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Bank Federal Home Loan Bank, 0.18% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-23 2021-02-23 2021-02-23 N N N 0.0020 99992.74 99992.74 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% to 0.20% 313384K65 2549001DPIFGXC1TOL40 US313384K659 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-14 2020-10-14 2020-10-14 N N N 0.0009 899903.25 899903.25 0.0141 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313384Q85 2549001DPIFGXC1TOL40 US313384Q854 U.S. Government Agency Debt Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0010 899787.50 899787.50 0.0141 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313384R50 2549001DPIFGXC1TOL40 US313384R506 U.S. Government Agency Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0010 799800.00 799800.00 0.0125 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313385DJ2 2549001DPIFGXC1TOL40 US313385DJ24 U.S. Government Agency Debt 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US3130AJFP91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-25 2020-09-25 N N N 0.0010 100012.25 100012.25 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384F95 2549001DPIFGXC1TOL40 US313384F956 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0007 499986.39 499986.39 0.0078 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130AJFW4 2549001DPIFGXC1TOL40 US3130AJFW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-25 2020-09-25 N N N 0.0010 250033.96 250033.96 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-04-13 2021-04-13 N N N 0.0013 100103.46 100103.46 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-05-13 2021-05-13 N N N 0.0013 100121.99 100121.99 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-03-25 2021-03-25 N N N 0.0013 200248.37 200248.37 0.0031 N N N N Freddie Mac Freddie Mac, 0.10% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-02-05 2021-02-05 N N N 0.0012 99989.61 99989.61 0.0016 N N N N Freddie Mac Freddie Mac, 0.16% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-08-18 2022-08-18 N N N 0.0019 99950.66 99950.66 0.0016 N N N N Freddie Mac Freddie Mac, 0.16% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-08-03 2022-08-03 N N N 0.0018 99955.85 99955.85 0.0016 N N N 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 0.0009 749906.25 749906.25 0.0118 N N Y N Freddie Mac Freddie Mac, 0.23% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-04-18 2022-04-18 N N N 0.0017 100103.07 100103.07 0.0016 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 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 0.0007 999860.97 999860.97 0.0157 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127963J6 US9127963J61 U.S. Treasury Debt Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0010 499855.91 499855.91 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 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 0.0010 899875.68 899875.68 0.0141 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127963B3 US9127963B36 U.S. Treasury Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0010 999752.29 999752.29 0.0157 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 912796A74 US912796A742 U.S. Treasury Debt Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0012 499776.39 499776.39 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127964C0 US9127964C00 U.S. Treasury Debt Y N/A N/A 2021-02-11 2021-02-11 2021-02-11 N N N 0.0011 499759.46 499759.46 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 912796XE4 US912796XE43 U.S. Treasury Debt Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0012 499711.15 499711.15 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 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 0.0008 749975.94 749975.94 0.0118 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 0.0006 749996.36 749996.36 0.0118 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 0.0008 499991.25 499991.25 0.0078 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 0.0009 199981.77 199981.77 0.0031 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 0.0009 249973.75 249973.75 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127965F2 US9127965F22 U.S. Treasury Debt Y N/A N/A 2020-12-29 2020-12-29 2020-12-29 N N N 0.0011 499818.20 499818.20 0.0078 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 0.0000 400000.00 400000.00 0.0063 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 0.0007 799984.50 799984.50 0.0125 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 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 0.0009 649917.06 649917.06 0.0102 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 0.0010 349945.73 349945.73 0.0055 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 912796TP4 US912796TP46 U.S. Treasury Debt Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0009 249958.25 249958.25 0.0039 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 0.0008 1499923.34 1499923.34 0.0235 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 0.0010 499924.17 499924.17 0.0078 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 0.0011 499857.92 499857.92 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127965B1 US9127965B18 U.S. Treasury Debt Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0013 249911.53 249911.53 0.0039 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 0.0009 499961.46 499961.46 0.0078 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 0.0009 749917.50 749917.50 0.0118 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 0.0010 249823.87 249823.87 0.0039 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 0.0011 749732.81 749732.81 0.0118 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 0.0008 499966.95 499966.95 0.0078 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 0.0010 499916.88 499916.88 0.0078 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 0.0010 499950.54 499950.54 0.0078 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828P87 254900HROIFWPRGM1V77 US912828P873 U.S. Treasury Debt Y N/A N/A 2021-02-28 2021-02-28 2021-02-28 N N N 0.0017 251191.41 251191.41 0.0039 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 0.0016 301346.72 301346.72 0.0047 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.25% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-09-01 2022-01-31 2022-01-31 N N N 0.0014 550914.39 550914.39 0.0086 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-09-01 2021-07-31 2021-07-31 N N N 0.0013 200355.94 200355.94 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-09-01 2021-10-31 2021-10-31 N N N 0.0012 300969.98 300969.98 0.0047 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 0.0020 100209.06 100209.06 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VZ0 254900HROIFWPRGM1V77 US912828VZ00 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0017 100149.67 100149.67 0.0016 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.10% 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U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-15 2044-05-15 0.125 - 3.375 979800.00 1020108.18 U.S. Treasuries (including strips) Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0009 1000000.00 1000000.00 0.0157 N N Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 GFA842000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2025-04-30 0.375 - 0.375 1013100.00 1020060.40 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-28 Y CREDIT AG CIB (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 1000000.00 1000000.00 0.0157 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GFB684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2025-04-30 0.375 - 0.375 1013100.00 1020060.40 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0010 1000000.00 1000000.00 0.0157 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 GEF369000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2025-04-30 0.375 - 0.375 1013100.00 1020060.40 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-14 Y CREDIT AG CIB (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 1000000.00 1000000.00 0.0157 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 GFC105000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2024-08-15 2.375 - 2.375 939000.00 1019931.29 U.S. Treasuries (including strips) Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0009 1000000.00 1000000.00 0.0157 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-05-15 0 - 8 1020200.00 1020073.07 U.S. Treasuries (including strips) Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0009 1000000.00 1000000.00 0.0157 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.09% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-24 2022-02-28 0 - 1.75 1020100.00 1020037.29 U.S. Treasuries (including strips) Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0009 1000000.00 1000000.00 0.0157 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.09% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-31 2026-05-31 2.125 - 2.125 925000.00 1022178.41 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 1000000.00 1000000.00 0.0157 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GFA901000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2047-02-15 1.375 - 3 952900.00 1028849.83 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0008 1000000.00 1000000.00 0.0157 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GFA902000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-08-15 2047-02-15 2.25 - 3 916100.00 1028586.22 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 1000000.00 1000000.00 0.0157 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GEH421000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2047-02-15 1.75 - 3 499000.00 516677.42 U.S. Treasuries (including strips) Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0011 500000.00 500000.00 0.0078 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GEI992000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-20 2050-08-15 0 - 6.25 997800.00 1020110.17 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-21 Y NATIXIS SA (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 1000000.00 1000000.00 0.0157 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.1%, dated 8/31/2020 due 09/01/2020 B4TYDEB6GKMZO031MB27 GFC191000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2049-07-20 3 - 5.25 1536234.00 345683.03 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0010 338000.00 338000.00 0.0053 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.12% 3Y4U8VZURTYWI1W2K376 GEF063000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-12-20 2049-12-20 3.5 - 3.5 131424.00 103006.66 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-09-08 2020-09-08 2020-10-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 8 N N/A N/A N N 0.0012 100000.00 100000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GEJ463000 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 2022-05-15 2022-05-15 0 - 0 9000.00 8946.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-07-15 2046-08-01 0 - 3.5 910240.00 758546.84 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2049-05-15 0 - 4.375 170788.00 131730.81 U.S. Treasuries (including strips) Federal Farm Credit Bank 2038-03-09 2038-03-09 3.46 - 3.46 97000.00 122077.23 Agency Debentures and Agency Strips Y N/A N/A 2020-09-08 2020-09-08 2020-10-23 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0012 1000000.00 1000000.00 0.0157 N N Y N Citibank NA Citibank NA, 0.10% E57ODZWZ7FF32TWEFA76 0000036684 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 2021-10-07 2035-03-01 0 - 7 578979.00 558089.02 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-09-29 2031-03-15 0.375 - 6.75 188000.00 192253.98 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2025-02-28 1.125 - 1.125 258400.00 268675.79 U.S. Treasuries (including strips) Federal Farm Credit Bank 2021-05-10 2021-05-10 0.275 - 0.275 1000.00 1001.05 Agency Debentures and Agency Strips Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0010 1000000.00 1000000.00 0.0157 N Y Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.10% 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 Mortgage Association 549300M8ZYFG0OCMTT87 2050-06-20 2050-07-20 3 - 5 947812.00 1020659.29 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0010 1000000.00 1000000.00 0.0157 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.11% 7LTWFZYICNSX8D621K86 GFC060000 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 S6XOOCT0IEG5ABCC6L87 2024-06-15 2024-06-15 3.35 - 3.35 967000.00 1030003.60 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0011 1000000.00 1000000.00 0.0157 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 8/31/2020 due 09/01/2020 7TK5RJIZDFROZCA6XF66 GFC191000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-04-15 2050-08-20 2 - 3 24614.00 25739.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-08-01 2050-06-01 2 - 3 10920.00 11377.59 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-31 2049-05-15 0.145 - 6.875 70593.00 97123.15 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0010 131000.00 131000.00 0.0021 N Y Y N Natixis SA Natixis SA, 0.12% KX1WK48MPD4Y2NCUIZ63 GEI914000 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 S6XOOCT0IEG5ABCC6L87 2050-08-01 2050-08-01 2.5 - 2.5 133002.00 140146.11 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2050-08-15 0 - 5.375 326300.00 515093.81 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-07-01 2050-03-01 3.13 - 4 387414.00 369486.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-08 2020-09-08 2020-09-21 Y NATIXIS SA (GOV REPO) 1.0000 8 N N/A N/A N N 0.0012 1000000.00 1000000.00 0.0157 N N Y N RBC Financial Group RBC Financial Group, 0.12% ES7IP3U3RHIGC71XBU11 GEG411000 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 S6XOOCT0IEG5ABCC6L87 2048-04-01 2048-04-01 4 - 4 1444481.00 1018471.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-08-20 2050-08-20 4 - 4 1471.00 1580.20 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-08 2020-09-08 2020-09-17 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 8 N N/A N/A N N 0.0012 1000000.00 1000000.00 0.0157 N N Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.1%, dated 8/31/2020 due 09/01/2020 ES7IP3U3RHIGC71XBU11 GFC191000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2050-08-20 2.5 - 4.5 2441.00 938.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2051-04-15 0.521 - 7 157741.00 92139.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 0.625 - 7 297888.00 160062.40 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0010 248000.00 248000.00 0.0039 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.10% SUVUFHICNZMP2WKHG940 GFC055000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-08-15 2028-08-15 2.875 - 2.875 863800.00 1020095.97 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0010 1000000.00 1000000.00 0.0157 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 8/31/2020 due 09/01/2020 VYVVCKR63DVZZN70PB21 GFC191000_08395 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 S6XOOCT0IEG5ABCC6L87 2035-08-01 2050-09-01 2.5 - 5 7717.00 8160.02 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0010 8000.00 8000.00 0.0001 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.09% VYVVCKR63DVZZN70PB21 0000276523 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 2028-02-25 2028-02-25 1.25 - 1.25 5006069.00 1030012.97 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0009 1000000.00 1000000.00 0.0157 N N Y N Fidelity Hereford Street Trust: Fidelity Flex Government Money Market Fund 2020-09-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer