 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 9000000.00 9000000.00 0.0005 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.04% 549300QJJX6CVVUXLE15 FAF429000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2045-08-15 0 - 4.75 17762100.00 19439293.84 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 19000000.00 19000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.04% 549300QJJX6CVVUXLE15 FAD634000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2040-02-15 0 - 4.625 19424100.00 19402059.92 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 19000000.00 19000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.04% 549300QJJX6CVVUXLE15 FAD306000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-02-15 0 - 4.5 9059200.00 9191018.21 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 9000000.00 9000000.00 0.0005 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.14% 549300QJJX6CVVUXLE15 FAJ833000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2027-11-15 0 - 6.125 37288800.00 37753518.22 U.S. Treasuries (including strips) Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0212 37000000.00 37000000.00 0.0020 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.25%, dated 9/30/2019 due 10/01/2019 549300QJJX6CVVUXLE15 FBB782000_07749 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2048-11-15 0 - 6.5 866646936.85 981491532.65 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0223 958536000.00 958536000.00 0.0518 N Y Y N RBC Financial Group RBC Financial Group, 1.96% ES7IP3U3RHIGC71XBU11 FAH704000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-10 2025-05-31 0 - 6.25 54679200.00 56136746.96 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0194 55000000.00 55000000.00 0.0030 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.38% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2020-05-21 N/A 60883400.00 60184032.38 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 59000000.00 59000000.00 0.0032 N Y Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.38% 6PJDTY319315T5LR2241 FBB586000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2023-08-31 2.75 - 3.125 466083000.00 484558328.66 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 475000000.00 475000000.00 0.0257 N Y Y N Societe Generale Societe Generale, 2.05% O2RNE8IBXP4R0TD8PU41 FAC472000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-24 2046-05-15 0 - 8.75 35785100.00 38876975.43 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0203 38000000.00 38000000.00 0.0021 N N N Y Societe Generale Societe Generale, 2.10% O2RNE8IBXP4R0TD8PU41 FAC471000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-03 2048-11-15 0 - 8.75 73059900.00 76721830.69 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 N N N 0.0208 75000000.00 75000000.00 0.0041 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.25%, dated 9/30/2019 due 10/01/2019 5U0XI89JRFVHWIBS4F54 FBB782000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2024-08-15 1.25 - 2.75 1796816730.28 1816964053.77 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0223 1781235000.00 1781235000.00 0.0963 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.35% SUVUFHICNZMP2WKHG940 FBB601000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-15 2029-02-15 1 - 3.625 663743100.00 678344287.07 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0232 665000000.00 665000000.00 0.0360 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.25%, dated 9/30/2019 due 10/01/2019 VYVVCKR63DVZZN70PB21 FBB782000_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 - 3.5 59416334.50 60620568.32 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0223 59428000.00 59428000.00 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.83% to 1.88% 912828K58 254900HROIFWPRGM1V77 US912828K585 U.S. Treasury Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0187 135108320.99 135108320.99 0.0073 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.83% to 1.85% 9128284Q0 254900HROIFWPRGM1V77 US9128284Q05 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0189 44175312.72 44175312.72 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.83% 912828XH8 254900HROIFWPRGM1V77 US912828XH83 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0186 32941992.27 32941992.27 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.84% to 1.89% 912828VF4 254900HROIFWPRGM1V77 US912828VF46 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0189 95673749.76 95673749.76 0.0052 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.85% 912828W63 254900HROIFWPRGM1V77 US912828W630 U.S. Treasury Debt Y N/A N/A 2020-03-15 2020-03-15 2020-03-15 N N N 0.0186 10987968.75 10987968.75 0.0006 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 0.0189 154276719.52 154276719.52 0.0083 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 0.0192 188257031.72 188257031.72 0.0102 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 0.0188 141628359.02 141628359.02 0.0077 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 0.0190 146678437.50 146678437.50 0.0079 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.86% 9128284J6 254900HROIFWPRGM1V77 US9128284J61 U.S. Treasury Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0188 91259491.96 91259491.96 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.89% 912828X96 254900HROIFWPRGM1V77 US912828X968 U.S. Treasury Debt Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0187 4988671.90 4988671.90 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.90% to 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 0.0191 85023242.40 85023242.40 0.0046 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.91% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-10-01 2020-01-31 2020-01-31 N N N 0.0205 243887977.16 243887977.16 0.0132 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.91% to 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 0.0192 145709140.26 145709140.26 0.0079 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.96% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y N/A N/A 2019-10-01 2020-07-31 2020-07-31 N N N 0.0208 72926608.72 72926608.72 0.0039 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.97% 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 0.0207 206898570.00 206898570.00 0.0112 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 0.0191 49994140.50 49994140.50 0.0027 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 0.0208 93147341.76 93147341.76 0.0050 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 0.0204 185829717.00 185829717.00 0.0100 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 0.0196 72444375.36 72444375.36 0.0039 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 0.0206 23983379.52 23983379.52 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.13% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2019-10-01 2021-07-31 2021-07-31 N N N 0.0218 194329865.02 194329865.02 0.0105 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 0.0202 14993695.50 14993695.50 0.0008 N Y Y N United States Treasury United States Treasury, 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 0.0178 85676974.47 85676974.47 0.0046 N Y Y N United States Treasury United States Treasury, 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 0.0183 89364549.60 89364549.60 0.0048 N Y Y N United States Treasury United States Treasury, 1.84% to 1.85% 912796TK5 254900HROIFWPRGM1V77 US912796TK58 U.S. Treasury Debt Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0181 172588990.50 172588990.50 0.0093 N Y Y N United States Treasury United States Treasury, 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 0.0182 175694047.98 175694047.98 0.0095 N Y Y N United States Treasury United States Treasury, 1.86% 912796TH2 254900HROIFWPRGM1V77 US912796TH20 U.S. Treasury Debt Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0180 10915145.34 10915145.34 0.0006 N Y Y N United States Treasury United States Treasury, 1.86% 912796TM1 254900HROIFWPRGM1V77 US912796TM15 U.S. Treasury Debt Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0189 92134895.40 92134895.40 0.0050 N Y Y N United States Treasury United States Treasury, 1.88% to 1.89% 912796TL3 254900HROIFWPRGM1V77 US912796TL32 U.S. Treasury Debt Y N/A N/A 2020-03-19 2020-03-19 2020-03-19 N N N 0.0181 178478359.20 178478359.20 0.0097 N Y Y N United States Treasury United States Treasury, 1.88% 912796SH3 254900HROIFWPRGM1V77 US912796SH39 U.S. Treasury Debt Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0180 182394217.28 182394217.28 0.0099 N Y Y N United States Treasury United States Treasury, 1.92% 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 0.0180 321620102.01 321620102.01 0.0174 N Y Y N United States Treasury United States Treasury, 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 0.0182 26820027.99 26820027.99 0.0015 N Y Y N United States Treasury United States Treasury, 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 0.0181 6982174.78 6982174.78 0.0004 N Y Y N United States Treasury United States Treasury, 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 0.0182 176477124.30 176477124.30 0.0095 N Y Y N United States Treasury United States Treasury, 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 0.0183 64585925.95 64585925.95 0.0035 N Y Y N United States Treasury United States Treasury, 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 0.0176 176813461.47 176813461.47 0.0096 N Y Y N United States Treasury United States Treasury, 1.99% 912796WC9 254900HROIFWPRGM1V77 US912796WC95 U.S. Treasury Debt Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0175 49914558.00 49914558.00 0.0027 N Y Y N United States Treasury United States Treasury, 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 0.0185 123818925.28 123818925.28 0.0067 N Y Y N United States Treasury United States Treasury, 2.03% to 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 0.0157 258911365.02 258911365.02 0.0140 N Y Y N United States Treasury United States Treasury, 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 0.0183 68607937.86 68607937.86 0.0037 N Y Y N United States Treasury United States Treasury, 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 0.0182 48739039.23 48739039.23 0.0026 N Y Y N United States Treasury United States Treasury, 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 0.0184 218771253.56 218771253.56 0.0118 N Y Y N United States Treasury United States Treasury, 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 0.0182 83497211.28 83497211.28 0.0045 N Y Y N United States Treasury United States Treasury, 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 0.0183 145268884.56 145268884.56 0.0079 N Y Y N United States Treasury United States Treasury, 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 0.0179 79715000.00 79715000.00 0.0043 N Y Y N United States Treasury United States Treasury, 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 0.0163 62971978.23 62971978.23 0.0034 N Y Y N United States Treasury United States Treasury, 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 0.0171 174161787.07 174161787.07 0.0094 N Y Y N United States Treasury United States Treasury, 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 0.0175 149779531.50 149779531.50 0.0081 N Y Y N United States Treasury United States Treasury, 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 0.0181 60865613.34 60865613.34 0.0033 N Y Y N Fidelity Newbury Street Trust: Fidelity Treasury Money Market Fund 2019-10-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer