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100024.35 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-09 2021-04-09 N N N 0.0010 100074.69 100074.69 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AJLK3 2549001DPIFGXC1TOL40 US3130AJLK31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-11-12 2021-11-12 N N N 0.0012 200259.47 200259.47 0.0031 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 2020-10-01 2021-04-13 2021-04-13 N N N 0.0009 100108.34 100108.34 0.0015 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 2020-10-01 2021-05-13 2021-05-13 N N N 0.0010 100129.35 100129.35 0.0015 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 2020-10-01 2021-03-25 2021-03-25 N N N 0.0010 200246.05 200246.05 0.0031 N N N N Freddie Mac Freddie Mac, 0.06% 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 0.0006 749975.00 749975.00 0.0116 N N Y N Freddie Mac Freddie Mac, 0.10% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-05 2021-02-05 N N N 0.0010 100001.34 100001.34 0.0015 N N N N Freddie Mac Freddie Mac, 0.16% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-08-03 2022-08-03 N N N 0.0015 100019.95 100019.95 0.0015 N N N N Freddie Mac Freddie Mac, 0.16% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-08-18 2022-08-18 N N N 0.0015 100015.76 100015.76 0.0015 N N N N Freddie Mac Freddie Mac, 0.23% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-04-18 2022-04-18 N N N 0.0014 100139.87 100139.87 0.0015 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.00% 9127962J7 US9127962J70 U.S. Treasury Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0000 500000.00 500000.00 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 9127964G1 US9127964G14 U.S. Treasury Debt Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0006 199998.12 199998.12 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796TN9 US912796TN97 U.S. Treasury Debt Y N/A N/A 2020-10-08 2020-10-08 2020-10-08 N N N 0.0006 499993.68 499993.68 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 9127964H9 US9127964H96 U.S. Treasury Debt Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0006 249994.27 249994.27 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127962R9 US9127962R96 U.S. Treasury Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0008 749975.94 749975.94 0.0116 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964J5 US9127964J52 U.S. Treasury Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0008 649971.27 649971.27 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127962S7 US9127962S79 U.S. Treasury Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0008 899954.06 899954.06 0.0139 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964K2 US9127964K26 U.S. Treasury Debt Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0008 499971.11 499971.11 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127964Q9 US9127964Q95 U.S. Treasury Debt Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0009 499957.47 499957.47 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 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 249977.52 249977.52 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127965F2 US9127965F22 U.S. Treasury Debt Y N/A N/A 2020-12-29 2020-12-29 2020-12-29 N N N 0.0009 499888.75 499888.75 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 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 349973.46 349973.46 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127964S5 US9127964S51 U.S. Treasury Debt Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0010 749906.98 749906.98 0.0116 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 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 999841.67 999841.67 0.0155 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796TU3 US912796TU31 U.S. Treasury Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0010 499912.50 499912.50 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 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 499902.78 499902.78 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 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 749747.63 749747.63 0.0116 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127963T4 US9127963T44 U.S. Treasury Debt Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0010 499865.59 499865.59 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796B99 US912796B997 U.S. Treasury Debt Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0010 499798.61 499798.61 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796C72 US912796C722 U.S. Treasury Debt Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0010 399814.80 399814.80 0.0062 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127964N6 US9127964N64 U.S. Treasury Debt Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0010 499763.75 499763.75 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 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 1249679.16 1249679.16 0.0193 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796TY5 US912796TY52 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0011 499867.29 499867.29 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127963U1 US9127963U17 U.S. Treasury Debt Y N/A N/A 2021-01-14 2021-01-14 2021-01-14 N N N 0.0011 499843.23 499843.23 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796A74 US912796A742 U.S. Treasury Debt Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0011 499839.59 499839.59 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796B81 US912796B815 U.S. Treasury Debt Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0011 499798.75 499798.75 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127962F5 US9127962F58 U.S. Treasury Debt Y N/A N/A 2021-03-25 2021-03-25 2021-03-25 N N N 0.0011 1998906.24 1998906.24 0.0309 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127964P1 US9127964P13 U.S. Treasury Debt Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0012 499702.99 499702.99 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127965B1 US9127965B18 U.S. Treasury Debt Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0015 249931.53 249931.53 0.0039 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 0.0019 250976.56 250976.56 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 0.0019 300678.32 300678.32 0.0046 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 2020-10-01 2022-01-31 2022-01-31 N N N 0.0013 550898.88 550898.88 0.0085 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 2020-10-01 2021-07-31 2021-07-31 N N N 0.0010 200359.81 200359.81 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 2020-10-01 2021-10-31 2021-10-31 N N N 0.0010 300953.46 300953.46 0.0047 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GFC610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2046-11-15 2046-11-15 2.875 - 2.875 774200.00 1030131.36 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0010 1000000.00 1000000.00 0.0155 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GFD870000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2046-11-15 2046-11-15 2.875 - 2.875 774200.00 1030131.36 U.S. Treasuries (including strips) Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0010 1000000.00 1000000.00 0.0155 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGD630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2043-11-15 0.125 - 3.75 498900.00 510073.82 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0010 500000.00 500000.00 0.0077 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGE274000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-25 2021-05-20 0 - 0 1020600.00 1020054.97 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1000000.00 1000000.00 0.0155 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GFI516000 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 2050-02-15 0 - 2 508000.00 510056.31 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 500000.00 500000.00 0.0077 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GFF254000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-30 2048-02-15 0.125 - 6.75 768700.00 1029889.81 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 1000000.00 1000000.00 0.0155 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GFH802000 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 2048-02-15 0 - 7.625 803600.00 1030046.54 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 1000000.00 1000000.00 0.0155 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GGF575000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-30 2030-08-15 0.125 - 0.625 1025700.00 1020073.81 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0009 1000000.00 1000000.00 0.0155 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 GFJ203000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2025-01-31 1.375 - 1.375 970200.00 1020103.41 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-19 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 1000000.00 1000000.00 0.0155 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GGE875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 1.5 - 1.5 954000.00 1020481.88 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0010 1000000.00 1000000.00 0.0155 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.10% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-07 2021-01-07 0 - 0 510200.00 510051.53 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-23 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 500000.00 500000.00 0.0077 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GGF179000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-12-31 2024-12-31 1.75 - 1.75 954000.00 1020504.68 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0010 1000000.00 1000000.00 0.0155 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GFH288000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-15 2047-02-15 2 - 3 477600.00 517262.69 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0011 500000.00 500000.00 0.0077 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GFD374000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-09-15 2049-11-15 0.125 - 5.375 707600.00 1029987.95 U.S. Treasuries (including strips) Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 Y NATIXIS SA (GOV REPO) 1.0000 5 N N/A N/A N N 0.0010 1000000.00 1000000.00 0.0155 N N Y N Natixis SA Natixis SA, 0.11% KX1WK48MPD4Y2NCUIZ63 GFJ951000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-31 2050-02-15 0.125 - 2.75 980500.00 1020127.70 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 1000000.00 1000000.00 0.0155 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.09%, dated 9/30/2020 due 10/01/2020 B4TYDEB6GKMZO031MB27 GGF816000_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 1533422.00 348660.64 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 341000.00 341000.00 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-09-01 2050-09-01 2 - 2 98253.00 102016.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-10-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 100000.00 100000.00 0.0015 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-09-23 2046-08-01 0.375 - 3.5 8240.00 5664.53 Agency Debentures and Agency Strips Federal Farm Credit Bank 2038-03-09 2038-03-09 3.46 - 3.46 97000.00 122209.36 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-10-20 2045-10-20 3.5 - 3.5 1000.00 187.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-05-15 2035-08-06 0 - 0 10000.00 9701.86 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2033-10-24 2033-10-24 4.1 - 4.1 10000.00 11197.51 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-05-15 0 - 3.125 1053474.00 879780.31 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 1000000.00 1000000.00 0.0155 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 United States Treasury 254900HROIFWPRGM1V77 2021-09-30 2026-01-15 0.125 - 2.75 962900.00 1020027.45 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0010 1000000.00 1000000.00 0.0155 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.10% 7LTWFZYICNSX8D621K86 GGF578000 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 967873.00 1030003.30 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0010 1000000.00 1000000.00 0.0155 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.09% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 2022-09-14 2022-09-14 0.16 - 0.16 163000.00 162948.02 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-11-01 2046-05-01 3 - 5.5 726444.00 567970.13 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2038-06-15 2038-06-15 5.5 - 5.5 2000.00 3155.03 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2025-09-01 2049-11-01 3 - 4 8403862.00 288327.41 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 1000000.00 1000000.00 0.0155 N Y Y N Natixis SA Natixis SA, 0.11% KX1WK48MPD4Y2NCUIZ63 GGA900000 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 161572.00 168845.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-07-01 2050-07-01 2.5 - 4 389887.00 353548.58 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-05-20 2050-02-15 0 - 6 428800.00 497743.38 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-21 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 1000000.00 1000000.00 0.0155 N N Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.09%, dated 9/30/2020 due 10/01/2020 ES7IP3U3RHIGC71XBU11 GGF816000_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 2023-05-01 2059-08-01 0.598 - 7 158765.00 82826.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-01-01 2051-04-15 0.506 - 7.607 90539.00 51901.37 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 132000.00 132000.00 0.0020 N Y Y N Fidelity Hereford Street Trust: Fidelity Flex Government Money Market Fund 2020-10-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer