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149939041.50 149939041.50 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127965A3 US9127965A35 U.S. Treasury Debt Y N/A N/A 2021-05-06 2021-05-06 2021-05-06 N N N 0.0009 631760364.56 631760364.56 0.0207 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127962Y4 US9127962Y48 U.S. Treasury Debt Y N/A N/A 2021-05-20 2021-05-20 2021-05-20 N N N 0.0009 212911990.53 212911990.53 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796A33 US912796A338 U.S. Treasury Debt Y N/A N/A 2021-05-27 2021-05-27 2021-05-27 N N N 0.0009 261880845.02 261880845.02 0.0086 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796F20 US912796F204 U.S. Treasury Debt Y N/A N/A 2021-04-27 2021-04-27 2021-04-27 N N N 0.0010 49979787.50 49979787.50 0.0016 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796A41 US912796A411 U.S. Treasury Debt Y N/A N/A 2021-06-03 2021-06-03 2021-06-03 N N N 0.0010 149923410.00 149923410.00 0.0049 N Y Y N U.S. Treasury Bills U.S. 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2021-01-31 2021-01-31 N N N 0.0016 10020456.10 10020456.10 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 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 121524361.97 121524361.97 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 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 0.0010 87621914.28 87621914.28 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828WG1 254900HROIFWPRGM1V77 US912828WG10 U.S. Treasury Debt Y N/A N/A 2021-04-30 2021-04-30 2021-04-30 N N N 0.0010 3026835.93 3026835.93 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828QN3 254900HROIFWPRGM1V77 US912828QN35 U.S. Treasury Debt Y N/A N/A 2021-05-15 2021-05-15 2021-05-15 N N N 0.0011 3041484.36 3041484.36 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.12% 9128287A2 254900HROIFWPRGM1V77 US9128287A26 U.S. Treasury Debt Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0009 8071875.04 8071875.04 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.12% 912828WY2 254900HROIFWPRGM1V77 US912828WY26 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0012 18256640.58 18256640.58 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 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 0.0010 46531875.00 46531875.00 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.12% 912828WN6 254900HROIFWPRGM1V77 US912828WN60 U.S. Treasury Debt Y N/A N/A 2021-05-31 2021-05-31 2021-05-31 N N N 0.0010 31294257.89 31294257.89 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 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 0.0011 26262031.12 26262031.12 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.12% 912828S27 254900HROIFWPRGM1V77 US912828S273 U.S. Treasury Debt Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0009 146878280.52 146878280.52 0.0048 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.13% 912828S76 254900HROIFWPRGM1V77 US912828S760 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0010 48330000.00 48330000.00 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.13% 912828YC8 254900HROIFWPRGM1V77 US912828YC87 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0013 42431484.48 42431484.48 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828YP9 254900HROIFWPRGM1V77 US912828YP90 U.S. Treasury Debt Y N/A N/A 2021-10-31 2021-10-31 2021-10-31 N N N 0.0012 21265781.25 21265781.25 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.12% 912828T67 254900HROIFWPRGM1V77 US912828T677 U.S. Treasury Debt Y N/A N/A 2021-10-31 2021-10-31 2021-10-31 N N N 0.0012 8083124.96 8083124.96 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128284B3 254900HROIFWPRGM1V77 US9128284B36 U.S. Treasury Debt Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0011 51334687.50 51334687.50 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828Q37 254900HROIFWPRGM1V77 US912828Q376 U.S. Treasury Debt Y N/A N/A 2021-03-31 2021-03-31 2021-03-31 N N N 0.0011 27102304.62 27102304.62 0.0009 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 0.0008 1005390.62 1005390.62 0.0000 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128284T4 254900HROIFWPRGM1V77 US9128284T44 U.S. Treasury Debt Y N/A N/A 2021-06-15 2021-06-15 2021-06-15 N N N 0.0010 10136328.10 10136328.10 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828WR7 254900HROIFWPRGM1V77 US912828WR74 U.S. Treasury Debt Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0009 4047500.00 4047500.00 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828Y20 254900HROIFWPRGM1V77 US912828Y206 U.S. Treasury Debt Y N/A N/A 2021-07-15 2021-07-15 2021-07-15 N N N 0.0014 147254297.60 147254297.60 0.0048 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128287F1 254900HROIFWPRGM1V77 US9128287F13 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0011 66724452.96 66724452.96 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828RC6 254900HROIFWPRGM1V77 US912828RC60 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0011 38541796.78 38541796.78 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128284W7 254900HROIFWPRGM1V77 US9128284W72 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0013 92692031.25 92692031.25 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828D72 254900HROIFWPRGM1V77 US912828D721 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0012 65914062.50 65914062.50 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128282F6 254900HROIFWPRGM1V77 US9128282F67 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0012 159191171.48 159191171.48 0.0052 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828F21 254900HROIFWPRGM1V77 US912828F213 U.S. Treasury Debt Y N/A N/A 2021-09-30 2021-09-30 2021-09-30 N N N 0.0012 65067500.16 65067500.16 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828YJ3 254900HROIFWPRGM1V77 US912828YJ31 U.S. Treasury Debt Y N/A N/A 2021-09-30 2021-09-30 2021-09-30 N N N 0.0011 7080937.50 7080937.50 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128285F3 254900HROIFWPRGM1V77 US9128285F31 U.S. Treasury Debt Y N/A N/A 2021-10-15 2021-10-15 2021-10-15 N N N 0.0013 5119726.55 5119726.55 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.14% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2020-12-01 2022-07-31 2022-07-31 N N N 0.0013 777099588.09 777099588.09 0.0254 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.14% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2020-12-01 2022-10-31 2022-10-31 N N N 0.0014 438967768.62 438967768.62 0.0144 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828ZK9 254900HROIFWPRGM1V77 US912828ZK94 U.S. Treasury Debt Y N/A N/A 2020-12-01 2022-04-30 2022-04-30 N N N 0.0013 371341460.98 371341460.98 0.0121 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.20% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y N/A N/A 2020-12-01 2021-01-31 2021-01-31 N N N 0.0008 659137968.24 659137968.24 0.0216 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.22% 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y N/A N/A 2020-12-01 2021-04-30 2021-04-30 N N N 0.0008 790462331.70 790462331.70 0.0258 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-12-01 2022-01-31 2022-01-31 N N N 0.0013 613761290.83 613761290.83 0.0201 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.31% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-12-01 2021-07-31 2021-07-31 N N N 0.0010 943553042.27 943553042.27 0.0309 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.39% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-12-01 2021-10-31 2021-10-31 N N N 0.0010 512334384.52 512334384.52 0.0168 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 0.0019 1007171.11 1007171.11 0.0000 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.09% G5GSEF7VJP5I7OUK5573 GIJ639000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-02-15 2040-02-15 4.625 - 4.625 60904900.00 96900286.08 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-04 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 95000000.00 95000000.00 0.0031 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GIB243000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2045-02-15 2045-02-15 2.5 - 2.5 99330900.00 120518779.11 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 117000000.00 117000000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 GII428000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-14 2044-11-15 0 - 6.75 73872000.00 82621268.26 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 81000000.00 81000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 GIJ726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-15 2039-05-15 0.125 - 8.125 65079800.00 72420196.78 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 71000000.00 71000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHH201000 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 2050-08-15 0.125 - 6.75 85924000.00 89858486.32 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0010 88000000.00 88000000.00 0.0029 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHH361000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2050-02-15 0.125 - 7.625 218009200.00 228927499.64 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0010 224000000.00 224000000.00 0.0073 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHI857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-10 2049-11-15 0 - 5.25 223298100.00 246256117.33 U.S. Treasuries (including strips) Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 241000000.00 241000000.00 0.0079 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GGH909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-31 2050-08-15 0.125 - 6.75 58393778.00 71485200.22 U.S. Treasuries (including strips) Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0011 70000000.00 70000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHB388000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-14 2044-11-15 0 - 5.5 171231100.00 180566591.49 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 177000000.00 177000000.00 0.0058 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GGJ013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-08 2050-08-15 0 - 4.25 32714000.00 33674822.23 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 33000000.00 33000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHI779000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-08-15 2030-11-15 0.125 - 6.25 44395500.00 44884405.79 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 44000000.00 44000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GIA995000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-28 2050-08-15 0 - 7.625 124594800.00 130800912.85 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 128000000.00 128000000.00 0.0042 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GIB723000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-28 2043-11-15 0 - 6.75 95392784.00 120884721.77 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 118000000.00 118000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GIE427000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-14 2048-02-15 0 - 6.75 107022700.00 120365529.86 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 118000000.00 118000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHI856000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-14 2050-02-15 0 - 8.125 79212000.00 81671215.63 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 80000000.00 80000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GGJ714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-14 2047-11-15 0 - 6.625 76563100.00 78552786.71 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 77000000.00 77000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GIJ708000 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 2043-08-15 0.14 - 4.25 8586200.00 12360136.89 U.S. Treasuries (including strips) Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0012 12000000.00 12000000.00 0.0004 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.13% 549300HN4UKV1E2R3U73 GGI563000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-11-15 2030-11-15 0.875 - 0.875 22384300.00 22444481.74 U.S. Treasuries (including strips) Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0013 22000000.00 22000000.00 0.0007 N N N N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.10% 2IGI19DL77OX0HC3ZE78 GIF044000 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 2046-08-15 0.25 - 2.25 21366200.00 24710875.16 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 24000000.00 24000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 GIC087000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2046-08-15 0.125 - 3.125 19117700.00 19381348.59 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-14 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 19000000.00 19000000.00 0.0006 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GIJ617000 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 2028-05-15 0.375 - 2.875 97258600.00 102000261.94 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 100000000.00 100000000.00 0.0033 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GIH887000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-15 2030-02-15 0.125 - 1.5 130463700.00 131582350.21 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 129000000.00 129000000.00 0.0042 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GII374000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-30 2030-02-15 0.25 - 3.125 95277600.00 98941532.79 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0009 97000000.00 97000000.00 0.0032 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.10% 549300IMBXQ8SGH3HJ31 GIJ637000 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 2028-05-15 0.25 - 2.875 94306400.00 98940356.28 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 N N N 0.0010 97000000.00 97000000.00 0.0032 N N Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 GIJ697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-08-15 2040-08-15 1.125 - 1.125 75326500.00 72420182.15 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-04 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 71000000.00 71000000.00 0.0023 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GIF580000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-08-15 2040-08-15 1.125 - 1.125 62597200.00 60182015.97 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 59000000.00 59000000.00 0.0019 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GIJ587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2023-04-30 1.625 - 1.625 51171000.00 53030896.22 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 52000000.00 52000000.00 0.0017 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GII066000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2025-02-15 2 - 2.375 22754000.00 24500500.05 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 24000000.00 24000000.00 0.0008 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GII550000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2024-05-15 0.125 - 2.5 71509800.00 72393319.81 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0010 71000000.00 71000000.00 0.0023 N N Y N DNB Bank ASA DNB Bank ASA, 0.09% 549300GKFG0RYRRQ1414 GIJ586000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2028-08-15 1.125 - 2.875 171840100.00 192780545.98 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 189000000.00 189000000.00 0.0062 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 US TREASURY 2023-08-15 2025-10-31 0.125 - 3 236090000.00 241855522.36 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 237000000.00 237000000.00 0.0078 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.15% 213800MBWEIJDM5CU638 GIF625000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2025-08-31 1.5 - 2.75 17320000.00 19396959.25 U.S. Treasuries (including strips) Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0015 19000000.00 19000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GHF671000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2026-08-15 1.5 - 6 21805700.00 22450042.89 U.S. Treasuries (including strips) Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0014 22000000.00 22000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GIB319000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2026-08-15 1.5 - 6 22795100.00 23468964.83 U.S. Treasuries (including strips) Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0014 23000000.00 23000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GIB320000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2026-08-15 1.5 - 6 22795100.00 23469012.01 U.S. Treasuries (including strips) Y N/A N/A 2021-02-10 2021-02-10 2021-02-10 N N N 0.0014 23000000.00 23000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GIC493000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2023-08-15 0.125 - 0.125 9202000.00 9189528.08 U.S. Treasuries (including strips) Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0014 9000000.00 9000000.00 0.0003 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GID972000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2026-08-15 1.5 - 2 13776400.00 14283567.48 U.S. Treasuries (including strips) Y N/A N/A 2021-02-17 2021-02-17 2021-02-17 N N N 0.0014 14000000.00 14000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GIE998000 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 41355900.00 45913079.63 U.S. Treasuries (including strips) Y N/A N/A 2021-02-19 2021-02-19 2021-02-19 N N N 0.0014 45000000.00 45000000.00 0.0015 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GIG165000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-30 2026-02-15 1.5 - 6 32058300.00 33647548.06 U.S. Treasuries (including strips) Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0014 33000000.00 33000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GII512000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 18771900.00 24496309.28 U.S. Treasuries (including strips) Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0014 24000000.00 24000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 GHA917000 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 21988700.00 22440649.55 U.S. Treasuries (including strips) Y N/A N/A 2021-01-13 2021-01-13 2021-01-13 N N N 0.0015 22000000.00 22000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 GHB381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2026-08-15 1.5 - 6 20869200.00 22463770.66 U.S. Treasuries (including strips) Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0015 22000000.00 22000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GFH304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-30 2026-02-15 2 - 6 3927500.00 4079034.68 U.S. Treasuries (including strips) Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0016 4000000.00 4000000.00 0.0001 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.09% RB0PEZSDGCO3JS6CEU02 GIJ599000 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 53057000.00 60189007.68 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 59000000.00 59000000.00 0.0019 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.09% 7TK5RJIZDFROZCA6XF66 0000812291 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 21745000.00 23457193.49 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 23000000.00 23000000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GIG240000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-07-31 2030-05-15 0.625 - 2.75 40461300.00 43855030.11 U.S. Treasuries (including strips) Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0009 43000000.00 43000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GIJ292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-30 2028-05-15 0.5 - 2.875 100512500.00 113701930.01 U.S. Treasuries (including strips) Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0009 111500000.00 111500000.00 0.0036 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GIJ293000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2023-05-15 0.125 - 0.125 40843900.00 40800015.28 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 40000000.00 40000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GIG900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-06-30 2030-02-15 1.5 - 1.875 57733700.00 62215757.31 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 61000000.00 61000000.00 0.0020 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GIH338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-12-31 2024-12-31 1.75 - 1.75 47817400.00 50998900.76 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 50000000.00 50000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GIJ577000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2036-02-15 0.125 - 6.625 232932600.00 242852372.41 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 238000000.00 238000000.00 0.0078 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GIE511000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-15 2027-02-15 2.25 - 6.625 79836500.00 92805792.15 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0010 91000000.00 91000000.00 0.0030 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GIF030000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-06-30 2027-06-30 0.5 - 0.5 94041400.00 93825462.55 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 92000000.00 92000000.00 0.0030 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GIA520000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-31 2050-02-15 0.125 - 4.25 19104300.00 23461939.70 U.S. Treasuries (including strips) Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 Y NATIXIS SA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 23000000.00 23000000.00 0.0008 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GIE088000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-31 2050-08-15 0.125 - 3.875 43883000.00 49982515.32 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-14 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 49000000.00 49000000.00 0.0016 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GIB666000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-31 2048-08-15 0 - 4.25 34820500.00 37806982.81 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 37000000.00 37000000.00 0.0012 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GIG207000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-31 2049-05-15 0 - 4.5 46710200.00 47941682.02 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 47000000.00 47000000.00 0.0015 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GIB251000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-31 2050-11-15 0 - 6.375 43916200.00 48116666.09 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 47000000.00 47000000.00 0.0015 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GII408000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-31 2050-08-15 0 - 4.5 78476300.00 96187436.98 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-15 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 94000000.00 94000000.00 0.0031 N N Y N Natixis SA Natixis SA, 0.11% KX1WK48MPD4Y2NCUIZ63 GIE441000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-31 2050-02-15 0.125 - 3.125 20640600.00 24683769.30 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-15 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 24000000.00 24000000.00 0.0008 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GFC600000 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 2027-05-15 1.5 - 2.375 10556900.00 11224261.57 U.S. Treasuries (including strips) Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0015 11000000.00 11000000.00 0.0004 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GGI408000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2027-05-15 2027-05-15 2.375 - 2.375 30151500.00 33667722.70 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0015 33000000.00 33000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GGI928000 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 14977600.00 16323712.39 U.S. Treasuries (including strips) Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0015 16000000.00 16000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GHA900000 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 2027-05-15 1.5 - 2.375 21110000.00 22444493.71 U.S. Treasuries (including strips) Y N/A N/A 2021-01-13 2021-01-13 2021-01-13 N N N 0.0015 22000000.00 22000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GID958000 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 23026800.00 24481813.75 U.S. Treasuries (including strips) Y N/A N/A 2021-02-12 2021-02-12 2021-02-12 N N N 0.0015 24000000.00 24000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GIF506000 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 22462500.00 24481318.08 U.S. Treasuries (including strips) Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0015 24000000.00 24000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GIG184000 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 17782700.00 19380920.87 U.S. Treasuries (including strips) Y N/A N/A 2021-02-19 2021-02-19 2021-02-19 N N N 0.0015 19000000.00 19000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GIG807000 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 32620300.00 34681506.29 U.S. Treasuries (including strips) Y N/A N/A 2021-02-22 2021-02-22 2021-02-22 N N N 0.0015 34000000.00 34000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GII027000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2027-05-15 2027-05-15 2.375 - 2.375 21923900.00 24480632.33 U.S. Treasuries (including strips) Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0015 24000000.00 24000000.00 0.0008 N N N Y RBC Dominion Securities RBC Dominion Securities, 0.09% 549300QJJX6CVVUXLE15 GIE044000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-28 2050-11-15 0 - 6.5 406741471.00 512145693.02 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 500000000.00 500000000.00 0.0164 N N Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.09%, dated 11/30/2020 due 12/01/2020 ES7IP3U3RHIGC71XBU11 GIJ908000_76426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-31 2050-08-15 0.125 - 4.25 38203031.00 39248205.53 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 38476000.00 38476000.00 0.0013 N Y Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.09%, dated 11/30/2020 due 12/01/2020 ES7IP3U3RHIGC71XBU11 GIJ782000_76426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-31 2050-08-15 0.125 - 4.25 113083994.00 116177789.38 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 113892000.00 113892000.00 0.0037 N Y Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GII383000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-14 2043-05-15 0 - 7.125 47005000.00 46922294.26 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0009 46000000.00 46000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GIJ220000 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 2030-05-15 0 - 2.875 44840800.00 46920560.09 U.S. Treasuries (including strips) Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0009 46000000.00 46000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.12% O2RNE8IBXP4R0TD8PU41 GGJ456000 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 2050-02-15 0 - 7.25 43572500.00 44988331.15 U.S. Treasuries (including strips) Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0012 44000000.00 44000000.00 0.0014 N N N Y Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.09%, dated 11/30/2020 due 12/01/2020 5U0XI89JRFVHWIBS4F54 GIJ908000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-28 2023-05-31 0 - 2.75 11263468.00 11755294.17 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 11524000.00 11524000.00 0.0004 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 5493006GGLR4BTEL8O61 GIE080000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2044-02-15 1.125 - 3.625 14373000.00 20697794.08 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 2 N N/A N/A N N 0.0016 20000000.00 20000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 GIJ896000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-12-07 2020-12-07 2021-01-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 47000000.00 47000000.00 0.0015 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GIJ897000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-12-07 2020-12-07 2021-02-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 47000000.00 47000000.00 0.0015 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GIJ839000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 N N N 0.0010 24000000.00 24000000.00 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. Treasuries as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 5493006GGLR4BTEL8O61 GIJ283000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-12-07 2020-12-07 2020-12-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0016 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. Treasuries as collateral on settlement date. Fidelity Newbury Street Trust: Fidelity Treasury Money Market Fund 2020-12-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer