N-MFP2 0000917286 XXXXXXXX 2020-02-29 0000917286 5493003AS9JOFLOAT498 S000056367 1 N N 033-52577 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA N/A FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N N Exempt Government N 17 51 18075831.16 23140973.74 16895002.47 18453156.29 39802296.06 37368402.94 40162023.75 40420542.90 0.3800 0.4900 0.3400 0.3700 0.8300 0.8000 0.8200 0.8100 601.48 49372509.21 49366770.06 335417.04 461926.37 49240862.21 49240142.01 1.0000 0.0164 1.0001 1.0001 1.0001 1.0001 C000177594 1.00 49240862.21 49240142.01 1.0001 1.0001 1.0001 1.0001 35435720.76 34058933.05 37317863.88 37871174.37 35640020.30 32998439.75 48029798.45 47388622.71 156423403.39 152317169.88 0.0164 N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.61%, dated 2/28/2020 due 03/02/2020 B4TYDEB6GKMZO031MB27 FHD124000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2045-07-20 3 - 5.25 1439712.38 334420.79 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 327000.00 327000.00 0.0066 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.60% G5GSEF7VJP5I7OUK5573 FHA195000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-07-20 2047-07-20 3.5 - 3.5 1416976.00 1020317.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 1000000.00 1000000.00 0.0203 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FGF112000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 100324.00 102091.58 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 100000.00 100000.00 0.0020 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.61% 3Y4U8VZURTYWI1W2K376 FGA471000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2050-01-20 2050-01-20 4 - 4 106263.00 103143.73 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0160 100000.00 100000.00 0.0020 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 1.63% 3Y4U8VZURTYWI1W2K376 FEF382000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 100575.00 102347.00 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-16 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 100000.00 100000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.58% R0MUWSFPU8MPRO8K5P83 FHC193000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-11-15 2048-08-15 N/A 113692.38 87714.92 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 1000.00 1036.75 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-11-20 2044-11-20 3.125 - 3.125 1251.00 72.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 16372.00 14040.71 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 100000.00 100000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FEJ726000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-12-25 2049-12-25 2.158 - 2.158 1000.00 971.41 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2048-08-15 N/A 134662.62 99197.96 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 1000.00 1036.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2028-03-15 2036-05-15 0 - 2.089 3491.00 1204.70 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2030-05-15 N/A 1000.00 835.24 Agency Debentures and Agency Strips Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0158 100000.00 100000.00 0.0020 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGJ665000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-12-25 2049-12-25 2.158 - 2.158 1000.00 971.41 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-11-25 2049-11-25 2.158 - 2.158 1000.00 921.92 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2045-02-15 2048-08-15 N/A 89738.23 56766.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2028-03-15 2028-03-15 N/A 29000.00 25265.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-08-08 2036-08-08 2.79 - 2.79 10000.00 10016.25 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2042-08-20 3.25 - 3.25 102398.00 8660.37 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 100000.00 100000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH969000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-08-15 2048-02-15 N/A 167571.13 103055.28 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 100000.00 100000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FHC191000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-13 2021-04-15 0 - 0.125 102600.00 102052.86 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 99998.33 99998.33 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH723000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-03-01 2031-03-01 3.96 - 3.96 1000.00 1142.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-25 2049-12-25 2.158 - 2.158 1000.00 971.41 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2024-08-15 2048-02-15 0 - 1.75 49500.00 47459.56 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2058-10-15 2058-10-15 2.009 - 2.009 1021.00 865.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-09-20 2047-12-20 3.5 - 3.625 481491.00 51012.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2035-04-25 2040-01-25 3.677 - 5.5 1016.00 1166.15 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 100000.00 100000.00 0.0020 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.61%, dated 2/28/2020 due 03/02/2020 VJW2DOOHGDT6PR0ZRO63 FHD124000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 1.03 0.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 38.62 0.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 131.33 0.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2026-02-01 4 - 4 103.15 8.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 43.26 0.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 92.23 0.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 1.44 0.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-03-01 4 - 5 6222.23 3784.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 63.00 0.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 1.96 0.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 4.84 0.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 25.75 0.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 37.25 0.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 3.86 0.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 2.58 0.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 2.5 - 2.5 441.78 449.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 0.86 0.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 3 2370.52 2446.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 7.42 0.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 6.18 0.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 269.34 228.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 1.75 1.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 4.06 3.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 7.31 4.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 2.78 0.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 261.27 1.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 37.35 23.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 3 - 3.5 38733.51 40273.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 27.45 2.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 28.43 1.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2049-12-20 2.5 - 9.5 26551.36 20095.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-12-01 3.5 - 3.5 2549.07 1271.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 0.10 0.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 4.95 2.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 0.32 0.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-02-01 2.5 - 4.5 23549.30 23810.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 415.81 415.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 1587.74 0.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2036-09-01 3 - 5 355.21 244.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 0.62 0.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 3 - 6.5 179.73 7.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 4.5 48.82 31.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 1.44 0.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 1068.05 33.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3 - 3 3.34 2.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 16.59 4.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-04-01 3 - 4.5 167.96 90.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 124.72 3.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-05-01 3.5 - 3.5 168.92 111.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 187.56 63.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2035-02-01 2 - 2 257.50 259.80 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-03-03 2050-02-15 0 - 8.75 52584.36 53148.54 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-04 2024-12-13 0 - 4.125 55076.88 55480.82 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-03-04 2050-02-03 1.375 - 5.05 19700.60 20097.39 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-04-01 2049-06-01 1.375 - 7.5 14252.07 8947.79 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-04 2050-02-01 1.3 - 9.5 96528.06 83366.39 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2020-07-15 0 - 0 515.00 512.49 Agency Debentures and Agency Strips Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 309000.00 309000.00 0.0063 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.61% 549300HN4UKV1E2R3U73 FGB975000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2039-07-08 2039-07-08 3.49 - 3.49 1012000.00 1021517.07 Agency Debentures and Agency Strips Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 Y BANK OF AMERICA CORPORATION 1.0000 5 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0160 1000000.00 1000000.00 0.0203 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FGG153000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 302542.00 203145.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-12-01 2047-12-01 4 - 4 1000.00 1009.06 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 200000.00 200000.00 0.0041 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.77% 2IGI19DL77OX0HC3ZE78 FBH826000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-12-01 2041-12-01 4 - 4 4309.00 1432.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-06-20 2048-06-20 4 - 4 1000.00 1026.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-12-01 2033-12-01 4 - 4 2167.00 1937.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2050-01-01 3 - 4 95392.00 98439.84 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0176 100000.00 100000.00 0.0020 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.61%, dated 2/28/2020 due 03/02/2020 E57ODZWZ7FF32TWEFA76 FHD124000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.59 - 3.59 0.05 0.05 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-06-24 2037-01-29 1.9 - 3.5 595.21 611.63 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 0.86 0.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 36.24 3.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-08-01 2045-12-01 0 - 8 1910.95 173.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-03-15 2049-10-20 2.5 - 10.5 36962.25 779.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-27 2050-02-01 1.375 - 9.5 6156.72 3518.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 110.55 0.78 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 966.47 823.85 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-03-03 2049-11-15 0 - 8.75 68630.03 74971.96 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 0.05 0.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2043-06-22 1.125 - 5.5 618.28 692.38 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 1.01 0.00 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 177.91 202.68 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 0.05 0.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 80000.00 80000.00 0.0016 N Y Y N Citibank NA Citibank NA, 1.61% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2029-01-15 0.875 - 1.875 994400.00 1020333.26 U.S. Treasuries (including strips) Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 1000000.00 1000000.00 0.0203 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.61%, dated 2/28/2020 due 03/02/2020 1VUV7VQFKUOQSJ21A208 FHD124000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-12 2048-08-15 0 - 4.75 88085.01 95832.86 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 1513.26 1526.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 4 - 4 1662.51 1302.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-06-20 2050-02-20 2.5 - 4.5 22583.93 13572.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-03-01 2049-04-01 3 - 4.5 11842.79 10378.16 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 120000.00 120000.00 0.0024 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.62% 7LTWFZYICNSX8D621K86 FHC565000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.75 - 3.75 982368.00 1021898.00 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 992000.00 992000.00 0.0201 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.60% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2022-03-01 2034-08-01 2.5 - 6 12448746.00 432442.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2055-01-15 2055-01-15 3.13 - 3.13 216931.00 235089.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-11-01 2024-11-01 4 - 4 1200000.00 44539.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2027-01-01 6 - 6 1870000.00 52637.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-12-01 2035-09-01 5 - 5.5 6116898.00 255427.46 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 1000000.00 1000000.00 0.0203 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.60% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-01-01 2040-01-01 5 - 5 1695870.00 268334.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-02-15 2050-02-20 2.5 - 5.5 4036670.00 751982.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 1000000.00 1000000.00 0.0203 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.60% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-09-20 2044-09-20 5 - 5 1072118.00 204036.28 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0159 200000.00 200000.00 0.0041 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.61%, dated 2/28/2020 due 03/02/2020 CYYGQCGNHMHPSMRL3R97 FHD124000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2040-02-15 1.375 - 6.25 42688.60 48276.36 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-10-01 2048-09-01 3.5 - 4.5 1078.87 913.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 2744.34 2859.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-02-01 2049-05-01 2.5 - 4.5 12855.97 9159.00 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 60000.00 60000.00 0.0012 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.60% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2050-02-01 2050-02-01 4 - 4 982567.00 1020136.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0159 1000000.00 1000000.00 0.0203 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.61% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-01-01 2042-01-01 3.9 - 3.9 5509358.00 102027.38 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 100000.00 100000.00 0.0020 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.60% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3.5 - 3.5 398976.00 415999.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-06-01 2036-08-01 4.371 - 7.5 34622000.00 604317.45 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 1000000.00 1000000.00 0.0203 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.60% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2031-06-01 4.498 - 4.498 65649280.00 28582.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-02-20 2.5 - 2.5 831680.00 516734.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-01-01 2033-01-01 3.84 - 3.84 24872480.00 270791.10 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0159 800000.00 800000.00 0.0162 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.61% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-11-01 2044-11-01 3.895 - 3.895 2500000.00 284122.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-08-01 2049-03-01 2.977 - 5.5 41083749.00 736151.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 1000000.00 1000000.00 0.0203 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.61%, dated 2/28/2020 due 03/02/2020 ZBUT11V806EZRVTWT807 FHD124000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 4.5 - 4.5 19.86 16.90 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-12-15 2040-02-15 1.375 - 6.125 155291.71 180264.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5.5 - 5.5 71.98 0.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 462.10 475.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 3.5 - 3.5 157.62 112.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 5.5 - 5.5 677.20 54.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2047-10-01 4 - 4.5 96.01 59.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 15337.58 13008.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 101.56 1.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2038-10-01 4.5 - 4.5 171.71 126.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-01-01 2033-01-01 2.5 - 2.5 45.20 34.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-01 2056-08-01 2 - 7 92684.87 78208.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 4.5 - 4.5 0.73 0.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 2.5 12.41 12.46 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 267000.00 267000.00 0.0054 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 1.61%, dated 2/28/2020 due 03/02/2020 ZOMOLU8CGIZRYZ7PFU34 FHD124000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2029-11-15 0 - 3.125 55898.92 58722.53 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2050-02-01 3 - 4.5 26892.10 26968.88 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 84000.00 84000.00 0.0017 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.61%, dated 2/28/2020 due 03/02/2020 7TK5RJIZDFROZCA6XF66 FHD124000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-24 2024-12-31 0 - 1.75 130614.61 130365.79 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-07-20 2049-07-20 3 - 3 3291.25 3328.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-02-01 2049-05-01 2 - 4 13090.48 13205.62 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 144000.00 144000.00 0.0029 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.60% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2046-03-01 4 - 4 2000.00 1016.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-11-01 2050-08-01 3.5 - 4.5 1807930.00 1019210.81 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 1000000.00 1000000.00 0.0203 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.61% OXTKY6Q8X53C9ILVV871 FHA677000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 1320.00 1312.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-09-20 2039-09-20 4.5 - 4.5 395956.00 23092.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-12-01 2049-12-01 3.5 - 5 1178986.00 995868.63 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 1000000.00 1000000.00 0.0203 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.61% OXTKY6Q8X53C9ILVV871 FHB925000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-10-20 2050-02-20 3.5 - 4.5 968811.00 1020183.37 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0160 1000000.00 1000000.00 0.0203 N N Y N RBC Financial Group RBC Financial Group, 1.61% ES7IP3U3RHIGC71XBU11 FGG914000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-05-01 2048-12-01 4 - 4.5 101476.00 87957.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-15 2047-04-15 4 - 4 1000.00 856.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-03-25 2049-06-01 3 - 5 605619.00 941022.51 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-03-06 2020-03-06 2020-03-10 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0160 1000000.00 1000000.00 0.0203 N N Y N Societe Generale Societe Generale, 1.61% O2RNE8IBXP4R0TD8PU41 FHB964000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-21 2021-04-15 0 - 0.125 832400.00 904058.26 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-05-20 2047-05-20 3.5 - 3.5 183700.00 122515.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-07-01 2057-02-01 4 - 4.5 3145.00 2399.20 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0160 1000000.00 1000000.00 0.0203 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.61% SUVUFHICNZMP2WKHG940 FHA687000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-08-01 2049-08-01 3.5 - 3.5 1082457.00 1020274.36 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 1000000.00 1000000.00 0.0203 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.61%, dated 2/28/2020 due 03/02/2020 VYVVCKR63DVZZN70PB21 FHD124000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2043-05-15 1.625 - 3.125 87882.09 90892.44 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-12-20 3 - 5 124210.57 103645.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-01 2057-01-01 2 - 5.5 189639.94 183932.71 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 371000.00 371000.00 0.0075 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.61% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2031-08-13 2031-08-13 3.49 - 3.49 854000.00 1020800.86 Agency Debentures and Agency Strips Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 1000000.00 1000000.00 0.0203 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.58% G5GSEF7VJP5I7OUK5573 FGE632000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-30 2022-09-30 1.875 - 1.875 197900.00 204213.54 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-11 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 200000.00 200000.00 0.0041 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.59% G5GSEF7VJP5I7OUK5573 FHA234000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-30 2022-09-30 1.875 - 1.875 98900.00 102055.17 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-25 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 100000.00 100000.00 0.0020 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.59% 3Y4U8VZURTYWI1W2K376 FGG903000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2021-05-15 3.125 - 3.125 300000.00 309501.19 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 300000.00 300000.00 0.0061 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FGE692000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-03-31 2025-03-31 2.625 - 2.625 100000.00 108463.94 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-05-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 100000.00 100000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFA131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2046-11-15 1.811 - 4.625 93300.00 102293.30 U.S. Treasuries (including strips) Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0156 100000.00 100000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFC996000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2046-08-15 1.731 - 4.625 178700.00 204539.84 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 200000.00 200000.00 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FGH729000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2049-11-15 0 - 4.625 100900.00 102138.62 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 100000.00 100000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FGI246000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2020-04-30 1.544 - 1.544 203900.00 204144.09 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 200000.00 200000.00 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FGJ618000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2040-02-15 1.811 - 4.625 66300.00 102194.42 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 100000.00 100000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FHA941000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2040-02-15 1.544 - 8.125 101000.00 102076.86 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 100000.00 100000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FHC002000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2029-08-15 0 - 1.65 98000.00 102036.50 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 100000.00 100000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FGJ653000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2044-11-15 1.811 - 4.375 68400.00 103087.28 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 100000.00 100000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGE880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2047-05-15 0 - 4.625 79900.00 103104.49 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-04-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 100000.00 100000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2044-11-15 1.65 - 5.5 148500.00 206114.62 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 200000.00 200000.00 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGE338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2044-11-15 1.731 - 6.125 147100.00 204246.37 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-04-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 200000.00 200000.00 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FFJ820000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2045-08-15 0 - 7.5 89300.00 102161.18 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 100000.00 100000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGD815000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2040-02-15 1.665 - 4.625 66300.00 102140.22 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-04-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 100000.00 100000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGA464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2040-02-15 2040-02-15 4.625 - 4.625 66200.00 102147.91 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 100000.00 100000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEE302000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2048-05-15 0 - 5.25 75900.00 102455.30 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 100000.00 100000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH380000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2046-08-15 0 - 7.5 84100.00 103289.76 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 100000.00 100000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FED009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-09-30 2044-11-15 2.25 - 4.625 93000.00 102462.91 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 100000.00 100000.00 0.0020 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.59% 2IGI19DL77OX0HC3ZE78 FHB975000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2024-03-31 1.75 - 2.125 101300.00 102091.14 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 100000.00 100000.00 0.0020 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FGA231000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-08-15 2045-08-15 2.875 - 3.125 80000.00 103247.20 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 100000.00 100000.00 0.0020 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FGA402000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-01-15 2045-08-15 1.5 - 3.625 96800.00 102234.40 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 100000.00 100000.00 0.0020 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.60% 549300IMBXQ8SGH3HJ31 FHC693000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2021-08-31 1.125 - 1.125 1013100.00 1020152.28 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 1000000.00 1000000.00 0.0203 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.62% 549300IMBXQ8SGH3HJ31 FHC719000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2020-12-31 1.75 - 1.75 1012300.00 1020159.03 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0161 1000000.00 1000000.00 0.0203 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.63% 549300IMBXQ8SGH3HJ31 FHA741000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2021-08-15 1.75 - 2.75 1009000.00 1020279.88 U.S. Treasuries (including strips) Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0162 1000000.00 1000000.00 0.0203 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.63% 549300IMBXQ8SGH3HJ31 FHB924000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2021-08-31 1.125 - 1.125 1013200.00 1020252.98 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0162 1000000.00 1000000.00 0.0203 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.61% 1VUV7VQFKUOQSJ21A208 FHC847000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-30 2028-02-15 2.75 - 2.75 951000.00 1034700.95 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 1000000.00 1000000.00 0.0203 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 1.60% 549300H47WTHXPU08X20 FHC546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2023-08-31 2.75 - 2.75 1910000.00 2046614.68 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 2000000.00 2000000.00 0.0406 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 1.59% RB0PEZSDGCO3JS6CEU02 FHC658000 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 1000000.00 1100913.46 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 1000000.00 1000000.00 0.0203 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGG301000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2024-08-15 2 - 2.375 98000.00 103421.63 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 100000.00 100000.00 0.0020 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.60% U7M81AY481YLIOR75625 FGC507000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2025-02-15 2 - 2 100000.00 104249.95 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 100000.00 100000.00 0.0020 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.61% U7M81AY481YLIOR75625 FHC550000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-11-15 2046-11-15 2.875 - 2.875 831300.00 1029393.19 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 1000000.00 1000000.00 0.0203 N Y Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FGH757000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2045-08-15 2.75 - 6.5 95100.00 102150.43 U.S. Treasuries (including strips) Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0158 100000.00 100000.00 0.0020 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FGG144000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2040-02-15 2041-08-15 3.75 - 4.625 147800.00 206266.74 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 200000.00 200000.00 0.0041 N N Y N Fannie Mae Fannie Mae, 1.65% 313588UU7 B1V7KEBTPIMZEU4LTD58 US313588UU72 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0139 299692.00 299692.00 0.0061 N N Y N Fannie Mae Fannie Mae, 1.66% 313588UM5 B1V7KEBTPIMZEU4LTD58 US313588UM56 U.S. Government Agency Debt Y N/A N/A 2020-03-19 2020-03-19 2020-03-19 N N N 0.0132 99927.28 99927.28 0.0020 N N Y N Fannie Mae Fannie Mae, 1.66% 313588VR3 B1V7KEBTPIMZEU4LTD58 US313588VR35 U.S. Government Agency Debt Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0144 139735.75 139735.75 0.0028 N N Y N Fannie Mae Fannie Mae, 1.66% 313588WM3 B1V7KEBTPIMZEU4LTD58 US313588WM39 U.S. Government Agency Debt Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0140 742065.60 742065.60 0.0151 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.62% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-12-03 2020-12-03 N N N 0.0161 100005.65 100005.65 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.68% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-03-23 2020-10-23 2020-10-23 N N N 0.0159 100058.97 100058.97 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 313384WD7 2549001DPIFGXC1TOL40 US313384WD77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-28 2020-04-28 2020-04-28 N N N 0.0146 199521.80 199521.80 0.0041 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.53% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-22 2021-02-22 2021-02-22 N N N 0.0157 99963.30 99963.30 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 3130AHNP4 2549001DPIFGXC1TOL40 US3130AHNP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-28 2020-04-28 2020-04-28 N N N 0.0154 199998.56 199998.56 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313384XB0 2549001DPIFGXC1TOL40 US313384XB03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0141 99684.00 99684.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHRB1 2549001DPIFGXC1TOL40 US3130AHRB12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0130 100086.90 100086.90 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHQW6 2549001DPIFGXC1TOL40 US3130AHQW67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0130 100086.52 100086.52 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AJ6S3 2549001DPIFGXC1TOL40 US3130AJ6S35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-08-19 2020-08-19 N N N 0.0162 99990.41 99990.41 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AJ4K2 2549001DPIFGXC1TOL40 US3130AJ4K27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-06-05 2020-06-05 N N N 0.0161 99994.41 99994.41 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-08-28 2020-08-28 N N N 0.0162 99990.06 99990.06 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHNM1 2549001DPIFGXC1TOL40 US3130AHNM13 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-07 2020-04-07 2020-04-07 N N N 0.0161 99997.99 99997.99 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AJ6V6 2549001DPIFGXC1TOL40 US3130AJ6V63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-20 2020-08-20 2020-08-20 N N N 0.0162 99990.71 99990.71 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2021-03-24 2021-03-24 N N N 0.0164 99958.89 99958.89 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384WE5 2549001DPIFGXC1TOL40 US313384WE50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0146 399026.89 399026.89 0.0081 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ3N7 2549001DPIFGXC1TOL40 US3130AJ3N74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-08-05 2020-08-05 N N N 0.0163 99990.97 99990.97 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGZV0 2549001DPIFGXC1TOL40 US3130AGZV01 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-03-06 2020-03-06 N N N 0.0163 99999.37 99999.37 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHHR7 2549001DPIFGXC1TOL40 US3130AHHR73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0161 199999.17 199999.17 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHPL1 2549001DPIFGXC1TOL40 US3130AHPL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-10 2020-06-10 2020-06-10 N N N 0.0162 99994.56 99994.56 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHPN7 2549001DPIFGXC1TOL40 US3130AHPN77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-10 2020-06-10 2020-06-10 N N N 0.0162 99994.56 99994.56 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-11 2020-09-11 2020-09-11 N N N 0.0164 99985.84 99985.84 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-11 2020-09-11 2020-09-11 N N N 0.0164 99985.84 99985.84 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-16 2021-02-16 2021-02-16 N N N 0.0165 99964.49 99964.49 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ6L8 2549001DPIFGXC1TOL40 US3130AJ6L81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-18 2020-08-18 2020-08-18 N N N 0.0163 99990.82 99990.82 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2021-03-26 2021-03-26 N N N 0.0163 99978.82 99978.82 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2021-03-26 2021-03-26 N N N 0.0163 99978.82 99978.82 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384WL9 2549001DPIFGXC1TOL40 US313384WL93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0139 99744.00 99744.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ4Z9 2549001DPIFGXC1TOL40 US3130AJ4Z95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2020-10-09 2020-10-09 N N N 0.0163 99988.04 99988.04 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0161 100000.00 100000.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-02-25 2021-02-25 N N N 0.0164 99980.07 99980.07 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-14 2020-12-14 2020-12-14 N N N 0.0163 99986.63 99986.63 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2021-02-12 2021-02-12 N N N 0.0164 99983.95 99983.95 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-23 2021-02-23 2021-02-23 N N N 0.0162 100011.58 100011.58 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AECJ7 2549001DPIFGXC1TOL40 US3130AECJ71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0140 401210.95 401210.95 0.0081 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHVS9 2549001DPIFGXC1TOL40 US3130AHVS90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-09-11 2020-09-11 N N N 0.0165 99987.99 99987.99 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHJF1 2549001DPIFGXC1TOL40 US3130AHJF18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-05-06 2020-05-06 N N N 0.0165 99996.03 99996.03 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-04-03 2020-04-03 N N N 0.0161 100001.72 100001.72 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2021-02-12 2021-02-12 N N N 0.0162 100022.42 100022.42 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHV67 2549001DPIFGXC1TOL40 US3130AHV677 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-10 2020-08-10 2020-08-10 N N N 0.0167 99988.81 99988.81 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AH6J7 2549001DPIFGXC1TOL40 US3130AH6J71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-03-26 2020-03-26 N N N 0.0166 99998.26 99998.26 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384TW9 2549001DPIFGXC1TOL40 US313384TW95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0062 299974.33 299974.33 0.0061 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384TX7 2549001DPIFGXC1TOL40 US313384TX78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0078 599923.00 599923.00 0.0122 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384TY5 2549001DPIFGXC1TOL40 US313384TY51 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0089 99982.89 99982.89 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3133XXP50 2549001DPIFGXC1TOL40 US3133XXP508 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-13 2020-03-13 2020-03-13 N N N 0.0206 55046.34 55046.34 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384UN7 2549001DPIFGXC1TOL40 US313384UN77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0134 499615.00 499615.00 0.0101 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384UT4 2549001DPIFGXC1TOL40 US313384UT48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0138 99901.61 99901.61 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-07-23 2021-07-23 N N N 0.0168 99959.20 99959.20 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-05-11 2020-05-11 N N N 0.0167 99995.96 99995.96 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-07-24 2020-07-24 N N N 0.0163 100010.47 100010.47 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-06-11 2021-06-11 N N N 0.0168 99970.94 99970.94 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AH6K4 2549001DPIFGXC1TOL40 US3130AH6K45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0157 100006.32 100006.32 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384VA4 2549001DPIFGXC1TOL40 US313384VA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0140 129836.42 129836.42 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384VS5 2549001DPIFGXC1TOL40 US313384VS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-17 2020-04-17 2020-04-17 N N N 0.0144 299421.17 299421.17 0.0061 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384WW5 2549001DPIFGXC1TOL40 US313384WW58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0140 255242.24 255242.24 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384XY0 2549001DPIFGXC1TOL40 US313384XY06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0139 99611.11 99611.11 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHPT4 2549001DPIFGXC1TOL40 US3130AHPT48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-29 2020-06-29 2020-06-29 N N N 0.0168 99994.43 99994.43 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHP23 2549001DPIFGXC1TOL40 US3130AHP232 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-07-06 2020-07-06 N N N 0.0169 99993.53 99993.53 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-07-29 2020-07-29 N N N 0.0163 100020.69 100020.69 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-12-23 2020-12-23 N N N 0.0163 200080.36 200080.36 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-07-17 2020-07-17 N N N 0.0163 200039.38 200039.38 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-02-22 2021-02-22 N N N 0.0166 100018.70 100018.70 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-19 2021-03-19 2021-03-19 N N N 0.0165 100031.13 100031.13 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AH5S8 2549001DPIFGXC1TOL40 US3130AH5S89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-23 2020-03-23 2020-03-23 N N N 0.0159 100005.35 100005.35 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2022-02-10 2022-02-10 N N N 0.0172 99961.09 99961.09 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-10-07 2020-10-07 N N N 0.0164 300107.99 300107.99 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-22 2021-01-22 2021-01-22 N N N 0.0161 100074.90 100074.90 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-10-16 2020-10-16 N N N 0.0164 200085.86 200085.86 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-06-04 2021-06-04 N N N 0.0168 100048.31 100048.31 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHAE3 2549001DPIFGXC1TOL40 US3130AHAE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-08 2020-05-08 2020-05-08 N N N 0.0162 100018.62 100018.62 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2020-06-12 2020-06-12 N N N 0.0162 200055.38 200055.38 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-01 2021-02-01 2021-02-01 N N N 0.0164 100076.24 100076.24 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-10 2020-06-10 2020-06-10 N N N 0.0163 100027.14 100027.14 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-04-09 2021-04-09 N N N 0.0167 100090.57 100090.57 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AH3L5 2549001DPIFGXC1TOL40 US3130AH3L54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0123 100034.73 100034.73 0.0020 N N N N Freddie Mac Freddie Mac, 1.60% 3134GT5C3 S6XOOCT0IEG5ABCC6L87 US3134GT5C32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0159 99999.93 99999.93 0.0020 N N Y N Freddie Mac Freddie Mac, 1.61% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-02-05 2021-02-05 N N N 0.0161 99999.66 99999.66 0.0020 N N N N Freddie Mac Freddie Mac, 1.61% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-09-08 2020-09-08 N N N 0.0161 99999.13 99999.13 0.0020 N N N N Freddie Mac Freddie Mac, 1.65% 3137EAEF2 S6XOOCT0IEG5ABCC6L87 US3137EAEF27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0150 299943.82 299943.82 0.0061 N N N N U.S. Treasury Bills U.S. Treasury Bills, 1.56% to 1.88% 912796SH3 254900HROIFWPRGM1V77 US912796SH39 U.S. Treasury Debt Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0124 399633.00 399633.00 0.0081 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796SV2 US912796SV23 U.S. Treasury Debt Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0123 199259.00 199259.00 0.0040 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% 912796TV1 US912796TV14 U.S. Treasury Debt Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0125 299221.18 299221.18 0.0061 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% 912796SR1 US912796SR11 U.S. Treasury Debt Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0124 498590.28 498590.28 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.58% 912796UA5 US912796UA57 U.S. Treasury Debt Y N/A N/A 2020-06-25 2020-06-25 2020-06-25 N N N 0.0122 199218.00 199218.00 0.0040 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.59% to 1.85% 912796TK5 254900HROIFWPRGM1V77 US912796TK58 U.S. Treasury Debt Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0116 699710.28 699710.28 0.0142 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.59% 912796TW9 US912796TW96 U.S. Treasury Debt Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0123 199395.83 199395.83 0.0040 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.86% 912796TH2 254900HROIFWPRGM1V77 US912796TH20 U.S. Treasury Debt Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0074 199975.50 199975.50 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 9128282J8 254900HROIFWPRGM1V77 US9128282J89 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0135 100054.69 100054.69 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.62% 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0128 200289.06 200289.06 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828XH8 254900HROIFWPRGM1V77 US912828XH83 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0135 200179.69 200179.69 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828NT3 254900HROIFWPRGM1V77 US912828NT32 U.S. Treasury Debt Y N/A N/A 2020-08-15 2020-08-15 2020-08-15 N N N 0.0129 100613.28 100613.28 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828L32 254900HROIFWPRGM1V77 US912828L328 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0124 100066.41 100066.41 0.0020 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 0.0125 100437.50 100437.50 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 9128285G1 254900HROIFWPRGM1V77 US9128285G14 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0122 101101.56 101101.56 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.66% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-03-02 2022-01-31 2022-01-31 N N N 0.0168 299936.07 299936.07 0.0061 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.81% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-03-02 2021-10-31 2021-10-31 N N N 0.0159 301086.21 301086.21 0.0061 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FHD253000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-03-06 2020-03-06 2020-03-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 100000.00 100000.00 0.0020 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FHC966000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-03-06 2020-03-06 2020-03-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 100000.00 100000.00 0.0020 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FHC978000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-03-06 2020-03-06 2020-03-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 100000.00 100000.00 0.0020 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. Fidelity Hereford Street Trust: Fidelity Flex Government Money Market Fund 2020-03-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer