N-MFP2 0000704207 XXXXXXXX 2019-11-30 0000704207 549300VOVP202VV28X52 S000007505 4 N N 002-78458 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 40 79 13400774543.16 10658024386.17 11667391932.28 12129513067.12 12460054642.54 18113774543.16 17728024386.17 18370291932.28 18048413067.12 18107854642.54 0.7200 0.5700 0.6000 0.6400 0.6500 0.9700 0.9500 0.9600 0.9500 0.9500 97288622.93 18455859057.16 18453344481.17 417173840.92 236715203.16 18731091741.86 18729760067.78 1.0000 0.0171 1.0003 1.0003 1.0003 1.0003 1.0002 C000020485 1.00 1873045435.21 1872724979.22 1.0004 1.0004 1.0004 1.0004 1.0003 179765223.91 182970684.47 165230673.01 160611104.24 169711296.26 156059971.42 189667458.19 206026584.61 151626538.46 219155253.65 725207117.97 775571844.88 0.0101 Y Fidelity Investments, Reimbursement Fees, -40571.51; C000020483 1.00 70836797.52 70827773.87 1.0004 1.0004 1.0003 1.0003 1.0003 984724.02 2069200.06 1286380.57 1148217.99 390387.96 1320588.29 1967715.74 3995600.88 2738284.64 996281.78 6571339.14 8980234.54 0.0028 Y Fidelity Investments, Reimbursement Fees, -2191.61; C000020484 1.00 1410707532.53 1410123631.24 1.0007 1.0007 1.0006 1.0006 1.0005 298507292.87 278713153.14 185477327.64 189715501.02 158735830.15 175114849.83 228233477.68 202657637.33 208693133.93 212843529.91 813013783.23 810209152.22 0.0076 Y Fidelity Investments, Reimbursement Fees, -35722.70; C000154298 1.00 15376501976.60 15376083683.45 1.0003 1.0003 1.0002 1.0002 1.0002 1652732195.72 1383987269.61 1523137426.27 1670618633.22 1522090697.77 1224631525.53 1694817093.51 1543432493.43 1275377877.88 1251683584.11 6393775417.49 6019745284.88 0.0129 N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.63%, dated 11/29/2019 due 12/02/2019 L3I9ZG2KFGXZ61BMYR72 FDI472000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2028-02-15 1.5 - 7.875 24275381.92 24749585.62 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 24261000.00 24261000.00 0.0013 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.63%, dated 11/29/2019 due 12/02/2019 L3I9ZG2KFGXZ61BMYR72 FDI529000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2028-02-15 1.5 - 7.875 1151682.31 1174179.67 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 1151000.00 1151000.00 0.0001 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.62% G5GSEF7VJP5I7OUK5573 FDC099000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-02-15 2026-02-15 1.625 - 1.625 86801700.00 86766346.23 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 85000000.00 85000000.00 0.0045 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.58% 3Y4U8VZURTYWI1W2K376 FDH628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 19260000.00 19447970.19 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-27 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 19000000.00 19000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.61% 3Y4U8VZURTYWI1W2K376 FDB312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-05-15 2049-02-15 2.5 - 3 7910000.00 9346609.84 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 9000000.00 9000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.61% 3Y4U8VZURTYWI1W2K376 FCJ149000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-05-15 2046-11-15 2.5 - 2.875 16405000.00 18693416.83 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 18000000.00 18000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.61% 3Y4U8VZURTYWI1W2K376 FDB343000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-05-15 2049-02-15 2.5 - 3 15820000.00 18689586.14 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 18000000.00 18000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.62% 3Y4U8VZURTYWI1W2K376 FDF184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2021-12-31 2 - 2 26195000.00 26595575.76 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 26000000.00 26000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.63% 3Y4U8VZURTYWI1W2K376 FCI136000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2043-08-15 2.375 - 3.625 17740000.00 18378796.02 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0162 18000000.00 18000000.00 0.0010 N N N Y BMO Harris Bank NA BMO Harris Bank NA, 1.64% 3Y4U8VZURTYWI1W2K376 FCG403000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2047-08-15 2.125 - 3.625 19140000.00 19399819.62 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0163 19000000.00 19000000.00 0.0010 N N N Y BMO Harris Bank NA BMO Harris Bank NA, 1.65% 3Y4U8VZURTYWI1W2K376 FCJ174000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-08-15 2047-08-15 2.75 - 3 171615000.00 196862722.27 U.S. Treasuries (including strips) Y N/A N/A 2020-01-08 2020-01-08 2020-01-08 N N N 0.0164 191000000.00 191000000.00 0.0102 N N N Y 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 2046-05-15 2.5 - 3.625 16130000.00 18693187.20 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 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 BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FDB038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2049-11-15 1.125 - 7.625 155573700.00 164525105.89 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 161000000.00 161000000.00 0.0086 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FDB861000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-11-15 0 - 6.875 11664200.00 12284220.43 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 12000000.00 12000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FCJ290000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2049-11-15 1.5 - 5 17401800.00 18379489.56 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 18000000.00 18000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FCI670000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-11-15 0 - 5.5 13944000.00 15318708.31 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 15000000.00 15000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FCH364000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-11-15 0 - 5.5 8756100.00 9191482.28 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 9000000.00 9000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FDC069000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2049-11-15 1.25 - 7.5 17066500.00 17353218.64 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 17000000.00 17000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FDB871000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-11-15 0 - 6.25 11502000.00 12249870.09 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 12000000.00 12000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FDD699000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2049-11-15 1.25 - 6.125 27600200.00 30618001.73 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 30000000.00 30000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FDE329000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2046-08-15 0 - 8 8871900.00 9184975.42 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 9000000.00 9000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.65% R0MUWSFPU8MPRO8K5P83 FDH657000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 4.5 11349700.00 12140820.81 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 11900000.00 11900000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.67% R0MUWSFPU8MPRO8K5P83 FDG140000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2049-08-15 0 - 2.5 9169900.00 9183079.50 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0166 9000000.00 9000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.67% R0MUWSFPU8MPRO8K5P83 FDF368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-08-15 0 - 5.5 16934300.00 20600601.24 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0166 20000000.00 20000000.00 0.0011 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 2020-01-30 2049-08-15 0 - 7.5 24604100.00 27838965.38 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 27000000.00 27000000.00 0.0014 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 2019-12-05 2049-11-15 0 - 6.25 37112000.00 39006218.84 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0198 38000000.00 38000000.00 0.0020 N Y 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 2020-01-30 2049-08-15 0 - 6.25 38281200.00 49657812.57 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 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, 2.00% R0MUWSFPU8MPRO8K5P83 FAH663000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2049-11-15 0 - 7.5 217507100.00 226357211.37 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 221000000.00 221000000.00 0.0118 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 2019-12-17 2049-11-15 0 - 6.875 41341500.00 44047721.43 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 43000000.00 43000000.00 0.0023 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 2020-01-30 2049-11-15 0 - 6.875 97714600.00 101481775.83 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0199 99000000.00 99000000.00 0.0053 N Y 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 2020-01-30 2049-11-15 0 - 6.875 43869100.00 46087409.15 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 45000000.00 45000000.00 0.0024 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.65% 549300HN4UKV1E2R3U73 FDG012000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-28 2023-02-28 1.5 - 1.5 14285800.00 14286568.45 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-08 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 0.0164 14000000.00 14000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FDB533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2041-05-15 0 - 4.375 114331600.00 116368482.77 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 114000000.00 114000000.00 0.0061 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FCI439000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2047-08-15 0 - 3.625 21520300.00 26809982.64 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 26000000.00 26000000.00 0.0014 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.61% 2IGI19DL77OX0HC3ZE78 FCJ848000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2049-05-15 0 - 2.875 28125600.00 29606485.62 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 29000000.00 29000000.00 0.0015 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.61% 2IGI19DL77OX0HC3ZE78 FCJ258000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-05-15 0 - 4.75 8977500.00 9196933.61 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 9000000.00 9000000.00 0.0005 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 2020-04-09 2048-11-15 0 - 4.5 53821800.00 56182283.57 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 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 0.0029 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.64% 2IGI19DL77OX0HC3ZE78 FDE322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2049-05-15 0 - 3.75 27358600.00 29659341.28 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 29000000.00 29000000.00 0.0015 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 2020-04-09 2048-08-15 0 - 3.75 8988500.00 9206694.56 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0178 9000000.00 9000000.00 0.0005 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.63%, dated 11/29/2019 due 12/02/2019 E57ODZWZ7FF32TWEFA76 FDI529000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 8.75 1662697.22 1763790.66 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 1726000.00 1726000.00 0.0001 N Y Y N Citibank NA In a joint trading account with Citibank NA at 1.63%, dated 11/29/2019 due 12/02/2019 E57ODZWZ7FF32TWEFA76 FDI472000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 8.75 35056323.68 37187778.54 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 36391000.00 36391000.00 0.0019 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.63% 549300IMBXQ8SGH3HJ31 FDH242000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-07-31 2049-11-15 1.625 - 2.75 39049200.00 40811177.34 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0162 40000000.00 40000000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.63% 549300IMBXQ8SGH3HJ31 FDH710000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-06-30 2049-11-15 1.625 - 3 80464300.00 81618666.03 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0162 80000000.00 80000000.00 0.0043 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.64% 549300IMBXQ8SGH3HJ31 FDI317000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2049-11-15 0 - 3.375 260942600.00 276178685.03 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 270000000.00 270000000.00 0.0144 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.64% 549300IMBXQ8SGH3HJ31 FDI316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2024-06-30 0 - 2.375 39876800.00 39785473.99 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0163 39000000.00 39000000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.65% 549300IMBXQ8SGH3HJ31 FDG678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-15 2049-11-15 1.625 - 2.375 40162900.00 40813143.55 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 40000000.00 40000000.00 0.0021 N Y Y N Credit AG Credit AG, 1.62% 1VUV7VQFKUOQSJ21A208 FDD423000 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 32139100.00 38134114.27 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-17 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 37000000.00 37000000.00 0.0020 N N Y N Credit AG Credit AG, 1.64% 1VUV7VQFKUOQSJ21A208 FDF321000 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 50373600.00 59769956.80 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 58000000.00 58000000.00 0.0031 N N Y N Credit AG Credit AG, 1.66% 1VUV7VQFKUOQSJ21A208 FCG406000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-05-15 2045-05-15 3 - 3 16917700.00 19598019.36 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 19000000.00 19000000.00 0.0010 N Y Y N Credit AG Credit AG, 1.68% 1VUV7VQFKUOQSJ21A208 FCJ730000 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 47797700.00 56713565.52 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0167 55000000.00 55000000.00 0.0029 N N N Y Credit Agricole CIB Credit Agricole CIB, 1.64% 1VUV7VQFKUOQSJ21A208 FDI284000 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 2.125 - 2.125 18129000.00 18359098.85 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 18000000.00 18000000.00 0.0010 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.65% 7LTWFZYICNSX8D621K86 FDI292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2039-11-15 2039-11-15 4.375 - 4.375 94199100.00 129557833.59 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 127000000.00 127000000.00 0.0068 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.65% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-13 2028-02-15 0 - 2.75 4867200.00 5100776.25 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 5000000.00 5000000.00 0.0003 N Y Y N DNB Bank ASA DNB Bank ASA, 1.64% 549300GKFG0RYRRQ1414 FDI302000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2025-08-15 2 - 2.125 180781000.00 184645316.59 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 181000000.00 181000000.00 0.0097 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.65% 549300H47WTHXPU08X20 FDI252000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2048-08-15 1.625 - 3 634823200.00 658920001.59 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 646000000.00 646000000.00 0.0345 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.58% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-24 2046-11-15 0 - 2.875 67960900.00 75040983.44 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0157 73000000.00 73000000.00 0.0039 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.63% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2029-08-15 0 - 2.625 40371300.00 41825680.83 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0162 41000000.00 41000000.00 0.0022 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.64% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2020-05-15 3.5 - 3.5 20228000.00 20425903.75 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 20000000.00 20000000.00 0.0011 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.61% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2049-08-15 1.25 - 2.375 8879600.00 9181321.52 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0160 9000000.00 9000000.00 0.0005 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.63% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-28 2023-02-28 2.625 - 2.625 72790000.00 75559869.47 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 74000000.00 74000000.00 0.0040 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.63%, dated 11/29/2019 due 12/02/2019 ZBUT11V806EZRVTWT807 FDI472000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2024-03-31 2.125 - 2.5 104996306.31 107834826.45 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 105706000.00 105706000.00 0.0056 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.63%, dated 11/29/2019 due 12/02/2019 ZBUT11V806EZRVTWT807 FDI529000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2024-03-31 2.125 - 2.5 4708176.38 4835459.46 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 4740000.00 4740000.00 0.0003 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.65% 213800MBWEIJDM5CU638 FCJ052000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2047-11-15 2.5 - 2.75 16691100.00 18536398.92 U.S. Treasuries (including strips) Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0164 18000000.00 18000000.00 0.0010 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.67% 213800MBWEIJDM5CU638 FDE634000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-15 2024-05-15 2.25 - 2.875 87390500.00 91801567.74 U.S. Treasuries (including strips) Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0166 90000000.00 90000000.00 0.0048 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.70% 213800MBWEIJDM5CU638 FCF493000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-15 2024-05-15 2 - 2.5 15050700.00 15316313.99 U.S. Treasuries (including strips) 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 Lloyds Bank PLC Lloyds Bank PLC, 1.65% H7FNTJ4851HG0EXQ1Z70 FCJ060000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2026-09-30 1.625 - 1.625 45048200.00 44900731.77 U.S. Treasuries (including strips) Y N/A N/A 2020-01-28 2020-01-28 2020-01-28 N N N 0.0164 44000000.00 44000000.00 0.0023 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FCG455000 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 7238900.00 9192960.05 U.S. Treasuries (including strips) Y N/A N/A 2019-12-05 2019-12-05 2019-12-05 N N N 0.0166 9000000.00 9000000.00 0.0005 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDB430000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2026-09-30 1.625 - 1.625 18426900.00 18366578.34 U.S. Treasuries (including strips) Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0166 18000000.00 18000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDC013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-08-31 1.375 - 2.625 18105100.00 18363641.92 U.S. Treasuries (including strips) Y N/A N/A 2020-01-21 2020-01-21 2020-01-21 N N N 0.0166 18000000.00 18000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDE171000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-09-30 2025-09-30 3 - 3 12313800.00 13269033.59 U.S. Treasuries (including strips) Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0166 13000000.00 13000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDE167000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-09-30 2025-09-30 3 - 3 12313800.00 13269033.59 U.S. Treasuries (including strips) Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0166 13000000.00 13000000.00 0.0007 N N N Y 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 2026-09-30 1.375 - 6 18365100.00 18383654.31 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 2026-09-30 1.375 - 6.75 13751400.00 18386157.54 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 FBH601000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-09-30 2026-08-31 1.375 - 6 18014600.00 19416409.88 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, 1.86% 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 2026-09-30 1.625 - 6 7250500.00 9206871.69 U.S. Treasuries (including strips) Y N/A N/A 2019-12-11 2019-12-11 2019-12-11 N N N 0.0184 9000000.00 9000000.00 0.0005 N N N Y Mizuho Bank Ltd. Mizuho Bank Ltd., 1.64% RB0PEZSDGCO3JS6CEU02 FDI314000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2024-08-31 1.25 - 1.25 42500000.00 41894241.52 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 41000000.00 41000000.00 0.0022 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.63% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-15 2022-06-15 1.75 - 1.75 238950000.00 241716747.72 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 237000000.00 237000000.00 0.0127 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.63% 549300Y1PMK3RWXMWR72 FDF999000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2045-11-15 1.125 - 3 28707200.00 29593415.06 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y MUFG SEC CDA LTD (GOV RP) 1.0000 3 N N/A N/A N N 0.0162 29000000.00 29000000.00 0.0015 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.64% 549300Y1PMK3RWXMWR72 FDI322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2045-11-15 0 - 3.125 225340600.00 233611988.22 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 229000000.00 229000000.00 0.0122 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.64% 549300Y1PMK3RWXMWR72 FDI344000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2027-08-15 0 - 2.625 24541200.00 25503509.70 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 25000000.00 25000000.00 0.0013 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.57% U7M81AY481YLIOR75625 FDH357000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2026-08-31 1.375 - 2.625 21549300.00 21419034.23 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 21000000.00 21000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.57% U7M81AY481YLIOR75625 FDH755000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2028-02-15 1.875 - 2.75 11097900.00 11218754.61 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 11000000.00 11000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FDH356000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2025-06-30 1.875 - 2.75 10043300.00 10200241.77 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 10000000.00 10000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FDH354000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-04-30 1.625 - 2 22407400.00 22436833.09 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0158 22000000.00 22000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FCG424000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2025-08-15 2 - 2 24952600.00 25524307.48 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0158 25000000.00 25000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FCI525000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2026-09-30 1.625 - 2.5 69809900.00 72471793.90 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 71000000.00 71000000.00 0.0038 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FCJ690000 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 33825300.00 34700795.35 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 34000000.00 34000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FCJ132000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2026-09-30 1.625 - 2.125 26625900.00 26540127.65 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 26000000.00 26000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.60% U7M81AY481YLIOR75625 FDG846000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-07-31 2 - 2.75 33066500.00 34676364.02 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 34000000.00 34000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.60% U7M81AY481YLIOR75625 FCI527000 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 13377000.00 14293942.45 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 14000000.00 14000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.61% U7M81AY481YLIOR75625 FDB470000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2028-02-15 2.125 - 2.875 15097000.00 16341308.76 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0160 16000000.00 16000000.00 0.0009 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.61% U7M81AY481YLIOR75625 FDH761000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-15 2024-08-31 1.25 - 2.375 32539200.00 32633941.39 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0160 32000000.00 32000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.61% U7M81AY481YLIOR75625 FDC798000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2024-07-31 1.25 - 2 49960900.00 49896148.92 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 48900000.00 48900000.00 0.0026 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.61% U7M81AY481YLIOR75625 FDC009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2024-07-31 1.75 - 2 13124100.00 13265350.88 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 13000000.00 13000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.62% U7M81AY481YLIOR75625 FCF545000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2024-04-30 2 - 2 37151600.00 37779638.71 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0161 37000000.00 37000000.00 0.0020 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.63% U7M81AY481YLIOR75625 FDG876000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-09-30 2023-10-31 2.875 - 2.875 39801900.00 41824110.31 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 41000000.00 41000000.00 0.0022 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.63% U7M81AY481YLIOR75625 FDG875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2026-09-30 1.5 - 2 66327100.00 66294242.90 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0162 65000000.00 65000000.00 0.0035 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.65% U7M81AY481YLIOR75625 FDI294000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2027-05-15 2.375 - 2.375 88303100.00 91790825.26 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 90000000.00 90000000.00 0.0048 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 2028-02-15 1.875 - 2.75 285261600.00 288980612.10 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0166 283000000.00 283000000.00 0.0151 N Y Y N Natixis SA Natixis SA, 1.58% KX1WK48MPD4Y2NCUIZ63 FCG388000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-08 2048-08-15 0 - 6.875 92116200.00 95050201.07 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y NATIXIS SA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0157 93000000.00 93000000.00 0.0050 N Y Y N Natixis SA Natixis SA, 1.58% KX1WK48MPD4Y2NCUIZ63 FCH298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-12 2044-08-15 0 - 6.625 37509800.00 37786386.26 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 Y NATIXIS SA (GOV REPO) 1.0000 5 N N/A N/A N N 0.0157 37000000.00 37000000.00 0.0020 N N Y N Natixis SA Natixis SA, 1.60% KX1WK48MPD4Y2NCUIZ63 FCI021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2049-05-15 0 - 6.625 92275800.00 93952712.63 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-05 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 92000000.00 92000000.00 0.0049 N N Y N Natixis SA Natixis SA, 1.61% KX1WK48MPD4Y2NCUIZ63 FCJ729000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-08 2028-08-15 0 - 6.625 35756400.00 37780588.11 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-06 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 37000000.00 37000000.00 0.0020 N N Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.63%, dated 11/29/2019 due 12/02/2019 OXTKY6Q8X53C9ILVV871 FDI472000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2027-05-15 1.625 - 2.5 17274715.04 17674924.69 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 17326000.00 17326000.00 0.0009 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.63%, dated 11/29/2019 due 12/02/2019 OXTKY6Q8X53C9ILVV871 FDI529000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2027-05-15 1.625 - 2.5 819566.88 838554.09 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 822000.00 822000.00 0.0000 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.57% OXTKY6Q8X53C9ILVV871 FDH684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-19 2049-02-15 0 - 8 1894396000.00 2048111714.23 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0156 2000000000.00 2000000000.00 0.1068 N N Y N Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDE647000 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 6068900.00 6182691.87 U.S. Treasuries (including strips) Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0167 6000000.00 6000000.00 0.0003 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDE124000 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 9246600.00 9162441.42 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 21100.00 21920.09 U.S. Treasuries (including strips) Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0167 9000000.00 9000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDF989000 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 18178300.00 18358662.72 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 7100.00 7375.95 U.S. Treasuries (including strips) Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0167 18000000.00 18000000.00 0.0010 N N N Y 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 9115600.00 9286517.50 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 2026-08-15 2026-08-15 1.5 - 1.5 8205500.00 8130817.06 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 45000.00 46749.02 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 19486800.00 19309439.52 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 107100.00 111262.67 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 2026-08-15 1.5 - 1.5 19382900.00 19206485.17 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 243500.00 248065.62 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 2020-02-15 8.5 - 8.5 27625900.00 28699640.82 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 Y N 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 2026-08-15 1.5 - 1.5 19400100.00 19223528.63 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 244600.00 249186.25 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 N 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 2026-08-15 2026-08-15 1.5 - 1.5 19390100.00 19213619.64 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 244500.00 249084.37 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 RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FCI610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2048-02-15 0 - 3.375 34769700.00 38003482.29 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 37000000.00 37000000.00 0.0020 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FCI907000 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 - 3.375 33587400.00 37071344.34 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 36000000.00 36000000.00 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDA722000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 6 70165400.00 74527712.66 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 73000000.00 73000000.00 0.0039 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDB913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2047-02-15 0 - 3.75 54931000.00 56243613.42 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 55000000.00 55000000.00 0.0029 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDB335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 8.75 17645900.00 18469184.63 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 18000000.00 18000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FCG479000 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 - 4.75 18756200.00 19407231.40 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 19000000.00 19000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FDD413000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2047-02-15 0 - 3.375 31839800.00 38098335.18 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 37000000.00 37000000.00 0.0020 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FDC065000 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 45998300.00 46958915.44 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 46000000.00 46000000.00 0.0025 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FCG478000 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 - 4.25 16408900.00 19431925.81 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 19000000.00 19000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FDC942000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2047-02-15 0 - 4.25 16264200.00 18550996.34 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 18000000.00 18000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.64% 549300QJJX6CVVUXLE15 FDE668000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2047-02-15 0 - 4.25 55955700.00 59308574.07 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 58000000.00 58000000.00 0.0031 N N Y N 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 2019-12-05 2047-11-15 0 - 4.75 58267700.00 61398864.21 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 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 0.0032 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.65% 549300QJJX6CVVUXLE15 FDG018000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2029-05-15 0 - 2.875 42071400.00 42859684.69 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 42000000.00 42000000.00 0.0022 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 2019-12-19 2048-02-15 0 - 4.25 17503000.00 18423305.38 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 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, 1.68% 549300QJJX6CVVUXLE15 FCB184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 4.25 52733100.00 56316895.84 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 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 0.0029 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 2019-12-19 2047-02-15 0 - 4.25 17372200.00 19544657.24 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0178 19000000.00 19000000.00 0.0010 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.63%, dated 11/29/2019 due 12/02/2019 549300QJJX6CVVUXLE15 FDI472000_07749 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-08-15 0 - 8.75 77564857.36 88934127.14 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 86628000.00 86628000.00 0.0046 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.63%, dated 11/29/2019 due 12/02/2019 549300QJJX6CVVUXLE15 FDI529000_07749 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-08-15 0 - 8.75 3678215.29 4217359.22 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 4108000.00 4108000.00 0.0002 N Y Y N RBC Financial Group RBC Financial Group, 1.61% ES7IP3U3RHIGC71XBU11 FDD678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2043-11-15 1.125 - 3.75 49938100.00 55278386.35 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0160 54000000.00 54000000.00 0.0029 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.61% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2021-05-15 3.125 - 3.125 38937100.00 39785380.67 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0160 39000000.00 39000000.00 0.0021 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 1.64% 6PJDTY319315T5LR2241 FDI262000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2026-02-15 1.125 - 2.875 474247000.00 484455834.28 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 475000000.00 475000000.00 0.0254 N Y Y N Societe Generale Societe Generale, 1.57% O2RNE8IBXP4R0TD8PU41 FDH299000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-05-15 0 - 8.75 285101800.00 333099905.49 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0156 324000000.00 324000000.00 0.0173 N N Y N Societe Generale Societe Generale, 1.57% O2RNE8IBXP4R0TD8PU41 FDH298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-15 2048-11-15 1.125 - 6.75 178810800.00 189924150.77 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0156 186000000.00 186000000.00 0.0099 N N Y N Societe Generale Societe Generale, 1.60% O2RNE8IBXP4R0TD8PU41 FDI325000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-15 2048-11-15 1.125 - 8.75 25012200.00 28668130.43 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0159 28000000.00 28000000.00 0.0015 N N Y N Societe Generale Societe Generale, 1.63% O2RNE8IBXP4R0TD8PU41 FCI040000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-05-15 0 - 8.75 34587000.00 36931588.75 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0162 36000000.00 36000000.00 0.0019 N N N Y 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 2020-01-30 2048-11-15 0 - 8.75 34353600.00 36892491.16 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 0.0019 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 2019-12-05 2045-02-15 0 - 8.75 22096300.00 22483234.05 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 2049-02-15 0 - 8.75 35606900.00 36824506.56 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 0.0019 N N N Y Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 1.63%, dated 11/29/2019 due 12/02/2019 O2RNE8IBXP4R0TD8PU41 FDI529000_14519 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2048-11-15 1.125 - 6.75 16370486.53 17434405.10 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 17085000.00 17085000.00 0.0009 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 1.63%, dated 11/29/2019 due 12/02/2019 O2RNE8IBXP4R0TD8PU41 FDI472000_14519 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2048-11-15 1.125 - 6.75 331082430.37 352599490.55 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 345533000.00 345533000.00 0.0184 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.63%, dated 11/29/2019 due 12/02/2019 5U0XI89JRFVHWIBS4F54 FDI472000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2044-08-15 1.5 - 3.75 552321889.47 578832180.17 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 566674000.00 566674000.00 0.0303 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.63%, dated 11/29/2019 due 12/02/2019 5U0XI89JRFVHWIBS4F54 FDI529000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2044-08-15 1.5 - 3.75 19841419.77 20793766.24 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 20357000.00 20357000.00 0.0011 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.58% SUVUFHICNZMP2WKHG940 FDH660000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2026-01-31 2.625 - 2.75 54595100.00 56112319.64 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0157 55000000.00 55000000.00 0.0029 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796TV1 US912796TV14 U.S. Treasury Debt Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0157 24821479.25 24821479.25 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% to 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 0.0153 406717631.52 406717631.52 0.0217 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.59% 912796TW9 US912796TW96 U.S. Treasury Debt Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0158 53578585.08 53578585.08 0.0029 N Y 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 0.0151 107756250.48 107756250.48 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 0.0142 418594324.20 418594324.20 0.0223 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 0.0156 154130078.00 154130078.00 0.0082 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 0.0159 86039060.64 86039060.64 0.0046 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 0.0154 89688500.10 89688500.10 0.0048 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 0.0154 173238459.42 173238459.42 0.0092 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 0.0154 176334848.16 176334848.16 0.0094 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 0.0154 10955121.54 10955121.54 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 0.0155 92510703.75 92510703.75 0.0049 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 0.0153 179165430.00 179165430.00 0.0096 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 0.0154 183083067.28 183083067.28 0.0098 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 0.0140 322667794.50 322667794.50 0.0172 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 0.0153 64814100.00 64814100.00 0.0035 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 0.0150 48904297.12 48904297.12 0.0026 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 0.0146 219501740.10 219501740.10 0.0117 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 83782578.60 83782578.60 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 0.0149 145758559.80 145758559.80 0.0078 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 0.0123 79964939.20 79964939.20 0.0043 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.55% to 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 0.0174 292365000.00 292365000.00 0.0156 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-12-02 2020-01-31 2020-01-31 N N N 0.0159 234987392.25 234987392.25 0.0125 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% to 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 0.0187 259951016.92 259951016.92 0.0139 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% 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 0.0171 164294688.32 164294688.32 0.0088 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% 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 0.0169 167671914.48 167671914.48 0.0090 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% to 1.58% 912828XY1 254900HROIFWPRGM1V77 US912828XY17 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0167 75360351.75 75360351.75 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 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 0.0165 127980000.00 127980000.00 0.0068 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828VJ6 254900HROIFWPRGM1V77 US912828VJ67 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0166 13016250.00 13016250.00 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 9128282J8 254900HROIFWPRGM1V77 US9128282J89 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0166 36962422.06 36962422.06 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 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 0.0168 116725000.00 116725000.00 0.0062 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0166 37991093.56 37991093.56 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.61% 912828VP2 254900HROIFWPRGM1V77 US912828VP28 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0167 74161875.00 74161875.00 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828NT3 254900HROIFWPRGM1V77 US912828NT32 U.S. Treasury Debt Y N/A N/A 2020-08-15 2020-08-15 2020-08-15 N N N 0.0170 40260937.60 40260937.60 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 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 0.0170 161452812.50 161452812.50 0.0086 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 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 0.0167 86925233.94 86925233.94 0.0046 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 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 0.0167 104844140.10 104844140.10 0.0056 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828H52 254900HROIFWPRGM1V77 US912828H524 U.S. Treasury Debt Y N/A N/A 2020-01-31 2020-01-31 2020-01-31 N N N 0.0165 89937507.60 89937507.60 0.0048 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% to 1.62% 9128284Y3 254900HROIFWPRGM1V77 US9128284Y39 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0168 120843750.00 120843750.00 0.0065 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828L32 254900HROIFWPRGM1V77 US912828L328 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0168 3990937.52 3990937.52 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% to 1.62% 912828VV9 254900HROIFWPRGM1V77 US912828VV95 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0167 110373828.40 110373828.40 0.0059 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.61% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y N/A N/A 2019-12-02 2020-07-31 2020-07-31 N N N 0.0165 72977826.98 72977826.98 0.0039 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.63% 912828L65 254900HROIFWPRGM1V77 US912828L658 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0167 3990156.24 3990156.24 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.67% to 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 0.0173 89991011.70 89991011.70 0.0048 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 0.0164 67853906.08 67853906.08 0.0036 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.68% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y N/A N/A 2019-12-02 2021-01-31 2021-01-31 N N N 0.0172 208913804.22 208913804.22 0.0112 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 0.0175 70006680.10 70006680.10 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.71% 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y N/A N/A 2019-12-02 2021-04-30 2021-04-30 N N N 0.0176 354738631.25 354738631.25 0.0189 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.79% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2019-12-02 2021-07-31 2021-07-31 N N N 0.0177 294591830.99 294591830.99 0.0157 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 0.0164 135346504.25 135346504.25 0.0072 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.85% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2019-12-02 2021-10-31 2021-10-31 N N N 0.0179 371368896.43 371368896.43 0.0198 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 0.0169 10997851.59 10997851.59 0.0006 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 0.0171 141833593.04 141833593.04 0.0076 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 0.0173 146867929.32 146867929.32 0.0078 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 0.0166 4996289.05 4996289.05 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 0.0169 85044053.80 85044053.80 0.0045 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 0.0168 145928391.38 145928391.38 0.0078 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FDI432000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-06 2019-12-06 2019-12-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 32000000.00 32000000.00 0.0017 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 securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.57% U7M81AY481YLIOR75625 FDI428000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0156 16000000.00 16000000.00 0.0009 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 securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.57% U7M81AY481YLIOR75625 FDI435000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-06 2019-12-06 2019-12-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 39000000.00 39000000.00 0.0021 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 securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FDI430000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-05 2019-12-05 2019-12-05 N N N 0.0157 6000000.00 6000000.00 0.0003 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 securities as collateral on settlement date. RBC Dominion Securities RBC Dominion Securities, 1.63% 549300QJJX6CVVUXLE15 FDI482000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-06 2019-12-06 2020-02-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 29000000.00 29000000.00 0.0015 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 2019-12-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer