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S6XOOCT0IEG5ABCC6L87 2042-12-01 3.500000 84922.00 37234.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-09-01 3.500000 1465375.00 999940.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-01-01 4.000000 55375.00 9654.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-02-01 4.500000 106476.00 31682.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-02-01 3.604000 8080.00 903.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-05-01 4.089000 8007684.00 644900.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-01-01 4.258000 1133.00 45.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-09-01 4.705000 1834.00 111.85 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-03-21 2019-03-21 2019-03-21 N N N 0.0252 25000000.00 25000000.00 0.0347 N N N Y Societe Generale Societe Generale 2.460000% O2RNE8IBXP4R ARP0J1VK3_2.46_0320 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill 254900HROIFWPRGM1V77 2019-04-25 NA 100.00 99.63 U.S. Treasuries (including strips) U.S. Treasury Bond 2039-11-15 4.375000 274000.00 338224.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-02-28 1.750000 4150000.00 4062933.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-10-31 2.250000 15300.00 15178.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-02-28 2.750000 818800.00 827438.34 U.S. Treasuries (including strips) U.S. Treasury Strip 2030-11-15 NA 78.18 55.90 U.S. Treasuries (including strips) U.S. Treasury Strip 2035-05-15 NA 1481477.86 916175.54 U.S. Treasuries (including strips) U.S. Treasury Strip 2045-02-15 NA 1500.00 670.37 U.S. Treasuries (including strips) U.S. Treasury Bond 2047-02-15 0.875000 1000000.00 979273.10 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 50000000.00 50000000.00 0.0694 N Y Y N Natixis Natixis 2.580000% 0001503859 ARP0JDUE2_2.58_0301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury Bond 2045-02-15 2.500000 1302400.00 1171602.30 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-07-01 3.234333 5442156.00 5242710.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-07-15 NA 7650000.00 5671251.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-02-01 6.000000 61800000.00 6993309.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 6.000000 39700000.00 7156633.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-08-01 3.000000 12400000.00 7853063.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-05-15 NA 11600000.00 9727497.45 Agency Mortgage-Backed Securities U.S. Treasury Bond 2027-01-15 2.375000 8487700.00 11930531.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-07-15 0.625000 12000000.00 13410164.58 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-05-15 NA 21800000.00 15100000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-01-15 NA 21800000.00 15200000.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-03-15 NA 8777000.00 5879027.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-02-01 4.500000 6148870.00 6437073.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-01-01 4.500000 9512479.00 7845303.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-10-01 4.000000 13300000.00 12235708.78 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 129000000.00 129000000.00 0.1791 N Y Y N Morgan Stanley U.S. Government Money Market Trust 2019-03-07 Lonnie Bae Lonnie Bae Vice President