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0.0011 1000068.28 1000068.28 0.0148 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-09-15 2022-09-15 N N N 0.0018 250024.74 250024.74 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-09-16 2022-09-16 N N N 0.0018 250023.39 250023.39 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-22 2021-02-22 N N N 0.0011 100026.46 100026.46 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-12-23 2020-12-23 N N N 0.0011 200022.83 200022.83 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 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N/A N/A 2020-11-02 2021-04-09 2021-04-09 N N N 0.0012 100062.21 100062.21 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AJLK3 2549001DPIFGXC1TOL40 US3130AJLK31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-11-12 2021-11-12 N N N 0.0014 200239.36 200239.36 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-13 2021-04-13 N N N 0.0012 100090.52 100090.52 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-05-13 2021-05-13 N N N 0.0012 100110.97 100110.97 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-25 2021-03-25 N N N 0.0012 200201.06 200201.06 0.0030 N N N N Freddie Mac Freddie Mac, 0.12% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-05 2021-02-05 N N N 0.0012 100001.00 100001.00 0.0015 N N N N Freddie Mac Freddie Mac, 0.18% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-08-18 2022-08-18 N N N 0.0017 100015.02 100015.02 0.0015 N N N N Freddie Mac Freddie Mac, 0.18% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-08-03 2022-08-03 N N N 0.0017 100019.00 100019.00 0.0015 N N N N Freddie Mac Freddie Mac, 0.25% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-04-18 2022-04-18 N N N 0.0016 100131.92 100131.92 0.0015 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.02% 9127964Q9 US9127964Q95 U.S. Treasury Debt Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0002 499999.10 499999.10 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796TP4 US912796TP46 U.S. Treasury Debt Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0004 249998.51 249998.51 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 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 499983.34 499983.34 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127963B3 US9127963B36 U.S. Treasury Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0008 999940.97 999940.97 0.0148 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796TU3 US912796TU31 U.S. Treasury Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0008 499962.33 499962.33 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127965B1 US9127965B18 U.S. Treasury Debt Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0008 249977.50 249977.50 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127963J6 US9127963J61 U.S. Treasury Debt Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0008 499953.16 499953.16 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796B81 US912796B815 U.S. Treasury Debt Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0008 499874.86 499874.86 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127963K3 US9127963K35 U.S. Treasury Debt Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0009 749815.64 749815.64 0.0111 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127963L1 US9127963L18 U.S. Treasury Debt Y N/A N/A 2020-12-24 2020-12-24 2020-12-24 N N N 0.0009 1249837.50 1249837.50 0.0185 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 499926.77 499926.77 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796TY5 US912796TY52 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0009 499924.20 499924.20 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127963T4 US9127963T44 U.S. Treasury Debt Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0009 499919.79 499919.79 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127963U1 US9127963U17 U.S. Treasury Debt Y N/A N/A 2021-01-14 2021-01-14 2021-01-14 N N N 0.0009 499911.29 499911.29 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127963V9 US9127963V99 U.S. Treasury Debt Y N/A N/A 2021-01-21 2021-01-21 2021-01-21 N N N 0.0009 249948.61 249948.61 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127964C0 US9127964C00 U.S. Treasury Debt Y N/A N/A 2021-02-11 2021-02-11 2021-02-11 N N N 0.0009 499870.25 499870.25 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127964D8 US9127964D82 U.S. Treasury Debt Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0009 499857.50 499857.50 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796B99 US912796B997 U.S. Treasury Debt Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0009 499850.91 499850.91 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796C80 US912796C805 U.S. Treasury Debt Y N/A N/A 2021-03-16 2021-03-16 2021-03-16 N N N 0.0009 749740.37 749740.37 0.0111 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 499813.47 499813.47 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796C98 US912796C987 U.S. Treasury Debt Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0010 499804.17 499804.17 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127962F5 US9127962F58 U.S. Treasury Debt Y N/A N/A 2021-03-25 2021-03-25 2021-03-25 N N N 0.0010 1999165.84 1999165.84 0.0297 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796D22 US912796D225 U.S. Treasury Debt Y N/A N/A 2021-03-30 2021-03-30 2021-03-30 N N N 0.0010 899611.50 899611.50 0.0134 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127964Y2 US9127964Y20 U.S. Treasury Debt Y N/A N/A 2021-04-15 2021-04-15 2021-04-15 N N N 0.0010 499775.07 499775.07 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127962Q1 US9127962Q14 U.S. Treasury Debt Y N/A N/A 2021-04-22 2021-04-22 2021-04-22 N N N 0.0011 499747.66 499747.66 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127964Z9 US9127964Z94 U.S. Treasury Debt Y N/A N/A 2021-04-29 2021-04-29 2021-04-29 N N N 0.0011 749582.81 749582.81 0.0111 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 912796A82 US912796A825 U.S. Treasury Debt Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0014 249917.36 249917.36 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 9128286D7 254900HROIFWPRGM1V77 US9128286D73 U.S. Treasury Debt Y N/A N/A 2021-02-28 2021-02-28 2021-02-28 N N N 0.0016 503906.25 503906.25 0.0075 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 0.0014 250820.31 250820.31 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.16% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2020-11-02 2022-07-31 2022-07-31 N N N 0.0016 249988.96 249988.96 0.0037 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 2020-11-02 2022-01-31 2022-01-31 N N N 0.0013 550816.57 550816.57 0.0082 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 2020-11-02 2021-07-31 2021-07-31 N N N 0.0013 200284.04 200284.04 0.0030 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 2020-11-02 2021-10-31 2021-10-31 N N N 0.0011 300851.30 300851.30 0.0045 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GGH880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-02-15 2028-02-15 2.75 - 2.75 883300.00 1020136.73 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 1000000.00 1000000.00 0.0148 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGH910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2043-11-15 0 - 7.5 824668.00 1020083.31 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 1000000.00 1000000.00 0.0148 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHH201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2050-02-15 0 - 4.375 661598.00 1020090.98 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1000000.00 1000000.00 0.0148 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHB625000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-10 2049-02-15 0 - 4.5 662929.00 1020242.48 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1000000.00 1000000.00 0.0148 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHG607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2050-02-15 0 - 6.75 1059670.00 1020036.80 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1000000.00 1000000.00 0.0148 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHB388000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2048-08-15 0 - 6.375 1058982.00 1020084.76 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 1000000.00 1000000.00 0.0148 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.10% 549300IMBXQ8SGH3HJ31 GHH204000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-31 2025-05-31 0.25 - 2.125 1023300.00 1020095.45 U.S. Treasuries (including strips) Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0010 1000000.00 1000000.00 0.0148 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GHE464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-07-31 2026-07-31 1.875 - 1.875 941700.00 1020123.41 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1000000.00 1000000.00 0.0148 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GHD393000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-07-31 2026-07-31 1.875 - 1.875 941700.00 1020123.41 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-19 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1000000.00 1000000.00 0.0148 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GHF637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-07-31 2026-07-31 1.875 - 1.875 470900.00 510115.87 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 500000.00 500000.00 0.0074 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHH950000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2026-02-15 1.625 - 2.125 956000.00 1019853.25 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 1000000.00 1000000.00 0.0148 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHC180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2046-05-15 2.5 - 2.5 476900.00 521486.94 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0010 500000.00 500000.00 0.0074 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GGH851000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-15 2029-05-15 0.125 - 2.375 705700.00 765085.58 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y NATIXIS SA (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 750000.00 750000.00 0.0111 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GGI415000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-31 2030-05-15 0.125 - 2.875 940700.00 1020077.16 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1000000.00 1000000.00 0.0148 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHD383000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2040-11-15 0.25 - 6.375 663300.00 1020078.55 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1000000.00 1000000.00 0.0148 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHD920000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-31 2050-08-15 0 - 8 724700.00 1029876.32 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1000000.00 1000000.00 0.0148 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.11% RUC0QBLBRPRCU4W1NE59 0000772028 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 2050-10-01 2050-10-01 2 - 2 889831.00 919316.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2054-05-15 2054-05-15 3.04 - 3.04 1000.00 1102.69 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-01-20 2021-01-20 0 - 0 100000.00 99974.20 Agency Debentures and Agency Strips Y N/A N/A 2020-11-06 2020-11-06 2020-11-12 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 1000000.00 1000000.00 0.0148 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.12% RUC0QBLBRPRCU4W1NE59 0000772028 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 2050-10-20 2054-05-15 2.5 - 3.04 242735.00 250807.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-09-01 2050-10-01 2.5 - 3 4040.00 4216.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-12-07 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 250000.00 250000.00 0.0037 N N Y N BofA Securities, Inc. BofA Securities, Inc., 0.11% 549300HN4UKV1E2R3U73 GHE621000 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 2070-08-20 2070-08-20 2.887 - 2.887 439061.00 510017.90 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0011 500000.00 500000.00 0.0074 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 United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2021-10-31 0.4 - 0.4 5000.00 5019.46 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-09-01 2040-05-01 4.5 - 8.5 29183030.00 110080.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-10-15 2041-02-15 4 - 9 112877618.00 660845.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-02-01 2035-08-01 2.5 - 8.5 61374048.00 244084.37 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0012 1000000.00 1000000.00 0.0148 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.11%, dated 10/30/2020 due 11/02/2020 MBNUM2BPBDO7JBLYG310 GHI871000_00137 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 2022-08-01 2050-03-01 1.36 - 7 59944.00 33536.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-10-01 2050-03-01 1.5 - 7 25626.00 14762.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-10-20 2055-09-15 2 - 4 16233.00 17255.03 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2021-08-15 0.125 - 2.25 733.00 747.26 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N Y Citigroup Inc 1.0000 N/A N/A N 0.0011 65000.00 65000.00 0.0010 N Y Y N RBC Financial Group RBC Financial Group, 0.10% ES7IP3U3RHIGC71XBU11 GHH807000 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 2050-05-20 2050-05-20 3 - 3 4882.00 5066.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-10-25 2048-04-01 4 - 5 1277782.00 1018493.25 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 1000000.00 1000000.00 0.0148 N N Y N Fidelity Hereford Street Trust: Fidelity Flex Government Money Market Fund 2020-11-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer