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N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127965B1 US9127965B18 U.S. Treasury Debt Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0013 99964611.00 99964611.00 0.0036 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127963Z0 US9127963Z04 U.S. Treasury Debt Y N/A N/A 2020-09-22 2020-09-22 2020-09-22 N N N 0.0008 49997521.00 49997521.00 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 912796TY5 US912796TY52 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0011 99963028.00 99963028.00 0.0036 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127963T4 US9127963T44 U.S. Treasury Debt Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0012 149938666.50 149938666.50 0.0054 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 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 0.0016 77345658.39 77345658.39 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828B58 254900HROIFWPRGM1V77 US912828B584 U.S. Treasury Debt Y N/A N/A 2021-01-31 2021-01-31 2021-01-31 N N N 0.0015 171394530.40 171394530.40 0.0061 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828P87 254900HROIFWPRGM1V77 US912828P873 U.S. Treasury Debt Y N/A N/A 2021-02-28 2021-02-28 2021-02-28 N N N 0.0017 12057187.44 12057187.44 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828B90 254900HROIFWPRGM1V77 US912828B907 U.S. Treasury Debt Y N/A N/A 2021-02-28 2021-02-28 2021-02-28 N N N 0.0012 11103125.00 11103125.00 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128284B3 254900HROIFWPRGM1V77 US9128284B36 U.S. Treasury Debt Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0018 36427500.00 36427500.00 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828C57 254900HROIFWPRGM1V77 US912828C574 U.S. Treasury Debt Y N/A N/A 2021-03-31 2021-03-31 2021-03-31 N N N 0.0019 45537890.40 45537890.40 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828Q78 254900HROIFWPRGM1V77 US912828Q780 U.S. Treasury Debt Y N/A N/A 2021-04-30 2021-04-30 2021-04-30 N N N 0.0018 1007968.75 1007968.75 0.0000 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 9128285X4 254900HROIFWPRGM1V77 US9128285X47 U.S. Treasury Debt Y N/A N/A 2021-01-31 2021-01-31 2021-01-31 N N N 0.0018 22212265.68 22212265.68 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.14% 9128284P2 254900HROIFWPRGM1V77 US9128284P22 U.S. Treasury Debt Y N/A N/A 2021-05-15 2021-05-15 2021-05-15 N N N 0.0017 31537656.25 31537656.25 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.14% 9128286V7 254900HROIFWPRGM1V77 US9128286V71 U.S. Treasury Debt Y N/A N/A 2021-05-31 2021-05-31 2021-05-31 N N N 0.0016 21309257.76 21309257.76 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.15% 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y N/A N/A 2020-09-01 2020-10-31 2020-10-31 N N N 0.0009 201018847.77 201018847.77 0.0072 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.16% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2020-09-01 2022-07-31 2022-07-31 N N N 0.0016 126990715.03 126990715.03 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.18% to 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 0.0016 61309972.11 61309972.11 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828ZK9 254900HROIFWPRGM1V77 US912828ZK94 U.S. Treasury Debt Y N/A N/A 2020-09-01 2022-04-30 2022-04-30 N N N 0.0015 371380523.57 371380523.57 0.0133 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.22% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y N/A N/A 2020-09-01 2021-01-31 2021-01-31 N N N 0.0012 659270209.77 659270209.77 0.0235 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.24% 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y N/A N/A 2020-09-01 2021-04-30 2021-04-30 N N N 0.0013 790582190.50 790582190.50 0.0282 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.25% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-09-01 2022-01-31 2022-01-31 N N N 0.0014 614019130.89 614019130.89 0.0219 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-09-01 2021-07-31 2021-07-31 N N N 0.0013 943977001.89 943977001.89 0.0337 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-09-01 2021-10-31 2021-10-31 N N N 0.0012 512652206.08 512652206.08 0.0183 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 0.0019 9068906.25 9068906.25 0.0003 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 0.0015 4018381.08 4018381.08 0.0001 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 0.0015 4014694.96 4014694.96 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 0.0012 8043124.96 8043124.96 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 0.0013 1015937.50 1015937.50 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 0.0018 4037812.48 4037812.48 0.0001 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 0.0020 19039721.59 19039721.59 0.0007 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 0.0017 42062860.56 42062860.56 0.0015 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 0.0014 4008179.56 4008179.56 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 0.0015 4004006.92 4004006.92 0.0001 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.11% 3Y4U8VZURTYWI1W2K376 GEB313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-02-15 2027-02-15 2.25 - 2.25 30154100.00 33662989.71 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-10-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 33000000.00 33000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 GFA892000 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 2027-08-15 0.125 - 6.375 88754700.00 88740959.65 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-28 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 87000000.00 87000000.00 0.0031 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 2022-04-30 2048-02-15 0.125 - 4.375 87515037.00 87735270.40 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0010 86000000.00 86000000.00 0.0031 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GEA470000 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 2048-02-15 0.125 - 6.75 88561611.00 88754438.42 U.S. Treasuries (including strips) Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0010 87000000.00 87000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFA833000 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 2040-08-15 0 - 6.75 32891600.00 33660453.68 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-10-27 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 33000000.00 33000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFB782000 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 2047-11-15 0 - 4.375 85393838.00 88760899.07 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-10-30 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 87000000.00 87000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFA523000 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 2047-11-15 0 - 5 127315200.00 128532249.00 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-25 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 126000000.00 126000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GEF916000 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 2027-11-15 0.125 - 6.75 133814600.00 137707651.61 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-14 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 135000000.00 135000000.00 0.0048 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GEJ462000 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 2030-05-15 0 - 2.5 199226900.00 200944971.13 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-10-23 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 197000000.00 197000000.00 0.0070 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GEB876000 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 - 7.125 101121745.00 102008416.16 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-10-05 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 100000000.00 100000000.00 0.0036 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GED385000 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 2047-11-15 0.155 - 4.375 56858594.00 67651916.68 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-10-09 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0012 66000000.00 66000000.00 0.0024 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 2022-04-30 2040-05-15 0.125 - 6.75 101857881.00 102019437.28 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-14 Y BNP PARIBAS (GOV REPO) 1.0000 8 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., 0.09% 2IGI19DL77OX0HC3ZE78 GFA531000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-12-15 2049-11-15 0.125 - 2.625 30478200.00 31620416.90 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 31000000.00 31000000.00 0.0011 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 2048-05-15 0.125 - 3.625 20105500.00 22493126.42 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 8 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., 0.11% 2IGI19DL77OX0HC3ZE78 GEA355000 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 - 3.125 27600200.00 28562742.89 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 28000000.00 28000000.00 0.0010 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GEJ827000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2044-05-15 0.5 - 3.375 114473100.00 130562507.84 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 128000000.00 128000000.00 0.0046 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GFA290000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2050-02-15 0.125 - 4.375 84814700.00 97061275.86 U.S. Treasuries (including strips) Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0009 95000000.00 95000000.00 0.0034 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GFA809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-31 2044-05-15 0.125 - 3.375 91249400.00 96901831.13 U.S. Treasuries (including strips) Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0009 95000000.00 95000000.00 0.0034 N N Y N Credit AG Credit AG, 0.08% 1VUV7VQFKUOQSJ21A208 GFA883000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-15 2022-02-15 2 - 2 36721100.00 37740498.49 U.S. Treasuries (including strips) Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0008 37000000.00 37000000.00 0.0013 N N Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 GFA842000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2025-04-30 0.375 - 0.375 11143600.00 11220160.95 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-28 Y CREDIT AG CIB (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 11000000.00 11000000.00 0.0004 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 GEJ510000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2024-01-31 2.25 - 2.25 52312200.00 56101244.86 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-17 Y CREDIT AG CIB (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 55000000.00 55000000.00 0.0020 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 GEG488000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-15 2024-01-31 2 - 2.25 52751000.00 56102654.64 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-14 Y CREDIT AG CIB (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 55000000.00 55000000.00 0.0020 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 GEF369000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2025-05-15 2.125 - 2.75 82337000.00 89765211.85 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-14 Y CREDIT AG CIB (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 88000000.00 88000000.00 0.0031 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 GFC105000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-10-31 2024-10-31 2.25 - 2.25 81286000.00 88705004.14 U.S. Treasuries (including strips) Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0009 87000000.00 87000000.00 0.0031 N N Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.08%, dated 8/31/2020 due 09/01/2020 ANGGYXNX0JLX3X63JN86 GFC231000_76547 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-07 2026-11-30 0 - 2.875 9118813.00 9849141.89 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0008 9656000.00 9656000.00 0.0003 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.08%, dated 8/31/2020 due 09/01/2020 ANGGYXNX0JLX3X63JN86 GFC200000_76547 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-07 2026-11-30 0 - 2.875 99496682.00 107465398.82 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0008 105358000.00 105358000.00 0.0038 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.09% 549300H47WTHXPU08X20 GFC077000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-05-15 2030-05-15 0.625 - 0.625 30808200.00 30600067.17 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 30000000.00 30000000.00 0.0011 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 2022-09-30 2022-09-30 1.875 - 1.875 127099000.00 132662836.86 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 130000000.00 130000000.00 0.0046 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 United States Treasury 254900HROIFWPRGM1V77 2020-10-13 2040-05-15 0 - 1.125 4080500.00 4080082.30 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 4000000.00 4000000.00 0.0001 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 United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2040-05-15 0 - 8 4080300.00 4080090.33 U.S. Treasuries (including strips) Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0009 4000000.00 4000000.00 0.0001 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.09% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-30 2024-06-30 0 - 8.125 167527800.00 177480447.11 U.S. Treasuries (including strips) Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0009 174000000.00 174000000.00 0.0062 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.09% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-01 2022-06-30 0 - 2.125 85919500.00 87721173.74 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-25 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 86000000.00 86000000.00 0.0031 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.10% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-06-30 2025-06-30 1.125 - 2.75 39343000.00 43861356.52 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-21 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 43000000.00 43000000.00 0.0015 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GEG568000 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 1.625 - 6 40093300.00 42908559.01 U.S. Treasuries (including strips) Y N/A N/A 2020-11-19 2020-11-19 2020-11-19 N N N 0.0016 42000000.00 42000000.00 0.0015 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GEH397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-09-30 1.625 - 6 20809400.00 22478531.20 U.S. Treasuries (including strips) Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0016 22000000.00 22000000.00 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 19211400.00 22463428.23 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 2026-09-30 1.5 - 2 20954300.00 22475990.40 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 22446913.11 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 2026-09-30 1.5 - 6 20945500.00 22468070.90 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 2026-02-15 2.625 - 6 21889200.00 22441012.77 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 MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GFA898000 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 117109900.00 126450800.26 U.S. Treasuries (including strips) Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0008 124000000.00 124000000.00 0.0044 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GFA900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2023-11-30 2.875 - 2.875 115508000.00 126449700.44 U.S. Treasuries (including strips) Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0008 124000000.00 124000000.00 0.0044 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GFB725000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-15 2023-03-31 1.5 - 1.5 10801100.00 11227692.03 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0008 11000000.00 11000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GFA901000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2025-05-31 1.5 - 2.875 21830600.00 22446749.85 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0008 22000000.00 22000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GFB726000 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 51661300.00 54047125.53 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0008 53000000.00 53000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GFC051000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2046-08-15 0.125 - 2.25 47544900.00 51239114.07 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 50000000.00 50000000.00 0.0018 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GFA414000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-15 2047-02-15 1.75 - 3 19481200.00 20424272.58 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 20000000.00 20000000.00 0.0007 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GFA416000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-28 2047-02-15 1.5 - 3 45093200.00 48027633.47 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 47000000.00 47000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GFA902000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-08-31 2047-02-15 1.625 - 3 21986700.00 24476566.87 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 24000000.00 24000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GEJ495000 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 54045500.00 54045500.00 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0010 53000000.00 53000000.00 0.0019 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GEH420000 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 83708700.00 89740625.24 U.S. Treasuries (including strips) Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0011 88000000.00 88000000.00 0.0031 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GEH421000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2047-02-15 2.625 - 3 24709300.00 26543668.90 U.S. Treasuries (including strips) Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0011 26000000.00 26000000.00 0.0009 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GEI992000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-20 2050-08-15 0 - 5.375 28000100.00 31754065.67 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-21 Y NATIXIS SA (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 31000000.00 31000000.00 0.0011 N N Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.08%, dated 8/31/2020 due 09/01/2020 OXTKY6Q8X53C9ILVV871 GFC231000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-27 2040-08-15 0 - 8 34285148.00 41156072.12 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0008 40349000.00 40349000.00 0.0014 N Y Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEC318000 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 93300.00 109975.47 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 30427800.00 33554814.49 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0015 33000000.00 33000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GED335000 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 14191000.00 15124308.86 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 151900.00 179049.02 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0015 15000000.00 15000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEE399000 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 62100.00 73199.10 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 20284800.00 22369435.22 U.S. Treasuries (including strips) Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0015 22000000.00 22000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GFA381000 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 21055700.00 22440484.11 U.S. Treasuries (including strips) Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0015 22000000.00 22000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEJ882000 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 30611500.00 32624746.72 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 13800.00 16266.46 U.S. Treasuries (including strips) Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0015 32000000.00 32000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEJ464000 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 21021600.00 22404141.44 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 31300.00 36894.23 U.S. Treasuries (including strips) Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0015 22000000.00 22000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.16% 5493007VSMFZCPV1NB83 GEH010000 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 34800.00 41019.79 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 20313200.00 22400753.84 U.S. Treasuries (including strips) Y N/A N/A 2020-11-18 2020-11-18 2020-11-18 N N N 0.0016 22000000.00 22000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.16% 5493007VSMFZCPV1NB83 GEH352000 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 28600.00 33711.66 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 16619700.00 18327678.98 U.S. Treasuries (including strips) Y N/A N/A 2020-11-19 2020-11-19 2020-11-19 N N N 0.0016 18000000.00 18000000.00 0.0006 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 2049-08-15 2049-08-15 2.25 - 2.25 111700.00 131664.09 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 10409100.00 11093682.14 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 Y Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GEJ836000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-10 2048-02-15 0 - 8.125 36375400.00 36720715.38 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 36000000.00 36000000.00 0.0013 N Y Y N 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 2020-09-10 2049-11-15 0 - 8.125 42697400.00 43892610.68 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 Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFC209000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-09-08 2020-09-08 2020-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 87000000.00 87000000.00 0.0031 N N Y N epresents 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, 0.08% U7M81AY481YLIOR75625 GFC147000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-09-08 2020-09-08 2020-09-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0008 23000000.00 23000000.00 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, 0.09% U7M81AY481YLIOR75625 GFC179000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0009 26000000.00 26000000.00 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 MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GFC171000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-09-08 2020-09-08 2020-09-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 58000000.00 58000000.00 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 Fidelity Newbury Street Trust: Fidelity Treasury Money Market Fund 2020-09-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer