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NR Standard and Poor's Ratings Services A-1 2020-09-07 2020-09-07 2020-09-08 Y BMO CAPITAL MARKETS CORP 1.0000 7 N Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1 2020-09-07 2020-09-07 2020-10-16 Y BNP Paribas SA 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0011 30000000.00 30000000.00 0.0425 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.090000% ZBUT11V806EZ 0001168163 ARP0O2MX7_0.09_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Bank 2549001DPIFG 2033-09-28 3.950000 1250000.00 1388409.38 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 2033-05-25 4.080000 1030000.00 1131354.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-02-01 2.500000 2853350.00 812839.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-03-01 2.500000 2792500.00 787004.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-05-01 2.500000 3575720.00 3746854.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-08-01 2.500000 1934454.00 2058215.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-09-01 2.500000 1740260.00 1833352.31 Agency Mortgage-Backed Securities Government National Mortgage Association 2043-08-20 2.500000 506815.00 247786.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-02-01 3.000000 1597286.00 1214205.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-08-01 3.000000 4497992.00 4808155.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-09-01 3.000000 1948118.00 2105479.18 Agency Mortgage-Backed Securities Government National Mortgage Association 2036-08-20 7.000000 750000.00 207424.89 Agency Mortgage-Backed Securities Government National Mortgage Association 2031-06-20 7.000000 2999960.00 16753.21 Agency Mortgage-Backed Securities Government National Mortgage Association 2028-04-20 7.500000 90446.00 44026.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-09-01 6.000000 6358928.00 132117.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-11-01 6.000000 13620736.00 352415.31 Agency Mortgage-Backed Securities Government National Mortgage Association 2035-05-20 5.500000 1590920.00 74244.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-10-01 5.500000 1028362.00 186415.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-02-01 5.500000 70155.00 23259.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-08-01 5.500000 14317920.00 3173033.82 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-09-20 5.000000 5879744.00 645006.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-02-01 5.000000 9268848.00 185740.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-01-01 4.500000 3046330.00 605645.23 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-05-20 4.000000 2427508.00 2349222.09 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-09-20 4.000000 225000.00 114812.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-01-01 4.000000 1000000.00 640725.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-02-01 4.000000 1273534.00 1184136.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-11-01 4.000000 494362.00 152785.30 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-07-20 3.500000 446072.00 208149.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-06-01 3.500000 1505060.00 1358422.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-02-01 3.500000 510000.00 525004.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-09-01 3.500000 687732.00 647148.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-08-01 3.500000 6254088.00 6633246.25 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-06-20 3.000000 1759314.00 1919094.43 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-01-20 3.000000 125000.00 58328.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-03-01 3.000000 8500000.00 8531110.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-09-01 3.000000 1264850.00 1348196.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2036-11-01 6.500000 350000.00 26074.06 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 50000000.00 50000000.00 0.0708 N Y Y N Norinchukin Bank Norinchukin Bank 0.150000% 5493007VSMFZCPV1NB83 0001496637 ARP0O3A26_0.15_1125 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill 254900HROIFW 2049-08-15 2.250000 21671700.00 25500465.03 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-11-25 2020-11-25 2020-11-25 N N N 0.0015 25000000.00 25000000.00 0.0354 N N N Y Norinchukin Bank Norinchukin Bank 0.150000% 5493007VSMFZCPV1NB83 0001496637 ARP0O3M31_0.15_1124 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill 254900HROIFW 2049-08-15 2.250000 8668200.00 10199621.21 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-11-24 2020-11-24 2020-11-24 N N N 0.0015 10000000.00 10000000.00 0.0142 N N N Y Wells Fargo Securities LLC Wells Fargo Securities LLC 0.090000% VYVVCKR63DVZ 0000072971 ARP0O44B1_0.09_0901 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 2049-08-01 3.500000 112299.00 102649.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-06-01 4.500000 531142.00 482638.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-03-01 3.500000 1025788.00 833743.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-09-01 4.500000 1028553.00 917977.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-11-01 4.000000 1003465.00 941730.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-12-01 4.000000 1173280.00 947917.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-01-01 4.500000 1205379.00 954169.72 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 5000000.00 5000000.00 0.0071 N Y Y N ABN Amro Securities LLC ABN Amro Securities LLC 0.090000% 549300FIFV1C 0001245022 ARP0O44G0_0.09_0901 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 2048-01-20 3.500000 10000000.00 6020872.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-08-01 2.000000 110000.00 113429.32 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 6000000.00 6000000.00 0.0085 N Y Y N Morgan Stanley U.S. Government Money Market Trust 2020-09-08 Lonnie Bae Lonnie Bae Vice President