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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 0.0016 4012133.12 4012133.12 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 0.0017 4008013.92 4008013.92 0.0001 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.13% 3Y4U8VZURTYWI1W2K376 GCI944000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2049-11-15 1.5 - 2.375 8585900.00 10255344.58 U.S. Treasuries (including strips) Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0013 10000000.00 10000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GDJ455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-31 2025-11-15 0.16 - 2.25 80244500.00 87720797.14 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-09-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 86000000.00 86000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GDI063000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-24 2044-02-15 0 - 4.25 125549900.00 128524524.36 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 126000000.00 126000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GDI756000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2049-05-15 0.219 - 2.875 85470000.00 87721129.36 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 86000000.00 86000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GDG915000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-31 2049-08-15 0.15 - 5.25 114373400.00 122404170.91 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 120000000.00 120000000.00 0.0043 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GDG899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2049-05-15 0.219 - 3.625 39698800.00 48182146.87 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 47000000.00 47000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GDB757000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2043-02-15 0 - 5.375 60989700.00 70385636.27 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 69000000.00 69000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GDG917000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-15 2045-02-15 1.125 - 2.875 25630100.00 26522465.85 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 26000000.00 26000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 GCI945000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-24 2040-05-15 0 - 5.5 87725100.00 91810697.23 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0013 90000000.00 90000000.00 0.0032 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 GCJ710000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2049-05-15 0 - 7.5 89834200.00 102283907.64 U.S. Treasuries (including strips) Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0013 100000000.00 100000000.00 0.0036 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.14% R0MUWSFPU8MPRO8K5P83 GDD197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2040-05-15 0 - 5 98462800.00 102007984.32 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-09-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 100000000.00 100000000.00 0.0036 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.10% 2IGI19DL77OX0HC3ZE78 GDI002000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-30 2047-02-15 0.125 - 3.625 256556700.00 297497767.86 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-27 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 291000000.00 291000000.00 0.0104 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 GDJ608000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-30 2047-02-15 0.125 - 3.625 17308700.00 22611212.94 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-09-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 22000000.00 22000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.13% 2IGI19DL77OX0HC3ZE78 GCI309000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2047-02-15 0.125 - 3.625 7137700.00 7140968.36 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 3 N N/A N/A N N 0.0013 7000000.00 7000000.00 0.0003 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.13% 2IGI19DL77OX0HC3ZE78 GCI294000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2046-11-15 0.125 - 3.625 21670400.00 22443061.71 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 3 N N/A N/A N N 0.0013 22000000.00 22000000.00 0.0008 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.11% 549300IMBXQ8SGH3HJ31 GDJ397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-12-31 2050-02-15 0.625 - 3.375 88922400.00 96964779.78 U.S. Treasuries (including strips) Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0011 95000000.00 95000000.00 0.0034 N N Y N Credit AG Credit AG, 0.12% 1VUV7VQFKUOQSJ21A208 GDB785000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-05-15 2040-05-15 1.125 - 1.125 53667400.00 55084430.82 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-13 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 54000000.00 54000000.00 0.0019 N N Y N Credit AG Credit AG, 0.12% 1VUV7VQFKUOQSJ21A208 GDF607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-05-15 2040-05-15 1.125 - 1.125 85467200.00 87723870.84 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 86000000.00 86000000.00 0.0031 N N Y N Credit AG Credit AG, 0.12% 1VUV7VQFKUOQSJ21A208 GDG508000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-05-15 2040-05-15 1.125 - 1.125 53665300.00 55082275.37 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 54000000.00 54000000.00 0.0019 N N Y N Credit AG Credit AG, 0.13% 1VUV7VQFKUOQSJ21A208 GDC682000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-05-15 2040-05-15 1.125 - 1.125 92426500.00 94866923.78 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-13 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 93000000.00 93000000.00 0.0033 N N Y N Credit AG Credit AG, 0.13% 1VUV7VQFKUOQSJ21A208 GDE976000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-05-15 2048-11-15 1.125 - 3.375 41799400.00 47044018.55 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-20 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 46000000.00 46000000.00 0.0016 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GDJ557000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2028-11-15 2.875 - 3.125 79245000.00 96871169.17 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-31 Y CREDIT AG CIB PARIS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 95000000.00 95000000.00 0.0034 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.11% 1VUV7VQFKUOQSJ21A208 GEA221000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2027-08-15 0 - 2.25 159957000.00 170314130.48 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 167000000.00 167000000.00 0.0060 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.09%, dated 7/31/2020 due 08/03/2020 549300D0YARF5HYP1809 GEA486000_76547 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-06 2027-08-15 0 - 6.75 29174046.00 31434595.80 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 30818000.00 30818000.00 0.0011 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.09%, dated 7/31/2020 due 08/03/2020 549300D0YARF5HYP1809 GEA366000_76547 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-06 2027-08-15 0 - 6.75 88982830.00 95877659.20 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 93997000.00 93997000.00 0.0034 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.10% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-30 2043-11-15 1.125 - 3.75 3897400.00 4080081.41 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0010 4000000.00 4000000.00 0.0001 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.11% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-31 2027-11-15 2.125 - 2.25 113860000.00 128739455.00 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 126000000.00 126000000.00 0.0045 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.11% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-07-31 2021-07-31 1.125 - 1.125 86881600.00 87722092.60 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-26 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 86000000.00 86000000.00 0.0031 N N Y N 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 18144100.00 20449460.75 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 2024-11-30 2024-11-30 1.5 - 1.5 21203600.00 22449311.49 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 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.18% H7FNTJ4851HG0EXQ1Z70 GCB713000 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 21526700.00 23480335.77 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0018 23000000.00 23000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDB302000 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 1.5 - 6 18929700.00 22487885.42 U.S. Treasuries (including strips) Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0021 22000000.00 22000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDE296000 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 20940300.00 22478103.28 U.S. Treasuries (including strips) Y N/A N/A 2020-10-16 2020-10-16 2020-10-16 N N N 0.0021 22000000.00 22000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDE383000 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 22003700.00 22441905.48 U.S. Treasuries (including strips) Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0021 22000000.00 22000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDF585000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2024-04-30 2 - 2.75 20939500.00 22477279.17 U.S. Treasuries (including strips) Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0021 22000000.00 22000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDF590000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2023-11-15 2.625 - 2.75 21889000.00 22440231.18 U.S. Treasuries (including strips) Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0021 22000000.00 22000000.00 0.0008 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.11% RB0PEZSDGCO3JS6CEU02 GEA208000 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 55300000.00 64509215.70 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 63000000.00 63000000.00 0.0023 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GDJ484000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2023-05-15 0.125 - 2.875 53691200.00 54066805.69 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 53000000.00 53000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GDJ483000 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 50316400.00 54067743.09 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 53000000.00 53000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDJ474000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2025-05-31 0.25 - 0.25 16305300.00 16337533.98 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 16000000.00 16000000.00 0.0006 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDJ980000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2024-02-15 1.75 - 2.75 292677600.00 301869863.22 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 296000000.00 296000000.00 0.0106 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDJ482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2026-09-30 1.625 - 1.625 13196500.00 14303081.51 U.S. Treasuries (including strips) Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0011 14000000.00 14000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDI863000 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 40705300.00 43907385.74 U.S. Treasuries (including strips) Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0011 43000000.00 43000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDI876000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2021-11-15 2.875 - 2.875 34290600.00 35707766.20 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 35000000.00 35000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GDH548000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2047-02-15 2.125 - 3 5426200.00 6124631.77 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0012 6000000.00 6000000.00 0.0002 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GDI862000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2025-08-15 1.25 - 2 27275200.00 28597496.56 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 28000000.00 28000000.00 0.0010 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GDI352000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2025-06-30 1.75 - 2.75 18826300.00 20444959.87 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 20000000.00 20000000.00 0.0007 N N Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.09%, dated 7/31/2020 due 08/03/2020 OXTKY6Q8X53C9ILVV871 GEA486000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-04 2045-02-15 0 - 7.625 16351175.00 19581111.00 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 19197000.00 19197000.00 0.0007 N Y Y N Norinchukin Bank Norinchukin Bank, 0.20% 5493007VSMFZCPV1NB83 GBD809000 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 30426200.00 33670558.78 U.S. Treasuries (including strips) Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0017 33000145.20 33000145.20 0.0012 N N Y N Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GBH924000 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 15161700.00 16324958.08 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0021 16000000.00 16000000.00 0.0006 N N Y N Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GBI824000 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 20283700.00 22446559.65 U.S. Treasuries (including strips) Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0021 22000000.00 22000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCC146000 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 21204900.00 23465987.60 U.S. Treasuries (including strips) Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0021 23000000.00 23000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCC910000 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 16595000.00 18364531.98 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0021 18000000.00 18000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCD486000 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 21793300.00 23465357.38 U.S. Treasuries (including strips) Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0021 23000000.00 23000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCF239000 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 31268300.00 33667312.16 U.S. Treasuries (including strips) Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0021 33000000.00 33000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCG648000 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 2027-05-15 2.375 - 2.75 19949200.00 22444649.58 U.S. Treasuries (including strips) Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0021 22000000.00 22000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCH644000 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 10422400.00 11222042.58 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0021 11000000.00 11000000.00 0.0004 N N N Y Societe Generale Societe Generale, 0.12% O2RNE8IBXP4R0TD8PU41 GDJ546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2029-08-15 0.219 - 6.125 43783200.00 43860526.29 U.S. Treasuries (including strips) Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0012 43000000.00 43000000.00 0.0015 N N N Y BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GEA470000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-07 2020-08-07 2020-09-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 87000000.00 87000000.00 0.0031 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 CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 GEA355000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-07 2020-08-07 2020-09-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 28000000.00 28000000.00 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 MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GEA354000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-07 2020-08-07 2020-08-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 31000000.00 31000000.00 0.0011 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GEA353000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-07 2020-08-07 2020-08-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 50000000.00 50000000.00 0.0018 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, 0.11% U7M81AY481YLIOR75625 GEA351000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0011 22000000.00 22000000.00 0.0008 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GEA350000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0011 20000000.00 20000000.00 0.0007 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 2020-08-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer