N-MFP2 0000704207 XXXXXXXX 2019-10-31 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 32 48 14467473760.45 9771439009.68 14134635455.07 12352751958.25 17987473760.45 18154564009.68 18390535455.07 18706751958.25 0.7800 0.5300 0.7500 0.6400 0.9800 0.9800 0.9800 0.9700 374.26 18511748562.22 18507101259.57 13737286.02 113826846.30 18407012073.55 18405698926.48 1.0000 0.0188 1.0003 1.0003 1.0003 1.0003 C000020485 1.00 1923418504.49 1923089706.12 1.0004 1.0004 1.0004 1.0003 236298746.05 183342845.24 219258062.10 204534640.06 160233484.63 178797002.68 173020194.78 147955630.76 883018020.17 828667565.37 0.0121 Y Fidelity Investments, Reimbursement Fees, -11405.55; C000020483 1.00 73246005.26 73236669.28 1.0003 1.0003 1.0003 1.0003 1667470.30 626854.07 1354455.67 695790.94 1437072.53 1838474.67 805953.88 1125754.95 5863972.49 4765821.23 0.0047 N C000020484 1.00 1407908216.95 1407319000.23 1.0006 1.0006 1.0006 1.0006 205190241.23 166784009.93 196073732.40 226802861.93 200295597.50 207918926.25 172701483.55 251530581.48 1003159476.37 1066805452.86 0.0096 Y Fidelity Investments, Reimbursement Fees, -7470.77; C000154298 1.00 15002439346.85 15002053550.84 1.0002 1.0002 1.0002 1.0002 2043998752.71 2160212784.35 1461155107.11 1382108236.89 1357257801.52 1401918169.31 1265305752.53 1293045032.16 6878243368.30 6954508588.67 0.0149 N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.73%, dated 10/31/2019 due 11/01/2019 L3I9ZG2KFGXZ61BMYR72 FCF772000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-15 2029-08-15 1.125 - 3.125 22126643.60 23144914.32 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 22690000.00 22690000.00 0.0012 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.73%, dated 10/31/2019 due 11/01/2019 L3I9ZG2KFGXZ61BMYR72 FCF598000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-15 2029-08-15 1.125 - 3.125 8699505.84 9099858.11 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0171 8921000.00 8921000.00 0.0005 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.71% RUC0QBLBRPRCU4W1NE59 0000772028 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 17700000.00 18433252.24 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-27 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 18000000.00 18000000.00 0.0010 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.79% RUC0QBLBRPRCU4W1NE59 0000772028 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 33304400.00 36940521.12 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-25 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0178 36000000.00 36000000.00 0.0020 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.69% 3Y4U8VZURTYWI1W2K376 FCC580000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2043-08-15 2045-05-15 3 - 3.625 16210000.00 18780245.72 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2020-01-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0168 18000000.00 18000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.83% 3Y4U8VZURTYWI1W2K376 FBG666000 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 97190000.00 98366245.04 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0181 96000000.00 96000000.00 0.0052 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.71% R0MUWSFPU8MPRO8K5P83 FCD845000 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 - 4.5 376348900.00 388100993.18 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 380000000.00 380000000.00 0.0206 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.71% R0MUWSFPU8MPRO8K5P83 FCD216000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-08-15 2046-11-15 1.875 - 4.375 24294600.00 27802639.68 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 27000000.00 27000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.73% R0MUWSFPU8MPRO8K5P83 FCD212000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-06-30 2028-11-15 1.875 - 5.25 26726600.00 27549318.18 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 27000000.00 27000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.74% R0MUWSFPU8MPRO8K5P83 FCE447000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-07-31 2046-02-15 1.375 - 6.625 17975100.00 18367067.63 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0173 18000000.00 18000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.74% R0MUWSFPU8MPRO8K5P83 FCB684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-15 2046-08-15 1.375 - 8.125 63325600.00 64288985.06 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 63000000.00 63000000.00 0.0034 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.80% R0MUWSFPU8MPRO8K5P83 FBH591000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-01-31 2047-05-15 2.5 - 4.375 53897600.00 62655132.59 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0179 61000000.00 61000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.83% R0MUWSFPU8MPRO8K5P83 FBG360000 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 234236700.00 245231461.49 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0181 240000000.00 240000000.00 0.0130 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.83% R0MUWSFPU8MPRO8K5P83 FBG162000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2046-08-15 2 - 7.5 49181900.00 57282953.64 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0181 56000000.00 56000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.84% R0MUWSFPU8MPRO8K5P83 FBF180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2046-11-15 1.625 - 4.375 37454400.00 37822049.82 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0182 37000000.00 37000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.90% R0MUWSFPU8MPRO8K5P83 FBD641000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-01-31 2045-08-15 1.75 - 4.25 17249400.00 19409736.90 U.S. Treasuries (including strips) Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0188 19000000.00 19000000.00 0.0010 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 2021-04-30 2047-08-15 1.375 - 6.625 220994600.00 225970689.32 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 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 EJF572000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2048-05-15 1.25 - 4.75 21844500.00 22532014.56 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 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 2023-01-31 2046-08-15 1.5 - 5 40629900.00 43976031.84 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 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 FAC033000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2048-05-15 1.375 - 4.375 36565700.00 38897040.73 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 38000000.00 38000000.00 0.0021 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 2023-01-31 2046-02-15 2.125 - 6.625 46742300.00 49258443.46 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 48000000.00 48000000.00 0.0026 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 2023-01-31 2047-08-15 1.875 - 6.625 92368600.00 101821097.21 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 99000000.00 99000000.00 0.0054 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 2026-08-31 2046-08-15 1.375 - 5 37119000.00 46131956.98 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 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, 2.01% 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 2049-02-15 0 - 3.375 36212600.00 44378161.25 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 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, 2.02% R0MUWSFPU8MPRO8K5P83 FAD130000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2042-11-15 1.25 - 2.75 19458200.00 19437708.80 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 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 BofA Securities, Inc. BofA Securities, Inc., 1.75% 549300HN4UKV1E2R3U73 FCB150000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2022-01-31 1.875 - 1.875 18160000.00 18368976.20 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-22 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 0.0174 18000000.00 18000000.00 0.0010 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.63% 2IGI19DL77OX0HC3ZE78 FCF451000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2046-11-15 1.75 - 3.625 53912300.00 56102818.88 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 55000000.00 55000000.00 0.0030 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.77% 2IGI19DL77OX0HC3ZE78 FBJ824000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-15 2046-11-15 1.625 - 3.625 30948500.00 32669915.09 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0176 32000000.00 32000000.00 0.0017 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.80% 2IGI19DL77OX0HC3ZE78 FBE844000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2044-08-15 1.625 - 3.125 8612500.00 9191093.81 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0179 9000000.00 9000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.84% 2IGI19DL77OX0HC3ZE78 FBE843000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2046-11-15 1.625 - 4.75 8833500.00 9192067.54 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-08 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0182 9000000.00 9000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.85% 2IGI19DL77OX0HC3ZE78 FBH800000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2047-02-15 1.625 - 3.625 32189500.00 38028349.11 U.S. Treasuries (including strips) Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0183 37000000.00 37000000.00 0.0020 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.73%, dated 10/31/2019 due 11/01/2019 E57ODZWZ7FF32TWEFA76 FCF598000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2049-08-15 0 - 8.75 244580842.53 254060549.43 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0171 249010000.00 249010000.00 0.0135 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.65% 549300IMBXQ8SGH3HJ31 FCF386000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2024-07-31 1.125 - 2.375 39230600.00 39781830.03 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0164 39000000.00 39000000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.73% 549300IMBXQ8SGH3HJ31 FCE858000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2024-05-31 1.375 - 2.75 78296900.00 80587756.24 U.S. Treasuries (including strips) Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0172 79000000.00 79000000.00 0.0043 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.76% 549300IMBXQ8SGH3HJ31 FCE342000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2047-02-15 1.125 - 3 46919700.00 48025705.07 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0175 47000000.00 47000000.00 0.0026 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.80% 549300IMBXQ8SGH3HJ31 FCF379000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2027-08-15 1.5 - 2.875 191215700.00 196869920.02 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0178 193000000.00 193000000.00 0.0105 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.91% 549300IMBXQ8SGH3HJ31 FCD168000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2047-02-15 0 - 3 40687800.00 40815299.01 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0189 40000000.00 40000000.00 0.0022 N Y Y N Credit AG Credit AG, 1.64% 1VUV7VQFKUOQSJ21A208 FCF401000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2021-10-31 1.5 - 1.5 37777900.00 37741746.55 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0163 37000000.00 37000000.00 0.0020 N N Y N Credit AG Credit AG, 1.76% 1VUV7VQFKUOQSJ21A208 FCA434000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2021-10-31 1.5 - 1.5 75593000.00 75520657.50 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0175 74000000.00 74000000.00 0.0040 N N Y N Credit AG Credit AG, 1.80% 1VUV7VQFKUOQSJ21A208 FBI299000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2021-10-31 1.5 - 1.5 37806400.00 37770219.28 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-18 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0179 37000000.00 37000000.00 0.0020 N N Y N Credit AG Credit AG, 1.86% 1VUV7VQFKUOQSJ21A208 FCD227000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2021-10-31 1.5 - 1.5 18384300.00 18366706.22 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0184 18000000.00 18000000.00 0.0010 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.73%, dated 10/31/2019 due 11/01/2019 1VUV7VQFKUOQSJ21A208 FCF598000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2047-11-15 0 - 4.75 206085034.47 214928615.01 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0171 210419000.00 210419000.00 0.0114 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.73%, dated 10/31/2019 due 11/01/2019 1VUV7VQFKUOQSJ21A208 FCF772000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2047-11-15 0 - 4.75 29209719.98 30463175.92 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 29824000.00 29824000.00 0.0016 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 1.73% ANGGYXNX0JLX3X63JN86 FCF368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2044-02-15 1.125 - 6.125 944079100.00 1020049027.07 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 1000000000.00 1000000000.00 0.0543 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.72% 7LTWFZYICNSX8D621K86 FCE889000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-02-15 2044-02-15 3.625 - 3.625 45014600.00 57685531.01 U.S. Treasuries (including strips) Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0171 56000000.00 56000000.00 0.0030 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.75% 7LTWFZYICNSX8D621K86 FCF353000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-02-15 2045-05-15 3 - 3.625 82153400.00 98884839.83 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0173 96000000.00 96000000.00 0.0052 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.75% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2047-08-15 2047-08-15 2.75 - 2.75 4597100.00 5150306.17 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0173 5000000.00 5000000.00 0.0003 N Y Y N DNB Bank ASA DNB Bank ASA, 1.73% 549300GKFG0RYRRQ1414 FCF378000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2025-08-15 1.875 - 2.75 751609300.00 767076952.04 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 752000000.00 752000000.00 0.0409 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.74% 549300H47WTHXPU08X20 FCF338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-10-31 2044-05-15 3 - 3.375 655814100.00 750720004.50 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0173 736000000.00 736000000.00 0.0400 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.70% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2038-05-15 1.752 - 4.5 544744400.00 676323955.85 U.S. Treasuries (including strips) Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0169 663000000.00 663000000.00 0.0360 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.71% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2024-03-31 0 - 2.125 40765800.00 41823987.83 U.S. Treasuries (including strips) Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0170 41000000.00 41000000.00 0.0022 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.73% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-15 2021-03-15 2.375 - 2.375 20203000.00 20449884.17 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 20000000.00 20000000.00 0.0011 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.74% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2023-06-30 1.375 - 1.75 37950000.00 37763257.16 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0173 37000000.00 37000000.00 0.0020 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.84% 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 2039-02-15 0 - 7.5 11161200.00 11225789.36 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0182 11000000.00 11000000.00 0.0006 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.73%, dated 10/31/2019 due 11/01/2019 ZBUT11V806EZRVTWT807 FCF598000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-05-15 2039-02-15 1.375 - 5 164498111.39 166836889.65 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0171 163558000.00 163558000.00 0.0089 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.73%, dated 10/31/2019 due 11/01/2019 ZBUT11V806EZRVTWT807 FCF772000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-05-15 2039-02-15 1.375 - 5 20114.96 20400.95 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 20000.00 20000.00 0.0000 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 1.76% H7FNTJ4851HG0EXQ1Z70 FCB743000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2026-02-15 1.75 - 6 18199100.00 18357410.43 U.S. Treasuries (including strips) Y N/A N/A 2019-12-20 2019-12-20 2019-12-20 N N N 0.0175 18000000.00 18000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.77% H7FNTJ4851HG0EXQ1Z70 FCC564000 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 13748400.00 18364805.91 U.S. Treasuries (including strips) Y N/A N/A 2019-12-16 2019-12-16 2019-12-16 N N N 0.0176 18000000.00 18000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.81% H7FNTJ4851HG0EXQ1Z70 FBJ764000 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 15283000.00 19386360.91 U.S. Treasuries (including strips) Y N/A N/A 2019-11-22 2019-11-22 2019-11-22 N N N 0.0180 19000000.00 19000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.81% H7FNTJ4851HG0EXQ1Z70 FBH601000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-09-30 2026-02-15 3 - 6 18019600.00 19396761.40 U.S. Treasuries (including strips) Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0180 19000000.00 19000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.84% H7FNTJ4851HG0EXQ1Z70 FBI297000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-02-15 2.625 - 6 18896300.00 19390794.13 U.S. Treasuries (including strips) Y N/A N/A 2019-11-18 2019-11-18 2019-11-18 N N N 0.0182 19000000.00 19000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.86% H7FNTJ4851HG0EXQ1Z70 FBF652000 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 7259500.00 9208616.57 U.S. Treasuries (including strips) Y N/A N/A 2019-12-11 2019-12-11 2019-12-11 N N N 0.0185 9000000.00 9000000.00 0.0005 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 6461600.00 8196486.95 U.S. Treasuries (including strips) Y N/A N/A 2019-11-20 2019-11-20 2019-11-20 N N N 0.0198 8000000.00 8000000.00 0.0004 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.85% K5HU16E3LMSVCCJJJ255 FBJ743000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2044-05-15 1.5 - 5.25 8462900.00 9186655.50 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-18 Y MUFG SECS AMERS INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 9000000.00 9000000.00 0.0005 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.72% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-30 2025-06-30 2.75 - 2.75 225555000.00 240527132.49 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0171 236000000.00 236000000.00 0.0128 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.73% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-05-15 2047-02-15 1.625 - 3.125 132029500.00 145867078.05 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 143000000.00 143000000.00 0.0078 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.64% 549300Y1PMK3RWXMWR72 FCF400000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-30 2025-07-31 1.75 - 2.875 18064400.00 18360897.03 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0163 18000000.00 18000000.00 0.0010 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.87% 549300Y1PMK3RWXMWR72 FCD179000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2026-05-31 1.5 - 2.875 28902300.00 29590856.21 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0185 29000000.00 29000000.00 0.0016 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.67% U7M81AY481YLIOR75625 FCE560000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-15 2021-08-15 1.875 - 2.125 285264600.00 288589242.44 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0166 283000000.00 283000000.00 0.0154 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.69% U7M81AY481YLIOR75625 FCD880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-15 2026-02-15 1.625 - 2.625 22264300.00 22439648.13 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0168 22000000.00 22000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FCF383000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-31 2028-08-15 1.625 - 2.875 107130000.00 114224621.75 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 112000000.00 112000000.00 0.0061 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.78% U7M81AY481YLIOR75625 FBJ099000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2022-07-31 1.25 - 2 45122500.00 44895905.98 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-18 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0177 44000000.00 44000000.00 0.0024 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.81% U7M81AY481YLIOR75625 FCC620000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2022-07-31 1.5 - 2 10210000.00 10205506.79 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0179 10000000.00 10000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.82% U7M81AY481YLIOR75625 FBJ866000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2025-11-30 2 - 2.875 16065500.00 17344774.66 U.S. Treasuries (including strips) Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0180 17000000.00 17000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.82% U7M81AY481YLIOR75625 FBF723000 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 26372100.00 27561394.04 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0180 27000000.00 27000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.83% U7M81AY481YLIOR75625 FCC610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2025-05-31 2 - 2.875 10438100.00 11220706.08 U.S. Treasuries (including strips) Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0181 11000000.00 11000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.84% U7M81AY481YLIOR75625 FCB196000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2024-05-31 2 - 2 18917000.00 19382374.20 U.S. Treasuries (including strips) Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0182 19000000.00 19000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.84% U7M81AY481YLIOR75625 FBJ084000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2025-12-31 2 - 2.625 44180800.00 46941919.39 U.S. Treasuries (including strips) Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0182 46000000.00 46000000.00 0.0025 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.86% U7M81AY481YLIOR75625 FBD758000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-15 2025-05-15 1.625 - 2.875 48789500.00 50035896.78 U.S. Treasuries (including strips) Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0184 49000000.00 49000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.87% U7M81AY481YLIOR75625 FCD877000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2021-04-15 1.125 - 2.625 15140700.00 15303143.04 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0185 15000000.00 15000000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.88% U7M81AY481YLIOR75625 FBJ865000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2023-12-31 1.25 - 2.75 43901300.00 44892778.34 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0186 44000000.00 44000000.00 0.0024 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.89% U7M81AY481YLIOR75625 FCB181000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2023-02-15 2 - 2.625 20089900.00 20403052.42 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0187 20000000.00 20000000.00 0.0011 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.90% U7M81AY481YLIOR75625 FCC608000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2023-11-30 2.625 - 2.875 27905100.00 29580948.81 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0188 29000000.00 29000000.00 0.0016 N Y Y N Natixis SA Natixis SA, 1.84% KX1WK48MPD4Y2NCUIZ63 FBF150000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2026-07-31 1.125 - 2.875 36687800.00 37786393.42 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0182 37000000.00 37000000.00 0.0020 N N Y N Natixis SA Natixis SA, 1.86% KX1WK48MPD4Y2NCUIZ63 FBJ704000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2026-07-31 1.25 - 2.875 36914300.00 38788042.75 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 Y NATIXIS SA (GOV REPO) 1.0000 1 N N/A N/A N N 0.0184 38000000.00 38000000.00 0.0021 N Y Y N Natixis SA Natixis SA, 1.88% KX1WK48MPD4Y2NCUIZ63 FBE248000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-21 2026-10-31 0 - 8 104992600.00 108278101.01 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 Y NATIXIS SA (GOV REPO) 1.0000 5 N N/A N/A N N 0.0186 106000000.00 106000000.00 0.0058 N N Y N Natixis SA Natixis SA, 1.89% KX1WK48MPD4Y2NCUIZ63 FBD585000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-21 2046-11-15 0 - 8 37831200.00 38830966.61 U.S. Treasuries (including strips) Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y NATIXIS SA (GOV REPO) 1.0000 4 N N/A N/A N N 0.0187 38000000.00 38000000.00 0.0021 N N Y N Natixis SA Natixis SA, 1.91% KX1WK48MPD4Y2NCUIZ63 FBC896000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2029-02-15 1.125 - 2.875 36237400.00 37800159.31 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 Y NATIXIS SA (GOV REPO) 1.0000 1 N N/A N/A N N 0.0189 37000000.00 37000000.00 0.0020 N Y Y N Natixis SA Natixis SA, 1.92% KX1WK48MPD4Y2NCUIZ63 FBC151000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-21 2048-05-15 0 - 8 16692700.00 18459181.89 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 Y NATIXIS SA (GOV REPO) 1.0000 1 N N/A N/A N N 0.0190 18000000.00 18000000.00 0.0010 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.73%, dated 10/31/2019 due 11/01/2019 OXTKY6Q8X53C9ILVV871 FCF598000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-24 2047-08-15 0 - 8.125 17348754.44 17874659.64 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0171 17491000.00 17491000.00 0.0010 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.65% OXTKY6Q8X53C9ILVV871 FCF390000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2048-05-15 1.25 - 6.75 169032800.00 201282447.28 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0164 197000000.00 197000000.00 0.0107 N N Y N Norinchukin Bank Norinchukin Bank, 1.78% 5493007VSMFZCPV1NB83 FCC569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 9236800.00 9273242.03 U.S. Treasuries (including strips) Y N/A N/A 2020-01-24 2020-01-24 2020-01-24 N N N 0.0177 9000000.00 9000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 1.80% 5493007VSMFZCPV1NB83 FBJ119000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 16400.00 16464.70 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 8220100.00 8149458.51 U.S. Treasuries (including strips) Y N/A N/A 2020-01-21 2020-01-21 2020-01-21 N N N 0.0179 8000000.00 8000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.80% 5493007VSMFZCPV1NB83 FBJ751000 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 19521700.00 19353935.39 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 38900.00 39053.47 U.S. Treasuries (including strips) Y N/A N/A 2020-01-22 2020-01-22 2020-01-22 N N N 0.0179 19000000.00 19000000.00 0.0010 N N N Y 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 2026-08-15 2026-11-15 1.5 - 2 19408000.00 19243347.78 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 178200.00 178903.05 U.S. Treasuries (including strips) Y N/A N/A 2019-12-16 2019-12-16 2019-12-16 N N N 0.0201 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 2049-08-15 2.25 - 8.5 27614400.00 28652243.13 U.S. Treasuries (including strips) Y N/A N/A 2019-12-05 2019-12-05 2019-12-05 N N N 0.0205 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 2026-08-15 2026-11-15 1.5 - 2 19425100.00 19260300.83 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 178700.00 179405.02 U.S. Treasuries (including strips) Y N/A N/A 2019-12-09 2019-12-09 2019-12-09 N N N 0.0205 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 2049-08-15 2049-08-15 2.25 - 2.25 178500.00 179204.23 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-11-15 1.5 - 2 19415200.00 19250489.83 U.S. Treasuries (including strips) Y N/A N/A 2019-12-18 2019-12-18 2019-12-18 N N N 0.0205 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 2020-11-15 2020-11-15 2.625 - 2.625 19039300.00 19458759.57 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 2300.00 2309.07 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 2026-08-15 2026-11-15 1.5 - 2 9214700.00 9136529.83 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 84700.00 85034.16 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 RBC Dominion Securities RBC Dominion Securities, 1.65% 549300QJJX6CVVUXLE15 FCB689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2049-02-15 1.125 - 6 56515500.00 61386346.89 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2020-01-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 60000000.00 60000000.00 0.0033 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.68% 549300QJJX6CVVUXLE15 FCB184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2049-02-15 1.125 - 6.5 53816900.00 56234527.50 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0167 55000000.00 55000000.00 0.0030 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.68% 549300QJJX6CVVUXLE15 FCD228000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2048-08-15 1.125 - 6 16899500.00 18441490.39 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2020-01-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0167 18000000.00 18000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.80% 549300QJJX6CVVUXLE15 FCC534000 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 1.5 - 6.5 28810300.00 29686603.23 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0178 29000000.00 29000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.80% 549300QJJX6CVVUXLE15 FBE847000 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 - 6.5 18114400.00 19433536.99 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0179 19000000.00 19000000.00 0.0010 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 2026-02-15 2046-11-15 2.5 - 6.5 15274100.00 19463091.09 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 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 2021-09-30 2047-05-15 1.5 - 6.5 18921000.00 19464710.83 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 19000000.00 19000000.00 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 2020-08-31 2049-02-15 1.125 - 6.5 27790200.00 28685140.73 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 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, 2.01% 549300QJJX6CVVUXLE15 EJD672000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2045-02-15 1.125 - 6.5 17739400.00 18538501.80 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 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 2019-11-07 2049-02-15 0 - 8.75 17690700.00 18440521.57 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 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, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.73%, dated 10/31/2019 due 11/01/2019 549300QJJX6CVVUXLE15 FCF598000_07749 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2049-08-15 0 - 8.75 752204000.94 814811799.56 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0171 797743000.00 797743000.00 0.0433 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 2020-09-30 2046-08-15 1.375 - 3.125 54859000.00 56332763.31 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 5 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., 1.74% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2027-11-15 2.25 - 2.75 43559600.00 45902225.69 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0173 45000000.00 45000000.00 0.0024 N Y Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 1.74% 6PJDTY319315T5LR2241 FCF380000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-15 2027-05-15 1.625 - 3 462212000.00 484394294.94 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0173 475000000.00 475000000.00 0.0258 N Y Y N Societe Generale Societe Generale, 1.73% O2RNE8IBXP4R0TD8PU41 FCB311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2042-05-15 2.25 - 8 34895200.00 36736143.17 U.S. Treasuries (including strips) Y N/A N/A 2019-12-23 2019-12-23 2019-12-23 N N N 0.0172 36000000.00 36000000.00 0.0020 N N N Y Societe Generale Societe Generale, 1.73% O2RNE8IBXP4R0TD8PU41 FCB680000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2047-08-15 0 - 8.75 20783700.00 22449849.34 U.S. Treasuries (including strips) Y N/A N/A 2019-12-24 2019-12-24 2019-12-24 N N N 0.0172 22000000.00 22000000.00 0.0012 N N N Y Societe Generale Societe Generale, 1.73% O2RNE8IBXP4R0TD8PU41 FCC501000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2047-08-15 0 - 7.875 35346700.00 36734319.49 U.S. Treasuries (including strips) Y N/A N/A 2019-12-26 2019-12-26 2019-12-26 N N N 0.0172 36000000.00 36000000.00 0.0020 N N N Y Societe Generale Societe Generale, 1.78% O2RNE8IBXP4R0TD8PU41 FCE322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-15 2047-11-15 1.375 - 7.875 14022800.00 14282319.92 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0176 14000000.00 14000000.00 0.0008 N N Y N Societe Generale Societe Generale, 1.78% O2RNE8IBXP4R0TD8PU41 FCE314000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2049-02-15 1.875 - 7.875 27264500.00 28564747.12 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0176 28000000.00 28000000.00 0.0015 N N Y N Societe Generale Societe Generale, 1.86% O2RNE8IBXP4R0TD8PU41 FCD192000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2049-05-15 0 - 8.75 371871900.00 412283407.98 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0184 404000000.00 404000000.00 0.0219 N Y Y N Societe Generale Societe Generale, 1.86% O2RNE8IBXP4R0TD8PU41 FCD191000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2049-05-15 1.25 - 8.75 410698500.00 448987509.38 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0184 437000000.00 437000000.00 0.0237 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 2020-02-15 2049-02-15 1.375 - 8.75 38006800.00 38884497.37 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 Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 1.73%, dated 10/31/2019 due 11/01/2019 O2RNE8IBXP4R0TD8PU41 FCF598000_14519 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2048-05-15 1.125 - 7.875 107911619.54 116157939.64 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0171 113689000.00 113689000.00 0.0062 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.73%, dated 10/31/2019 due 11/01/2019 5U0XI89JRFVHWIBS4F54 FCF598000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2044-08-15 1.375 - 3.75 867998872.47 897132767.98 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0171 875367000.00 875367000.00 0.0476 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.71% SUVUFHICNZMP2WKHG940 FCE870000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-15 2023-08-15 2.5 - 2.5 53953900.00 56105418.50 U.S. Treasuries (including strips) Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0170 55000000.00 55000000.00 0.0030 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 1.65% to 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 0.0154 107622101.52 107622101.52 0.0058 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.67% to 1.69% 912796WK1 US912796WK12 U.S. Treasury Debt Y N/A N/A 2019-12-24 2019-12-24 2019-12-24 N N N 0.0152 418060828.26 418060828.26 0.0227 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.69% to 1.70% 912796TQ2 US912796TQ29 U.S. Treasury Debt Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0155 153952716.15 153952716.15 0.0084 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.71% to 1.72% 912796WF2 254900HROIFWPRGM1V77 US912796WF27 U.S. Treasury Debt Y N/A N/A 2019-11-26 2019-11-26 2019-11-26 N N N 0.0152 339634224.60 339634224.60 0.0185 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.72% to 1.73% 912796WE5 254900HROIFWPRGM1V77 US912796WE51 U.S. Treasury Debt Y N/A N/A 2019-11-19 2019-11-19 2019-11-19 N N N 0.0149 382705281.50 382705281.50 0.0208 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 0.0156 85954034.67 85954034.67 0.0047 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 0.0153 89582316.30 89582316.30 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0153 173030080.50 173030080.50 0.0094 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 0.0155 176115729.24 176115729.24 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0152 10942364.62 10942364.62 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0153 92404490.31 92404490.31 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0152 178952983.20 178952983.20 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0155 182857532.96 182857532.96 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0153 322247455.22 322247455.22 0.0175 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 0.0154 26881751.88 26881751.88 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 0.0148 6994073.31 6994073.31 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 0.0147 176795772.09 176795772.09 0.0096 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 0.0154 64733946.55 64733946.55 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0124 49991568.50 49991568.50 0.0027 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 0.0155 48841730.00 48841730.00 0.0027 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 0.0156 219210201.36 219210201.36 0.0119 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 0.0154 83681850.00 83681850.00 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 0.0154 145572741.22 145572741.22 0.0079 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 0.0149 79863849.60 79863849.60 0.0043 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 0.0142 60967117.95 60967117.95 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.61% 912828Y46 254900HROIFWPRGM1V77 US912828Y461 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0162 70519531.60 70519531.60 0.0038 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.64% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-11-01 2020-01-31 2020-01-31 N N N 0.0173 234940721.25 234940721.25 0.0128 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.64% 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 0.0161 63322382.97 63322382.97 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.66% 912828XE5 254900HROIFWPRGM1V77 US912828XE52 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0161 41972109.48 41972109.48 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.67% 912828VA5 254900HROIFWPRGM1V77 US912828VA58 U.S. Treasury Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0160 67840625.00 67840625.00 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.68% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y N/A N/A 2019-11-01 2020-07-31 2020-07-31 N N N 0.0180 72935754.16 72935754.16 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.68% to 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 0.0181 70006095.60 70006095.60 0.0038 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.68% 912828G95 254900HROIFWPRGM1V77 US912828G955 U.S. Treasury Debt Y N/A N/A 2019-12-31 2019-12-31 2019-12-31 N N N 0.0181 15994930.40 15994930.40 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.78% 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y N/A N/A 2019-11-01 2021-04-30 2021-04-30 N N N 0.0186 56926793.76 56926793.76 0.0031 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 0.0160 135346504.25 135346504.25 0.0074 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 0.0161 33002577.96 33002577.96 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 0.0160 95872500.48 95872500.48 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 0.0162 11000000.00 11000000.00 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 0.0160 154409062.50 154409062.50 0.0084 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.86% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2019-11-01 2021-07-31 2021-07-31 N N N 0.0187 194470334.86 194470334.86 0.0106 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 0.0159 141839140.98 141839140.98 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 0.0160 146890898.07 146890898.07 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 0.0164 188374531.72 188374531.72 0.0102 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 0.0163 91337695.54 91337695.54 0.0050 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 0.0159 4997656.25 4997656.25 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 0.0160 85083007.60 85083007.60 0.0046 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 0.0180 145835790.88 145835790.88 0.0079 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.94% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2019-11-01 2021-10-31 2021-10-31 N N N 0.0189 129108652.83 129108652.83 0.0070 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 0.0195 93052897.47 93052897.47 0.0051 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 0.0184 185946776.10 185946776.10 0.0101 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.00% 912828MP2 254900HROIFWPRGM1V77 US912828MP29 U.S. Treasury Debt Y N/A N/A 2020-02-15 2020-02-15 2020-02-15 N N N 0.0172 72393750.00 72393750.00 0.0039 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.70% 213800MBWEIJDM5CU638 FCF493000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-01-08 2020-01-08 2020-01-08 N N N 0.0169 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. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.62% U7M81AY481YLIOR75625 FCF548000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0176 19999498.00 19999498.00 0.0011 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.62% U7M81AY481YLIOR75625 FCF543000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0176 13999601.00 13999601.00 0.0008 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.62% U7M81AY481YLIOR75625 FCF545000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-11-07 2019-11-07 2019-12-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 37000000.00 37000000.00 0.0020 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. Fidelity Newbury Street Trust: Fidelity Treasury Money Market Fund 2019-11-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer