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Agency Standard and Poor's Ratings Services AA+ 2019-05-17 2020-08-17 2020-08-17 N N N 0.0242 25232095.23 25232095.23 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.376000% 3133EJYP8 US3133EJYP83 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-05-05 2019-09-05 2019-09-05 N N N 0.0238 16757447.79 16757447.78 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.433000% 3133EJZ44 US3133EJZ449 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-05-06 2020-03-06 2020-03-06 N N N 0.0243 99957550.00 99957550.00 0.0126 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.444000% 3133EJZA0 US3133EJZA06 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-05-11 2020-09-11 2020-09-11 N N N 0.0244 33864875.82 33864875.81 0.0043 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.522000% 3133EKGX8 US3133EKGX82 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-05-16 2021-04-16 2021-04-16 N N N 0.0252 50730917.57 50730917.56 0.0064 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA BENCHMARK NOTE 0.875000% 3135G0N33 B1V7KEBTPIMZEU4LTD58 US3135G0N339 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-08-02 2019-08-02 2019-08-02 N N N 0.0261 51973977.01 51973977.01 0.0065 N N N N UNITED STATES TREASURY TREASURY BILL 912796RR2 254900HROIFWPRGM1V77 US912796RR20 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-05-30 2019-05-30 2019-05-30 N N N 0.0233 23579432.81 23579432.80 0.0030 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-08-22 2019-08-22 2019-08-22 N N N 0.0245 248140012.50 248140012.50 0.0312 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796SF7 254900HROIFWPRGM1V77 US912796SF72 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-08-29 2019-08-29 2019-08-29 N N N 0.0245 99212500.00 99212500.00 0.0125 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796SM2 254900HROIFWPRGM1V77 US912796SM24 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-04-23 2020-04-23 2020-04-23 N N N 0.0241 78167040.00 78167040.00 0.0098 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796SQ3 254900HROIFWPRGM1V77 US912796SQ38 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-10-31 2019-10-31 2019-10-31 N N N 0.0240 41493585.00 41493585.00 0.0052 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.460000% 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-05-01 2020-10-31 2020-10-31 N N N 0.0246 239819695.20 239819695.20 0.0301 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.530000% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-05-01 2021-01-31 2021-01-31 N N N 0.0253 209525417.58 209525417.57 0.0263 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.125000% 912828KQ2 254900HROIFWPRGM1V77 US912828KQ20 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-05-15 2019-05-15 2019-05-15 N N N 0.0248 8567284.80 8567284.79 0.0011 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) LLC 2.770000% SUVUFHICNZMP2WKHG940 BRTT1K0N0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage A 2042-02-20 4.000000 300000000.00 61630833.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.500000 75086888.00 61948412.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2047-05-01 4.500000 33185669.00 28119414.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2047-07-01 4.500000 58277942.00 52757201.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.500000 72212583.00 59649913.99 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 257000000.00 257000000.00 0.0323 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 2.770000% MBNUM2BPBDO7JBLYG310 BRTT1K0U4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 2048-02-15 1.000000 8703000.00 8999930.31 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2023-02-28 2.625000 173500.00 176328.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-15 2.375000 100.00 100.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-03-31 2.250000 100.00 100.02 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 3.000000 4033.00 3375.06 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.250000 200.00 199.36 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. 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F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0273 280000000.00 280000000.00 0.0352 N Y Y N MIZUHO SECURITIES USA LLC TRI-PARTY MIZUHO SECURITIES USA LL 2.750000% 7TK5RJIZDFROZCA6XF66 BRTT1K117 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 2 1/8 NOTE M 22 254900HROIFWPRGM1V77 2022-06-30 2.125000 103833500.00 104087082.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2026-08-03 1.500000 1000000.00 972945.00 Agency Debentures and Agency Strips Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 103000000.00 103000000.00 0.0129 N Y Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BANK PLC 2.750000% G5GSEF7VJP5I7OUK5573 BRTT1K125 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2021-10-15 2.875000 200832100.00 204000081.51 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 200000000.00 200000000.00 0.0251 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & CO. LLC 2.700000% FOR8UP27PHTHYVLBNG30 BRTT1K141 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-11-15 0.00 21599796.71 15300000.00 U.S. Treasuries (including strips) Y Fitch, Inc. 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