N-MFP LIVE N 2013-04-30 0000356409 s000004054 1 N N N N 002-74980 Morgan Stanley Investment Management, Inc. 801-15757 Ernst & Young LLP Boston MA Morgan Stanley Investment Management, Inc. Morgan Stanley Services Company, Inc. 0001413398 84-06270 N N N Government/Agency 22 26 1538648022.42 696095.64 18454584.82 1520889533.24 0.0013 1.0000 2013-04-30 1.0000 2013-04-30 C000011343 1000.00 1520889533.24 1.00 -78960929.04 392982763.44 471943692.48 0.0001 1.0000 2013-04-30 1.0000 2013-04-30 Bank of Montreal Bank of Montreal 0.150000% ARP04L474_0.1500_M130503_MGSG 0000009622 Government Agency Repurchase Agreement Y U.S. Treasury Bond 2039-08-15 4.500000 Treasury Debt 3795400.00 5084579.32 U.S. Treasury Note 2017-08-31 0.625000 Treasury Debt 15400.00 15466.47 First Tier Security N/A N/A 2013-05-03 2013-05-03 N N N 5000000.00 5000000.00 0.0033 N 5000000.00 5000000.00 Bank of Montreal Bank of Montreal 0.150000% ARP04YC69_0.1500_M130507_MGSG 0000009622 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2024-06-01 4.500000 Government Agency Debt 2064000.00 1088389.54 Federal Home Loan Mortgage Corp. 2041-02-01 4.500000 Government Agency Debt 953740.00 885109.91 Federal National Mortgage Association 2040-06-01 5.000000 Government Agency Debt 176642.00 128709.43 Federal National Mortgage Association 2042-05-01 4.000000 Government Agency Debt 2046967.00 1773285.47 Federal National Mortgage Association 2042-07-01 4.000000 Government Agency Debt 2421142.00 2355631.87 Federal National Mortgage Association 2043-02-01 2.500000 Government Agency Debt 2504900.00 2529276.97 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 8500000.00 8500000.00 0.0056 N 8500000.00 8500000.00 Bank of Montreal Bank of Montreal 0.120000% ARP051QY4_0.1200_M130507_MGSG 0000009622 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2018-06-01 4.500000 Government Agency Debt 47781.00 4885.48 Government National Mortgage Association 2042-08-20 3.500000 Government Agency Debt 5130163.00 5272372.45 Government National Mortgage Association 2043-03-20 3.500000 Government Agency Debt 3642821.00 3973216.84 U.S. Treasury Note 2017-08-31 0.625000 Treasury Debt 19300.00 19383.30 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 9000000.00 9000000.00 0.0059 N 9000000.00 9000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.240000% ARP03LHX4_0.2400_M130507_MGSG 0001041839 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2026-08-01 3.500000 Government Agency Debt 5762.00 4044.21 Federal Home Loan Mortgage Corp. 2040-10-01 4.500000 Government Agency Debt 28478.00 20863.65 Federal Home Loan Mortgage Corp. 2042-01-01 4.000000 Government Agency Debt 26964.00 23132.19 Federal Home Loan Mortgage Corp. 2042-04-01 4.000000 Government Agency Debt 51347.00 43115.59 Federal Home Loan Mortgage Corp. 2042-09-01 3.500000 Government Agency Debt 1010701.00 1070957.47 Federal Home Loan Mortgage Corp. 2042-11-01 4.000000 Government Agency Debt 454418.00 492760.91 Federal Home Loan Mortgage Corp. 2042-12-01 3.000000 Government Agency Debt 6177.00 6410.63 Federal National Mortgage Association 2034-06-01 5.000000 Government Agency Debt 43700000.00 8497949.65 Federal National Mortgage Association 2040-11-01 4.000000 Government Agency Debt 949008.00 335920.85 Federal National Mortgage Association 2040-12-01 4.500000 Government Agency Debt 1059649.00 855401.65 Federal National Mortgage Association 2041-08-01 4.500000 Government Agency Debt 3281640.00 3360302.38 Federal National Mortgage Association 2041-11-01 4.000000 Government Agency Debt 30161.00 27413.07 Federal National Mortgage Association 2042-02-01 4.000000 Government Agency Debt 41663.00 40906.39 Federal National Mortgage Association 2042-04-01 4.000000 Government Agency Debt 30366.00 29970.49 Federal National Mortgage Association 2042-07-01 3.500000 Government Agency Debt 13449.00 14094.97 Federal National Mortgage Association 2042-09-01 3.500000 Government Agency Debt 31683.00 33643.57 Federal National Mortgage Association 2042-10-01 3.500000 Government Agency Debt 10800000.00 10928886.24 Federal National Mortgage Association 2042-12-01 3.000000 Government Agency Debt 21532.00 22435.80 Federal National Mortgage Association 2042-12-01 3.000000 Government Agency Debt 1000.00 1033.00 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 25000000.00 25000000.00 0.0164 N 25000000.00 25000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.210000% ARP03TZJ8_0.2100_M130507_MGSG 0001041839 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2026-08-01 3.500000 Government Agency Debt 1395360.00 979369.99 Federal Home Loan Mortgage Corp. 2040-10-01 4.500000 Government Agency Debt 84264.00 61733.77 Federal Home Loan Mortgage Corp. 2042-01-01 4.000000 Government Agency Debt 1013561.00 869525.60 Federal Home Loan Mortgage Corp. 2042-09-01 3.500000 Government Agency Debt 1187822.00 1258638.16 Federal Home Loan Mortgage Corp. 2042-11-01 4.000000 Government Agency Debt 885513.00 960230.88 Federal Home Loan Mortgage Corp. 2042-12-01 3.000000 Government Agency Debt 9353.00 9706.76 Federal Home Loan Mortgage Corp. 2043-01-01 3.500000 Government Agency Debt 4997968.00 5338976.61 Federal National Mortgage Association 2027-05-01 3.000000 Government Agency Debt 93192.00 83613.72 Federal National Mortgage Association 2027-11-01 2.500000 Government Agency Debt 80218.00 81072.01 Federal National Mortgage Association 2028-02-01 2.500000 Government Agency Debt 1652.00 1699.14 Federal National Mortgage Association 2028-02-01 3.000000 Government Agency Debt 11100000.00 11726616.83 Federal National Mortgage Association 2040-11-01 4.000000 Government Agency Debt 3663440.00 1296749.73 Federal National Mortgage Association 2040-12-01 4.500000 Government Agency Debt 48744.00 39348.59 Federal National Mortgage Association 2041-08-01 4.000000 Government Agency Debt 60400000.00 14745203.91 Federal National Mortgage Association 2041-08-01 4.500000 Government Agency Debt 56915.00 58279.28 Federal National Mortgage Association 2041-11-01 4.000000 Government Agency Debt 66925.00 60827.55 Federal National Mortgage Association 2042-04-01 4.000000 Government Agency Debt 49561.00 48915.47 Federal National Mortgage Association 2042-09-01 3.500000 Government Agency Debt 46035.00 48883.68 Federal National Mortgage Association 2042-12-01 3.000000 Government Agency Debt 10008.00 10419.68 Federal National Mortgage Association 2043-02-01 3.500000 Government Agency Debt 3423754.00 3665232.11 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 40000000.00 40000000.00 0.0263 N 40000000.00 40000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.190000% ARP04F4L6_0.1900_M130507_MGSG 0001041839 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2026-08-01 3.500000 Government Agency Debt 2031265.00 1425696.58 Federal Home Loan Mortgage Corp. 2040-10-01 4.500000 Government Agency Debt 31641.00 23180.93 Federal Home Loan Mortgage Corp. 2042-01-01 4.000000 Government Agency Debt 1762096.00 1511687.58 Federal Home Loan Mortgage Corp. 2042-12-01 3.000000 Government Agency Debt 4760.00 4940.04 Federal National Mortgage Association 2027-11-01 2.500000 Government Agency Debt 98911.00 99964.01 Federal National Mortgage Association 2028-02-01 3.000000 Government Agency Debt 1920014.00 2027741.54 Federal National Mortgage Association 2040-11-01 4.000000 Government Agency Debt 54200000.00 19158894.91 Federal National Mortgage Association 2041-08-01 4.500000 Government Agency Debt 39576.00 40524.65 Federal National Mortgage Association 2041-11-01 4.000000 Government Agency Debt 17763.00 16144.64 Federal National Mortgage Association 2042-04-01 4.000000 Government Agency Debt 33278.00 32844.56 Federal National Mortgage Association 2042-09-01 3.500000 Government Agency Debt 22924.00 24342.56 Federal National Mortgage Association 2043-01-01 3.500000 Government Agency Debt 1258544.00 1338559.59 Federal National Mortgage Association 2043-02-01 3.500000 Government Agency Debt 23143.00 24775.28 Federal National Mortgage Association 2043-04-01 3.500000 Government Agency Debt 8149.00 8736.81 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 25000000.00 25000000.00 0.0164 N 25000000.00 25000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.170000% ARP04GER0_0.1700_M130507_MGSG 0001041839 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2026-12-01 3.000000 Government Agency Debt 4583.00 4496.66 Federal Home Loan Mortgage Corp. 2027-07-01 2.500000 Government Agency Debt 32900000.00 31961518.69 Federal Home Loan Mortgage Corp. 2028-03-01 2.500000 Government Agency Debt 598991.00 623838.63 Federal Home Loan Mortgage Corp. 2042-01-01 4.000000 Government Agency Debt 404653.00 347148.46 Federal Home Loan Mortgage Corp. 2042-04-01 4.000000 Government Agency Debt 261650.00 219705.04 Federal Home Loan Mortgage Corp. 2042-12-01 3.000000 Government Agency Debt 8125.00 8432.31 Federal National Mortgage Association 2040-11-01 4.000000 Government Agency Debt 1659809.00 587523.44 Federal National Mortgage Association 2041-08-01 4.500000 Government Agency Debt 90549.00 92719.50 Federal National Mortgage Association 2041-11-01 4.000000 Government Agency Debt 190129.00 172806.60 Federal National Mortgage Association 2042-02-01 4.000000 Government Agency Debt 141216.00 138651.49 Federal National Mortgage Association 2042-05-01 3.500000 Government Agency Debt 3012673.00 3111936.01 Federal National Mortgage Association 2042-07-01 3.500000 Government Agency Debt 46928.00 49182.00 Federal National Mortgage Association 2042-08-01 3.500000 Government Agency Debt 9559596.00 10126538.37 Federal National Mortgage Association 2042-09-01 3.500000 Government Agency Debt 32594.00 34610.94 Federal National Mortgage Association 2042-12-01 3.000000 Government Agency Debt 8783286.00 9153786.79 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 55000000.00 55000000.00 0.0362 N 55000000.00 55000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.200000% ARP04RGG8_0.2000_M130507_MGSG 0001041839 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2042-06-01 3.500000 Government Agency Debt 6911900.00 7202452.89 Federal National Mortgage Association 2027-11-01 2.500000 Government Agency Debt 29608.00 29923.21 Federal National Mortgage Association 2040-11-01 4.000000 Government Agency Debt 103351.00 36583.21 Federal National Mortgage Association 2041-08-01 4.500000 Government Agency Debt 13320.00 13639.29 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 7000000.00 7000000.00 0.0046 N 7000000.00 7000000.00 Barclays Capital, Inc. Barclays Capital, Inc. 0.110000% ARP052OR9_0.1100_M130502_MGSG 0001484219 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2042-07-01 4.000000 Government Agency Debt 40628.00 43181.82 Federal National Mortgage Association 2020-01-01 4.000000 Government Agency Debt 543979.00 174942.60 Federal National Mortgage Association 2033-04-01 3.000000 Government Agency Debt 486515.00 513768.47 Federal National Mortgage Association 2036-01-01 6.000000 Government Agency Debt 15000000.00 1596336.31 Federal National Mortgage Association 2038-04-01 3.718000 Government Agency Debt 20100000.00 7262490.81 Federal National Mortgage Association 2038-08-01 5.173000 Government Agency Debt 96400000.00 9577178.75 Federal National Mortgage Association 2039-10-01 3.979000 Government Agency Debt 49900000.00 14844140.98 Federal National Mortgage Association 2040-05-01 3.685000 Government Agency Debt 34500000.00 15142100.75 Federal National Mortgage Association 2042-07-01 3.500000 Government Agency Debt 6075.00 5421.23 Government National Mortgage Association 2043-03-15 3.500000 Government Agency Debt 2199642.00 2401711.00 Government National Mortgage Association 2061-06-20 NA Government Agency Debt 20630.00 23375.14 First Tier Security N/A N/A 2013-05-02 2013-05-02 N N N 50000000.00 50000000.00 0.0329 N 50000000.00 50000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.205000% ARP048VN8_0.2050_M130507_MGSG 0001197610 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2032-09-01 5.500000 Government Agency Debt 2815000.00 518863.99 Federal Home Loan Mortgage Corp. 2033-01-01 2.960999 Government Agency Debt 7992370.00 519880.26 Federal Home Loan Mortgage Corp. 2033-10-01 5.000000 Government Agency Debt 2485058.00 522083.60 Federal Home Loan Mortgage Corp. 2035-06-01 6.000000 Government Agency Debt 3484805.00 519888.07 Federal Home Loan Mortgage Corp. 2042-01-01 4.000000 Government Agency Debt 758886.00 524936.15 Federal National Mortgage Association 2026-02-01 3.500000 Government Agency Debt 652402.00 521600.01 Federal National Mortgage Association 2026-10-01 6.500000 Government Agency Debt 2600000.00 521024.19 Federal National Mortgage Association 2033-09-01 4.500000 Government Agency Debt 2000000.00 523607.90 Federal National Mortgage Association 2034-12-01 5.500000 Government Agency Debt 3400000.00 524936.79 Federal National Mortgage Association 2038-09-01 5.210000 Government Agency Debt 8000000.00 515166.35 Federal National Mortgage Association 2039-05-01 6.000000 Government Agency Debt 617546.00 515913.71 Federal National Mortgage Association 2040-05-01 4.500000 Government Agency Debt 740000.00 523612.87 Federal National Mortgage Association 2041-05-01 5.000000 Government Agency Debt 752858.00 434130.97 Government National Mortgage Association 2040-05-20 3.500000 Government Agency Debt 1000000.00 524355.21 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 7000000.00 7000000.00 0.0046 N 7000000.00 7000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.200000% ARP049GQ6_0.2000_M130507_MGSG 0001197610 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2020-05-01 5.500000 Government Agency Debt 2000000.00 503656.09 Federal Home Loan Mortgage Corp. 2025-02-01 4.500000 Government Agency Debt 1250321.00 506461.17 Federal Home Loan Mortgage Corp. 2026-08-01 3.500000 Government Agency Debt 1004081.00 501863.63 Federal Home Loan Mortgage Corp. 2038-05-01 5.500000 Government Agency Debt 1800000.00 501924.66 Federal National Mortgage Association 2017-12-01 5.500000 Government Agency Debt 12500000.00 506653.79 Federal National Mortgage Association 2027-06-01 3.500000 Government Agency Debt 507294.00 507301.41 Federal National Mortgage Association 2034-03-01 5.000000 Government Agency Debt 565897.00 89770.65 Federal National Mortgage Association 2037-02-01 5.500000 Government Agency Debt 3000000.00 506276.61 Federal National Mortgage Association 2037-08-01 6.000000 Government Agency Debt 1971350.00 500728.35 Federal National Mortgage Association 2039-02-01 6.000000 Government Agency Debt 1420113.00 505563.73 Federal National Mortgage Association 2039-03-01 5.000000 Government Agency Debt 1310000.00 500608.35 Federal National Mortgage Association 2040-06-01 4.500000 Government Agency Debt 620000.00 506114.85 Federal National Mortgage Association 2042-10-01 3.000000 Government Agency Debt 39521.00 40664.87 Government National Mortgage Association 2038-07-20 4.500000 Government Agency Debt 2184671.00 502412.21 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 6000000.00 6000000.00 0.0039 N 6000000.00 6000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.180000% ARP04FGS8_0.1800_M130507_MGSG 0001197610 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2024-04-01 4.500000 Government Agency Debt 4771211.00 1089409.26 Federal Home Loan Mortgage Corp. 2025-07-01 4.500000 Government Agency Debt 1702371.00 1096683.71 Federal Home Loan Mortgage Corp. 2027-06-01 3.000000 Government Agency Debt 1063193.00 1085989.48 Federal Home Loan Mortgage Corp. 2035-08-01 5.000000 Government Agency Debt 5000000.00 1086258.22 Federal Home Loan Mortgage Corp. 2036-04-01 5.000000 Government Agency Debt 4500000.00 1087488.06 Federal Home Loan Mortgage Corp. 2038-01-01 4.500000 Government Agency Debt 4555875.00 1065808.09 Federal Home Loan Mortgage Corp. 2038-04-01 5.000000 Government Agency Debt 1371654.00 467088.22 Federal Home Loan Mortgage Corp. 2039-01-01 6.000000 Government Agency Debt 2720847.00 1092102.36 Federal Home Loan Mortgage Corp. 2042-01-01 4.500000 Government Agency Debt 1154992.00 1071888.65 Federal National Mortgage Association 2019-02-01 5.000000 Government Agency Debt 8762695.00 1065237.58 Federal National Mortgage Association 2025-02-01 5.000000 Government Agency Debt 1937950.00 1090358.53 Federal National Mortgage Association 2025-08-01 4.000000 Government Agency Debt 1410432.00 1057700.46 Federal National Mortgage Association 2027-01-01 4.000000 Government Agency Debt 1301200.00 1093023.10 Federal National Mortgage Association 2027-06-01 3.500000 Government Agency Debt 1453400.00 1095083.33 Federal National Mortgage Association 2027-12-01 3.000000 Government Agency Debt 1018750.00 1060657.42 Federal National Mortgage Association 2028-04-01 3.000000 Government Agency Debt 1033114.00 1094656.26 Federal National Mortgage Association 2033-09-01 2.140000 Government Agency Debt 16000000.00 1056360.59 Federal National Mortgage Association 2033-11-01 5.000000 Government Agency Debt 5233147.00 1081525.65 Federal National Mortgage Association 2034-10-01 5.500000 Government Agency Debt 7905000.00 1058220.96 Federal National Mortgage Association 2034-12-01 5.500000 Government Agency Debt 5221979.00 1069633.47 Federal National Mortgage Association 2034-12-01 6.000000 Government Agency Debt 921693.00 97214.98 Federal National Mortgage Association 2035-05-01 5.000000 Government Agency Debt 4847304.00 1090882.70 Federal National Mortgage Association 2035-12-01 6.000000 Government Agency Debt 4118344.00 1057483.59 Federal National Mortgage Association 2036-09-01 2.954000 Government Agency Debt 9001628.00 1062502.92 Federal National Mortgage Association 2039-09-01 6.000000 Government Agency Debt 1017914.00 1066233.26 Federal National Mortgage Association 2039-11-01 5.000000 Government Agency Debt 1500000.00 1076944.96 Federal National Mortgage Association 2041-05-01 3.210000 Government Agency Debt 2026193.00 1069957.31 Federal National Mortgage Association 2041-06-01 5.000000 Government Agency Debt 1032000.00 1089989.02 Federal National Mortgage Association 2041-07-01 4.500000 Government Agency Debt 2000000.00 1080918.94 Federal National Mortgage Association 2041-07-01 5.000000 Government Agency Debt 1248045.00 1076180.95 Federal National Mortgage Association 2041-10-01 4.500000 Government Agency Debt 1029618.00 1091640.32 Federal National Mortgage Association 2042-02-01 4.000000 Government Agency Debt 1026125.00 1096326.25 Federal National Mortgage Association 2042-08-01 3.500000 Government Agency Debt 1002060.00 1068551.58 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 33000000.00 33000000.00 0.0217 N 33000000.00 33000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.170000% ARP04OFQ4_0.1700_M130507_MGSG 0001197610 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2019-05-01 4.500000 Government Agency Debt 4438371.00 620460.69 Federal Home Loan Mortgage Corp. 2022-12-01 4.500000 Government Agency Debt 24266.00 10027.11 Federal Home Loan Mortgage Corp. 2036-04-01 2.629000 Government Agency Debt 6135799.00 621655.80 Federal Home Loan Mortgage Corp. 2036-04-01 5.500000 Government Agency Debt 3038674.00 624335.11 Federal Home Loan Mortgage Corp. 2038-07-01 5.500000 Government Agency Debt 3615067.00 624521.48 Federal Home Loan Mortgage Corp. 2041-02-01 4.000000 Government Agency Debt 962698.00 620888.33 Federal National Mortgage Association 2016-10-01 5.500000 Government Agency Debt 6375350.00 624873.26 Federal National Mortgage Association 2019-03-01 5.000000 Government Agency Debt 4901675.00 630074.88 Federal National Mortgage Association 2019-12-01 3.500000 Government Agency Debt 1450233.00 626075.06 Federal National Mortgage Association 2020-05-01 5.500000 Government Agency Debt 2880000.00 620883.97 Federal National Mortgage Association 2024-11-01 5.000000 Government Agency Debt 434819.00 233457.06 Federal National Mortgage Association 2033-04-01 5.500000 Government Agency Debt 4588700.00 627093.21 Federal National Mortgage Association 2033-06-01 5.500000 Government Agency Debt 2611380.00 627672.32 Federal National Mortgage Association 2034-09-01 5.500000 Government Agency Debt 4250000.00 631138.99 Federal National Mortgage Association 2035-03-01 5.500000 Government Agency Debt 2880000.00 622058.46 Federal National Mortgage Association 2035-05-01 2.657999 Government Agency Debt 3100000.00 622109.33 Federal National Mortgage Association 2035-08-01 2.702000 Government Agency Debt 4000000.00 634194.94 Federal National Mortgage Association 2037-06-01 6.000000 Government Agency Debt 1875346.00 631498.51 Federal National Mortgage Association 2038-08-01 6.500000 Government Agency Debt 1500000.00 621017.61 Federal National Mortgage Association 2038-11-01 5.000000 Government Agency Debt 1872091.00 631077.25 Federal National Mortgage Association 2039-04-01 4.500000 Government Agency Debt 1000000.00 627513.56 Federal National Mortgage Association 2040-05-01 3.608000 Government Agency Debt 1600000.00 623400.75 Federal National Mortgage Association 2040-06-01 6.500000 Government Agency Debt 850257.00 633972.60 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 13000000.00 13000000.00 0.0085 N 13000000.00 13000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.130000% ARP050H42_0.1300_M130507_MGSG 0001197610 Treasury Repurchase Agreement Y U.S. Treasury Strip 2013-08-15 NA Treasury Debt 2652062.00 2651425.50 U.S. Treasury Strip 2017-05-15 NA Treasury Debt 2005000.00 1964378.70 U.S. Treasury Strip 2022-11-15 NA Treasury Debt 1900000.00 1619218.00 U.S. Treasury Strip 2036-05-15 NA Treasury Debt 4907539.00 2486012.03 U.S. Treasury Strip 2037-05-15 NA Treasury Debt 5614583.00 2743172.96 U.S. Treasury Strip 2038-11-15 NA Treasury Debt 3594293.00 1661282.22 U.S. Treasury Strip 2039-05-15 NA Treasury Debt 3594293.00 1632743.54 U.S. Treasury Strip 2042-05-15 NA Treasury Debt 1959100.00 795179.10 U.S. Treasury Strip 2042-11-15 NA Treasury Debt 6833558.00 2714699.25 U.S. Treasury Strip 2043-02-15 NA Treasury Debt 5409375.00 2131888.78 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 20000000.00 20000000.00 0.0132 N 20000000.00 20000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.110000% ARP052DY6_0.1100_M130507_MGSG 0001197610 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2018-01-01 5.500000 Government Agency Debt 24200000.00 1109549.15 Federal Home Loan Mortgage Corp. 2021-10-01 5.000000 Government Agency Debt 7470000.00 1111366.32 Federal Home Loan Mortgage Corp. 2025-10-01 4.000000 Government Agency Debt 1500004.00 1112940.63 Federal Home Loan Mortgage Corp. 2027-07-01 3.500000 Government Agency Debt 1285021.00 1141425.65 Federal Home Loan Mortgage Corp. 2028-04-01 2.500000 Government Agency Debt 1079934.00 1131343.06 Federal Home Loan Mortgage Corp. 2034-08-01 6.000000 Government Agency Debt 8104263.00 1136091.52 Federal Home Loan Mortgage Corp. 2035-03-01 2.359999 Government Agency Debt 1291000.00 1103088.46 Federal Home Loan Mortgage Corp. 2038-04-01 5.000000 Government Agency Debt 1856677.00 632252.71 Federal National Mortgage Association 2019-01-01 4.000000 Government Agency Debt 7898135.00 1115852.60 Federal National Mortgage Association 2020-08-01 6.000000 Government Agency Debt 2960531.00 1132418.77 Federal National Mortgage Association 2025-11-01 3.500000 Government Agency Debt 1507976.00 1113494.47 Federal National Mortgage Association 2026-08-01 4.000000 Government Agency Debt 1700663.00 1108075.38 Federal National Mortgage Association 2026-10-01 4.000000 Government Agency Debt 1268605.00 1101882.18 Federal National Mortgage Association 2027-04-01 3.500000 Government Agency Debt 724806.00 737013.26 Federal National Mortgage Association 2027-10-01 2.500000 Government Agency Debt 1093770.00 1113878.52 Federal National Mortgage Association 2027-11-01 3.000000 Government Agency Debt 1063898.00 1107044.30 Federal National Mortgage Association 2028-03-01 3.000000 Government Agency Debt 1066560.00 1134271.33 Federal National Mortgage Association 2028-03-01 3.000000 Government Agency Debt 1043304.00 1104997.89 Federal National Mortgage Association 2032-08-01 2.339999 Government Agency Debt 78200000.00 1110150.51 Federal National Mortgage Association 2033-04-01 1.911999 Government Agency Debt 6824366.00 1118103.72 Federal National Mortgage Association 2034-01-01 2.444999 Government Agency Debt 1816758.00 1137770.50 Federal National Mortgage Association 2035-09-01 5.500000 Government Agency Debt 5773139.00 1140779.02 Federal National Mortgage Association 2036-07-01 2.810999 Government Agency Debt 8108846.00 1124499.02 Federal National Mortgage Association 2036-10-01 6.000000 Government Agency Debt 5041076.00 1121356.96 Federal National Mortgage Association 2037-11-01 6.000000 Government Agency Debt 10800000.00 1141320.76 Federal National Mortgage Association 2038-06-01 4.500000 Government Agency Debt 2122678.00 1115810.93 Federal National Mortgage Association 2039-09-01 5.000000 Government Agency Debt 2100000.00 1115776.72 Federal National Mortgage Association 2040-03-01 3.619000 Government Agency Debt 3565000.00 1124084.14 Federal National Mortgage Association 2040-11-01 5.000000 Government Agency Debt 1244989.00 1116287.94 Federal National Mortgage Association 2041-06-01 4.500000 Government Agency Debt 1049500.00 1105452.35 Federal National Mortgage Association 2041-08-01 5.000000 Government Agency Debt 1400000.00 1107174.24 Federal National Mortgage Association 2041-12-01 4.000000 Government Agency Debt 1975695.00 1106628.20 Federal National Mortgage Association 2043-05-01 3.000000 Government Agency Debt 1063093.00 1117819.61 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 35000000.00 35000000.00 0.0230 N 35000000.00 35000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.170000% ARP053U17_0.1700_M130501_MGSG 0001197610 Government Agency Repurchase Agreement Y Government National Mortgage Association 2042-09-20 4.000000 Government Agency Debt 11100000.00 10832087.02 Government National Mortgage Association 2043-03-20 4.500000 Government Agency Debt 25600000.00 28192069.28 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 37960000.00 37960000.00 0.0250 N 37960000.00 37960000.00 Credit Agricole Corp. Credit Agricole Corp. 0.100000% ARP052D34_0.1000_M130501_MGSG 0001191672 Government Agency Repurchase Agreement Y U.S. Treasury Bill 2014-04-03 NA Treasury Debt 20400000.00 20400000.00 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 20000000.00 20000000.00 0.0132 N 20000000.00 20000000.00 Credit Agricole Corp. Credit Agricole Corp. 0.140000% ARP053U82_0.1400_M130501_MGSG 0001191672 Treasury Repurchase Agreement Y U.S. Treasury Note 2015-02-28 2.375000 Treasury Debt 24400000.00 25496221.41 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 25000000.00 25000000.00 0.0164 N 25000000.00 25000000.00 Deutsche Bank Securities Inc.: Repo - 02may13 MGSG Deutsche Bank Securities, Inc. 0.100000% ARP052OW8_0.1000_M130502_MGSG 0001074042 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2037-02-01 5.500000 Government Agency Debt 112000000.00 17571103.46 Federal National Mortgage Association 2042-08-01 3.500000 Government Agency Debt 8382895.00 8246540.85 First Tier Security N/A N/A 2013-05-02 2013-05-02 N N N 25000000.00 25000000.00 0.0164 N 25000000.00 25000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.145100% 313385LB Government Agency Debt N First Tier Security N/A N/A 2013-08-30 2013-08-30 N N N 8250000.00 8245979.27 0.0054 N 8248333.50 8248333.50 Federal Home Loan Bank Federal Home Loan Bank 0.210000% 313379LP2 Government Agency Debt N First Tier Security N/A N/A 2013-05-01 2013-12-06 N N N 8800000.00 8798129.07 0.0058 N 8804989.60 8804989.60 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313380NN3 Government Agency Debt N First Tier Security N/A N/A 2013-05-01 2013-09-04 N N N 9000000.00 9000000.00 0.0059 N 9002304.00 9002304.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313381CN3 Government Agency Debt N First Tier Security N/A N/A 2013-05-15 2013-05-15 N N N 20000000.00 19999936.41 0.0132 N 20000480.00 20000480.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313381DJ1 Government Agency Debt N First Tier Security N/A N/A 2013-05-23 2013-05-23 N N N 15000000.00 14999900.32 0.0099 N 15000465.00 15000465.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313381DS1 Government Agency Debt N First Tier Security N/A N/A 2013-08-20 2013-08-20 N N N 11500000.00 11499579.17 0.0076 N 11502438.00 11502438.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313381KG9 Government Agency Debt N First Tier Security N/A N/A 2013-06-17 2013-06-17 N N N 23000000.00 22999939.94 0.0151 N 23000874.00 23000874.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313381LS2 Government Agency Debt N First Tier Security N/A N/A 2013-09-27 2013-09-27 N N N 15000000.00 14999582.54 0.0099 N 15002430.00 15002430.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313381WR2 Government Agency Debt N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 20000000.00 19998919.54 0.0131 N 20000000.00 20000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313381Z40 Government Agency Debt N First Tier Security N/A N/A 2013-07-25 2013-07-25 N N N 16000000.00 15999222.02 0.0105 N 16000000.00 16000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313382CF8 Government Agency Debt N First Tier Security N/A N/A 2013-08-19 2013-08-19 N N N 15500000.00 15498226.01 0.0102 N 15500465.00 15500465.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313382NL3 Government Agency Debt N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 4000000.00 3999671.48 0.0026 N 4000176.00 4000176.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313382YE7 Government Agency Debt N First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 18000000.00 17998650.72 0.0118 N 17998128.00 17998128.00 Federal Home Loan Bank Federal Home Loan Bank 0.150100% 313385JQ0 Government Agency Debt N First Tier Security N/A N/A 2013-07-26 2013-07-26 N N N 8000000.00 7997133.33 0.0053 N 7999232.00 7999232.00 Federal Home Loan Bank Federal Home Loan Bank 0.121100% 313385KE5 Government Agency Debt N First Tier Security N/A N/A 2013-08-09 2013-08-09 N N N 16000000.00 15994622.22 0.0105 N 15997328.00 15997328.00 Federal Home Loan Bank Federal Home Loan Bank 0.125100% 313385KE5 Government Agency Debt N First Tier Security N/A N/A 2013-08-09 2013-08-09 N N N 5000000.00 4998263.89 0.0033 N 4999165.00 4999165.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.135100% 313397FF3 Government Agency Debt N First Tier Security N/A N/A 2013-05-06 2013-05-06 N N N 20000000.00 19999625.00 0.0131 N 19999940.00 19999940.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.140100% 313397HX2 Government Agency Debt N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 12500000.00 12496645.86 0.0082 N 12499037.50 12499037.50 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.500000% 3134A4TZ7 Government Agency Debt N First Tier Security N/A N/A 2013-07-15 2013-07-15 N N N 12000000.00 12106924.58 0.0080 N 12109236.00 12109236.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.138700% 3134G2K92 Government Agency Debt N First Tier Security N/A N/A 2013-05-13 2013-09-13 N N N 25000000.00 24998233.81 0.0164 N 25002725.00 25002725.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.875000% 3137EACL1 Government Agency Debt N First Tier Security N/A N/A 2013-10-28 2013-10-28 N N N 8000000.00 8028393.28 0.0053 N 8029328.00 8029328.00 Federal National Mortgage Association Federal National Mortgage Association 0.140100% 313589KK8 Government Agency Debt N First Tier Security N/A N/A 2013-08-14 2013-08-14 N N N 9000000.00 8996325.00 0.0059 N 8998425.00 8998425.00 Federal National Mortgage Association Federal National Mortgage Association 0.150100% 313589KS1 Government Agency Debt N First Tier Security N/A N/A 2013-08-21 2013-08-21 N N N 12000000.00 11994400.00 0.0079 N 11997756.00 11997756.00 Federal National Mortgage Association Federal National Mortgage Association 0.150100% 313589LF8 Government Agency Debt N First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 17000000.00 16991145.83 0.0112 N 16995869.00 16995869.00 Federal National Mortgage Association Federal National Mortgage Association 1.000000% 31398A2S0 Government Agency Debt N First Tier Security N/A N/A 2013-09-23 2013-09-23 N N N 14000000.00 14048573.13 0.0092 N 14048006.00 14048006.00 Goldman Sachs & Co. Goldman Sachs & Co. 0.100000% ARP052D75_0.1000_M130501_MGSG 0000769993 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2043-01-01 3.500000 Government Agency Debt 17000000.00 18047209.66 Federal National Mortgage Association 2043-04-01 3.500000 Government Agency Debt 2412780.00 2581772.78 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 20000000.00 20000000.00 0.0132 N 20000000.00 20000000.00 Goldman Sachs & Co. Goldman Sachs & Co. 0.120000% ARP053RN3_0.1200_M130507_MGSG 0000769993 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2032-11-01 6.000000 Government Agency Debt 15600000.00 10344568.77 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 10000000.00 10000000.00 0.0066 N 10000000.00 10000000.00 ING Financial Markets LLC ING Financial Markets LLC 0.110000% ARP052O16_0.1100_M130502_MGSG 0000877559 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2038-03-01 2.314000 Government Agency Debt 35757900.00 20600021.46 First Tier Security N/A N/A 2013-05-02 2013-05-02 N N N 20000000.00 20000000.00 0.0132 N 20000000.00 20000000.00 ING Financial Markets LLC ING Financial Markets LLC 0.120000% ARP053RM5_0.1200_M130507_MGSG 0000877559 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2042-06-01 2.109000 Government Agency Debt 325000.00 292839.73 Federal National Mortgage Association 2042-06-01 2.531000 Government Agency Debt 5175000.00 4697859.85 Federal National Mortgage Association 2042-06-01 2.556000 Government Agency Debt 13775166.00 13084937.01 Federal National Mortgage Association 2042-07-01 2.180000 Government Agency Debt 4600000.00 3789203.75 Federal National Mortgage Association 2042-07-01 2.283999 Government Agency Debt 1275000.00 1184514.77 Federal National Mortgage Association 2042-07-01 2.641000 Government Agency Debt 2000000.00 1770814.42 Federal National Mortgage Association 2042-09-01 2.400999 Government Agency Debt 27635000.00 26684086.24 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 50000000.00 50000000.00 0.0329 N 50000000.00 50000000.00 ING Financial Markets LLC ING Financial Markets LLC 0.170000% ARP053U58_0.1700_M130501_MGSG 0000877559 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2036-07-01 2.516000 Government Agency Debt 4836022.00 3603019.16 Federal National Mortgage Association 2037-01-01 2.422000 Government Agency Debt 5535523.00 3699743.24 Federal National Mortgage Association 2037-08-01 2.539000 Government Agency Debt 42841325.00 35115016.92 Federal National Mortgage Association 2038-03-01 2.339999 Government Agency Debt 6413351.00 5063543.97 Federal National Mortgage Association 2041-03-01 3.303999 Government Agency Debt 2600000.00 1542181.06 Federal National Mortgage Association 2041-07-01 3.230999 Government Agency Debt 10787551.00 7623626.88 Federal National Mortgage Association 2041-07-01 3.466000 Government Agency Debt 7000000.00 5140626.67 Federal National Mortgage Association 2041-09-01 3.706999 Government Agency Debt 1000500.00 629673.03 Federal National Mortgage Association 2042-01-01 2.861000 Government Agency Debt 6300000.00 5768932.27 Federal National Mortgage Association 2042-07-01 2.512000 Government Agency Debt 15321846.00 15591856.61 Federal National Mortgage Association 2042-08-01 3.008000 Government Agency Debt 4740000.00 4655707.52 Federal National Mortgage Association 2044-10-01 1.377999 Government Agency Debt 32795639.00 24866489.80 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 110000000.00 110000000.00 0.0723 N 110000000.00 110000000.00 Merrill Lynch Pierce Fenner & Smith Merrill Lynch Pierce Fenner & Smith 0.200000% ARP04QO71_0.2000_M130507_MGSG 0000065100 Government Agency Repurchase Agreement Y U.S. Treasury Note 2018-01-31 0.875000 Treasury Debt 6038200.00 6120061.35 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 6000000.00 6000000.00 0.0039 N 6000000.00 6000000.00 Merrill Lynch Pierce Fenner & Smith Merrill Lynch Pierce Fenner & Smith 0.160000% ARP04Z5C1_0.1600_M130507_MGSG 0000065100 Government Agency Repurchase Agreement Y U.S. Treasury Note 2018-01-31 0.875000 Treasury Debt 10600000.00 10722731.76 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 10500000.00 10500000.00 0.0069 N 10500000.00 10500000.00 Merrill Lynch Pierce Fenner & Smith Merrill Lynch Pierce Fenner & Smith 0.120000% ARP04Z5H0_0.1200_M130507_MGSG 0000065100 Treasury Repurchase Agreement Y U.S. Treasury Note 2017-02-28 0.875000 Treasury Debt 35100000.00 35650910.32 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 35000000.00 35000000.00 0.0230 N 35000000.00 35000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.150000% ARP04XAR7_0.1500_M130503_MGSG 0000812291 Government Agency Repurchase Agreement Y Government National Mortgage Association 2043-01-20 3.000000 Government Agency Debt 17800000.00 18842676.00 First Tier Security N/A N/A 2013-05-03 2013-05-03 N N N 18000000.00 18000000.00 0.0118 N 18000000.00 18000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.150000% ARP052XN8_0.1500_M130603_MGSG 0000812291 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2032-08-01 3.000000 Government Agency Debt 15700000.00 15435217.14 U.S. Treasury Strip 2017-05-15 NA Treasury Debt 25128.00 24588.25 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 15000000.00 15000000.00 0.0099 Y 15000000.00 15000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.190000% ARP053UT6_0.1900_M130501_MGSG 0000812291 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2023-02-01 2.500000 Government Agency Debt 5663588.00 5834398.88 Federal Home Loan Mortgage Corp. 2026-06-01 5.000000 Government Agency Debt 1645079.00 1692883.44 Federal Home Loan Mortgage Corp. 2027-11-01 3.000000 Government Agency Debt 7911411.00 8188530.36 Federal Home Loan Mortgage Corp. 2027-11-01 3.000000 Government Agency Debt 4738508.00 4882055.12 Federal Home Loan Mortgage Corp. 2027-11-01 3.000000 Government Agency Debt 343129.00 353888.41 Federal Home Loan Mortgage Corp. 2028-02-01 2.500000 Government Agency Debt 2946541.00 3059534.54 Federal Home Loan Mortgage Corp. 2028-02-01 2.500000 Government Agency Debt 1580891.00 1643276.40 Federal National Mortgage Association 2022-11-01 2.634999 Government Agency Debt 1897349.00 1959872.63 Federal National Mortgage Association 2027-10-01 3.000000 Government Agency Debt 5734701.00 5953235.16 Federal National Mortgage Association 2028-02-01 2.500000 Government Agency Debt 2064574.00 2137449.20 Federal National Mortgage Association 2028-02-01 2.500000 Government Agency Debt 925240.00 956048.37 Federal National Mortgage Association 2028-03-01 2.500000 Government Agency Debt 641766.00 668135.85 Federal National Mortgage Association 2032-11-01 3.000000 Government Agency Debt 39800000.00 41093878.44 Federal National Mortgage Association 2032-12-01 3.000000 Government Agency Debt 55200000.00 57230625.48 Federal National Mortgage Association 2042-04-01 4.000000 Government Agency Debt 4518128.00 4659783.23 Federal National Mortgage Association 2042-05-01 4.000000 Government Agency Debt 3728208.00 3835108.08 Government National Mortgage Association 2028-02-20 2.500000 Government Agency Debt 21700000.00 22543251.03 Government National Mortgage Association 2042-02-20 4.000000 Government Agency Debt 16700000.00 14041301.44 Government National Mortgage Association 2042-10-20 3.000000 Government Agency Debt 49000000.00 51015658.21 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 225000000.00 225000000.00 0.1479 N 225000000.00 225000000.00 RBC Capital Markets LLC RBC Capital Markets LLC 0.160000% ARP04PJQ7_0.1600_M130528_MGSG 0000050916 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2042-01-01 2.182999 Government Agency Debt 7766696.00 6104370.55 Federal National Mortgage Association 2042-07-01 2.349000 Government Agency Debt 1842539.00 1526999.47 Government National Mortgage Association 2040-08-20 5.000000 Government Agency Debt 53600000.00 33522461.24 First Tier Security N/A N/A 2013-05-28 2013-05-28 N N N 40000000.00 40000000.00 0.0263 Y 40000000.00 40000000.00 RBC Capital Markets LLC RBC Capital Markets LLC 0.140000% ARP04WQ35_0.1400_M130701_MGSG 0000050916 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2036-10-01 5.732999 Government Agency Debt 41600000.00 13054992.86 Federal Home Loan Mortgage Corp. 2041-07-01 4.500000 Government Agency Debt 363661.00 343359.05 Federal Home Loan Mortgage Corp. 2043-04-01 3.000000 Government Agency Debt 3438.00 3593.03 Federal National Mortgage Association 2043-03-01 3.000000 Government Agency Debt 4386.00 4528.63 Government National Mortgage Association 2040-08-20 5.000000 Government Agency Debt 44929.00 28158.32 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 13000000.00 13000000.00 0.0085 Y 13000000.00 13000000.00 RBC Capital Markets LLC RBC Capital Markets LLC 0.140000% ARP04WV21_0.1400_M130507_MGSG 0000050916 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2036-10-01 5.732999 Government Agency Debt 7193158.00 2247804.67 Federal Home Loan Mortgage Corp. 2043-04-01 3.000000 Government Agency Debt 3174.00 3317.12 Federal National Mortgage Association 2042-07-01 2.349000 Government Agency Debt 12200000.00 10118235.39 Federal National Mortgage Association 2043-03-01 3.000000 Government Agency Debt 4048.00 4179.64 Government National Mortgage Association 2040-08-20 5.000000 Government Agency Debt 41474.00 25992.97 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 12000000.00 12000000.00 0.0079 N 12000000.00 12000000.00 RBC Capital Markets LLC RBC Capital Markets LLC 0.140000% ARP0517L3_0.1400_M130507_MGSG 0000050916 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2041-04-01 3.244000 Government Agency Debt 33600000.00 20550926.02 First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 20000000.00 20000000.00 0.0132 N 20000000.00 20000000.00 Wells Fargo Securities LLC Wells Fargo Securities LLC 0.150000% ARP053U25_0.1500_M130501_MGSG 0000072971 Treasury Repurchase Agreement Y U.S. Treasury Note 2013-12-15 0.750000 Treasury Debt 96200000.00 96869540.60 U.S. Treasury Note 2014-06-30 0.250000 Treasury Debt 51000000.00 51042238.67 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 145000000.00 145000000.00 0.0953 N 145000000.00 145000000.00