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LLC 0000862124 084-01839 N N N Exempt Government N 32 80 15817489973.67 15355293316.24 15080532825.46 12920086136.33 13010758493.42 19289289973.67 19344193316.24 19167032825.46 18825886136.33 18938558493.42 0.7800 0.7600 0.7500 0.6500 0.6500 0.9600 0.9600 0.9600 0.9500 0.9500 48.92 19725577228.94 19721323683.62 29953035.82 399259439.52 19352017328.84 19350693750.94 1.0000 0.0165 1.0002 1.0002 1.0002 1.0003 1.0003 C000020485 1.00 1789902535.31 1789598093.67 1.0003 1.0003 1.0003 1.0004 1.0004 145055287.35 129753788.21 150370995.29 153312464.68 184599071.40 174971661.19 116332399.71 143271163.73 182529771.61 188017987.00 721431983.52 735123832.45 0.0095 Y Fidelity Investments, Reimbursement Fees, -12948.05; C000020483 1.00 68437003.80 68428550.55 1.0003 1.0003 1.0003 1.0003 1.0003 276864.82 1533102.61 672579.17 904852.59 713156.95 1114238.89 658319.44 1067084.33 1479563.09 810962.59 3641996.91 4854790.11 0.0022 N C000020484 1.00 1491279413.64 1490668149.75 1.0006 1.0006 1.0006 1.0006 1.0006 176203813.61 160480752.53 329239310.09 229768308.10 229195879.63 258394221.36 315976701.37 338028939.36 300393816.86 354151835.75 1259411172.44 1251558120.33 0.0070 Y Fidelity Investments, Reimbursement Fees, -7390.68; C000154298 1.00 16002398376.09 16001998956.97 1.0002 1.0002 1.0002 1.0002 1.0002 2331723524.68 1967659317.91 1890545787.67 2145777999.11 1783502905.99 1948534060.74 1437833659.30 1408547574.53 1956123512.08 2101120327.87 8479680121.10 8694677529.41 0.0123 N Barclays Bank PLC Barclays Bank PLC, 1.56% G5GSEF7VJP5I7OUK5573 FFB068000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2029-02-15 2029-02-15 2.625 - 2.625 35103500.00 38803690.68 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-10 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 38000000.00 38000000.00 0.0020 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.58% G5GSEF7VJP5I7OUK5573 FGA766000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2029-02-15 2029-02-15 2.625 - 2.625 41528600.00 45906047.80 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 45000000.00 45000000.00 0.0023 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 1.55% 3Y4U8VZURTYWI1W2K376 FFA584000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2049-05-15 2049-05-15 2.875 - 2.875 16650000.00 19865330.29 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0154 19000000.00 19000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.55% 3Y4U8VZURTYWI1W2K376 FFC527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-09-30 2044-05-15 1.5 - 3.375 242828000.00 256980013.10 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0154 250000000.00 250000000.00 0.0129 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.55% 3Y4U8VZURTYWI1W2K376 FFB447000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-05-15 2045-05-15 3 - 3 25375000.00 30353320.08 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0154 29000000.00 29000000.00 0.0015 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.56% 3Y4U8VZURTYWI1W2K376 FFE365000 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 199150000.00 201308998.65 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 197000000.00 197000000.00 0.0102 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.58% 3Y4U8VZURTYWI1W2K376 FGA473000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-15 2026-06-30 1.875 - 2.625 189650000.00 194694744.76 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 190000000.00 190000000.00 0.0098 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.58% 3Y4U8VZURTYWI1W2K376 FGA363000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2022-12-31 2.125 - 2.125 95120000.00 97343168.68 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 95000000.00 95000000.00 0.0049 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 2022-06-15 2022-06-15 1.75 - 1.75 26355000.00 26640716.34 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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 0.0013 N N Y N 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 2023-05-31 2047-08-15 2.5 - 3.625 18735000.00 19668233.35 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 Y N BNP Paribas, SA BNP Paribas, SA, 1.56% R0MUWSFPU8MPRO8K5P83 FFB217000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2048-11-15 1.756 - 4.5 12216100.00 15317318.63 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 15000000.00 15000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFD428000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2047-08-15 0 - 6 15961200.00 17387663.65 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 17000000.00 17000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFA227000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2048-11-15 0 - 5.25 11590100.00 12255044.57 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 12000000.00 12000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFA131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2046-08-15 1.5 - 7.625 30894600.00 37856653.74 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 37000000.00 37000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFC996000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2048-08-15 0 - 7.5 28436700.00 32670009.96 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 32000000.00 32000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.58% R0MUWSFPU8MPRO8K5P83 FFB929000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2047-02-15 1.125 - 6.125 13029800.00 19400481.80 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 19000000.00 19000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.58% R0MUWSFPU8MPRO8K5P83 FFI676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2047-02-15 1.375 - 8 36426400.00 39807682.81 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 39000000.00 39000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FFJ820000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-05-15 2043-05-15 2.375 - 5 21271000.00 30605567.12 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 30000000.00 30000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGA464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2047-11-15 0 - 7.5 54789500.00 56107637.17 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 55000000.00 55000000.00 0.0028 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEF606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2046-08-15 0 - 6.375 83706100.00 87905655.46 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 86000000.00 86000000.00 0.0044 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEG013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2047-02-15 0 - 4.625 14407300.00 18552459.00 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 18000000.00 18000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH235000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-31 2047-08-15 1.375 - 5.25 16163200.00 21460548.30 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 21000000.00 21000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEE302000 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 1.375 - 6.875 34648700.00 37944862.01 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 37000000.00 37000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2047-08-15 1.25 - 7.5 65808300.00 68460298.60 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 67000000.00 67000000.00 0.0035 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FED009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2049-08-15 0 - 5 24567200.00 27778661.38 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 27000000.00 27000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH380000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2039-11-15 1.756 - 4.375 20753600.00 29634711.29 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 29000000.00 29000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEE298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2041-11-15 1.675 - 5 34906400.00 37998527.91 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 37000000.00 37000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEB520000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-06-30 2043-11-15 2.75 - 4.5 6584900.00 7168119.21 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 7000000.00 7000000.00 0.0004 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.56% 549300HN4UKV1E2R3U73 FFB482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-16 2020-04-16 N/A 19462500.00 19401893.78 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 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 0.0155 19000000.00 19000000.00 0.0010 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.58% 2IGI19DL77OX0HC3ZE78 FGA229000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2046-11-15 1.375 - 2.875 93781100.00 96986424.45 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 95000000.00 95000000.00 0.0049 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 2021-05-15 2046-11-15 1.375 - 3.125 112005300.00 116693720.33 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 3 N N/A N/A N N 0.0159 114000000.00 114000000.00 0.0059 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FGA402000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-09-30 2024-07-31 1.75 - 2.875 47932800.00 51006800.07 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 50000000.00 50000000.00 0.0026 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FGA231000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-08-15 2045-08-15 2.875 - 2.875 25260900.00 29875337.02 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 29000000.00 29000000.00 0.0015 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.58% 549300IMBXQ8SGH3HJ31 FFJ036000 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 1.5 - 2.5 77673200.00 80601299.96 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0157 79000000.00 79000000.00 0.0041 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.59% 549300IMBXQ8SGH3HJ31 FFJ609000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2024-07-31 1.5 - 1.75 20057100.00 20404524.45 U.S. Treasuries (including strips) Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0158 20000000.00 20000000.00 0.0010 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.60% 549300IMBXQ8SGH3HJ31 FGA786000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2025-05-15 1.5 - 2.25 194787100.00 197906479.76 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 194000000.00 194000000.00 0.0100 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.60% 549300IMBXQ8SGH3HJ31 FGA255000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-15 2025-06-30 1.5 - 2.75 27178600.00 28565090.57 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0159 28000000.00 28000000.00 0.0014 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.62% 549300IMBXQ8SGH3HJ31 FGA793000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2022-09-15 1.125 - 3.125 79877500.00 80590963.05 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0161 79000000.00 79000000.00 0.0041 N N Y N Credit AG Credit AG, 1.58% 1VUV7VQFKUOQSJ21A208 FGA805000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-07-31 2025-07-31 2.875 - 2.875 367048400.00 395812147.87 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0157 388000000.00 388000000.00 0.0200 N N Y N Credit AG Credit AG, 1.67% 1VUV7VQFKUOQSJ21A208 FDJ177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2025-05-31 2.875 - 2.875 17025800.00 18413712.89 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0166 18000000.00 18000000.00 0.0009 N N N Y 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 2022-12-15 2022-12-15 1.625 - 1.625 55759100.00 56327773.04 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 0.0028 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.59% 1VUV7VQFKUOQSJ21A208 FGA783000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2024-03-31 2.125 - 2.125 78578000.00 81524135.31 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 80000000.00 80000000.00 0.0041 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.59%, dated 1/31/2020 due 02/03/2020 1VUV7VQFKUOQSJ21A208 FGB133000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-30 2045-08-15 0 - 4.25 47001865.63 49151696.55 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 48121000.00 48121000.00 0.0025 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.6%, dated 1/31/2020 due 02/03/2020 1VUV7VQFKUOQSJ21A208 FGB029000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-30 2045-08-15 0 - 4.25 41358242.69 43249938.43 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 42343000.00 42343000.00 0.0022 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.59% 7LTWFZYICNSX8D621K86 FGA798000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-08-15 2025-08-15 2 - 2 149860800.00 156080739.93 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 153000000.00 153000000.00 0.0079 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.59% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-11-15 2027-11-15 2.25 - 2.25 3843200.00 4080566.08 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 4000000.00 4000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 1.58% 549300GKFG0RYRRQ1414 FGA791000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-30 2025-05-15 2 - 2.125 239672100.00 244832911.36 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 240000000.00 240000000.00 0.0124 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.59% 549300H47WTHXPU08X20 FGA775000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-15 2022-06-15 1.75 - 1.75 650770000.00 657900010.37 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 645000000.00 645000000.00 0.0333 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 1.59% 549300H47WTHXPU08X20 FGA684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 2.625 - 2.625 933995000.00 974427890.52 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 956000000.00 956000000.00 0.0494 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.54% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2029-02-15 0 - 7.5 350403100.00 376476670.16 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0153 369000000.00 369000000.00 0.0191 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.58% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2021-04-30 0 - 0 19388000.00 19391367.70 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 19000000.00 19000000.00 0.0010 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.58% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2024-02-15 2.75 - 2.75 72728000.00 77578344.94 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 75000000.00 75000000.00 0.0039 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.58% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2049-08-15 0 - 4.375 73756200.00 79629278.69 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0157 78000000.00 78000000.00 0.0040 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.59% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-11-15 2028-11-15 3.125 - 3.125 79000000.00 89853950.38 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 88000000.00 88000000.00 0.0045 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.6%, dated 1/31/2020 due 02/03/2020 ZBUT11V806EZRVTWT807 FGB029000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-15 2039-08-15 1.75 - 4.5 7522866.49 8168634.77 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 8007000.00 8007000.00 0.0004 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.63% 213800MBWEIJDM5CU638 FFB091000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-15 2023-02-15 2 - 2 14953500.00 15375895.74 U.S. Treasuries (including strips) Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0162 15000000.00 15000000.00 0.0008 N N N Y 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 2047-11-15 2047-11-15 2.75 - 2.75 16080100.00 18610783.06 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 0.0009 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 2022-05-15 2024-10-31 1.75 - 2.25 90610600.00 92146724.31 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 0.0047 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.61% H7FNTJ4851HG0EXQ1Z70 FFF556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2021-05-15 2.625 - 2.625 19033800.00 19416076.45 U.S. Treasuries (including strips) Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0160 19000000.00 19000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.61% H7FNTJ4851HG0EXQ1Z70 FFE331000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-31 2026-09-30 1.375 - 1.625 29436600.00 29702486.93 U.S. Treasuries (including strips) Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0160 29000000.00 29000000.00 0.0015 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.61% H7FNTJ4851HG0EXQ1Z70 FFH823000 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 30854800.00 39871863.77 U.S. Treasuries (including strips) Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0160 39000000.00 39000000.00 0.0020 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.64% H7FNTJ4851HG0EXQ1Z70 FFD100000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-11-15 2.75 - 2.75 18370800.00 19413431.22 U.S. Treasuries (including strips) Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0163 19000000.00 19000000.00 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 12189800.00 13358352.85 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 12168800.00 13335339.72 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, 1.68% H7FNTJ4851HG0EXQ1Z70 FEC038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2026-09-30 1.375 - 6 35811700.00 38918838.09 U.S. Treasuries (including strips) Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0167 38000000.00 38000000.00 0.0020 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.68% H7FNTJ4851HG0EXQ1Z70 FEC036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2022-03-15 2.375 - 2.375 18888700.00 19448355.57 U.S. Treasuries (including strips) Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0167 19000000.00 19000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FDJ747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-31 2026-08-31 1.375 - 1.375 11310100.00 11317149.96 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0170 11000000.00 11000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FED569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2021-11-30 1.75 - 1.75 19308200.00 19480081.22 U.S. Treasuries (including strips) Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0170 19000000.00 19000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FEE234000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-15 2021-04-15 2.375 - 2.375 19127600.00 19461893.00 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0170 19000000.00 19000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FEG316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 1.5 - 1.5 26416200.00 26668336.99 U.S. Treasuries (including strips) Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0170 26000000.00 26000000.00 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.72% H7FNTJ4851HG0EXQ1Z70 FEE923000 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 17764100.00 19467022.89 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0171 19000000.00 19000000.00 0.0010 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 1.59% RB0PEZSDGCO3JS6CEU02 FGA682000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-09-30 2024-09-30 1.5 - 1.5 69700000.00 70432531.92 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 69000000.00 69000000.00 0.0036 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 1.59% RB0PEZSDGCO3JS6CEU02 FGA895000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-01-31 2027-01-31 1.5 - 1.5 25500000.00 25547812.50 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 25000000.00 25000000.00 0.0013 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.59% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-07-31 2023-07-31 1.25 - 1.25 231350000.00 230482437.50 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 226000000.00 226000000.00 0.0117 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.55% 549300Y1PMK3RWXMWR72 FFJ088000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2041-02-15 1.25 - 4.75 373298600.00 389740734.30 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0154 382000000.00 382000000.00 0.0197 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.55% U7M81AY481YLIOR75625 FFB557000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2028-02-15 1.5 - 2.875 220145900.00 227610588.54 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0154 223000000.00 223000000.00 0.0115 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.55% U7M81AY481YLIOR75625 FFA635000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2021-08-31 1.5 - 1.5 21298400.00 21445996.74 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0154 21000000.00 21000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFC556000 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 21849700.00 22497280.93 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0155 22000000.00 22000000.00 0.0011 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFD840000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2026-02-28 2.25 - 2.5 151673400.00 162622521.79 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0155 159000000.00 159000000.00 0.0082 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFJ138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2023-08-31 2.75 - 2.75 77098500.00 81688009.18 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0155 80000000.00 80000000.00 0.0041 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFB117000 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 13296800.00 13293945.45 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0155 13000000.00 13000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFC011000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2028-02-15 1.75 - 2.75 45073900.00 47028923.80 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0155 46000000.00 46000000.00 0.0024 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFB119000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-08-15 2028-08-15 2.875 - 2.875 17348500.00 19456070.83 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 19000000.00 19000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FGA390000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2029-05-15 2.25 - 2.75 184604100.00 193928242.68 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0157 189900000.00 189900000.00 0.0098 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA790000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2024-08-15 2.375 - 2.375 48156900.00 50781486.17 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 49800000.00 49800000.00 0.0026 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA679000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-29 2024-10-31 2.125 - 2.625 169144600.00 175419561.13 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 172000000.00 172000000.00 0.0089 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA389000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2023-08-31 1.375 - 1.375 26385400.00 26547440.77 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0158 26000000.00 26000000.00 0.0013 N N Y N Natixis SA Natixis SA, 1.55% KX1WK48MPD4Y2NCUIZ63 FFA585000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2047-11-15 1.375 - 4.75 76385400.00 79725266.01 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y NATIXIS SA (GOV REPO) 1.0000 6 N N/A N/A N N 0.0154 78000000.00 78000000.00 0.0040 N N Y N Natixis SA Natixis SA, 1.56% KX1WK48MPD4Y2NCUIZ63 FFC960000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2047-11-15 1.375 - 4.75 38838300.00 39718300.69 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-18 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 38900000.00 38900000.00 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 2021-02-28 2049-05-15 1.125 - 5.375 88529100.00 94395821.85 U.S. Treasuries (including strips) Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 Y NATIXIS SA (GOV REPO) 1.0000 5 N N/A N/A N N 0.0159 92000000.00 92000000.00 0.0048 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.55% OXTKY6Q8X53C9ILVV871 FFJ086000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2024-02-29 2.375 - 2.5 273182000.00 286694143.78 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0154 281000000.00 281000000.00 0.0145 N N Y N Norinchukin Bank Norinchukin Bank, 1.61% 5493007VSMFZCPV1NB83 FFG590000 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 19239600.00 19387883.44 U.S. Treasuries (including strips) Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0160 19000000.00 19000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 1.61% 5493007VSMFZCPV1NB83 FFG184000 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 9113900.00 9184142.65 U.S. Treasuries (including strips) Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0160 9000000.00 9000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 1.61% 5493007VSMFZCPV1NB83 FFH815000 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 10062000.00 10203224.69 U.S. Treasuries (including strips) Y N/A N/A 2020-02-27 2020-02-27 2020-02-27 N N N 0.0160 10000000.00 10000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 1.67% 5493007VSMFZCPV1NB83 FEC028000 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 19279100.00 19427687.87 U.S. Treasuries (including strips) Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0166 19000000.00 19000000.00 0.0010 N N N Y 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 2026-11-15 2026-11-15 2 - 2 5924300.00 6140652.88 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 9140900.00 9211350.74 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 18165100.00 18420055.35 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 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FEA693000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 27627100.00 28636029.81 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0167 28000000.00 28000000.00 0.0014 N N N Y Norinchukin Bank Norinchukin Bank, 1.71% 5493007VSMFZCPV1NB83 FEE910000 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 19273900.00 19422447.80 U.S. Treasuries (including strips) Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0170 19000000.00 19000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 1.71% 5493007VSMFZCPV1NB83 FEF852000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2026-08-15 1.5 - 2.625 19199600.00 19420574.68 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0170 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 2020-08-15 2046-08-15 1.125 - 8.75 33458200.00 38108503.86 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0158 37000000.00 37000000.00 0.0019 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 2020-08-15 2047-02-15 1.125 - 8.75 33592800.00 37033046.11 U.S. Treasuries (including strips) Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 5 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 FDB335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2047-02-15 0 - 8.75 17670700.00 18427545.64 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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 0.0009 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 2022-04-30 2047-02-15 1.375 - 3.375 67606700.00 74827987.70 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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 0.0038 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 2020-04-09 2047-02-15 0 - 6.125 54754400.00 56302823.45 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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 0.0028 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 2020-08-15 2049-02-15 1.25 - 8.75 33373100.00 38040078.62 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.63% 549300QJJX6CVVUXLE15 FDI482000 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 1.125 - 8.75 27972700.00 29672480.85 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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 RBC Dominion Securities RBC Dominion Securities, 1.63% 549300QJJX6CVVUXLE15 FEA844000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2046-08-15 1.125 - 6.125 37505100.00 37840877.38 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 37000000.00 37000000.00 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.64% 549300QJJX6CVVUXLE15 FEB960000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2047-02-15 0 - 6.125 17266900.00 18434508.88 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 18000000.00 18000000.00 0.0009 N N 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 2022-07-31 2046-11-15 1.375 - 3.625 48437500.00 55570928.37 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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 0.0028 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.57% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-02-15 2026-05-15 1.625 - 1.625 56136500.00 57135019.94 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0156 56000000.00 56000000.00 0.0029 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 1.59% 6PJDTY319315T5LR2241 FGA700000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-30 2025-07-31 1.75 - 2.875 755167000.00 785241362.13 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 770000000.00 770000000.00 0.0398 N Y Y N Societe Generale Societe Generale, 1.54% O2RNE8IBXP4R0TD8PU41 FFJ038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-06 2048-11-15 0 - 3.625 164302100.00 168386105.12 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0153 165000000.00 165000000.00 0.0085 N N Y N Societe Generale Societe Generale, 1.58% O2RNE8IBXP4R0TD8PU41 FGA285000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-18 2049-05-15 0 - 6.5 323175900.00 334834711.20 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0157 328000000.00 328000000.00 0.0169 N N Y N Societe Generale Societe Generale, 1.58% O2RNE8IBXP4R0TD8PU41 FFB084000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-19 2048-11-15 0 - 4.5 35317200.00 38895872.02 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0157 38000000.00 38000000.00 0.0020 N N Y N Societe Generale Societe Generale, 1.59% O2RNE8IBXP4R0TD8PU41 FGA807000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-06 2041-05-15 0 - 6.125 23748900.00 29583930.59 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0158 29000000.00 29000000.00 0.0015 N N Y N Societe Generale Societe Generale, 1.60% O2RNE8IBXP4R0TD8PU41 FFH826000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-02-29 2046-08-15 1.5 - 6.125 145542800.00 169146621.18 U.S. Treasuries (including strips) Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0159 165000000.00 165000000.00 0.0085 N N N Y Societe Generale Societe Generale, 1.61% O2RNE8IBXP4R0TD8PU41 FFI632000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-18 2047-02-15 0 - 8.125 36361900.00 38772173.97 U.S. Treasuries (including strips) Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0160 38000000.00 38000000.00 0.0020 N N N Y TD Securities (U.S.A.) TD Securities (U.S.A.), 1.54% SUVUFHICNZMP2WKHG940 FFJ053000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2028-11-15 1.375 - 3.125 475863200.00 504009378.31 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0153 494000000.00 494000000.00 0.0255 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 1.54% to 1.56% 912796WT2 US912796WT21 U.S. Treasury Debt Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0125 372771794.87 372771794.87 0.0193 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.55% 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 0.0144 312405234.27 312405234.27 0.0161 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% to 1.57% 912796WU9 US912796WU93 U.S. Treasury Debt Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0132 451594185.36 451594185.36 0.0233 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% to 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 0.0146 575214862.76 575214862.76 0.0297 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796XD6 US912796XD69 U.S. Treasury Debt Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0147 113726463.84 113726463.84 0.0059 N Y 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 0.0151 24892862.75 24892862.75 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 0.0116 407833307.52 407833307.52 0.0211 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% to 1.58% 912796UA5 US912796UA57 U.S. Treasury Debt Y N/A N/A 2020-06-25 2020-06-25 2020-06-25 N N N 0.0151 200792270.28 200792270.28 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% 912796UB3 US912796UB31 U.S. Treasury Debt Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0149 152046406.08 152046406.08 0.0079 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 0.0150 53738015.76 53738015.76 0.0028 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 0.0150 154563568.05 154563568.05 0.0080 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 0.0154 86302762.86 86302762.86 0.0045 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 0.0128 89937383.40 89937383.40 0.0046 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 0.0144 173718501.06 173718501.06 0.0090 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 0.0134 176826440.88 176826440.88 0.0091 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 0.0141 10985510.69 10985510.69 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 0.0148 92767056.39 92767056.39 0.0048 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 0.0075 64992077.80 64992077.80 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.51% 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 0.0168 435190673.55 435190673.55 0.0225 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.54% 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 0.0159 213961135.46 213961135.46 0.0111 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.55% to 1.61% 912828XY1 254900HROIFWPRGM1V77 US912828XY17 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0162 132474375.00 132474375.00 0.0068 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.56% 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 0.0201 364234601.64 364234601.64 0.0188 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 0.0166 164154737.28 164154737.28 0.0085 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 0.0167 167450116.77 167450116.77 0.0087 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% 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 0.0160 195990233.40 195990233.40 0.0101 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y N/A N/A 2020-02-03 2020-07-31 2020-07-31 N N N 0.0161 72990235.52 72990235.52 0.0038 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 0.0158 128020000.00 128020000.00 0.0066 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 0.0160 13014726.53 13014726.53 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 0.0156 36989882.72 36989882.72 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.62% 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0160 74008672.06 74008672.06 0.0038 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 0.0160 74147422.06 74147422.06 0.0038 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828NT3 254900HROIFWPRGM1V77 US912828NT32 U.S. Treasury Debt Y N/A N/A 2020-08-15 2020-08-15 2020-08-15 N N N 0.0162 106571405.72 106571405.72 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828J84 254900HROIFWPRGM1V77 US912828J843 U.S. Treasury Debt Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0162 29987756.70 29987756.70 0.0015 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 161264139.82 161264139.82 0.0083 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 0.0164 104905663.80 104905663.80 0.0054 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 0.0164 86959218.75 86959218.75 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 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 0.0157 121861797.18 121861797.18 0.0063 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VZ0 254900HROIFWPRGM1V77 US912828VZ00 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0158 42114843.96 42114843.96 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 1.60% 9128285G1 254900HROIFWPRGM1V77 US9128285G14 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0159 32303750.08 32303750.08 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% to 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 0.0163 11995312.56 11995312.56 0.0006 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 0.0161 181537343.75 181537343.75 0.0094 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 0.0161 139809023.09 139809023.09 0.0072 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% to 1.61% 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0158 13099531.25 13099531.25 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828L99 254900HROIFWPRGM1V77 US912828L997 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0156 3994531.24 3994531.24 0.0002 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 0.0157 3994843.76 3994843.76 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.65% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y N/A N/A 2020-02-03 2021-01-31 2021-01-31 N N N 0.0162 354114788.04 354114788.04 0.0183 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.67% 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y N/A N/A 2020-02-03 2021-04-30 2021-04-30 N N N 0.0164 477171524.43 477171524.43 0.0247 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 67912343.92 67912343.92 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.76% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-02-03 2021-07-31 2021-07-31 N N N 0.0165 482252993.78 482252993.78 0.0249 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 0.0165 135404727.24 135404727.24 0.0070 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.84% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-02-03 2021-10-31 2021-10-31 N N N 0.0166 512553726.16 512553726.16 0.0265 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 0.0163 10999811.24 10999811.24 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 0.0158 141961635.86 141961635.86 0.0073 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FGA917000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0157 40000000.00 40000000.00 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 FGA920000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-07 2020-02-07 2020-02-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 78000000.00 78000000.00 0.0040 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, 1.59% U7M81AY481YLIOR75625 FGA927000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-07 2020-02-07 2020-02-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 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, 1.59% U7M81AY481YLIOR75625 FGA930000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-07 2020-02-07 2020-02-18 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 18000000.00 18000000.00 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, 1.59% U7M81AY481YLIOR75625 FGA921000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-07 2020-02-07 2020-02-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 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. Treasury securities as collateral on settlement date. Fidelity Newbury Street Trust: Fidelity Treasury Money Market Fund 2020-02-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer