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2020-08-10 N N N 0.0024 99997.30 99997.30 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-06-04 2021-06-04 N N N 0.0023 99988.85 99988.85 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313384R92 2549001DPIFGXC1TOL40 US313384R928 U.S. Government Agency Debt Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0018 159875.20 159875.20 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-02-01 2021-02-01 N N N 0.0019 100030.36 100030.36 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AJFL8 2549001DPIFGXC1TOL40 US3130AJFL87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-24 2020-07-24 N N N 0.0018 250010.59 250010.59 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 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Home Loan Bank Federal Home Loan Bank, 0.36% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-03-25 2021-03-25 N N N 0.0021 200214.77 200214.77 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AHP23 2549001DPIFGXC1TOL40 US3130AHP232 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0117 99999.75 99999.75 0.0018 N N Y 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 0.0162 99994.92 99994.92 0.0018 N N N N Freddie Mac Freddie Mac, 0.09% 3134GVDT2 US3134GVDT28 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-08-25 2020-08-25 N N N 0.0019 1249814.81 1249814.81 0.0230 N N N N Freddie Mac Freddie Mac, 0.09% 3134GTJ38 US3134GTJ387 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-22 2020-07-22 N N N 0.0018 99994.64 99994.64 0.0018 N N N N Freddie Mac Freddie Mac, 0.10% 3134GTZV8 US3134GTZV89 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-10 2020-07-10 N N N 0.0017 399992.00 399992.00 0.0074 N N N N Freddie Mac Freddie Mac, 0.11% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-02-05 2021-02-05 N N N 0.0021 99938.06 99938.06 0.0018 N N N N Freddie Mac Freddie Mac, 0.11% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-08 2020-09-08 N N N 0.0019 99984.84 99984.84 0.0018 N N N N Freddie Mac Freddie Mac, 0.15% 3134GVJG4 US3134GVJG43 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-07-06 2023-04-06 N N N 0.0033 500068.03 500068.03 0.0092 N N Y N Freddie Mac Freddie Mac, 0.20% 313396L50 S6XOOCT0IEG5ABCC6L87 US313396L503 U.S. Government Agency Debt Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0015 749649.75 749649.75 0.0138 N N N N Freddie Mac Freddie Mac, 0.34% 3134GVJH2 US3134GVJH26 U.S. Government Agency Debt Y N/A N/A 2020-07-03 2020-07-03 2025-04-03 N N N 0.0062 500036.65 500036.65 0.0092 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.15% 9127963M9 US9127963M90 U.S. Treasury Debt Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0013 749909.69 749909.69 0.0138 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.14% 9127963P2 US9127963P22 U.S. Treasury Debt Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0013 1499730.00 1499730.00 0.0276 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796WW5 US912796WW59 U.S. Treasury Debt Y N/A N/A 2020-07-09 2020-07-09 2020-07-09 N N N 0.0011 249192.94 249192.94 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.15% 912796WY1 US912796WY16 U.S. Treasury Debt Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 N N N 0.0012 1249871.61 1249871.61 0.0230 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796XF1 US912796XF18 U.S. Treasury Debt Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0012 249956.60 249956.60 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.28% 912796SZ3 US912796SZ37 U.S. Treasury Debt Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N N 0.0011 499976.30 499976.30 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127963G2 US9127963G23 U.S. Treasury Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0013 499950.31 499950.31 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0013 249961.18 249961.18 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 912796XG9 US912796XG90 U.S. Treasury Debt Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0013 499895.11 499895.11 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.15% 912796XH7 US912796XH73 U.S. Treasury Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0014 749815.00 749815.00 0.0138 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127963X5 US9127963X55 U.S. Treasury Debt Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0013 499875.42 499875.42 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127964G1 US9127964G14 U.S. Treasury Debt Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0014 199927.25 199927.25 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127964H9 US9127964H96 U.S. Treasury Debt Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0016 249884.45 249884.45 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127963R8 US9127963R87 U.S. Treasury Debt Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0013 399909.07 399909.07 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.43% 912796TJ8 US912796TJ85 U.S. Treasury Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0013 799790.94 799790.94 0.0147 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127962T5 US9127962T52 U.S. Treasury Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0015 349822.08 349822.08 0.0064 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127963N7 US9127963N73 U.S. Treasury Debt Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0012 499928.82 499928.82 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.17% 9127962H1 US9127962H15 U.S. Treasury Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0013 1499539.59 1499539.59 0.0276 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127964J5 US9127964J52 U.S. Treasury Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0015 399821.17 399821.17 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.17% 9127962S7 US9127962S79 U.S. Treasury Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0015 649693.96 649693.96 0.0120 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127964K2 US9127964K26 U.S. Treasury Debt Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0014 499770.56 499770.56 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 912796TU3 US912796TU31 U.S. Treasury Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0015 499677.09 499677.09 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 912796WX3 US912796WX33 U.S. Treasury Debt Y N/A N/A 2020-07-23 2020-07-23 2020-07-23 N N N 0.0012 999926.67 999926.67 0.0184 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127963Y3 US9127963Y39 U.S. Treasury Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0014 499857.50 499857.50 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127962J7 US9127962J70 U.S. Treasury Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0015 499814.72 499814.72 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% to 0.19% 9127962R9 US9127962R96 U.S. Treasury Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0015 749663.23 749663.23 0.0138 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127963K3 US9127963K35 U.S. Treasury Debt Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0015 249721.10 249721.10 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% to 0.18% 9127963L1 US9127963L18 U.S. Treasury Debt Y N/A N/A 2020-12-24 2020-12-24 2020-12-24 N N N 0.0016 749431.67 749431.67 0.0138 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 912796WZ8 US912796WZ80 U.S. Treasury Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0013 249968.13 249968.13 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 9127964A4 US9127964A44 U.S. Treasury Debt Y N/A N/A 2020-09-29 2020-09-29 2020-09-29 N N N 0.0014 499831.25 499831.25 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 9127964Q9 US9127964Q95 U.S. Treasury Debt Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0018 499696.18 499696.18 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 912796TN9 US912796TN97 U.S. Treasury Debt Y N/A N/A 2020-10-08 2020-10-08 2020-10-08 N N N 0.0015 499797.19 499797.19 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127964S5 US9127964S51 U.S. Treasury Debt Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0017 499671.81 499671.81 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127963F4 US9127963F40 U.S. Treasury Debt Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0011 199987.22 199987.22 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828Y46 254900HROIFWPRGM1V77 US912828Y461 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0025 200404.31 200404.31 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.17% 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 0.0022 500599.03 500599.03 0.0092 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.18% to 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 0.0021 302667.81 302667.81 0.0056 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.19% to 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 0.0023 300905.94 300905.94 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-07-01 2022-01-31 2022-01-31 N N N 0.0022 550718.94 550718.94 0.0102 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.37% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-07-01 2021-07-31 2021-07-31 N N N 0.0019 200383.60 200383.60 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-07-01 2021-10-31 2021-10-31 N N N 0.0021 300951.82 300951.82 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0021 100638.39 100638.39 0.0019 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 0.0026 100051.11 100051.11 0.0018 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 0.0020 100197.89 100197.89 0.0018 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 0.0020 100452.09 100452.09 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.21% 912828NM8 254900HROIFWPRGM1V77 US912828NM88 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0007 588111.90 588111.90 0.0108 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.1%, dated 6/30/2020 due 07/01/2020 B4TYDEB6GKMZO031MB27 GCH849000_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 2041-04-20 2045-09-20 3 - 4.5 1454648.04 284580.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 279000.00 279000.00 0.0051 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.16% RUC0QBLBRPRCU4W1NE59 0000772028 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 2034-07-01 2034-07-01 3.055 - 3.055 1000.00 1176.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2054-01-15 2.54 - 5 286372.00 250965.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2050-07-01 2050-07-01 2.5 - 2.5 1000.00 1044.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-06-01 2030-06-01 1.64 - 1.64 1000.00 1051.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.622 - 3.622 1000.00 791.60 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-08-05 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 250000.00 250000.00 0.0046 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.1%, dated 6/30/2020 due 07/01/2020 R0MUWSFPU8MPRO8K5P83 GCH849000_07651 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 2049-09-01 2049-09-01 3 - 3 12.36 11.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2038-10-19 2038-10-19 4.25 - 4.25 0.20 0.22 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2031-03-15 2047-11-01 0 - 4.5 27.27 23.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-06-20 2049-01-20 3.5 - 5 7835.15 1407.25 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-09 2049-11-15 0 - 8.75 129318.15 139226.81 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 1.35 1.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4.5 - 4.5 6.02 1.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-04-01 2050-06-01 2.659 - 3 334.55 348.61 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 138000.00 138000.00 0.0025 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.14% 2IGI19DL77OX0HC3ZE78 GBA136000 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 2047-12-01 2047-12-01 3.5 - 3.5 1000.00 807.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2069-06-20 2069-06-20 4.25 - 4.25 1000.00 1233.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3.5 - 3.5 1000.00 1060.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 3.5 - 3.5 1000.00 573.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-09-01 2050-02-01 3.5 - 4.5 186264.00 200600.04 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-07-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 200000.00 200000.00 0.0037 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.14% 2IGI19DL77OX0HC3ZE78 GCD424000 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 2031-04-01 2050-02-01 2.92 - 4.5 1369584.00 1016018.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 1000.00 771.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 2740.00 1374.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3.5 - 3.5 1000.00 1060.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2048-09-01 3.5 - 3.5 2000.00 1304.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-07-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 1000000.00 1000000.00 0.0184 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.1%, dated 6/30/2020 due 07/01/2020 E57ODZWZ7FF32TWEFA76 GCH849000_00276 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 2021-06-01 2021-11-01 6 - 6 823.58 2.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 58.53 64.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 216.55 230.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-06-01 2030-06-01 1.76 - 1.76 0.08 0.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 3 - 3 3.42 3.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-24 2045-12-01 0 - 10 33740.06 20970.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-30 2057-09-01 0 - 10.5 15810.00 10123.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2029-07-01 5 - 5.5 63.91 3.20 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 2128.13 3182.98 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2021-01-05 2029-10-03 0.17 - 3.5 470.16 491.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2022-10-01 8.5 - 8.5 361.79 1.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2023-05-01 4.5 - 5 631.40 7.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 3.96 0.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.2 - 4.2 0.33 0.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 4.62 4.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 2049-11-01 2.835 - 2.835 0.08 0.09 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 2074.30 1843.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2029-02-01 5.5 - 6.5 438.70 3.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 4 75.49 81.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2025-01-01 4.5 - 4.5 90.86 3.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-03-01 2024-10-01 5.5 - 5.5 25.83 0.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-11 2036-07-15 0.625 - 5.625 2022.40 2399.54 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2024-02-01 5.5 - 6 118.93 1.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2025-03-01 4.5 - 4.5 77.00 1.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 1.54 1.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-07-15 2048-08-15 2.5 - 10 20695.19 360.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 3.42 - 3.42 0.08 0.09 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-09-08 2048-02-15 0 - 8.125 33525.44 38841.10 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 176.37 1.13 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 77000.00 77000.00 0.0014 N Y Y N Citibank NA Citibank NA, 0.12% 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 2024-10-31 2024-10-31 2.25 - 2.25 206000.00 224581.53 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-07-02 2030-11-15 1.75 - 6.625 504000.00 538683.77 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2021-08-12 2023-04-06 1.125 - 1.3 256000.00 256799.94 Agency Debentures and Agency Strips Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0012 1000000.00 1000000.00 0.0184 N N Y N Citibank NA Citibank NA, 0.12% 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 2022-01-31 2027-06-30 0.25 - 1.5 1016100.00 1018059.39 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2023-06-26 2023-06-26 0.25 - 0.25 2000.00 1996.33 Agency Debentures and Agency Strips Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0012 1000000.00 1000000.00 0.0184 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.15% MBNUM2BPBDO7JBLYG310 0000315030 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 2070-05-20 2070-05-20 2.502 - 2.654 916891.00 1000536.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2023-05-01 2.35 - 2.35 22086.00 19557.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-07-09 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0015 1000000.00 1000000.00 0.0184 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.1%, dated 6/30/2020 due 07/01/2020 MBNUM2BPBDO7JBLYG310 GCH849000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-28 2020-07-28 0 - 0 733.62 733.55 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-09-20 2050-02-20 2.5 - 5.5 340223.16 235907.17 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0010 232000.00 232000.00 0.0043 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.10% 7LTWFZYICNSX8D621K86 GCH597000 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 984182.00 1030003.38 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 1000000.00 1000000.00 0.0184 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.1%, dated 6/30/2020 due 07/01/2020 ZBUT11V806EZRVTWT807 GCH849000_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 2050-05-01 2050-05-01 2.5 - 2.5 38.51 39.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 5.5 - 5.5 23.22 0.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2031-06-01 3 - 3 5.38 3.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2048-09-01 3.5 - 5 359.94 335.77 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2023-10-31 0.2 - 2.875 1513.72 1564.13 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-01-01 2057-02-01 2 - 7 1783.71 1114.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2026-11-01 3.5 - 3.5 6.87 0.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4 - 4 2.15 1.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 3000.00 3000.00 0.0001 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 6/30/2020 due 07/01/2020 7TK5RJIZDFROZCA6XF66 GCH849000_08126 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 2031-02-01 2039-02-01 4.03 - 4.27 205.26 246.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-07-20 2049-07-20 3 - 4 8253.56 5812.81 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2050-02-15 0.125 - 8.125 74613.08 87648.77 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-08-01 2048-01-01 2.5 - 5 6626.40 4231.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2031-06-01 3.16 - 4.04 1842.75 2052.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-08-01 2030-08-01 3.71 - 3.71 2778.61 3217.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4.59 - 4.59 51.48 60.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 101000.00 101000.00 0.0019 N Y Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.1%, dated 6/30/2020 due 07/01/2020 ES7IP3U3RHIGC71XBU11 GCH849000_76426 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 2035-04-01 2035-04-01 2.215 - 2.215 113.84 121.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-05-01 2040-05-01 1.78 - 2.36 10364.81 10907.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4.5 213.91 218.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4.5 - 4.5 729.78 566.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4 - 4 139.63 149.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 3.5 - 3.5 111.19 116.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-25 2049-11-25 6.5 - 6.5 891.97 886.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2042-03-01 3.5 - 3.5 2125.54 880.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-06-01 4.5 - 4.5 1289.25 323.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 3 - 3 2519.09 2661.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 4 - 4 6831.84 2691.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 780.00 820.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-06-01 2.5 - 4 2009.90 2129.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-05-01 3 - 3.5 5675.08 5985.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-10-01 2048-06-01 3 - 4 10706.34 8608.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 5 - 5 100.86 113.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2049-09-01 3 - 4.5 9144.89 8155.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2050-06-01 0.585 - 7 148015.01 88008.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-04-01 4.5 - 4.5 11648.20 10055.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 0.635 - 6 403166.52 236839.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 247.79 258.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 0.10 0.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-11-01 2033-01-01 3 - 3.5 263.06 189.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 3.5 - 3.5 1175.29 990.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3.5 - 3.5 31.83 10.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.5 - 3.5 2748.52 2514.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 688.22 731.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3.5 4784.24 5148.95 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2027-04-30 2027-04-30 0.5 - 0.5 560.78 562.65 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-09-01 4 - 4.5 3421.99 2529.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4.5 7496.67 6130.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3.5 893.99 955.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 3224.03 3020.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-11-01 2045-11-01 4 - 4 427.96 254.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4.5 482.48 328.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-07-01 2041-10-01 4 - 4.5 2977.09 1015.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 4 - 4 1051.20 981.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 622.21 661.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-05-01 3.5 - 4.5 10427.16 10810.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 409000.00 409000.00 0.0075 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.1%, dated 6/30/2020 due 07/01/2020 5U0XI89JRFVHWIBS4F54 GCH849000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2026-02-15 1.5 - 2.75 60026.18 63425.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-05-01 3.5 - 3.5 20830.91 12321.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-10-20 2049-01-20 3 - 4.5 46969.28 27414.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-04-01 2050-06-01 2 - 3.5 80640.78 71258.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 171000.00 171000.00 0.0032 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.1%, dated 6/30/2020 due 07/01/2020 5U0XI89JRFVHWIBS4F54 GCH849000_77387 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 2048-12-01 2050-04-01 2.5 - 4 908854.20 730470.91 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 714000.00 714000.00 0.0132 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 6/30/2020 due 07/01/2020 VYVVCKR63DVZZN70PB21 GCH849000_08395 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 2036-03-25 2036-03-25 0.308 - 0.308 44.27 0.52 Agency Collateralized Mortgage Obligation US TREASURY 254900HROIFWPRGM1V77 2038-02-15 2044-02-15 3.625 - 4.5 16914.94 26500.16 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.798 - 3.798 249.60 172.23 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 26000.00 26000.00 0.0005 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.13% 2IGI19DL77OX0HC3ZE78 GBA131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2046-11-15 1.5 - 3.125 192900.00 204090.16 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 200000.00 200000.00 0.0037 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.14% 2IGI19DL77OX0HC3ZE78 GCC503000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-30 2046-11-15 0.125 - 2.875 254400.00 255064.92 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-20 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 250000.00 250000.00 0.0046 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.10% 549300H47WTHXPU08X20 GCH596000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2023-11-30 2.875 - 2.875 932900.00 1020076.29 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 1000000.00 1000000.00 0.0184 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCE818000 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 1.125 - 1.125 489900.00 511476.23 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0012 500000.00 500000.00 0.0092 N Y Y N Fidelity Hereford Street Trust: Fidelity Flex Government Money Market Fund 2020-07-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer