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299871918.00 299871918.00 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 9127964Q9 US9127964Q95 U.S. Treasury Debt Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0017 29977798.20 29977798.20 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.29% 9127962U2 US9127962U26 U.S. Treasury Debt Y N/A N/A 2020-06-09 2020-06-09 2020-06-09 N N N 0.0008 499988055.00 499988055.00 0.0168 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.39% 912796TZ2 US912796TZ28 U.S. Treasury Debt Y N/A N/A 2020-06-11 2020-06-11 2020-06-11 N N N 0.0010 159994555.20 159994555.20 0.0054 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 0.0011 201983502.66 201983502.66 0.0068 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y N/A N/A 2020-06-01 2020-07-31 2020-07-31 N N N 0.0014 73004006.24 73004006.24 0.0025 N Y Y N 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588660376.92 588660376.92 0.0198 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828PC8 254900HROIFWPRGM1V77 US912828PC88 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0024 16176249.92 16176249.92 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.35% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-06-01 2021-07-31 2021-07-31 N N N 0.0017 944300229.63 944300229.63 0.0318 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% to 0.42% 9128285S5 254900HROIFWPRGM1V77 US9128285S51 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0022 9120585.96 9120585.96 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828M98 254900HROIFWPRGM1V77 US912828M987 U.S. Treasury Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0022 4028437.52 4028437.52 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828A42 254900HROIFWPRGM1V77 US912828A420 U.S. Treasury Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0023 4035781.24 4035781.24 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828N48 254900HROIFWPRGM1V77 US912828N480 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0021 8072500.00 8072500.00 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828PX2 254900HROIFWPRGM1V77 US912828PX26 U.S. Treasury Debt Y N/A N/A 2021-02-15 2021-02-15 2021-02-15 N N N 0.0023 1024179.69 1024179.69 0.0000 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 9128283X6 254900HROIFWPRGM1V77 US9128283X64 U.S. Treasury Debt Y N/A N/A 2021-02-15 2021-02-15 2021-02-15 N N N 0.0021 4058125.00 4058125.00 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-06-01 2021-10-31 2021-10-31 N N N 0.0020 512675666.09 512675666.09 0.0172 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 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 0.0026 36396562.32 36396562.32 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 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 0.0028 19158828.22 19158828.22 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% 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 0.0019 77190898.40 77190898.40 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% 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 0.0024 197812932.32 197812932.32 0.0067 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 0.0033 132251199.96 132251199.96 0.0044 N Y Y N U.S. Treasury Notes U.S. 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106544559.10 106544559.10 0.0036 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 0.0017 122375340.32 122375340.32 0.0041 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 0.0025 42249375.00 42249375.00 0.0014 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 0.0021 139857017.01 139857017.01 0.0047 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 0.0019 181892326.38 181892326.38 0.0061 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 0.0021 4019531.24 4019531.24 0.0001 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 0.0024 4015312.48 4015312.48 0.0001 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.10% 3Y4U8VZURTYWI1W2K376 GAC081000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-22 2042-08-15 0 - 2.75 30433700.00 33813036.20 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0010 33000000.00 33000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAD217000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-02-15 0.173 - 4.375 39543378.00 53534594.06 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 52000000.00 52000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAE249000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-14 2047-11-15 0 - 5.25 39804231.00 44882380.31 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 44000000.00 44000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAG935000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2040-05-15 0.244 - 4.375 37424287.00 44881496.04 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 44000000.00 44000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAF861000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-07 2050-05-15 0 - 7.625 134509418.00 149203623.90 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 146000000.00 146000000.00 0.0049 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAH569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2045-02-15 0.173 - 4.375 125302602.00 136684196.01 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 134000000.00 134000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAC832000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2049-05-15 0.175 - 5.5 92002329.00 100045056.86 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 98000000.00 98000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAG422000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-07 2048-05-15 0 - 8.75 63641153.00 65282382.22 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 64000000.00 64000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAD806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2046-11-15 0.244 - 4.75 57618929.00 89765002.56 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 88000000.00 88000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.46% R0MUWSFPU8MPRO8K5P83 FHH688000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-08-15 0 - 5.375 88611886.00 128135654.61 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0046 125000000.00 125000000.00 0.0042 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.50% R0MUWSFPU8MPRO8K5P83 FHI368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2049-08-15 0.244 - 7.625 118419913.00 157091391.31 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 153000000.00 153000000.00 0.0051 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.62% R0MUWSFPU8MPRO8K5P83 FHG696000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-08-15 0.173 - 6.625 82554107.00 91239608.15 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0062 89000000.00 89000000.00 0.0030 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.10% 2IGI19DL77OX0HC3ZE78 GAH829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2028-11-15 0.125 - 3.125 20427600.00 22440718.35 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 22000000.00 22000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.12% 2IGI19DL77OX0HC3ZE78 GAC419000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2046-11-15 0.125 - 2.875 20301800.00 22442062.31 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-07-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 22000000.00 22000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.13% 2IGI19DL77OX0HC3ZE78 GBA131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-01-31 2027-11-15 1.375 - 2.5 20406000.00 22440256.37 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-07-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 22000000.00 22000000.00 0.0007 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.05%, dated 5/29/2020 due 06/01/2020 E57ODZWZ7FF32TWEFA76 GBA815000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2050-02-15 0 - 8.75 42705815.65 46940869.26 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 46010000.00 46010000.00 0.0015 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.06%, dated 5/29/2020 due 06/01/2020 E57ODZWZ7FF32TWEFA76 GBA945000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2050-02-15 0 - 8.75 1021004.07 1122255.08 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 1100000.00 1100000.00 0.0000 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GAI697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2027-08-15 0.125 - 2.875 129603400.00 137702169.62 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 135000000.00 135000000.00 0.0045 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GAJ300000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 17166300.00 20600376.63 U.S. Treasuries (including strips) Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0009 20000000.00 20000000.00 0.0007 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.10% 549300IMBXQ8SGH3HJ31 GAJ842000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2049-08-15 2.25 - 2.75 89271900.00 103700696.37 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0010 101000000.00 101000000.00 0.0034 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GAI156000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-30 2024-11-30 1.5 - 1.5 27865800.00 29580495.05 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-26 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 29000000.00 29000000.00 0.0010 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.06% 1VUV7VQFKUOQSJ21A208 GBA685000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2024-08-15 1.375 - 2.375 111483000.00 116193165.59 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 114000000.00 114000000.00 0.0038 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.06%, dated 5/29/2020 due 06/01/2020 1VUV7VQFKUOQSJ21A208 GBA945000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2050-05-15 0 - 8.75 4879503.61 5267625.31 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 5160000.00 5160000.00 0.0002 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.06% 7LTWFZYICNSX8D621K86 GBA670000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-03-31 2041-11-15 2.25 - 3.125 133434000.00 164087491.51 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 160000000.00 160000000.00 0.0054 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.05%, dated 5/29/2020 due 06/01/2020 CYYGQCGNHMHPSMRL3R97 GBA815000_03556 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2039-05-15 0.43 - 6.625 62567137.80 68440112.45 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 67098000.00 67098000.00 0.0023 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.06%, dated 5/29/2020 due 06/01/2020 CYYGQCGNHMHPSMRL3R97 GBA945000_03556 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2039-05-15 0.43 - 6.625 12553896.93 13732290.59 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 13463000.00 13463000.00 0.0005 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.06% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.625 - 2.625 41364000.00 45301534.62 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 44000000.00 44000000.00 0.0015 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.06% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.25 - 2.25 84000000.00 90737596.15 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 89000000.00 89000000.00 0.0030 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-23 2046-08-15 0 - 3.625 13038600.00 13273068.47 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0009 13000000.00 13000000.00 0.0004 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.08% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2024-09-30 0 - 2.125 164907400.00 178501211.91 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0008 175000000.00 175000000.00 0.0059 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 5/29/2020 due 06/01/2020 ZBUT11V806EZRVTWT807 GBA815000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2040-05-15 0 - 4.75 493435.15 588542.30 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 577000.00 577000.00 0.0000 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 FJJ294000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2024-04-30 2 - 2 42012700.00 44881952.59 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0014 44000000.00 44000000.00 0.0015 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GAG533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-08-15 1.5 - 6.75 21903000.00 22433756.63 U.S. Treasuries (including strips) Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0016 22000000.00 22000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GAG537000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 20056100.00 22459834.49 U.S. Treasuries (including strips) Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0016 22000000.00 22000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.17% H7FNTJ4851HG0EXQ1Z70 GAG543000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 18232900.00 20418122.97 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0017 20000000.00 20000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.17% H7FNTJ4851HG0EXQ1Z70 GAG546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2026-08-15 1.5 - 6 22256000.00 22435022.24 U.S. Treasuries (including strips) Y N/A N/A 2020-08-21 2020-08-21 2020-08-21 N N N 0.0017 22000000.00 22000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.54% H7FNTJ4851HG0EXQ1Z70 FHI281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2022-07-15 1.75 - 1.75 18680700.00 19417825.19 U.S. Treasuries (including strips) Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0054 19000000.00 19000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.83% H7FNTJ4851HG0EXQ1Z70 FHF931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2021-06-30 2.125 - 2.125 18853200.00 19410087.12 U.S. Treasuries (including strips) Y N/A N/A 2020-06-09 2020-06-09 2020-06-09 N N N 0.0083 19000000.00 19000000.00 0.0006 N N N Y Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.06%, dated 5/29/2020 due 06/01/2020 ZOMOLU8CGIZRYZ7PFU34 GBA945000_76664 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-08 2050-02-15 0 - 4.25 3301326.37 3532281.20 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 3463000.00 3463000.00 0.0001 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.06% RB0PEZSDGCO3JS6CEU02 GBA437000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 58600000.00 67635228.26 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 66000000.00 66000000.00 0.0022 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.06% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2025-06-30 1.75 - 2.75 102455000.00 111170797.37 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 109000000.00 109000000.00 0.0037 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.07% 549300Y1PMK3RWXMWR72 GBA718000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2024-04-30 2 - 2.875 23846100.00 25500178.33 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0007 25000000.00 25000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.06% U7M81AY481YLIOR75625 GBA418000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2026-05-15 1.625 - 2.75 215028200.00 225388452.54 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 221000000.00 221000000.00 0.0074 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAE923000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-31 2047-02-15 1.75 - 3 40177900.00 42831854.11 U.S. Treasuries (including strips) Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0007 42000000.00 42000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAH062000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 1.375 - 1.375 51925800.00 54045536.23 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 53000000.00 53000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GAF502000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2047-02-15 3 - 3.125 25765500.00 26516974.24 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0008 26000000.00 26000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GAI888000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2047-02-15 2.75 - 3 36047000.00 40792264.34 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 40000000.00 40000000.00 0.0013 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAF934000 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 20464900.00 22441111.48 U.S. Treasuries (including strips) Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0015 22000000.00 22000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAG420000 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 16743900.00 18360789.77 U.S. Treasuries (including strips) Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0015 18000000.00 18000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAG991000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-08-15 1.5 - 2.75 21031100.00 22440919.46 U.S. Treasuries (including strips) Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0015 22000000.00 22000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAI108000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-08-15 1.5 - 2.75 30590400.00 32641025.84 U.S. Treasuries (including strips) Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0015 32000000.00 32000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.16% 5493007VSMFZCPV1NB83 GAI878000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-08-15 1.5 - 2.75 21030600.00 22440385.98 U.S. Treasuries (including strips) Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0016 22000000.00 22000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.17% 5493007VSMFZCPV1NB83 GAJ903000 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 10515800.00 11220136.50 U.S. Treasuries (including strips) Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0017 11000000.00 11000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 0.57% 5493007VSMFZCPV1NB83 FHI249000 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 53500.00 64068.31 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 12049800.00 13213399.78 U.S. Treasuries (including strips) Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0057 13000000.00 13000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 0.85% 5493007VSMFZCPV1NB83 FHF899000 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 262100.00 313874.87 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2027-05-15 2027-05-15 2.375 - 2.375 25990400.00 29328580.72 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0085 29000000.00 29000000.00 0.0010 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.09% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-27 2020-10-27 N/A 17352500.00 17340179.72 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0009 17000000.00 17000000.00 0.0006 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.06% 6PJDTY319315T5LR2241 GBA627000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2024-11-15 2 - 3.125 746967000.00 785215437.93 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 770000000.00 770000000.00 0.0259 N Y Y N Societe Generale Societe Generale, 0.08% O2RNE8IBXP4R0TD8PU41 GAJ854000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2049-05-15 0.125 - 7.625 78066400.00 91021357.38 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0008 89000000.00 89000000.00 0.0030 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.06%, dated 5/29/2020 due 06/01/2020 VYVVCKR63DVZZN70PB21 GBA945000_08395 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-01-31 2025-10-31 1.375 - 3 23995233.74 27351503.81 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 26815000.00 26815000.00 0.0009 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GBA771000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0007 35000000.00 35000000.00 0.0012 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 MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GBA781000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-06-05 2020-06-05 2020-06-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 31000000.00 31000000.00 0.0010 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 Fidelity Newbury Street Trust: Fidelity Treasury Money Market Fund 2020-06-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer