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Govt Standard and Poor's Ratings Services AA+ 2020-12-01 2021-01-31 2021-01-31 N N N 0.0007 16003597.44 16003597.44 0.0221 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.305000% 9128287G9 254900HROIFW US9128287G95 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-12-01 2021-07-31 2021-07-31 N N N 0.0010 5006985.15 5006985.15 0.0069 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.385000% 912828YN4 254900HROIFW US912828YN43 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-12-01 2021-10-31 2021-10-31 N N N 0.0009 2005408.42 2005408.42 0.0028 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 0.120000% RUC0QBLBRPRC 0000009622 ARP0OF6L2_0.12_1207 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 2040-11-01 2.500000 3707492.00 3905297.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-02-01 3.500000 4245.00 4405.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-11-01 2.000000 3830040.00 3928460.96 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFW 2025-01-31 1.375000 104900.00 110042.14 U.S. Treasuries (including strips) Government National Mortgage Association 2040-04-20 4.500000 56663.00 47474.30 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-08-20 4.000000 19930.00 21773.97 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-09-20 3.500000 47540.00 50301.36 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-11-15 3.080000 5040000.00 5607287.84 Agency Mortgage-Backed Securities Government National Mortgage Association 2053-02-15 2.630000 6399878.00 6923878.32 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2020-12-07 2020-12-07 2020-12-07 Y BMO CAPITAL MARKETS CORP 1.0000 7 N Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 N N 0.0012 20000000.00 20000000.00 0.0277 N N Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.110000% R0MUWSFPU8MP 0001197610 ARP0OHBM0_0.11_1207 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 NA 1000.00 991.53 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2549001DPIFG 2034-07-18 2.990000 1000.00 1045.34 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 2036-02-25 3.900000 800000.00 814153.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-10-01 3.563000 1186.00 883.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-09-01 2.832000 1000.00 816.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-03-01 4.000000 1008.00 665.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 1000.00 366.77 Agency Mortgage-Backed Securities U.S. Treasury Bill 254900HROIFW 2021-04-22 NA 500.00 499.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2022-03-31 1.875000 447500.00 459237.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2022-04-15 2.250000 900.00 928.63 U.S. Treasuries (including strips) Government National Mortgage Association 2033-01-15 5.500000 43182.00 326.39 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-11-20 4.500000 1058.00 52.37 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-07-20 2.250000 1474.00 100.97 Agency Mortgage-Backed Securities Government National Mortgage Association 2043-09-20 4.000000 1000.00 169.66 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-10-20 3.500000 3353.00 625.63 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-10-20 4.500000 1614.00 641.99 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-04-20 4.000000 1000.00 1112.43 Agency Mortgage-Backed Securities U.S. Treasury Bill 254900HROIFW 2021-05-15 8.125000 300.00 312.05 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2023-08-15 6.250000 534800.00 632271.87 U.S. Treasuries (including strips) U.S. Treasury Strip 2026-11-15 NA 48.64 46.85 U.S. Treasuries (including strips) U.S. Treasury Strip 2027-08-15 NA 1881183.38 1792184.59 U.S. Treasuries (including strips) U.S. Treasury Strip 2028-11-15 NA 15.79 14.75 U.S. Treasuries (including strips) U.S. Treasury Strip 2031-02-15 NA 2.56 2.30 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2032-04-15 3.375000 100.00 220.90 U.S. Treasuries (including strips) U.S. Treasury Strip 2033-02-15 NA 13513582.88 11696870.85 U.S. Treasuries (including strips) U.S. Treasury Strip 2033-11-15 NA 67.64 57.90 U.S. Treasuries (including strips) U.S. Treasury Strip 2038-05-15 NA 3.14 2.45 U.S. Treasuries (including strips) U.S. Treasury Strip 2038-08-15 NA 122.70 95.19 U.S. Treasuries (including strips) U.S. Treasury Strip 2038-11-15 NA 97.39 75.18 U.S. Treasuries (including strips) U.S. Treasury Strip 2039-02-15 NA 18.20 13.98 U.S. Treasuries (including strips) U.S. Treasury Strip 2039-08-15 NA 7.75 5.90 U.S. Treasuries (including strips) U.S. Treasury Strip 2040-05-15 NA 27.26 20.39 U.S. Treasuries (including strips) U.S. Treasury Strip 2040-08-15 NA 1014862.67 756761.78 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2042-02-15 3.125000 1200.00 1605.09 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2042-02-15 0.750000 2459600.00 3569217.20 U.S. Treasuries (including strips) U.S. Treasury Strip 2042-05-15 NA 100.00 73.52 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2043-02-15 3.125000 1000.00 1338.97 U.S. Treasuries (including strips) U.S. Treasury Strip 2044-05-15 NA 2.56 1.76 U.S. Treasuries (including strips) U.S. Treasury Strip 2044-11-15 NA 8180300.00 5652268.27 U.S. Treasuries (including strips) U.S. Treasury Strip 2045-11-15 NA 100.00 67.74 U.S. Treasuries (including strips) U.S. Treasury Strip 2047-08-15 NA 0.01 0.01 U.S. Treasuries (including strips) U.S. Treasury Strip 2048-05-15 NA 8256074.13 5213908.96 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-12-07 2020-12-07 2020-12-15 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 0.0415 N N Y N Norinchukin Bank Norinchukin Bank 0.150000% 5493007VSMFZCPV1NB83 0001496637 ARP0OSLT0_0.15_0224 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFW 2027-05-15 2.375000 31971600.00 35700080.03 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-02-24 2021-02-24 2021-02-24 N N N 0.0015 35000000.00 35000000.00 0.0484 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 0.070000% ZBUT11V806EZ 0000036684 ARP0OSQY4_0.07_1201 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 2050-11-20 2.500000 3815472.00 4140595.58 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-11-20 3.500000 3803748.00 4148479.57 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-11-20 2.000000 3051016.00 3191137.30 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-11-20 2.500000 2677732.00 2824409.82 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-11-20 3.000000 2258236.00 2423732.33 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-11-20 2.500000 1331750.00 1442759.21 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-11-20 2.500000 1239218.00 1342514.12 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-10-20 2.000000 3354512.00 3505880.18 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-10-20 2.000000 2651720.00 2773497.89 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-07-20 2.500000 3073720.00 3212195.46 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-05-20 5.500000 261990.00 130977.92 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-03-20 3.500000 2371932.00 1071503.80 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-07-20 5.000000 13982240.00 4976749.97 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-07-20 3.500000 693504.00 131337.42 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-05-20 4.000000 2050000.00 1225973.51 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-01-20 3.500000 6972000.00 3297047.01 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-07-20 4.000000 11318976.00 3723607.12 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-10-20 3.500000 1702008.00 1089794.04 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-06-20 3.500000 2800000.00 838556.56 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-04-20 5.500000 1150508.00 41948.58 Agency Mortgage-Backed Securities Government National Mortgage Association 2036-12-20 5.000000 1081814.00 39608.39 Agency Mortgage-Backed Securities Government National Mortgage Association 2035-12-20 5.500000 1206356.00 50898.11 Agency Mortgage-Backed Securities Government National Mortgage Association 2034-08-20 4.500000 1577250.00 831872.26 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-01-20 7.000000 5131430.00 31616.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-01-01 3.500000 6100000.00 3450603.06 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2549001DPIFG 2022-11-30 0.170000 27084000.00 27048574.13 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-12-01 2020-12-01 2020-12-01 N N N 0.0007 75000000.00 75000000.00 0.1037 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.070000% ZBUT11V806EZ 0000036684 ARP0OTUQ4_0.07_1203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill 254900HROIFW 2020-12-01 NA 1800.00 1800.00 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2020-12-08 NA 400.00 400.00 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2020-12-22 NA 436700.00 436681.66 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2020-12-31 NA 300.00 299.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2021-03-31 2.250000 1200.00 1213.04 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2021-05-20 NA 200.00 199.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2021-07-15 2.625000 5600.00 5742.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2022-08-31 1.875000 100.00 103.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2022-11-30 2.000000 100.00 103.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2023-03-31 2.500000 9150200.00 9684823.87 U.S. Treasuries (including strips) U.S. Treasury Strip 2021-04-30 NA 67500.00 67456.19 U.S. Treasuries (including strips) U.S. Treasury Strip 2021-05-15 NA 512.00 511.74 U.S. Treasuries (including strips) U.S. Treasury Strip 2021-08-15 NA 64.00 63.95 U.S. Treasuries (including strips) U.S. Treasury Strip 2021-08-15 NA 100.00 99.91 U.S. Treasuries (including strips) U.S. Treasury Strip 2021-11-30 NA 40.03 40.00 U.S. Treasuries (including strips) U.S. Treasury Strip 2023-08-15 NA 6.40 6.36 U.S. Treasuries (including strips) U.S. Treasury Strip 2023-08-15 NA 400.00 398.07 U.S. Treasuries (including strips) U.S. Treasury Strip 2023-11-15 NA 33.60 33.35 U.S. Treasuries (including strips) U.S. Treasury Strip 2024-11-15 NA 40.96 40.39 U.S. Treasuries (including strips) U.S. Treasury Strip 2050-05-15 NA 100.00 60.82 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-12-03 2020-12-03 2020-12-03 N N N 0.0007 10000000.00 10000000.00 0.0138 N N Y N ABN Amro Securities LLC ABN Amro Securities LLC 0.090000% 549300FIFV1C 0001245022 ARP0OUBM1_0.09_1201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury Note 254900HROIFW 2027-02-15 2.250000 2800000.00 3114613.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2027-08-15 2.250000 10000000.00 11170921.20 U.S. Treasuries (including strips) Government National Mortgage Association 2048-10-20 3.500000 500000.00 239247.95 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-02-20 3.500000 15367976.00 6991793.10 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-08-20 2.000000 8900000.00 9223169.29 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 30000000.00 30000000.00 0.0415 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.090000% VYVVCKR63DVZ 0000072971 ARP0OUBS8_0.09_1201 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 2048-08-01 4.000000 85089.00 48831.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-12-01 2.500000 1699550.00 1771122.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 4.500000 7114748.00 2627192.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 3983396.00 2736843.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 3.000000 3216913.00 3178297.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-11-01 2.000000 3134518.00 3288711.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-07-01 3.000000 3166055.00 3386208.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-04-01 3.500000 4996633.00 3458682.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-06-01 2.000000 3447304.00 3502110.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-06-01 2.500000 4682679.00 4740425.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-11-01 2.000000 4803283.00 4962202.61 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 33000000.00 33000000.00 0.0456 N Y Y N Morgan Stanley U.S. Government Money Market Trust 2020-12-07 Lonnie Bae Lonnie Bae Vice President