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2549001DPIFGXC1TOL40 US3130AKBG02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-03-30 2022-03-30 N N N 0.0015 250051.02 250051.02 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-07-23 2021-07-23 N N N 0.0012 100024.12 100024.12 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A1W95 2549001DPIFGXC1TOL40 US3130A1W958 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-11 2021-06-11 2021-06-11 N N N 0.0012 586548.20 586548.20 0.0079 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A8QS5 2549001DPIFGXC1TOL40 US3130A8QS58 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-14 2021-07-14 2021-07-14 N N N 0.0013 100615.67 100615.67 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 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Home Loan Bank Federal Home Loan Bank, 0.17% 3130AKAR7 2549001DPIFGXC1TOL40 US3130AKAR75 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-16 2021-07-16 2021-07-16 N N N 0.0016 739811.84 739811.84 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJD22 2549001DPIFGXC1TOL40 US3130AJD226 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2020-12-04 2020-12-04 N N N 0.0011 1000007.45 1000007.45 0.0135 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-09-16 2022-09-16 N N N 0.0016 250093.60 250093.60 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-09-15 2022-09-15 N N N 0.0016 250093.80 250093.80 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2020-12-23 2020-12-23 N N N 0.0009 200011.43 200011.43 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJPS2 2549001DPIFGXC1TOL40 US3130AJPS21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-03-11 2021-03-11 N N N 0.0011 500149.66 500149.66 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-02-01 2021-02-01 N N N 0.0017 100008.78 100008.78 0.0014 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 2020-12-01 2021-06-04 2021-06-04 N N N 0.0012 100052.09 100052.09 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-22 2021-01-22 2021-01-22 N N N 0.0014 100011.19 100011.19 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AJLK3 2549001DPIFGXC1TOL40 US3130AJLK31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-11-12 2021-11-12 N N N 0.0012 200234.50 200234.50 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-04-09 2021-04-09 N N N 0.0011 100051.03 100051.03 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-05-13 2021-05-13 N N N 0.0011 100094.19 100094.19 0.0014 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 2020-12-01 2021-04-13 2021-04-13 N N N 0.0011 100074.44 100074.44 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-03-25 2021-03-25 N N N 0.0011 200161.42 200161.42 0.0027 N N N N Freddie Mac Freddie Mac, 0.11% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-02-05 2021-02-05 N N N 0.0010 100002.32 100002.32 0.0014 N N N N Freddie Mac Freddie Mac, 0.16% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-08-18 2022-08-18 N N N 0.0014 100029.79 100029.79 0.0014 N N N N Freddie Mac Freddie Mac, 0.17% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-08-03 2022-08-03 N N N 0.0016 100031.08 100031.08 0.0014 N N N N Freddie Mac Freddie Mac, 0.24% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-04-18 2022-04-18 N N N 0.0015 100135.85 100135.85 0.0014 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796TU3 US912796TU31 U.S. Treasury Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0003 499998.68 499998.68 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 9127965B1 US9127965B18 U.S. Treasury Debt Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0004 249997.57 249997.57 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 9127963J6 US9127963J61 U.S. Treasury Debt Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0004 499994.06 499994.06 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127963K3 US9127963K35 U.S. Treasury Debt Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0007 749876.67 749876.67 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127963L1 US9127963L18 U.S. Treasury Debt Y N/A N/A 2020-12-24 2020-12-24 2020-12-24 N N N 0.0007 1249942.10 1249942.10 0.0169 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127963U1 US9127963U17 U.S. Treasury Debt Y N/A N/A 2021-01-14 2021-01-14 2021-01-14 N N N 0.0007 499955.70 499955.70 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796B99 US912796B997 U.S. Treasury Debt Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0007 499918.34 499918.34 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127965F2 US9127965F22 U.S. Treasury Debt Y N/A N/A 2020-12-29 2020-12-29 2020-12-29 N N N 0.0008 499967.92 499967.92 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796TY5 US912796TY52 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0008 499967.71 499967.71 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127963T4 US9127963T44 U.S. Treasury Debt Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0008 499960.82 499960.82 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127963V9 US9127963V99 U.S. Treasury Debt Y N/A N/A 2021-01-21 2021-01-21 2021-01-21 N N N 0.0008 249973.44 249973.44 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796A82 US912796A825 U.S. Treasury Debt Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0008 249967.92 249967.92 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964C0 US9127964C00 U.S. Treasury Debt Y N/A N/A 2021-02-11 2021-02-11 2021-02-11 N N N 0.0008 499924.75 499924.75 0.0068 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 499919.79 499919.79 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964D8 US9127964D82 U.S. Treasury Debt Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0008 499917.53 499917.53 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964M8 US9127964M81 U.S. Treasury Debt Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0008 499888.54 499888.54 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796C98 US912796C987 U.S. Treasury Debt Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0008 499875.56 499875.56 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796D22 US912796D225 U.S. Treasury Debt Y N/A N/A 2021-03-30 2021-03-30 2021-03-30 N N N 0.0008 499859.52 499859.52 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796A25 US912796A254 U.S. Treasury Debt Y N/A N/A 2021-05-13 2021-05-13 2021-05-13 N N N 0.0008 499807.57 499807.57 0.0068 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 749803.13 749803.13 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127964N6 US9127964N64 U.S. Treasury Debt Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0009 999739.93 999739.93 0.0135 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127962F5 US9127962F58 U.S. Treasury Debt Y N/A N/A 2021-03-25 2021-03-25 2021-03-25 N N N 0.0009 1999424.72 1999424.72 0.0271 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796D89 US912796D894 U.S. Treasury Debt Y N/A N/A 2021-04-13 2021-04-13 2021-04-13 N N N 0.0009 649776.67 649776.67 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127964Y2 US9127964Y20 U.S. Treasury Debt Y N/A N/A 2021-04-15 2021-04-15 2021-04-15 N N N 0.0009 499831.25 499831.25 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127962Q1 US9127962Q14 U.S. Treasury Debt Y N/A N/A 2021-04-22 2021-04-22 2021-04-22 N N N 0.0009 499817.57 499817.57 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127964Z9 US9127964Z94 U.S. Treasury Debt Y N/A N/A 2021-04-29 2021-04-29 2021-04-29 N N N 0.0009 499813.75 499813.75 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127965A3 US9127965A35 U.S. Treasury Debt Y N/A N/A 2021-05-06 2021-05-06 2021-05-06 N N N 0.0009 249905.21 249905.21 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127962Y4 US9127962Y48 U.S. Treasury Debt Y N/A N/A 2021-05-20 2021-05-20 2021-05-20 N N N 0.0009 499793.41 499793.41 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796A33 US912796A338 U.S. Treasury Debt Y N/A N/A 2021-05-27 2021-05-27 2021-05-27 N N N 0.0009 1499317.82 1499317.82 0.0203 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796A41 US912796A411 U.S. Treasury Debt Y N/A N/A 2021-06-03 2021-06-03 2021-06-03 N N N 0.0010 999489.40 999489.40 0.0135 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 0.0018 502886.58 502886.58 0.0068 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 0.0016 250598.79 250598.79 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.14% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2020-12-01 2022-07-31 2022-07-31 N N N 0.0013 250032.04 250032.04 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-12-01 2022-01-31 2022-01-31 N N N 0.0013 550683.05 550683.05 0.0075 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.31% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-12-01 2021-07-31 2021-07-31 N N N 0.0010 200265.95 200265.95 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.39% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-12-01 2021-10-31 2021-10-31 N N N 0.0010 300783.40 300783.40 0.0041 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.09% G5GSEF7VJP5I7OUK5573 GIJ639000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-02-15 2040-02-15 4.625 - 4.625 641200.00 1020155.41 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-04 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 1000000.00 1000000.00 0.0135 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GIB243000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-02-15 2040-02-15 4.625 - 4.625 641200.00 1020155.41 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1000000.00 1000000.00 0.0135 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 GIJ726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-28 2039-05-15 0 - 6.375 853500.00 1020063.07 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 1000000.00 1000000.00 0.0135 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 2021-01-31 2040-11-15 0.125 - 4.25 1009500.00 1020099.21 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0010 1000000.00 1000000.00 0.0135 N Y 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 2022-09-30 2039-08-15 0.125 - 4.5 1020400.00 1020179.04 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 1000000.00 1000000.00 0.0135 N N Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 GIJ697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-15 2022-07-15 1.75 - 1.75 988000.00 1020099.63 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-04 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 1000000.00 1000000.00 0.0135 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GIF580000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-15 2022-07-15 1.75 - 1.75 988000.00 1020099.63 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1000000.00 1000000.00 0.0135 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GII066000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-31 2021-07-31 1.75 - 1.75 1003000.00 1019789.35 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1000000.00 1000000.00 0.0135 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GII550000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-02-15 2028-02-15 2.75 - 2.75 441100.00 510860.90 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0010 500000.00 500000.00 0.0068 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GIJ292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-09-30 2024-09-30 2.125 - 2.125 474900.00 510279.40 U.S. Treasuries (including strips) Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0009 500000.00 500000.00 0.0068 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GIH338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2046-05-15 2.375 - 2.5 907600.00 1031221.20 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 1000000.00 1000000.00 0.0135 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GIJ293000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-15 2023-06-15 0.25 - 0.25 508600.00 510057.82 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 500000.00 500000.00 0.0068 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GIE088000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-04 2050-02-15 0 - 3.125 850300.00 1030124.57 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-14 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1000000.00 1000000.00 0.0135 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GIB666000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-31 2043-05-15 0 - 4.5 509400.00 510124.65 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 500000.00 500000.00 0.0068 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GII408000 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 2027-02-15 1.25 - 2.25 499600.00 510059.79 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-15 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 500000.00 500000.00 0.0068 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.10% GIJ576000 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 2022-11-30 2022-11-30 0.125 - 0.125 1020600.00 1020086.64 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1000000.00 1000000.00 0.0135 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.1%, dated 11/30/2020 due 12/01/2020 B4TYDEB6GKMZO031MB27 GIJ780000_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 2041-04-20 2050-03-20 3 - 4.5 1949262.00 387601.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 380000.00 380000.00 0.0051 N Y 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 United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2050-02-15 0.125 - 2 34400.00 34411.05 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2050-11-01 2050-11-01 2 - 2.5 1048616.00 985657.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2020-12-14 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 1000000.00 1000000.00 0.0135 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-11-01 2050-11-01 2 - 2.5 243958.00 252913.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-11-01 2050-11-01 2 - 2 1000.00 1025.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2054-05-15 2054-05-15 3.04 - 3.04 1000.00 1109.28 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 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 0.0034 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 2050-11-20 2057-04-15 2.5 - 2.5 957394.00 1020051.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2021-01-15 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 1000000.00 1000000.00 0.0135 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.11% 3Y4U8VZURTYWI1W2K376 GIC365000 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 2029-02-15 2029-02-15 0 - 0 1107077.00 1030066.10 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 1000000.00 1000000.00 0.0135 N N Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.1%, dated 11/30/2020 due 12/01/2020 8NAV47T0Y26Q87Y0QP81 GIJ780000_00431 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 2035-11-01 2056-07-01 1.5 - 4 297222.00 252083.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2058-08-20 2070-10-20 0.804 - 5.238 61798.00 63291.11 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2030-05-15 2030-05-15 0.625 - 0.625 8109.00 7966.67 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0010 317000.00 317000.00 0.0043 N Y 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 Resolution Funding Corp 2022-07-15 2022-07-15 0 - 0 1000.00 996.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-02-01 2035-08-01 0.375 - 8.5 60426869.00 227716.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-10-15 2041-02-15 4 - 9 109688015.00 633055.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-08-25 2040-05-01 0.375 - 8.5 29057983.00 137516.47 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2036-07-15 2036-07-15 5.5 - 5.5 10000.00 15730.96 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-11-30 2024-07-31 0.125 - 1.75 5000.00 5003.58 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1000000.00 1000000.00 0.0135 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.1%, dated 11/30/2020 due 12/01/2020 E57ODZWZ7FF32TWEFA76 GIJ780000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2065-09-15 0 - 5.98 3666.00 4127.71 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-12-15 2049-11-20 2.5 - 10 27414.00 2224.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-04-01 2057-09-01 0 - 10.5 17254.00 6455.20 Agency Mortgage-Backed Securities Resolution Funding Corp 2021-01-15 2030-04-15 0 - 8.625 5592.00 5001.48 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-01-05 2023-12-20 2.625 - 3.5 17.00 18.40 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-12-11 2036-07-15 0.375 - 5.625 2729.00 3737.64 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-03-15 2050-03-01 0 - 9 26944.00 10056.16 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2050-05-15 0.125 - 7.625 72417.00 76500.07 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 106000.00 106000.00 0.0014 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-01-01 2036-02-01 3.5 - 3.5 49789.00 20118.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2036-03-01 4 - 4 2132174.00 999999.69 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0010 1000000.00 1000000.00 0.0135 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.1%, dated 11/30/2020 due 12/01/2020 MBNUM2BPBDO7JBLYG310 GIJ780000_00137 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 2021-11-01 2036-03-01 1.5 - 7 109545.00 82559.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-01-01 2036-02-01 1.25 - 7 265571.00 213419.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-02-15 2055-09-15 2.25 - 9.75 310276.00 27362.16 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N Y GIJ780000 1.0000 N/A N/A N 0.0010 317000.00 317000.00 0.0043 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.1%, dated 11/30/2020 due 12/01/2020 1VUV7VQFKUOQSJ21A208 GIJ780000_02102 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 2039-09-15 2050-10-20 2 - 5 209301.00 94350.26 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-30 2026-02-15 0.125 - 2.375 90233.00 94350.21 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 185000.00 185000.00 0.0025 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.09% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-05-20 2048-08-20 3.5 - 5 8880000.00 427780.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-04-01 2050-04-01 3.5 - 3.5 60928.00 57362.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-09-01 2025-09-01 5.5 - 5.5 413166.00 24864.65 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0009 500000.00 500000.00 0.0068 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.1%, dated 11/30/2020 due 12/01/2020 CYYGQCGNHMHPSMRL3R97 GIJ780000_03556 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 2026-11-01 2050-09-01 2.425 - 5.5 41451.00 29641.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-03-20 2050-01-20 3.5 - 4.5 11015.00 5823.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-11-01 2050-05-01 2.5 - 6 38925.00 18595.88 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 53000.00 53000.00 0.0007 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.1%, dated 11/30/2020 due 12/01/2020 OXTKY6Q8X53C9ILVV871 GIJ780000_07426 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 2043-07-15 2070-02-20 2 - 5 38752.00 40067.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2050-12-01 1.5 - 5 162371.00 160461.90 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-09 2025-10-31 0 - 2.375 123229.00 123789.01 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-12-01 2050-12-01 2 - 6 206573.00 203023.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 517000.00 517000.00 0.0070 N Y Y N RBC Financial Group RBC Financial Group, 0.11% ES7IP3U3RHIGC71XBU11 GIE951000 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 2050-02-01 2050-09-01 2.5 - 3 239750.00 252291.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-08-01 2050-12-01 2 - 3 2553.00 2719.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2021-01-19 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0011 250000.00 250000.00 0.0034 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 11/30/2020 due 12/01/2020 ES7IP3U3RHIGC71XBU11 GIJ780000_76426 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 2025-02-28 2026-11-30 1.125 - 1.625 900.00 959.98 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-03-01 2050-12-01 2 - 6.423 327997.00 218436.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-11-20 2050-11-20 2 - 2 3657.00 3825.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-25 2059-08-01 1.5 - 4.5 530689.00 394134.67 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 605000.00 605000.00 0.0082 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.1%, dated 11/30/2020 due 12/01/2020 5U0XI89JRFVHWIBS4F54 GIJ780000_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 Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-04-01 2.5 - 4 291549.00 169033.46 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 165000.00 165000.00 0.0022 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 11/30/2020 due 12/01/2020 VYVVCKR63DVZZN70PB21 GIJ780000_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 2023-01-25 2050-11-25 2 - 7.491 4662.00 3865.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 2050-11-01 1.5 - 5 4122.00 4296.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 8000.00 8000.00 0.0001 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.10% 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 2036-03-25 2036-03-25 0.289 - 0.289 851422.00 9813.18 Agency Collateralized Mortgage Obligation FRESB MTG TR 2016-SB23 A-5H 20360925 FLT 2036-09-25 2036-09-25 1.98 - 1.98 2474274.00 1020204.07 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0010 1000000.00 1000000.00 0.0135 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GIJ897000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-12-07 2020-12-07 2021-02-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 500000.00 500000.00 0.0068 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GIJ839000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 N N N 0.0010 1000000.00 1000000.00 0.0135 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Fidelity Hereford Street Trust: Fidelity Flex Government Money Market Fund 2020-12-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer